Integrated exact,hybrid and metaheuristic learning methods for confidentiality protection

A vital task facing government agencies and commercial organizations that report data is to represent the data in a meaningful way and simultaneously to protect the confidentiality of critical components of this data. The challenge is to organize and disseminate data in a form that prevents such critical components from being inferred by groups bent on corporate espionage, to gain competitive advantages, or having a desire to penetrate the security of the information underlying the data. Controlled tabular adjustment is a recently developed approach for protecting sensitive information by imposing a special form of statistical disclosure limitation on tabular data. The underlying model gives rise to a mixed integer linear programming problem involving both continuous and discrete (zero-one) variables. We develop stratified ordered (s-ordered) heuristics and a new meta-heuristic learning approach for solving this model, and compare their performance to previous heuristics and to an exact algorithm embodied in the state-of-the-art ILOG- CPLEX software. Our new approaches are based on partitioning the problem into its discrete and continuous components, first creating an s-ordered heuristic that reduces the number of binary variables through a grouping procedure that combines an exact mathematical programming model with constructive heuristics. To gain further advantages we then replace the mathematical programming model with an evolutionary scatter search approach that makes it possible to extend the method to large problems with over 9000 entries. Finally, we introduce a new metaheuristic learning method that significantly improves the quality of solutions obtained.     

Automatic energy–momentum conserving time integrators for hyperelastic waves

An energy–momentum conserving time integrator coupled with an automatic finite element algorithm is developed to study longitudinal wave propagation in hyperelastic layers. The Murnaghan strain energy function is used to model material nonlinearity and full geometric nonlinearity is considered. An automatic assembly algorithm using algorithmic differentiation is developed within a discrete Hamiltonian framework to directly formulate the finite element matrices without recourse to an explicit derivation of their algebraic form or the governing equations. The algorithm is illustrated with applications to longitudinal wave propagation in a thin hyperelastic layer modeled with a two-mode kinematic model. Solution obtained using a standard nonlinear finite element model with Newmark time stepping is provided for comparison.     

Mixed moment estimator and location invariant alternatives

A new class of estimators of the extreme value index is developed. It has a simple form and is asymptotically very close to the maximum likelihood estimator for a wide class of heavy-tailed models. We also propose an alternative class of estimators, dependent on a tuning parameter p ∈ (0,1) and invariant for changes in both scale and/or location. Such a tuning parameter can help us to choose the number of top order statistics to be used in the estimation of extreme parameters. Research partially supported by FCT / POCTI, POCI, PCDT and PPCDT / FEDER.     

Automatically improving the anytime behaviour of optimisation algorithms

Optimisation algorithms with good anytime behaviour try to return as high-quality solutions as possible independently of the computation time allowed. Designing algorithms with good anytime behaviour is a difficult task, because performance is often evaluated subjectively, by plotting the trade-off curve between computation time and solution quality. Yet, the trade-off curve may be modelled also as a set of mutually nondominated, bi-objective points. Using this model, we propose to combine an automatic configuration tool and the hypervolume measure, which assigns a single quality measure to a nondominated set. This allows us to improve the anytime behaviour of optimisation algorithms by means of automatically finding algorithmic configurations that produce the best nondominated sets. Moreover, the recently proposed weighted hypervolume measure is used here to incorporate the decision-maker’s preferences into the automatic tuning procedure. We report on the improvements reached when applying the proposed method to two relevant scenarios: (i) the design of parameter variation strategies for MAX-MIN Ant System and (ii) the tuning of the anytime behaviour of SCIP, an open-source mixed integer programming solver with more than 200 parameters.     

Discrete storage processes and their Poisson flow and fluid flow approximations

Consider discrete storage processes that are modulated by environmental processes. Environmental processes cause interruptions in the input and/or output processes of the discrete storage processes. Due to the difficulties encountered in the exact analysis of such discrete storage systems, often Poisson flow and/or fluid flow models with the same modulating environmental processes are proposed as approximations for these systems. The analysis of Poisson flow and fluid flow models is much easier than that of the discrete storage processes. In this paper we give sufficient conditions under which the content of the discrete storage processes can be bounded by the Poisson flow and the fluid flow models. For example, we show that Poisson flow models and the fluid flow models developed by Kosten (and by Anick, Mitra and Sondhi) can be used to bound the performance of infinite (finite) source packetized voice/data communication systems. We also show that a Poisson flow model and the fluid flow model developed by Mitra can be used to bound the buffer content of a two stage automatic transfer line. The potential use of the bounding techniques presented in this paper, of course, transcends well beyond these examples.Supported in part by NSF grant DMS-9308149.     

