Search results for "Mathematical optimization"
showing 10 items of 1300 documents
Skeletizing 3D-Objects by Projections
2004
Skeletization is used to simplify an object and to give an idea of the global shape of an object. This paper concerns the continuous domain. While many methods already exist, they are mostly applied in 2D-space. We present a new method to skeletize the polygonal approximation of a 3D-object, based on projections and 2D-skeletization from binary trees.
EXPERIMENTAL PROPAGATION FAILURE IN A NONLINEAR ELECTRICAL LATTICE
2004
We consider an experimental setup, modeling the FitzHugh–Nagumo equation without recovery term and composed of a nonlinear electrical network made up of discrete bistable cells, resistively coupled. In the first place, we study experimentally the propagation of topological fronts in the continuum limit where the analytical solution can be obtained. We show that experimental results match the theoretical predictions. The discrete case is then investigated theoretically and in the lattice, emphasizing the pinning of traveling waves.
A multi-objective genetic algorithm for cardinality constrained fuzzy portfolio selection
2012
This paper presents a new procedure that extends genetic algorithms from their traditional domain of optimization to fuzzy ranking strategy for selecting efficient portfolios of restricted cardinality. The uncertainty of the returns on a given portfolio is modeled using fuzzy quantities and a downside risk function is used to describe the investor's aversion to risk. The fitness functions are based both on the value and the ambiguity of the trapezoidal fuzzy number which represents the uncertainty on the return. The soft-computing approach allows us to consider uncertainty and vagueness in databases and also to incorporate subjective characteristics into the portfolio selection problem. We …
Fuzzy portfolio selection based on the analysis of efficient frontiers
2011
We present an algorithm for analyzing the geometry of the efficient frontier of the portfolio selection problem with semicontinuous variable and cardinality constraints, and use it as a basis to solve a fuzzy version of the problem, designed to obtain efficient portfolios, in the Markowitz's sense, for which the trade-off between expected return and assumed risk fits better the investor's subjective criteria. We illustrate our proposal with an example solved with LINGO and Mathematica.
Nonmonotone Saturation Profiles for Hydrostatic Equilibrium in Homogeneous Porous Media
2012
Nonmonotonic saturation profiles (saturation overshoot) occur as travelling waves in gravity driven fingering. They seem important for preferential flow mechanisms and have found much attention recently. Here, we predict them even for hydrostatic equilibrium when all velocities vanish. We suggest that hysteresis suffices to explain the effect. Recently, the observation of nonmonotonicity of traveling wave solutions for saturation profiles during constant-flux infiltration experiments has highlighted the shortcomings of the traditional, seventy year old mathematical model for immiscible displacement in porous media. Several recent modifications have been proposed to explain these observation…
State-Feedback Stabilization for a Class of Stochastic Feedforward Nonlinear Time-Delay Systems
2013
We investigate the state-feedback stabilization problem for a class of stochastic feedforward nonlinear time-delay systems. By using the homogeneous domination approach and choosing an appropriate Lyapunov-Krasovskii functional, the delay-independent state-feedback controller is explicitly constructed such that the closed-loop system is globally asymptotically stable in probability. A simulation example is provided to demonstrate the effectiveness of the proposed design method.
A Proximal Solution for a Class of Extended Minimax Location Problem
2005
We propose a proximal approach for solving a wide class of minimax location problems which in particular contains the round trip location problem. We show that a suitable reformulation of the problem allows to construct a Fenchel duality scheme the primal-dual optimality conditions of which can be solved by a proximal algorithm. This approach permits to solve problems for which distances are measured by mixed norms or gauges and to handle a large variety of convex constraints. Several numerical results are presented.
Error Estimates of Uzawa Iteration Method for a Class of Bingham Fluids
2015
The paper is concerned with fully guaranteed and computable bounds of errors generated by Uzawa type methods for variational problems in the theory of visco-plastic fluids. The respective estimates have two forms. The first form contains global constants (such as the constant in the Friedrichs inequality for the respective domain), and the second one is based upon decomposition of the domain into a collection of subdomains and uses local constants associated with subdomains.
The Multiple Multidimensional Knapsack with Family-Split Penalties
2021
Abstract The Multiple Multidimensional Knapsack Problem with Family-Split Penalties (MMdKFSP) is introduced as a new variant of both the more classical Multi-Knapsack and Multidimensional Knapsack Problems. It reckons with items categorized into families and where if an individual item is selected to maximize the profit, all the items of the same family must be selected as well. Items belonging to the same family can be assigned to different knapsacks; however, in this case, split penalties are incurred. This problem arises in resource management of distributed computing contexts and Service Oriented Architecture environments. An exact algorithm based on the exploitation of a specific combi…
A penalty-based finite element interface technology
2002
Abstract An effective and robust interface element technology able to connect independently modeled finite element subdomains is presented. This method has been developed using the penalty constraints and allows coupling of finite element models whose nodes do not coincide along their common interface. Additionally, the present formulation leads to a computational approach that is very efficient and completely compatible with existing commercial software. A significant effort has been directed toward identifying those model characteristics (element geometric properties, material properties and loads) that most strongly affect the required penalty parameter, and subsequently to developing si…