Search results for "Line search"
showing 10 items of 12 documents
A new compact formulation for the discrete p-dispersion problem
2017
Abstract This paper addresses the discrete p -dispersion problem (PDP) which is about selecting p facilities from a given set of candidates in such a way that the minimum distance between selected facilities is maximized. We propose a new compact formulation for this problem. In addition, we discuss two simple enhancements of the new formulation: Simple bounds on the optimal distance can be exploited to reduce the size and to increase the tightness of the model at a relatively low cost of additional computation time. Moreover, the new formulation can be further strengthened by adding valid inequalities. We present a computational study carried out over a set of large-scale test instances i…
European National Road Authorities and Circular Economy: An Insight into Their Approaches
2020
The pavement engineering industry, having realized the significance of the impacts that it imposes on the environment through the production, construction and management of its products and assets, has been driven towards a more sustainable and circular way of operating. This has partly been through asphalt recycling, which is an area that many road authorities have prioritized. However, not all the National Road Authorities (NRAs) and/or sector stakeholders seem to be adequately familiar with the Circular Economy (CE) concept. This paper attempts to assist the transition of NRAs to a more circular way of doing business, by analyzing the current situation of CE within national/regional auth…
Sixth graders’ evaluation strategies when reading Internet search results : an eye-tracking study
2018
Eye-tracking technology was used to examine Internet search result evaluation strategies adopted by sixth-grade students (N = 36) during ten experimental information search tasks. The relevancy of the search result’s title, URL, and snippet components was manipulated and selection of search results as well as looking into probabilities on the search result components was analysed. The results revealed that during first-pass inspection, students read the search engine page by first looking at the title of a search result. If the title was relevant, the probability of looking at the snippet of the search result increased. During second-pass inspection, there was a high probability of students…
Noise traders and smart money: Evidence from online searches
2019
International audience; Traditional finance theory considers that the impact of noise traders' attention on asset prices is offset by attention from smart investors. This paper uses online search data to study the influence of noise traders and smart investors on stock returns and volatility. Adopting an original approach, we construct a proxy for smart investor attention based on investors' online search behavior provided by Wikipedia Page Traffic. We combine this new measure with a standard measure of noise traders' attention as proxied by Google Search Volume Index. We show for a sample of 87 French firms over the period 2008–2018 that only noise traders' attention influences stock retur…
A Sequential Quadratic Programming Method for Volatility Estimation in Option Pricing
2006
Our goal is to identify the volatility function in Dupire's equation from given option prices. Following an optimal control approach in a Lagrangian framework, we propose a globalized sequential quadratic programming (SQP) algorithm with a modified Hessian - to ensure that every SQP step is a descent direction - and implement a line search strategy. In each level of the SQP method a linear-quadratic optimal control problem with box constraints is solved by a primal-dual active set strategy. This guarantees L^1 constraints for the volatility, in particular assuring its positivity. The proposed algorithm is founded on a thorough first- and second-order optimality analysis. We prove the existe…
A Nonlinear Primal-Dual Method for Total Variation-Based Image Restoration
1999
We present a new method for solving total variation (TV) minimization problems in image restoration. The main idea is to remove some of the singularity caused by the nondifferentiability of the quantity $|\nabla u|$ in the definition of the TV-norm before we apply a linearization technique such as Newton's method. This is accomplished by introducing an additional variable for the flux quantity appearing in the gradient of the objective function, which can be interpreted as the normal vector to the level sets of the image u. Our method can be viewed as a primal-dual method as proposed by Conn and Overton [ A Primal-Dual Interior Point Method for Minimizing a Sum of Euclidean Norms, preprint,…
Dynamic Computation Offloading Scheme for Fog Computing System with Energy Harvesting Devices
2020
Fog computing is considered as a promising technology to meet the ever-increasing computation requests from a wide variety of mobile applications. By offloading the computation-intensive requests to the fog node or the central cloud, the performance of the applications, such as energy consumption and delay, are able to be significantly enhanced. Meanwhile, utilizing the recent advances of social network and energy harvesting techniques, the system performance could be further improved. In this paper, we take the social relationships of the energy harvesting MDs into the design of computational offloading scheme in fog computing. With the objective to minimize the social group execution cost…
Hydropower Optimization Using Split-Window, Meta-Heuristic and Genetic Algorithms
2019
In this paper, we try to find the most efficient optimization algorithm that can be used to resolve the hydropower optimization problem. We propose a novel optimization technique is called the Split-window method. The method is relatively simple and reduces the complexity of the optimization problem by split-ting the planning horizon (and datasets) into equal windows and assigning the same values to policies(actions) within each part. After splitting, a meta-heuristic technique is used to optimize the actions, and the dataset is split again until a split contains only one instance (timestep). The unique values to be optimized during each iteration is equal to the number of splits which make…
Taking Online Search Queries as an Indicator of the Public Agenda
2016
Recently, several studies suggested that the amount of online search queries can be used as an indicator of the public agenda. Based on former research by the authors, this article discusses the role of public uncertainty as another factor influencing search queries. Therefore, the influence of media coverage on Wikipedia searches concerning two issues is compared: one issue with uncertainty (the Enterohaemorrhagic Escherichia coli [EHEC] epidemic), and one without uncertainty (unemployment). Analyses show much stronger correlations in the case of EHEC, which suggests that online search behavior may especially be used as an indicator of the public agenda in case public uncertainty exists.
Analyzing online search patterns of music festival tourists
2020
Music festivals, as cultural events that induce tourism flows, intermediate both the cultural and travel experience. The present study analyzes online search behavior of potential attenders to a music festival. We hypothesize that the search process reveals latent patterns of behavior of cultural tourists planning to attend music festivals. To this end, information from Google Trends on queries related to three popular music festivals is used to build a network of search topics. Based on it, alternative exponential random graph model specifications are estimated. Findings support the general result of mediated information flows: music festivals induce planning and traveling queries. Howeve…