Aircraft designers strive to achieve optimal weight-reliability tradeoffs while designing an aircraft. Since aircraft wing skins account for more than fifty percent of their structural weight, aircraft wings must be d...Aircraft designers strive to achieve optimal weight-reliability tradeoffs while designing an aircraft. Since aircraft wing skins account for more than fifty percent of their structural weight, aircraft wings must be designed with utmost care and attention in terms of material types and thickness configurations. In particular, the selection of thickness at each location of the aircraft wing skin is the most consequential task for aircraft designers. To accomplish this, we present discrete mathematical programming models to obtain optimal thicknesses either to minimize weight or to maximize reliability. We present theoretical results for the decomposition of these discrete mathematical programming models to reduce computer memory requirements and facilitate the use of dynamic programming for design purposes. In particular, a decomposed version of the weight minimization problem is solved for an aircraft wing with thirty locations (or panels) and fourteen thickness choices for each location to yield an optimal minimum weight design.展开更多
A light and reliable aircraft has been the major goal of aircraft designers. It is imperative to design the aircraft wing skins as efficiently as possible since the wing skins comprise more than fifty percent of the s...A light and reliable aircraft has been the major goal of aircraft designers. It is imperative to design the aircraft wing skins as efficiently as possible since the wing skins comprise more than fifty percent of the structural weight of the aircraft wing. The aircraft wing skin consists of many different types of material and thickness configurations at various locations. Selecting a thickness for each location is perhaps the most significant design task. In this paper, we formulate discrete mathematical programming models to determine the optimal thicknesses for three different criteria: maximize reliability, minimize weight, and achieve a trade-off between maximizing reliability and minimizing weight. These three model formulations are generalized discrete resource-allocation problems, which lend themselves well to the dynamic programming approach. Consequently, we use the dynamic programming method to solve these model formulations. To illustrate our approach, an example is solved in which dynamic programming yields a minimum weight design as well as a trade-off curve for weight versus reliability for an aircraft wing with thirty locations (or panels) and fourteen thickness choices for each location.展开更多
More accurate and reliable estimation of residual strength friction angle(/r)of clay is crucial in many geotechnical engineering applications,including riverbank stability analysis,design,and assessment of earthen dam...More accurate and reliable estimation of residual strength friction angle(/r)of clay is crucial in many geotechnical engineering applications,including riverbank stability analysis,design,and assessment of earthen dam slope stabilities.However,a general predictive equation for/r,with applicability in a wide range of effective parameters,remains an important research gap.The goal of this study is to develop a more accurate equation for/r using the Pareto Optimal Multi-gene Genetic Programming(POMGGP)approach by evaluating a comprehensive dataset of 290 experiments compiled from published literature databases worldwide.A new framework for integrated equation derivation proposed that hybridizes the Subset Selection of Maximum Dissimilarity Method(SSMD)with Multi-gene Genetic Programming(MGP)and Pareto-optimality(PO)to find an accurate equation for/r with wide range applicability.The final predictive equation resulted from POMGGP modeling was assessed in comparison with some previously published machine learning-based equations using statistical error analysis criteria,Taylor diagram,revised discrepancy ratio(RDR),and scatter plots.Base on the results,the POMGGP has the lowest uncertainty with U95=2.25,when compared with Artificial Neural Network(ANN)(U95=2.3),Bayesian Regularization Neural Network(BRNN)(U95=2.94),Levenberg-Marquardt Neural Network(LMNN)(U95=3.3),and Differential Evolution Neural Network(DENN)(U95=2.37).The more reliable results in estimation of/r derived by POMGGP with reliability 59.3%,and resiliency 60%in comparison with ANN(reliability=30.23%,resiliency=28.33%),BRNN(reliability=10.47%,resiliency=10.39%),LMNN(reliability=19.77%,resiliency=20.29%)and DENN(reliability=27.91%,resiliency=24.19%).Besides the simplicity and ease of application of the new POMGGP equation to a broad range of conditions,using the uncertainty,reliability,and resilience analysis confirmed that the derived equation for/r significantly outperformed other existing machine learning methods,including the ANN,BRNN,LMNN,and DENN equations。展开更多
Suppose that the time series Xt satisfieswhere α0≥δ＞0,αi≥0 for i=1,2,…,q;βi,i=1,…,p, are real numbers; p and q are the order of the model. The sequence {ξt};（0,1） and is independent of {hs,s≤t} for fixed ...Suppose that the time series Xt satisfieswhere α0≥δ＞0,αi≥0 for i=1,2,…,q;βi,i=1,…,p, are real numbers; p and q are the order of the model. The sequence {ξt};（0,1） and is independent of {hs,s≤t} for fixed t. The above model is usually written as AR（p）-ARCH（q）.We consider stationary series AR（p）-ARCH（q） model and assume the stationary field is θ0. We express this statement asH1:α1≥α2…≥αq,β1≥β2≥…≥βp and we consider an order restricted testing problem, which is to testH0:α1=α2=…=αq,β1=β2=…=βpagainst H1-H0. We derive the likelihood ratio （LR） test statistic and its asymptotic distri-展开更多
