一类非单调保守BFGS算法研究

基于非单调线搜索在寻求优化问题最优解中的优越性,提出了一类新的非单调保守BFGS算法.同已有方法不同,该算法中用来控制非单调性程度的算法参数不是取固定值,而是利用已有目标函数和梯度函数的信息自动调整其取值,以改善算法的数值表现.在合适的假设条件下,建立了新的非单调保守BFGS算法的全局收敛性.用基准测试优化问题测试了算...     

Incorporating scatter search and threshold accepting in finding maximum likelihood estimates for the multinomial probit model

This paper presents a procedure that incorporates scatter search and threshold accepting to find the maximum likelihood estimates for the multinomial probit (MNP) model. Scatter search, widely used in optimization-related studies, is a type of evolutionary algorithm that uses a small set of solutions as the selection pool for mating and generating new solutions to search for a globally optimal solution. Threshold accepting is applied to the scatter search to improve computational efficiency while maintaining the same level of solution quality. A set of numerical experiments, based on synthetic data sets with known model specifications and error structures, were conducted to test the effectiveness and efficiency of the proposed framework. The results indicated that the proposed procedure enhanced performance in terms of likelihood function value and computational efficiency for MNP model estimation as compared to the original scatter search framework.     

An efficient implementation of the robust tabu search heuristic for sparse quadratic assignment problems

We propose and develop an efficient implementation of the robust tabu search heuristic for sparse quadratic assignment problems. The traditional implementation of the heuristic applicable to all quadratic assignment problems is of O(N²) complexity per iteration for problems of size N. Using multiple priority queues to determine the next best move instead of scanning all possible moves, and using adjacency lists to minimize the operations needed to determine the cost of moves, we reduce the asymptotic (N → ∞) complexity per iteration to O(N log N). For practical sized problems, the complexity is O(N).     

A skyline heuristic for the 2D rectangular packing and strip packing problems

In this paper, we propose a greedy heuristic for the 2D rectangular packing problem (2DRP) that represents packings using a skyline; the use of this heuristic in a simple tabu search approach outperforms the best existing approach for the 2DRP on benchmark test cases. We then make use of this 2DRP approach as a subroutine in an “iterative doubling” binary search on the height of the packing to solve the 2D rectangular strip packing problem (2DSP). This approach outperforms all existing approaches on standard benchmark test cases for the 2DSP.     

Discrete-time, economic lot scheduling problem on multiple, non-identical production lines

This paper deals with a general discrete time dynamic demand model to solve real time resource allocation and lot-sizing problems in a multimachine environment. In particular, the problem of apportioning item production to distinct manufacturing lines with different costs (production, setup and inventory) and capabilities is considered. Three models with different cost definitions are introduced, and a set of algorithms able to handle all the problems are developed. The computational results show that the best of the developed approaches is able to handle problems with up to 10000 binary variables outperforming general-purpose solvers and other randomized approaches. The gap between lower and upper bound procedures is within 1.0% after about 500 seconds of CPU time on a 2.66 Ghz Intel Core2 PC.     

一类新的非单调信赖域算法

提出了一类带线性搜索的非单调信赖域算法.算法将非单调Armijo线性搜索技术与信赖域方法相结合,使算法不需重解子问题.而且由于采用了MBFGS校正公式,使矩阵Bk能较好地逼近目标函数的Hesse矩阵并保持正定传递.在较弱的条件下,证明了算法的全局收敛性.数值结果表明算法是有效的.     

大洪水算法在平面选址问题中的应用

大洪水算法是通过模拟洪水上涨过程来进行全局寻优的启发式算法.针对连续优化问题,基于三种不同的邻域搜索策略对其进行改进,并针对一类平面选址问题进行应用测试.仿真结果表明,大洪水算法是一类简单高效的算法,可用于连续优化问题的求解.     

协同设计资源的两级不确定调度问题研究及其求解

针对协同设计资源调度问题中存在的设计任务不确定、资源需求模糊以及任务进行过程中可能出现变化等情况,提出一种基于不确定规划和反应式调度的两级不确定调度模型,通过根据满足系数对最好及最坏规划进行折中的方法对模型进行转化,然后采用离散的自由搜索算法进行求解.通过实例,验证了该方法的有效性.     

Categorizing Normal and Pathological Voices: Automated and Perceptual Categorization

Objectives

The aims of the present study were to evaluate the accuracy of an elaborated automated voice categorization system that classified voice signal samples into healthy and pathological classes and to compare it with classification accuracy that was attained by human experts.

Material and Methods

We investigated the effectiveness of 10 different feature sets in the classification of voice recordings of the sustained phonation of the vowel sound /a/ into the healthy and two pathological voice classes, and proposed a new approach to building a sequential committee of support vector machines (SVMs) for the classification. By applying “genetic search” (a search technique used to find solutions to optimization problems), we determined the optimal values of hyper-parameters of the committee and the feature sets that provided the best performance. Four experienced clinical voice specialists who evaluated the same voice recordings served as experts. The “gold standard” for classification was clinically and histologically proven diagnosis.

Results

A considerable improvement in the classification accuracy was obtained from the committee when compared with the single feature type-based classifiers. In the experimental investigations that were performed using 444 voice recordings coming from 148 subjects, three recordings from each subject, we obtained the correct classification rate (CCR) of over 92% when classifying into the healthy-pathological voice classes, and over 90% when classifying into three classes (healthy voice and two nodular or diffuse lesion voice classes). The CCR obtained from human experts was about 74% and 60%, respectively.

Conclusion

When operating under the same experimental conditions, the automated voice discrimination technique based on sequential committee of SVM was considerably more effective than the human experts.     

基于新型神经网络的乐曲内容检索技术研究

基于文字符号的检索体系,对于音乐材料效果不佳,基于内容的音乐信息检索会成为今后发展的关键。针对音乐检索技术的核心——音频特征描述和特征匹配,本文以音高和相对节奏为音乐作品的关键特征,发展了非毗邻层连接的前馈神经网络结构,给出了误差反传训练算法的分类器,并进行了试验研究。结果表明,非毗邻层连接的前馈神经网络结构有优越的识别性能和极快的收敛速度。