Construction of nearly orthogonal Latin hypercube designs

Latin hypercube designs have found wide application in computer experiments. A number of methods have recently been proposed to construct orthogonal Latin hypercube designs. In this paper, we propose an approach for expanding the orthogonal Latin hypercube design in Sun et al. (Biometrika 96:971–974, 2009) to a nearly orthogonal Latin hypercube design of a larger column size. The newly added part has half number of columns of the original part. It can be shown that the upper bound of the maximum correlation between any two distinct columns of the resulting design is very small. Our method also works for expanding any symmetric Latin hypercube designs.     

Smolyak method for solving dynamic economic models: Lagrange interpolation,anisotropic grid and adaptive domain

We show how to enhance the performance of a Smolyak method for solving dynamic economic models. First, we propose a more efficient implementation of the Smolyak method for interpolation, namely, we show how to avoid costly evaluations of repeated basis functions in the conventional Smolyak formula. Second, we extend the Smolyak method to include anisotropic constructions that allow us to target higher quality of approximation in some dimensions than in others. Third, we show how to effectively adapt the Smolyak hypercube to a solution domain of a given economic model. Finally, we argue that in large-scale economic applications, a solution algorithm based on Smolyak interpolation has substantially lower expense when it uses derivative-free fixed-point iteration instead of standard time iteration. In the context of one- and multi-agent optimal growth models, we find that the proposed modifications to the conventional Smolyak method lead to substantial increases in accuracy and speed.     

电力市场统一协调联合优化出清模型研究

为实现我国电力资源大范围优化配置,打破省间电力市场交易壁垒,强调电力商品的经济性.文章在借鉴欧洲区域价格耦合项目(Price Coupling of Regions,PCR)成功经验的基础上,试图建立适用于我国省间电力统一市场的联合优化出清模型.文章旨在为建立适用于我国电力市场模式以及建成一个可以成熟运行的现货市场提供...     

基于约束的离散粒子群算法求解大规模指派问题

针对现有进化算法在求解传统指派问题时因取整而影响优化效果的问题,采用了一种基于AllDifferent约束的置换离散粒子群优化算法,该算法针对指派问题中各变量不能重复取值的特点,改进了算法的迭代方式,并引入了模拟退火的差解接受准则以提高优化效果,仿真算例表明改进后的算法在质量上和时间上更具有效性。     

Interior point methods, a decade after Karmarkar—a survey, with application to the smallest eigenvalue problem

The introduction of Karmarkar's polynomial algorithm for linear programming (LP) in 1984 has influenced wide areas in the field of optimization. While in the 1980s emphasis was on developing and implementing efficient variants of interior point methods for LP, the 1990s have shown applicability to certain structured nonlinear programming and combinatorial problems. We will give a historical account of the developments and illustrate the typical results by analyzing a new method for computing the smallest eigenvalue of a matrix. We formulate this latter problem as a so-called semidefinite optimization problem. Semidefinite optimization has recently gained much attention since it has a lot of applications in various fields (like control and system theory, combinatorial optimization, algebra, statistics, structural design) and semidefinite problems can be efficiently solved with interior point methods.     

Transfer learning for hierarchical forecasting: Reducing computational efforts of M5 winning methods

The winning machine learning methods of the M5 Accuracy competition demonstrated high levels of forecast accuracy compared to the top-performing benchmarks in the history of the M-competitions. Yet, large-scale adoption is hampered due to the significant computational requirements to model, tune, and train these state-of-the-art algorithms. To overcome this major issue, we discuss the potential of transfer learning (TL) to reduce the computational effort in hierarchical forecasting and provide a proof of concept that TL can be applied on M5 top-performing methods. We demonstrate our easy-to-use TL framework on the recursive store-level LightGBM models of the M5 winning method and attain similar levels of forecast accuracy with roughly 25% less training time. Our findings provide evidence for a novel application of TL to facilitate the practical applicability of the M5 winning methods in large-scale settings with hierarchically structured data.     

