JOINT MODEL AND CRITERION OPTIMAL EXPERIMENT DESIGN

In this paper,a new optimal design criterion--joint model and criterion optimal de-sign criterioon is put forward. The design that is subject to this criterion satisfies many kinds of lin-ear optimal criterion and D-optimal criterion on several experiment models at the same time. Theequivalent condition of this optimal design is given. Its iterative algorithm and the algorithm cover-genee are stated.     

A general divergence criterion for prior selection

The paper revisits the problem of selection of priors for regular one-parameter family of distributions. The goal is to find some “objective” or “default” prior by approximate maximization of the distance between the prior and the posterior under a general divergence criterion as introduced by Amari (Ann Stat 10:357–387, 1982) and Cressie and Read (J R Stat Soc Ser B 46:440–464, 1984). The maximization is based on an asymptotic expansion of this distance. The Kullback–Leibler, Bhattacharyya–Hellinger and Chi-square divergence are special cases of this general divergence criterion. It is shown that with the exception of one particular case, namely the Chi-square divergence, the general divergence criterion yields Jeffreys’ prior. For the Chi-square divergence, we obtain a prior different from that of Jeffreys and also from that of Clarke and Sun (Sankhya Ser A 59:215–231, 1997).     

On the optimal structural design for a nonconservative,elastic stability problem

The design of a cantilever column under a follower load is considered with the aim of maximizing the critical value of the load. The optimality condition is derived, and a modified Ritz method is used to determine an approximate solution for the bending stiffness. Results are obtained numerically for the case of a sandwich column with constant bending stiffness in each of two segments. It is found that, for the same structural weight, the optimal design yields a critical load significantly higher than that for a uniform column.This research was supported in part by the US Army Research Office–Durham and in part by the United States Navy under Grant No. NONR N00014-67-A-0191-0009.     

A study of design velocity field computation for shape optimal design

Design velocity field computation is an important step in computing shape design sensitivity coefficients and updating a finite element mesh in the shape design optimization process. Applying an inappropriate design velocity field for shape design sensitivity analysis and optimization will yield inaccurate sensitivity results or a distorted finite element mesh, and thus fail in achieving an optimal solution. In this paper, theoretical regularity and practical requirements of the design velocity field are discussed. The crucial step of using the design velocity field to update the finite element mesh in the design optimization process is emphasized. Available design velocity field computation methods in the literature are summarized and their applicability for shape design sensitivity analysis and optimization is discussed. Five examples are employed to discuss applicability of these methods. It was found that a combination of isoparametric mapping and boundary displacement methods is ideal for the design velocity field computation.     

A criterion for unitary similarity of upper triangular matrices in general position

Each square complex matrix is unitarily similar to an upper triangular matrix with diagonal entries in any prescribed order. Let A=[a_ij] and B=[b_ij] be upper triangular n×n matrices that

•

are not similar to direct sums of square matrices of smaller sizes, or

•

are in general position and have the same main diagonal.

We prove that A and B are unitarily similar if and only if

     

Linearity criterion for the selection of an optimal tree

The aim of this paper is to present a method for selecting the optimal tree among the possible trees that can be generated starting from the a data set. Analysis a quantity criterion is used through the linear combination of the quality measurements of the tree, namely, resubstitution error and linearity. The application of the method leads to a succession of optimal trees, in such a way, that an element of the succession is associated with each possible value of the linear combination's parameter α.     

A general criterion to determine the number of change-points

A general criterion is proposed to determine the number K of the change-points in a parametric nonlinear multi-response model. Schwarz criterion is a particular case. The change-points depend on regressor values and not on instant of measure. We prove that the proposed estimator for K is consistent. Simulation results, using Monte Carlo technique, for nonlinear models which have numerous applications, support the relevance of the theory.     

A general method for finding the optimal threshold in discrete time

We develop an approach for solving one-sided optimal stopping problems in discrete time for general underlying Markov processes on the real line. The main idea is to transform the problem into an auxiliary problem for the ladder height variables. In case that the original problem has a one-sided solution and the auxiliary problem has a monotone structure, the corresponding myopic stopping time is optimal for the original problem as well. This elementary line of argument directly leads to a characterization of the optimal boundary in the original problem. The optimal threshold is given by the threshold of the myopic stopping time in the auxiliary problem. Supplying also a sufficient condition for our approach to work, we obtain solutions for many prominent examples in the literature, among others the problems of Novikov-Shiryaev, Shepp-Shiryaev, and the American put in option pricing under general conditions. As a further application we show that for underlying random walks (and Lévy processes in continuous time), general monotone and log-concave reward functions g lead to one-sided stopping problems.     

