An affine scaling derivative-free trust region method with interior backtracking technique for bounded-constrained nonlinear programming

This paper proposes an arlene scaling derivative-free trust region method with interior backtracking technique for bounded-constrained nonlinear programming. This method is designed to get a stationary point for such a problem with polynomial interpolation models instead of the objective function in trust region subproblem. Combined with both trust region strategy and line search technique, at each iteration, the affine scaling derivative-free trust region subproblem generates a backtracking direction in order to obtain a new accepted interior feasible step. Global convergence and fast local convergence properties are established under some reasonable conditions. Some numerical results are also given to show the effectiveness of the proposed algorithm.     

NONMONOTONIC TRUST REGION PROJECTED REDUCED HESSIAN ALGORITHM WITH TWO-PIECE UPDATE FOR CONSTRAINED OPTIMIZATION

This paper proposes a two-piece update of projected reduced Hessian algorithm with nonmonotonic trust region strategy for solving nonlinear equality constrained optimization problems. In order to deal with large problems, a two-piece update of twoside projected reduced Hessian is used to replace full Hessian matrix. By adopting the Fletcher's penalty function as the merit function, a nonmonotonic trust region strategy is suggested which does not require the merit function to reduce its value in every iteration. The two-piece update of projected reduced Hessian algorithm which switches to nonmonotonic trust region technique possesses global convergence while maintaining a two-step Q-superlinear local convergence rate under some reasonable conditions. Furthermore, one step Q-superlinear local convergence rate can be obtained if at least one of the update formulas is updated at each iteration by an alternative update rule. The numerical experiment results are reported to show the effectiveness of the propo     

Extended parameter-dependent H∞filtering for uncer tain continuous-time state-delayed systems

The design of robust H∞ filtering problem of polytopic uncertain linear time-delay systems is addressed. The uncertain parameters are supposed to reside in a polytope. A parameter-dependent Lyapunov function approach is proposed for the design of filters that ensure a prescribed H∞performance level for al ad-missible uncertain parameters, which is different from the quadratic framework that entails fixed matrices for the entire uncertainty do-main. This idea is realized by careful y selecting the structure of the matrices involved in the products with system matrices. An extended H∞ sufficient condition for the existence of robust esti-mators is formulated in terms of linear matrix inequalities, which can be solved via efficient interior-point algorithms.     

A TRUST REGION ALGORITHM WITH NULL SPACE TECHNIQUE FOR EQUALITY CONSTRAINED OPTIMIZATION

This paper presents a trust region algorithm with null space technique fornonlinear equality constrained optimization. Considering in the null space methods that,the convergent rate of range space step is faster than the null space step for the most cases,the proposed algorithm computes null steps more often than range space step. Moreover,the new algorithm is based on the reduced Hessian SQP method. Global convergence ofthe proposed algorithm is proved. The effectiveness of the method is demonstrated bysome numerical examples.     

Bayesian method for system reliability assessment of overlapping pass/fail data

For high reliability and long life systems, system pass/fail data are often rare. Integrating lower-level data, such as data drawn from the subsystem or component pass/fail testing,the Bayesian analysis can improve the precision of the system reliability assessment. If the multi-level pass/fail data are overlapping,one challenging problem for the Bayesian analysis is to develop a likelihood function. Since the computation burden of the existing methods makes them infeasible for multi-component systems, this paper proposes an improved Bayesian approach for the system reliability assessment in light of overlapping data. This approach includes three steps: fristly searching for feasible paths based on the binary decision diagram, then screening feasible points based on space partition and constraint decomposition, and finally simplifying the likelihood function. An example of a satellite rolling control system demonstrates the feasibility and the efficiency of the proposed approach.     

ASYMPTOTICS OF MEAN TRANSFORMATION ESTIMATORS WITH ERRORS IN VARIABLES MODEL

This paper addresses estimation and its asymptotics of mean transformation θ = E[h（X）] of a random variable X based on n lid. observations from errors-in-variables model Y = X＋ v, where v is a measurement error with a known distribution and h（.） is a known smooth function. The asymptotics of deconvolution kernel estimator for ordinary smooth error distribution and expectation extrapolation estimator are given for normal error distribution respectively. Under some mild regularity conditions, the consistency and asymptotically normality are obtained for both type of estimators. Simulations show they have good performance.     

Memetic algorithm for multi-mode resource-constrained project scheduling problems

A memetic algorithm （MA） for a multi-mode resourceconstrained project scheduling problem （MRCPSP） is proposed. We use a new fitness function and two very effective local search procedures in the proposed MA. The fitness function makes use of a mechanism called ＂strategic oscillation＂ to make the search process have a higher probability to visit solutions around a ＂feasible boundary＂. One of the local search procedures aims at improving the lower bound of project makespan to be less than a known upper bound, and another aims at improving a solution of an MRCPSP instance accepting infeasible solutions based on the new fitness function in the search process. A detailed computational experiment is set up using instances from the problem instance library PSPLIB. Computational results show that the proposed MA is very competitive with the state-of-the-art algorithms. The MA obtains improved solutions for one instance of set J30.     

