Adaptive Memory Programming for the Robust Capacitated International Sourcing Problem

Size: px
Start display at page:

Download "Adaptive Memory Programming for the Robust Capacitated International Sourcing Problem"

Transcription

1 Adaptve Memory Programmng for the Robut Capactated Internatonal Sourcng Problem Joé Lu González Velarde Centro de Stema de Manufactura, ITESM Monterrey, Méxco Rafael Martí Departamento de Etadítca e Invetgacón Operatva, Unverdad de Valenca, Span. Rafael.Mart@uv.e Latet revon: October 7, 2005 Abtract The Internatonal Sourcng Problem cont of electng a ubet from an avalable et of potental uppler nternatonally located. The elected uppler mut meet the demand for tem of a et of plant, whch are alo located worldwde. Snce the cot are affected by macroeconomc condton n the countre where the uppler and the plant are located, the formulaton conder the uncertanty aocated wth change n thee condton. We formulate the robut capactated nternatonal ourcng problem by mean of a cenaro-optmzaton approach. In th paper we propoe a contructve method baed on memory tructure to olve th problem. The method coupled wth a local earch procedure followed by a path relnkng for mproved outcome. We propoe nnovatve mechanm to acheve a good balance between ntenfcaton and dverfcaton n the earch proce. Moreover, our path relnkng mplementaton ue contructve neghborhood for extrapolated relnkng. The computatonal expermentaton favor th method when compared wth a recent tabu earch approach. Key Word: Memory tructure, Path Relnkng

2 Adaptve Memory Programmng for ROCIS / 2 1. Introducton The Robut Capactated Internatonal Sourcng Problem (ROCIS) cont of electng a et of uppler to meet the demand for tem at everal plant located n dfferent countre. Dfferent veron of the problem have been propoed dependng on the aumpton. Table 1 ummarze the more relevant work n th and related problem. Author Decrpton Year Jucker and Carlon Solve a ngle product, ngle perod problem, wth prce 1976 and demand uncertanty Hodder and Jucker Preent a determntc ngle perod, ngle product 1982 model Hodder and Jucker Optmally olve a ngle perod, ngle product model 1985 wth quantty ettng frm Haug Addree the determntc problem wth a ngle 1985 product and multple perod wth dcount factor Louveaux and Solve a cenaro-baed problem n whch capacty a 1992 Peter frt tage decon Guterrez and Explore the generaton of cenaro to model prce 1995 Kouvel uncertanty and olve mple plant locaton problem Kouvel and You Propoe an un-capactated veron robutne approach 1997 baed on a mnmax regret crteron González-Velarde and Laguna Propoe a tabu earch method for the robut capactated veron wth exchange rate uncertanty 2004 Table 1. Relevant prevou work In th paper we conder the varant ntroduced n González-Velarde and Laguna (2004), whch deal wth a ngle tem n a ngle perod and model uncertanty n the demand and the exchange rate va a et S of cenaro. A frt formulaton of the problem follow: Mn S p M e f y + M j N e c j x j ubject to: M j N x x j j d j b y j N, S M, S. The control decon varable x j reflect the hppng from uppler ( M={1,2,...,m}) to plant j (j N={1,2,...,n}) n cenaro. The degn varable y take the value 1 f uppler contracted, and 0 otherwe. The frt et of contrant nclude the condton that for each cenaro, the demand at plant j, d j, mut be atfed. The econd et conder that for each cenaro, the capacty of uppler, b, cannot be exceeded. The objectve functon reflect the fact that the total unt cot for delverng component from uppler to plant j, c j, known, however, the exchange rate at uppler locaton n cenaro, e, make cot data uncertanty under dfferent cenaro (where p the probablty of occurrence of cenaro ). Fnally, t alo ncorporate the fxed cot f of development of uppler. González-Velarde and Laguna (2004) mprove th formulaton, replacng the objectve functon above wth the followng expreon:

3 Adaptve Memory Programmng for ROCIS / 3 F( y) = p e f y + z + ω S M + S p ( z + S E( z)) p 2 where z the optmal objectve value aocated wth the tranportaton problem obtaned when fxed the problem above for a partcular cenaro, and: S + = { : z E( z) = S E( z) 0} p z Th objectve functon penalze only the potve devaton from the expected value (thoe tuaton n whch the objectve value n a gven cenaro exceed the expected cot) and nclude a normalzng term to account for the fact that not all the term n the probablty dtrbuton are beng added. The value of ω a factor that the decon-maker can adjut to gve more or le mportance to the rk component of the objectve functon. The author develop a tabu earch algorthm to obtan effcent oluton for th non-lnear nteger program. The propoed oluton method can be vewed a a heurtc baed on the paradgm of Bender decompoton. An ntal et of value agned to the y bnary varable, whch make the remanng problem lnear. Th problem n turn may be decompoed nto S maller lnear ub-problem, one for each cenaro. The optmal dual oluton for each ub-problem ued to fnd a new et of value for the bnary varable. Intead of generatng vald cut for an nteger problem a n Bender method, thee dual varable are combned to form neghborhood of promng oluton and a earch conducted n the generated neghborhood. The earch method baed on the hort-term memory tratege of tabu earch (Glover and Laguna, 1997). A new et of value elected for the bnary varable and the procedure contnue untl ome termnaton crteron reached. In th paper we propoe an alternatve oluton method for the robut capactated nternatonal ourcng problem. Secton 2 decrbe our olvng methodology baed on contructve memory tructure and path relnkng, to obtan hgh qualty oluton for th problem. Secton 3 devoted to the computatonal experment. It how that our adaptve memory programmng method outperform the prevou tabu earch approach a well a a generc catter earch code. The paper fnhe wth the aocated concluon. 2. Soluton Method Our oluton method for the ROCIS problem cont of three tage. The frt one a contructve procedure that ncorporate memory tructure for dverfcaton purpoe. The econd one a local earch method, whch electvely appled to mprove prevouly generated oluton. Here, the meanng of electvely not lmted to the objectve functon evaluaton, but alo nclude the concept of nfluence aocated wth the oluton tructure. The thrd tage create path connectng mproved oluton baed on the path relnkng methodology. Mot of the tabu earch applcaton (Glover and Laguna, 1997) mplement tranton neghborhood n the context of local earch method. Contructve neghborhood have been rarely ued wth memory tructure, although they were ntroduced from the very begnnng of the methodology (Glover, 1989). In th paper we preent a contructve method baed on a greedy functon modfed wth frequency baed memory. In common wth other evolutonary method, Path Relnkng operate wth a populaton of oluton, rather than wth a ngle oluton at a tme, and employ procedure for combnng thee oluton to create new one. From a patal orentaton, the proce of generatng lnear combnaton of a et of reference oluton may be characterzed a generatng path between and beyond thee oluton, where oluton on uch path alo erve a ource for generatng addtonal path. Th lead to a broader concepton of the meanng of creatng combnaton of oluton. By natural extenon, uch

4 Adaptve Memory Programmng for ROCIS / 4 combnaton may be conceved to are by generatng path between and beyond elected oluton n neghborhood pace, rather than n Eucldean pace. In th paper we propoe a path relnkng method that create path connectng all the par of oluton obtaned from the electve applcaton of the local earch algorthm. In the followng ubecton we decrbe the mplementaton of thee three tage, a adapted n the context of the ROCIS problem. 2.1 Contructve Method The frt tage of our oluton procedure partcularly mportant, gven the goal of developng a method that balance dverfcaton and ntenfcaton n the earch. We mplement a contructve method ung frequency-baed memory, a propoed n tabu earch. Th method baed on modfyng a greedy meaure of attractvene by ung a frequency counter that dcourage the electon of uppler frequently elected n prevou oluton generaton. The attractvene of electng uppler gven by the greedy functon G() addng both, the fxed cot aocated wth th uppler f, and the um of the hppng unt cot from th uppler to all the plant, relatve to the uppler capacty b. The hppng cot multpled by the probablty of each cenaro, makng G() a meaure of expected attractvene. G( ) = f + p b n S j= 1 c j e A frequency counter Freq mantaned to record the number of tme uppler ha been elected n prevou oluton. Th frequency counter ued to penalze the attractvene of an element, and therefore, nducng dverfcaton wth repect to the oluton already generated. We modfy the value of G() to reflect prevou electon of element, a follow: MaxG G ( ) = G( ) + β Freq, MaxFreq where MaxFreq the maxmum Freq value for all, and MaxG the maxmum G() value for all. Each contructon tart by creatng a lt of unagned uppler U, whch at the begnnng cont of all the uppler n the problem (.e., ntally U = m). Then, we retrct th canddate lt conderng the et U' wth the k mot attractve uppler, accordng to the G -value. In each contructon tep, the next uppler randomly elected from the et U', then U updated (U = U {}) and U recalculated. The method fnhe when the um of the capacte of the elected uppler at leat a large a D. D = max d S j N Note that we top the contructon when the elected plant can atfy the demand n any cenaro. However, t poble that an optmal oluton have more elected plant than th mnmum number. Snce we do not have any nformaton about the bet number of elected plant, we do not mplement here any mechanm to ncreae t n the current oluton under contructon becaue t would be abolutely artfcal. In ubecton 2.3 we decrbe a mechanm to explore varaton on the cardnalty of th et n the combnaton element of the path relnkng method. To avod ntal bae, the frequency mechanm actvated after the frt IntIter contructon, and before th, electon are made wth the G-value. Let P be the et of oluton generated wth th method. j

