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Vehicle routing optimization algorithm based on time windows and dynamic demand
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作者 LI Jun DUAN Yurong +1 位作者 ZHANG Weiwei ZHU Liyuan 《Journal of Measurement Science and Instrumentation》 CAS CSCD 2024年第3期369-378,共10页
To provide the supplier with the minimizum vehicle travel distance in the distribution process of goods in three situations of new customer demand,customer cancellation service,and change of customer delivery address,... To provide the supplier with the minimizum vehicle travel distance in the distribution process of goods in three situations of new customer demand,customer cancellation service,and change of customer delivery address,based on the ideas of pre-optimization and real-time optimization,a two-stage planning model of dynamic demand based vehicle routing problem with time windows was established.At the pre-optimization stage,an improved genetic algorithm was used to obtain the pre-optimized distribution route,a large-scale neighborhood search method was integrated into the mutation operation to improve the local optimization performance of the genetic algorithm,and a variety of operators were introduced to expand the search space of neighborhood solutions;At the real-time optimization stage,a periodic optimization strategy was adopted to transform a complex dynamic problem into several static problems,and four neighborhood search operators were used to quickly adjust the route.Two different scale examples were designed for experiments.It is proved that the algorithm can plan the better route,and adjust the distribution route in time under the real-time constraints.Therefore,the proposed algorithm can provide theoretical guidance for suppliers to solve the dynamic demand based vehicle routing problem. 展开更多
关键词 vehicle routing problem dynamic demand genetic algorithm large-scale neighborhood search time windows
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Inversion of Seabed Geotechnical Properties in the Arctic Chukchi Deep Sea Basin Based on Time Domain Adaptive Search Matching Algorithm
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作者 AN Long XU Chong +5 位作者 XING Junhui GONG Wei JIANG Xiaodian XU Haowei LIU Chuang YANG Boxue 《Journal of Ocean University of China》 SCIE CAS CSCD 2024年第4期933-942,共10页
The chirp sub-bottom profiler,for its high resolution,easy accessibility and cost-effectiveness,has been widely used in acoustic detection.In this paper,the acoustic impedance and grain size compositions were obtained... The chirp sub-bottom profiler,for its high resolution,easy accessibility and cost-effectiveness,has been widely used in acoustic detection.In this paper,the acoustic impedance and grain size compositions were obtained based on the chirp sub-bottom profiler data collected in the Chukchi Plateau area during the 11th Arctic Expedition of China.The time-domain adaptive search matching algorithm was used and validated on our established theoretical model.The misfit between the inversion result and the theoretical model is less than 0.067%.The grain size was calculated according to the empirical relationship between the acoustic impedance and the grain size of the sediment.The average acoustic impedance of sub-seafloor strata is 2.5026×10^(6) kg(s m^(2))^(-1)and the average grain size(θvalue)of the seafloor surface sediment is 7.1498,indicating the predominant occurrence of very fine silt sediment in the study area.Comparison of the inversion results and the laboratory measurements of nearby borehole samples shows that they are in general agreement. 展开更多
关键词 time domain adaptive search matching algorithm acoustic impedance inversion sedimentary grain size Arctic Ocean Chukchi Deep Sea Basin
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Highly Accurate Golden Section Search Algorithms and Fictitious Time Integration Method for Solving Nonlinear Eigenvalue Problems
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作者 Chein-Shan Liu Jian-Hung Shen +1 位作者 Chung-Lun Kuo Yung-Wei Chen 《Computer Modeling in Engineering & Sciences》 SCIE EI 2024年第5期1317-1335,共19页
This study sets up two new merit functions,which are minimized for the detection of real eigenvalue and complex eigenvalue to address nonlinear eigenvalue problems.For each eigen-parameter the vector variable is solve... This study sets up two new merit functions,which are minimized for the detection of real eigenvalue and complex eigenvalue to address nonlinear eigenvalue problems.For each eigen-parameter the vector variable is solved from a nonhomogeneous linear system obtained by reducing the number of eigen-equation one less,where one of the nonzero components of the eigenvector is normalized to the unit and moves the column containing that component to the right-hand side as a nonzero input vector.1D and 2D golden section search algorithms are employed to minimize the merit functions to locate real and complex eigenvalues.Simultaneously,the real and complex eigenvectors can be computed very accurately.A simpler approach to the nonlinear eigenvalue problems is proposed,which implements a normalization condition for the uniqueness of the eigenvector into the eigenequation directly.The real eigenvalues can be computed by the fictitious time integration method(FTIM),which saves computational costs compared to the one-dimensional golden section search algorithm(1D GSSA).The simpler method is also combined with the Newton iterationmethod,which is convergent very fast.All the proposed methods are easily programmed to compute the eigenvalue and eigenvector with high accuracy and efficiency. 展开更多
