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11.
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
12.
Seok‐Ho Hwang Kyung Soo Yoo Charles N. Moorefield Sang‐Won Lee George R. Newkome 《Journal of Polymer Science.Polymer Physics》2004,42(8):1487-1495
A series of metallodendrimers, assembled by means of bis(terpyridinyl)Ru(II) connectivity on poly(propylene imine) dendrimer scaffolds, with homogeneous or heterogeneous surfaces, were prepared. Differential scanning calorimetry and thermogravimetric analysis were used to determine their thermal behavior, glass‐transition temperatures, and the decomposition kinetics and temperatures; no synergy effects for these properties were observed for the heterogeneously surfaced constructs in contrast to the corresponding homogeneously coated materials, which exhibited different values depending on their surface functionalities. © 2004 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 42: 1487–1495, 2004 相似文献
13.
George Z. Papageorgiou George P. Karayannidis Dimitris N. Bikiaris Anagnostis Stergiou George Litsardakis Sofoklis S. Makridis 《Journal of Polymer Science.Polymer Physics》2004,42(5):843-860
The crystallization behavior of a series of poly(ethylene‐co‐butylene naphthalate) (PEBN) random copolymers was studied. Wide‐angle X‐ray diffraction (WAXD) patterns showed that the crystallization of these copolymers could occur over the entire range of compositions. This resulted in the formation of poly(ethylene naphthalate) or poly(butylene naphthalate) crystals, depending on the composition of the copolymers. Sharp diffraction peaks were observed, except for 50/50 PEBN. Eutectic behavior was also observed. This showed isodimorphic cocrystallization of the PEBN copolymers. The variation of the enthalpy of fusion of the copolymers with the composition was estimated. The isothermal and nonisothermal crystallization kinetics were studied. The crystallization rates were found to decrease as the comonomer unit content increased. The tensile properties were also measured and were found to decrease as the butylene naphthalate content of the copolymers increased. For initially amorphous specimens, orientation was proved by WAXD patterns after drawing, but no crystalline reflections were observed. However, the fast crystallization of drawn specimens occurred when they were heated above the glass‐transition temperature. © 2004 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 42: 843–860, 2004 相似文献
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Using the symbolic computation program MAPLE, we compute several terms of an asymptotic expansion for the distribution function of the logistic midrange. 相似文献
17.
Yu You George W. Kattawar Ping Yang Yong X. Hu Bryan A. Baum 《Journal of Quantitative Spectroscopy & Radiative Transfer》2006,100(1-3):470-482
Measurements from depolarized lidars provide a promising method to retrieve both cloud and aerosol properties and a versatile complement to passive satellite-based sensors. For lidar observations of clouds and aerosols, multiple scattering plays an important role in the scattering process. Monte Carlo simulations are carried out to investigate the sensitivity of lidar backscattering depolarization to cloud and aerosol properties. Lidar parameters are chosen to be similar to those of the upcoming space-based CALIPSO lidar. Cases are considered that consist of a single cloud or aerosol layer, as well as a case in which cirrus clouds overlay different types of aerosols. It is demonstrated that besides thermodynamic cloud phase, the depolarized lidar signal may provide additional information on ice or aerosol particle shapes. However, our results show little sensitivity to ice or aerosol particle sizes. Additionally, for the case of multiple but overlapping layers involving both clouds and aerosols, the depolarized lidar contains information that can help identify the particle properties of each layer. 相似文献
18.
We introduce the notion of n-nuanced MV-algebra by performing a Łukasiewicz–Moisil nuancing construction on top of MV-algebras. These structures extend both MV-algebras and Łukasiewicz–Moisil algebras, thus unifying two important types of structures in the algebra of logic. On a logical level, n-nuanced MV-algebras amalgamate two distinct approaches to many valuedness: that of the infinitely valued Łukasiewicz logic, more related in spirit to the fuzzy approach, and that of Moisil n-nuanced logic, which is more concerned with nuances of truth rather than truth degree. We study n-nuanced MV-algebras mainly from the algebraic and categorical points of view, and also consider some basic model-theoretic aspects. The relationship with a suitable notion of n-nuanced ordered group via an extension of the Γ construction is also analyzed. 相似文献
19.
George Lagogiannis Christos Makris Athanasios Tsakalidis 《Journal of Discrete Algorithms》2006,4(1):106-141
We consider the problem of maintaining a dynamic ordered set of n integers in a universe U under the operations of insertion, deletion and predecessor queries. The computation model used is a unit-cost RAM, with a word length of w bits, and the universe size is |U|=2w. We present a data structure that uses O(|U|/log|U|+n) space, performs all the operations in O(loglog|U|) time and needs O(loglog|U|/logloglog|U|) structural changes per update operation. The data structure is a simplified version of the van Emde Boas' tree introducing, in its construction and functioning, new concepts, which help to keep the important information for searching along the path of the tree, in a more compact and organized way. 相似文献
20.
Kyu Hwang Yeon Suk Seong Kim Chung In Um Thomas F. George 《International Journal of Theoretical Physics》2003,42(9):2043-2059
Quantum Hamiltonian systems corresponding to classical systems related by a general canonical transformation are considered. The differential equation to find the unitary operator, which corresponds to the canonical transformation and connects quantum states of the original and transformed systems, is obtained. The propagator associated with their wave functions is found by the unitary operator. Quantum systems related by a linear canonical point transformation are analyzed. The results are tested by finding the wave functions of the under-, critical-, and over-damped harmonic oscillator from the wave functions of the harmonic oscillator, free-particle system, and negative harmonic potential system, using the unitary operator to connect them, respectively. 相似文献