5 Adaptve Memory Programmng for ROCIS / 5 It mportant to pont out that although our contructon method employ a canddate and a retrcted canddate lt, the evaluaton functon G () not adaptve nce t value reman contant thorough the contructon of a oluton (and change from one contructon to the next one accordng to the frequence). Therefore, trctly peakng, th not a GRASP contructon (Feo and Reende, 1995) and can be better clafed a a memory-baed contructon. Each generated oluton evaluated, by olvng the cenaro ub-problem and calculatng F(y). We alo ue a hah functon to codfy each oluton a follow: H ( y) = y M 2. The value of F(y) and H(y) are tored to avod evaluatng a oluton that ha already been generated. The ratonal for th that the objectve functon evaluaton can be conderably expenve n term of computatonal tme a the number of cenaro ncreae. It alo more convenent to tore the hah value than the entre bnary trng n order to effcently earch for the memberhp of the oluton n the lt. We apply th evaluaton flter baed on the hah functon n the entre procedure, ncludng the mprovement and path relnkng method decrbed below. 2.2 Improvement Method We partton the et P of generated oluton nto clae accordng to the cardnalty of the elected uppler n the oluton. Specfcally, let A k be the et of oluton wth k elected uppler: A k = y P / y = 1,.., n = k Note that P=A 1 A 2.. A n where ome A k mght be empty. In order to have a dvere et of oluton we want to have good repreentaton of each cardnalty et. Snce the objectve functon evaluaton computatonally expenve, the local earch only appled to a percentage pr of the bet oluton n each et A k. The local earch cont of exchange of uppler: a elected uppler replaced by a non-elected one n the current oluton. We examne the uppler y from =1 to n-1, and conder the mot attractve unelected uppler for exchange, where attractvene now meaured wth G (j). The value G(j) modfed addng the term V(j) whch meaure the relatve contrbuton of uppler j to the qualty of the generated oluton (we cale th term to be n the ame range than G(j)). We defne S j P a the et of generated oluton n whch uppler j elected: S j ={y P y j =1}. Then, we compute V(j) a the average value of the oluton n S j. G' '( MaxG j) = G( j) + V ( j) MaxV, V ( j) = y S j F( y) S j Where MaxV repreent the maxmum of the V(j) value for j=1,,m, and, a n prevou expreon, MaxG the maxmum of the G-value. The local earch procedure examne, for each uppler y, the bet alternatve uppler for exchange. Non elected uppler y j are then canned n the order gven by the G -value (where the uppler wth the lowet G -value examned frt). For each uppler y j we tet whether th exchange feable n term of the capacty (we only admt thoe oluton where the upply exceed the demand for every cenaro). The frt feable exchange that reult n a oluton wth a lower objectve value performed. The algorthm fnhe when no further mprovement poble.

6 Adaptve Memory Programmng for ROCIS / 6 The local earch appled to the bet oluton n each et A k a determned by the parameter pr. Let A k be the et of mproved oluton obtaned wth the applcaton of the local earch to the elected oluton n A k. In the followng ub-ecton we combne the oluton wthn each A k and between par of them. 2.3 Path Relnkng Path Relnkng, PR, can be condered an extenon of the clacal combnaton mechanm of other evolutonary method. Intead of drectly producng a new oluton when combnng two or more orgnal oluton, PR generate path between and beyond the elected oluton n the neghborhood pace. The character of uch path ealy pecfed by reference to oluton attrbute that are added, dropped or otherwe modfed by the move executed. Example of uch attrbute nclude edge and node of a graph, equence poton n a chedule, vector contaned n lnear programmng bac oluton, and value of varable and functon of varable. To generate the dered path, t only neceary to elect move that perform the followng role: upon tartng from an ntatng oluton, the move mut progrevely ntroduce attrbute contrbuted by a gudng oluton (or reduce the dtance between attrbute of the ntatng and gudng oluton). Then, conder the creaton of a path that jon two elected oluton y and y, retrctng attenton to the part of the path that le between the oluton, producng a oluton equence y = y(l), y(2),, y(r) = y. Path Relnkng tart from a gven et of elte oluton obtaned durng a earch proce. Followng the termnology gven n Laguna and Martí (2003), we wll let RefSet (hort for Reference Set ), refer to th et of b oluton that have been elected durng the applcaton of the prevou earch method. It ha been well documented n the Scatter Search context (Glover 1998), that the ze of the RefSet the 10% of the ze of the et P. Then, we wll conder th rato n our oluton procedure and apply the PR method to all par of the bet 10% mproved oluton obtaned after the applcaton of the local earch procedure. In mathematcal term: RefSet =A 1 A 2.. A n. For each par of oluton y and y n A j we frt compute two new oluton, y and y. In the former we elect the uppler preent n both oluton and the latter contan thoe uppler preent n at leat one of them. In mathematcal term: y = mn (y, y ), y = max (y, y ) Then, ntead of creatng a path between y and y, we create a path between thee two new pont y and y. Let y be the ntatng oluton and y.be the gudng oluton n the path (whch contan y and y a hown n Fgure 1). Let S be the et of uppler elected n y but non-elected n y. Symmetrcally, let S be the et of uppler non-elected n y and elected n y. S = { uppler j y j =1 and y j =0 }, S ={ uppler j y j =0 and y j =1 } Startng wth y, ntermedate oluton n the frt part of the path are generated by addng a uppler from S to the current oluton. Gven an ntermedate oluton, non-elected uppler are ordered accordng to ther relatve mert a meaured by the G value. Th value wa ntroduced n the mprovement phae; however, we redefne S j RefSet a the et of mproved oluton n the RefSet n whch uppler j elected: S j ={y RefSet y j =1}. Then, we compute G wth the expreon gven n the prevou ubecton. Gven an ntermedate oluton y n the frt part of the path (ntally y= y ), non elected uppler n S are ordered accordng to ther G value. Then, the uppler j* n S wth the lowet G value elected (y j* =1), thu obtanng the next oluton n the path. Once y ha been reached (after S electon), we alternate between addng and deletng uppler from the current oluton to reach y. Specfcally, uppler to be deleted are thoe n S, whle uppler to be added are thoe n S. Even teraton correpond to addton and odd correpond to deleton. Gven an ntermedate oluton y, the non elected uppler n S wth lowet G value, j*, elected n an even teraton for ncluon n y (y j* =1). Smlarly, n an odd teraton, the non-elected uppler n S wth larget G value, j+, elected for deleton (y j+ =0). Fnally, once y ha been reached, n the thrd part of the path, we add the uppler n S to obtan y. A n the frt part of the path, at each teraton we add the non elected uppler n S wth lowet G value. The relnkng fnhe when the ntatng oluton matche the gudng oluton (after 3 S + S ntermedate oluton have been generated).

7 Adaptve Memory Programmng for ROCIS / 7 A t done n prevou path relnkng mplementaton (Laguna and Martí, 1999), we have alo condered the ncluon of a extenve exploraton at certan pont of the relnkng proce. Specfcally, an expanded neghborhood from ome of the feable oluton along the path examned. It cont of exchange of uppler n whch a elected uppler replaced by a non-elected one untl no more mprovement can be made. Th the ame exchange mechanm ued n the mprovement phae. Once the expanded neghborhood ha been explored, the relnkng contnue from the oluton before the exchange were made. number of uppler Feable regon y y Expanded neghborhood y Unfeable regon y Fgure 1. Path relnkng llutraton Note that two conecutve oluton after a relnkng tep dffer only n the electon of one uppler. Therefore, t not effcent to apply the expanded neghborhood exploraton (.e., the exchange mechanm) at every tep of the relnkng proce. A recommended n Laguna and Martí (1999), the exchange mechanm appled every 10 tep of the relnkng proce. Note that y a well a the frt oluton n the path can eventually be nfeable wth repect to the capacty. However, once the feablty attaned n an ntermedate oluton, we try to keep the feablty n the remanng oluton n the path. Th why we alternate between addng and deletng uppler n the econd part of the path nce ucceve deleton would caue unfeablty. Note that we cannot guarantee that every oluton n the path wll be feable but feablty wll be retored wth the propoed mechanm. Once the path ha been travered n the drecton defned from y' to y'', the procedure appled n revere drecton (form y'' to y') gven that a dfferent path generated. The Path Relnkng procedure termnate when all par of oluton have been examned n both drecton. 3. Computatonal Experment For our computatonal tetng we frt ue the et of 90 ntance reported n González-Velarde and Laguna (2004). In th et the number of cenaro fxed to 27, the number of plant to 10 and the number of uppler to 10, 15 and 20, thee number defne three group of 30 ntance each. Wthn thee three ze categore, x ubgroup of ze 5 were formed by varyng the parameter to defne the relatonhp between demand at the plant and the capacty of the uppler, a well a the parameter to defne the relatonhp between fxed and varable cot. A n th prevou work, we ue a value of ω =2 n the robut objectve functon, whch the one that penalze potve devaton from the expected cot. Note that the computatonal experment n mlar tude (e.g., Kouvel and Yu, 1997), deal wth problem ntance of comparable ze. However, the cenaro ub-problem n uch tude are trvally olved, gven that they aume an nfnte capacty for each uppler. Addtonally to thee 90 ntance,

