The Sample Average Approximation Method Applied to Stochastic Routing Problems: A Computational Study

The sample average approximation (SAA) method is an approach for solving stochastic optimization problems by using Monte Carlo simulation. In this technique the expected objective function of the stochastic problem is approximated by a sample average estimate derived from a random sample. The resulting sample average approximating problem is then solved by deterministic optimization techniques. The process is repeated with different samples to obtain candidate solutions along with statistical estimates of their optimality gaps.We present a detailed computational study of the application of the SAA method to solve three classes of stochastic routing problems. These stochastic problems involve an extremely large number of scenarios and first-stage integer variables. For each of the three problem classes, we use decomposition and branch-and-cut to solve the approximating problem within the SAA scheme. Our computational results indicate that the proposed method is successful in solving problems with up to 2¹⁶⁹⁴ scenarios to within an estimated 1.0% of optimality. Furthermore, a surprising observation is that the number of optimality cuts required to solve the approximating problem to optimality does not significantly increase with the size of the sample. Therefore, the observed computation times needed to find optimal solutions to the approximating problems grow only linearly with the sample size. As a result, we are able to find provably near-optimal solutions to these difficult stochastic programs using only a moderate amount of computation time.     

二维椭圆型方程反问题中优化算法的比较

近年来，决定椭圆型方程系数反问题在地磁、地球物理、冶金和生物等实际问题上有着广泛的应用．本文讨论了二维的决定椭圆型方程系数反问题的数值求解方法．由误差平方和最小原则，这个反问题可化为一个变分问题，并进一步离散化为一个最优化问题，其目标函数依赖于要决定的方程系数．本文着重考察非线性共轭梯度法在此最优化问题数值计算中的表现，并与拟牛顿法作为对比．为了提高算法的效率我们适当选择加快收敛速度的预处理矩阵．同时还考察了线搜索方法的不同对优化算法的影响．数值实验的结果表明，非线性共轭梯度法在这类大规模优化问题中相对于拟牛顿法更有效．     

Synthesis and conformational investigation of tetrapeptide analogues of the fragment B23-B26 of insulin

Tetrapeptides containing one of a set of four different α,α-dialkyl glycines at the C-terminus were synthesized by conventional methods in solution and their conformational behavior investigated by ¹H NMR spectroscopy in connection with molecular mechanics calculations. The results were consistent with conformations stabilized by a γ-turn in the case of compounds with alkyl groups larger than methyl, while the corresponding Aib derivative did not exhibit intramolecular hydrogen bonding.     

Robust handling of non‐linear constraints for GA optimization of aerodynamic shapes

A new approach to the robust handling of non‐linear constraints for GAs (genetic algorithms) optimization is proposed. A specific feature of the approach consists of the change in the conventional search strategy by employing search paths which pass through both feasible and infeasible points (contrary to the traditional approach where only feasible points may be included in a path). The method (driven by full Navier–Stokes computations) was applied to the problem of multiobjective optimization of aerodynamic shapes subject to various geometrical and aerodynamic constraints. The results demonstrated that the method retains high robustness of conventional GAs while keeping CFD computational volume to an acceptable level, which allowed the algorithm to be used in a demanding engineering environment. Copyright © 2004 John Wiley & Sons, Ltd.     

The glow curve structure for the LiF:Mg,Cu,Na,Si TL detector with dopants concentrations and sintering temperatures

The glow curve structures for LiF:Mg,Cu,Na,Si TL detectors with various dopant concentrations and sintering temperatures were investigated for the improvement of the glow curve structure and sensitivity of the TL detector. The dopant concentrations were varied over the following ranges: Mg (0–0.25 mol%), Cu (0–0.07 mol%), Na and Si (0–1.5 mol%). With increasing Cu concentration, the intensity of the main peak was intensified and reached a maximum at a concentration of 0.05 mol%. The high-temperature peak was reduced. The dependency of the main peak intensity on the Mg concentration exhibits a sharp maximum at 0.2 mol%. The intensity of the high-temperature peak tends to rise slightly with increasing Mg concentration. It was found that the optimum concentrations of the dopants in the LiF:Mg,Cu,Na,Si TL material are Mg: 0.2 mol%, Cu: 0.05 mol%, Na and Si: 0.9 mol%. The dependency of the main peak intensity on sintering temperature exhibits a very sharp maximum at 830°C. The high-temperature peak was rapidly reduced after 825°C.     

