Search results for "Mathematical optimization"
showing 10 items of 1300 documents
Boolean-controlled systems via receding horizon and linear programing
2009
We consider dynamic systems controlled by boolean signals or decisions. We show that in a number of cases, the receding horizon formulation of the control problem can be solved via linear programing by relaxing the binary constraints on the control. The idea behind our approach is conceptually easy: a feasible control can be forced by imposing that the boolean signal is set to one at least one time over the horizon. We translate this idea into constraints on the controls and analyze the polyhedron of all feasible controls. We specialize the approach to the stabilizability of switched and impulsively controlled systems.
Robust optimality of linear saturated control in uncertain linear network flows
2008
We propose a novel approach that, given a linear saturated feedback control policy, asks for the objective function that makes robust optimal such a policy. The approach is specialized to a linear network flow system with unknown but bounded demand and politopic bounds on controlled flows. All results are derived via the Hamilton-Jacobi-Isaacs and viscosity theory.
ROBUST CONTROL STRATEGIES FOR MULTI—INVENTORY SYSTEMS WITH AVERAGE FLOW CONSTRAINTS
2006
Abstract In this paper we consider multi—inventory systems in presence of uncertain demand. We assume that i) demand is unknown but bounded in an assigned compact set and ii) the control inputs (controlled flows) are subject to assigned constraints. Given a long—term average demand, we select a nominal flow that feeds such a demand. In this context, we are interested in a control strategy that meets at each time all possible current demands and achieves the nominal flow in the average. We provide necessary and sufficient conditions for such a strategy to exist and we characterize the set of achievable flows. Such conditions are based on linear programming and thus they are constructive. In …
Improvement of Inventory Control under Parametric Uncertainty and Constraints
2011
The aim of the present paper is to show how the statistical inference equivalence principle (SIEP), the idea of which belongs to the authors, may be employed in the particular case of finding the effective statistical decisions for the multi-product inventory problems with constraints. To our knowledge, no analytical or efficient numerical method for finding the optimal policies under parametric uncertainty for the multi-product inventory problems with constraints has been reported in the literature. Using the (equivalent) predictive distributions, this paper represents an extension of analytical results obtained for unconstrained optimization under parametric uncertainty to the case of con…
Formulations for an inventory routing problem
2014
In this paper, we present and compare formulations for the inventory routing problem (IRP) where the demand of customers has to be served, over a discrete time horizon, by capacitated vehicles starting and ending their routes at a depot. The objective of the IRP is the minimization of the sum of inventory and transportation costs. The formulations include known and new mathematical programming formulations. Valid inequalities are also presented. The formulations are tested on a large set of benchmark instances. One of the most significant conclusions is that the formulations that use vehicle-indexed variables are superior to the more compact, aggregate formulations.
Advanced techniques for solving groundwater and surface water problems in the context of inverse methods and climate change.
2021
[ES] El tema de la investigación se centra en técnicas avanzadas para manejar problemas de aguas subterráneas y superficiales relacionados con métodos inversos y cambio climático. Los filtros de Kalman, con especial atención en Ensemble Smoother with Multiple Data Assimilation (ES-MDA), se analizan y mejoran para la solución de diferentes tipos de problemas inversos. En particular, la principal novedad es la aplicación de estos métodos para la identificación de series temporales. La primera parte de la tesis, luego de la descripción del método, presenta el desarrollo de un software escrito en Python para la aplicación de la metodología propuesta. El software cuenta con un flujo de trabajo f…
Robust control in uncertain multi-inventory systems and consensus problems
2008
Abstract We consider a continuous time linear multi–inventory system with unknown demands bounded within ellipsoids and controls bounded within polytopes. We address the problem of ∈-stabilizing the inventory since this implies some reduction of the inventory costs. The main results are certain conditions under which ∈-stabilizability is possible through a saturated linear state feedback control. The idea of this approach is similar to the consensus problem solution for a network of continuous time dynamic agents, where each agent evolves according to a first order dynamics has bounded control and it is subject to unknown but bounded disturbances. In this context, we derive conditions under…
The minimal cost maximum matching of a graph (supplementary remarks)
1971
In addition to the preceding paper, it will be shown that (1) the matching problem is closely related to the linear assignment problem and how (2) this property can be taken advantage of for solving the matching problem.
The shortest-path problem with resource constraints with -loop elimination and its application to the capacitated arc-routing problem
2014
Abstract In many branch-and-price algorithms, the column generation subproblem consists of computing feasible constrained paths. In the capacitated arc-routing problem (CARP), elementarity constraints concerning the edges to be serviced and additional constraints resulting from the branch-and-bound process together impose two types of loop-elimination constraints. To fulfill the former constraints, it is common practice to rely on a relaxation where loops are allowed. In a k-loop elimination approach all loops of length k and smaller are forbidden. Following Bode and Irnich (2012) for solving the CARP, branching on followers and non-followers is the only known approach to guarantee integer …
Symmetries and Covariance of the Maxwell Equations
2012
Already within a given, fixed division of four-dimensional spacetime into the space where experiments are performed, and the laboratory time variable, Maxwell’s equations show interesting transformation properties under continuous and discrete space-time transformations. However, only the action of the whole Lorentz group on them reveals their full symmetry structure. A good example that illustrates the covariance of Maxwell’s equations is provided by the electromagnetic fields of a point charge uniformly moving along a straight line.