Displaying similar documents to “A fast Lagrangian heuristic for large-scale capacitated lot-size problems with restricted cost structures”

Approximate dynamic programming based on high dimensional model representation

Miroslav Pištěk (2013)

Kybernetika

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This article introduces an algorithm for implicit High Dimensional Model Representation (HDMR) of the Bellman equation. This approximation technique reduces memory demands of the algorithm considerably. Moreover, we show that HDMR enables fast approximate minimization which is essential for evaluation of the Bellman function. In each time step, the problem of parametrized HDMR minimization is relaxed into trust region problems, all sharing the same matrix. Finding its eigenvalue decomposition,...

Dynamic approach to optimum synthesis of a four-bar mechanism using a swarm intelligence algorithm

Edgar A. Portilla-Flores, Maria B. Calva-Yáñez, Miguel G. Villarreal-Cervantes, Paola A. Niño Suárez, Gabriel Sepúlveda-Cervantes (2014)

Kybernetika

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This paper presents a dynamic approach to the synthesis of a crank-rocker four-bar mechanism, that is obtained by an optimization problem and its solution using the swarm intelligence algorithm called Modified-Artificial Bee Colony (M-ABC). The proposed dynamic approach states a mono-objective dynamic optimization problem (MODOP), in order to obtain a set of optimal parameters of the system. In this MODOP, the kinematic and dynamic models of the whole system are consider as well as a...

Augmented Lagrangian method for recourse problem of two-stage stochastic linear programming

Saeed Ketabchi, Malihe Behboodi-Kahoo (2013)

Kybernetika

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In this paper, the augmented Lagrangian method is investigated for solving recourse problems and obtaining their normal solution in solving two-stage stochastic linear programming problems. The objective function of stochastic linear programming problem is piecewise linear and non-differentiable. Therefore, to use a smooth optimization methods, the objective function is approximated by a differentiable and piecewise quadratic function. Using quadratic approximation, it is required to...