Search results for "Mathematical optimization"
showing 10 items of 1300 documents
Thompson Sampling for Dynamic Multi-armed Bandits
2011
The importance of multi-armed bandit (MAB) problems is on the rise due to their recent application in a large variety of areas such as online advertising, news article selection, wireless networks, and medicinal trials, to name a few. The most common assumption made when solving such MAB problems is that the unknown reward probability theta k of each bandit arm k is fixed. However, this assumption rarely holds in practice simply because real-life problems often involve underlying processes that are dynamically evolving. In this paper, we model problems where reward probabilities theta k are drifting, and introduce a new method called Dynamic Thompson Sampling (DTS) that facilitates Order St…
Nonholonomic Interpolation for Kinematic Problems, Entropy and Complexity
2008
Here we present the main lines of a theory we developed in a series of previous papers, about the motion planning problem in robotics. We illustrate the theory with a few academic examples.
A well-scalable metaheuristic for the fleet size and mix vehicle routing problem with time windows
2009
This paper presents an efficient and well-scalable metaheuristic for fleet size and mix vehicle routing with time windows. The suggested solution method combines the strengths of well-known threshold accepting and guided local search metaheuristics to guide a set of four local search heuristics. The computational tests were done using the benchmarks of [Liu, F.-H., & Shen, S.-Y. (1999). The fleet size and mix vehicle routing problem with time windows. Journal of the Operational Research Society, 50(7), 721-732] and 600 new benchmark problems suggested in this paper. The results indicate that the suggested method is competitive and scales almost linearly up to instances with 1000 custome…
Decentralized unscented Kalman filter based on a consensus algorithm for multi-area dynamic state estimation in power systems
2015
Abstract A decentralized unscented Kalman filter (UKF) method based on a consensus algorithm for multi-area power system dynamic state estimation is presented in this paper. The overall system is split into a certain number of non-overlapping areas. Firstly, each area executes its own dynamic state estimation based on local measurements by using the UKF. Next, the consensus algorithm is required to perform only local communications between neighboring areas to diffuse local state information. Finally, according to the global state information obtained by the consensus algorithm, the UKF is run again for each area. Its performance is compared with the distributed UKF without consensus algori…
A greedy perturbation approach to accelerating consensus algorithms and reducing its power consumption
2011
The average consensus is part of a family of algorithms that are able to compute global statistics by only using local data. This capability makes these algorithms interesting for applications in which these distributed philosophy is necessary. However, its iterative nature usually leads to a large power consumption due to the repetitive communications among the iterations. This drawback highlights the necessity of minimizing the power consumption until consensus is reached. In this work, we propose a greedy approach to perturbing the connectivity graph, in order to improve the convergence time of the consensus algorithm while keeping bounded the power consumption per iteration step. These …
Numerical decomposition of geometric constraints
2005
Geometric constraint solving is a key issue in CAD/CAM. Since Owen's seminal paper, solvers typically use graph based decomposition methods. However, these methods become difficult to implement in 3D and are misled by geometric theorems. We extend the Numerical Probabilistic Method (NPM), well known in rigidity theory, to more general kinds of constraints and show that NPM can also decompose a system into rigid subsystems. Classical NPM studies the structure of the Jacobian at a random (or generic) configuration. The variant we are proposing does not consider a random configuration, but a configuration similar to the unknown one. Similar means the configuration fulfills the same set of inci…
Constraint qualifications and Lagrange multipliers in nondifferentiable programming problems
1994
In this paper, we present several constraint qualifications, and we show that these conditions guarantee the nonvacuity and the boundedness of the Lagrange multiplier sets for general nondifferentiable programming problems. The relationships with various constraint qualifications are investigated.
An optimality test for semi-infinite linear programming
1992
In this paper we present a test to characterize the optimal solutions for the continuous semi-infinite linear programming problem. This optimality characterization is a condition of Kuhn–Tucker type. The resolution of a linear program permits to check the optimality of a feasible point,to detect the unboundedness of the problem and to find descent directions. We give some illustrative examples. We show that the local Mangasarian–Fromovitz constraint qualification is almost equivalent to Slater qualification for this problem. Furthermore, it follows from our study that this optimality condition is always necessary for a wide class of semi-infinite linear programming problems
Exact and Approximate Algorithms for Two–Criteria Topological Design Problem of WAN with Budget and Delay Constraints
2004
This paper studies the problem of designing wide area networks (WAN). In the paper the two-criteria topology assignment problem with two constraints is considered. The goal is select flow routes, channel capacities and network topology in order to minimize the total average delay per packet and the leasing cost of channels subject to the budget constraint and delay constraint. The problem is NP-complete. Then, the branch and bound method is used to construct the exact algorithm. Also the approximate algorithm is presented. Some computational results are reported. Based on computational experiments, several properties of the considered problem are formulated.
The Two-Criteria Topological Design Problem in WAN with Delay Constraint: An Algorithm and Computational Results
2003
The problem is concerned with designing of wide area networks (WAN). The problem consists in selection of flow routes, channel capacities and wide area network topology in order to minimize the total average delay per packet and the leasing cost of channels subject to delay constraint. The problem is NP complete. Then, the branch and bound method is used to construct the exact algorithm. Lower bound of the criterion function is proposed. Computational results are reported. Based on computational experiments, several properties of the considered problem are formulated.