Search results for "optimization"
showing 10 items of 2824 documents
An Automatic Differentiation Based Approach to the Level Set Method
2015
This paper discusses an implementation of the parametric level set method. Adjoint approach is used to perform the sensitivity analysis, but contrary to standard implementations, the state problem is differentiated in its discretized form. The required partial derivatives are computed using tools of automatic differentiation, which avoids the need to derive the adjoint problem from the governing partial differential equation. The augmented Lagrangian approach is used to enforce volume constraints, and a gradient based optimization method is used to solve the subproblems. Applicability of the method is demonstrated by repeating well known compliance minimization studies of a cantilever beam …
Three Duality Symmetries between Photons and Cosmic String Loops, and Macro and Micro Black Holes
2015
We present a review of two thermal duality symmetries between two different kinds of systems: photons and cosmic string loops, and macro black holes and micro black holes, respectively. It also follows a third joint duality symmetry amongst them through thermal equilibrium and stability between macro black holes and photon gas, and micro black holes and string loop gas, respectively. The possible cosmological consequences of these symmetries are discussed.
Postoperative complications and waiting time for surgical intervention after radiologically guided drainage of intra-abdominal abscess in patients wi…
2021
Abstract Background In patients with active Crohn’s disease (CD), treatment of intra-abdominal abscess usually comprises antibiotics and radiologically guided percutaneous drainage (PD) preceding surgery. The aim of this study was to investigate the risk of postoperative complications and identify the optimal time interval for surgical intervention after PD. Methods A multicentre, international, retrospective cohort study was carried out. Details of patients with diagnosis of CD who underwent ultrasonography- or CT-guided PD were retrieved from hospital records using international classification of disease (ICD-10) diagnosis code for CD combined with procedure code for PD. Clinical variable…
Two Simple Constructive algorithms for the Distributed Assembly Permutation Flowshop Scheduling Problem
2014
Nowadays, it is necessary to improve the management of complex supply chains which are often composed of multi-plant facilities. This paper proposes a Distributed Assembly Permutation Flowshop Scheduling Problem (DAPFSP). This problem is a generalization of the Distributed Permutation Flowshop Scheduling Problem (DPFSP) presented by Naderi and Ruiz (Comput Oper Res, 37(4):754–768, 2010). The first stage of the DAPFSP is composed of f identical production factories. Each center is a flowshop that produces jobs that have to be assembled into final products in a second assembly stage. The objective is to minimize the makespan. Two simple constructive algorithms are proposed to solve the proble…
Scatter Search vs. Genetic Algorithms
2005
The purpose of this work is to compare the performance of a scatter search (SS) implementation and an implementation of a genetic algorithm (GA) in the context of searching for optimal solutions to permutation problems. Scatter search and genetic algorithms are members of the evolutionary computation family. That is, they are both based on maintaining a population of solutions for the purpose of generating new trial solutions. Our computational experiments with four well-known permutation problems reveal that in general a GA with local search outperforms one without it. Using the same problem instances, we observed that our specific scatter search implementation found solutions of a higher …
A Recent Advancement: Casing while Drilling – A Viable Alternative to Conventional Drilling
2021
Mankind’s increased requirement for and dependence on energy resources, including the resources resulting from discovery and development of new hydrocarbon commercial reservoirs involves the use of new technologies such as optimization of the drilling process by reducing the non-productive time, the costs and the risks. Casing while drilling involves elimination of classical drilling string by using the casing string both for transmission to the bit of the mechanical energy and for circulation of drilling fluid into the well. Casing while drilling, constantly improving over time, has proven an efficient method to reduce risks, especially those related to the presence of a conventional…
Entanglement of photons in their dual wave-particle nature
2017
Wave-particle duality is the most fundamental description of the nature of a quantum object, which behaves like a classical particle or wave depending on the measurement apparatus. On the other hand, entanglement represents nonclassical correlations of composite quantum systems, being also a key resource in quantum information. Despite the very recent observations of wave-particle superposition and entanglement, whether these two fundamental traits of quantum mechanics can emerge simultaneously remains an open issue. Here we introduce and experimentally realize a scheme that deterministically generates entanglement between the wave and particle states of two photons. The elementary tool all…
Self-duality and periodicity at finite filling fraction
2005
We investigate a model of interacting charged particles in two space dimensions, with manifest invariance under duality and periodicity under flux attachment. This model, introduced by Fradkin and Kivelson (1996 Nucl. Phys. B 474 543), shares many qualitative features of real quantum Hall systems. We extend this model to the case of finite filling fraction, i.e., to physical systems without particle–hole symmetry and without time-reversal invariance. We derive the transformation laws for the the average currents and prove that they have an SL (2, Z) symmetry. We can then calculate the filling factors at the modular fixed points and further explore the topological order of the model by const…
When do improved covariance matrix estimators enhance portfolio optimization? An empirical comparative study of nine estimators
2011
The use of improved covariance matrix estimators as an alternative to the sample estimator is considered an important approach for enhancing portfolio optimization. Here we empirically compare the performance of 9 improved covariance estimation procedures by using daily returns of 90 highly capitalized US stocks for the period 1997-2007. We find that the usefulness of covariance matrix estimators strongly depends on the ratio between estimation period T and number of stocks N, on the presence or absence of short selling, and on the performance metric considered. When short selling is allowed, several estimation methods achieve a realized risk that is significantly smaller than the one obtai…
Cluster analysis for portfolio optimization
2005
We consider the problem of the statistical uncertainty of the correlation matrix in the optimization of a financial portfolio. We show that the use of clustering algorithms can improve the reliability of the portfolio in terms of the ratio between predicted and realized risk. Bootstrap analysis indicates that this improvement is obtained in a wide range of the parameters N (number of assets) and T (investment horizon). The predicted and realized risk level and the relative portfolio composition of the selected portfolio for a given value of the portfolio return are also investigated for each considered filtering method.