Stability and bifurcation analysis for a discrete-time model of Lotka-Volterra type with delay

A discrete model of Lotka-Volterra type with delay is considered, and a bifurcation analysis is undertaken for the model. We derive the precise conditions ensuring the asymptotic stability of the positive equilibrium, with respect to two characteristic parameters of the system. It is shown that for certain values of these parameters, fold or Neimark-Sacker bifurcations occur, but codimension 2 (fold-Neimark-Sacker, double Neimark-Sacker and resonance 1:1) bifurcations may also be present. The direction and the stability of the Neimark-Sacker bifurcations are investigated by applying the center manifold theorem and the normal form theory.     

Problems with the estimation of stochastic differential equations using structural equations models

The present paper deals with the identification and maximum likelihood estimation of systems of linear stochastic differential equations using panel data. So we only have a sample of discrete observations over time of the relevant variables for each individual. A popular approach in the social sciences advocates the estimation of the “exact discrete model” after a reparameterization with LISREL or similar programs for structural equations models. The “exact discrete model” corresponds to the continuous time model in the sense that observations at equidistant points in time that are generated by the latter system also satisfy the former. In the LISREL approach the reparameterized discrete time model is estimated first without taking into account the nonlinear mapping from the continuous to the discrete time parameters. In a second step, using the inverse mapping, the fundamental system parameters of the continuous time system in which we are interested, are inferred. However, some severe problems arise with this “indirect approach”. First, an identification problem may arise in multiple equation systems, since the matrix exponential function denning some of the new parameters is in general not one‐to‐one, and hence the inverse mapping mentioned above does not exist. Second, usually some sort of approximation of the time paths of the exogenous variables is necessary before the structural parameters of the system can be estimated with discrete data. Two simple approximation methods are discussed. In both approximation methods the resulting new discrete time parameters are connected in a complicated way. So estimating the reparameterized discrete model by OLS without restrictions does not yield maximum likelihood estimates of the desired continuous time parameters as claimed by some authors. Third, a further limitation of estimating the reparameterized model with programs for structural equations models is that even simple restrictions on the original fundamental parameters of the continuous time system cannot be dealt with. This issue is also discussed in some detail. For these reasons the “indirect method” cannot be recommended. In many cases the approach leads to misleading inferences. We strongly advocate the direct estimation of the continuous time parameters. This approach is more involved, because the exact discrete model is nonlinear in the original parameters. A computer program by Hermann Singer that provides appropriate maximum likelihood estimates is described.     

Estimation and status prediction in a discrete mover‐stayer model with covariate effects on stayer's probability

A discrete‐time mover‐stayer (MS) model is an extension of a discrete‐time Markov chain, which assumes a simple form of population heterogeneity. The individuals in the population are either stayers, who never leave their initial states or movers who move according to a Markov chain. We, in turn, propose an extension of the MS model by specifying the stayer's probability as a logistic function of an individual's covariates. Such extension has been recently discussed for a continuous time MS but has not been considered before for a discrete time one. This extension allows for an in‐sample classification of subjects who never left their initial states into stayers or movers. The parameters of an extended MS model are estimated using the expectation‐maximization algorithm. A novel bootstrap procedure is proposed for out of sample validation of the in‐sample classification. The bootstrap procedure is also applied to validate the in‐sample classification with respect to a more general dichotomy than the MS one. The developed methods are illustrated with the data set on installment loans. But they can be applied more broadly in credit risk area, where prediction of creditworthiness of a loan borrower or lessee is of major interest.     

具有时滞和毒素系统的动力学分析

In this paper, a toxin producing phytoplankton-zooplankton model with inhibitory substrate and time delay is investigated. A discrete time delay is induced to both of the consume response function and distribution of toxic substance term. Moreover, Tissiet type function is used for zooplankton grazing to account for the effect of toxication by the TPP population. The conditions to guarantee the coexistence of two species and stability of coexistence equilibrium are given. In particular, we show that there exist critical values of the delay parameters below which the coexistence equilibrium is stable and above which it is unstable. Hopf bifurcation occurs when the delay parameters cross their critical values. Some numerical simulations are executed to validate the analytical findings.     

Copula models for insurance claim numbers with excess zeros and time-dependence

This paper develops two copula models for fitting the insurance claim numbers with excess zeros and time-dependence. The joint distribution of the claims in two successive periods is modeled by a copula with discrete or continuous marginal distributions. The first model fits two successive claims by a bivariate copula with discrete marginal distributions. In the second model, a copula is used to model the random effects of the conjoint numbers of successive claims with continuous marginal distributions. Zero-inflated phenomenon is taken into account in the above copula models. The maximum likelihood is applied to estimate the parameters of the discrete copula model. A two-step procedure is proposed to estimate the parameters in the second model, with the first step to estimate the marginals, followed by the second step to estimate the unobserved random effect variables and the copula parameter. Simulations are performed to assess the proposed models and methodologies.     

