Search results for "Mathematical optimization"

Portfolio optimization using a credibility mean-absolute semi-deviation model

2015

We present a cardinality constrained credibility mean-absolute semi-deviation model.We prove relationships for possibility and credibility moments for LR-fuzzy variables.The return on a given portfolio is modeled by means of LR-type fuzzy variables.We solve the portfolio selection problem using an evolutionary procedure with a DSS.We select best portfolio from Pareto-front with a ranking strategy based on Fuzzy VaR. We introduce a cardinality constrained multi-objective optimization problem for generating efficient portfolios within a fuzzy mean-absolute deviation framework. We assume that the return on a given portfolio is modeled by means of LR-type fuzzy variables, whose credibility dist…

The facility layout problem approached using a fuzzy model and a genetic search

2005

The problem of facility layout design is discussed, taking into account the uncertainty of production scenarios and the finite production capacity of the departments. The uncertain production demand is modelled by a fuzzy number, and constrained arithmetic operators are used in order to calculate the fuzzy material handling costs. By using a ranking criterion, the layout that represents the minimum fuzzy cost is selected. A flexible bay structure is adopted as a physical model of the system while an effective genetic algorithm is implemented to search for a near optimal solution in a fuzzy contest. Constraints on the aspect ratio of the departments are taken into account using a penalty fun…

A new approach for critical resources allocation

2009

This paper presents a solution based on Artificial Intelligence using Multi-objective Genetic Algorithms to optimize the allocation of teachers and classrooms. The implementation was created in order to optimize the process in both cases, allowing them to compete so as to establish a balance and arrive at a feasible solution quickly and efficiently.

Elastoplastic analysis by active macro-zones with linear kinematic hardening and von Mises materials.

2014

In this paper a strategy to perform elastoplastic analysis with linear kinematic hardening for von Mises materials under plane strain conditions is shown. The proposed approach works with the Symmetric Galerkin Boundary Element Method applied to multidomain problems using a mixed variables approach, to obtain a more stringent solution. The elastoplastic analysis is carried out as the response to the loads and the plastic strains, the latter evaluated through the self-equilibrium stress matrix. This matrix is used both, in the predictor phase, for trial stress evaluation and, in the corrector phase, for solving a nonlinear global system which provides the elastoplastic solution of the active…

Building blocks for odd–even multigrid with applications to reduced systems

2001

Abstract Building blocks yielding an efficient implementation of the odd–even multigrid method for the Poisson problem in the reference domain (0,1) d , d=2,3, are described. Modifications needed to transform these techniques to solve reduced linear systems representing boundary value problems in arbitrary domains are given. A new way to define enriched coarser subspaces in the multilevel realization is proposed. Numerical examples demonstrating the efficiency of developed multigrid methods are included.

Portfolios with fuzzy returns: Selection strategies based on semi-infinite programming

2008

AbstractThis paper provides new models for portfolio selection in which the returns on securities are considered fuzzy numbers rather than random variables. The investor's problem is to find the portfolio that minimizes the risk of achieving a return that is not less than the return of a riskless asset. The corresponding optimal portfolio is derived using semi-infinite programming in a soft framework. The return on each asset and their membership functions are described using historical data. The investment risk is approximated by mean intervals which evaluate the downside risk for a given fuzzy portfolio. This approach is illustrated with a numerical example.

Non-linear systems under parametric white noise input: digital simulation and response

2005

Abstract Monte Carlo technique is constituted of three steps. Therefore, improving such technique in practice means, improving the procedure used in one of the three following steps: (i) sample paths of the stochastic input process, (ii) calculation of the outputs corresponding to the generated input samples by using methods of classical dynamics and (iii) estimating statistics of the output process from sample outputs related to the previous step. For linear and non-linear systems driven by parametric impulsive inputs such as normal or non-normal white noises, a general integration method requires a considerable reduction of the integration step when the impulse occurs, treating the impuls…

Optimality conditions for shakedown design of trusses

1995

This paper deals with optimal shakedown design of truss structures constituted by elastic perfectly plastic material. The design problem is formulated by means of a statical approach on the grounds of the shakedown lower bound theorem, and by means of a kinematical approach on the grounds of the shakedown upper bound theorem. In both cases two different types of design problem are formulated: one searches for the minimum volume design whose shakedown limit load is assigned; the other searches for the maximum shakedown limit load design whose volume is assigned. The Kuhn-Tucker equations of the four problems here above mentioned are found by utilizing a variational approach; these equations …

One- and multi-locus multi-allele selection models in a random environment

1979

We deduce conditions for stochastic local stability of general perturbed linear stochastic difference equations widely applicable in population genetics. The findings are adapted to evaluate the stability properties of equilibria in classical one- and multi-locus multi-allele selection models influenced by random temporal variation in selection intensities. As an example of some conclusions and biological interpretations we analyse a special one-locus multi-allele model in more detail.

Stationary Marked Point Processes

2008