关键词 Nonlinear eigenvalue problem quadratic eigenvalue problem two new merit functions golden section search algorithm fictitious time integration method
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Optimizing Polynomial-Time Solutions to a Network Weighted Vertex Cover Game 被引量:1
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作者 Jie Chen Kaiyi Luo +2 位作者 Changbing Tang Zhao Zhang Xiang Li 《IEEE/CAA Journal of Automatica Sinica》 SCIE EI CSCD 2023年第2期512-523,共12页
Weighted vertex cover(WVC)is one of the most important combinatorial optimization problems.In this paper,we provide a new game optimization to achieve efficiency and time of solutions for the WVC problem of weighted n... Weighted vertex cover(WVC)is one of the most important combinatorial optimization problems.In this paper,we provide a new game optimization to achieve efficiency and time of solutions for the WVC problem of weighted networks.We first model the WVC problem as a general game on weighted networks.Under the framework of a game,we newly define several cover states to describe the WVC problem.Moreover,we reveal the relationship among these cover states of the weighted network and the strict Nash equilibriums(SNEs)of the game.Then,we propose a game-based asynchronous algorithm(GAA),which can theoretically guarantee that all cover states of vertices converging in an SNE with polynomial time.Subsequently,we improve the GAA by adding 2-hop and 3-hop adjustment mechanisms,termed the improved game-based asynchronous algorithm(IGAA),in which we prove that it can obtain a better solution to the WVC problem than using a the GAA.Finally,numerical simulations demonstrate that the proposed IGAA can obtain a better approximate solution in promising computation time compared with the existing representative algorithms. 展开更多
关键词 Game-based asynchronous algorithm(GAA) game optimization polynomial time strict Nash equilibrium(SNE) weighted vertex cover(WVC)
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A Cooperated Imperialist Competitive Algorithm for Unrelated Parallel Batch Machine Scheduling Problem
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作者 Deming Lei Heen Li 《Computers, Materials & Continua》 SCIE EI 2024年第5期1855-1874,共20页
This study focuses on the scheduling problem of unrelated parallel batch processing machines(BPM)with release times,a scenario derived from the moulding process in a foundry.In this process,a batch is initially formed... This study focuses on the scheduling problem of unrelated parallel batch processing machines(BPM)with release times,a scenario derived from the moulding process in a foundry.In this process,a batch is initially formed,placed in a sandbox,and then the sandbox is positioned on a BPM formoulding.The complexity of the scheduling problem increases due to the consideration of BPM capacity and sandbox volume.To minimize the makespan,a new cooperated imperialist competitive algorithm(CICA)is introduced.In CICA,the number of empires is not a parameter,and four empires aremaintained throughout the search process.Two types of assimilations are achieved:The strongest and weakest empires cooperate in their assimilation,while the remaining two empires,having a close normalization total cost,combine in their assimilation.A new form of imperialist competition is proposed to prevent insufficient competition,and the unique features of the problem are effectively utilized.Computational experiments are conducted across several instances,and a significant amount of experimental results show that the newstrategies of CICAare effective,indicating promising advantages for the considered BPMscheduling problems. 展开更多
关键词 Release time ASSIMILATION imperialist competitive algorithm batch processing machines scheduling
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An Improved Harris Hawk Optimization Algorithm for Flexible Job Shop Scheduling Problem
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作者 Zhaolin Lv Yuexia Zhao +2 位作者 Hongyue Kang Zhenyu Gao Yuhang Qin 《Computers, Materials & Continua》 SCIE EI 2024年第2期2337-2360,共24页