Buckling Instability of Sectional Noncircular Cylindrical Composite Shells under Axial Compression

The problem of buckling instability of cylindrical shells under axial compression is considered. The shells consist of cylindrical sections of smaller radius. The geometrical parameters of the shells are approximated by Fourier series on a discrete point set. A Timoshenko-type shell theory is used. The solution is obtained in the form of trigonometric series. It is shown that shells consisting of cylindrical sections have considerable advantages over circular ones. At a constant shell weight, the choice of suitable parameters of shell sections leads to a significant increase in the critical load. The composite shells considered possess higher efficiency indices in comparison with isotropic ones.     

Subcritical and critical states of a crack with failure zones

The problem on the stress–strain state near a mode I crack in an infinite plate is solved in the frame of a cohesive zone model. The complex variable method of Muskhelishvili is used to obtain the crack opening displacements caused by the cohesive traction, which models the failure zone at the crack tip, as well as by the external load. The finite stress condition and logarithmic singularity of the derivative of the separation with respect to the coordinate at the tip of a physical crack are taken into account.The cohesive traction distribution is sought in a piecewise linear form, nodal values of which are being numerically chosen to satisfy the traction-separation law. According to this law, the cohesive traction is coupled with the corresponding separation and fracture toughness. The tips of the physical crack and cohesive zone (geometric variables) along with the discrete cohesive traction are used as the problem parameters determining the stress-strain state. If the crack length is included in the set, then the critical crack size can be found for the given loading intensity.The obtained determining system of equations is solved numerically. To find the initial point for a standard numerical algorithm, the asymptotic determining system is derived. In this system, the geometric variables can be easily eliminated, which make it possible to linearize the system.In the numerical examples, the one-parameter traction-separation laws are used. Influence of the shape parameters of the law on the critical crack size and the corresponding cohesive length is studied. The possibility of using asymptotic solutions for determining the critical parameters is analysed. It is established that the critical crack length slightly depends on the shape parameter, while the cohesive length shows a strong dependence on the shape of cohesive laws.     

Adaptation as a Morphing Process: A Methodology for the Design and Evaluation of Adaptive Organizational Structures

Changes in objectives, in resources, or in the environment may necessitate the adaptation of an organization from one form to another. However, in many cases, the organizations need to continue functioning while adaptation takes place, i.e., it is not possible to stop the organizational activity in order to reorganize, and then start again. In this case, adaptation can be expressed as a morphing process in which the organization transitions from one form with its attendant task allocation to a different one through a series of incremental steps that preserve overall functionality and performance. Coordination between organization members during adaptation is critical. A computational model for this type of organizational adaptation at the operational level is presented. The model is implemented using the Colored Petri Net formulation of discrete event dynamical systems. A design methodology that utilizes this model is outlined and a simple example is used to illustrate the approach.     

宏观经济分布参数系统的临界值问题

本文把经济系统作为一类生灭过程来考虑 .应用人口控制论和森林系统的成功经验 ,研究经济系统的临界值问题 .首先 ,基于实际的经济分析、预测模型 ,在宏观层次上建立经济系统的控制模型 .连续模型便于理论研究 ,离散模型便于计算机仿真 .然后在这个控制模型的基础上 ,寻找使国民经济持续发展所需要的最小资产积累率表达形式 .本文得到的理论值将帮助我们更深刻地理解经济系统     

Stability performance for primary frequency regulation of hydro-turbine governing system with surge tank

This paper aims to study the stability for primary frequency regulation of hydro-turbine governing system with surge tank. Firstly, a novel nonlinear mathematical model of hydro-turbine governing system considering the nonlinear characteristic of penstock head loss is introduced. The nonlinear state equations under opening control mode and power control mode are derived. Then, the nonlinear dynamic performance of nonlinear hydro-turbine governing system is investigated based on the stable domain for primary frequency regulation. New feature of the nonlinear hydro-turbine governing system caused by the nonlinear characteristic of penstock head loss is described by comparing with a linear model, and the effect mechanism of nonlinear characteristic of penstock head loss is revealed. Finally, the concept of critical stable sectional area of surge tank for primary frequency regulation is proposed and the analytical solution is derived. The combined tuning and optimization method of governor parameters and sectional area of surge tank is proposed. The results indicate that for the primary frequency regulation under opening control mode and power control mode, the nonlinear hydro-turbine governing system is absolutely stable and conditionally stable, respectively. The stability of the nonlinear hydro-turbine governing system and linear hydro-turbine governing system is the same under opening control model and different under power control model. The nonlinear characteristic of penstock head loss mainly affects the initial stage of dynamic response process of power output, and then changes the stability of the nonlinear system. The critical stable sectional area of surge tank makes the system reach critical stable state. The governor parameters and critical stable sectional area of surge tank jointly determine the distributions of stability states.     