8 Adaptve Memory Programmng for ROCIS / 8 we have generated 30 new larger ntance wth 20 plant and 40 uppler. Thee ntance have been generated wth the ame procedure reported n González-Velarde and Laguna (2004). Laguna and Martí (2003) propoe a generc catter earch for bnary problem. Ther method wa orgnally degned to olve a knapack problem; however t can be ealy adapted to our problem. Bacally we only need to ue the evaluaton functon decrbed n the ntroducton and modfy the knapack capacty contrant to control the feablty. We have ncluded th generc olver n our comparon a a baelne to meaure the contrbuton of the pecfc olver uch a the prevou tabu earch method by González-Velarde and Laguna (2004) and our current mplementaton. In our prelmnary expermentaton the value of IntIter wa et to 10 and we have condered the key earch parameter and 15 ntance wth 10 plant and 20 uppler. In the frt experment we undertake to meaure the value β. For each value of β (0.3, 0.5 and 0.7) Table 2 how the average of the bet objectve value found wth the contructve method, a well a the number of optma and average runnng tme. Table 2. Prevou experment. β Devaton 12.8% 12.2% 15.3% Num. of Opt CPU ec Table 2 how that the bet oluton obtaned, on average, wth the contructve method wth a β value of 0.5. In the econd experment we meaure the contrbuton of the percentage parameter pr n the qualty acheved by the local earch method. Note that the local earch only appled to the bet pr% oluton n each et A k. We tet three value for th parameter: 25%, 50% and 75% and ue the ame 15 ntance that n the prevou experment. We do not produce table for th experment, nce thee three value provde the ame oluton n the local earch procedure. However, a expected, run tme ncreae a pr ncreae. Therefore we et pr=25% n our oluton method. In the next experment, we employ the 90 problem ntance reported n González-Velarde and Laguna (2004). A mentoned, thee ntance have 10 plant and are grouped n three categore accordng to the number of uppler (10, 15 and 20). Table 3, 4 and 5 report for each group of 30 ntance the average objectve value, the average devaton from the optmal oluton, the number of optma acheved, and the average CPU econd of the dfferent method under conderaton. We compare the performance of the tabu earch method (TS, González-Velarde and Laguna 2004), the generc catter earch method (SS), the contructve procedure decrbed n ecton 2.1 (Cont), the contructve procedure followed by the local earch decrbed n ecton 2.2 (Cont+LS) and, the path relnkng method (PR). Table 3. n=10, m=10. TS SS Cont Cont+LS PR Value Devaton 0.00% 6.49% 1.33% 0.35% 0.00% Num. of Opt CPU ec Table 4. n=10, m=15. TS SS Cont Cont+LS PR Value Devaton 2.74% 9.29% 5.27% 0.11% 0.00% Num. of Opt CPU ec

9 Adaptve Memory Programmng for ROCIS / 9 Table 5. n=10, m=20. TS SS Cont Cont+LS PR Value Devaton 7.42% 15.57% 9.95% 0.62% 0.44% Num. of Opt CPU ec Thee table how that the bet oluton qualty obtaned by the path relnkng method (PR), whch able to match a larger number of optmal oluton than the other method. Th epecally true n the ntance wth 20 uppler n whch PR matche 21 optmal oluton, Cont+LS 19, and none of them the other method. Conderng the 90 ntance n Table 3, 4 and 5 together, TS matche 34, SS 3, Cont 16, Cont+LS 74 and PR 81. However, although n th problem run tme not a crtcal factor, t hould be noted that the PR method conume a runnng tme 26 tme hgher than the mple contructon method (Cont). Thee table alo how that the performance of the SS method clearly nferor wth a gnfcantly lower number of optmal oluton than thoe acheved by the other approache. However, t a generc method and t reult are qute acceptable conderng t wde applcablty to any 0-1 optmzaton problem. Regardng the relatve devaton from optmalty, Table 3 how that both, the TS and the PR method preent a 0.00% devaton on average, whle SS, Cont and Cont+LS preent 6.49%, 1.33% and 0.35% repectvely. However, a hown n Table 4 and 5, n larger graph (relatve to the number of uppler) the method quckly deterorate preentng larger devaton from optmalty. The rankng of the method accordng to the average percentage devaton value acro the 90 ntance SS (10.45%), Cont (5.51%), TS (3.39%), Cont+LS (0.36%) and PR (0.15%). In our lat experment we undertake to compare the performance of our propoed procedure ung relatvely larger graph (a compared to thoe n the frt experment). In pecfc, we generate 30 addtonal ntance wth 20 plant and 40 uppler. We cannot obtan the optmal oluton for thee large ntance. The BEST column repreent the mnmum value of the objectve functon for each ntance after runnng all procedure durng the experment. (We cannot ae how cloe the BEST value are from the optmal oluton, and we are only ung thee value a a way of comparng the method.) Table 6. n=20, m=40. Bet TS Cont Cont+LS PR Value Devaton 0.00% 2.93% 19.41% 0.11% 0.00% Num. of Opt CPU ec Table 6 clearly how that the propoed procedure outperform the prevou tabu earch approach nce t able to obtan all the bet known oluton n thee large ntance. The prevou tabu earch mplementaton alo perform well nce t preent an average devaton from the bet oluton known of 2.93%. It hould be alo noted that the contructon wth local earch (wthout the path relnkng phae) perform remarkably well n a relatve hort computatonal tme (t acheve a 0.11% of average relatve devaton and matche 27 out of 30 bet known oluton n about 3 mnute of CPU tme). Concluon We have developed a heurtc procedure baed on the Tabu Search methodology to provde hgh qualty oluton to the Robut Capactated Sourcng Problem (Roc). Our oluton method cont of three tage. A contructve procedure that ncorporate memory tructure for dverfcaton purpoe, a local earch method, whch electvely appled to mprove prevouly generated oluton wth an aocated

10 Adaptve Memory Programmng for ROCIS / 10 low computatonal effort, and a path relnkng mplementaton to create path connectng mproved oluton. The propoed procedure wa hown compettve n a et of problem ntance for whch the optmal oluton are known. For a et of larger ntance, the propoed contructon wth t local earch and path relnkng varant performed remarkably well (outperformng the bet procedure reported n the lterature). Acknowledgment Reearch by Joé Lu González-Velarde partally upported by the ITESM Reearch Char n Indutral Engneerng. Reearch by Rafael Martí partally upported by the Mntero de Educacón y Cenca (ref. TIN E and TIC2003-C05-01) and by the Agenca Valencana de Cènca Tecnologa (ref. GRUPOS03 /189). Reference Feo, T. and M. G. C. Reende (1995) Greedy Randomzed Adaptve Search Procedure, Journal of Global Optmzaton, Vol. 2, pp Glover, F. (1989) Tabu Search-Part I, ORSA Journal on Computng, Vol. 1, pp Glover, F. and M. Laguna (1997) Tabu Search, Kluwer Academc Publher. Glover, F., A Template for Scatter Search and Path Relnkng. In: Hao, J.-K., Lutton, E., Ronald, E., Schoenauer, M., Snyer, D. (Ed.), Artfcal Evoluton, Lecture Note n Computer Scence 1363, Sprnger, pp González-Velarde, J.L. and M. Laguna (2004), "A Bender-baed heurtc for the robut capactated nternatonal ourcng problem", IIE Tranacton, vol. 36, pp Gutérrez, G.J. and P. Kouvel (1995), A Robutne Approach to Internatonal Sourcng, Annal of Operaton Reearch, vol. 59, pp Haug, P. (1985), A Multple-Perod, Mxed-Integer-Programmng Model for Multnatonal Faclty Locaton, Journal of Management, vol. 11, no. 3, pp Hodder, J.E. and J. V. Jucker (1985), A Smple Plant-Locaton Model for Quantty-Settng Frm ubject to Prce Uncertanty, European Journal of Operatonal Reearch, vol. 21, pp Hodder, J.E. and J.V. Jucker (1982), Plant Locaton Modelng for the Multnatonal Frm, Proceedng of the Academy of Internatonal Bune Conference on the Aa-Pacfc Dmenon of Internatonal Bune, Honolulu, December, 1982, pp Jucker, J.V. and R.C. Carlon (1976) The Smple Plant-Locaton Problem under Uncertanty, Operaton Reearch, vol. 24, no. 6, pp Kouvel, P. and G. Yu (1997) Robut Dcrete Optmzaton and t Applcaton Kluwer Academc Publher, Dordrecht. Laguna, M. and R. Martí (1999) GRASP and Path Relnkng for 2-Layer Straght Lne Crong Mnmzaton, INFORMS Journal on Computng, Vol. 11, No. 1, pp Laguna, M., Martí, R., Scatter Search Methodology and Implementaton n C, Kluwer Academc Publher, Boton. Louveaux F.V. and D. Peeter. (1992) A dual-baed procedure for tochatc faclty locaton. Operaton Reearch, vol. 40 no. 3, pp