Flexible job shop scheduling problem(FJSP)is the core decision-making problem of intelligent manufacturing production management.The Harris hawk optimization(HHO)algorithm,as a typical metaheuristic algorithm,has been... Flexible job shop scheduling problem(FJSP)is the core decision-making problem of intelligent manufacturing production management.The Harris hawk optimization(HHO)algorithm,as a typical metaheuristic algorithm,has been widely employed to solve scheduling problems.However,HHO suffers from premature convergence when solving NP-hard problems.Therefore,this paper proposes an improved HHO algorithm(GNHHO)to solve the FJSP.GNHHO introduces an elitism strategy,a chaotic mechanism,a nonlinear escaping energy update strategy,and a Gaussian random walk strategy to prevent premature convergence.A flexible job shop scheduling model is constructed,and the static and dynamic FJSP is investigated to minimize the makespan.This paper chooses a two-segment encoding mode based on the job and the machine of the FJSP.To verify the effectiveness of GNHHO,this study tests it in 23 benchmark functions,10 standard job shop scheduling problems(JSPs),and 5 standard FJSPs.Besides,this study collects data from an agricultural company and uses the GNHHO algorithm to optimize the company’s FJSP.The optimized scheduling scheme demonstrates significant improvements in makespan,with an advancement of 28.16%for static scheduling and 35.63%for dynamic scheduling.Moreover,it achieves an average increase of 21.50%in the on-time order delivery rate.The results demonstrate that the performance of the GNHHO algorithm in solving FJSP is superior to some existing algorithms. 展开更多
关键词 Flexible job shop scheduling improved Harris hawk optimization algorithm(GNHHO) premature convergence maximum completion time(makespan)
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Winter Wheat Yield Estimation Based on Sparrow Search Algorithm Combined with Random Forest:A Case Study in Henan Province,China
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作者 SHI Xiaoliang CHEN Jiajun +2 位作者 DING Hao YANG Yuanqi ZHANG Yan 《Chinese Geographical Science》 SCIE CSCD 2024年第2期342-356,共15页
Precise and timely prediction of crop yields is crucial for food security and the development of agricultural policies.However,crop yield is influenced by multiple factors within complex growth environments.Previous r... Precise and timely prediction of crop yields is crucial for food security and the development of agricultural policies.However,crop yield is influenced by multiple factors within complex growth environments.Previous research has paid relatively little attention to the interference of environmental factors and drought on the growth of winter wheat.Therefore,there is an urgent need for more effective methods to explore the inherent relationship between these factors and crop yield,making precise yield prediction increasingly important.This study was based on four type of indicators including meteorological,crop growth status,environmental,and drought index,from October 2003 to June 2019 in Henan Province as the basic data for predicting winter wheat yield.Using the sparrow search al-gorithm combined with random forest(SSA-RF)under different input indicators,accuracy of winter wheat yield estimation was calcu-lated.The estimation accuracy of SSA-RF was compared with partial least squares regression(PLSR),extreme gradient boosting(XG-Boost),and random forest(RF)models.Finally,the determined optimal yield estimation method was used to predict winter wheat yield in three typical years.Following are the findings:1)the SSA-RF demonstrates superior performance in estimating winter wheat yield compared to other algorithms.The best yield estimation method is achieved by four types indicators’composition with SSA-RF)(R^(2)=0.805,RRMSE=9.9%.2)Crops growth status and environmental indicators play significant roles in wheat yield estimation,accounting for 46%and 22%of the yield importance among all indicators,respectively.3)Selecting indicators from October to April of the follow-ing year yielded the highest accuracy in winter wheat yield estimation,with an R^(2)of 0.826 and an RMSE of 9.0%.Yield estimates can be completed two months before the winter wheat harvest in June.4)The predicted performance will be slightly affected by severe drought.Compared with severe drought year(2011)(R^(2)=0.680)and normal year(2017)(R^(2)=0.790),the SSA-RF model has higher prediction accuracy for wet year(2018)(R^(2)=0.820).This study could provide an innovative approach for remote sensing estimation of winter wheat yield.yield. 展开更多
关键词 winter wheat yield estimation sparrow search algorithm combined with random forest(SSA-RF) machine learning multi-source indicator optimal lead time Henan Province China
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Real-time Threshold Routing Algorithm Based on Wireless Sensor Network
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作者 罗桂兰 左国超 冯立波 《Agricultural Science & Technology》 CAS 2012年第4期917-920,F0003,共5页
