Search results for "nonlinear programming"
showing 10 items of 31 documents
Interactive Nonlinear Multiobjective Optimization Methods
2016
An overview of interactive methods for solving nonlinear multiobjective optimization problems is given. In interactive methods, the decision maker progressively provides preference information so that the most satisfactory Pareto optimal solution can be found for her or his. The basic features of several methods are introduced and some theoretical results are provided. In addition, references to modifications and applications as well as to other methods are indicated. As the role of the decision maker is very important in interactive methods, methods presented are classified according to the type of preference information that the decision maker is assumed to provide. peerReviewed
A decision support system methodology for forecasting of time series based on soft computing
2006
Exponential procedures are widely used as forecasting techniques for inventory control and business planning. A number of modifications to the generalized exponential smoothing (Holt-Winters) approach to forecasting univariate time series is presented, which have been adapted into a tool for decision support systems. This methodology unifies the phases of estimation and model selection into just one optimization framework which permits the identification of robust solutions. This procedure may provide forecasts from different versions of exponential smoothing by fitting the updated formulas of Holt-Winters and selects the best method using a fuzzy multicriteria approach. The elements of the…
An LP-based hyperparameter optimization model for language modeling
2018
In order to find hyperparameters for a machine learning model, algorithms such as grid search or random search are used over the space of possible values of the models hyperparameters. These search algorithms opt the solution that minimizes a specific cost function. In language models, perplexity is one of the most popular cost functions. In this study, we propose a fractional nonlinear programming model that finds the optimal perplexity value. The special structure of the model allows us to approximate it by a linear programming model that can be solved using the well-known simplex algorithm. To the best of our knowledge, this is the first attempt to use optimization techniques to find per…
Improving demand forecasting accuracy using nonlinear programming software
2006
We address the problem of forecasting real time series with a proportion of zero values and a great variability among the nonzero values. In order to calculate forecasts for a time series, the model coefficients must be estimated. The appropriate choice of values for the smoothing parameters in exponential smoothing methods relies on the minimization of the fitting errors of historical data. We adapt the generalized Holt–Winters formulation so that it can consider the starting values of the local components of level, trend and seasonality as decision variables of the nonlinear programming problem associated with this forecasting procedure. A spreadsheet model is used to solve the problems o…
Peak Power Demand and Energy Consumption Reduction Strategies for Trains under Moving Block Signalling System
2013
Published version of an article in the journal: Mathematical Problems in Engineering. Also available from the publisher at: http://dx.doi.org/10.1155/2013/940936 Open Access In the moving block signalling (MBS) system where the tracking target point of the following train is moving forward with its leading train, overload of the substations occurs when a dense queue of trains starts (or restarts) in very close distance interval. This is the peak power demand problem. Several methods have been attempted in the literature to deal with this problem through changing train's operation strategies. However, most existing approaches reduce the service quality. In this paper, two novel approaches - …
Characteristics of the polymer transport in ratchet systems
2010
Molecules with complex internal structure in time-dependent periodic potentials are studied by using short Rubinstein-Duke model polymers as an example. We extend our earlier work on transport in stochastically varying potentials to cover also deterministic potential switching mechanisms, energetic efficiency and non-uniform charge distributions. We also use currents in the non-equilibrium steady state to identify the dominating mechanisms that lead to polymer transportation and analyze the evolution of the macroscopic state (e.g., total and head-to-head lengths) of the polymers. Several numerical methods are used to solve the master equations and nonlinear optimization problems. The domina…
Lower bound limit analysis by bem: Convex optimization problem and incremental approach
2013
Abstract The lower bound limit approach of the classical plasticity theory is rephrased using the Multidomain Symmetric Galerkin Boundary Element Method, under conditions of plane and initial strains, ideal plasticity and associated flow rule. The new formulation couples a multidomain procedure with nonlinear programming techniques and defines the self-equilibrium stress field by an equation involving all the substructures (bem-elements) of the discretized system. The analysis is performed in a canonical form as a convex optimization problem with quadratic constraints, in terms of discrete variables, and implemented using the Karnak.sGbem code coupled with the optimization toolbox by MatLab…
Energy efficient optimisation for large‐scale multiple‐antenna system with WPT
2018
In this study, an energy-efficient optimisation scheme for a large-scale multiple-antenna system with wireless power transfer (WPT) is presented. In the considered system, the user is charged by a base station with a large number of antennas via downlink WPT and then utilises the received power to carry out uplink data transmission. Novel antenna selection, time allocation and power allocation schemes are presented to optimise the energy efficiency of the overall system. In addition, the authors also consider channel state information cannot be perfectly obtained when designing the resource allocation schemes. The non-linear fractional programming-based algorithm is utilised to address the …
Interactive Nonlinear Multiobjective Procedures
2006
An overview of the interactive methods for solving nonlinear multiple criteria decision making problems is given. In interactive methods, the decision maker progressively provides preference information so that the most satisfactory compromise can be found. The basic features of several methods are introduced and some theoretical results are provided. In addition, references to modifications and applications as well as to other methods are indicated.
Scatter Search and Local NLP Solvers: A Multistart Framework for Global Optimization
2007
The algorithm described here, called OptQuest/NLP or OQNLP, is a heuristic designed to find global optima for pure and mixed integer nonlinear problems with many constraints and variables, where all problem functions are differentiable with respect to the continuous variables. It uses OptQuest, a commercial implementation of scatter search developed by OptTek Systems, Inc., to provide starting points for any gradient-based local solver for nonlinear programming (NLP) problems. This solver seeks a local solution from a subset of these points, holding discrete variables fixed. The procedure is motivated by our desire to combine the superior accuracy and feasibility-seeking behavior of gradie…