MATHEMATICAL PROGRAMS WITH SYSTEM OF GENERALIZED VECTOR QUASI-EQUILIBRIUM CONSTRAINTS IN FC-SPACES

In this article, four new classes of systems of generalized vector quasi-equilibrium problems are introduced and studied in FC-spaces without convexity structure. The notions of Ci（x）-FC-partially diagonally quasiconvex, Ci（x）-FC-quasiconvex, and Ci（x）-FC- quasiconvex-like for set-valued mappings are also introduced in FC-spaces. By applying these notions and a maximal element theorem, the nonemptyness and compactness of solution sets for four classes of systems of generalized vector quasi-equilibrium problems are proved in noncompact FC-spaces. As applications, some new existence theorems of solutions for mathematical programs with system of generalized vector quasi-equilibrium constraints are obtained in FC-spaces. These results improve and generalize some recent known results in literature.

An SQP algorithm for mathematical programs with nonlinear complementarity constraints

In this paper, we describe a successive approximation and smooth sequential quadratic programming （SQP） method for mathematical programs with nonlinear complementarity constraints （MPCC）. We introduce a class of smooth programs to approximate the MPCC. Using an 11 penalty function, the line search assures global convergence, while the superlinear convergence rate is shown under the strictly complementary and second-order sufficient conditions. Moreover, we prove that the current iterated point is an exact stationary point of the mathematical programs with equilibrium constraints （MPEC） when the algorithm terminates finitely.

Superlinear Convergence of a Smooth Approximation Method for Mathematical Programs with Nonlinear Complementarity Constraints

Mathematical programs with complementarity constraints(MPCC) is an important subclass of MPEC.It is a natural way to solve MPCC by constructing a suitable approximation of the primal problem.In this paper,we propose a new smoothing method for MPCC by using the aggregation technique.A new SQP algorithm for solving the MPCC problem is presented.At each iteration,the master direction is computed by solving a quadratic program,and the revised direction for avoiding the Maratos effect is generated by an explicit formula.As the non-degeneracy condition holds and the smoothing parameter tends to zero,the proposed SQP algorithm converges globally to an S-stationary point of the MPEC problem,its convergence rate is superlinear.Some preliminary numerical results are reported.

A new smoothing technique for mathematical programs with equilibrium constraints

A kind of mathematical programs with equilibrium constraints （MPEC） is studied. By using the idea of successive approximation, a smoothing nonlinear programming, which is equivalent to the MPEC problem, is proposed. Thereby, it is ensured that some classical optimization methods can be applied for the MPEC problem. In the end, two algorithm models are proposed with the detail analysis of the global convergence.

Accelerating Factor Xa inhibitor discovery with a de novo drug design pipeline

Small-molecule drugs are essential for maintaining human health. The objective of this study is to identify a molecule that can inhibit the Factor Xa protein and be easily procured. An optimization-based de novo drug design framework, Drug CAMD, that integrates a deep learning model with a mixed-integer nonlinear programming model is used for designing drug candidates. Within this framework, a virtual chemical library is specifically tailored to inhibit Factor Xa. To further filter and narrow down the lead compounds from the designed compounds, comprehensive approaches involving molecular docking,binding pose metadynamics(BPMD), binding free energy calculations, and enzyme activity inhibition analysis are utilized. To maximize efficiency in terms of time and resources, molecules for in vitro activity testing are initially selected from commercially available portions of customized virtual chemical libraries. In vitro studies assessing inhibitor activities have confirmed that the compound EN300-331859shows potential Factor Xa inhibition, with an IC_(50)value of 34.57 μmol·L^(-1). Through in silico molecular docking and BPMD, the most plausible binding pose for the EN300-331859-Factor Xa complex are identified. The estimated binding free energy values correlate well with the results obtained from biological assays. Consequently, EN300-331859 is identified as a novel and effective sub-micromolar inhibitor of Factor Xa.