[Objective] This study was to design an intelligent greenhouse real-time monitoring system based on the core technology of Internet of Things in order to meet the needs of agricultural informatization and intellectual... [Objective] This study was to design an intelligent greenhouse real-time monitoring system based on the core technology of Internet of Things in order to meet the needs of agricultural informatization and intellectualization. [Method] Based on the application characteristics of Wireless Sensor Network (WSN), the intelligent greenhouse monitoring system was designed. And for the incompleteness strategy of load balancing in the Low-Energy Adaptive Clustering Hierarchy (LEACH), a Real- time Threshold Routing Algorithm (RTRA) was proposed. [Result] The performance of network lifetime and network delay of RTRA were tested in MATLAB and found that, within the same testing environment, RTRA can save nodes energy consumption, prolong network lifetime, and had better real-time performance than LEACH. The al- gorithm satisfies the crops' requirements on real-time and energy efficiency in the greenhouse system. [Conclusion] For the good performance on real-time, the de- signed intelligent greenhouse real-time monitoring system laid the foundation for the research and development of agricultural informatization and intellectualization. 展开更多
关键词 Internet of Things Wireless sensor network Intelligent greenhouse mon- itoring Real time Routing algorithm
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Anti-aliasing nonstationary signals detecion algorithm based on interpolation in the frequency domain using the short time Fourier transform 被引量:7
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作者 Bian Hailong Chen Guangju 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2008年第3期419-426,共8页
To eliminate the aliasing that appeared during the measurement of multi-components nonstationary signals, a novel kind of anti-aliasing algorithm based on the short time Fourier transform (STFT) is brought forward. ... To eliminate the aliasing that appeared during the measurement of multi-components nonstationary signals, a novel kind of anti-aliasing algorithm based on the short time Fourier transform (STFT) is brought forward. First the physical essence of aliasing that occurs is analyzed; second the interpolation algorithm model is setup based on the Hamming window; then the fast implementation of the algorithm using the Newton iteration method is given. Using the numerical simulation the feasibility of algorithm is validated. Finally, the electrical circuit experiment shows the practicality of the algorithm in the electrical engineering. 展开更多
关键词 nonstationary signal INTERPOLATION ANTI-ALIASING short time Fourier transform (STFT) iterative algorithm.
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A Discrete Artificial Bee Colony Algorithm for Minimizing the Total Flow Time in the Blocking Flow Shop Scheduling 被引量:10
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作者 邓冠龙 徐震浩 顾幸生 《Chinese Journal of Chemical Engineering》 SCIE EI CAS CSCD 2012年第6期1067-1073,共7页
A discrete artificial bee colony algorithm is proposed for solving the blocking flow shop scheduling problem with total flow time criterion. Firstly, the solution in the algorithm is represented as job permutation. Se... A discrete artificial bee colony algorithm is proposed for solving the blocking flow shop scheduling problem with total flow time criterion. Firstly, the solution in the algorithm is represented as job permutation. Secondly, an initialization scheme based on a variant of the NEH (Nawaz-Enscore-Ham) heuristic and a local search is designed to construct the initial population with both quality and diversity. Thirdly, based on the idea of iterated greedy algorithm, some newly designed schemes for employed bee, onlooker bee and scout bee are presented. The performance of the proposed algorithm is tested on the well-known Taillard benchmark set, and the computational results demonstrate the effectiveness of the discrete artificial bee colony algorithm. In addition, the best known solutions of the benchmark set are provided for the blocking flow shop scheduling problem with total flow time criterion. 展开更多
关键词 blocking flow shop scheduling artificial bee colony algorithm total flow time
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Scheduling algorithm of dual-armed cluster tools with residency time and reentrant constraints 被引量:6
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作者 周炳海 高忠顺 陈佳 《Journal of Central South University》 SCIE EI CAS 2014年第1期160-166,共7页
To solve the scheduling problem of dual-armed cluster tools for wafer fabrications with residency time and reentrant constraints,a heuristic scheduling algorithm was developed.Firstly,on the basis of formulating sched... To solve the scheduling problem of dual-armed cluster tools for wafer fabrications with residency time and reentrant constraints,a heuristic scheduling algorithm was developed.Firstly,on the basis of formulating scheduling problems domain of dual-armed cluster tools,a non-integer programming model was set up with a minimizing objective function of the makespan.Combining characteristics of residency time and reentrant constraints,a scheduling algorithm of searching the optimal operation path of dual-armed transport module was presented under many kinds of robotic scheduling paths for dual-armed cluster tools.Finally,the experiments were designed to evaluate the proposed algorithm.The results show that the proposed algorithm is feasible and efficient for obtaining an optimal scheduling solution of dual-armed cluster tools with residency time and reentrant constraints. 展开更多