In this paper, we study a stationary AR（p）-ARCH（q） model with parameter vectors α and β. We propose a method for computing the maximum likelihood estimator （MLE） of parameters under the nonnegative restriction...In this paper, we study a stationary AR（p）-ARCH（q） model with parameter vectors α and β. We propose a method for computing the maximum likelihood estimator （MLE） of parameters under the nonnegative restriction. A similar method is also proposed for the case that the parameters are restricted by a simple order： α1≥α2≥…≥αq and β1≥β2≥…≥βp. The strong consistency of the above two estimators is discussed. Furthermore, we consider the problem of testing homogeneity of parameters against the simple order restriction. We give the likelihood ratio （LR） test statistic for the testing problem and derive its asymptotic null distribution.展开更多
Let be an undirected graph. The maximum cycle packing problem in G then is to find a collection of edge-disjoint cycles C<sub>i</sup>in G such that s is maximum. In general, the maximum cycle packing probl...Let be an undirected graph. The maximum cycle packing problem in G then is to find a collection of edge-disjoint cycles C<sub>i</sup>in G such that s is maximum. In general, the maximum cycle packing problem is NP-hard. In this paper, it is shown for even graphs that if such a collection satisfies the condition that it minimizes the quantityon the set of all edge-disjoint cycle collections, then it is a maximum cycle packing. The paper shows that the determination of such a packing can be solved by a dynamic programming approach. For its solution, an-shortest path procedure on an appropriate acyclic networkis presented. It uses a particular monotonous node potential.展开更多
With the idea of maximum entropy function and penalty function methods, we transform the quadratic programming problem into an unconstrained differentiable optimization problem, discuss the interval extension of the m...With the idea of maximum entropy function and penalty function methods, we transform the quadratic programming problem into an unconstrained differentiable optimization problem, discuss the interval extension of the maximum entropy function, provide the region deletion test rules and design an interval maximum entropy algorithm for quadratic programming problem. The convergence of the method is proved and numerical results are presented. Both theoretical and numerical results show that the method is reliable and efficient.展开更多
This paper is concerned with the relationship between maximum principle and dynamic programming in zero-sum stochastic differential games. Under the assumption that the value function is enough smooth, relations among...This paper is concerned with the relationship between maximum principle and dynamic programming in zero-sum stochastic differential games. Under the assumption that the value function is enough smooth, relations among the adjoint processes, the generalized Hamiltonian function and the value function are given. A portfolio optimization problem under model uncertainty in the financial market is discussed to show the applications of our result.展开更多
On the basis of experimental observations on animals, applications to clinical data on patients and theoretical statistical reasoning, the author developed a com-puter-assisted general mathematical model of the ‘prob...On the basis of experimental observations on animals, applications to clinical data on patients and theoretical statistical reasoning, the author developed a com-puter-assisted general mathematical model of the ‘probacent’-probability equation, Equation (1) and death rate (mortality probability) equation, Equation (2) derivable from Equation (1) that may be applica-ble as a general approximation method to make use-ful predictions of probable outcomes in a variety of biomedical phenomena [1-4]. Equations (1) and (2) contain a constant, γ and c, respectively. In the pre-vious studies, the author used the least maximum- difference principle to determine these constants that were expected to best fit reported data, minimizing the deviation. In this study, the author uses the method of computer-assisted least sum of squares to determine the constants, γ and c in constructing the ‘probacent’-related formulas best fitting the NCHS- reported data on survival probabilities and death rates in the US total adult population for 2001. The results of this study reveal that the method of com-puter-assisted mathematical analysis with the least sum of squares seems to be simple, more accurate, convenient and preferable than the previously used least maximum-difference principle, and better fit-ting the NCHS-reported data on survival probabili-ties and death rates in the US total adult population. The computer program of curved regression for the ‘probacent’-probability and death rate equations may be helpful in research in biomedicine.展开更多
The convergence of the maximum entropy method of nonsmooth semi-infinite programmings is proved, and the stability and the strong stability of the method are discussed.
