Search results for "Variable"

Sensitivity Maps of the Hilbert-Schmidt Independence Criterion

2018

Abstract Kernel dependence measures yield accurate estimates of nonlinear relations between random variables, and they are also endorsed with solid theoretical properties and convergence rates. Besides, the empirical estimates are easy to compute in closed form just involving linear algebra operations. However, they are hampered by two important problems: the high computational cost involved, as two kernel matrices of the sample size have to be computed and stored, and the interpretability of the measure, which remains hidden behind the implicit feature map. We here address these two issues. We introduce the sensitivity maps (SMs) for the Hilbert–Schmidt independence criterion (HSIC). Sensi…

A parallel variable neighborhood search approach for the obnoxious p -median problem

2018

Heuristics for the Bi-Objective Diversity Problem

2018

Abstract The Max-Sum diversity and the Max-Min diversity are two well-known optimization models to capture the notion of selecting a subset of diverse points from a given set. The resolution of their associated optimization problems provides solutions of different structures, in both cases with desirable characteristics. They have been extensively studied and we can find many metaheuristic methodologies, such as Greedy Randomized Adaptive Search Procedure, Tabu Search, Iterated Greedy, Variable Neighborhood Search, and Genetic algorithms applied to them to obtain high quality solutions. In this paper we solve the bi-objective problem in which both models are simultaneously optimized. No pre…

On the Computation of the Efficient Frontier of the Portfolio Selection Problem

2012

An easy-to-use procedure is presented for improving theε-constraint method for computing the efficient frontier of the portfolio selection problem endowed with additional cardinality and semicontinuous variable constraints. The proposed method provides not only a numerical plotting of the frontier but also an analytical description of it, including the explicit equations of the arcs of parabola it comprises and the change points between them. This information is useful for performing a sensitivity analysis as well as for providing additional criteria to the investor in order to select an efficient portfolio. Computational results are provided to test the efficiency of the algorithm and to i…

Optimization of two-step batch processes and the method of compensation for random error

2012

This paper considers the problem of the optimal setting of controllable variables in two-step processes with quality constraints. The optimal setting minimizes the cost and satisfies quality constraints defined for the final output. The main emphasis is given to processes where it is possible to make intermediate measurements after the first processing step and to utilize these measurements before the control variables in the second step are set. Optimization based on this method of compensation for random error can yield substantially lower cost than does optimization based on a strategy where all variables are fixed before the process starts. An example of application of the method is tak…

Power allocation in multi-channel cognitive radio networks with channel assembling

2011

Accepted version of a paper in the book: 2011 IEEE 12th International Workshop on Signal Processing Advances in Wireless Communications (SPAWC). Published version available from the IEEE:http://dx.doi.org/10.1109/SPAWC.2011.5990485 Consider power allocation for Secondary User (SU) packet transmissions over multiple channels with variable Primary User (PU) arrival rates in cognitive radio networks. Two problems are studied in this paper: The first one is to minimize the collision probability with PUs and the second one is to maximize the data rate while keeping the collision probability bounded. It is shown that the optimal solution for the first problem is to allocate all power onto the bes…

Project duration evaluated using affine arithmetic

2016

A civil engineering work can be performed by organizing the available resources (manpower, equipment and materials) in many different ways. Each different configuration results in a realization time and a cost that a building company has to bear. To produce reliable duration forecasts and money savings, it is essential to take into account all the uncertainties involved in the project operations. Generally, since it is impractical to process numerous uncertain variables - also undefined from a statistical point of view -, traditional probabilistic methods involve application difficulties for complex environments such as construction sites. To properly handle this issue, the authors propose …

α-stable distributions for better performance of ACO in detecting damage on not well spaced frequency systems

2014

Abstract In this paper, the Ant Colony Optimization (ACO) algorithm is modified through α -stable Levy variables and applied to the identification of incipient damage in structural components. The main feature of the proposed optimization is an improved ability, which derives from the heavy tails of the stable random variable, to escape from local minima. This aspect is relevant since the objective function used for damage detection may have many local minima which render very challenging the search of the global minimum corresponding to the damage parameter. As the optimization is performed on the structural response and does not require the extraction of modal components, the method is pa…

TCSC allocation based on line flow based equations via mixed-integer programming

2007

Summary form only given. Research effort has been given to locate the optimal locations of thyristor-controlled series capacitor (TCSC) and their initial compensation levels using mixed-integer programming (MIP). As a useful technique for combinatorial optimisation over integer and continuous variables, the MIP approach can provide robust performance as well as high computational efficiency while solving complex optimal problems. Previous work using MIP employed DC load flow model ignoring reactive power balance, power loss and transformer tap ratios. In this paper, a new planning method is developed based on recently reported line flow equations and basic linearisation of binary-continuous…

An efficient variable neighborhood search heuristic for very large scale vehicle routing problems

2007

In this paper, we present an efficient variable neighborhood search heuristic for the capacitated vehicle routing problem. The objective is to design least cost routes for a fleet of identically capacitated vehicles to service geographically scattered customers with known demands. The variable neighborhood search procedure is used to guide a set of standard improvement heuristics. In addition, a strategy reminiscent of the guided local search metaheuristic is used to help escape local minima. The developed solution method is specifically aimed at solving very large scale real-life vehicle routing problems. To speed up the method and cut down memory usage, new implementation concepts are use…