In the past two decades, short-term scheduling of multipurpose batch plants has received significant attention. Most scheduling problems are modeled using either state-task-network or resource-task-network(RTN) proces...In the past two decades, short-term scheduling of multipurpose batch plants has received significant attention. Most scheduling problems are modeled using either state-task-network or resource-task-network(RTN) process representation. In this paper, an improved mixed integer linear programming model for short-term schedul-ing of multipurpose batch plants under maximization of profit is proposed based on RTN representation and unit-specific events. To solve the model, a hybrid algorithm based on line-up competition algorithm and linear programming is presented. The proposed model and hybrid algorithm are applied to two benchmark examples in literature. The simulation results show that the proposed model and hybrid algorithm are effective for short-term scheduling of multipurpose batch plants.展开更多
To improve the operational efficiency of global optimization in engineering, Kriging model was established to simplify the mathematical model for calculations. Ducted coaxial-rotors aircraft was taken as an example an...To improve the operational efficiency of global optimization in engineering, Kriging model was established to simplify the mathematical model for calculations. Ducted coaxial-rotors aircraft was taken as an example and Fluent software was applied to the virtual prototype simulations. Through simulation sample points, the total lift of the ducted coaxial-rotors aircraft was obtained. The Kriging model was then constructed, and the function was fitted. Improved particle swarm optimization(PSO) was also utilized for the global optimization of the Kriging model of the ducted coaxial-rotors aircraft for the determination of optimized global coordinates. Finally, the optimized results were simulated by Fluent. The results show that the Kriging model and the improved PSO algorithm significantly improve the lift performance of ducted coaxial-rotors aircraft and computer operational efficiency.展开更多
This paper proposes a multi-period portfolio investment model with class constraints, transaction cost, and indivisible securities. When an investor joins the securities market for the first time, he should decide on ...This paper proposes a multi-period portfolio investment model with class constraints, transaction cost, and indivisible securities. When an investor joins the securities market for the first time, he should decide on portfolio investment based on the practical conditions of securities market. In addition, investors should adjust the portfolio according to market changes, changing or not changing the category of risky securities. Markowitz meanvariance approach is applied to the multi-period portfolio selection problems. Because the sub-models are optimal mixed integer program, whose objective function is not unimodal and feasible set is with a particular structure, traditional optimization method usually fails to find a globally optimal solution. So this paper employs the hybrid genetic algorithm to solve the problem. Investment policies that accord with finance market and are easy to operate for investors are put forward with an illustration of application.展开更多
基金Supported by the National Natural Science Foundation of China(21376185)the Fundamental Research Funds for the Central Universities(WUT:2013-IV-032)
文摘In the past two decades, short-term scheduling of multipurpose batch plants has received significant attention. Most scheduling problems are modeled using either state-task-network or resource-task-network(RTN) process representation. In this paper, an improved mixed integer linear programming model for short-term schedul-ing of multipurpose batch plants under maximization of profit is proposed based on RTN representation and unit-specific events. To solve the model, a hybrid algorithm based on line-up competition algorithm and linear programming is presented. The proposed model and hybrid algorithm are applied to two benchmark examples in literature. The simulation results show that the proposed model and hybrid algorithm are effective for short-term scheduling of multipurpose batch plants.
基金Project(2013AA063903)supported by High-tech Research and Development Program of China
文摘To improve the operational efficiency of global optimization in engineering, Kriging model was established to simplify the mathematical model for calculations. Ducted coaxial-rotors aircraft was taken as an example and Fluent software was applied to the virtual prototype simulations. Through simulation sample points, the total lift of the ducted coaxial-rotors aircraft was obtained. The Kriging model was then constructed, and the function was fitted. Improved particle swarm optimization(PSO) was also utilized for the global optimization of the Kriging model of the ducted coaxial-rotors aircraft for the determination of optimized global coordinates. Finally, the optimized results were simulated by Fluent. The results show that the Kriging model and the improved PSO algorithm significantly improve the lift performance of ducted coaxial-rotors aircraft and computer operational efficiency.
基金Supported by Natural Science Foundation of Tianjin (No 09JCYBJC01800, No07JCYBJC05200)Application Mathematic Center of Liu Hui, Nankai University and Tianjin University (No2001T08)
文摘This paper proposes a multi-period portfolio investment model with class constraints, transaction cost, and indivisible securities. When an investor joins the securities market for the first time, he should decide on portfolio investment based on the practical conditions of securities market. In addition, investors should adjust the portfolio according to market changes, changing or not changing the category of risky securities. Markowitz meanvariance approach is applied to the multi-period portfolio selection problems. Because the sub-models are optimal mixed integer program, whose objective function is not unimodal and feasible set is with a particular structure, traditional optimization method usually fails to find a globally optimal solution. So this paper employs the hybrid genetic algorithm to solve the problem. Investment policies that accord with finance market and are easy to operate for investors are put forward with an illustration of application.
