Parallelization of a Two-Phase Metaheuristic for Routing Problems with Time Windows

This paper describes the parallelization of a two-phase metaheuristic for the vehicle routing problem with time windows and a central depot (VRPTW). The underlying objective function combines the minimization of the number of vehicles in the first search phase of the metaheuristic with the minimization of the total travel distance in the second search phase. The parallelization of the metaheuristic follows a type 3 parallelization strategy (cf. Crainic and Toulouse (2001). In F. Glover and G. Kochenberger (eds.). State-of-the-Art Handbook in Metaheuristics. Norwell, MA: Kluwer Academic Publishers), i.e. several concurrent searches of the solution space are carried out with a differently configured metaheuristic. The concurrently executed processes cooperate through the exchange of solutions. The parallelized two-phase metaheuristic was subjected to a comparative test on the basis of 358 problems from the literature with sizes varying from 100 to 1000 customers. The derived results seem to justify the proposed parallelization concept.     

Hedging of the European option in discrete time under proportional transaction costs

In the paper hedging of the European option in a discrete time financial market with proportional transaction costs is studied. It is shown that for a certain class of options the set of portfolios which allow to hedge an option in a discrete time model with a bounded set of possible changes in a stock price is the same as the set of such portfolios, under assumption that the stock price evolution is given by a suitable CRR model.     

On existence of undominated pure strategy Nash equilibria in anonymous nonatomic games: a generalization

In this paper, we generalize the exitence result for pure strategy Nash equilibria in anonymous nonatomic games. By working directly on integrals of pure strategies, we also generalize, for the same class of games, the existence result for undominated pure strategy Nash equilibria even though, in general, the set of pure strategy Nash equilibria may fail to be weakly compact. Received August 2001     

关于拓扑对策中的I~2(K)I(K)问题

证明了如果空间类κ为D-空间类或闭遗传不可约空间类,则I(κ)(∈)κ.这一结果对于κ为D空间类和闭遗传不可约空间类,肯定地回答了I(κ)是否包含I2(κ)问题.     

Initial guess by improved population-based intelligent algorithms for large inter-frame deformation measurement using digital image correlation

Digital image correlation (DIC) has received a widespread research and application in experimental mechanics. In DIC, the performance of subpixel registration algorithm (e.g., Newton-Raphson method, quasi-Newton method) relies heavily on the initial guess of deformation. In the case of small inter-frame deformation, the initial guess could be found by simple search scheme, the coarse-fine search for instance. While for large inter-frame deformation, it is difficult for simple search scheme to robustly estimate displacement parameters and deformation parameters simultaneously with low computational cost. In this paper, we proposed three improving strategies, i.e. Q-stage evolutionary strategy (T), parameter control strategy (C) and space expanding strategy (E), and then combined them into three population-based intelligent algorithms (PIAs), i.e. genetic algorithm (GA), differential evolution (DE) and particle swarm optimization (PSO), and finally derived eighteen different algorithms to calculate the initial guess for qN. The eighteen algorithms were compared in three sets of experiments including large rigid body translation, finite uniaxial strain and large rigid body rotation, and the results showed the effectiveness of proposed improving strategies. Among all compared algorithms, DE-TCE is the best which is robust, convenient and efficient for large inter-frame deformation measurement.     

Obtaining the dividends-penalty identities by interpretation

The dividends-penalty identity is a relation between three functions: the discounted penalty function without dividends, the discounted penalty function if a barrier dividend strategy is applied, and the expected discounted dividends until ruin. The classical model of risk theory is modified in that the deterministic premiums are replaced by a compound Poisson process with exponential jumps. In this model, the dividends-penalty identity is new and can be derived by interpretation. Then the dividends-penalty identity in the classical model is obtained as a limit.     

Nanoscale Science and Technology at Los Alamos National Laboratory

Research in the emerging field of nanoscale science and technology has grown steadily at Los Alamos National Laboratory since 1990. This article summarizes some of this work, examining research highlights within the seven key categories of nanoscience in which Los Alamos has ongoing projects, capabilities, and facilities: (1) Materials and chemistry, (2) Theory and modeling, (3) Bioscience, (4) Investigative tools and facilities, (5) Sensors and devices, (6) Synthesis and fabrication, and (7) Education and outreach. Future research horizons are indicated throughout while institutional strategies for advancing nanoscale science are summarized at the end.     

Robust Optimal Stopping-Time Control for Nonlinear Systems

Abstract. We formulate a robust optimal stopping-time problem for a state-space system and give the connection between various notions of lower value function for the associated games (and storage function for the associated dissipative system) with solutions of the appropriate variational inequality (VI) (the analogue of the Hamilton—Jacobi—Bellman—Isaacs equation for this setting). We show that the stopping-time rule can be obtained by solving the VI in the viscosity sense and a positive definite supersolution of the VI can be used for stability analysis.     

Classical Risk Model with Threshold Dividend Strategy

In this article, a threshold dividend strategy is used for classical risk model. Under this dividend strategy, certain probability of ruin, which occurs in case of constant barrier strategy, is avoided. Using the strong Markov property of the surplus process and the distribution of the deficit in classical risk model, the survival probability for this model is derived, which is more direct than that in Asmussen（2000, P195, Proposition 1.10）. The occupation time of non-dividend of this model is also discussed by means of Martingale method.     

最优多期比例再保险策略的必要条件

研究最小化保险公司破产概率的最优多期比例再保险策略,给出了保险公司最小破产概率的一个递归表达式,证明了可用动态规划方法求解此类问题.在此基础上,我们推导出最优多期比例再保险策略的几个必要条件.