Task scheduling for multi-electro-magnetic detection satellite with a combined algorithm

Task scheduling for electro-magnetic detection satellite is a typical combinatorial optimization problem. The count of constraints that need to be taken into account is of large scale. An algorithm combined integer programming with constraint programming is presented. This algorithm is deployed in this problem through two steps. The first step is to decompose the original problem into master and sub-problem using the logic-based Benders decomposition; then a circus combines master and sub-problem solving process together, and the connection between them is general Benders cut. This hybrid algorithm is tested by a set of derived experiments. The result is compared with corresponding outcomes generated by the strength Pareto evolutionary algorithm and the pure constraint programming solver--GECODE, which is an open source software. These tests and comparisons yield promising effect.     

A NEWTON MULTIGRID METHOD FOR QUASILINEAR PARABOLIC EQUATIONS

A combination of the classical Newton Method and the multigrid method, i.e., a Newton multigrid method is given for solving quasilinear parabolic equations discretized by finite elements. The convergence of the algorithm is obtained for only one step Newton iteration per level. The asymptotically computational cost for quasilinear parabolic problems is O（NNk） similar to multigrid method for linear parabolic problems.     

A filter secant method with nonmonotone line search for equality constrained optimization

<正> This paper proposes a filter secant method with nonmonotone line search for non-linearequality constrained optimization.The Hessian of the Lagrangian is approximated using the BFGSsecant update.This new method has more flexibility for the acceptance of the trial step and requires lesscomputational costs compared with the monotone one.The global and local convergence of the proposedmethod are given under some reasonable conditions.Further,two-step Q-superlinear convergence rateis established by introducing second order correction step.The numerical experiments are reported toshow the effectiveness of the proposed algorithm.     

COMPARISON OF TWO METHODS OF OPERATING THEATRE PLANNING： APPLICATION IN BELGIAN HOSPITAL

Operating Theatre is the centre of the hospital management＇s efforts. It constitutes the most expensive sector with more than 10% of the intended operating budget of the hospital. To reduce the costs while maintaining a good quality of care, one of the solutions is to improve the existent planning and scheduling methods by improving the services and surgical specialty coordination or finding the best estimation of surgical case durations. The other solution is to construct an effective surgical case plan and schedule. The operating theatre planning and scheduling is the two important steps, which aim to make a surgical case programming with an objective of obtaining a realizable and efficient surgical case schedule. This paper focuses on the first step, the operating theatre planning problem. Two planning methods are introduced and compared. Real data of a Belgian university hospital ＂Tivoli＂ are used for the experiments.     

Information compression and speckle reduction for multifrequency polarimetric SAR images based on kernel PCA

Multifrequency polarimetric SAR imagery provides a very convenient approach for signal processing and acquisition of radar image. However, the amount of information is scattered in several images, and redundancies exist between different bands and polarizations. Similar to signal-polarimetric SAR image, multifrequency polarimetric SAR image is corrupted with speckle noise at the same time. A method of information compression and speckle reduction for multifrequency polarimetric SAR imagery is presented based on kernel principal component analysis （KPCA）. KPCA is a nonlinear generalization of the linear principal component analysis using the kernel trick. The NASA/JPL polarimetric SAR imagery of P, L, and C bands quadpolarizations is used for illustration. The experimental results show that KPCA has better capability in information compression and speckle reduction as compared with linear PCA.     

Inertial projection algorithms for convex feasibility problem

The purpose of this paper is to apply inertial technique to string averaging projection method and block-iterative projection method in order to get two accelerated projection algorithms for solving convex feasibility problem.Compared with the existing accelerated methods for solving the problem,the inertial technique employs a parameter sequence and two previous iterations to get the next iteration and hence improves the flexibility of the algorithm.Theoretical asymptotic convergence results are presented under some suitable conditions.Numerical simulations illustrate that the new methods have better convergence than the general projection methods.The presented algorithms are inspired by the inertial proximal point algorithm for finding zeros of a maximal monotone operator.     

EOQ Models for Deteriorating Items with Time-varying Demand and Partial Backorder under Inflation

This paper, through the discounted cash flow (DCF) approach, considers inventory replenishment problems for deteriorating items with general time-varying demand over a finite planning horizon under inflation. The optimal replenishment policies for the total profit of system to be maximum are presented with partial backlogging. Moreover, the fraction of demand backlogged is assumed to be a non-increasing function of waiting time. Firstly, the models with a fixed fraction backorder and complete backorder are provided. Then the model is presented with assuming that the fraction of demand backlogged is an exponentially decreasing function of waiting time. The solution procedures of models are proposed. The effect of inflation on the optimal policies is shown. The models are illustrated through numerical examples and sensitivity analysis of parameters is given.     

