Chemical process optimization can be described as large-scale nonlinear constrained minimization. The modified augmented Lagrange multiplier methods (MALMM) for large-scale nonlinear constrained minimization are studi...Chemical process optimization can be described as large-scale nonlinear constrained minimization. The modified augmented Lagrange multiplier methods (MALMM) for large-scale nonlinear constrained minimization are studied in this paper. The Lagrange function contains the penalty terms on equality and inequality constraints and the methods can be applied to solve a series of bound constrained sub-problems instead of a series of unconstrained sub-problems. The steps of the methods are examined in full detail. Numerical experiments are made for a variety of problems, from small to very large-scale, which show the stability and effectiveness of the methods in large-scale problems.展开更多
A new artificial immune algorithm (AIA) simulating the biological immune network system with selfadjustment function is proposed in this paper. AIA is based on the modified immune network model in which two methods ...A new artificial immune algorithm (AIA) simulating the biological immune network system with selfadjustment function is proposed in this paper. AIA is based on the modified immune network model in which two methods of affinity measure evaluated are used, controlling the antibody diversity and the speed of convergence separately. The model proposed focuses on a systemic view of the immune system and takes into account cell-cell interactions denoted by antibody affinity. The antibody concentration defined in the immune network model is responsible directly for its activity in the immune system. The model introduces not only a term describing the network dynamics, but also proposes an independent term to simulate the dynamics of the antigen population. The antibodies' evolutionary processes are controlled in the algorithms by utilizing the basic properties of the immune network. Computational amount and effect is a pair of contradictions. In terms of this problem, the AIA regulating the parameters easily attains a compromise between them. At the same time, AIA can prevent premature convergence at the cost of a heavy computational amount (the iterative times). Simulation illustrates that AIA is adapted to solve optimization problems, emphasizing muhimodal optimization.展开更多
We propose a novel scheme based on clustering analysis in color space to solve text segmentation in complex color images. Text segmentation includes automatic clustering of color space and foreground image generation....We propose a novel scheme based on clustering analysis in color space to solve text segmentation in complex color images. Text segmentation includes automatic clustering of color space and foreground image generation. Two methods are also proposed for automatic clustering: The first one is to determine the optimal number of clusters and the second one is the fuzzy competitively clustering method based on competitively learning techniques. Essential foreground images obtained from any of the color clusters are combined into foreground images. Further performance analysis reveals the advantages of the proposed methods.展开更多
This paper mainly uses the method of numerical simulation, and study thermal insulation and energy saving characteristics on the exterior walls of the building and analyze the optimal layout scheme of building exterio...This paper mainly uses the method of numerical simulation, and study thermal insulation and energy saving characteristics on the exterior walls of the building and analyze the optimal layout scheme of building exterior wall and thermal insulation system. Finally, the paper study optimal thickness of insulation materials. The paper elaborate scheme of the existing building energy-saving for exterior wall and the scope of application, the system structure and the construction technology. The results showed that: extruded benzene board that can be used for exterior insulation, frame structure filled with wall preferred ceramsite hollow block. The paper can provides reference selection of insulation for building external wall energy-saving transformation scheme.展开更多
This paper considers a proportional reinsurance-investment problem and an excess-of-loss reinsurance-investment problem for an insurer,where price processes of the risky assets and wealth process of the insurer are bo...This paper considers a proportional reinsurance-investment problem and an excess-of-loss reinsurance-investment problem for an insurer,where price processes of the risky assets and wealth process of the insurer are both described by Markovian regime switching.The target of the insurer is assumed to maximize the expected exponential utility from her terminal wealth with a state-dependent utility function.By employing the dynamic programming approach,the optimal value functions and the optimal reinsurance-investment strategies are derived.In addition,the impact of some parameters on the optimal strategies and the optimal value functions is analyzed,and lots of interesting results are discovered,such as the conclusion that excess-of-loss reinsurance is better than proportional reinsurance is not held in the regime-switching jump-diffusion model.展开更多