关键词 dual-armed cluster tools scheduling residency time constraints reentrancy heuristic algorithm
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Wind power time series simulation model based on typical daily output processes and Markov algorithm 被引量:3
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作者 Zhihui Cong Yuecong Yu +1 位作者 Linyan Li Jie Yan 《Global Energy Interconnection》 EI CAS CSCD 2022年第1期44-54,共11页
The simulation of wind power time series is a key process in renewable power allocation planning,operation mode calculation,and safety assessment.Traditional single-point modeling methods discretely generate wind powe... The simulation of wind power time series is a key process in renewable power allocation planning,operation mode calculation,and safety assessment.Traditional single-point modeling methods discretely generate wind power at each moment;however,they ignore the daily output characteristics and are unable to consider both modeling accuracy and efficiency.To resolve this problem,a wind power time series simulation model based on typical daily output processes and Markov algorithm is proposed.First,a typical daily output process classification method based on time series similarity and modified K-means clustering algorithm is presented.Second,considering the typical daily output processes as status variables,a wind power time series simulation model based on Markov algorithm is constructed.Finally,a case is analyzed based on the measured data of a wind farm in China.The proposed model is then compared with traditional methods to verify its effectiveness and applicability.The comparison results indicate that the statistical characteristics,probability distributions,and autocorrelation characteristics of the wind power time series generated by the proposed model are better than those of the traditional methods.Moreover,modeling efficiency considerably improves. 展开更多
关键词 Wind power time series Typical daily output processes Markov algorithm Modified K-means clustering algorithm
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Concise review of relaxations and approximation algorithms for nonidentical parallel-machine scheduling to minimize total weighted completion times 被引量:1
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作者 Li Kai Yang Shanlin 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2008年第4期827-834,共8页
A class of nonidentical parallel machine scheduling problems are considered in which the goal is to minimize the total weighted completion time. Models and relaxations are collected. Most of these problems are NP-hard... A class of nonidentical parallel machine scheduling problems are considered in which the goal is to minimize the total weighted completion time. Models and relaxations are collected. Most of these problems are NP-hard, in the strong sense, or open problems, therefore approximation algorithms are studied. The review reveals that there exist some potential areas worthy of further research. 展开更多
关键词 parallel machine SCHEDULING REVIEW total weighted completion time RELAXATION algorithm
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Development of an Efficient Genetic Algorithm for the Time Dependent Vehicle Routing Problem with Time Windows 被引量:2
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作者 Suresh Nanda Kumar Ramasamy Panneerselvam 《American Journal of Operations Research》 2017年第1期1-25,共25页
This research considers the time-dependent vehicle routing problem (TDVRP). The time-dependent VRP does not assume constant speeds of the vehicles. The speeds of the vehicles vary during the various times of the day, ... This research considers the time-dependent vehicle routing problem (TDVRP). The time-dependent VRP does not assume constant speeds of the vehicles. The speeds of the vehicles vary during the various times of the day, based on the traffic conditions. During the periods of peak traffic hours, the vehicles travel at low speeds and during non-peak hours, the vehicles travel at higher speeds. A survey by TCI and IIM-C (2014) found that stoppage delay as percentage of journey time varied between five percent and 25 percent, and was very much dependent on the characteristics of routes. Costs of delay were also estimated and found not to affect margins by significant amounts. This study aims to overcome such problems arising out of traffic congestions that lead to unnecessary delays and hence, loss in customers and thereby valuable revenues to a company. This study suggests alternative routes to minimize travel times and travel distance, assuming a congestion in traffic situation. In this study, an efficient GA-based algorithm has been developed for the TDVRP, to minimize the total distance travelled, minimize the total number of vehicles utilized and also suggest alternative routes for congestion avoidance. This study will help to overcome and minimize the negative effects due to heavy traffic congestions and delays in customer service. The proposed algorithm has been shown to be superior to another existing algorithm in terms of the total distance travelled and also the number of vehicles utilized. Also the performance of the proposed algorithm is as good as the mathematical model for small size problems. 展开更多