A practical general approximation criterion for methods of multipliers based on Bregman distances

 This paper demonstrates that for generalized methods of multipliers for convex programming based on Bregman distance kernels – including the classical quadratic method of multipliers – the minimization of the augmented Lagrangian can be truncated using a simple, generally implementable stopping criterion based only on the norms of the primal iterate and the gradient (or a subgradient) of the augmented Lagrangian at that iterate. Previous results in this and related areas have required conditions that are much harder to verify, such as ε-optimality with respect to the augmented Lagrangian, or strong conditions on the convex program to be solved. Here, only existence of a KKT pair is required, and the convergence properties of the exact form of the method are preserved. The key new element in the analysis is the use of a full conjugate duality framework, as opposed to mainly examining the action of the method on the standard dual function of the convex program. An existence result for the iterates, stronger than those possible for the exact form of the algorithm, is also included. Received: February 6, 2001 / Accepted: January 25, 2003 Published online: March 21, 2003 Mathematics Subject Classification (1991): 90C25, 90C46, 47H05     

Another Jacobi sufficiency criterion for optimal control with smooth constraints

In order to tighten the gap between necessary and sufficient conditions, new second-order sufficient conditions are developed for optimal control problems, where the control set is given by smooth functions. When the control set is polyhedral, our criterion generalizes prior results of the same kind, namely, the Jacobi criterion in Hamiltonian form and that in Lagrangian form (Refs. 1–3).The research of V. Zeidan was supported by NSERC Grant A-8570, which is gratefully acknowledged.     

Algorithm of shifts for optimal structural schedules

The following problem is solved. Multiset J is given. Find the permutation of its elements that minimizes the value of functional ƒ defined on all permutations of multiset J. Restrictions on functional ƒ are formulated under which the solution is obtained with the aid of the algorithm of shifts with complexity O(¦B(J)¦²¦J¦) of computations of the values of functional ƒ. It is proved that functional satisfies the formulated conditions, and the algorithm of shifts is applicable to it.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 124, pp. 73–92, 1983.     

A dynamic model for optimal design quality and return policies

A clearly explained and generous return policy has been established as a competitive weapon to enhance sales. From the firm’s point of view, a generous return policy will increase sales revenue, but will also increase cost due to increased likelihood of return. Design quality of the product has been used as a competitive weapon for a long time. This paper recognizes the relationship between design quality and price of the product, and the firm’s return policy. Quality level in the product would influence the amount of return directly. When the product quality is higher, the customer satisfaction rate will increase and the probability of return will decrease. We develop a profit-maximization model to jointly obtain optimal policies for the product quality level, price and the return policy over time. The model presented in this paper is dynamic in nature and considers the decisions as the product moves through the life cycle. We obtain a number of managerial guidelines for using marketing and operational strategy variables to obtain the maximum benefit from the market. We mention several future research possibilities.     

A hybrid approach for optimal design of signalized road network

For a signalized road network with expansions of link capacity, the maximum possible increase in travel demands is considered while total delays for travelers are minimized. Using the concept of reserve capacity of signal-controlled junctions, the problem of finding the maximum possible increase in travel demand and determining optimal link capacity expansions can be formulated as optimization programs. In this paper, we present a new solution approach for simultaneously solving the maximum increase in travel demands and minimizing total delays of travelers. A projected Quasi-Newton method is proposed to effectively solve this problem to the KKT points. Numerical computations and comparisons are made on real data signal-controlled networks where obtained results outperform traditional methods.     

A criterion for a spherical design associated with V. A. Yudin potentials

We establish a criterion for a spherical design associated with V. A. Yudin potentials. Thus we obtain an extremal property of spherical designs.     

On optimal structural remodeling

We present the problem of remodeling a given structure such as to improve structural performance optimally within a specified available resource. The development pertains to all types of problems where the mode of structural response is governed by an extremum principle. A variational formulation is used, and the idea is illustrated for maximum-stiffness remodeling of single-purpose structures.The work of the second author was supported in part by the National Science Foundation.     

A criterion for structural stability of quadruples of matrices related to singular linear systems

The concept of structural stability, first introduced by A. A. Andronov and L. S. Pontryagin in 1937 in the qualitative theory of dynamical systems (structurally stable elements being those whose behavior does not change when applying small perturbations), has been widely studied by many authors in control theory. In this work, we present conditions to characterize structurally stable linear time-invariant singular systems when considering different equivalence relations among them. __________ Translated from Fundamentalnaya i Prikladnaya Matematika, Vol. 11, No. 3, pp. 49–56, 2005.