Combining reinforcement learning with mathematical programming:An approach for optimal design of heat exchanger networks

Heat integration is important for energy-saving in the process industry.It is linked to the persistently challenging task of optimal design of heat exchanger networks(HEN).Due to the inherent highly nonconvex nonlinear and combinatorial nature of the HEN problem,it is not easy to find solutions of high quality for large-scale problems.The reinforcement learning(RL)method,which learns strategies through ongoing exploration and exploitation,reveals advantages in such area.However,due to the complexity of the HEN design problem,the RL method for HEN should be dedicated and designed.A hybrid strategy combining RL with mathematical programming is proposed to take better advantage of both methods.An insightful state representation of the HEN structure as well as a customized reward function is introduced.A Q-learning algorithm is applied to update the HEN structure using theε-greedy strategy.Better results are obtained from three literature cases of different scales.

Consistent and Accurate TDOA Localization in Dynamic NLOS Environments via Prior Information Independent Estimation

In the time-difference-of-arrival(TDOA)localization,robust least squares(LS)problems solved by mathematical programming were proven to be superior in mitigating the effects of non-line-of-sight(NLOS)propagation.However,the existing algorithms still suffer from two disadvantages:1)The algorithms strongly depend on prior information;2)The approaches do not satisfy the mean square error(MSE)optimal criterion of the measurement noise.To tackle the troubles,we first formulate an MSE minimization model for measurement noise by taking the source and the NLOS biases as variables.To obtain stable solutions,we introduce a penalty function to avoid abnormal estimates.We further tackle the nonconvex locating problem with semidefinite relaxation techniques.Finally,we incorporate mixed constraints and variable information to improve the estimation accuracy.Simulations and experiments show that the proposed method achieves consistent performance and good accuracy in dynamic NLOS environments.

Dimension-down iterative algorithm for the mixed transportation network design problem

An optimal dimension-down iterative algorithm （DDIA） is proposed for solving a mixed （continuous/ discrete） transportation network design problem （MNDP）, which is generally expressed as a mathematical programming with equilibrium constraints （MPEC）. The upper level of the MNDP aims to optimize the network performance via both the expansion of existing links and the addition of new candidate links, whereas the lower level is a traditional Wardrop user equilibrium （UE） model. The idea of the proposed DDIA is to reduce the dimensions of the problem. A group of variables （discrete/continuous） are fixed to altemately optimize another group of variables （continuous/discrete）. Some continuous network design problems （CNDPs） and discrete network design problems （DNDPs） are solved repeatedly until the optimal solution is obtained. A numerical example is given to demonstrate the efficiency of the proposed algorithm.

Fuzzy data envelopment analysis approach based on sample decision making units

The conventional data envelopment analysis （DEA） measures the relative efficiencies of a set of decision making units with exact values of inputs and outputs. In real-world prob- lems, however, inputs and outputs typically have some levels of fuzziness. To analyze a decision making unit （DMU） with fuzzy input/output data, previous studies provided the fuzzy DEA model and proposed an associated evaluating approach. Nonetheless, numerous deficiencies must still be improved, including the α- cut approaches, types of fuzzy numbers, and ranking techniques. Moreover, a fuzzy sample DMU still cannot be evaluated for the Fuzzy DEA model. Therefore, this paper proposes a fuzzy DEA model based on sample decision making unit （FSDEA）. Five eval- uation approaches and the related algorithm and ranking methods are provided to test the fuzzy sample DMU of the FSDEA model. A numerical experiment is used to demonstrate and compare the results with those obtained using alternative approaches.

Primary logistics planning of oil products under the imbalance of supply and demand

This paper intends to complete the primary logistics planning of oil products under the imbalance of supply and demand. An integrated mathematical programming model is developed to simultaneously find the balance between supply and demand, and optimize the logistics scheme. The model takes minimum logistics cost and resource adjustment cost as the objective function, and takes supply and demand capacity, transportation capacity, mass balance, and resource adjustment rules as constraints.Three adjustment rules are considered in the model, including resource adjustment within oil suppliers,within oil consumers, and between oil consumers. The model is tested on a large-scale primary logistics of a state-owned petroleum enterprise, involving 37 affiliated refineries, 31 procurement departments,286 market depots and dedicated consumers. After the unified optimization, the supply and demand imbalance is eased by 97% and the total cost is saved by 7%, which proves the effectiveness and applicability of the proposed model.