Additional File 1 - Detailed explanation of the expression level CPD

Additional File 1 - Detailed explanation of the expression level CPD Addtonal Fle - Detaled explanaton of the expreon level CPD A mentoned n the man text, the man CPD for the uterng model cont of two ndvdual factor: P( level gen P( level gen P ( level gen 2 (.).. CPD factor

More information

Solution Methods for Time-indexed MIP Models for Chemical Production Scheduling

Solution Methods for Time-indexed MIP Models for Chemical Production Scheduling Ian Davd Lockhart Bogle and Mchael Farweather (Edtor), Proceedng of the 22nd European Sympoum on Computer Aded Proce Engneerng, 17-2 June 212, London. 212 Elever B.V. All rght reerved. Soluton Method for

More information

Specification -- Assumptions of the Simple Classical Linear Regression Model (CLRM) 1. Introduction

Specification -- Assumptions of the Simple Classical Linear Regression Model (CLRM) 1. Introduction ECONOMICS 35* -- NOTE ECON 35* -- NOTE Specfcaton -- Aumpton of the Smple Clacal Lnear Regreon Model (CLRM). Introducton CLRM tand for the Clacal Lnear Regreon Model. The CLRM alo known a the tandard lnear

More information

Harmonic oscillator approximation

Harmonic oscillator approximation armonc ocllator approxmaton armonc ocllator approxmaton Euaton to be olved We are fndng a mnmum of the functon under the retrcton where W P, P,..., P, Q, Q,..., Q P, P,..., P, Q, Q,..., Q lnwgner functon

More information

Chapter 6 The Effect of the GPS Systematic Errors on Deformation Parameters

Chapter 6 The Effect of the GPS Systematic Errors on Deformation Parameters Chapter 6 The Effect of the GPS Sytematc Error on Deformaton Parameter 6.. General Beutler et al., (988) dd the frt comprehenve tudy on the GPS ytematc error. Baed on a geometrc approach and aumng a unform

More information

Annexes. EC.1. Cycle-base move illustration. EC.2. Problem Instances

Annexes. EC.1. Cycle-base move illustration. EC.2. Problem Instances ec Annexes Ths Annex frst llustrates a cycle-based move n the dynamc-block generaton tabu search. It then dsplays the characterstcs of the nstance sets, followed by detaled results of the parametercalbraton

More information

Improvements on Waring s Problem

Improvements on Waring s Problem Improvement on Warng Problem L An-Png Bejng, PR Chna apl@nacom Abtract By a new recurve algorthm for the auxlary equaton, n th paper, we wll gve ome mprovement for Warng problem Keyword: Warng Problem,

More information

Two Approaches to Proving. Goldbach s Conjecture

Two Approaches to Proving. Goldbach s Conjecture Two Approache to Provng Goldbach Conecture By Bernard Farley Adved By Charle Parry May 3 rd 5 A Bref Introducton to Goldbach Conecture In 74 Goldbach made h mot famou contrbuton n mathematc wth the conecture

More information

Team. Outline. Statistics and Art: Sampling, Response Error, Mixed Models, Missing Data, and Inference

Team. Outline. Statistics and Art: Sampling, Response Error, Mixed Models, Missing Data, and Inference Team Stattc and Art: Samplng, Repone Error, Mxed Model, Mng Data, and nference Ed Stanek Unverty of Maachuett- Amhert, USA 9/5/8 9/5/8 Outlne. Example: Doe-repone Model n Toxcology. ow to Predct Realzed

More information

Robust Capacitated Facility Location Problem: Optimization Model and Solution Algorithms

Robust Capacitated Facility Location Problem: Optimization Model and Solution Algorithms 222222222214 Journal of Uncertan Sytem Vol.7, No.1, pp.22-35, 2013 Onlne at: www.u.org.uk Robut Capactated Faclty Locaton Problem: Optmzaton Model and Soluton Algorthm Ragheb Rahmanan *, Mohammad Sad-Mehrabad,

More information

Pythagorean triples. Leen Noordzij.

Pythagorean triples. Leen Noordzij. Pythagorean trple. Leen Noordz Dr.l.noordz@leennoordz.nl www.leennoordz.me Content A Roadmap for generatng Pythagorean Trple.... Pythagorean Trple.... 3 Dcuon Concluon.... 5 A Roadmap for generatng Pythagorean

More information

Small signal analysis

Small signal analysis Small gnal analy. ntroducton Let u conder the crcut hown n Fg., where the nonlnear retor decrbed by the equaton g v havng graphcal repreentaton hown n Fg.. ( G (t G v(t v Fg. Fg. a D current ource wherea

More information

Problem Set 9 Solutions

Problem Set 9 Solutions Desgn and Analyss of Algorthms May 4, 2015 Massachusetts Insttute of Technology 6.046J/18.410J Profs. Erk Demane, Srn Devadas, and Nancy Lynch Problem Set 9 Solutons Problem Set 9 Solutons Ths problem

More information

Start Point and Trajectory Analysis for the Minimal Time System Design Algorithm

Start Point and Trajectory Analysis for the Minimal Time System Design Algorithm Start Pont and Trajectory Analy for the Mnmal Tme Sytem Degn Algorthm ALEXANDER ZEMLIAK, PEDRO MIRANDA Department of Phyc and Mathematc Puebla Autonomou Unverty Av San Claudo /n, Puebla, 757 MEXICO Abtract:

More information

Valid Inequalities Based on Demand Propagation for Chemical Production Scheduling MIP Models

Valid Inequalities Based on Demand Propagation for Chemical Production Scheduling MIP Models Vald Inequalte Baed on Demand ropagaton for Chemcal roducton Schedulng MI Model Sara Velez, Arul Sundaramoorthy, And Chrto Maravela 1 Department of Chemcal and Bologcal Engneerng Unverty of Wconn Madon

More information

Assortment Optimization under MNL

Assortment Optimization under MNL Assortment Optmzaton under MNL Haotan Song Aprl 30, 2017 1 Introducton The assortment optmzaton problem ams to fnd the revenue-maxmzng assortment of products to offer when the prces of products are fxed.

More information

m = 4 n = 9 W 1 N 1 x 1 R D 4 s x i

m = 4 n = 9 W 1 N 1 x 1 R D 4 s x i GREEDY WIRE-SIZING IS LINEAR TIME Chr C. N. Chu D. F. Wong cnchu@c.utexa.edu wong@c.utexa.edu Department of Computer Scence, Unverty of Texa at Autn, Autn, T 787. ABSTRACT In nterconnect optmzaton by wre-zng,

More information

Scattering of two identical particles in the center-of. of-mass frame. (b)

Scattering of two identical particles in the center-of. of-mass frame. (b) Lecture # November 5 Scatterng of two dentcal partcle Relatvtc Quantum Mechanc: The Klen-Gordon equaton Interpretaton of the Klen-Gordon equaton The Drac equaton Drac repreentaton for the matrce α and

More information

Chapter 11. Supplemental Text Material. The method of steepest ascent can be derived as follows. Suppose that we have fit a firstorder

Chapter 11. Supplemental Text Material. The method of steepest ascent can be derived as follows. Suppose that we have fit a firstorder S-. The Method of Steepet cent Chapter. Supplemental Text Materal The method of teepet acent can be derved a follow. Suppoe that we have ft a frtorder model y = β + β x and we wh to ue th model to determne

More information

Lecture Notes on Linear Regression

Lecture Notes on Linear Regression Lecture Notes on Lnear Regresson Feng L fl@sdueducn Shandong Unversty, Chna Lnear Regresson Problem In regresson problem, we am at predct a contnuous target value gven an nput feature vector We assume

