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91.
The Sample Average Approximation Method Applied to Stochastic Routing Problems: A Computational Study 总被引:1,自引:0,他引:1
Bram Verweij Shabbir Ahmed Anton J. Kleywegt George Nemhauser Alexander Shapiro 《Computational Optimization and Applications》2003,24(2-3):289-333
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. 相似文献
92.
Alexander Yu. Gelfgat 《国际流体数值方法杂志》2004,44(2):135-146
The global Galerkin method is applied to the benchmark problem that considers an oscillatory regime of convection of air in a tall two‐dimensional rectangular cavity. The three most unstable modes of the linearized system of the Boussinesq equations are studied. The converged values of the critical Rayleigh numbers together with the corresponding oscillation frequencies are calculated for each mode. The oscillatory flow regimes corresponding to each of the three modes are approximated asymptotically. No direct time integration is applied. Good agreement with the previously published results obtained by solution of the time‐dependent Boussinesq equations is reported. Copyright © 2004 John Wiley & Sons, Ltd. 相似文献
93.
Olga V. Man’ko 《Acta Physica Hungarica A》2004,19(3-4):313-316
A short review of the general principles of constructing tomograms of spin and quark states is presented. 相似文献
94.
V. F. Agekyan N. N. Vasil’ev A. Yu. Serov N. G. Filosofov G. Karczewski 《Physics of the Solid State》2004,46(9):1776-1780
Emission spectra of three Cd0.6Mn0.4Te/Cd0.5Mg0.5Te superlattices with Cd0.6Mn0.4Te quantum-well (QW) widths of 7, 13, and 26 monolayers, respectively, and the same thickness (46 monolayers) of the Cd0.5Mg0.5Te barriers have been studied. The QW width affects the shape and spectral position of the Mn2+ intracenter luminescence (IL) band as a result of the crystal field being dependent on the position of the manganese ion with respect to the interface. Measured in identical experimental conditions, the exciton luminescence as compared to the IL is substantially higher in intensity in a QW than in a bulk CdMnTe crystal. Some samples of superlattices and bulk crystals exhibit, in addition to the conventional IL band near 2.0 eV, a weaker band at about 1.45 eV. This band apparently derives from intracenter transitions in the Mn2+ ions in the regions where the crystal lattice has the rock-salt rather than the conventional zinc blende structure. 相似文献
95.
V. V. Dvorkin N. N. Dzbanovskii A. F. Pal’ N. V. Suetin A. Yu. Yur’ev P. Ya. Detkov 《Physics of the Solid State》2004,46(4):729-732
A suspension of ultrafine-dispersed nanodiamond was used for introducing (in particular, selectively) high-density centers of diamond nucleation on various substrates. High-quality doped diamond films to be used as electrochemistry electrodes were deposited from the gas phase in a microwave discharge on certain substrates treated using ultrafine-dispersed nanodiamond. A uniform distribution of nucleation centers with concentrations greater than 1010 cm-2 on silicon substrates was obtained. Electrochemical current-potential curves were measured for continuous films. Diamond meshes of different transparency were grown using selective nucleation. Successful production of high-quality doped diamond meshes gives grounds to consider them the most promising electrodes for use in electrochemistry. 相似文献
96.
In terms of two-dimensional dislocation-disclination dynamics, a theoretical model is developed to describe the decay of a low-angle tilt boundary in a deformed nanocrystalline material under the action of an externally applied elastic stress and of the elastic field of a neighboring decayed boundary. The critical external stresses are calculated at which the boundary decays and the dislocations making up this boundary either are trapped by the boundary that decayed earlier or break away from both boundaries. The decay of a low-angle tilt boundary is shown to result in a substantial decrease in the critical decay stresses for the neighboring boundaries, which can cause an avalanche-like chain decay of low-angle boundaries yielding high-density ensembles of mobile dislocations capable of carrying substantial plastic deformations and of forming shear bands in deformed nanocrystalline materials. 相似文献
97.
Spatial parameters of the X-ray radiation produced by a high-voltage nanosecond discharge evolving in air under atmospheric
pressure in the rod (cathode)-plane electrode system with a 10-cm electrode spacing are studied experimentally. A ∼170-ns
voltage pulse with an amplitude of ∼200 kV and 10-ns rise time is applied to the cathode. The photoelectronic method is used
to study, under the same conditions, the integrated (over the gap) characteristics of the radiation, in particular, the duration
of its generation. It is found that, when the size of the X-ray source is not smaller than that of the discharge region of
diffusive luminescence, radiation from the cathode region of the gap is primarily observed (i.e., from the region where the
electric field distribution is sharply inhomogeneous). The X-ray generation is usually observed after the bridging of the
discharge gap, the X-ray pulse having a rise time of ∼3 ns, a duration of ∼10 ns, and an effective radiation energy of ∼6
keV. 相似文献
98.
P. D. Kim I. A. Turpanov S. V. Stolyar R. S. Iskhakov V. I. Yushkov A. Ya. Beten’kova L. A. Li E. V. Bondareva T. N. Isaeva M. M. Karpenko 《Technical Physics》2004,49(4):431-434
The crystal structure and hysteretic magnetic properties of equiatomic single-crystal CoPt films applied on MgO substrates
by magnetron sputtering, as well as modification of these properties by thermal annealing, are studied. Heat-treated films
of thickness in the range 2<d≤16 nm exhibit perpendicular magnetic anisotropy. A correlation between the crystalline anisotropy constant of the CoPt films
and the order parameter of the LI0 superstructure in these alloys is found. The effect of a single-crystalline MgO substrate on the structure and magnetic properties
of equiatomic CoPt films is revealed. 相似文献
99.
The translational nonequilibrium zone in a shock wave is considered for a gas consisting of light particles and a small addition
of heavy particles. The gas is taken to be two-dimensional, and long-range forces are assumed to be absent. In the framework
of this approximation, a program for molecular dynamics simulation of the gas is developed. It is applied to calculate a particle
distribution function in the shock wave, to analyze the time evolution of the distribution function, and to study its dependence
on the gas composition. 相似文献
100.