We consider the compound binomial model in a Markovian environment presented by Cossette et al.(2004). We modify the model via assuming that the company receives interest on the surplus and a positive real-valued prem...We consider the compound binomial model in a Markovian environment presented by Cossette et al.(2004). We modify the model via assuming that the company receives interest on the surplus and a positive real-valued premium per unit time, and introducing a control strategy of periodic dividend payments. A Markov decision problem arises and the control objective is to maximize the cumulative expected discounted dividends paid to the shareholders until ruin minus a discounted penalty for ruin. We show that under the absence of a ceiling of dividend rates the optimal strategy is a conditional band strategy given the current state of the environment process. Under the presence of a ceiling for dividend rates, the character of the optimal control strategy is given. In addition, we offer an algorithm for the optimal strategy and the optimal value function.Numerical results are provided to illustrate the algorithm and the impact of the penalty.展开更多
The one-stream hybrid thermal network is analyzed and discussed based on the entransy theory,and the results are compared with those from the entropy generation optimization.The theoretical analysis indicates that the...The one-stream hybrid thermal network is analyzed and discussed based on the entransy theory,and the results are compared with those from the entropy generation optimization.The theoretical analysis indicates that the minimum heat-flow-weighted temperature of the thermal networks corresponds to the minimum entransy dissipation rate and the minimum thermal resistance.For a simple hybrid thermal network consisting of three thermal components,the expression of entransy dissipation is conducted,and the heat transfer area and the mass flow rate are calculated and optimized.The optimal results are obtained in order to minimize the entransy dissipation and the thermal resistance.The optimal results are calculated for various combinations,such as series connection,parallel connection and other hybrid connections.The numerical results are in accordance with the theoretical analysis.Both the theoretical analysis and the numerical results show that the minimum entransy dissipation and the minimum thermal resistance correspond to the minimum heat-flow-weighted temperature of the thermal networks while the minimum entropy generation does not.展开更多
This paper discusses a search problem for a Helix target motion in which any information of the target position is not available to the searchers. There exist three searchers start searching for the target from the or...This paper discusses a search problem for a Helix target motion in which any information of the target position is not available to the searchers. There exist three searchers start searching for the target from the origin. The purpose of this paper is to formulate a search model and finds the conditions under which the expected value of the first meeting time between one of the searchers and the target is finite. Also, the existence of the optimal search plan that minimizes the expected value of the first meeting time is shown. Furthermore,this optimal search plan is found. The effectiveness of this method is illustrated by using an example with numerical results.展开更多
By handling the travel cost function artfully, the authors formulate the transportation mixed network design problem (MNDP) as a mixed-integer, nonlinear bilevel programming problem, in which the lower-level problem...By handling the travel cost function artfully, the authors formulate the transportation mixed network design problem (MNDP) as a mixed-integer, nonlinear bilevel programming problem, in which the lower-level problem, comparing with that of conventional bilevel DNDP models, is not a side constrained user equilibrium assignment problem, but a standard user equilibrium assignment problem. Then, the bilevel programming model for MNDP is reformulated as a continuous version of bilevel programming problem by the continuation method. By virtue of the optimal-value function, the lower-level assignment problem can be expressed as a nonlinear equality constraint. Therefore, the bilevel programming model for MNDP can be transformed into an equivalent single-level optimization problem. By exploring the inherent nature of the MNDP, the optimal-value function for the lower- level equilibrium assignment problem is proved to be continuously differentiable and its functional value and gradient can be obtained efficiently. Thus, a continuously differentiable but still nonconvex optimization formulation of the MNDP is created, and then a locally convergent algorithm is proposed by applying penalty function method. The inner loop of solving the subproblem is mainly to implement an Ml-or-nothing assignment. Finally, a small-scale transportation network and a large-scale network are presented to verify the proposed model and algorithm.展开更多
Based on literature [J. Q. Li, Z. E. Ma and F. Q. Zhang, Stability analysis for an epidemic model with stage structure, J. Appl. Math. Comput. 9 (2008) 1672-1679], incorporating the recovery of the infected populati...Based on literature [J. Q. Li, Z. E. Ma and F. Q. Zhang, Stability analysis for an epidemic model with stage structure, J. Appl. Math. Comput. 9 (2008) 1672-1679], incorporating the recovery of the infected population with the length of the infectious periods, a modified epidemic disease SIS model with delay and stage was investigated. First, the criteria keeping stability with delay were given. Next, in order to lower the level of the infected individuals and minimize the cost of treatment, mixed, early and late therapeutic strategies were introduced into our model, respectively. Then we investigated the existence and uniqueness of optimal controls. And then, we expressed the unique optimal control in terms of the solution of the optimality systems. Finally, by numerical simulations, several important results were acquired: (1) The terminal time influenced the early optimal control largely. In detail, for a shorter terminal time it was optimal to initiate treatment with maximal effort at the start of the epidemic and continue treatment with maximal effort until the switch time was arrived. But for a longer terminal time, the maximal treatment effort need not be a prerequisite at the start or end of the epidemic but it was obligatory at the metaphase of the epidemic. (2) For our SIS model, minimizing the total infectious burden of the disease can be achieved by only early optimal treatment tactics. (3) For a disease with a shorter infectious period time,more cost would be spent to control the disease in order to achieve the optimal control objective. Otherwise, a relative lower cost would be to control the disease with a longer infectious period.展开更多