For coping with the multiple target tracking in the presence of complex time-varying environments and unknown target information, a time resource management scheme based on chance-constraint programming（CCP） employi...For coping with the multiple target tracking in the presence of complex time-varying environments and unknown target information, a time resource management scheme based on chance-constraint programming（CCP） employing fuzzy logic priority is proposed for opportunistic array radar（OAR）. In this scheme,the total beam illuminating time is minimized by effective time resource allocation so that the desired tracking performance is achieved. Meanwhile, owing to the randomness of radar cross section（RCS）, the CCP is used to balance tracking accuracy and time resource conditioned on the specified confidence level. The adaptive fuzzy logic prioritization, imitating the human decision-making process for ranking radar targets, can realize the full potential of radar. The Bayesian Crame ′r-Rao lower bound（BCRLB） provides us with a low bound of localization estimation root-mean-square error（RMSE）, and equally important, it can be calculated predictively. Consequently, it is employed as an optimization criterion for the time resource allocation scheme. The stochastic simulation is integrated into the genetic algorithm（GA） to compose a hybrid intelligent optimization algorithm to solve the CCP optimization problem. The simulation results show that the time resource is saved strikingly and the radar performance is also improved.展开更多
This paper investigates the maximum network through- put for resource-constrained space networks based on the delay and disruption-tolerant networking （DTN） architecture. Specifically, this paper proposes a methodol...This paper investigates the maximum network through- put for resource-constrained space networks based on the delay and disruption-tolerant networking （DTN） architecture. Specifically, this paper proposes a methodology for calculating the maximum network throughput of multiple transmission tasks under storage and delay constraints over a space network. A mixed-integer linear programming （MILP） is formulated to solve this problem. Simula- tions results show that the proposed methodology can successfully calculate the optimal throughput of a space network under storage and delay constraints, as well as a clear, monotonic relationship between end-to-end delay and the maximum network throughput under storage constraints. At the same time, the optimization re- sults shine light on the routing and transport protocol design in space communication, which can be used to obtain the optimal network throughput.展开更多
文摘Aircraft designers strive to achieve optimal weight-reliability tradeoffs while designing an aircraft. Since aircraft wing skins account for more than fifty percent of their structural weight, aircraft wings must be designed with utmost care and attention in terms of material types and thickness configurations. In particular, the selection of thickness at each location of the aircraft wing skin is the most consequential task for aircraft designers. To accomplish this, we present discrete mathematical programming models to obtain optimal thicknesses either to minimize weight or to maximize reliability. We present theoretical results for the decomposition of these discrete mathematical programming models to reduce computer memory requirements and facilitate the use of dynamic programming for design purposes. In particular, a decomposed version of the weight minimization problem is solved for an aircraft wing with thirty locations (or panels) and fourteen thickness choices for each location to yield an optimal minimum weight design.
文摘A light and reliable aircraft has been the major goal of aircraft designers. It is imperative to design the aircraft wing skins as efficiently as possible since the wing skins comprise more than fifty percent of the structural weight of the aircraft wing. The aircraft wing skin consists of many different types of material and thickness configurations at various locations. Selecting a thickness for each location is perhaps the most significant design task. In this paper, we formulate discrete mathematical programming models to determine the optimal thicknesses for three different criteria: maximize reliability, minimize weight, and achieve a trade-off between maximizing reliability and minimizing weight. These three model formulations are generalized discrete resource-allocation problems, which lend themselves well to the dynamic programming approach. Consequently, we use the dynamic programming method to solve these model formulations. To illustrate our approach, an example is solved in which dynamic programming yields a minimum weight design as well as a trade-off curve for weight versus reliability for an aircraft wing with thirty locations (or panels) and fourteen thickness choices for each location.
