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Tytuł:
Canonical greedy algorithms and dynamic programming
Autorzy:
Lew, A.
Powiązania:
https://bibliotekanauki.pl/articles/970856.pdf
Data publikacji:
2006
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
programowanie dynamiczne
Dijkstra
greedy algorithm
dynamic programming
Opis:
There has been little work on how to construct greedy algorithms to solve new optimization problems efficiently. Instead, greedy algorithms have generally been designed on an ad hoc basis. On the other hand, dynamic programming has a long history of being a useful tool for solving optimization problems, but is often inefficient. We show how dynamic programming can be used to derive efficient greedy algorithms that are optimal for a wide variety of problems. This approach also provides a way to obtain less efficient but optimal solutions to problems where derived greedy algorithms are nonoptimal.
Źródło:
Control and Cybernetics; 2006, 35, 3; 621-643
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Fuzzy goal programming - one notion, many meanings
Rozmyte programowanie celowe - jedno pojęcie, wiele znaczeń
Autorzy:
Chanas, S.
Kuchta, D.
Powiązania:
https://bibliotekanauki.pl/articles/205891.pdf
Data publikacji:
2002
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
liczba rozmyta
programowanie celowe
fuzzy number
goal programming
Opis:
A survey of fuzzy goal programming approach is presented, including three new approaches. Various approaches are classified according to the role that fuzzy numbers play in them. For each approach the corresponding model and the solution procedure are discussed.
Zaprezentowano przegląd podejść w ramach rozmytego programowania celowego, obejmującego także trzy nowe podejścia. Omawiane podejścia zostały sklasyfikowane według roli, jaką pełnią w nich liczby rozmyte. Przedyskutowano dla każdego podejścia odpowiadający mu model decyzyjny i procedurę otrzymywania rozwiązania.
Źródło:
Control and Cybernetics; 2002, 31, 4; 871-890
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Parallel approaches to parametric optimization and the convergence of interactive decision support
Autorzy:
Wierzbicki, A.
Powiązania:
https://bibliotekanauki.pl/articles/205708.pdf
Data publikacji:
2000
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
matematyka obliczeniowa
optymalizacja
optymalizacja parametryczna
programowanie liniowe
programowanie nieliniowe
przetwarzanie równoległe
teoria algorytmów
interactive decision support
optimization
parallel computations
Opis:
In the perspective of parallel processing, a new sense of parametric optimization might be promoted. The paper shows that it, is possible to propose new parallel versions of basic optimization algorithms, as well as an advanced method of securing convergence in interactive mnltiobjective optimization and decision support, all based on a modified concept of parametric embedding. This general idea is exemplified for the case of the simplex algorithm of linear programming by a parameterized and coarse-grain parallel augmented simplex algorithm, where a linear optimization problem can be embedded into a multiple-ohjective family which introduces diversified directions of search cutting through the interior of the original admissible set. For the case of nonlinear programming, a parameterized and coarse-grain parallel variable metric pulsar algorithm is shortly presented, where parallel directional searches are combined with a parametrized variable metric to produce a pulsating, robust nonliear programming algorithm. These two examples concern very basic optimization tools ; at the other end of the spectrmn of optimization-related methods, a general method called outranking trials of securing convergence of interactive multiobjective optimization and decision suport is obtained through parameterizing an outranking relation and using basic properties of order-consistent achievement functions in reference point methodology for testing the existence of outranking points by parallel optimization runs. Thus, the paper presents the use of parallel processing to solve a wide range of modified parametric embedding problems related to optimization and decision support.
Źródło:
Control and Cybernetics; 2000, 29, 1; 427-444
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Evolutionary neural-networks based optimisation for short-term load forecasting
Autorzy:
Grzenda, M.
Macukow, B.
Powiązania:
https://bibliotekanauki.pl/articles/206850.pdf
Data publikacji:
2002
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
optymalizacja
programowanie ewolucyjne
sieć neuronowa
evolutionary programming
neural networks
optimisation
Opis:
The purpose of short-term load forecasting is to optimise the power supply volume in short time horizon. There is no straightforward mapping rule between the type of time period and the resulting power consumption. Still, it is inevitable for the overall efficiency of the power system to rely on a good prediction model. Our paper illustrates a novel approach based on evolutionary programming. Feedforward networks are being evolved by the ECoMLP method in order to properly solve the optimisation problem, defined as minimisation of the prediction error. All the results have been obtained using the data from the Polish Power System. The data used for the training and tests has been chosen so as to reflect both short-time and long-time dependencies between time period category and load of the system. The primary feature of the described method is a novel self-adaptive procedure that is a part of a sophisticated design algorithm serving to select both network architecture and weight connections. Due to the application of this procedure, no time consuming tests are required to train and retrain neural prediction models. Therefore, the method makes it possible to construct and maintain prediction models for load forecasting without expert knowledge about neural networks.
Źródło:
Control and Cybernetics; 2002, 31, 2; 371-382
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Portfolio selection model with information cost
Autorzy:
Banek, T.
Kowalik, P.
