Search results for "Optimization problem"
showing 10 items of 281 documents
A Problem of Optimization in a Case of Foreign Investment
2000
The aim of the paper is to solve an optimization problem in an economic system with a central bank and a set of private agents. Each agent aims to maximize her expected utility, with rational expectations and being risk averse. The agents follow a profitability-risk criterium to face the portfolio diversification problem between foreign or domestic investment. An explicit formula for the optimal amount of foreign investment as a function of the expected exchange rate and an explicit formula for the exchange rate are obtained. These formulas show the hard influence of the expected exchange rate, the variance and the risk aversion on the agents’ decisions.
A Binary Particle Swarm Optimization Algorithm for a Double Auction Market
2007
In this paper, we shall show the design of a multi-unit double auction (MDA) market. It should be enough robust, flexible and sufficiently efficient in facilitating exchanges. In a MDA market, sellers and buyers submit respectively asks and bids. A trade is made if a buyers bid exceeds a sellers ask. A sellers ask may match several buyers bids and a buyers bid may satisfy several sellers asks. The trading rule of a market defines the organization, information exchange process, trading procedure and clearance rules of the market. The mechanism is announced before the opening of the market so that every agent knows how the market will operate in advance. These autonomous agents pursue their o…
A Nondifferentiable Optimization Approach to Ratio-Cut Partitioning
2003
We propose a new method for finding the minimum ratio-cut of a graph. Ratio-cut is NP-hard problem for which the best previously known algorithm gives an O(log n)-factor approximation by solving its dually related maximum concurrent flow problem.We formulate the minimum ratio-cut as a certain nondifferentiable optimization problem, and show that the global minimum of the optimization problem is equal to the minimum ratio-cut. Moreover, we provide strong symbolic computation based evidence that any strict local minimum gives an approximation by a factor of 2. We also give an efficient heuristic algorithm for finding a local minimum of the proposed optimization problem based on standard nondi…
Graph Topology Learning and Signal Recovery Via Bayesian Inference
2019
The estimation of a meaningful affinity graph has become a crucial task for representation of data, since the underlying structure is not readily available in many applications. In this paper, a topology inference framework, called Bayesian Topology Learning, is proposed to estimate the underlying graph topology from a given set of noisy measurements of signals. It is assumed that the graph signals are generated from Gaussian Markov Random Field processes. First, using a factor analysis model, the noisy measured data is represented in a latent space and its posterior probability density function is found. Thereafter, by utilizing the minimum mean square error estimator and the Expectation M…
Genetic Algorithms: A Decision Tool in Industrial Disassembly
2008
In the recycling process of the Waste Electrical and Electronic Equipment (WEEE) the disassembly process has a central role. Disassembly is not the reverse of the assembly process, real difficulties occur in the tasks assignment process of the disassembly operations. Since this is a multi objective optimization problem, we prove that genetic algorithms provide a useful multi-criteria decision tool in the industrial disassembly process.
On Generalizing Lipschitz Global Methods forMultiobjective Optimization
2015
Lipschitz global methods for single-objective optimization can represent the optimal solutions with desired accuracy. In this paper, we highlight some directions on how the Lipschitz global methods can be extended as faithfully as possible to multiobjective optimization problems. In particular, we present a multiobjective version of the Pijavskiǐ-Schubert algorithm.
NIMBUS — Interactive Method for Nondifferentiable Multiobjective Optimization Problems
1996
An interactive method, NIMBUS, for nondifferentiable multiobjective optimization problems is introduced. We assume that every objective function is to be minimized The idea of NIMBUS is that the decision maker can easily indicate what kind of improvements are desired and what kind of impairments are tolerable at the point considered.
Efficient Steering Mechanism for Mobile Network-Enabled UAVs
2022
HTTP Adaptive Streaming (HAS) is becoming the de-facto video delivery technology over best-effort networks nowadays, thanks to the myriad advantages it brings. However, many studies have shown that HAS suffers from many Quality of Experience (QoE)-related issues in the presence of competing players. This is mainly caused by the selfishness of the players resulting from the decentralized intelligence given to the player. Another limitation is the bottleneck link that could happen at any time during the streaming session and anywhere in the network. These issues may result in wobbling bandwidth perception by the players and could lead to missing the deadline for chunk downloads, which result …
Robust finite-time fuzzy H∞ control for uncertain time-delay systems with stochastic jumps
2014
Abstract This paper investigates the problem of robust finite-time H ∞ control for a class of uncertain discrete-time Markovian jump nonlinear systems with time-delays represented by Takagi–Sugeno (T–S) model. Initially, the concepts of stochastic finite-time boundedness and stochastic finite-time H ∞ stabilization are presented. Then, by using stochastic Lyapunov–Krasovskii functional approach, sufficient conditions are derived such that the resulting close-loop system is stochastically finite-time bounded and satisfies a prescribed H ∞ disturbance attenuation level in a given finite-time interval. Furthermore, sufficient criteria on stochastic finite-time H ∞ stabilization using a fuzzy s…
Finite-time stabilization for discrete fuzzy jump nonlinear systems with time delays
2013
This paper is concerned with the problem of finite-time H∞ control for a class of discrete-time Markovian jump nonlinear systems with time delays represented by Takagi-Sugeno (T-S) model. First, by using fuzzy stochastic Lyapunov-Krasovskii functional approach, sufficient conditions are derived such that the resulting close-loop system is stochastic finite-time bounded and satisfies a prescribed H∞ disturbance attenuation level in a given finite-time interval. Second, sufficient criteria on stochastic finite-time H∞ stabilization via fuzzy state feedback are provided, and the fuzzy state feedback controller is designed by solving an optimization problem in terms of linear matrix inequalitie…