More information

MULTIPLE REGRESSION ANALYSIS For the Case of Two Regressors

MULTIPLE REGRESSION ANALYSIS For the Case of Two Regressors MULTIPLE REGRESSION ANALYSIS For the Cae of Two Regreor In the followng note, leat-quare etmaton developed for multple regreon problem wth two eplanator varable, here called regreor (uch a n the Fat Food

More information

Root Locus Techniques

Root Locus Techniques Root Locu Technque ELEC 32 Cloed-Loop Control The control nput u t ynthezed baed on the a pror knowledge of the ytem plant, the reference nput r t, and the error gnal, e t The control ytem meaure the output,

More information

EEL 6266 Power System Operation and Control. Chapter 3 Economic Dispatch Using Dynamic Programming

EEL 6266 Power System Operation and Control. Chapter 3 Economic Dispatch Using Dynamic Programming EEL 6266 Power System Operaton and Control Chapter 3 Economc Dspatch Usng Dynamc Programmng Pecewse Lnear Cost Functons Common practce many utltes prefer to represent ther generator cost functons as sngle-

More information

Module 5. Cables and Arches. Version 2 CE IIT, Kharagpur

Module 5. Cables and Arches. Version 2 CE IIT, Kharagpur odule 5 Cable and Arche Veron CE IIT, Kharagpur Leon 33 Two-nged Arch Veron CE IIT, Kharagpur Intructonal Objectve: After readng th chapter the tudent wll be able to 1. Compute horzontal reacton n two-hnged

More information

Seismic Reliability Analysis and Topology Optimization of Lifeline Networks

Seismic Reliability Analysis and Topology Optimization of Lifeline Networks The 4 th World Conference on Earthquake Engneerng October 2-7, 2008, Beng, Chna Semc Relablty Analy and Topology Optmzaton of Lfelne Network ABSTRACT: Je L and We Lu 2 Profeor, Dept. of Buldng Engneerng,

More information

Information Acquisition in Global Games of Regime Change (Online Appendix)

Information Acquisition in Global Games of Regime Change (Online Appendix) Informaton Acquton n Global Game of Regme Change (Onlne Appendx) Mchal Szkup and Iabel Trevno Augut 4, 05 Introducton Th appendx contan the proof of all the ntermedate reult that have been omtted from

More information

This appendix presents the derivations and proofs omitted from the main text.

This appendix presents the derivations and proofs omitted from the main text. Onlne Appendx A Appendx: Omtted Dervaton and Proof Th appendx preent the dervaton and proof omtted from the man text A Omtted dervaton n Secton Mot of the analy provded n the man text Here, we formally

More information

Method Of Fundamental Solutions For Modeling Electromagnetic Wave Scattering Problems

Method Of Fundamental Solutions For Modeling Electromagnetic Wave Scattering Problems Internatonal Workhop on MehFree Method 003 1 Method Of Fundamental Soluton For Modelng lectromagnetc Wave Scatterng Problem Der-Lang Young (1) and Jhh-We Ruan (1) Abtract: In th paper we attempt to contruct

More information

The Minimum Universal Cost Flow in an Infeasible Flow Network

The Minimum Universal Cost Flow in an Infeasible Flow Network Journal of Scences, Islamc Republc of Iran 17(2): 175-180 (2006) Unversty of Tehran, ISSN 1016-1104 http://jscencesutacr The Mnmum Unversal Cost Flow n an Infeasble Flow Network H Saleh Fathabad * M Bagheran

More information

728. Mechanical and electrical elements in reduction of vibrations

728. Mechanical and electrical elements in reduction of vibrations 78. Mechancal and electrcal element n reducton of vbraton Katarzyna BIAŁAS The Slean Unverty of Technology, Faculty of Mechancal Engneerng Inttute of Engneerng Procee Automaton and Integrated Manufacturng

More information

APPROXIMATE FUZZY REASONING BASED ON INTERPOLATION IN THE VAGUE ENVIRONMENT OF THE FUZZY RULEBASE AS A PRACTICAL ALTERNATIVE OF THE CLASSICAL CRI

APPROXIMATE FUZZY REASONING BASED ON INTERPOLATION IN THE VAGUE ENVIRONMENT OF THE FUZZY RULEBASE AS A PRACTICAL ALTERNATIVE OF THE CLASSICAL CRI Kovác, Sz., Kóczy, L.T.: Approxmate Fuzzy Reaonng Baed on Interpolaton n the Vague Envronment of the Fuzzy Rulebae a a Practcal Alternatve of the Clacal CRI, Proceedng of the 7 th Internatonal Fuzzy Sytem

More information

Copyright 2017 by Taylor Enterprises, Inc., All Rights Reserved. Adjusted Control Limits for U Charts. Dr. Wayne A. Taylor

Copyright 2017 by Taylor Enterprises, Inc., All Rights Reserved. Adjusted Control Limits for U Charts. Dr. Wayne A. Taylor Taylor Enterprses, Inc. Adjusted Control Lmts for U Charts Copyrght 207 by Taylor Enterprses, Inc., All Rghts Reserved. Adjusted Control Lmts for U Charts Dr. Wayne A. Taylor Abstract: U charts are used

More information

An Interactive Optimisation Tool for Allocation Problems

An Interactive Optimisation Tool for Allocation Problems An Interactve Optmsaton ool for Allocaton Problems Fredr Bonäs, Joam Westerlund and apo Westerlund Process Desgn Laboratory, Faculty of echnology, Åbo Aadem Unversty, uru 20500, Fnland hs paper presents

More information

Batch RL Via Least Squares Policy Iteration

Batch RL Via Least Squares Policy Iteration Batch RL Va Leat Square Polcy Iteraton Alan Fern * Baed n part on lde by Ronald Parr Overvew Motvaton LSPI Dervaton from LSTD Expermental reult Onlne veru Batch RL Onlne RL: ntegrate data collecton and

More information

Introduction to Interfacial Segregation. Xiaozhe Zhang 10/02/2015

Introduction to Interfacial Segregation. Xiaozhe Zhang 10/02/2015 Introducton to Interfacal Segregaton Xaozhe Zhang 10/02/2015 Interfacal egregaton Segregaton n materal refer to the enrchment of a materal conttuent at a free urface or an nternal nterface of a materal.

More information

College of Computer & Information Science Fall 2009 Northeastern University 20 October 2009

College of Computer & Information Science Fall 2009 Northeastern University 20 October 2009 College of Computer & Informaton Scence Fall 2009 Northeastern Unversty 20 October 2009 CS7880: Algorthmc Power Tools Scrbe: Jan Wen and Laura Poplawsk Lecture Outlne: Prmal-dual schema Network Desgn:

More information

Resource Allocation with a Budget Constraint for Computing Independent Tasks in the Cloud

Resource Allocation with a Budget Constraint for Computing Independent Tasks in the Cloud Resource Allocaton wth a Budget Constrant for Computng Independent Tasks n the Cloud Wemng Sh and Bo Hong School of Electrcal and Computer Engneerng Georga Insttute of Technology, USA 2nd IEEE Internatonal

More information

Markov Chain Monte Carlo Lecture 6

Markov Chain Monte Carlo Lecture 6 where (x 1,..., x N ) X N, N s called the populaton sze, f(x) f (x) for at least one {1, 2,..., N}, and those dfferent from f(x) are called the tral dstrbutons n terms of mportance samplng. Dfferent ways

More information

A Hybrid Evolution Algorithm with Application Based on Chaos Genetic Algorithm and Particle Swarm Optimization

A Hybrid Evolution Algorithm with Application Based on Chaos Genetic Algorithm and Particle Swarm Optimization Natonal Conference on Informaton Technology and Computer Scence (CITCS ) A Hybrd Evoluton Algorthm wth Applcaton Baed on Chao Genetc Algorthm and Partcle Swarm Optmzaton Fu Yu School of Computer & Informaton

More information

2.3 Least-Square regressions

2.3 Least-Square regressions .3 Leat-Square regreon Eample.10 How do chldren grow? The pattern of growth vare from chld to chld, o we can bet undertandng the general pattern b followng the average heght of a number of chldren. Here

More information

The multivariate Gaussian probability density function for random vector X (X 1,,X ) T. diagonal term of, denoted

The multivariate Gaussian probability density function for random vector X (X 1,,X ) T. diagonal term of, denoted Appendx Proof of heorem he multvarate Gauan probablty denty functon for random vector X (X,,X ) px exp / / x x mean and varance equal to the th dagonal term of, denoted he margnal dtrbuton of X Gauan wth