Synthesis and association of poly(N,N‐dimethylacrylamide) copolymers with perfluorocarbon pendent groups connected through polyethylene‐glycol tethers

The synthesis is reported of copolymers of N,N‐dimethylacrylamide (DMA) and methacrylates containing 2,2′‐dihydroperfluorodecanoyl (RF) groups separated from the methacrylate by long polyethylene glycol (PEG) tether groups (between 1000 and 14,000 Da). At concentrations of between 1 and 8 wt % the copolymers with macromonomer contents of 1 mol % or less give gels in organic solvents such as dioxane, THF, or methanol, as well as in water. Given the low molecular weights, this indicates very efficient association of very low numbers of RF groups. Association and gel formation is enormously enhanced in the presence of longer PEG tethers. This is consistent with smaller poly(N,N,‐dimethylacrylamide) (PDMA) intermolecular excluded volume effects that are mediated by the longer PEG tethers and possibly by the incompatibility of PEG and PDMA that may lead to the formation of PEG microdomains. This increases the local concentrations of the RF groups in the PEO domains that are not diluted by the PDMA chains, as would be the case in the absence of PEG tethers. © 2003 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 42: 360–373, 2004     

Polymerization of 1,3‐dienes with functional groups. III. Free‐radical polymerization of N,N‐diethyl‐2‐methylene‐3‐butenamide

Free‐radical homo‐ and copolymerization behavior of N,N‐diethyl‐2‐methylene‐3‐butenamide (DEA) was investigated. When the monomer was heated in bulk at 60 °C for 25 h without initiator, rubbery, solid gel was formed by the thermal polymerization. No such reaction was observed when the polymerization was carried out in 2 mol/L of benzene solution with with 1 mol % of azobisisobutyronitrile (AIBN) as an initiator. The polymerization rate (R_p) equation was R_p ∝ [DEA]^1.1[AIBN]^0.51, and the overall activation energy of polymerization was calculated 84.1 kJ/mol. The microstructure of the resulting polymer was exclusively a 1,4‐structure where both 1,4‐E and 1,4‐Z structures were included. From the product analysis of the telomerization with tert‐butylmercaptan as a telogen, the modes of monomer addition were estimated to be both 1,4‐ and 4,1‐addition. The copolymerizations of this monomer with styrene and/or chloroprene as comonomers were also carried out in benzene solution at 60 °C. In the copolymerization with styrene, the monomer reactivity ratios obtained were r₁ = 5.83 and r₂ = 0.05, and the Q and e values were Q = 8.4 and e = 0.33, respectively. © 2004 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 42: 999–1007, 2004     

Comparative behavior of polybutadiene and polynorbornene‐based latices prepared by dispersion ring‐opening metathesis polymerization with a poly(ethylene oxide) macromonomer

This study critically examines the similarities and differences between poly(ethylene oxide) (PEO) stabilized latices of polynorbornene and polybutadiene. Features such as the kinetics of copolymerization of norbornene and cyclooctadiene with a macromonomer of PEO, the particles' size and morphology, the type of copolymer formed, and the stability of these latices were investigated and the results obtained are considered. © 2004 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 42: 2705–2716, 2004     

Metallo‐supramolecular block copolymer micelles: Improved preparation and characterization

Micelles prepared from amphiphilic block copolymers in which a poly(styrene) segment is connected to a poly(ethylene oxide) block via a bis‐(2,2′:6′,2″‐terpyridine‐ruthenium) complex have been intensely studied. In most cases, the micelle populations were found to be strongly heterogeneous in size because of massive micelle/micelle aggregation. In the study reported in this article we tried to improve the homogeneity of the micelle population. The variant preparation procedure developed, which is described here, was used to prepare two “protomer”‐type micelles: PS₂₀‐[Ru]‐PEO₇₀ and PS₂₀‐[Ru]‐PEO₃₇₅. The dropwise addition of water to a solution of the compounds in dimethylformamide was replaced by the controlled addition of water by a syringe pump. The resulting micelles were characterized by sedimentation velocity and sedimentation equilibrium analyses in an analytical ultracentrifuge and by transmission electron microscopy of negatively stained samples. Sedimentation analysis showed virtually unimodal size distributions, in contrast to the findings on micelles prepared previously. PS₂₀‐[Ru]‐PEO₇₀ micelles were found to have an average molar mass of 318,000 g/mol (corresponding to 53 protomers per micelle, which is distinctly less than after micelle preparation by the standard method) and an average hydrodynamic diameter (d_h) of 18 nm. For PS₂₀‐[Ru]‐PEO₃₇₅ micelles, the corresponding values were M = 603,000 g/mol (31 protomers per micelle) and d_h = 34 nm. The latter particles were found to be identical to the “equilibrium” micelles prepared in pure water. Both micelle types had a very narrow molar mass distribution but a much broader distribution of s values and thus of hydrodynamic diameters. This indicates a conformational heterogeneity that is stable on the time scale of sedimentation velocity analysis. The findings from electron microscopy were in disagreement with those from the sedimentation analysis both in average micelle diameter and in the width of the distributions, apparently because of imperfections in the staining procedure. The preparation procedure described also may be useful in micelle formation from other types of protomers. © 2004 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 42: 4458–4465, 2004