关键词 time-DEPENDENT Vehicle ROUTING Problem GENETIC algorithm Chromosomes CROSS-OVER TRAVEL timeS Vehicles
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Stabilization of Chaotic Time Series by Proportional Pulse in the System Variable Based on Genetic Algorithm 被引量:1
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作者 Qing Li Deling Zheng Jianlong Zhou(Information Engineering School, University of Science and Technology Beijing, Beijing 100083, China)(Handan iron and Steel Co., Handan 056015, China) 《International Journal of Minerals,Metallurgy and Materials》 SCIE EI CAS CSCD 1999年第3期228-229,共2页
The PPSV (Proportional Pulse in the System Variable) algorithm is a convenient method for the stabilization of the chaotic time series. It does not require any previous knowledge of the system. The PPSV method also ha... The PPSV (Proportional Pulse in the System Variable) algorithm is a convenient method for the stabilization of the chaotic time series. It does not require any previous knowledge of the system. The PPSV method also has a shortcoming, that is, the determination off. is a procedure by trial and error, since it lacks of optimization. In order to overcome the blindness, GA (Genetic Algorithm), a search algorithm based on the mechanics of natural selection and natural genetics, is used to optimize the λi The new method is named as GAPPSV algorithm. The simulation results show that GAPPSV algorithm is very efficient because the control process is short and the steady-state error is small. 展开更多
关键词 STABILIZATION chaotic time series genetic algorithm
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Genetic Algorithm for Concurrent Balancing of Mixed-Model Assembly Lines with Original Task Times of Models 被引量:1
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作者 Panneerselvam Sivasankaran Peer Mohamed Shahabudeen 《Intelligent Information Management》 2013年第3期84-92,共9页
The growing global competition compels manufacturing organizations to engage themselves in all productivity improvement activities. In this direction, the consideration of mixed-model assembly line balancing problem a... The growing global competition compels manufacturing organizations to engage themselves in all productivity improvement activities. In this direction, the consideration of mixed-model assembly line balancing problem and implementing in industries plays a major role in improving organizational productivity. In this paper, the mixed model assembly line balancing problem with deterministic task times is considered. The authors made an attempt to develop a genetic algorithm for realistic design of the mixed-model assembly line balancing problem. The design is made using the originnal task times of the models, which is a realistic approach. Then, it is compared with the generally perceived design of the mixed-model assembly line balancing problem. 展开更多
关键词 Assembly Line Balancing Cycle time GENETIC algorithm CROSSOVER Operation Mixed-Model
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A hybrid algorithm based on ILP and genetic algorithm for time-aware test case prioritization 被引量:1
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作者 Sun Jiaze Wang Gang 《Journal of Southeast University(English Edition)》 EI CAS 2018年第1期28-35,共8页
To solve the problem of time-awarc test case prioritization,a hybrid algorithm composed of integer linear programming and the genetic algorithm(ILP-GA)is proposed.First,the test case suite which cm maximize the number... To solve the problem of time-awarc test case prioritization,a hybrid algorithm composed of integer linear programming and the genetic algorithm(ILP-GA)is proposed.First,the test case suite which cm maximize the number of covered program entities a d satisfy time constraints is selected by integer linea progamming.Secondly,the individual is encoded according to the cover matrices of entities,and the coverage rate of program entities is used as the fitness function and the genetic algorithm is used to prioritize the selected test cases.Five typical open source projects are selected as benchmark programs.Branch and method are selected as program entities,and time constraint percentages a e 25%and 75%.The experimental results show that the ILP-GA convergence has faster speed and better stability than ILP-additional and IP-total in most cases,which contributes to the detection of software defects as early as possible and reduces the software testing costs. 展开更多
