Search results for "optimization"
showing 10 items of 2824 documents
A Perturbation Approach to Continuous-Time Portfolio Selection Under Stochastic Investment Opportunities
2013
This paper studies portfolio selection in continuous-time models with stochastic investment opportunities. We consider asset allocation problems where preferences are specified as power utility derived from terminal wealth as well as consumption-savings problems with recursive utility Epstein-Zin preferences. The paper approximates the associated dynamic programming problem by perturbing the coefficients of the stochastic dynamics. We represent the Hamilton-Jacobi-Bellman equation as a series of partial differential equations that can be solved iteratively in closed-form through computer algebra software, at any desired accuracy.
A predictive function optimization algorithm for multi-spectral skin lesion assessment
2015
The newly introduced Kubelka-Munk Genetic Algorithm (KMGA) is a promising technique used in the assessment of skin lesions. Unfortunately, this method is computationally expensive due to its function inverting process. In the work of this paper, we design a Predictive Function Optimization Algorithm in order to improve the efficiency of KMGA by speeding up its convergence rate. Using this approach, a High-Convergence-Rate KMGA (HCR-KMGA) is implemented onto multi-core processors and FPGA devices respectively. Furthermore, the implementations are optimized using parallel computing techniques. Intensive experiments demonstrate that HCR-KMGA can effectively accelerate KMGA method, while improv…
DECISION-MAKING MODELS FOR PREDICTIVE MAINTENANCE SERVICE SUPPORT SYSTEMS
2023
Nell'era digitale, la tecnologia è in continua evoluzione, con enormi progressi nell'automazione che consentono una gestione della manutenzione più efficiente ed economica. Le tecnologie digitali stanno convergendo e avanzando insieme alle industrie, determinando progressi significativi nella gestione della manutenzione. La tradizionale strategia di manutenzione preventiva gestita dall'uomo lascia progressivamente spazio alla manutenzione predittiva, che rappresenta un’ottima opportunità per migliorare significativamente la pianificazione della manutenzione del sistema, in particolare per i sistemi più complessi e dal significativo valore monetario. Tuttavia, l’implementazione di tecniche d…
Preoperative Planning for Guidewires Employing Shape-Regularized Segmentation and Optimized Trajectories
2019
Upcoming robotic interventions for endovascular procedures can significantly reduce the high radiation exposure currently endured by surgeons. Robotically driven guidewires replace manual insertion and leave the surgeon the task of planning optimal trajectories based on segmentation of associated risk structures. However, such a pipeline brings new challenges. While Deep learning based segmentation such as U-Net can achieve outstanding Dice scores, it fails to provide suitable results for trajectory planning in annotation scarce environments. We propose a preoperative pipeline featuring a shape regularized U-Net that extracts coherent anatomies from pixelwise predictions. It uses Rapidly-ex…
Coherence Checking and Propagation of Lower Probability Bounds
2003
In this paper we use imprecise probabilities, based on a concept of generalized coherence (g-coherence), for the management of uncertain knowledge and vague information. We face the problem of reducing the computational difficulties in g-coherence checking and propagation of lower conditional probability bounds. We examine a procedure, based on linear systems with a reduced number of unknowns, for the checking of g-coherence. We propose an iterative algorithm to determine the reduced linear systems. Based on the same ideas, we give an algorithm for the propagation of lower probability bounds. We also give some theoretical results that allow, by suitably modifying our algorithms, the g-coher…
Modelling and optimization of modular system for power generation from a salinity gradient
2019
Abstract Pressure retarded osmosis has been proposed for power generation from a salinity gradient resource. The process has been promoted as a promising technology for power generation from renewable resources, but most of the experimental work has been done on a laboratory size units. To date, pressure retarded osmosis optimization and operation is based on parametric studies performed on laboratory scale units, which leaves a gap in our understanding of the process behaviour in a full-scale modular system. A computer model has been developed to predict the process performance. Process modelling was performed on a full-scale membrane module and impact of key operating parameters such as h…
Economic lot scheduling on multiple production lines with resource constraints
2003
Abstract This paper deals with the multiple production line economic lot scheduling problem, where some items cannot be produced concurrently since they compete for some discrete resources. In particular, cyclic schedules are sought for a problem where identical production lines are present, lost sales are allowed, and minimization of the long-range production, setup, inventory, and shortage penalty costs are required. A heuristic procedure for this problem is introduced, a numerical example is worked out and some computational experiments are presented.
The linear saturated decentralized strategy for constrained flow control is asymptotically optimal
2013
We present an algorithm for constrained network flow control in the presence of an unknown demand. Our algorithm is decentralized in the sense that it is implemented by a team of agents, each controlling just the flow on a single arc of the network based only on the buffer levels at the nodes at the extremes of the arc, while ignoring the actions of other agents and the network topology. We prove that our algorithm is also stabilizing and steady-state optimal. Specifically, we show that it asymptotically produces the minimum-norm flow. We finally generalize our algorithm to networks with a linear dynamics and we prove that certain least-square optimality properties still hold.
Justification technique generalizations
2006
The justification technique was introduced various decades ago for the resource-constrained project scheduling problem, although it has rarely been used with the problem. Justification is a simple and quick technique which when applied to schedules produces a new schedule that is, at most, as long as the original schedule — and often shorter. A recent article (Valls et al, 2005), showed that incorporating justification in heuristic algorithms can produce a substancial improvement in the results obtained. These results have motivated us to generalise this technique in order to study it in greater depth. This paper proposes distinct forms and generalisations for the justification technique an…
A practical protocol for calibration of nutrient removal wastewater treatment models
2011
Activated sludge models can be very useful for designing and managing wastewater treatment plants (WWTPs). However, as with every model, they need to be calibrated for correct and reliable application. Activated sludge model calibration is still a crucial point that needs appropriate guidance. Indeed, although calibration protocols have been developed, the model calibration still represents the main bottleneck to modelling. This paper presents a procedure for the calibration of an activated sludge model based on a comprehensive sensitivity analysis and a novel step-wise Monte Carlo-based calibration of the subset of influential parameters. In the proposed procedure the complex calibration i…