More information

A PROBABILITY-DRIVEN SEARCH ALGORITHM FOR SOLVING MULTI-OBJECTIVE OPTIMIZATION PROBLEMS

A PROBABILITY-DRIVEN SEARCH ALGORITHM FOR SOLVING MULTI-OBJECTIVE OPTIMIZATION PROBLEMS HCMC Unversty of Pedagogy Thong Nguyen Huu et al. A PROBABILITY-DRIVEN SEARCH ALGORITHM FOR SOLVING MULTI-OBJECTIVE OPTIMIZATION PROBLEMS Thong Nguyen Huu and Hao Tran Van Department of mathematcs-nformaton,

More information

SCENARIO SELECTION PROBLEM IN NORDIC POWER MARKETS. Juha Ojala. Systems Analysis Laboratory, Helsinki University of Technology

SCENARIO SELECTION PROBLEM IN NORDIC POWER MARKETS. Juha Ojala. Systems Analysis Laboratory, Helsinki University of Technology 2.2.2003 SCENARIO SELECTION ROBLEM IN NORDIC OER MARKETS MAT-2.08 INDEENDENT RESEARCH ROJECT IN ALIED MATHEMATICS Juha Oala oala@cc.hut.f Sytem Analy Laboratory, Heln Unverty of Technology ortfolo Management

More information

Estimation of Finite Population Total under PPS Sampling in Presence of Extra Auxiliary Information

Estimation of Finite Population Total under PPS Sampling in Presence of Extra Auxiliary Information Internatonal Journal of Stattc and Analy. ISSN 2248-9959 Volume 6, Number 1 (2016), pp. 9-16 Reearch Inda Publcaton http://www.rpublcaton.com Etmaton of Fnte Populaton Total under PPS Samplng n Preence

More information

On the SO 2 Problem in Thermal Power Plants. 2.Two-steps chemical absorption modeling

On the SO 2 Problem in Thermal Power Plants. 2.Two-steps chemical absorption modeling Internatonal Journal of Engneerng Reearch ISSN:39-689)(onlne),347-53(prnt) Volume No4, Iue No, pp : 557-56 Oct 5 On the SO Problem n Thermal Power Plant Two-tep chemcal aborpton modelng hr Boyadjev, P

More information

The Study of Teaching-learning-based Optimization Algorithm

The Study of Teaching-learning-based Optimization Algorithm Advanced Scence and Technology Letters Vol. (AST 06), pp.05- http://dx.do.org/0.57/astl.06. The Study of Teachng-learnng-based Optmzaton Algorthm u Sun, Yan fu, Lele Kong, Haolang Q,, Helongang Insttute

More information

4 Analysis of Variance (ANOVA) 5 ANOVA. 5.1 Introduction. 5.2 Fixed Effects ANOVA

4 Analysis of Variance (ANOVA) 5 ANOVA. 5.1 Introduction. 5.2 Fixed Effects ANOVA 4 Analyss of Varance (ANOVA) 5 ANOVA 51 Introducton ANOVA ANOVA s a way to estmate and test the means of multple populatons We wll start wth one-way ANOVA If the populatons ncluded n the study are selected

More information

MMA and GCMMA two methods for nonlinear optimization

MMA and GCMMA two methods for nonlinear optimization MMA and GCMMA two methods for nonlnear optmzaton Krster Svanberg Optmzaton and Systems Theory, KTH, Stockholm, Sweden. krlle@math.kth.se Ths note descrbes the algorthms used n the author s 2007 mplementatons

More information

Discrete Simultaneous Perturbation Stochastic Approximation on Loss Function with Noisy Measurements

Discrete Simultaneous Perturbation Stochastic Approximation on Loss Function with Noisy Measurements 0 Amercan Control Conference on O'Farrell Street San Francco CA USA June 9 - July 0 0 Dcrete Smultaneou Perturbaton Stochatc Approxmaton on Lo Functon wth Noy Meaurement Q Wang and Jame C Spall Abtract

More information

Extended Prigogine Theorem: Method for Universal Characterization of Complex System Evolution

Extended Prigogine Theorem: Method for Universal Characterization of Complex System Evolution Extended Prgogne Theorem: Method for Unveral Characterzaton of Complex Sytem Evoluton Sergey amenhchkov* Mocow State Unverty of M.V. Lomonoov, Phycal department, Rua, Mocow, Lennke Gory, 1/, 119991 Publhed

More information

On the Multicriteria Integer Network Flow Problem

On the Multicriteria Integer Network Flow Problem BULGARIAN ACADEMY OF SCIENCES CYBERNETICS AND INFORMATION TECHNOLOGIES Volume 5, No 2 Sofa 2005 On the Multcrtera Integer Network Flow Problem Vassl Vasslev, Marana Nkolova, Maryana Vassleva Insttute of

More information

and decompose in cycles of length two

and decompose in cycles of length two Permutaton of Proceedng of the Natona Conference On Undergraduate Reearch (NCUR) 006 Domncan Unverty of Caforna San Rafae, Caforna Apr - 4, 007 that are gven by bnoma and decompoe n cyce of ength two Yeena

More information

Documentation of the CWE FB MC solution as basis for the formal approval-request (Brussels, 1 st August 2014)

Documentation of the CWE FB MC solution as basis for the formal approval-request (Brussels, 1 st August 2014) Documentaton of the CWE FB MC oluton a ba for the formal approval-requet (Bruel, 1 t Augut 214) Annex 16.18 Flow-Baed ntutve explaned Flow-Baed ntutve explaned Veron 1. Date 28 th July 214 Statu Draft

More information

A Novel Approach for Testing Stability of 1-D Recursive Digital Filters Based on Lagrange Multipliers

A Novel Approach for Testing Stability of 1-D Recursive Digital Filters Based on Lagrange Multipliers Amercan Journal of Appled Scence 5 (5: 49-495, 8 ISSN 546-939 8 Scence Publcaton A Novel Approach for Tetng Stablty of -D Recurve Dgtal Flter Baed on Lagrange ultpler KRSanth, NGangatharan and Ponnavakko

More information

Extension of VIKOR Method for MCDM Problem with Hesitant Linguistic Fuzzy Set and Possibility Degree

Extension of VIKOR Method for MCDM Problem with Hesitant Linguistic Fuzzy Set and Possibility Degree Extenon of VIKOR Method for MCDM Problem wth Hetant Lngutc Fuzzy et Poblty Degree Xnrong Yang a, Gang Qan b, Xangqan Feng c chool of Computer cence & Technology, Nanng Normal Unverty, Nanng 00, Chna a

More information

arxiv: v1 [cs.gt] 15 Jan 2019

arxiv: v1 [cs.gt] 15 Jan 2019 Model and algorthm for tme-content rk-aware Markov game Wenje Huang, Pham Vet Ha and Wllam B. Hakell January 16, 2019 arxv:1901.04882v1 [c.gt] 15 Jan 2019 Abtract In th paper, we propoe a model for non-cooperatve

More information

ECE559VV Project Report

ECE559VV Project Report ECE559VV Project Report (Supplementary Notes Loc Xuan Bu I. MAX SUM-RATE SCHEDULING: THE UPLINK CASE We have seen (n the presentaton that, for downlnk (broadcast channels, the strategy maxmzng the sum-rate

More information

OPTIMAL COMPUTING BUDGET ALLOCATION FOR MULTI-OBJECTIVE SIMULATION MODELS. David Goldsman

OPTIMAL COMPUTING BUDGET ALLOCATION FOR MULTI-OBJECTIVE SIMULATION MODELS. David Goldsman Proceedng of the 004 Wnter Smulaton Conference R.G. Ingall, M. D. Roett, J. S. Smth, and B. A. Peter, ed. OPTIMAL COMPUTING BUDGET ALLOCATION FOR MULTI-OBJECTIVE SIMULATION MODELS Loo Hay Lee Ek Peng Chew

More information

Computing Correlated Equilibria in Multi-Player Games

Computing Correlated Equilibria in Multi-Player Games Computng Correlated Equlbra n Mult-Player Games Chrstos H. Papadmtrou Presented by Zhanxang Huang December 7th, 2005 1 The Author Dr. Chrstos H. Papadmtrou CS professor at UC Berkley (taught at Harvard,

More information

Introduction to Vapor/Liquid Equilibrium, part 2. Raoult s Law:

Introduction to Vapor/Liquid Equilibrium, part 2. Raoult s Law: CE304, Sprng 2004 Lecture 4 Introducton to Vapor/Lqud Equlbrum, part 2 Raoult s Law: The smplest model that allows us do VLE calculatons s obtaned when we assume that the vapor phase s an deal gas, and

