Optimisation d'une classification hiérarchique
Optimization of plunger cavity
In the contribution we present a problem of shape optimization of the cooling cavity of a plunger that is used in the forming process in the glass in dustry. A rotationally symmetric system of the mould, the glass piece, the plunger and the plunger cavity is considered. The state problem is given as a stationary heat conduction process. The system includes a heat source representing the glass piece that is cooled from inside by water flowing through the plunger cavity and from outside by the environment surrounding...
Optimization of power transmission systems using a multi-level decomposition approach
We discuss the use of operations research methods for computer-aided design of mechanical transmission systems. We consider how to choose simultaneously transmission ratios and basic design parameters of transmission elements (diameters, widths, modules and tooth number for gears, diameters of shafts). The objectives, by the order of importance, are: to minimize the deviation of the obtained speeds from desired; to maximize the transmission life; to minimize the total mass. To solve this...
Optimization of the shape of axisymmetric shells
Axisymmetric thin elastic shells of constant thickness are considered and the meridian curves of their middle surfaces taken for the design variable. Admissible functions are smooth curves of a given length, which are uniformly bounded together with their first and second derivatives, and such that the shell contains a given volume. The loading consists of the hydrostatic pressure of a liquid, the shell's own weight and the internal or external pressure. As the cost functional, the integral of the...
Optimum Allocation in Multivariate Stratified Random Sampling with Overhead Cost.
Optimum beam design via stochastic programming
The purpose of the paper is to discuss the applicability of stochastic programming models and methods to civil engineering design problems. In cooperation with experts in civil engineering, the problem concerning an optimal design of beam dimensions has been chosen. The corresponding mathematical model involves an ODE-type constraint, uncertain parameter related to the material characteristics and multiple criteria. As a~result, a~multi-criteria stochastic nonlinear optimization model is obtained....
Optimum Design of Steel Trusses
Ordonnancement des mouvements de trésorerie
Parameter Estimation in Linear Regression Models With Stationary Arma(p,q)-Errors Using Automatic Differentiation
Partially clairvoyant scheduling for aggregate constraints.
Periodic coordination in hierarchical air defence systems
The subject of this work is the defence planning of a point target against an air attack. The defence system is decomposed into a number of sectors. A direct method of coordination is used at the upper level, while the sectors use a discrete-time event-based model and the description of uncertainty by multiple scenarios of an attack. The resulting problems are solved using linear programming. A comparison of two coordination strategies for realistic attack scenarios and an analysis of effectiveness...
Piece-wise optimal control in transport allocation problem
Piecewise-polynomial signal segmentation using convex optimization
A method is presented for segmenting one-dimensional signal whose independent segments are modeled as polynomials, and which is corrupted by additive noise. The method is based on sparse modeling, the main part is formulated as a convex optimization problem and is solved by a proximal splitting algorithm. We perform experiments on simulated and real data and show that the method is capable of reliably finding breakpoints in the signal, but requires careful tuning of the regularization parameters...
Placement de tâches dans un système distribué et dualité lagrangienne
Planificación multinivel con limitaciones de capacidad.
Este trabajo estudia el problema de la planificación de la producción en sistemas de fabricación multinivel, con un cuello de botella. El problema se ha abordado mediante una aproximación heurística, resolviendo el problema resultante empleando el método primal dual. El trabajo incluye un algoritmo para la selección sucesiva de los precios de los recursos que garanticen una mejora monótona hacia la solución óptima.
Planification à moyen terme de la production d'un satellite défilant et ensembles stables
Portfolio optimization for pension plans under hybrid stochastic and local volatility
Based upon an observation that it is too restrictive to assume a definite correlation of the underlying asset price and its volatility, we use a hybrid model of the constant elasticity of variance and stochastic volatility to study a portfolio optimization problem for pension plans. By using asymptotic analysis, we derive a correction to the optimal strategy for the constant elasticity of variance model and subsequently the fine structure of the corrected optimal strategy is revealed. The result...
Pravděpodobnostní model spontánní vzruchové aktivity neuronu
Preface to the special issue on ''Theoretical and numerical aspects of optimal control''
Problemas de decisión en incertidumbre parcial bajo hipótesis de monotonías.
Se estudia el problema de decisión (Θ,Δ,ρ) cuando Θ es un intervalo finito de R y el decisor posee información acerca de las probabilidades de una partición de Θ en subintervalos, de la monotonía de las f.d.d. en dichos intervalos y de algunas restricciones sobre los momentos de la distribución y ciertos generalizadores de éstas dentro de este contexto.