Trajectory optimization and simulation is performed for Venus round trip (VeRT) mission using solar sail propulsion. Solar gravity is included but atmospheric drag and shadowing effects are neglected in the planet-cen...Trajectory optimization and simulation is performed for Venus round trip (VeRT) mission using solar sail propulsion. Solar gravity is included but atmospheric drag and shadowing effects are neglected in the planet-centered escape and capture stages. The spacecraft starts from the Geostationary orbit (GEt) at a predetermined time to prepare a good initial condition for the Earth-Venus transfer, although the launch window is not an issue for spacecraft with solar sails. The Earth-Venus phase and the return trip are divided into three segments. Two methods are adopted to maintain the mission trajectory for the VeRT mis- sion and then compared through a numerical simulation. According to the first approach, Planet-centered and heliocentric ma- neuvers are modeled using a set of blended analytical control laws instead of the optimal control techniques. The second pro- cedure is the Direct Attitude Angle Optimization in which the attitude angles of the solar sail are adopted as the optimization variables during the heliocentric transfer. Although neither of the two methods guarantees a globally optimal trajectory, they are more efficient and will produce a near-optimal solution if employed properly. The second method has produced a better result for the minimum-time transfer of the VeRT mission demonstrating the effectiveness of the methods in the preliminary design of the complex optimal interplanetary orbit transfers.展开更多
The relationships among the proportions of the neon dual isotopes ratio, scale factor corrections (SFCs), light intensities, environmental magnetic field and magnetic zero drift are discussed in detail by numerical si...The relationships among the proportions of the neon dual isotopes ratio, scale factor corrections (SFCs), light intensities, environmental magnetic field and magnetic zero drift are discussed in detail by numerical simulations. The results show that the unification of the optimal operating point (OP) and the frequency stabilization operating point (FSP) is achievable by adjusting the proportions of neon dual isotopes accurately and tuning the cavity length with frequency stabilization system exactly. In that case, the left-rotation and right-rotation gyros can obtain the same SFC, which can decrease the magnetic sensitivity of the laser gyro efficiently. The Zeeman effect zero drift and the Faraday bias zero drift are both reduced by two orders of magnitude, while the magnetic shielding requirement of laser tube is decreased by 1-2 orders of magnitude.展开更多
文摘Chemical process optimization can be described as large-scale nonlinear constrained minimization. The modified augmented Lagrange multiplier methods (MALMM) for large-scale nonlinear constrained minimization are studied in this paper. The Lagrange function contains the penalty terms on equality and inequality constraints and the methods can be applied to solve a series of bound constrained sub-problems instead of a series of unconstrained sub-problems. The steps of the methods are examined in full detail. Numerical experiments are made for a variety of problems, from small to very large-scale, which show the stability and effectiveness of the methods in large-scale problems.
文摘A new artificial immune algorithm (AIA) simulating the biological immune network system with selfadjustment function is proposed in this paper. AIA is based on the modified immune network model in which two methods of affinity measure evaluated are used, controlling the antibody diversity and the speed of convergence separately. The model proposed focuses on a systemic view of the immune system and takes into account cell-cell interactions denoted by antibody affinity. The antibody concentration defined in the immune network model is responsible directly for its activity in the immune system. The model introduces not only a term describing the network dynamics, but also proposes an independent term to simulate the dynamics of the antigen population. The antibodies' evolutionary processes are controlled in the algorithms by utilizing the basic properties of the immune network. Computational amount and effect is a pair of contradictions. In terms of this problem, the AIA regulating the parameters easily attains a compromise between them. At the same time, AIA can prevent premature convergence at the cost of a heavy computational amount (the iterative times). Simulation illustrates that AIA is adapted to solve optimization problems, emphasizing muhimodal optimization.
文摘We propose a novel scheme based on clustering analysis in color space to solve text segmentation in complex color images. Text segmentation includes automatic clustering of color space and foreground image generation. Two methods are also proposed for automatic clustering: The first one is to determine the optimal number of clusters and the second one is the fuzzy competitively clustering method based on competitively learning techniques. Essential foreground images obtained from any of the color clusters are combined into foreground images. Further performance analysis reveals the advantages of the proposed methods.
