Search results for "Mathematical optimization"
showing 10 items of 1300 documents
Random Early Detection for Congestion Avoidance in Wired Networks: A Discretized Pursuit Learning-Automata-Like Solution
2010
Published version of an article in the journal: IEEE Transactions on Systems, Man, and Cybernetics, Part B: Cybernetics. Personal use of this material is permitted. Permission from IEEE must be obtained for all other users, including reprinting/ republishing this material for advertising or promotional purposes, creating new collective works for resale or redistribution to servers or lists, or reuse of any copyrighted components of this work in other works In this paper, we present a learning-automata-like (LAL) mechanism for congestion avoidance in wired networks. Our algorithm, named as LAL random early detection (LALRED), is founded on the principles of the operations of existing RED con…
Parallel Random Search and Tabu Search for the Minimal Consistent Subset Selection Problem
1998
The Minimal Consistent Subset Selection (MCSS) problem is a discrete optimization problem whose resolution for large scale instances requires a prohibitive processing time. Prior algorithms addressing this problem are presented. Randomization and approximation techniques are suitable to face the problem, then random search and meta-heuristics are proposed and consequently Tabu Search strategies are applied and evaluated. Parallel computing helps to reduce processing time and/or produce better results; different approaches for designing parallel tabu search are analyzed.
Dynamic Economic Load Dispatch using Levenberg Marquardt Algorithm
2018
Abstract Economic Load Dispatch (ELD) is a very important feature of power system network. This work proposes the novel approach which considers the constraint of ramp rate limit (RRL) to solve the ELD problem. It build up the time varying dynamic economic load dispatch in which load dispatching is calculated for each specified time interval, first it is tested with conventional lambda iteration technique and then the outcomes are used to train artificial neural network (ANN) it is based on Levenberg Marquardt algorithm (LMA).As compared with any other ANN method, the Levenberg Marquardt algorithm based dynamic economic load dispatch is more swift and precise. The propose algorithm is teste…
Fuzzy Mathematical Programming for Portfolio Management
2000
The classical portfolio selection problem was formulated by Markowitz in the 1950s as a quadratic programming problem in which the risk variance is minimized. Since then, many other models have been considered and their associated mathematical programming formulations can be viewed as dynamic, stochastic or static decision problems. In our opinion, the model formulation depends essentially on two factors: the data nature and the treatment given to the risk and return goals. In this communication, we consider several approaches to deal with the data uncertainty for different classical formulations of the portfolio problem. We make use of duality theory and fuzzy programming techniques to ana…
Looking for the best modes helps solving the MRCPSP/max
2013
The multi-mode resource-constrained project scheduling problem with minimum and maximum time lags MRCPSP/max is a very general project scheduling problem with multiple execution modes per activity, renewable and non-renewable resources and minimum and maximum time lags between activities. In this paper, we describe SA-EVA, an algorithm for the problem. SA-EVA first searches for the best mode for each activity, without considering renewable resources. In this phase a simulated annealing is applied. Once a mode vector has been chosen, the problem reduces to the RCPSP/max, which SA-EVA solves with EVA, an algorithm designed in Ballestin et al. [2009. An evolutionary algorithm for the resource-…
Approximation algorithm for constrained coupled-tasks scheduling problem
2014
International audience; We tackle the makespan minimization coupled-tasks problem in presence of compatibility constraints. In particular, we focus on stretched coupled-tasks, i.e. coupled-tasks having the same sub-tasks execution time and idle time duration. In such context, we propose some complexity results according to several parameters and we design an efficient polynomial-time approximation algorithm.
An approximate/exact objective based search technique for solving general scheduling problems
2018
Abstract In this paper, we analyze single machine scheduling problems under the following minimization objectives: the maximum completion time (makespan), the total completion time and the maximum lateness, including fundamental practical aspects, which often occur in industrial or manufacturing reality: release dates, due dates, setup times, precedence constraints, deterioration (aging) of machines, as well as maintenance activities. To solve the problems, we propose an efficient representation of a solution and a fast neighborhood search technique, which calculates an approximation of criterion values in a constant time per solution in a neighborhood. On this basis, a novel approximate/ex…
Two Job Cyclic Scheduling with Incompatibility Constraints
2001
The present paper deals with the problem of scheduling several repeated occurrences of two jobs over a finite or infinite time horizon in order to maximize the yielded profit. The constraints of the problem are the incompatibilities between some pairs of tasks which require a same resource.
Successive Reduction of Arms in Multi-Armed Bandits
2011
The relevance of the multi-armed bandit problem has risen in the past few years with the need for online optimization techniques in Internet systems, such as online advertisement and news article recommendation. At the same time, these applications reveal that state-of-the-art solution schemes do not scale well with the number of bandit arms. In this paper, we present two types of Successive Reduction (SR) strategies - 1) Successive Reduction Hoeffding (SRH) and 2) Successive Reduction Order Statistics (SRO). Both use an Order Statistics based Thompson Sampling method for arm selection, and then successively eliminate bandit arms from consideration based on a confidence threshold. While SRH…
Staggering Periodic Replenishments
1999
The paper deals with the problem of staggering periodic replenishment orders associated to different frequencies. The particular multi-item, instantaneous replenishment case with known demand is considered. The practical interest for such a problem is twofold: staggering orders allows both a reduction of the costs incurred in holding goods and an efficient use of space in warehouses. Some specific models allowing staggering are considered and, for them, theoretical results and properties are provided.