微粒群算法及其在热轧生产调度中的应用

针对整数规划问题的特点,提出了一种在整数空间中进行进化计算的PSO算法,使微粒群的进化限于整数空间。给出了热轧生产调度问题的最优轧制单元数学规划模型。并将该方法成功应用于最优轧制单元求解。     

The shuttle dispatch problem with compound Poisson arrivals: Controls at two terminals

We consider the control of an infinite capacity shuttle which transports passengers between two terminals. The passengers arrive at each terminal according to a compound Poisson process and the travel time from one terminal to the other is a random variable following an arbitrary distribution. The following control limit policy is considered: dispatch the shuttle at terminali, at the instant that the total number of passengers waiting at terminali reaches or exceeds a predetermined control limitm _i . The objective of this paper is to obtain the mean waiting time of an arbitrary passenger at each terminal for given control valuesm ₁ andm ₂. We also discuss a search procedure to obtain the optimal control values which minimize the total expected cost per unit time under a linear cost structure.     

Computational schemes for large-scale problems in extended linear-quadratic programming

Numerical approaches are developed for solving large-scale problems of extended linear-quadratic programming that exhibit Lagrangian separability in both primal and dual variables simultaneously. Such problems are kin to large-scale linear complementarity models as derived from applications of variational inequalities, and they arise from general models in multistage stochastic programming and discrete-time optimal control. Because their objective functions are merely piecewise linear-quadratic, due to the presence of penalty terms, they do not fit a conventional quadratic programming framework. They have potentially advantageous features, however, which so far have not been exploited in solution procedures. These features are laid out and analyzed for their computational potential. In particular, a new class of algorithms, called finite-envelope methods, is described that does take advantage of the structure. Such methods reduce the solution of a high-dimensional extended linear-quadratic program to that of a sequence of low-dimensional ordinary quadratic programs.This work was supported in part by grants AFOSR 87-0821 and AFOSR 89-0081 from the Air Force Office of Scientific Research.     

Nonconvex separation theorems and some applications in vector optimization

Separation theorems for an arbitrary set and a not necessarily convex set in a linear topological space are proved and applied to vector optimization. Scalarization results for weakly efficient points and properly efficient points are deduced.     

Recursive quadratic programming algorithm that uses an exact augmented Lagrangian function

An algorithm for nonlinear programming problems with equality constraints is presented which is globally and superlinearly convergent. The algorithm employs a recursive quadratic programming scheme to obtain a search direction and uses a differentiable exact augmented Lagrangian as line search function to determine the steplength along this direction. It incorporates an automatic adjustment rule for the selection of the penalty parameter and avoids the need to evaluate second-order derivatives of the problem functions. Some numerical results are reported.     

Variational metric and exponential penalization

Attouch and Wets have introduced recently a variational metric between closed proper convex functions. The aim of this note is to give an estimation of this metric in the case of the exponential penalties. We can therefore recover some convergence results for the exponential penalty method.The authors would like to thank the referees for their suggestions.     

一类锥模型非单调信赖域算法及收敛性分析

本文对无约束优化问题提出了一类基于锥模型的非单调信赖域算法.二次模型非单调信赖域算法是新算法的特例.在适当的条件下,证明了算法的全局收敛性及Q-二次收敛性.     

THE SATELLITE STRUCTURE TOPOLOGY OPTIMIZATION BASED ON HOMOGENIZATION METHOD AND ITS SIZE SENSITIVITY ANALYSIS

With the development of satellite structure technology, more and more design parameters will affect its structural performance. It is desirable to obtain an optimal structure design with a minimum weight, including optimal configuration and sizes. The present paper aims to describe an optimization analysis for a satellite structure, including topology optimization and size optimization. Based on the homogenization method, the topology optimization is carried out for the main supporting frame of service module under given constraints and load conditions, and then the sensitivity analysis is made of 15 structural size parameters of the whole satellite and the optimal sizes are obtained. The numerical result shows that the present optimization design method is very effective.     

Variance reduction in sample approximations of stochastic programs

This paper studies the use of randomized Quasi-Monte Carlo methods (RQMC) in sample approximations of stochastic programs. In numerical integration, RQMC methods often substantially reduce the variance of sample approximations compared to Monte Carlo (MC). It seems thus natural to use RQMC methods in sample approximations of stochastic programs. It is shown, that RQMC methods produce epi-convergent approximations of the original problem. RQMC and MC methods are compared numerically in five different portfolio management models. In the tests, RQMC methods outperform MC sampling substantially reducing the sample variance and bias of optimal values in all the considered problems.     

Stress-based upper-bound method and convex optimization: case of the Gurson materialMéthode cinématique par les contraintes et optimisation convexe : cas du matériau de Gurson

A nonlinear interior point method associated with the kinematic theorem of limit analysis is proposed. Associating these two tools enables one to determine an upper bound of the limit loading of a Gurson material structure from the knowledge of the sole yield criterion. We present the main features of the interior point algorithm and an original method providing a rigorous kinematic bound from a stress formulation of the problem. This method is tested by solving in plane strain the problem of a Gurson infinite bar compressed between rough rigid plates. To cite this article: F. Pastor et al., C. R. Mecanique 334 (2006).