Search results for "OPTIMIZATION"
showing 10 items of 2824 documents
Algorithmic Differentiation for Cloud Schemes
2019
<p>Numerical models in atmospheric sciences do not only need to approximate the flow equations on a suitable computational grid, they also need to include subgrid effects of many non-resolved physical processes. Among others, the formation and evolution of cloud particles is an example of such subgrid processes. Moreover, to date there is no universal mathematical description of a cloud, hence many cloud schemes were proposed and these schemes typically contain several uncertain parameters. In this study, we propose the use of algorithmic differentiation (AD) as a method to identify parameters within the cloud scheme, to which the output of the cloud scheme is most sensitive.…
Discretized Bayesian Pursuit – A New Scheme for Reinforcement Learning
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_79 The success of Learning Automata (LA)-based estimator algorithms over the classical, Linear Reward-Inaction ( L RI )-like schemes, can be explained by their ability to pursue the actions with the highest reward probability estimates. Without access to reward probability estimates, it makes sense for schemes like the L RI to first make large exploring steps, and then to gradually turn exploration into exploitation by making progressively smaller learning steps. However, this behavior becomes counter-intuitive wh…
A Learning Automata Local Contribution Sampling Applied to Hydropower Production Optimisation
2017
Learning Automata (LA) is a powerful approach for solving complex, non-linear and stochastic optimisation problems. However, existing solutions struggle with high-dimensional problems due to slow convergence, arguably caused by the global nature of feedback. In this paper we introduce a novel Learning Automata (LA) scheme to attack this challenge. The scheme is based on a parallel form of Local Contribution Sampling (LCS), which means that the LA receive individually directed feedback, designed to speed up convergence. Furthermore, our scheme is highly decentralized, allowing parallel execution on GPU architectures. To demonstrate the power of our scheme, the LA LCS is applied to hydropower…
Solving Non-Stationary Bandit Problems by Random Sampling from Sibling Kalman Filters
2010
Published version of an article from Lecture Notes in Computer Science. Also available at SpringerLink: http://dx.doi.org/10.1007/978-3-642-13033-5_21 The multi-armed bandit problem is a classical optimization problem where an agent sequentially pulls one of multiple arms attached to a gambling machine, with each pull resulting in a random reward. The reward distributions are unknown, and thus, one must balance between exploiting existing knowledge about the arms, and obtaining new information. Dynamically changing (non-stationary) bandit problems are particularly challenging because each change of the reward distributions may progressively degrade the performance of any fixed strategy. Alt…
New descent rules for solving the linear semi-infinite programming problem
1994
The algorithm described in this paper approaches the optimal solution of a continuous semi-infinite linear programming problem through a sequence of basic feasible solutions. The descent rules that we present for the improvement step are quite different when one deals with non-degenerate or degenerate extreme points. For the non-degenerate case we use a simplex-type approach, and for the other case a search direction scheme is applied. Some numerical examples illustrating the method are given.
A Forecasting Support System Based on Exponential Smoothing
2010
This chapter presents a forecasting support system based on the exponential smoothing scheme to forecast time-series data. Exponential smoothing methods are simple to apply, which facilitates computation and considerably reduces data storage requirements. Consequently, they are widely used as forecasting techniques in inventory systems and business planning. After selecting the most adequate model to replicate patterns of the time series under study, the system provides accurate forecasts which can play decisive roles in organizational planning, budgeting and performance monitoring.
Generalized wavelets design using Kernel methods. Application to signal processing
2013
Abstract Multiresolution representations of data are powerful tools in signal processing. In Harten’s framework, multiresolution transforms are defined by predicting finer resolution levels of information from coarser ones using an operator, called the prediction operator, and defining details (or wavelet coefficients) that are the difference between the exact values and the predicted values. In this paper we present a multiresolution scheme using local polynomial regression theory in order to design a more accurate prediction operator. The stability of the scheme is proved and the order of the method is calculated. Finally, some results are presented comparing our method with the classical…
Optimal Buffer Resource Allocation in Wireless Caching Networks
2019
Wireless caching systems have been exhaustively investigated in recent years. Due to limited buffer capacity, and unbalanced arrival and service rates, the backlogs may exist in the caching node and even cause buffer overflow. In this paper, we first investigate the relationship among backlogs, buffer capacity, data arrival rate and service rate, utilizing the martingale theory which is flexible in handling any arrival and service processes. Then given a target buffer overflow probability, the minimal required buffer portion is determined. If the devoted buffer capacity can fulfill all serving users' minimal buffer requirements, an optimization problem is constructed with the objective to m…
A Study on scale factor in distributed differential evolution.
2011
This paper proposes the employment of multiple scale factor values within distributed differential evolution structures. Four different scale factor schemes are proposed, tested, compared and analyzed. Two schemes simply employ multiple scale factor values and two also include an update logic during the evolution. The four schemes have been integrated for comparison within three recently proposed distributed differential evolution structures and tested on several various test problems. Numerical results show that, on average, the employment of multiple scale factors is beneficial since in most cases it leads to significant improvements in performance with respect to standard distributed alg…
Supporting the Sustainable Energy Transition in the Canary Islands: Simulation and Optimization of Multiple Energy System Layouts and Economic Scenar…
2021
The Canary Islands have great potential for the implementation of sustainable energy systems due to its availability of natural resources. The archipelago is not connected to the mainland electricity grid and the current generation system is mainly based on traditional fossil fuel. Therefore, the islands strongly dependent on fuel importations, with high costs due to logistics. Furthermore, due to the inadequate coverage of residential heating and cooling needs, the per capita energy consumption is far below the Spanish national average. This occurrence has inspired an intense debate on the current development model of the Canary Archipelago, which has led to the implementation of actions a…