Energy and Water Optimization in Biofuel Plants

In this paper we address the topic of energy and water optimization in the production of bioethanol from corn and switchgrass. We show that in order for these manufacturing processes to be attractive,there is a need to go beyond traditional heat integration and water recycling techniques. Thus,we propose a strategy based on mathe-matical programming techniques to model and optimize the structure of the processes,and perform heat integration including the use of multi-effect distillation columns and integrated water networks to show that the energy effi-ciency and water consumption in bioethanol plants can be significantly improved. Specifically,under some circum-stances energy can even be produced and the water consumption can be reduced below the values required for the production of gasoline.

SVM CLASSIFICATION:ITS CONTENTS AND CHALLENGES

SVM (support vector machines) have become an increasingly popular tool for machine learning tasks involving classification,regression or novelty detection.In particular,they exhibit good generalization performance on many real issues and the approach is properly motivated theoretically.There are relatively a few free parameters to adjust and the architecture of the learning machine does not need to be found by experimentation.In this paper,survey of the key contents on this subject,focusing on the most well-known models based on kernel substitution,namely SVM,as well as the activated fields at present and the development tendency,is presented.

Integrating Conjugate Gradients Into Evolutionary Algorithms for Large-Scale Continuous Multi-Objective Optimization

Large-scale multi-objective optimization problems(LSMOPs)pose challenges to existing optimizers since a set of well-converged and diverse solutions should be found in huge search spaces.While evolutionary algorithms are good at solving small-scale multi-objective optimization problems,they are criticized for low efficiency in converging to the optimums of LSMOPs.By contrast,mathematical programming methods offer fast convergence speed on large-scale single-objective optimization problems,but they have difficulties in finding diverse solutions for LSMOPs.Currently,how to integrate evolutionary algorithms with mathematical programming methods to solve LSMOPs remains unexplored.In this paper,a hybrid algorithm is tailored for LSMOPs by coupling differential evolution and a conjugate gradient method.On the one hand,conjugate gradients and differential evolution are used to update different decision variables of a set of solutions,where the former drives the solutions to quickly converge towards the Pareto front and the latter promotes the diversity of the solutions to cover the whole Pareto front.On the other hand,objective decomposition strategy of evolutionary multi-objective optimization is used to differentiate the conjugate gradients of solutions,and the line search strategy of mathematical programming is used to ensure the higher quality of each offspring than its parent.In comparison with state-of-the-art evolutionary algorithms,mathematical programming methods,and hybrid algorithms,the proposed algorithm exhibits better convergence and diversity performance on a variety of benchmark and real-world LSMOPs.

NEW SYSTEMS OF GENERALIZED QUASI-VARIATIONAL INCLUSIONS IN FC-SPACES AND APPLICATIONS

In this paper, we study some new systems of generalized quasi-variational inclusion problems in FC-spaces without convexity structure.By applying an existence theorem of maximal elements of set-valued mappings due to the author, some new existence theorems of solutions for the systems of generalized quasi-variational inclusion problems are proved in noncompact FC-spaces. As applications, some existence results of solutions for the system of quasi-optimization problems and mathematical programs with the systems of generalized quasi-variational inclusion constraints are obtained in FC-spaces.

A Novel Stackelberg-Game-Based Energy Storage Sharing Scheme Under Demand Charge

Demand response(DR)using shared energy storage systems(ESSs)is an appealing method to save electricity bills for users under demand charge and time-of-use(TOU)price.A novel Stackelberg-game-based ESS sharing scheme is proposed and analyzed in this study.In this scheme,the interactions between selfish users and an operator are characterized as a Stackelberg game.Operator holds a large-scale ESS that is shared among users in the form of energy transactions.It sells energy to users and sets the selling price first.It maximizes its profit through optimal pricing and ESS dispatching.Users purchase some energy from operator for the reduction of their demand charges after operator's selling price is announced.This game-theoretic ESS sharing scheme is characterized and analyzed by formulating and solving a bi-level optimization model.The upper-level optimization maximizes operator's profit and the lower-level optimization minimizes users'costs.The bi-level model is transformed and linearized into a mixed-integer linear programming(MILP)model using the mathematical programming with equilibrium constraints(MPEC)method and model linearizing techniques.Case studies with actual data are carried out to explore the economic performances of the proposed ESS sharing scheme.