文摘More accurate and reliable estimation of residual strength friction angle(/r)of clay is crucial in many geotechnical engineering applications,including riverbank stability analysis,design,and assessment of earthen dam slope stabilities.However,a general predictive equation for/r,with applicability in a wide range of effective parameters,remains an important research gap.The goal of this study is to develop a more accurate equation for/r using the Pareto Optimal Multi-gene Genetic Programming(POMGGP)approach by evaluating a comprehensive dataset of 290 experiments compiled from published literature databases worldwide.A new framework for integrated equation derivation proposed that hybridizes the Subset Selection of Maximum Dissimilarity Method(SSMD)with Multi-gene Genetic Programming(MGP)and Pareto-optimality(PO)to find an accurate equation for/r with wide range applicability.The final predictive equation resulted from POMGGP modeling was assessed in comparison with some previously published machine learning-based equations using statistical error analysis criteria,Taylor diagram,revised discrepancy ratio(RDR),and scatter plots.Base on the results,the POMGGP has the lowest uncertainty with U95=2.25,when compared with Artificial Neural Network(ANN)(U95=2.3),Bayesian Regularization Neural Network(BRNN)(U95=2.94),Levenberg-Marquardt Neural Network(LMNN)(U95=3.3),and Differential Evolution Neural Network(DENN)(U95=2.37).The more reliable results in estimation of/r derived by POMGGP with reliability 59.3%,and resiliency 60%in comparison with ANN(reliability=30.23%,resiliency=28.33%),BRNN(reliability=10.47%,resiliency=10.39%),LMNN(reliability=19.77%,resiliency=20.29%)and DENN(reliability=27.91%,resiliency=24.19%).Besides the simplicity and ease of application of the new POMGGP equation to a broad range of conditions,using the uncertainty,reliability,and resilience analysis confirmed that the derived equation for/r significantly outperformed other existing machine learning methods,including the ANN,BRNN,LMNN,and DENN equations。
文摘Suppose that the time series Xt satisfieswhere α0≥δ＞0,αi≥0 for i=1,2,…,q;βi,i=1,…,p, are real numbers; p and q are the order of the model. The sequence {ξt};（0,1） and is independent of {hs,s≤t} for fixed t. The above model is usually written as AR（p）-ARCH（q）.We consider stationary series AR（p）-ARCH（q） model and assume the stationary field is θ0. We express this statement asH1:α1≥α2…≥αq,β1≥β2≥…≥βp and we consider an order restricted testing problem, which is to testH0:α1=α2=…=αq,β1=β2=…=βpagainst H1-H0. We derive the likelihood ratio （LR） test statistic and its asymptotic distri-
文摘In this paper, we study a stationary AR（p）-ARCH（q） model with parameter vectors α and β. We propose a method for computing the maximum likelihood estimator （MLE） of parameters under the nonnegative restriction. A similar method is also proposed for the case that the parameters are restricted by a simple order： α1≥α2≥…≥αq and β1≥β2≥…≥βp. The strong consistency of the above two estimators is discussed. Furthermore, we consider the problem of testing homogeneity of parameters against the simple order restriction. We give the likelihood ratio （LR） test statistic for the testing problem and derive its asymptotic null distribution.
文摘Let be an undirected graph. The maximum cycle packing problem in G then is to find a collection of edge-disjoint cycles C<sub>i</sup>in G such that s is maximum. In general, the maximum cycle packing problem is NP-hard. In this paper, it is shown for even graphs that if such a collection satisfies the condition that it minimizes the quantityon the set of all edge-disjoint cycle collections, then it is a maximum cycle packing. The paper shows that the determination of such a packing can be solved by a dynamic programming approach. For its solution, an-shortest path procedure on an appropriate acyclic networkis presented. It uses a particular monotonous node potential.