Kozłowski, E.
Powiązania:
https://bibliotekanauki.pl/articles/206860.pdf
Data publikacji:
1999
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
model stochastyczny
programowanie nieliniowe
Fischer information
information cost
portfolio
Opis:
A portfolio planning model which takes into account a cost of purchase of market information is considered. In the presented model, the objective of the investor is to maximize probability of attaining or exceeding the required return z. It is shown that the presented stochastic model reduces to a nonlinear programming problem that can be solved efficiently.
Źródło:
Control and Cybernetics; 1999, 28, 1; 89-99
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Approximating the solution of a dynamic, stochastic multiple knapsack problem
Autorzy:
Hartman, J. C.
Perry, T. C.
Powiązania:
https://bibliotekanauki.pl/articles/970874.pdf
Data publikacji:
2006
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
programowanie liniowe
dualność
stochastic dynamic programming
approximate dynamic programming
linear programming
duality
Opis:
We model an environment where orders arrive probabilistically over time, with their revenues and capacity requirements becoming known upon arrival. The decision is whether to accept an order, receiving a reward and reserving capacity, or reject an order, freeing capacity for possible future arrivals. We model the dynamic, stochastic multiple knapsack problem (DSMKP) with stochastic dynamic programming (SDP). Multiple knapsacks are used as orders may stay in the system for multiple periods. As the state space grows exponentially in the number of knapsacks and the number of possible orders per period, we utilize linear programming and duality to quickly approximate the end-of-horizon values for the SDP. This helps mitigate end-of-study effects when solving the SDP directly, allowing for the solution of larger problems and leading to increased quality in solutions.
Źródło:
Control and Cybernetics; 2006, 35, 3; 535-550
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Sensitivity analysis of a bond portfolio model for the Italian market
Autorzy:
Bertocchi, M.
Dupacova, J.
Moriggia, V.
Powiązania:
https://bibliotekanauki.pl/articles/206856.pdf
Data publikacji:
2000
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
model stochastyczny
programowanie stochastyczne
application in finance
scenarios
sensitivity
stochastic program
Opis:
Management of hood portfolio is formulated as a multiperiod scenario-based stochastic program with random recourse. The former results on sensitivity analysis of its optimal value with respect to the strategy applied in selection of input scenarios are extended and applied to a real life problem from the Italian bond market. The numerical study provides details on this application and illustrates also the impact of the utility function chosen and of the size of transaction costs.
Źródło:
Control and Cybernetics; 2000, 29, 2; 595-615
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Selection of lease contracts in an asset-backed securitization : a real case analysis
Autorzy:
Mansini, R.
Speranza, M.
Powiązania:
https://bibliotekanauki.pl/articles/206882.pdf
Data publikacji:
1999
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
programowanie liniowe
investment
lease contracts
multidimensional knapsack problem
securities trading
securitization
Opis:
Asset-backed securities represent one of the most attractive financial novelties for institutional investors. More precisely, asset-backed securities are the output of a complex financial operation, so-called securitization, in which bonds are issued to finance a collection of assets in such a way that the bonds issue design is integrated with the funded assets. We consider a real case of securitization, in which the assets are lease contracts. Through the market issuance of tranches of notes a bank (seller) receives funds from a factor (purchaser) and pay them back in terms of pools of credits associated with lease contracts. In this paper we analyze the problem of selecting the most convenient collection of lease contracts (assets) for the seller to hand over to the purchaser. A 0-1 linear programming model is presented which is shown to be equivalent to a 0-1 Multidimensional Knapsack Problem. Heuristic solution procedures are proposed and computational results based on data from the discussed real case are presented.
Źródło:
Control and Cybernetics; 1999, 28, 4; 739-754
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Tabu search: global intensification using dynamic programming
Autorzy:
Wilbaut, C.
Hanafi, S.
Fréville, A.
Balev, S.
Powiązania:
https://bibliotekanauki.pl/articles/970871.pdf
Data publikacji:
2006
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
programowanie dynamiczne
tabu search
dynamic programming
global intensification
multidimensional 0-1 knapsack problem
Opis:
Tabu search has proven highly successful in solving hard combinatorial optimization problems. In this paper, we propose a hybrid method that combines adaptive memory, sparse dynamic programming, and reduction techniques to reduce and explore the search space. Our approach starts with a bi-partition of the variables, involving a small core problem, which never exceeds 15 variables, solved using the "forward" phase of the dynamic programming procedure. Then, the remaining subspace is explored using tabu search, and each partial solution is completed with the information stored during the forward phase of dynamic programming. Our approach can be seen as a global intensification mechanism, since at each iteration, the move evaluations involve solving a reduced problem implicitly. The proposed specialized tabu search approach was tested in the context of the multidimensional 0-1 knapsack problem. Our approach was compared to ILOG's commercial product CPLEX and to the corresponding "pure" tabu search (i.e., without a core problem) for various sets of test problems available in OR-libraries. The results are encouraging. In particular, this enhances the robustness of the approach, given that it performs better than the corresponding pure tabu search most of the time. Moreover, our approach compares well with CPLEX when the number of variables is large; it is able to provide elite feasible solutions in a very reasonable amount of computational time.
