多级制造系统的最优化模型及其应用

多级制造系统是现代制造业的主要加工方式，系统的每一级的加工速度和加工周期是系统设计的主要决策变量，正确确定这两个变量是系统得到优化的主要目标。本文导出了系统优化的基本模型，它包括系统各级的生产时间、等待时间、生产速度、生产成本以及系统的循环时间、总成本、产品利润和利润率等，并给出了一个应用实例。     

Parallel Algorithm for Unconstrained Optimization Based on Decomposition Techniques

We present a numerical implementation of the parallel gradient distribution (PGD) method for the solution of large-scale unconstrained optimization problems. The proposed parallel algorithm is characterized by a parallel phase which exploits the portions of the gradient of the objective function assigned to each processor; then, a coordination phase follows which, by a synchronous interaction scheme, optimizes over the partial results obtained by the parallel phase. The parallel and coordination phases are implemented using a quasi-Newton limited-memory BFGS approach. The computational experiments, carried out on a network of UNIX workstations by using the parallel software tool PVM, show that parallelization efficiency was problem dependent and ranged between 0.15 and 8.75. For the 150 problems solved by PGD on more than one processor, 85 cases had parallelization efficiency below 1, while 65 cases had a parallelization efficiency above 1.     

Impact of Partial Separability on Large-Scale Optimization

ELSO is an environment for the solution oflarge-scale optimization problems. With ELSO the user is required to provide only code for the evaluation of a partially separable function. ELSO exploits the partialseparability structure of the function to computethe gradient efficiently using automatic differentiation.We demonstrate ELSO's efficiency by comparing thevarious options available in ELSO.Our conclusion is that the hybrid option in ELSOprovides performance comparable to the hand-coded option, while having the significantadvantage of not requiring a hand-coded gradient orthe sparsity pattern of the partially separable function.In our test problems, which have carefully coded gradients,the computing time for the hybrid AD option is within a factor of two of thehand-coded option.     

Global Optimization of a Quadratic Functional with Quadratic Equality Constraints, Part 2

In this paper, we investigate a constrained optimization problem with a quadratic cost functional and two quadratic equality constraints. It is assumed that the cost functional is positive definite and that the constraints are both feasible and regular (but otherwise they are unrestricted quadratic functions). Thus, the existence of a global constrained minimum is assured. We develop a necessary and sufficient condition that completely characterizes the global minimum cost. Such a condition is of essential importance in iterative numerical methods for solving the constrained minimization problem, because it readily distinguishes between local minima and global minima and thus provides a stopping criterion for the computation. The result is similar to one obtained previously by the authors. In the previous result, we gave a characterization of the global minimum of a constrained quadratic minimization problem in which the cost functional was an arbitrary quadratic functional (as opposed to positive-definite here) and the constraints were at least positive-semidefinite quadratic functions (as opposed to essentially unrestricted here).     

Formulation,Stability, and Computation of Traffic Network Equilibria as Projected Dynamical Systems

In this paper, we present a unified treatment and analysis of a dynamic traffic network model with elastic demands formulated and studied as a projected dynamical system. We propose a travel route choice adjustment process that satisfies the projected dynamical system. Under certain conditions, stability and asymptotical stability of the equilibrium patterns are then derived. Finally, two discrete-time algorithms, the Euler method and the Heun method, are proposed for the computation of the solutions, and convergence results established. The convergence results depend crucially on stability analysis. The performance of the algorithms is then illustrated on several transportation networks.     

IGCC空气侧整体综合优化的研究

主要符号表X。。氮气回注系数如空分整体化系数E。；c燃气轮机压气机效率G。l回注氮气流量万燃气轮机透平前温尼。”系统相对效率G。。煤气氮气掺混流量Ea；，c空气专用压缩机效率N。”系统相对功率1前言整体煤气化联合循环（IGCC）系统模拟与优化逐步受到重视，开展了许多相关研究［‘－‘］。但是，现有的方法［‘，‘］一个突出的问题，它是在设定的具体流程方案下的数值分析，这常常导致落入“局部优化掩盖了整体最优”的误区。本文是研究以空分系统为中心的空气侧子系统的整体优化，阐述基本概念，尝试新方法，并结合大型商业化装…     

New Imperfect Conjugate Gradient Algorithm

We present a method which generates conjugate search directions and maintains the quadratic convergence property, when applied to a quadratic function, even when the line searches are not exact. The method is similar to that given by Dixon, but needs one less vector store. When the method is applied to a number of general functions of different dimensionality, results show the efficiency of the method.     

AN ALTERNATIVE SPECIFICATION FOR MODELING GROUNDWATER DYNAMICS

This research extends previous work with dynamic models to manage groundwater quality by using the consumptive nitrate use rate instead of the nitrate application rate. The analysis indicates that misspecification results in overestimation of economic benefits, and supra-optimum nitrogen fertilizer application rates and groundwater nitrate stocks at a steady state.     

The uv-Decomposition on a Class of D.C. Functions and Optimality Conditions

In this paper,the UV-theory and P-differential calculus are employed to study second-order ex-pansion of a class of D.C.functions and minimization problems.Under certain conditions,some properties ofthe U-Lagrangian,the second-order expansion of this class of functions along some trajectories are formulated.Some first and second order optimality conditions for the class of D.C.optimization problems are given.     

Optimal Investment in a Levy Market

In this paper we consider the optimal investment problem in a market where the stock price process is modeled by a geometric Levy process (taking into account jumps). Except for the geometric Brownian model and the geometric Poissonian model, the resulting models are incomplete and there are many equivalent martingale measures. However, the model can be completed by the so-called power-jump assets. By doing this we allow investment in these new assets and we can try to maximize the expected utility of these portfolios. As particular cases we obtain the optimal portfolios based in stocks and bonds, showing that the new assets are superfluous for certain martingale measures that depend on the utility function we use.