Optimization for hierarchical multi-level planning systems using interaction prediction principle

This paper is concerned with the optimization of large-scale dynamic systems composed of interconnected subsystems. The decomposition and hierarchical multi-level approach with coordination is described for linear quadratic problem which has been available for socio-economic and production planning. In particular, we present a general solution algorithm for the two-level optimization using interaction prediction principle. A sample example for which the approach is applicable is illustrated.     

Non-homogeneous servers in emergency medical systems: Practical applications using the hypercube queueing model

In this paper, we study the effects of considering homogeneous versus non-homogeneous servers in applications of the hypercube queueing model. This is important since approximate methods available for solving the model for homogeneous servers are computationally much less time-consuming than the exact methods required for the non-homogeneous case. Illustrative examples are initially presented to show the degree to which using homogeneous versus non-homogeneous servers can differ. Then, two ambulance deployment applications dealing with Brazilian emergency medical systems, in a city and along a highway, are analyzed. The basic operational characteristics of non-homogeneous systems were compared to the respective predictions produced under the simplifying assumption of homogeneous servers. It was found that, even when the degree of non-homogeneity of the servers is not highly significant, homogeneity may lead to poor predictions of the actual operational characteristics of non-homogeneous systems.     

Mitigating shortage and distribution costs in damaged water networks

Recent events have sparked renewed interest in disaster mitigation for public infrastructures. Presidential Decision Directive 63 identifies water distribution as being among the most vital and vulnerable of our large-scale infrastructures. Water distribution networks are vulnerable to threats such as chemical and biological contamination, cyber attacks on computer-based management systems, and physical destruction from acts of nature and intentional attack. This research develops methods for configuring the undamaged portion of the water network to mitigate the consequences of physical destruction. The approach is to find a hydraulically feasible residual network that can be pressurized to meet the demand of a subset of demand sectors. Demand sectors not pressurized then receive water through truck distribution from pressurized sectors. The objective is to minimize weighted water shortage and water truck distribution costs by identifying sectors to pressurize along with an assignment of unpressurized sectors to pressurized sectors for water delivery by truck. The paper develops an optimization model, describes a solution method, and presents computational results for three example networks.     

大型电站锅炉氮氧化物控制和燃烧优化中若干关键性问题的研究

火力发电一直是中国的主要发电方式,并且随着煤炭资源逐渐稀缺,燃烧优化和氮氧化物控制已成为大型电站的主要研究课题。氮氧化物(NOX)作为大型电站锅炉的重要排放物之一,对环境的污染极大。当前,大型电站锅炉通常使用氮氧化物浓度很低的时候进行燃烧,燃烧结合选择性催化还原进行联合脱硝,而氮氧化物浓度较低的情况下,燃烧会在某些操作条件下牺牲锅炉的经济性,因此应进行燃烧优化研究。     

基于改进遗传算法的FIR数字滤波器的优化设计

提出了利用基于BP(Back Propagation)神经网络的遗传算法来设计FIR数字滤波器的方法。针对遗传算法很难实现全局最优和搜索速度比较慢的缺陷,提出了改进算法,该算法充分利用了遗传算法的全局搜索功能强和BP神经网络的搜索效率高,优化了搜索时间,提高了算法性能,对于解决大规模多极值优化问题特别有效。最后,以设计低通滤波器的实例验证算法的可行性。     

大型企业多阶段单项采购(MPSSP)模型仿真研究

物流配送系统的复杂性使管理者很难追踪到系统中出现的每一个问题。这些问题可能存在于预测模型、网络优化、库存配额以及物流选址等环节中，对未来的经济效益和运作效率都有着极其重要的影响。因此，在计算机应用日趋广泛的背景下．仿真技术为物流配送系统的优化提供了有效而直接的方式。针对大型企业的特点改进原有的MPSSP模型，对大型企业的配送过程进行仿真。先对实际的物资配送系统进行假设．在符合模型前提的情况下通过MPSSP模型建立三种不同的仿真方案进行比较．并对结果进行统计学分析，获得最优的配送模式。     

