Search for the decay πO → 4γ

We have searched for the decay π^O → 4γ using the decay K^± → π^±π^O as a source of kinematically defined π^O,s. No events were observed, where one event would correspond to a branching ratio (π^O → 4γ)/(π^O → 2γ) of 2.7 × 10^?5.     

Semi-Iterative Minimum Cross-Entropy Algorithms for Rare-Events,Counting, Combinatorial and Integer Programming

We present a new generic minimum cross-entropy method, called the semi-iterative MinxEnt, or simply SME, for rare-event probability estimation, counting, and approximation of the optimal solutions of a broad class of NP-hard linear integer and combinatorial optimization problems (COP’s). The main idea of our approach is to associate with each original problem an auxiliary single-constrained convex MinxEnt program of a special type, which has a closed-form solution. We prove that the optimal pdf obtained from the solution of such a specially designed MinxEnt program is a zero variance pdf, provided the “temperature” parameter is set to minus infinity. In addition we prove that the parametric pdf based on the product of marginals obtained from the optimal zero variance pdf coincides with the parametric pdf of the standard cross-entropy (CE) method. Thus, originally designed at the end of 1990s as a heuristics for estimation of rare-events and COP’s, CE has strong connection with MinxEnt, and thus, strong mathematical foundation. The crucial difference between the proposed SME method and the standard CE counterparts lies in their simulation-based versions: in the latter we always require to generate (via Monte Carlo) a sequence of tuples including the temperature parameter and the parameter vector in the optimal marginal pdf’s, while in the former we can fix in advance the temperature parameter (to be set to a large negative number) and then generate (via Monte Carlo) a sequence of parameter vectors of the optimal marginal pdf’s alone. In addition, in contrast to CE, neither the elite sample no the rarity parameter is needed in SME. As result, the proposed SME algorithm becomes simpler, faster and at least as accurate as the standard CE. Motivated by the SME method we introduce a new updating rule for the parameter vector in the parametric pdf of the CE program. We show that the CE algorithm based on the new updating rule, called the combined CE (CCE), is at least as fast and accurate as its standard CE and SME counterparts. We also found numerically that the variance minimization (VM)-based algorithms are the most robust ones. We, finally, demonstrate numerically that the proposed algorithms, and in particular the CCE one, allows accurate estimation of counting quantities up to the order of hundred of decision variables and hundreds of constraints. This research was supported by the Israel Science Foundation (grant No 191-565).     

Application of the Cross-Entropy Method to the Buffer Allocation Problem in a Simulation-Based Environment

The buffer allocation problem (BAP) is a well-known difficult problem in the design of production lines. We present a stochastic algorithm for solving the BAP, based on the cross-entropy method, a new paradigm for stochastic optimization. The algorithm involves the following iterative steps: (a) the generation of buffer allocations according to a certain random mechanism, followed by (b) the modification of this mechanism on the basis of cross-entropy minimization. Through various numerical experiments we demonstrate the efficiency of the proposed algorithm and show that the method can quickly generate (near-)optimal buffer allocations for fairly large production lines.     

Minimal curvature-constrained networks

This paper introduces an exact algorithm for the construction of a shortest curvature-constrained network interconnecting a given set of directed points in the plane and a gradient descent method for doing so in 3D space. Such a network will be referred to as a minimum Dubins tree, since its edges are Dubins paths (or slight variants thereof). The problem of constructing a minimum Dubins tree appears in the context of underground mining optimisation, where the objective is to construct a least-cost network of tunnels navigable by trucks with a minimum turning radius. The Dubins tree problem is similar to the Steiner tree problem, except the terminals are directed and there is a curvature constraint. We propose the minimum curvature-constrained Steiner point algorithm for determining the optimal location of the Steiner point in a 3-terminal network. We show that when two terminals are fixed and the third varied in the planar version of the problem, the Steiner point traces out a limaçon.     

Repeated two-player games with ruin

The class of repeated two-player games (with long-run average payoff criterion) is extended to accommodate initial holdings of wealth and the possibility of ruin. Equilibria of these games are studied under the assumption that each player regards his own ruin as the worst possible outcome of the game and his opponent's ruin as the best possible outcome.     

Characteristic functional equations of polynomials and the morera-carleman theorem

Several characteristic functional equations satisfied by classes of polynomials of bounded degree are examined in connection with certain generalizations of the Morera-Carleman Theorem. Certain functional equations which have nonanalytic polynomial solutions are also considered.     

The Cross-Entropy Method for Continuous Multi-Extremal Optimization

In recent years, the cross-entropy method has been successfully applied to a wide range of discrete optimization tasks. In this paper we consider the cross-entropy method in the context of continuous optimization. We demonstrate the effectiveness of the cross-entropy method for solving difficult continuous multi-extremal optimization problems, including those with non-linear constraints.