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Wyświetlanie 1-5 z 5
Tytuł:
On the robustness of optimal solutions for combinatorial optimization problems
Autorzy:
Libura, M.
Powiązania:
https://bibliotekanauki.pl/articles/969645.pdf
Data publikacji:
2009
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
robustness analysis
sensitivity analysis
combinatorial optimization
accuracy function
robustness radius
Opis:
We consider the so-called generic combinatorial optimization problem, where the set of feasible solutions is some family of subsets of a finite ground set with specified positive initial weights of elements, and the objective function represents the total weight of elements of a feasible solution. We assume that the weights of all elements may be perturbed simultaneously and independently up to a given percentage of their initial values. A feasible solution which minimizes the worst-case relative regret, is called a robust solution. The maximum percentage level of perturbations, for which an initially optimal solution remains robust, is called the robustness radius of this solution. In this paper we study the robustness aspect of initially optimal solutions and provide lower bounds for their robustness radii.
Źródło:
Control and Cybernetics; 2009, 38, 3; 671-685
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Quality of solutions for perturbed combinatorial optimization problems
Autorzy:
Libura, M.
Powiązania:
https://bibliotekanauki.pl/articles/205967.pdf
Data publikacji:
2000
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
kombinatoryka
optymalizacja
teoria zbioru
accuracy function
accuracy radius
combinatorial optimization
sensitivity analysis
stability function
stability radius
Opis:
We consider a general combinatorial optimization problem in which the set of feasible solutions is defined as a given and fixed family of subsets for some finite ground set. To any element of the ground set the so-called weight is associated. The problem consists in finding a feasible subset for which the sum of weights of its elements is the minimum. When the weights of elements vary or are estimated with some accuracy, then the solution of the problem obtained for some initial weights may appear non-optimal. In this paper we consider the quality of a given solution in the case of weights perturbation or inaccuracy. Namely, we study the relative error of a given solution as a function of particular weights perturbation. We also calculate the maximum perturbation or estimation errors of weights which preserve the optimality of a given solution of the problem.
Źródło:
Control and Cybernetics; 2000, 29, 1; 199-219
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Record-based inference and associated cost analysis for the Weibull distribution
Autorzy:
Doostparast, M.
Powiązania:
https://bibliotekanauki.pl/articles/205931.pdf
Data publikacji:
2015
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
cost analysis
likelihood function
record data
total time on test
Weibull model
lifetime model
Opis:
In statistical process control, record schemes are used to reduce the total time on test for the inspection inquiry. In these schemes, units are examined sequentially and successive minimum values are recorded. On the basis of record data, Samaniego and Whitaker (1986) obtained the maximum likelihood (ML) estimate of the mean for an exponential distribution. Since the two parameter Weibull model, as an extension of the exponential distribution, has a wide range of application, Hoinkes and Padgett (1994) derived the record-based ML estimators for the parameters of interest in this model. This paper shows that the ML estimates of the Weibull parameters do not always exist for the basis of records. Thus, a new scheme is proposed, in which the ML estimates of the parameters always exist. An analytic cost-based comparison between the usual and the New scheme is also carried out. Finally, some concluding remarks and open problems are formulated.
Źródło:
Control and Cybernetics; 2015, 44, 1; 163-177
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Shape identification via metrics constructed from the oriented distance function
Autorzy:
Delfour, M. C.
Zolesio, J.-P.
Powiązania:
https://bibliotekanauki.pl/articles/970145.pdf
Data publikacji:
2005
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
identyfikacja kształtu
analiza wrażliwości
zagadnienie wariacyjne
przetwarzanie obrazów
metryka
dziedzina Soboleva
metoda prędkości
odległość
shape identification
sensitivity analysis
variational problems
set-valued and variational analysis
image processing
image enhancing
metric
distance
oriented distance function
signed distance function
Sobolev domains
velocity method
cracked sets
Opis:
This paper studies the generic identification problem: to find the best non-parametrized object [Omega] which minimizes some weighted sum of distances to I a priori given objects [Omega]_i for metric distances constructed from the W^1,p-norm on the oriented (resp. signed) distance function which occurs in many different fields of applications. It discusses existence of solution to the generic identification problem and investigates the Eulerian shape semiderivatives with special consideration to the non-differentiable terms occurring in their expressions. A simple example for the new cracked sets recently introduced in Delfour and Zolesio (2004b) is also presented. It can be viewed as an approximation of a cracked set by sets whose boundary is made up of pieces of lines or Bezier curves that are not necessarily connected.
Źródło:
Control and Cybernetics; 2005, 34, 1; 137-164
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On the construction of the common optimal market index in the Sharpe model
Autorzy:
Kuryłek, W.
Powiązania:
https://bibliotekanauki.pl/articles/205979.pdf
Data publikacji:
1999
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
regresja liniowa
zastosowanie teorii systemów w ekonomii
investment
linear regression
loss function
market index
maximal eigenvalue
portfolio analysis
principal components
rates of return
Sharpe model
stock markets
Opis:
The purpose of this paper is to determine one factor which represents the whole market behavior on the basis of the rates of return of all equities traded oo this market. In the seminaal Sharpe model the factor is an exogenous varialble which is not determined by the model itself. This paper extends Sharpe's idea, as it assumes that the factor is a linear combination of all the rates of return of all traded equities. To determine this coefiicients of this linear combination we minimize the loss function which expresses the weighted mean square deviation of all rates of return from their predictions, having given the linear combination form of the market index. It is found that the vector of linear coeffcients has to be a nonzero eigenvector associated with the maximal eigenvalue of the appropriately transformed and estimated covariance matrix. The optimal market index for the Warsaw Stock Exchange was compared with the standard index. It occurs that there is only a very small difference between the standard index of this market and the optimal index.
Źródło:
Control and Cybernetics; 1999, 28, 4; 779-787
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
    Wyświetlanie 1-5 z 5

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