Search results for "OPTIMIZATION"
showing 10 items of 2824 documents
On a topology optimization problem governed by two-dimensional Helmholtz equation
2015
The paper deals with a class of shape/topology optimization problems governed by the Helmholtz equation in 2D. To guarantee the existence of minimizers, the relaxation is necessary. Two numerical methods for solving such problems are proposed and theoretically justified: a direct discretization of the relaxed formulation and a level set parametrization of shapes by means of radial basis functions. Numerical experiments are given. peerReviewed
The Radon-Nikodym Theorem. Duality
1998
The band in M( ℜ) generated by a particular real measure μ can be characterized in various ways.
Parallel Random Search and Tabu Search for the Minimal Consistent Subset Selection Problem
1998
The Minimal Consistent Subset Selection (MCSS) problem is a discrete optimization problem whose resolution for large scale instances requires a prohibitive processing time. Prior algorithms addressing this problem are presented. Randomization and approximation techniques are suitable to face the problem, then random search and meta-heuristics are proposed and consequently Tabu Search strategies are applied and evaluated. Parallel computing helps to reduce processing time and/or produce better results; different approaches for designing parallel tabu search are analyzed.
Design of Radiation-Hardened Rare-Earth Doped Amplifiers through a Coupled Experiment/Simulation Approach
2013
International audience; We present an approach coupling a limited experimental number of tests with numerical simulations regarding the design of radiation-hardened (RH) rare earth (RE)-doped fiber amplifiers. Radiation tests are done on RE-doped fiber samples in order to measure and assess the values of the principal input parameters requested by the simulation tool based on particle swarm optimization (PSO) approach. The proposed simulation procedure is validated by comparing the calculation results with the measured degradations of two amplifiers made with standard and RH RE-doped optical fibers, respectively. After validation, the numerical code is used to theoretically investigate the …
Dynamic Economic Load Dispatch using Levenberg Marquardt Algorithm
2018
Abstract Economic Load Dispatch (ELD) is a very important feature of power system network. This work proposes the novel approach which considers the constraint of ramp rate limit (RRL) to solve the ELD problem. It build up the time varying dynamic economic load dispatch in which load dispatching is calculated for each specified time interval, first it is tested with conventional lambda iteration technique and then the outcomes are used to train artificial neural network (ANN) it is based on Levenberg Marquardt algorithm (LMA).As compared with any other ANN method, the Levenberg Marquardt algorithm based dynamic economic load dispatch is more swift and precise. The propose algorithm is teste…
Value preserving portfolio strategies in continuous-time models
1997
We present a new approach for continuous-time portfolio strategies that relies on the principle of value preservation. This principle was developed by Hellwig (1987) for general economic decision and pricing models. The key idea is that an investor should try to consume only so much of his portfolio return that the future ability of the portfolio should be kept constant over time. This ensures that the portfolio will be a long lasting source of income. We define a continuous-time market setting to apply the idea of Hellwig to securities markets with continuous trading and examine existence (and uniqueness) of value-preserving strategies in some widely used market models. Further, we discuss…
Fuzzy Mathematical Programming for Portfolio Management
2000
The classical portfolio selection problem was formulated by Markowitz in the 1950s as a quadratic programming problem in which the risk variance is minimized. Since then, many other models have been considered and their associated mathematical programming formulations can be viewed as dynamic, stochastic or static decision problems. In our opinion, the model formulation depends essentially on two factors: the data nature and the treatment given to the risk and return goals. In this communication, we consider several approaches to deal with the data uncertainty for different classical formulations of the portfolio problem. We make use of duality theory and fuzzy programming techniques to ana…
Aggregation of preferences for skewed asset returns
2014
This paper characterizes the equilibrium demand and risk premiums in the presence of skewness risk. We extend the classical mean-variance two-fund separation theorem to a three-fund separation theorem. The additional fund is the skewness portfolio, i.e. a portfolio that gives the optimal hedge of the squared market return; it contributes to the skewness risk premium through co-variation with the squared market return and supports a stochastic discount factor that is quadratic in the market return. When the skewness portfolio does not replicate the squared market return, a tracking error appears; this tracking error contributes to risk premiums through kurtosis and pentosis risk if and only …
Looking for the best modes helps solving the MRCPSP/max
2013
The multi-mode resource-constrained project scheduling problem with minimum and maximum time lags MRCPSP/max is a very general project scheduling problem with multiple execution modes per activity, renewable and non-renewable resources and minimum and maximum time lags between activities. In this paper, we describe SA-EVA, an algorithm for the problem. SA-EVA first searches for the best mode for each activity, without considering renewable resources. In this phase a simulated annealing is applied. Once a mode vector has been chosen, the problem reduces to the RCPSP/max, which SA-EVA solves with EVA, an algorithm designed in Ballestin et al. [2009. An evolutionary algorithm for the resource-…
Approximation algorithm for constrained coupled-tasks scheduling problem
2014
International audience; We tackle the makespan minimization coupled-tasks problem in presence of compatibility constraints. In particular, we focus on stretched coupled-tasks, i.e. coupled-tasks having the same sub-tasks execution time and idle time duration. In such context, we propose some complexity results according to several parameters and we design an efficient polynomial-time approximation algorithm.