Planned lead time optimization in material requirement planning environment for multilevel production systems

This paper deals with the problem of planned lead time calculation in a Material Requirement Planning （MRP） environment under stochastic lead times. The objective is to minimize the sum of holding and backlogging costs. The proposed approach is based on discrete time inventory control where the decision variables are integer. Two types of systems are considered： multi-level serial-production and assembly systems. For the serial production systems （one type of component at each level）, a mathematical model is suggested. Then, it is proven that this model is equivalent to the well known discrete Newsboy Model. This directly provides the optimal values for the planned lead times. For multilevel assembly systems, a dedicated model is proposed and some properties of the decision variables and objective function are proven. These properties are used to calculate lower and upper limits on the decision variables and lower and upper bounds on the objective function. The obtained limits and bounds open the possibility to develop an efficient optimization algorithm using, for example, a Branch and Bound approach. The paper presents the proposed models in detail with corresponding proofs and se＇~eral numerical examples. Some advantages of the suggested models and perspectives of this research are discussed.     

Using self-location to calibrate the errors of observer positions for source localization

The uncertainty of observers＇ positions can lead to significantly degrading in source localization accuracy. This pa-per proposes a method of using self-location for calibrating the positions of observer stations in source localization to reduce the errors of the observer positions and improve the accuracy of the source localization. The relative distance measurements of the two coordinative observers are used for the linear minimum mean square error （LMMSE） estimator. The results of computer si-mulations prove the feasibility and effectiveness of the proposed method. With the general estimation errors of observers＇ positions, the MSE of the source localization with self-location calibration, which is significantly lower than that without self-location calibra-tion, is approximating to the Cramer-Rao lower bound （CRLB）.     

ALLOCATING REPAIRABLE SYSTEM＇S RELIABILITY SUBJECT TO MINIMAL TOTAL COST - AN INTEGER PROGRAMMING APPROACH

Reliability allocation problem is commonly treated using a closed-form expression relating the cost to reliability. A recent approach has introduced the use of discrete integer technique for un-repairable systems. This research addresses the allocation problem for repairable systems. It presents an integer formulation for finding the optimum selection of components based on the integer values of their Mean Time to Failure （MTTF） and Mean Time to Repair （MTTR）. The objective is to minimize the total cost under a system reliability constraint, in addition to other physical constraints. Although, a closed-form expression relating the cost to reliability may not be a linear; however, in this research, the objective function will always be linear regardless of the shape of the equivalent continuous closed-form function. An example is solved using the proposed method and compared with the solution of the continuous closed-form version. The formulation for all possible system configurations, components and subsystems are also considered.     

Adjustable entropy function method for support vector machine

Based on KKT complementary condition in optimization theory, an unconstrained non-differential optimization model for support vector machine is proposed. An adjustable entropy function method is given to deal with the proposed optimization problem and the Newton algorithm is used to figure out the optimal solution. The proposed method can find an optimal solution with a relatively small parameter p, which avoids the numerical overflow in the traditional entropy function methods. It is a new approach to solve support vector machine. The theoretical analysis and experimental results illustrate the feasibility and efficiency of the proposed algorithm.     

Wentzel-Kramer-Brillouin and finite-difference time-domain analysis of Terahertz band electromagnetic characteristics of target coated with unmagnetized plasma

We investigate computationally the attenuation and reflection of Terahertz （THz） wave using targets coated with plasmas. The simulators are the Wentzel-Kramer-Brillouin （WKB） method and finite-difference timedomain （FDTD） method. The relation between the frequency of the incident electromagnetic （EM） wave and the attenuation caused by unmagnitized plasma is analyzed. The results demonstrate that the amount of absorbed power is a decreasing function of the EM wave frequency and the plasma collision frequency. For THz band incident wave, the attenuation that is caused by plasma is small when the plasma has common density and the collision frequency. This conclusion has fine applying foreground for plasma anti stealth.     

A line search filter secant method for nonlinear equality constrained optimization

<正> This paper formulates and analyzes a line search method for general nonlinear equalityconstrained optimization based on filter methods for step acceptance and secant methods for searchdirection.The feature of the new algorithm is that the secant algorithm is used to produce a searchdirection,a backtracking line search procedure is used to generate step size,some filtered rules areused to determine step acceptance,second order correction technique is used to reduce infeasibility andovercome the Maratos effect.Global convergence properties of this method are analyzed:under mildassumptions it is showed that every limit point of the sequence of iterates generated by the algorithmis feasible,and that there exists at least one limit point that is a stationary point for the problem.Moreover,it is also established that the Maratos effect can be overcome in our new approach by addingsecond order correction steps so that fast local superlinear convergence to a second order sufficient localsolution is achieved.Finally,the results of numerical experiments are reported to show the effectivenessof the line search filter secant method.