文摘This paper mainly uses the method of numerical simulation, and study thermal insulation and energy saving characteristics on the exterior walls of the building and analyze the optimal layout scheme of building exterior wall and thermal insulation system. Finally, the paper study optimal thickness of insulation materials. The paper elaborate scheme of the existing building energy-saving for exterior wall and the scope of application, the system structure and the construction technology. The results showed that: extruded benzene board that can be used for exterior insulation, frame structure filled with wall preferred ceramsite hollow block. The paper can provides reference selection of insulation for building external wall energy-saving transformation scheme.
基金supported by the National Natural Science Foundation of China under Grant Nos.71501050 and 71231008the National Science Foundation of Guangdong Province of China under Grant No.2014A030310195+1 种基金Guangdong Natural Science for Research Team under Grant No.2014A030312003Chinese Scholarship Council under Grant No.201508440324
文摘This paper considers a proportional reinsurance-investment problem and an excess-of-loss reinsurance-investment problem for an insurer,where price processes of the risky assets and wealth process of the insurer are both described by Markovian regime switching.The target of the insurer is assumed to maximize the expected exponential utility from her terminal wealth with a state-dependent utility function.By employing the dynamic programming approach,the optimal value functions and the optimal reinsurance-investment strategies are derived.In addition,the impact of some parameters on the optimal strategies and the optimal value functions is analyzed,and lots of interesting results are discovered,such as the conclusion that excess-of-loss reinsurance is better than proportional reinsurance is not held in the regime-switching jump-diffusion model.
基金supported by Hunan Provincial Natural Science Foundation of China(Grant No.14JJ2069)National Natural Science Foundation of China(Grant Nos.6127229411171101 and11371301)
文摘We consider the compound binomial model in a Markovian environment presented by Cossette et al.(2004). We modify the model via assuming that the company receives interest on the surplus and a positive real-valued premium per unit time, and introducing a control strategy of periodic dividend payments. A Markov decision problem arises and the control objective is to maximize the cumulative expected discounted dividends paid to the shareholders until ruin minus a discounted penalty for ruin. We show that under the absence of a ceiling of dividend rates the optimal strategy is a conditional band strategy given the current state of the environment process. Under the presence of a ceiling for dividend rates, the character of the optimal control strategy is given. In addition, we offer an algorithm for the optimal strategy and the optimal value function.Numerical results are provided to illustrate the algorithm and the impact of the penalty.
基金supported by the Natural Science Foundation of China(Grant No. 51136001)the Tsinghua University Initiative Scientific Research Program
文摘The one-stream hybrid thermal network is analyzed and discussed based on the entransy theory,and the results are compared with those from the entropy generation optimization.The theoretical analysis indicates that the minimum heat-flow-weighted temperature of the thermal networks corresponds to the minimum entransy dissipation rate and the minimum thermal resistance.For a simple hybrid thermal network consisting of three thermal components,the expression of entransy dissipation is conducted,and the heat transfer area and the mass flow rate are calculated and optimized.The optimal results are obtained in order to minimize the entransy dissipation and the thermal resistance.The optimal results are calculated for various combinations,such as series connection,parallel connection and other hybrid connections.The numerical results are in accordance with the theoretical analysis.Both the theoretical analysis and the numerical results show that the minimum entransy dissipation and the minimum thermal resistance correspond to the minimum heat-flow-weighted temperature of the thermal networks while the minimum entropy generation does not.
文摘This paper discusses a search problem for a Helix target motion in which any information of the target position is not available to the searchers. There exist three searchers start searching for the target from the origin. The purpose of this paper is to formulate a search model and finds the conditions under which the expected value of the first meeting time between one of the searchers and the target is finite. Also, the existence of the optimal search plan that minimizes the expected value of the first meeting time is shown. Furthermore,this optimal search plan is found. The effectiveness of this method is illustrated by using an example with numerical results.