关键词 test case prioritization integer linear programming(I LP) genetic algorithm time constraint
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Random Timestepping Algorithm with Exponential Distribution for Pricing Various Structures of One-Sided Barrier Options 被引量:1
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作者 Hasan Alzubaidi 《American Journal of Computational Mathematics》 2017年第3期228-242,共15页
The exponentially-distributed random timestepping algorithm with boundary test is implemented to evaluate the prices of some variety of single one-sided barrier option contracts within the framework of Black-Scholes m... The exponentially-distributed random timestepping algorithm with boundary test is implemented to evaluate the prices of some variety of single one-sided barrier option contracts within the framework of Black-Scholes model, giving efficient estimation of their hitting times. It is numerically shown that this algorithm, as for the Brownian bridge technique, can improve the rate of weak convergence from order one-half for the standard Monte Carlo to order 1. The exponential timestepping algorithm, however, displays better results, for a given amount of CPU time, than the Brownian bridge technique as the step size becomes larger or the volatility grows up. This is due to the features of the exponential distribution which is more strongly peaked near the origin and has a higher kurtosis compared to the normal distribution, giving more stability of the exponential timestepping algorithm at large time steps and high levels of volatility. 展开更多
关键词 BARRIER OPTION with REBATE Payment Binary BARRIER OPTION Partial BARRIER OPTION Hitting time Error Exponential time-Stepping algorithm
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Solving open vehicle problem with time window by hybrid column generation algorithm 被引量:1
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作者 YU Naikang QIAN Bin +2 位作者 HU Rong CHEN Yuwang WANG Ling 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2022年第4期997-1009,共13页
This paper addresses the open vehicle routing problem with time window(OVRPTW), where each vehicle does not need to return to the depot after completing the delivery task.The optimization objective is to minimize the ... This paper addresses the open vehicle routing problem with time window(OVRPTW), where each vehicle does not need to return to the depot after completing the delivery task.The optimization objective is to minimize the total distance. This problem exists widely in real-life logistics distribution process.We propose a hybrid column generation algorithm(HCGA) for the OVRPTW, embedding both exact algorithm and metaheuristic. In HCGA, a label setting algorithm and an intelligent algorithm are designed to select columns from small and large subproblems, respectively. Moreover, a branch strategy is devised to generate the final feasible solution for the OVRPTW. The computational results show that the proposed algorithm has faster speed and can obtain the approximate optimal solution of the problem with 100 customers in a reasonable time. 展开更多
关键词 open vehicle routing problem with time window(OVRPTW) hybrid column generation algorithm(HCGA) mixed integer programming label setting algorithm
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An Alternative Algorithm for Vehicle Routing Problem with Time Windows for Daily Deliveries 被引量:2
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作者 Nor Edayu Abdul Ghani S. Sarifah Radiah Shariff Siti Meriam Zahari 《Advances in Pure Mathematics》 2016年第5期342-350,共9页
This study attempts to solve vehicle routing problem with time window (VRPTW). The study first identifies the real problems and suggests some recommendations on the issues. The technique used in this study is Genetic ... This study attempts to solve vehicle routing problem with time window (VRPTW). The study first identifies the real problems and suggests some recommendations on the issues. The technique used in this study is Genetic Algorithm (GA) and initialization applied is random population method. The objective of the study is to assign a number of vehicles to routes that connect customers and depot such that the overall distance travelled is minimized and the delivery operations are completed within the time windows requested by the customers. The analysis reveals that the problems experienced in vehicle routing with time window can be solved by GA and retrieved for optimal solutions. After a thorough study on VRPTW, it is highly recommended that a company should implement the optimal routes derived from the study to increase the efficiency and accuracy of delivery with time insertion. 展开更多
关键词 Vehicle Routing Problem with time Windows (VRPTW) Genetic algorithm (GA) Random Population Method
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