浅议WBS在大型国际工程投标中的应用

WBS(工作分解结构)是项目管理的有力工具。结合国际工程投标实例,依据WBS的概念与原则,探讨了WBS在大型国际工程投标中应用的准则与方法。     

大型不规则轧辊切削加工工艺的优化过程

大型凸轮类轧辊往往需要使用五轴联动数控龙门铣床进行加工,文章介绍了如何利用车床和三轴数控龙门铣加工大型凸轮类轧辊,并用实例详细介绍了利用该方法对加工工艺的优化过程。     

WCDMA网络的规划及优化

WCDMA作为第三代移动通信的一个重要分支,其广泛应用建设已迫在眉睫。而我国WCDMA建设和优化的挑战面临着时间紧、规模大、优化艰、管理难的难题。而在网络建设的初期,前期的网络规划是关键因素,从源头上准备建设一个高质量、能提供多种类型业务、有竞争力的网络,是WCDMA网络规划的出发点。     

基于运筹优化的物流与设施规划课程教学研究

在传统教学中,物流与设施规划课程的物流分析、设施布局等内容的一些经典问题采用启发式方法或试验法来解决。为了更精确地解决这些问题,采用数学规划方法提供解决方案。主要围绕建模技巧、应用软件教学和解决物流与设施规划专业案例等方面培养学生运用优化原理与方法构建运筹优化模型的能力以及运用ILOG OPL优化软件解决实际优化问题的能力。以二次分配问题和多产品工艺过程图优化问题为案例阐述了数学规划建模和编程求解的过程。     

电力系统无功优化研究

随着电力工业向"大系统、超高压、远距离、大容量"发展,电网结构日趋复杂,系统稳定性问题日益突出。通过无功优化来改善电压质量、降低运行网损以及提高系统运行的安全稳定性显得尤为必要。因此,对电力系统无功优化研究,具有理论意义,又有实际意义。而无功优化问题又是一个多变量、多约束的混合非线性规划问题,其变量既有连续变量又有离散变量,使得优化过程十分复杂。     

工业工程专业生产与物流类课程群改革研究

文章以优化生产与物流类课程群的内容板块,加强该课程群内各课程之间的融合渗透。改革传统教学中以启发式方法、试验法为主解决企业生产与物流管理各环节典型问题的方法,针对各典型问题建立详细运筹优化模型并探讨模型优化技巧,从全局优化的角度对生产与物流管理各环节的精确定量优化方法教学进行研究,探索培养学生运用运筹优化技术更有效地解决生产与物流管理问题的教学方法。     

大型景区旅游项目融资环境评价方法比较研究

主要讨论了大型景区旅游项目融资环境评价的两个方法,冷热环境法与模糊综合评判方法。通过这两种方法的比较分析,探讨大型旅游项目融资环境评价的多种评价方法和指标体系建立的问题,为大型旅游项目融资环境评价提供决策参考。     

Optimization of rain gauge networks—A systematic literature review

Rain gauge is the standard instrument for ground-based precipitation measurements and rain gauge networks play an important role in the monitoring of disasters caused by heavy rainfall, such as flooding and landslides. Many authors have contributed to the research of sophisticated methods and techniques for the design of optimal rain gauge networks, including guidelines for the placement of the devices based on the meteorological and physiographic factors of the study area, however, there is not a consensus on the best procedure to locate these equipment. In fact, there is a rapid growing interest and need for the improvement of monitoring networks and the optimization algorithms and solvers allowed a rapid evolution toward more efficient models. This study presents a systematic literature review (SLR) of studies on the optimization of rain gauge networks using the PRISMA protocol, detailing the study areas, methods, datasets and models used. To the best of authors’ knowledge, the latest thorough SLR on this subject was published in 2009 by the time of development of the authors’ research, however, the amount of research on this topic has grown significantly since then and optimization techniques have undergone a compelling evolution. Results indicate a wide variety of applications, objectives, methods, models and algorithms aimed at optimizing rain gauge networks. Conclusions are drawn in the light of the opportunities for future research on this topic.