Combinatorics,graph theory,and computing

Journal of Algebraic Combinatorics -     

A variational problem determined by probability measures

ABSTRACT

An optimization problem of maximizing an integral of a function over a family of probability measures is considered. The problem is a generalization of a well-studied variational problem in mathematical economics, concerning optimal allocations. The specific generalization that we examine arises also in the limit of singularly perturbed optimal control problems. We examine the mathematical problem and allude to the singular perturbation motivation.     

Flow auctions

Flow goods (like electricity) are sold through auctions in a dynamic framework. An important design question is the frequency of such auctions. We use a simple dynamic auction model in continuous time to answer this question. We focus on the relationship between the persistency of bidders’ valuations and the optimal choice of frequency. If the seller focuses on the equilibrium in which bidders follow a repeated static Nash strategy, then the frequency of auctions should typically increase when persistency declines. However, accounting for the fact that bidders can follow different equilibria that are collusive in nature, the comparative statics are reversed, forcing the seller to reduce the frequency when bidders’ valuations are less persistent. The argument builds on the fact that high frequency auctions are more conducive to collusion among bidders.     

The continuous grey pattern problem

A new location problem is formulated and solved. It is the continuous version of the grey pattern problem which is a special case of the Quadratic Assignment Problem. The problem is a minimization of a convex function subject to non-convex constraints and has infinitely many optimal solutions. We propose several mathematical programming formulations that are suitable for a multi-start heuristic algorithm. In addition to solving these formulations by the Solver in Excel and Mathematica, a special Nelder–Mead algorithm is proposed. This special algorithm provided the best results. One suggested modification may improve the performance of the Nelder–Mead algorithm for other optimization problems as well.     

Numerical-Asymptotic Expansion Matching for Computing a Viscous Flow Around a Sharp Expansion Corner

A computational technique which is based on a numerical-asymptotic expansion matching for computing the local singular behavior of a viscous flow around a sharp right-angle expansion corner is presented. Moffatt's (1964) asymptotic solution is extended and a matching with a time-marching finite-difference scheme of the Navier--Stokes equations is formulated. Local mesh refinement around the corner is required to meet the validity of the asymptotic solution. Flows in an expanding channel with expansion ratio D/d=3 at various Reynolds numbers 1≤Re≤700 are simulated. The results are compared with those from a standard finite-difference scheme that uses second-order forward/backward differences near the corner. It is found that the results of the standard scheme converge toward those of the present technique as the level of local refinement near the corner is increased. The time-dependent parameters of the first two terms of the asymptotic solution at the steady-state solution are also described for various cases of Re and D/d. It is demonstrated that the present method enhances the accuracy of the simulations and requires less refinements near the corners to achieve converged numerical results. Received 14 August 2000 and accepted 25 October 2001     

Die Füllstandsmeßeinrichtung 24016

Seit nahezu 10 Jahren warden vom VEB Robotron Meβelektronik “Otto Schön” Dresden kontinuierliche Füllstandsmeβeinrichtungen hergestellt. Sie arbeiten nach dem Prinzip der Strahlenstreuung im Füllgut. Quelle und Strahlungsdetektor befinden sich — durch einen Absorber getrennt — in einer gemeinsamen Sonde. Die Sonde wird durch einen Motorantrieb dem jeweiligen Füllstand nachgeführt. Diese Messung wird bei Behälterhöhen bis maximal 40 m eingesetzt. In den Behälter ist der Einbau eines Schutzrohres für die Sonde erforderlich. Da strahlungsquelle und Detektor in einer gemeinsamen Sonde untergebracht sind, wird keine groβe Quellenaktivität benötigt. Die beschriebene neue Entwicklung ersetzt ab 2. Halbjahr 1982 den mit einigen Nachteilen behafteten Vorläufer dieser Füllstandsmeβanlage. Durch die vorgenommenen Verbesserungen warden der Inbetriebnahme- und der Wartungsaufwand verringert und die Zuverlässigkeit erhöbt.     

Single facility location and relocation problem with time dependent weights and discrete planning horizon

In this paper a single facility location problem with multiple relocation opportunities is investigated. The weight associated with each demand point is a known function of time. We consider either rectilinear, or squared Euclidean, or Euclidean distances. Relocations can take place at pre-determined times. The objective function is to minimize the total location and relocation costs. An algorithm which finds the optimal locations, relocation times and the total cost, for all three types of distance measurements and various weight functions, is developed. Locations are found using constant weights, and relocations times are the solution to a Dynamic Programming or Binary Integer Programming (BIP) model. The time horizon can be finite or infinite.     

Optimal location with equitable loads

The problem considered in this paper is to find p locations for p facilities such that the weights attracted to each facility will be as close as possible to one another. We model this problem as minimizing the maximum among all the total weights attracted to the various facilities. We propose solution procedures for the problem on a network, and for the special cases of the problem on a tree or on a path. The complexity of the problem is analyzed, O(n) algorithms and an O(pn ³) dynamic programming algorithm are proposed for the problem on a path respectively for p=2 and p>2 facilities. Heuristic algorithms (two types of a steepest descent approach and tabu search) are proposed for its solution. Extensive computational results are presented.