More information

MODELLING OF TRANSIENT HEAT TRANSPORT IN TWO-LAYERED CRYSTALLINE SOLID FILMS USING THE INTERVAL LATTICE BOLTZMANN METHOD

MODELLING OF TRANSIENT HEAT TRANSPORT IN TWO-LAYERED CRYSTALLINE SOLID FILMS USING THE INTERVAL LATTICE BOLTZMANN METHOD Journal o Appled Mathematc and Computatonal Mechanc 7, 6(4), 57-65 www.amcm.pcz.pl p-issn 99-9965 DOI:.75/jamcm.7.4.6 e-issn 353-588 MODELLING OF TRANSIENT HEAT TRANSPORT IN TWO-LAYERED CRYSTALLINE SOLID

More information

Confidence intervals for the difference and the ratio of Lognormal means with bounded parameters

Confidence intervals for the difference and the ratio of Lognormal means with bounded parameters Songklanakarn J. Sc. Technol. 37 () 3-40 Mar.-Apr. 05 http://www.jt.pu.ac.th Orgnal Artcle Confdence nterval for the dfference and the rato of Lognormal mean wth bounded parameter Sa-aat Nwtpong* Department

More information

Simultaneous Optimization of Berth Allocation, Quay Crane Assignment and Quay Crane Scheduling Problems in Container Terminals

Simultaneous Optimization of Berth Allocation, Quay Crane Assignment and Quay Crane Scheduling Problems in Container Terminals Smultaneous Optmzaton of Berth Allocaton, Quay Crane Assgnment and Quay Crane Schedulng Problems n Contaner Termnals Necat Aras, Yavuz Türkoğulları, Z. Caner Taşkın, Kuban Altınel Abstract In ths work,

More information

This is a repository copy of An iterative orthogonal forward regression algorithm.

This is a repository copy of An iterative orthogonal forward regression algorithm. Th a repotory copy of An teratve orthogonal forward regreon algorthm. Whte Roe Reearch Onlne URL for th paper: http://eprnt.whteroe.ac.uk/0735/ Veron: Accepted Veron Artcle: Guo, Y., Guo, L. Z., Bllng,

More information

Supplementary Notes for Chapter 9 Mixture Thermodynamics

Supplementary Notes for Chapter 9 Mixture Thermodynamics Supplementary Notes for Chapter 9 Mxture Thermodynamcs Key ponts Nne major topcs of Chapter 9 are revewed below: 1. Notaton and operatonal equatons for mxtures 2. PVTN EOSs for mxtures 3. General effects

More information

A Simple Inventory System

A Simple Inventory System A Smple Inventory System Lawrence M. Leems and Stephen K. Park, Dscrete-Event Smulaton: A Frst Course, Prentce Hall, 2006 Hu Chen Computer Scence Vrgna State Unversty Petersburg, Vrgna February 8, 2017

More information

Lecture 10 Support Vector Machines II

Lecture 10 Support Vector Machines II Lecture 10 Support Vector Machnes II 22 February 2016 Taylor B. Arnold Yale Statstcs STAT 365/665 1/28 Notes: Problem 3 s posted and due ths upcomng Frday There was an early bug n the fake-test data; fxed

More information

Grover s Algorithm + Quantum Zeno Effect + Vaidman

Grover s Algorithm + Quantum Zeno Effect + Vaidman Grover s Algorthm + Quantum Zeno Effect + Vadman CS 294-2 Bomb 10/12/04 Fall 2004 Lecture 11 Grover s algorthm Recall that Grover s algorthm for searchng over a space of sze wors as follows: consder the

More information

Some modelling aspects for the Matlab implementation of MMA

Some modelling aspects for the Matlab implementation of MMA Some modellng aspects for the Matlab mplementaton of MMA Krster Svanberg krlle@math.kth.se Optmzaton and Systems Theory Department of Mathematcs KTH, SE 10044 Stockholm September 2004 1. Consdered optmzaton

More information

MULTISTART OPTIMIZATION WITH A TRAINABLE DECISION MAKER FOR AVOIDING HIGH-VALUED LOCAL MINIMA

MULTISTART OPTIMIZATION WITH A TRAINABLE DECISION MAKER FOR AVOIDING HIGH-VALUED LOCAL MINIMA 3 rd Internatonal Conference on Experment/Proce/Sytem Modelng/Smulaton & Optmzaton 3 rd IC-EpMO Athen, 8- July, 2009 IC-EpMO MULTISTART OPTIMIZATION WITH A TRAINABLE DECISION MAKER FOR AVOIDING HIGH-VALUED

More information

Communication on the Paper A Reference-Dependent Regret Model for. Deterministic Tradeoff Studies

Communication on the Paper A Reference-Dependent Regret Model for. Deterministic Tradeoff Studies Councaton on the Paper A Reference-Dependent Regret Model for Deterntc Tradeoff tude Xaotng Wang, Evangelo Trantaphyllou 2,, and Edouard Kuawk 3 Progra of Engneerng cence College of Engneerng Louana tate

More information

Copyright 2017 by Taylor Enterprises, Inc., All Rights Reserved. Adjusted Control Limits for P Charts. Dr. Wayne A. Taylor

Copyright 2017 by Taylor Enterprises, Inc., All Rights Reserved. Adjusted Control Limits for P Charts. Dr. Wayne A. Taylor Taylor Enterprses, Inc. Control Lmts for P Charts Copyrght 2017 by Taylor Enterprses, Inc., All Rghts Reserved. Control Lmts for P Charts Dr. Wayne A. Taylor Abstract: P charts are used for count data

More information

Analytical and Empirical Study of Particle Swarm Optimization with a Sigmoid Decreasing Inertia W eight

Analytical and Empirical Study of Particle Swarm Optimization with a Sigmoid Decreasing Inertia W eight Electrcal and Electronc 47 Analytcal and Emprcal Study of Partcle Sarm Optmzaton th a Sgmod Decreang Inerta W eght And Adranyah, Shamudn H. M. Amn Departmentof Electrcal, Faculty ofindutral Engneerng,

More information

A Robust Method for Calculating the Correlation Coefficient

A Robust Method for Calculating the Correlation Coefficient A Robust Method for Calculatng the Correlaton Coeffcent E.B. Nven and C. V. Deutsch Relatonshps between prmary and secondary data are frequently quantfed usng the correlaton coeffcent; however, the tradtonal

More information

j=0 s t t+1 + q t are vectors of length equal to the number of assets (c t+1 ) q t +1 + d i t+1 (1) (c t+1 ) R t+1 1= E t β u0 (c t+1 ) R u 0 (c t )

j=0 s t t+1 + q t are vectors of length equal to the number of assets (c t+1 ) q t +1 + d i t+1 (1) (c t+1 ) R t+1 1= E t β u0 (c t+1 ) R u 0 (c t ) 1 Aet Prce: overvew Euler equaton C-CAPM equty premum puzzle and rk free rate puzzle Law of One Prce / No Arbtrage Hanen-Jagannathan bound reoluton of equty premum puzzle Euler equaton agent problem X

More information

LINEAR REGRESSION ANALYSIS. MODULE IX Lecture Multicollinearity

LINEAR REGRESSION ANALYSIS. MODULE IX Lecture Multicollinearity LINEAR REGRESSION ANALYSIS MODULE IX Lecture - 30 Multcollnearty Dr. Shalabh Department of Mathematcs and Statstcs Indan Insttute of Technology Kanpur 2 Remedes for multcollnearty Varous technques have

More information

A LINEAR PROGRAM TO COMPARE MULTIPLE GROSS CREDIT LOSS FORECASTS. Dr. Derald E. Wentzien, Wesley College, (302) ,

A LINEAR PROGRAM TO COMPARE MULTIPLE GROSS CREDIT LOSS FORECASTS. Dr. Derald E. Wentzien, Wesley College, (302) , A LINEAR PROGRAM TO COMPARE MULTIPLE GROSS CREDIT LOSS FORECASTS Dr. Derald E. Wentzen, Wesley College, (302) 736-2574, wentzde@wesley.edu ABSTRACT A lnear programmng model s developed and used to compare

More information

Constructive Genetic Algorithm for Clustering Problems

Constructive Genetic Algorithm for Clustering Problems Contructve Genetc Algorthm for Cluterng Problem Abtract The Contructve Genetc Algorthm CGA a propoal that provde ome new feature to Genetc Algorthm GA. It well accepted that buldng bloc contructon chemata

More information

A METHOD TO REPRESENT THE SEMANTIC DESCRIPTION OF A WEB SERVICE BASED ON COMPLEXITY FUNCTIONS

A METHOD TO REPRESENT THE SEMANTIC DESCRIPTION OF A WEB SERVICE BASED ON COMPLEXITY FUNCTIONS UPB Sc Bull, Sere A, Vol 77, I, 5 ISSN 3-77 A METHOD TO REPRESENT THE SEMANTIC DESCRIPTION OF A WEB SERVICE BASED ON COMPLEXITY FUNCTIONS Andre-Hora MOGOS, Adna Magda FLOREA Semantc web ervce repreent

