Search results for "Overwatch"
showing 10 items of 32 documents
Approximation of the Feasible Parameter Set in worst-case identification of Hammerstein models
2005
The estimation of the Feasible Parameter Set (FPS) for Hammerstein models in a worst-case setting is considered. A bounding procedure is determined both for polytopic and ellipsoidic uncertainties. It consists in the projection of the FPS of the extended parameter vector onto suitable subspaces and in the solution of convex optimization problems which provide Uncertainties Intervals of the model parameters. The bounds obtained are tighter than in the previous approaches. hes.
A cutting plane algorithm for the capacitated arc routing problem
2003
The Capacitated Arc Routing Problem (CARP) consists of finding a set of minimum cost routes that service all the positive-demand edges of a given graph, subject to capacity restrictions.In this paper, we introduce some new valid inequalities for the CARP. We have designed and implemented a cutting plane algorithm for this problem based on these new inequalities and some other which were already known. Several identification algorithms have been developed for all these valid inequalities. This cutting plane algorithm has been applied to three sets of instances taken from the literature as well as to a new set of instances with real data, and the resulting lower bound was optimal in 47 out of…
Most Diverse Near-Shortest Paths
2021
Computing the shortest path in a road network is a fundamental problem that has attracted lots of attention. However, in many real-world scenarios, determining solely the shortest path is not enough as users want to have additional, alternative ways of reaching their destination. In this paper, we investigate a novel variant of alternative routing, termed the k-Most Diverse Near-Shortest Paths (kMDNSP). In contrast to previous work, kMDNSP aims at maximizing the diversity of the recommended paths, while bounding their length based on a user-defined constraint. Our theoretical analysis proves the NP-hardness of the problem at hand. To compute an exact solution to kMDNSP, we present an algori…
Two-phase branch-and-cut for the mixed capacitated general routing problem
2015
The Mixed Capacitated General Routing Problem (MCGRP) is defined over a mixed graph, for which some vertices must be visited and some links must be traversed at least once. The problem consists of determining a set of least-cost vehicle routes that satisfy this requirement and respect the vehicle capacity. Few papers have been devoted to the MCGRP, in spite of interesting real-world applications, prevalent in school bus routing, mail delivery, and waste collection. This paper presents a new mathematical model for the MCGRP based on two-index variables. The approach proposed for the solution is a two-phase branch-and-cut algorithm, which uses an aggregate formulation to develop an effective …
Mathematical Programming Methods for the Evaluation of Dynamic Plastic Deformations
1990
Dynamic plastic deformation can be evaluated with two accuracy levels, nemely either by a full analysis making use of a step-by-step procedure, or by a simplified analysis making use of a bounding technique. Both procedures can be achieved by means a unified mathematical programming approach here presented. It is shown that for a full analysis both the direct and indirect methods of linear dynamics coupled with mathematical programming methods can be successfully applied, whereas for a simplified analysis a convergent bounding principle, holding both below and above the shakedown limit, can be utilized to produce an efficient linear programming-based algorithm.
Lower and upper bounds for the mixed capacitated arc routing problem
2006
This paper presents a linear formulation, valid inequalities, and a lower bounding procedure for the mixed capacitated arc routing problem (MCARP). Moreover, three constructive heuristics and a memetic algorithm are described. Lower and upper bounds have been compared on two sets of randomly generated instances. Computational results show that the average gaps between lower and upper bounds are 0.51% and 0.33%, respectively.
A parsimonious model for generating arbitrage-free scenario trees
2016
Simulation models of economic, financial and business risk factors are widely used to assess risks and support decision-making. Extensive literature on scenario generation methods aims at describing some underlying stochastic processes with the least number of scenarios to overcome the ‘curse of dimensionality’. There is, however, an important requirement that is usually overlooked when one departs from the application domain of security pricing: the no-arbitrage condition. We formulate a moment matching model to generate multi-factor scenario trees for stochastic optimization satisfying no-arbitrage restrictions with a minimal number of scenarios and without any distributional assumptions.…
Generating Multi-Asset Arbitrage-Free Scenario Trees with Global Optimization
2013
Simulation models of economic, financial and business risk factors are widely used to assess risks and support decision-making. Extensive literature on scenario generation methods aims at describing some underlying stochastic processes with the least number of scenarios to overcome the "curse of dimensionality". There is, however, an important requirement that is usually overlooked when one departs from the application domain of security pricing: the no-arbitrage condition. We formulate a moment matching model to generate multi-factor scenario trees satisfying no-arbitrage restrictions with a minimal number of scenarios and without any distributional assumptions. The resulting global optimi…
A bilateral convergent bounding technique for plastic deformations
1990
For the class of elastic perfectly plastic discrete structures, subjected to a dynamic loading history, a bilateral bounding technique for plastic deformations has been studied. The computation of the bound is founded on the concept that to obtain it, any history of fictitious plastic deformations can be used, if only admissible. Such history is obtained by solving a sequence of linear programming problems (LPPs) with a multiple step compared to the step of the sequence of the quadratic programming problems (QPPs) adopting in the classic elasto-plastic analysis. The constraints of the LPPs coincide with the constraints of the QPPs, while the objective function is a linear combination of var…
Bounds on transient phase plastic deformations in optimal design of steel frames subjected to cyclic loads
2009
A minimum volume multicriterion design of elastic perfectly plastic steel frames subjected to a combination of quasi-static fixed and cyclic loads, bounding the transient phase plastic deformations, is proposed. The problem is formulated according to a plastic shakedown criterion, so that incremental and instantaneous collapse are certainly prevented when the frame is subjected to very strongly amplified cyclic loads. The further condition that the structure must also behave elastically in serviceability conditions is imposed. Since the steady-state loading history is known it is possible to directly bound the steady-state plastic deformations. By applying a suitable own bounding theorem, i…