Search results for " optimization."

A multi-objective approach to facility layout problem by genetic search algorithm and Electre method

2006

Abstract Classical approaches to layout design problem tend to maximise the efficiency of layout, measured by the handling cost related to the interdepartmental flow and to the distance among the departments. However, the actual problem involves several conflicting objectives hence requiring a multi-objective formulation. Multi-objective approaches, recently proposed, in most cases lead to the maximisation of a weighted sum of score functions. The poor practicability of such an approach is due to the difficulty of normalising these functions and of quantifying the weights. In this paper, this difficulty is overcome by approaching the problem in two subsequent steps: in the first step, the P…

A Differential Evolution Framework with Ensemble of Parameters and Strategies and Pool of Local Search Algorithms

2014

The file attached to this record is the author's final peer reviewed version. The publisher's final version can be found by following the DOI link. The ensemble structure is a computational intelligence supervised strategy consisting of a pool of multiple operators that compete among each other for being selected, and an adaptation mechanism that tends to reward the most successful operators. In this paper we extend the idea of the ensemble to multiple local search logics. In a memetic fashion, the search structure of an ensemble framework cooperatively/competitively optimizes the problem jointly with a pool of diverse local search algorithms. In this way, the algorithm progressively adapts…

A Unified Approach to Portfolio Optimization with Linear Transaction Costs

2004

In this paper we study the continuous time optimal portfolio selection problem for an investor with a finite horizon who maximizes expected utility of terminal wealth and faces transaction costs in the capital market. It is well known that, depending on a particular structure of transaction costs, such a problem is formulated and solved within either stochastic singular control or stochastic impulse control framework. In this paper we propose a unified framework, which generalizes the contemporary approaches and is capable to deal with any problem where transaction costs are a linear/piecewise-linear function of the volume of trade. We also discuss some methods for solving numerically the p…

An efficient framework for the elasto-plastic reliability assessment of uncertain wind excited systems

2016

Abstract In this paper a method to efficiently evaluate the reliability of elastic-perfectly plastic structures is proposed. The method is based on combining dynamic shakedown theory with Subset Simulation. In particular, focus is on describing the shakedown behavior of uncertain elasto-plastic systems driven by stochastic wind loads. The ability of the structure to shakedown is assumed as a limit state separating plastic collapse from a safe, if not elastic, state of the structure. The limit state is therefore evaluated in terms of a probabilistic load multiplier estimated through solving a series of linear programming problems posed in terms of the responses of the underlying linear elast…

Up-to-Date Supply Chain Management: The Coordinated (S, R) Order-Up-to

2011

This paper presents the mathematical derivation of a new generation of the most largely used periodic review policy in supply chain: the coordinated (S, R) replenishment rule. We first derive the classical order-up-to model and then we modify it to generate the coordinated decision policy equations. We run a numerical simulation on a serial supply chain model to show differences in the two policies. We conclude on the managerial implications related to coordinated replenishment.

2014

For locating inaccurate problem of the discrete localization criterion proposed by Demigny, a new criterion expression of “good localization” is proposed. Firstly, a discrete expression of good detection and good localization criterion of two dimension edge detection operator is employed, and then an experiment to measure optimal parameters of two dimension Canny's edge detection operator is introduced after. Moreover, a detailed performance comparison and analysis of two dimension optimal filter obtained via utilizing tensor product for one dimension optimal filter are provided which can prove that least square support vector regression (LS-SVR) is a smoothness filter and give the construc…

Multi-dimensional Function Approximation and Regression Estimation

2002

In this communication, we generalize the Support Vector Machines (SVM) for regression estimation and function approximation to multi-dimensional problems. We propose a multi-dimensional Support Vector Regressor (MSVR) that uses a cost function with a hyperspherical insensitive zone, capable of obtaining better predictions than using an SVM independently for each dimension. The resolution of the MSVR is achieved by an iterative procedure over the Karush-Kuhn-Tucker conditions. The proposed algorithm is illustrated by computers experiments.

Training label cleaning with ant colony optimization for classification of remote sensing imagery

2015

This paper presents an original approach for improving performances of the supervised classifiers in remote sensing imagery by proposing a technique to refine a given training set using Ant Colony Optimization (ACO). The new method called ACO-Training Label Cleaning (ACO-TLC) applies ACO model for selection of the significant training samples from a given set of labeled vectors in order to optimize the quality of a supervised classifier. This means to retain the most informative samples and to remove the uncertain or misclassified training samples, which lead to classification errors. As a result of the selection process, we can obtain a purified training set. The proposed model is implemen…

Efficient Analysis of Arbitrarily Shaped Inductive Obstacles in Rectangular Waveguides Using a Surface Integral Equation Formulation

2007

In this paper we propose to use the Surface Integral Equation technique for the analysis of arbitrarily shaped Hplane obstacles in rectangular waveguides, which can contain both metallic and/or dielectric objects. The Green functions are formulated using both spectral and spatial images series, whose convergence behavior has been improved through several acceleration techniques. Proceeding in this way, the convergence of the series is not attached to the employment of any particular basis or test function, thus consequently increasing the flexibility of the implemented technique. In order to test the accuracy and numerical efficiency of the proposed method, results for practical microwave c…

MESH COMPARISON USING ATTRIBUTE DEVIATION METRIC

2004

We propose a mesh comparison method using a new attribute deviation metric. The considered meshes contain geometrical and appearance attributes (material color, texture, temperature, etc.). The proposed deviation metric computes local differences between the attributes of two meshes. A mesh comparison assessment can be done easily and quickly using this metric. The techniques proposed are applicable in a number of ways, e.g. 3D matching and registration, and the example described in the paper is the simplification of a surface by iteratively reducing its complexity according to an error metric. The results are presented showing the success of the algorithm through comparisons with other me…