More information

A NUMERICAL MODELING OF MAGNETIC FIELD PERTURBATED BY THE PRESENCE OF SCHIP S HULL

A NUMERICAL MODELING OF MAGNETIC FIELD PERTURBATED BY THE PRESENCE OF SCHIP S HULL A NUMERCAL MODELNG OF MAGNETC FELD PERTURBATED BY THE PRESENCE OF SCHP S HULL M. Dennah* Z. Abd** * Laboratory Electromagnetc Sytem EMP BP b Ben-Aknoun 606 Alger Algera ** Electronc nttute USTHB Alger

More information

Statistical Properties of the OLS Coefficient Estimators. 1. Introduction

Statistical Properties of the OLS Coefficient Estimators. 1. Introduction ECOOMICS 35* -- OTE 4 ECO 35* -- OTE 4 Stattcal Properte of the OLS Coeffcent Etmator Introducton We derved n ote the OLS (Ordnary Leat Square etmator ˆβ j (j, of the regreon coeffcent βj (j, n the mple

More information

ENTROPY BOUNDS USING ARITHMETIC- GEOMETRIC-HARMONIC MEAN INEQUALITY. Guru Nanak Dev University Amritsar, , INDIA

ENTROPY BOUNDS USING ARITHMETIC- GEOMETRIC-HARMONIC MEAN INEQUALITY. Guru Nanak Dev University Amritsar, , INDIA Internatonal Journal of Pure and Appled Mathematc Volume 89 No. 5 2013, 719-730 ISSN: 1311-8080 prnted veron; ISSN: 1314-3395 on-lne veron url: http://.jpam.eu do: http://dx.do.org/10.12732/jpam.v895.8

More information

Strong-Stability-Preserving, K-Step, 5- to 10-Stage, Hermite-Birkhoff Time-Discretizations of Order 12

Strong-Stability-Preserving, K-Step, 5- to 10-Stage, Hermite-Birkhoff Time-Discretizations of Order 12 Amercan Journal of Computatonal Mathematc 20 72-82 do:04236/acm202008 Publhed Onlne June 20 (http://wwwcrporg/ournal/acm) Strong-Stablty-Preervng K-Step 5- to 0-Stage Hermte-Brkhoff Tme-Dcretzaton of Order

More information

AP Statistics Ch 3 Examining Relationships

AP Statistics Ch 3 Examining Relationships Introducton To tud relatonhp between varable, we mut meaure the varable on the ame group of ndvdual. If we thnk a varable ma eplan or even caue change n another varable, then the eplanator varable and

More information

Lecture 12: Discrete Laplacian

Lecture 12: Discrete Laplacian Lecture 12: Dscrete Laplacan Scrbe: Tanye Lu Our goal s to come up wth a dscrete verson of Laplacan operator for trangulated surfaces, so that we can use t n practce to solve related problems We are mostly

More information

Variable Structure Control ~ Basics

Variable Structure Control ~ Basics Varable Structure Control ~ Bac Harry G. Kwatny Department of Mechancal Engneerng & Mechanc Drexel Unverty Outlne A prelmnary example VS ytem, ldng mode, reachng Bac of dcontnuou ytem Example: underea

More information

A Polyhedral Study of Quadratic Traveling Salesman Problems DISSERTATION

A Polyhedral Study of Quadratic Traveling Salesman Problems DISSERTATION A Polyhedral Study of Quadratc Travelng Saleman Problem DISSERTATION ubmtted to Department of Mathematc at Chemntz Unverty of Technology n accordance wth the requrement for the degree Dr. rer. nat. Dpl.-Math.

More information

Lecture 4. Instructor: Haipeng Luo

Lecture 4. Instructor: Haipeng Luo Lecture 4 Instructor: Hapeng Luo In the followng lectures, we focus on the expert problem and study more adaptve algorthms. Although Hedge s proven to be worst-case optmal, one may wonder how well t would

More information

NUMERICAL DIFFERENTIATION

NUMERICAL DIFFERENTIATION NUMERICAL DIFFERENTIATION 1 Introducton Dfferentaton s a method to compute the rate at whch a dependent output y changes wth respect to the change n the ndependent nput x. Ths rate of change s called the

More information

Module 9. Lecture 6. Duality in Assignment Problems

Module 9. Lecture 6. Duality in Assignment Problems Module 9 1 Lecture 6 Dualty n Assgnment Problems In ths lecture we attempt to answer few other mportant questons posed n earler lecture for (AP) and see how some of them can be explaned through the concept

More information

Structure and Drive Paul A. Jensen Copyright July 20, 2003

Structure and Drive Paul A. Jensen Copyright July 20, 2003 Structure and Drve Paul A. Jensen Copyrght July 20, 2003 A system s made up of several operatons wth flow passng between them. The structure of the system descrbes the flow paths from nputs to outputs.

More information

Tuning SFA Results for Use in DEA. Kaoru Tone a,*, Miki Tsutsui a,b

Tuning SFA Results for Use in DEA. Kaoru Tone a,*, Miki Tsutsui a,b Tunng SF Reult for Ue n DE Kaoru Tone a,*, Mk Tutu a,b a Natonal Graduate Inttute for Polc Stude 7-22-1 Roppong, Mnato-ku, Toko 106-8677, Japan b Central Reearch Inttute of Electrc Power Indutr 2-11-1

More information

CHAPTER X PHASE-CHANGE PROBLEMS

CHAPTER X PHASE-CHANGE PROBLEMS Chapter X Phae-Change Problem December 3, 18 917 CHAPER X PHASE-CHANGE PROBLEMS X.1 Introducton Clacal Stefan Problem Geometry of Phae Change Problem Interface Condton X. Analytcal Soluton for Soldfcaton

More information

VARIATION OF CONSTANT SUM CONSTRAINT FOR INTEGER MODEL WITH NON UNIFORM VARIABLES

VARIATION OF CONSTANT SUM CONSTRAINT FOR INTEGER MODEL WITH NON UNIFORM VARIABLES VARIATION OF CONSTANT SUM CONSTRAINT FOR INTEGER MODEL WITH NON UNIFORM VARIABLES BÂRZĂ, Slvu Faculty of Mathematcs-Informatcs Spru Haret Unversty barza_slvu@yahoo.com Abstract Ths paper wants to contnue

More information

Tornado and Luby Transform Codes. Ashish Khisti Presentation October 22, 2003

Tornado and Luby Transform Codes. Ashish Khisti Presentation October 22, 2003 Tornado and Luby Transform Codes Ashsh Khst 6.454 Presentaton October 22, 2003 Background: Erasure Channel Elas[956] studed the Erasure Channel β x x β β x 2 m x 2 k? Capacty of Noseless Erasure Channel

More information

Generalized Linear Methods

Generalized Linear Methods Generalzed Lnear Methods 1 Introducton In the Ensemble Methods the general dea s that usng a combnaton of several weak learner one could make a better learner. More formally, assume that we have a set

More information

Two-Layered Model of Blood Flow through Composite Stenosed Artery

Two-Layered Model of Blood Flow through Composite Stenosed Artery Avalable at http://pvamu.edu/aam Appl. Appl. Math. ISSN: 93-9466 Vol. 4, Iue (December 9), pp. 343 354 (Prevouly, Vol. 4, No.) Applcaton Appled Mathematc: An Internatonal Journal (AAM) Two-ayered Model

More information

SOLVING CAPACITATED VEHICLE ROUTING PROBLEMS WITH TIME WINDOWS BY GOAL PROGRAMMING APPROACH

SOLVING CAPACITATED VEHICLE ROUTING PROBLEMS WITH TIME WINDOWS BY GOAL PROGRAMMING APPROACH Proceedngs of IICMA 2013 Research Topc, pp. xx-xx. SOLVIG CAPACITATED VEHICLE ROUTIG PROBLEMS WITH TIME WIDOWS BY GOAL PROGRAMMIG APPROACH ATMII DHORURI 1, EMIUGROHO RATA SARI 2, AD DWI LESTARI 3 1Department

More information

Improvements on Waring s Problem

Improvements on Waring s Problem Imrovement on Warng Problem L An-Png Bejng 85, PR Chna al@nacom Abtract By a new recurve algorthm for the auxlary equaton, n th aer, we wll gve ome mrovement for Warng roblem Keyword: Warng Problem, Hardy-Lttlewood

More information

Finding Dense Subgraphs in G(n, 1/2)

Finding Dense Subgraphs in G(n, 1/2) Fndng Dense Subgraphs n Gn, 1/ Atsh Das Sarma 1, Amt Deshpande, and Rav Kannan 1 Georga Insttute of Technology,atsh@cc.gatech.edu Mcrosoft Research-Bangalore,amtdesh,annan@mcrosoft.com Abstract. Fndng

More information