In this paper, a branch-and-bound method for solving multi-dimensional quadratic 0-1 knapsack problems was studied. The method was based on the Lagrangian relaxation and the surrogate constraint technique for finding ...In this paper, a branch-and-bound method for solving multi-dimensional quadratic 0-1 knapsack problems was studied. The method was based on the Lagrangian relaxation and the surrogate constraint technique for finding feasible solutions. The Lagrangian relaxations were solved with the maximum-flow algorithm and the Lagrangian bounds was determined with the outer approximation method. Computational results show the efficiency of the proposed method for multi-dimensional quadratic 0-1 knapsack problems.展开更多
In this paper, a new branch-and-bound algorithm based on the Lagrangian dual relaxation and continuous relaxation is proposed for discrete multi-factor portfolio selection model with roundlot restriction in financial ...In this paper, a new branch-and-bound algorithm based on the Lagrangian dual relaxation and continuous relaxation is proposed for discrete multi-factor portfolio selection model with roundlot restriction in financial optimization. This discrete portfolio model is of integer quadratic programming problems. The separable structure of the model is investigated by using Lagrangian relaxation and dual search. Computational results show that the algorithm is capable of solving real-world portfolio problems with data from US stock market and randomly generated test problems with up to 120 securities.展开更多
As a highly efficient production method, the technique of multi-branch horizontal well is widely used in low permeability reservoirs, heavy oil reservoirs, shallow layer reservoirs and multi-layer reservoirs, because ...As a highly efficient production method, the technique of multi-branch horizontal well is widely used in low permeability reservoirs, heavy oil reservoirs, shallow layer reservoirs and multi-layer reservoirs, because it can significantly improve the productivity of a single well, inhibit coning and enhance oil recovery. Study on sweep efficiency and parameters optimization of multi-branch horizontal well is at the leading edge of research. Therefore, the study is important for enhancing oil recovery and integral exploitation benefit of oil fields. In many applications, streamline simulation shows particular advantages over finite-difference simulation. With the advantages of streamline simulation such as its ability to display paths of fluid flow and acceleration factor in simulation, the flooding process is more visual. The communication between wells and flooding area has been represented appropriately. This method has been applied to the XS9 reservoir in Daqing Oilfield. The production history of this reservoir is about 10 years. The reservoir is maintained above bubble point so that the simulation meets the slight compressibility assumption. New horizontal wells are drilled following this rule.展开更多
According to characteristic of hydroforming of parallel multi-branch tubes,multi-objective problems were transformed to single objective problem of relational grade comparison by grey system theory.Two different objec...According to characteristic of hydroforming of parallel multi-branch tubes,multi-objective problems were transformed to single objective problem of relational grade comparison by grey system theory.Two different objectives were selected,according to the principle that process parameters were optimal which of grey relational grade were maximum,the optimal loading parameters under different objective condition were obtained,and loading paths were optimized.The results indicated that parallel multi-branch tubes hydroformed under loading paths optimized by grey system theory could meet with the requirement that objective was optimal.And the optimal loading paths under different objectives were different,and the appropriate objective should be selected according to forming characteristic.展开更多
基金Project supported by the National Natural Science Foundation of China （Grant No.10571116）
文摘In this paper, a branch-and-bound method for solving multi-dimensional quadratic 0-1 knapsack problems was studied. The method was based on the Lagrangian relaxation and the surrogate constraint technique for finding feasible solutions. The Lagrangian relaxations were solved with the maximum-flow algorithm and the Lagrangian bounds was determined with the outer approximation method. Computational results show the efficiency of the proposed method for multi-dimensional quadratic 0-1 knapsack problems.
基金Project supported by the National Natural Science Foundation of China （Grant Nos.70518001. 70671064）
文摘In this paper, a new branch-and-bound algorithm based on the Lagrangian dual relaxation and continuous relaxation is proposed for discrete multi-factor portfolio selection model with roundlot restriction in financial optimization. This discrete portfolio model is of integer quadratic programming problems. The separable structure of the model is investigated by using Lagrangian relaxation and dual search. Computational results show that the algorithm is capable of solving real-world portfolio problems with data from US stock market and randomly generated test problems with up to 120 securities.
文摘As a highly efficient production method, the technique of multi-branch horizontal well is widely used in low permeability reservoirs, heavy oil reservoirs, shallow layer reservoirs and multi-layer reservoirs, because it can significantly improve the productivity of a single well, inhibit coning and enhance oil recovery. Study on sweep efficiency and parameters optimization of multi-branch horizontal well is at the leading edge of research. Therefore, the study is important for enhancing oil recovery and integral exploitation benefit of oil fields. In many applications, streamline simulation shows particular advantages over finite-difference simulation. With the advantages of streamline simulation such as its ability to display paths of fluid flow and acceleration factor in simulation, the flooding process is more visual. The communication between wells and flooding area has been represented appropriately. This method has been applied to the XS9 reservoir in Daqing Oilfield. The production history of this reservoir is about 10 years. The reservoir is maintained above bubble point so that the simulation meets the slight compressibility assumption. New horizontal wells are drilled following this rule.
基金Sponsored by the National Natural Science Foundation of China(Grant No.U0934006)
文摘According to characteristic of hydroforming of parallel multi-branch tubes,multi-objective problems were transformed to single objective problem of relational grade comparison by grey system theory.Two different objectives were selected,according to the principle that process parameters were optimal which of grey relational grade were maximum,the optimal loading parameters under different objective condition were obtained,and loading paths were optimized.The results indicated that parallel multi-branch tubes hydroformed under loading paths optimized by grey system theory could meet with the requirement that objective was optimal.And the optimal loading paths under different objectives were different,and the appropriate objective should be selected according to forming characteristic.