Źródło:
Control and Cybernetics; 2006, 35, 3; 579-598
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Adaptive resource allocation to stochastic multimodal projects: a distributed platform implementation in Java
Autorzy:
Tereso, A. P.
Mota, J. R.
Lameiro, R. J.
Powiązania:
https://bibliotekanauki.pl/articles/970847.pdf
Data publikacji:
2006
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
klaster
programowanie dynamiczne
cluster
distributed platform
activity networks
resource allocation
dynamic programming
Opis:
This paper presents the implementation of the dynamic programming model (introduced in a previous paper) for the resolution of the adaptive resource allocation problem in stochastic multimodal project networks. A distributed platform using an Object Oriented language, Java, is used in order to take advantage of the available computational resources.
Źródło:
Control and Cybernetics; 2006, 35, 3; 661-686
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Robust goal programming
Autorzy:
Kuchta, D.
Powiązania:
https://bibliotekanauki.pl/articles/970486.pdf
Data publikacji:
2004
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
programowanie z wieloma warunkami
rozwiązanie solidne
optymalizacja przedziałowa
multiobjective programming
robust solution
interval optimisation
Opis:
In the paper a new approach to goal programming is presented: the robust approach, applied so far to a single-objective linear programming. It is a "pessimistic" approach, meant to find a solution which will be reasonably good even in a bad case, but it is based on the assumption that almost never everything goes bad - the decision maker can control and simulate the pessimistic aspect of the decision situation. The pessimism refers here to uncertain coefficients in the goal functions. It is assumed that in each case only a certain number of them can take on unfavourable values - but we do not know which ones. A robust solution, i.e. the one which will be good even in the most pessimistic case among those considered to be possible - is determined, using only the linear programming methods.
Źródło:
Control and Cybernetics; 2004, 33, 3; 501-510
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Dynamic Programming: an overview
Autorzy:
Sniedovich, M.
Powiązania:
https://bibliotekanauki.pl/articles/205819.pdf
Data publikacji:
2006
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
programowanie dynamiczne
dynamic programming
principle of optimality
curse of dimensionality
successive approximation
push
pull
Opis:
Dynamic programing is one of the major problem-solving methodologies in a number of disciplines such as operations research and computer science. It is also a very important and powerful tool of thought. But not all is well on the dynamic programming front. There is definitely lack of commercial software support and the situation in the classroom is not as good as it should be. In this paper we take a bird's view of dynamic programming so as to identify ways to make it more accessible to students, academics and practitioners alike.
Źródło:
Control and Cybernetics; 2006, 35, 3; 513-533
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Stability properties of weak sharp minima
Autorzy:
Studniarski, M.
Taha, A. W. A.
Powiązania:
https://bibliotekanauki.pl/articles/206298.pdf
Data publikacji:
2003
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
programowanie nieliniowe
stabilność
funkcja Lipschitza
nonlinear programming
weak sharp minima
stability
Lipschitzian functions
Opis:
In this paper, stability theorems of Studniarski (1989) are extended to include the stability of weak sharp local minimum points for a nonsmooth mathematical programming problem.
Źródło:
Control and Cybernetics; 2003, 32, 2; 351-359
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A recursive procedure for selecting optimal portfolio according to the MAD model
Autorzy:
Michałowski, W.
Ogryczak, W.
Powiązania:
https://bibliotekanauki.pl/articles/205763.pdf
Data publikacji:
1999
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
optymalizacja
programowanie liniowe
downside risk aversion
investment
linear programming
portfolio optimization
quadratic programming
risk management
Opis:
The mathematical model of portfolio optimization is usually represented as a bicriteria optimization problem where a reasonable trade-off between expected rate of return and risk is sought. Im a classical Markowitz model the risk is measured by a variance, thus resulting in a quadratic programming model. As an alternative, the MAD model was proposed where risk is measured by (mean) absolute deviation instead of a variance. The MAD model is computationally attractive, since it is transformed into an easy to solve linear programming program. In this paper we poesent a recursive procedure which allows to identify optimal portfolio of the MAD model depending on investor's downside risk aversion.
Źródło:
Control and Cybernetics; 1999, 28, 4; 725-738
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Second-order necessary conditions of the Kuhn-Tucker type in multiobjective programming problems
Autorzy:
Aghezzaf, B.
Powiązania:
https://bibliotekanauki.pl/articles/970055.pdf
Data publikacji:
1999
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
programowanie obiektowe
efficient solutions
multiobjective programming
second-order constraint qualification
second-order necessary conditions
Opis:
In this paper, we are concerned with a multiobjective programming problem with inequality constraints. We develop second-order necessary condition of the Kuhn-Tucker type for effciency and prove that the condition holds under a. constraint qualification. Moreover, we give some conditions which ensure that the constraint qua,lifica.tion holds.
Źródło:
Control and Cybernetics; 1999, 28, 2; 213-224
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Wyświetlanie 1-15 z 30

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