Search results for "Linear programming"
showing 10 items of 137 documents
A non-linear optimization procedure to estimate distances and instantaneous substitution rate matrices under the GTR model.
2006
Abstract Motivation: The general-time-reversible (GTR) model is one of the most popular models of nucleotide substitution because it constitutes a good trade-off between mathematical tractability and biological reality. However, when it is applied for inferring evolutionary distances and/or instantaneous rate matrices, the GTR model seems more prone to inapplicability than more restrictive time-reversible models. Although it has been previously noted that the causes for intractability are caused by the impossibility of computing the logarithm of a matrix characterised by negative eigenvalues, the issue has not been investigated further. Results: Here, we formally characterize the mathematic…
A decision support system methodology for forecasting of time series based on soft computing
2006
Exponential procedures are widely used as forecasting techniques for inventory control and business planning. A number of modifications to the generalized exponential smoothing (Holt-Winters) approach to forecasting univariate time series is presented, which have been adapted into a tool for decision support systems. This methodology unifies the phases of estimation and model selection into just one optimization framework which permits the identification of robust solutions. This procedure may provide forecasts from different versions of exponential smoothing by fitting the updated formulas of Holt-Winters and selects the best method using a fuzzy multicriteria approach. The elements of the…
Black-Box solvers in combinatorial optimization
2015
Black box optimizers have a long tradition in the field of operations research. These procedures treat the objective function evaluation as a black box and therefore do not take advantage of its specific structure. Black-box optimization refers to the process in which there is a complete separation between the evaluation of the objective function —and perhaps other functions used to enforce constraints— and the solution procedure. The challenge of optimizing black boxes is to develop methods that can produce outcomes of reasonable quality without taking advantage of problem structure and employing a computational effort that is adequate for the context.
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…
Optimal Integration of Hybrid Supercapacitor and IPT system for a Free Catenary Tramway
2017
The aim of the presented paper is the study of an optimal integration of Supercapacitor based storage system and Inductive Power Transfer system for the free-catenary operation of a tramway. The paper starts from the definition of the Inductive Power transfer pad system and proposed an optimal integration strategy for the correct size of on-board supercapacitors and the inductive energy transfer.
Identification of efficient equilibria in multiproduct trading with indivisibilities and non-monotonicity
2018
Abstract This paper focuses on multiproduct trading with indivisibilities and where a representative agent may have non-monotonic preferences. In this framework, the set of firms’ profits (which comes from efficient subgame perfect Nash equilibria) is the Pareto frontier of some projection of the core of the game. We show that under monotonicity efficient subgame perfect Nash equilibria are achieved by single offers and the equilibrium characterization is easy to obtain. When dealing with non-monotonic preferences the problem becomes more challenging. Then, we define a pair of primal–dual linear programming problems that fully identifies the core of the game. A set of modified versions of t…
The Multi-period Multi-trip Container Drayage Problem with Release and Due Dates
2021
Abstract The Container Drayage Problem (CDP) aims at routing a fleet of trucks, based at a common terminal, to serve customers while minimizing the total travel distance. Each trip starts from and ends at the terminal, and handles a subset of customers. Each customer requires either that a container is picked up or delivered. We introduce a more realistic variant, i.e., the Multi-trip Multi-period CDP with Release and Due Dates (MM-CDP-RDD), in which the planning horizon is composed of several periods (days). On each day, each truck may perform more than one trip respecting the Release and Due Dates (RDD) associated with customer services, corresponding to the first and the last day on whic…
Min-max control of uncertain multi-inventory systems with multiplicative uncertainties
2001
In this note, we consider production-distribution systems with buffer and capacity constraints. For such systems, we assume that the model is not known exactly. More precisely, the entries of the matrix representing the system structure may be affine functions of some uncertain time-varying parameters that take values within assigned bounds. We give stabilizability conditions that can be checked, in principle, by solving a min-max problem on the surface of the state-space (buffer level space) unit ball. Then, we consider a special case in which each uncertain parameter affects a single column of the system matrix and is independent of all the other ones. In this case, we propose a mixed int…
Collaborative Content Downloading in VANETs with Fuzzy Comprehensive Evaluation
2019
Vehicle collaborative content downloading has become a hotspot in current vehicular ad-hoc network (VANET) research. However, in reality, the highly dynamic nature of VANET makes users lose resources easily, and the transmission of invalid segment data also wastes valuable bandwidth and storage of the users&rsquo
Dual Inequalities for Stabilized Column Generation Revisited
2014
Column generation (CG) models have several advantages over compact formulations: they provide better linear program bounds, may eliminate symmetry, and can hide nonlinearities in their subproblems. However, users also encounter drawbacks in the form of slow convergence, also known as the tailing-off effect, and the oscillation of the dual variables. Among different alternatives for stabilizing the CG process, Ben Amor et al. [Ben Amor H, Desrosiers J, Valério de Carvalho JM (2006) Dual-optimal inequalities for stabilized column generation. Oper. Res. 54(3):454–463] suggest the use of dual-optimal inequalities (DOIs) in the context of cutting stock and bin packing problems. We generalize th…