Double weight determination method for experts of complex multi-attribute large-group decision-making in interval-valued intuitionistic fuzzy environment

The systematic clustering analysis based weight determination methods are suitable for the experts of complex multi-attribute large-group decision-making (CMALGDM) in interval-valued intuitionistic fuzzy environment. However, these methods mainly have two shortcomings: they do not consider the consistency of the experts in each aggregation; the aggregation weights are often determined simply by the 'majority principle', and neglect the quantity of information provided by the holistic aggregation, leading to decision biases. Hence, a double weight determination method for experts is proposed to solve these problems. As for the first shortcoming, a mathematical programming model is used to solve for the optimal expert weights within each aggregation, ensuring consistency in the overall preferences of the aggregations. As for the second shortcoming, we propose a modification of the aggregation weights based on the information entropy, which fully considers both the number of experts and the amount of information provided by the holistic aggregation. With the proposed method, the final expert weights are determined more rigorously and objectively. The feasibility of the proposed method is investigated through an illustrative example. © 1990-2011 Beijing Institute of Aerospace Information.

A Partial Parallel Airport Gate Assignment Supported by a Knowledge－based System Combined with Mathematical Programming

The gate assignment at an airport is one of the major activities in airport operations.With the increase of passenger traffic volumes and the number of flights, the complexity of this task and the factors to be considered have increased significantly, and an efficient gate utilizationhas received considerable attention. For overcoming the shortcomings of previous gate assignmentapproaches, this paper presents a partial parallel gate assignment approach, by which more factorsconcerning aircraft and gates can be collsidered at the same time. This paper also presents themethod of using a knowledge-based system combined with a mathematical programming method forgetting an optimized feasible assignment solution. By this way, it is more easily to get the solutionthat satisfies both the static and dynamic situations,and thus it may adapt well to meet the needsof actual use to rea-time operations. An experimental prototype has been implemented, and a casestudy is presented at the end of the paper.

Hierarchical On-line Scheduling of Multiproduct Batch Plants with a Combined Approach of Mathematical Programming and Genetic Algorithm

In this contribution we present an online scheduling algorithm for a real world multiproduct batch plant. The overall mixed integer nonlinear programming (MINLP) problem is hierarchically structured into a mixed integer linear programming (MILP) problem first and then a reduced dimensional MINLP problem, which are optimized by mathematical programming (MP) and genetic algorithm (GA) respectively. The basis idea relies on combining MP with GA to exploit their complementary capacity. The key features of the hierarchical model are explained and illustrated with some real world cases from the multiproduct batch plants.

MATHEMATICAL PROGRAMMING ANALYSIS OF BILINEAR RHEOLOGICAL LUBRICATION MECHANICS

Bilinear theological lubrication mechanics provides an important basis for the designs of re- cently developed electrorheological(ER)'smart'journal bearings and those lubricated by mixed fluid-solid lubri- cants.But there is not yet a reliable and efficient numerical method for such a problem of non-Newtonian flu- id mechanics.In the present paper,a finite element method(FEM)together with mat hematical programming solution is successfully used to solve such a problem.A reliable and generalized numerical method for the designs of electrorheological 'smart' journal bearings and the bearings lubricated by mixed fluid- solid lubri- cant is presented.

A Model for Analyzing the Transshipment Competition Relationship Between the Port of Hong Kong and the Port of Kaohsiung

The transshipment is an important issue in the current marine transportation. This paper constructed a mathematical programming model to elaborate the transshipment port selection for the shipping company. This model is tested by the data collected from the ports of Hong Kong and Kaohsiung. The results show that this model can be used to explain the transshipment competition relationship between the ports of Hong Kong and Kaohsiung well. A sensitivity analysis was also executed. The sensitivity analysis results showed that both the port of Hong Kong and Kaohsiung should decrease the charges of port and increase the effi- ciency of loading and discharging. Based on the sensitivity analysis results, some interesting conclusions and helpful suggestions were obtained for the managers of the ports of Hong Kong and Kaohsiung to improve their port management.