Search results for "Mathematical optimization"
showing 10 items of 1300 documents
GRASP and tabu search for the generalized dispersion problem
2021
Abstract The problem of maximizing dispersion requires the selection of a specific number of elements from a given set, in such a way that the minimum distance between the pairs of selected elements is maximized. In recent years, this problem has received a lot of attention and has been solved with many complex heuristics. However, there is a recent variant in which the selected elements have to satisfy two realistic constraints, a minimum capacity limit and a maximum budget, which in spite of its practical significance in facility location, has received little attention. In this paper, we first propose mathematical models to obtain the optimal solution of small- and medium-size instances, …
The probabilistic pickup-and-delivery travelling salesman problem
2019
Abstract Transportation problems are essential in commercial logistics and have been widely studied in the literature during the last decades. Many of them consist in designing routes for vehicles to move commodities between locations. This article approaches a pickup-and-delivery single-vehicle routing problem where there is susceptibility to uncertainty in customer requests. The probability distributions of the requests are assumed to be known, and the objective is to design an a priori route with minimum expected length. The problem has already been approached in the literature, but through a heuristic method. This article proposes the first exact approach to the problem. Two mathematica…
An algebraic continuous time parameter estimation for a sum of sinusoidal waveform signals
2016
In this paper, a novel algebraic method is proposed to estimate amplitudes, frequencies, and phases of a biased and noisy sum of complex exponential sinusoidal signals. The resulting parameter estimates are given by original closed formulas, constructed as integrals acting as time-varying filters of the noisy measured signal. The proposed algebraic method provides faster and more robust results, compared with usual procedures. Some computer simulations illustrate the efficiency of our method. Copyright © 2016 John Wiley & Sons, Ltd.
A Hierarchical Learning Scheme for Solving the Stochastic Point Location Problem
2012
Published version of a chapter in the book: Advanced Research in Applied Artificial Intelligence. Also available from the publisher at: http://dx.doi.org/10.1007/978-3-642-31087-4_78 This paper deals with the Stochastic-Point Location (SPL) problem. It presents a solution which is novel in both philosophy and strategy to all the reported related learning algorithms. The SPL problem concerns the task of a Learning Mechanism attempting to locate a point on a line. The mechanism interacts with a random environment which essentially informs it, possibly erroneously, if the unknown parameter is on the left or the right of a given point which also is the current guess. The first pioneering work […
Decomposition and Mean-Field Approach to Mixed Integer Optimal Compensation Problems
2016
Mixed integer optimal compensation deals with optimization problems with integer- and real-valued control variables to compensate disturbances in dynamic systems. The mixed integer nature of controls could lead to intractability in problems of large dimensions. To address this challenge, we introduce a decomposition method which turns the original n-dimensional optimization problem into n independent scalar problems of lot sizing form. Each of these problems can be viewed as a two-player zero-sum game, which introduces some element of conservatism. Each scalar problem is then reformulated as a shortest path one and solved through linear programming over a receding horizon, a step that mirro…
Globally Optimal Line Clustering and Vanishing Point Estimation in Manhattan World
2012
The projections of world parallel lines in an image intersect at a single point called the vanishing point (VP). VPs are a key ingredient for various vision tasks including rotation estimation and 3D reconstruction. Urban environments generally exhibit some dominant orthogonal VPs. Given a set of lines extracted from a calibrated image, this paper aims to (1) determine the line clustering, i.e. find which line belongs to which VP, and (2) estimate the associated orthogonal VPs. None of the existing methods is fully satisfactory because of the inherent difficulties of the problem, such as the local minima and the chicken-and-egg aspect. In this paper, we present a new algorithm that solves t…
Iterated greedy with variable neighborhood search for a multiobjective waste collection problem
2020
Abstract In the last few years, the application of decision making to logistic problems has become crucial for public and private organizations. Efficient decisions clearly contribute to improve operational aspects such as cost reduction or service improvement. The particular case of waste collection service considered in this paper involves a set of economic, labor and environmental issues that translate into difficult operational problems. They pose a challenge to nowadays optimization technologies since they have multiple constraints and multiple objectives that may be in conflict. We therefore need to resort to multiobjective approaches to model and solve this problem, providing efficie…
Crowd-Averse Robust Mean-Field Games: Approximation via State Space Extension
2016
We consider a population of dynamic agents, also referred to as players. The state of each player evolves according to a linear stochastic differential equation driven by a Brownian motion and under the influence of a control and an adversarial disturbance. Every player minimizes a cost functional which involves quadratic terms on state and control plus a cross-coupling mean-field term measuring the congestion resulting from the collective behavior, which motivates the term “crowd-averse.” Motivations for this model are analyzed and discussed in three main contexts: a stock market application, a production engineering example, and a dynamic demand management problem in power systems. For th…
A Novel Intelligent Technique for Product Acceptance Process Optimization on the Basis of Misclassification Probability in the Case of Log-Location-S…
2019
In this paper, to determine the optimal parameters of the product acceptance process under parametric uncertainty of underlying models, a new intelligent technique for optimization of product acceptance process on the basis of misclassification probability is proposed. It allows one to take into account all possible situations that may occur when it is necessary to optimize the product acceptance process. The technique is based on the pivotal quantity averaging approach (PQAA) which allows one to eliminate the unknown parameters from the problem and to use available statistical information as completely as possible. It is conceptually simple and easy to use. One of the most important featur…
Intelligent Constructing Exact Tolerance Limits for Prediction of Future Outcomes Under Parametric Uncertainty
2021
The problem of constructing one-sided exact statistical tolerance limits on the kth order statistic in a future sample of m observations from a distribution of log-location-scale family on the basis of an observed sample from the same distribution is considered. The new technique proposed here emphasizes pivotal quantities relevant for obtaining tolerance factors and is applicable whenever the statistical problem is invariant under a group of transformations that acts transitively on the parameter space. The exact tolerance limits on order statistics associated with sampling from underlying distributions can be found easily and quickly making tables, simulation, Monte Carlo estimated percen…