基金Supported by Science and Technology Foundation of China University of Mining & Technology
文摘With the idea of maximum entropy function and penalty function methods, we transform the quadratic programming problem into an unconstrained differentiable optimization problem, discuss the interval extension of the maximum entropy function, provide the region deletion test rules and design an interval maximum entropy algorithm for quadratic programming problem. The convergence of the method is proved and numerical results are presented. Both theoretical and numerical results show that the method is reliable and efficient.
文摘This paper is concerned with the relationship between maximum principle and dynamic programming in zero-sum stochastic differential games. Under the assumption that the value function is enough smooth, relations among the adjoint processes, the generalized Hamiltonian function and the value function are given. A portfolio optimization problem under model uncertainty in the financial market is discussed to show the applications of our result.
文摘On the basis of experimental observations on animals, applications to clinical data on patients and theoretical statistical reasoning, the author developed a com-puter-assisted general mathematical model of the ‘probacent’-probability equation, Equation (1) and death rate (mortality probability) equation, Equation (2) derivable from Equation (1) that may be applica-ble as a general approximation method to make use-ful predictions of probable outcomes in a variety of biomedical phenomena [1-4]. Equations (1) and (2) contain a constant, γ and c, respectively. In the pre-vious studies, the author used the least maximum- difference principle to determine these constants that were expected to best fit reported data, minimizing the deviation. In this study, the author uses the method of computer-assisted least sum of squares to determine the constants, γ and c in constructing the ‘probacent’-related formulas best fitting the NCHS- reported data on survival probabilities and death rates in the US total adult population for 2001. The results of this study reveal that the method of com-puter-assisted mathematical analysis with the least sum of squares seems to be simple, more accurate, convenient and preferable than the previously used least maximum-difference principle, and better fit-ting the NCHS-reported data on survival probabili-ties and death rates in the US total adult population. The computer program of curved regression for the ‘probacent’-probability and death rate equations may be helpful in research in biomedicine.
基金Project supported by the National Natural Science Foundation of China (Grant Nos. 19871049 and 19731001).
文摘The convergence of the maximum entropy method of nonsmooth semi-infinite programmings is proved, and the stability and the strong stability of the method are discussed.
基金supported by the National Natural Science Foundation of China(6127132761671241)
文摘For coping with the multiple target tracking in the presence of complex time-varying environments and unknown target information, a time resource management scheme based on chance-constraint programming（CCP） employing fuzzy logic priority is proposed for opportunistic array radar（OAR）. In this scheme,the total beam illuminating time is minimized by effective time resource allocation so that the desired tracking performance is achieved. Meanwhile, owing to the randomness of radar cross section（RCS）, the CCP is used to balance tracking accuracy and time resource conditioned on the specified confidence level. The adaptive fuzzy logic prioritization, imitating the human decision-making process for ranking radar targets, can realize the full potential of radar. The Bayesian Crame ′r-Rao lower bound（BCRLB） provides us with a low bound of localization estimation root-mean-square error（RMSE）, and equally important, it can be calculated predictively. Consequently, it is employed as an optimization criterion for the time resource allocation scheme. The stochastic simulation is integrated into the genetic algorithm（GA） to compose a hybrid intelligent optimization algorithm to solve the CCP optimization problem. The simulation results show that the time resource is saved strikingly and the radar performance is also improved.
基金supported by the National Natural Sciences Foundation of China(6113200261321061+3 种基金6123101161201183)the National Basic Research Program of China(2014CB340206)the Tsinghua University Initiative Scientific Research Program(2011Z05117)
文摘This paper investigates the maximum network through- put for resource-constrained space networks based on the delay and disruption-tolerant networking （DTN） architecture. Specifically, this paper proposes a methodology for calculating the maximum network throughput of multiple transmission tasks under storage and delay constraints over a space network. A mixed-integer linear programming （MILP） is formulated to solve this problem. Simula- tions results show that the proposed methodology can successfully calculate the optimal throughput of a space network under storage and delay constraints, as well as a clear, monotonic relationship between end-to-end delay and the maximum network throughput under storage constraints. At the same time, the optimization re- sults shine light on the routing and transport protocol design in space communication, which can be used to obtain the optimal network throughput.
