Quantifying uncertainty with ensembles of surrogates for blackbox optimization

Blackbox optimization tackles problems where the functions are expensive to evaluate and where no analytical information is available. In this context, a tried and tested technique is to build surrogates of the objective and the constraints in order to conduct the optimization at a cheaper computational cost. This work introduces an extension to a specific type of surrogates: ensembles of surrogates, enabling them to quantify the uncertainty on the predictions they produce. The resulting extended ensembles of surrogates behave as stochastic models and allow the use of efficient Bayesian optimization tools. The method is incorporated in the search step of the mesh adaptive direct search (MADS) algorithm to improve the exploration of the search space. Computational experiments are conducted on seven analytical problems, two multi-disciplinary optimization problems and two simulation problems. The results show that the proposed approach solves expensive simulation-based problems at a greater precision and with a lower computational effort than stochastic models.

     

Correction to: Idealness of k-wise intersecting families

Mathematical Programming - A Correction to this paper has been published: 10.1007/s10107-020-01587-x     

Idealness of k-wise intersecting families

Mathematical Programming - A clutter is k-wise intersecting if every k members have a common element, yet no element belongs to all members. We conjecture that, for some integer $$k\ge 4$$ , every...     

Hypergraph Turán Numbers of Vertex Disjoint Cycles

The Turán number of a k-uniform hypergraph H,denoted by ex_k(n;H),is the maximum number of edges in any k-uniform hypergraph F on n vertices which does not contain H as a subgraph.Let C_l~((k)) denote the family of all k-uniform minimal cycles of length l;S(?₁,…,?_r) denote the family of hypergraphs consisting of unions of r vertex disjoint minimal cycles of length ?₁,…?_r,respectively,and C_l~((k))denote a k-uniform linear ...     

Profit maximization in an inventory system with time-varying demand,partial backordering and discrete inventory cycle

In this paper, an inventory problem where the inventory cycle must be an integer multiple of a known basic period is considered. Furthermore, the demand rate in each basic period is a power time-dependent function. Shortages are allowed but, taking necessities or interests of the customers into account, only a fixed proportion of the demand during the stock-out period is satisfied with the arrival of the next replenishment. The costs related to the management of the inventory system are the ordering cost, the purchasing cost, the holding cost, the backordering cost and the lost sale cost. The problem is to determine the best inventory policy that maximizes the profit per unit time, which is the difference between the income obtained from the sales of the product and the sum of the previous costs. The modeling of the inventory problem leads to an integer nonlinear mathematical programming problem. To solve this problem, a new and efficient algorithm to calculate the optimal inventory cycle and the economic order quantity is proposed. Numerical examples are presented to illustrate how the algorithm works to determine the best inventory policies. A sensitivity analysis of the optimal policy with respect to some parameters of the inventory system is developed. Finally, conclusions and suggestions for future research lines are given.

     

Etude des métastannates de cadmium par spectrographie d'absorption infrarouge entre 5 et 40μ. Solutions solides entre l'oxyde d'étain et Poxyde de cadmium

Résumé Par chauffage à 1000° de mélanges d'oxyde stannique et d'oxyde de cadmium en proportions diverses, comme par déshydratation de précipités mixtes des hydroxydes correspondants, il se forme une série de solutions solides de l'oxyde de cadmium dans l'oxyde d'étain. Elles sont solubles dans l'acide chlorhydrique et présentent un spectre d'absorption infrarouge caractéristique que l'on a comparé avec celui des 2 métastannates de cadmium CdSnO₃, l'un de type ilménite, l'autre de type perovskite.

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Summary By heating various mixture of stannic oxide and cadmium oxide to 1000° C, a series of solid solutions of cadmium oxide in stannic oxide results as is the case when mixed precipitates of the corresponding hydroxides are dehydrated. They are soluble in hydrochloric acid and yield a characteristic infrared absorption spectrum that was compared with that of the two cadmium métastannates CdSnO₃, one of the ilmenite type, the other of the perovskite type.

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Zusammenfassung Erhitzt man verschieden zusammengesetzte Gemische von Zinnoxid und Cadmiumoxid auf 1000° C oder werden Mischfällungen der entsprechenden Hydroxide dehydratisiert, so entsteht eine Reihe fester Lösungen von Cadmiumoxid in Zinnoxid. Sie sind in Salzsäure löslich und zeigen ein charakteristisches Absorptionsspektrum im IR. Dieses wurde mit dem Spektrum zweier Cadmium-Metastannate (CdSnO₃) vom Typus des Ilmenits bzw. Perovskits verglichen.

     

Independence versus indetermination: basis of two canonical clustering criteria

Advances in Data Analysis and Classification - This paper aims at comparing two coupling approaches as basic layers for building clustering criteria, suited for modularizing and clustering very...     

Identities of symmetric and skew-symmetric matrices in characteristicp

It is well known how the Kostant-Rowen Theorem extends the validity of the famous Amitsur-Levitzki identity to skew-symmetric matrices. Here we give a general method, based on a graph theoretic approach, for deriving extensions of known permanental-type identities to skew-symmetric and symmetric matrices over a commutative ring of prime characteristic. Our main result has a typical Kostant-Rowen flavour: IfM≥p[n+1/2] then $C_M (X,Y) = \sum\limits_{\alpha ,\beta \in Sym(M)} {x_{\alpha (1)} y_{\beta (1)} x_{\alpha (2)} y_{\beta (2)} } ...x_{\alpha (M)} y_{\beta (M)} = 0$ is an identity onM _n ^? (Ω), the set ofnxn skew-symmetric matrices over a commutative ring Ω withp1_Ω=0 (provided that $P > \sqrt {[n + 1/2)} $ ). Otherwise, the stronger conditionM≥pn implies thatC _M(X,Y)=0 is an identity on the full matrix ringM _n(Ω).     

The crystal structure of eudesma-4(15),7(11)-dien-8α, 12-olide: a sesquiterpene lactone fromTrattinickia rhoifolia Willd

The title compound, formula C₁₅H₂₀O₂, is orthorhombic, P2₁2₁2₁ witha=8.747(2),b=12.025(3),c=12.554(3)Å,Z=4, andD _m =1.32(2)g/ml. The structural analysis shows that the compound corresponds to eudesma-4(15),7(11)-dien-8,12-olide, a sesquiterpene lactone previously isolated fromAster umbellatus but whose crystal structure was unknown.     

Generalized self-dual Yang-Mills flows,explicit solutions and reductions

An evolution equation is added to the generalized self-dual Yang-Mills equations. The evolution equation contains terms of negative powers of the spectral parameter as well as terms of positive powers. The Darboux matrix method is used to obtain explicit solutions, especially single and multiple solitons. All integrable soliton equations in the framework of AKNS system (inR ⁿ⁺¹ orR ¹⁺¹) can be derived from the generalized Yang-Mills flows by reduction.Supported by Chinese research project Nonlinear Science and K.C. Wong Education Foundation, Hong Kong.