基金supported by the National Basic Research Program of China under Grant No. 2006CB705500the National Natural Science Foundation of China under Grant No. 0631001+1 种基金the Program for Changjiang Scholars and Innovative Research Team in University Volvo Research and Educational Foundations
文摘By handling the travel cost function artfully, the authors formulate the transportation mixed network design problem (MNDP) as a mixed-integer, nonlinear bilevel programming problem, in which the lower-level problem, comparing with that of conventional bilevel DNDP models, is not a side constrained user equilibrium assignment problem, but a standard user equilibrium assignment problem. Then, the bilevel programming model for MNDP is reformulated as a continuous version of bilevel programming problem by the continuation method. By virtue of the optimal-value function, the lower-level assignment problem can be expressed as a nonlinear equality constraint. Therefore, the bilevel programming model for MNDP can be transformed into an equivalent single-level optimization problem. By exploring the inherent nature of the MNDP, the optimal-value function for the lower- level equilibrium assignment problem is proved to be continuously differentiable and its functional value and gradient can be obtained efficiently. Thus, a continuously differentiable but still nonconvex optimization formulation of the MNDP is created, and then a locally convergent algorithm is proposed by applying penalty function method. The inner loop of solving the subproblem is mainly to implement an Ml-or-nothing assignment. Finally, a small-scale transportation network and a large-scale network are presented to verify the proposed model and algorithm.
基金Acknowledgments The authors would like to thank the editor and the referee for constructive comments which significantly improves this paper. In addition, this work was supported by the National Natural Science Foundation of China (No. 11471243).
文摘Based on literature [J. Q. Li, Z. E. Ma and F. Q. Zhang, Stability analysis for an epidemic model with stage structure, J. Appl. Math. Comput. 9 (2008) 1672-1679], incorporating the recovery of the infected population with the length of the infectious periods, a modified epidemic disease SIS model with delay and stage was investigated. First, the criteria keeping stability with delay were given. Next, in order to lower the level of the infected individuals and minimize the cost of treatment, mixed, early and late therapeutic strategies were introduced into our model, respectively. Then we investigated the existence and uniqueness of optimal controls. And then, we expressed the unique optimal control in terms of the solution of the optimality systems. Finally, by numerical simulations, several important results were acquired: (1) The terminal time influenced the early optimal control largely. In detail, for a shorter terminal time it was optimal to initiate treatment with maximal effort at the start of the epidemic and continue treatment with maximal effort until the switch time was arrived. But for a longer terminal time, the maximal treatment effort need not be a prerequisite at the start or end of the epidemic but it was obligatory at the metaphase of the epidemic. (2) For our SIS model, minimizing the total infectious burden of the disease can be achieved by only early optimal treatment tactics. (3) For a disease with a shorter infectious period time,more cost would be spent to control the disease in order to achieve the optimal control objective. Otherwise, a relative lower cost would be to control the disease with a longer infectious period.
基金supported by the National Postdoctoral Science Foundation of China (Grants No. 20110491873)the Foundation of State Key Laboratory of Astronautic Dynamics (Grants No. 2011ADL-DW0201)
文摘Trajectory optimization and simulation is performed for Venus round trip (VeRT) mission using solar sail propulsion. Solar gravity is included but atmospheric drag and shadowing effects are neglected in the planet-centered escape and capture stages. The spacecraft starts from the Geostationary orbit (GEt) at a predetermined time to prepare a good initial condition for the Earth-Venus transfer, although the launch window is not an issue for spacecraft with solar sails. The Earth-Venus phase and the return trip are divided into three segments. Two methods are adopted to maintain the mission trajectory for the VeRT mis- sion and then compared through a numerical simulation. According to the first approach, Planet-centered and heliocentric ma- neuvers are modeled using a set of blended analytical control laws instead of the optimal control techniques. The second pro- cedure is the Direct Attitude Angle Optimization in which the attitude angles of the solar sail are adopted as the optimization variables during the heliocentric transfer. Although neither of the two methods guarantees a globally optimal trajectory, they are more efficient and will produce a near-optimal solution if employed properly. The second method has produced a better result for the minimum-time transfer of the VeRT mission demonstrating the effectiveness of the methods in the preliminary design of the complex optimal interplanetary orbit transfers.
基金supported by the Science Foundation of Aeronautics of China (No.20090853014)
文摘The relationships among the proportions of the neon dual isotopes ratio, scale factor corrections (SFCs), light intensities, environmental magnetic field and magnetic zero drift are discussed in detail by numerical simulations. The results show that the unification of the optimal operating point (OP) and the frequency stabilization operating point (FSP) is achievable by adjusting the proportions of neon dual isotopes accurately and tuning the cavity length with frequency stabilization system exactly. In that case, the left-rotation and right-rotation gyros can obtain the same SFC, which can decrease the magnetic sensitivity of the laser gyro efficiently. The Zeeman effect zero drift and the Faraday bias zero drift are both reduced by two orders of magnitude, while the magnetic shielding requirement of laser tube is decreased by 1-2 orders of magnitude.