Matlab implementation of a moving grid method based on the equidistribution principle

The objective of this paper is to report on the development of a method of lines (MOL) toolbox within MATLAB, and especially, on the implementation and test of a moving grid algorithm based on the equidistribution principle. This new implementation includes various spatial approximation schemes based on finite differences and slope limiters, the choice between several monitor functions, automatic grid adaptation to the initial condition, and provides a relatively easy tuning for the non-expert user. Several issues, including the sensitivity of the numerical results to the tuning parameters, are discussed. A few test problems characterized by solutions with steep moving fronts, including the Buckley-Leverett equation and an extended Fisher-Kolmogorov equation, are investigated so as to demonstrate the algorithm and software performance.     

Coagulation, diffusion and the continuous Smoluchowski equation

The Smoluchowski equations are a system of partial differential equations modelling the diffusion and binary coagulation of a large collection of tiny particles. The mass parameter may be indexed either by positive integers or by positive reals, these corresponding to the discrete or the continuous form of the equations. For dimension d≥3, we derive the continuous Smoluchowski PDE as a kinetic limit of a microscopic model of Brownian particles liable to coalesce, using a method similar to that used to derive the discrete form of the equations in [A. Hammond, F. Rezakhanlou, The kinetic limit of a system of coagulating Brownian particles, Arch. Ration. Mech. Anal. 185 (2007) 1–67]. The principal innovation is a correlation-type bound on particle locations that permits the derivation in the continuous context while simplifying the arguments of the cited work. We also comment on the scaling satisfied by the continuous Smoluchowski PDE, and its potential implications for blow-up of solutions of the equations.     

Stick-slip suppression and speed tuning for a drill-string system via proportional-derivative control

This paper studies the problems of stick-slip mitigation and speed tuning for a lumped-parameter drill-string system by using a proportional-derivative feedback controller via path-following analysis. In this study, we consider two main control parameters, the weight-on-bit and the desired drill-bit speed. In particular, we determine the combinations of these two parameters for which the proposed control scheme is applicable, which is affected by the non-smooth nature of the system induced by bit-rock interaction. Our analysis using path-following techniques for non-smooth systems reveals the inherent coexistence of stick-slip vibration and constant rotation, and identifies a critical point where the drill-bit speed coincides with the desired angular speed. Furthermore, our analysis proposes a strategy that allows controlling the drill-bit speed to suppress stick-slip, by tuning the controller in a suitable manner.     

Robust optimal dynamic production/pricing policies in a closed-loop system

Hybrid manufacturing/remanufacturing systems play a key role in implementing closed-loop production systems which have been considered due to increasingly environmental concerns and latent profit of used products. Manufacturing and remanufacturing rates, selling price of new products, and acquisition price of used products are the most critical variables to optimize in such hybrid systems. In this paper, we develop a dynamic production/pricing problem, in which decisions should be made in each period confronting with uncertain demand and return. The manufacturer is able to control the demand and return by adjusting selling price and acquisition price respectively, also she can stock inventories of used and new products to deal with uncertainties. Modeling a nominal profit maximization problem, we go through robust optimization approach to reformulate it for the uncertain case. Final robust optimization model is obtained as a quadratic programming model over discrete periods which can be solved by optimization packages of QP. A numerical example is defined and sensitivity analysis is performed on both basic parameters and parameters associated with uncertainty to create managerial views.     

Hermitizable,isospectral complex second-order differential operators

The first aim of the paper is to study the Hermitizability of secondorder differential operators, and then the corresponding isospectral operators. The explicit criteria for the Hermitizable or isospectral properties are presented. The second aim of the paper is to study a non-Hermitian model, which is now well known. In a regular sense, the model does not belong to the class of Hermitizable operators studied in this paper, but we will use the theory developed in the past years, to present an alternative and illustrated proof of the discreteness of its spectrum. The harmonic function plays a critical role in the study of spectrum. Two constructions of the function are presented. The required conclusion for the discrete spectrum is proved by some comparison technique.