Solving Problems with Min-Type Functions by Disjunctive Programming

We consider applications of disjunctive programming to global optimization and problems with equilibrium constraints. We propose a modification of the algorithm of F. Beaumont for disjunctive programming problems and show its numerical efficiency.     

A stochastic algorithm using one sample point per iteration and diminishing stepsizes

A stochastic algorithm for finding stationary points of real-valued functions defined on a Euclidean space is analyzed. It is based on the Robbins-Monro stochastic approximation procedure. Gradient evaluations are done by means of Monte Carlo simulations. At each iteratex _i , one sample point is drawn from an underlying probability space, based on which the gradient is approximated. The descent direction is against the approximation of the gradient, and the stepsize is 1/i. It is shown that, under broad conditions, w.p.1 if the sequence of iteratesx ₁,x ₂,...generated by the algorithm is bounded, then all of its accumulation points are stationary.     

反应精馏过程的操作优化与集成优化分析

为优化反应精馏工业装置操作,分析了反应精馏过程优化问题的内容和特点,提出了一套行之有效的优化策略,并建立了典型过程的以经济效益为目标、符合过程约束和质量及转化率约束的优化数学模型。对MTBE装置进行了操作优化分析,可提高年经济效益1.62%。提出了反应精馏过程的集成优化思想,通过对乳酸提纯反应精馏装置进行集成优化分析,可有效确定过程的最优设计参数,并提高年经济效益8.23%。计算结果表明:该模型及其算法可有效用于反应精馏过程的优化分析。通过优化计算可取得明显的经济效益。     

配送量不定的供应链协调

本文研究供应链管理中配送量不确定时，制造商和分销商之间的协调问题。通过建立惩罚和奖励机制模型来协调供应链各部分的运作，使得分散系统就如一个整体。同时分析供应链的利润分配问题，分别得出各个机制下分销商的最优决策。     

Maximizing a Linear Fractional Function on a Pareto Efficient Frontier

We consider the problem of maximizing a linear fractional function on the Pareto efficient frontier of two other linear fractional functions. We present a finite pivoting-type algorithm that solves the maximization problem while computing simultaneously the efficient frontier. Application to multistage efficiency analysis is discussed. An example demonstrating the computational procedure is included.     

A search technique for global optimization in a chaotic environment

We describe a new algorithm which uses the trajectories of a discrete dynamical system to sample the domain of an unconstrained objective function in search of global minima. The algorithm is unusually adept at avoiding nonoptimal local minima and successfully converging to a global minimum. Trajectories generated by the algorithm for objective functions with many local minima exhibit chaotic behavior, in the sense that they are extremely sensitive to changes in initial conditions and system parameters. In this context, chaos seems to have a beneficial effect: failure to converge to a global minimum from a given initial point can often be rectified by making arbitrarily small changes in the system parameters.     

Simulated annealing with noisy or imprecise energy measurements

The annealing algorithm (Ref. 1) is modified to allow for noisy or imprecise measurements of the energy cost function. This is important when the energy cannot be measured exactly or when it is computationally expensive to do so. Under suitable conditions on the noise/imprecision, it is shown that the modified algorithm exhibits the same convergence in probability to the globally minimum energy states as the annealing algorithm (Ref. 2). Since the annealing algorithm will typically enter and exit the minimum energy states infinitely often with probability one, the minimum energy state visited by the annealing algorithm is usually tracked. The effect of using noisy or imprecise energy measurements on tracking the minimum energy state visited by the modified algorithms is examined.The research reported here has been supported under Contracts AFOSR-85-0227, DAAG-29-84-K-0005, and DAAL-03-86-K-0171 and a Purdue Research Initiation Grant.     

带干扰的多险种风险模型

由于保险公司风险经营规模不断扩大,用单一险种的模型来描述风险过程存在局限性,本文讨论了带干扰多险种风险模型,应用鞅论方法,得出伦德伯格不等式和最终破产概率公式。     

Mathematical modeling of flows through inelastic porous solids

We propose a framework, based on classical mixture theory, to describe the isothermal flow of an incompressible fluid through a deformable inelastic porous solid. The modeling of the behavior of the inelastic solid takes into account changes in the elastic response due to evolution in the microstructure of the material. We apply the model to a compression layer problem. The mathematical problem generated by the model is a free boundary problem.     

Finite-Band Potentials with Trigonal Curves

We construct Dubrovin equations and trace formulas for finite-band operators with trigonal curves and present some examples.