Robust optimization using computer experiments

During metamodel-based optimization three types of implicit errors are typically made. The first error is the simulation-model error, which is defined by the difference between reality and the computer model. The second error is the metamodel error, which is defined by the difference between the computer model and the metamodel. The third is the implementation error. This paper presents new ideas on how to cope with these errors during optimization, in such a way that the final solution is robust with respect to these errors. We apply the robust counterpart theory of Ben-Tal and Nemirovsky to the most frequently used metamodels: linear regression and Kriging models. The methods proposed are applied to the design of two parts of the TV tube. The simulation-model errors receive little attention in the literature, while in practice these errors may have a significant impact due to propagation of such errors.     

Robust a posteriori error estimation for the nonconforming Fortin-Soulie finite element approximation

We obtain a computable a posteriori error bound on the broken energy norm of the error in the Fortin-Soulie finite element approximation of a linear second order elliptic problem with variable permeability. This bound is shown to be efficient in the sense that it also provides a lower bound for the broken energy norm of the error up to a constant and higher order data oscillation terms. The estimator is completely free of unknown constants and provides a guaranteed numerical bound on the error.

     

Robust portfolio selection with uncertain exit time using worst-case VaR strategy

To deal with the robust portfolio selection problem where only partial information on the exit time distribution and on the conditional distribution of portfolio return is available, we extend the worst-case VaR approach and formulate the corresponding problems as semi-definite programs. Moreover, we present some numerical results with real market data.     

结构稳健性设计与考虑不确定因素的优化设计的比较

用典型的三杆桁架结构设计问题，进行了结构稳健性设计与考虑不确定因素的优化设计的比较，通过用蒙特卡罗模拟法对设计结果的结构可靠性计算，表明两种设计在提高结构可靠性上是一致的，但结构稳健性设计更具有有效控制结构特性散布的优点。     

Finding GM-estimators with global optimization techniques

In this note we address the problem of finding the GM-estimator for the location parameter of a univariate random variable. When this problem is non-convex but d.c. one can use a standard covering method, which, in the one-dimensional case has a simple form. In this paper we exploit the structure of the problem in order to obtain d.c. decompositions with certain optimality properties in the application of the algorithm. Numerical results show that this general-purpose algorithm outperforms previous ad-hoc methods for this problem.     

基于听觉模型的话者特征参数提取及其在噪声背景下的话者辨识

本文基于人耳听觉模型提出了一种鲁棒性的话者特征参数提取方法。该种方法中,首先由Gamma tone听觉滤波器组和Meddis内耳毛细胞发放模型获得表征听觉神经活动特性的听觉相关图。由听觉神经脉冲发放的锁相特性和双声抑制特性,我们将听觉相关图每个频带中的幅值最大频率分量作为表征当前频带特性的特征参量,于是所有频带的特征参量便构成了表征当前语音段特性的特征矢量;我们采用DCT交换进一步消除各个特征参量之间的相关性,压缩特征矢量的维数。有效性试验表明,该种特征矢量基本上反映了输入语音的谱包络特性;抗噪声性能实验表明,在高斯白噪声和汽车噪声干扰下,这种特征参数比LPCC和MFCC有较小的相对失真;基于矢量量化的文本无关话者辨识表明,对于三种类型的噪声干扰该种特征参数在低信噪比下都获得了较好的识别结果。     

稳健回归解析紫外光度法同时测定磺胺甲唑和甲氧苄啶

磺胺甲噁唑和甲氧苄啶的紫外光谱严重重叠,本文构造和使用两个M估计的新的目标函数导函数(x)函数,并由此建立两个新稳健回归方法,以此解析重叠的吸收光谱,不经分离紫外分光光度法同时测定磺胺甲噁唑和甲氧苄啶,结果满意。为多组分同时测定提供了两个新稳健回归方法。     

Minimization Algorithms Based on Supervisor and Searcher Cooperation

In the present work, we explore a general framework for the design of new minimization algorithms with desirable characteristics, namely, supervisor-searcher cooperation. We propose a class of algorithms within this framework and examine a gradient algorithm in the class. Global convergence is established for the deterministic case in the absence of noise and the convergence rate is studied. Both theoretical analysis and numerical tests show that the algorithm is efficient for the deterministic case. Furthermore, the fact that there is no line search procedure incorporated in the algorithm seems to strengthen its robustness so that it tackles effectively test problems with stronger stochastic noises. The numerical results for both deterministic and stochastic test problems illustrate the appealing attributes of the algorithm.     

Alkyl-chain branched effect on the aggregation and photophysical behavior of polydiarylfluorenes toward stable deep-blue electroluminescence and efficient amplified spontaneous emission

The control of the condensed superstructure of light-emitting conjugated polymers(LCPs) is a crucial factor to obtain high performance and stable organic optoelectronic devices.Side-chain engineering strategy is an effective platform to tune inter chain aggregation and photophysical behaviour of LCPs.Herein,we systematically investigated the alkyl-chain branched effecton the conformational transition and photophysical behaviour of polydiarylfluorenes toward efficient blue optoelectronic devices.The branched side chain will improve materials solubility to inhibit interchain aggregation in solution according to DLS and optical analysis,which is useful to obtain high quality film.Therefore,our branched PEODPF,POYDPF pristine film present high luminance efficiency of 36.1% and 39.6%,enhanced about 20%relative to that of PODPF.Compared to the liner-type sides' chain,these branched chains also suppress chain planarization and improve film morphological stability effectively.Interestingly,the branched polymer also had excellent stable amplified spontaneous emission(ASE) behaviour with low threshold(4.72 μJ/cm~2) and a center peak of 465 nm,even thermal annealing at 220 C in the air atmosphere.Therefore,side-chain branched strategy for LCPs is an effective means to control interchain aggregation,film morphology and photophysical property of LCPs.     

近红外水分稳健分析模型研究

样品水分含量差异对近红外光谱分析模型的稳健性影响最为严重。文章以全籽粒小麦蛋白质含量为研究对象,分析了光谱预处理、有效波数区间的选取和全局校正模型应用对建立近红外水分稳健分析模型的可行性。结果表明,仅通过光谱预处理方法不能减少样品水分差异对预测结果的影响;选择有效波数区间和建立全局校正模型对消除水分的影响均有效,建立全局校正模型的效果最佳。并从理论上初步分析了各种方法的作用机理。