5 resultados para LAGRANGE MULTIPLIERS

em Aston University Research Archive


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The amplification of demand variation up a supply chain widely termed ‘the Bullwhip Effect’ is disruptive, costly and something that supply chain management generally seeks to minimise. Originally attributed to poor system design; deficiencies in policies, organisation structure and delays in material and information flow all lead to sub-optimal reorder point calculation. It has since been attributed to exogenous random factors such as: uncertainties in demand, supply and distribution lead time but these causes are not exclusive as academic and operational studies since have shown that orders and/or inventories can exhibit significant variability even if customer demand and lead time are deterministic. This increase in the range of possible causes of dynamic behaviour indicates that our understanding of the phenomenon is far from complete. One possible, yet previously unexplored, factor that may influence dynamic behaviour in supply chains is the application and operation of supply chain performance measures. Organisations monitoring and responding to their adopted key performance metrics will make operational changes and this action may influence the level of dynamics within the supply chain, possibly degrading the performance of the very system they were intended to measure. In order to explore this a plausible abstraction of the operational responses to the Supply Chain Council’s SCOR® (Supply Chain Operations Reference) model was incorporated into a classic Beer Game distribution representation, using the dynamic discrete event simulation software Simul8. During the simulation the five SCOR Supply Chain Performance Attributes: Reliability, Responsiveness, Flexibility, Cost and Utilisation were continuously monitored and compared to established targets. Operational adjustments to the; reorder point, transportation modes and production capacity (where appropriate) for three independent supply chain roles were made and the degree of dynamic behaviour in the Supply Chain measured, using the ratio of the standard deviation of upstream demand relative to the standard deviation of the downstream demand. Factors employed to build the detailed model include: variable retail demand, order transmission, transportation delays, production delays, capacity constraints demand multipliers and demand averaging periods. Five dimensions of supply chain performance were monitored independently in three autonomous supply chain roles and operational settings adjusted accordingly. Uniqueness of this research stems from the application of the five SCOR performance attributes with modelled operational responses in a dynamic discrete event simulation model. This project makes its primary contribution to knowledge by measuring the impact, on supply chain dynamics, of applying a representative performance measurement system.

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A method has been constructed for the solution of a wide range of chemical plant simulation models including differential equations and optimization. Double orthogonal collocation on finite elements is applied to convert the model into an NLP problem that is solved either by the VF 13AD package based on successive quadratic programming, or by the GRG2 package, based on the generalized reduced gradient method. This approach is termed simultaneous optimization and solution strategy. The objective functional can contain integral terms. The state and control variables can have time delays. Equalities and inequalities containing state and control variables can be included into the model as well as algebraic equations and inequalities. The maximum number of independent variables is 2. Problems containing 3 independent variables can be transformed into problems having 2 independent variables using finite differencing. The maximum number of NLP variables and constraints is 1500. The method is also suitable for solving ordinary and partial differential equations. The state functions are approximated by a linear combination of Lagrange interpolation polynomials. The control function can either be approximated by a linear combination of Lagrange interpolation polynomials or by a piecewise constant function over finite elements. The number of internal collocation points can vary by finite elements. The residual error is evaluated at arbitrarily chosen equidistant grid-points, thus enabling the user to check the accuracy of the solution between collocation points, where the solution is exact. The solution functions can be tabulated. There is an option to use control vector parameterization to solve optimization problems containing initial value ordinary differential equations. When there are many differential equations or the upper integration limit should be selected optimally then this approach should be used. The portability of the package has been addressed converting the package from V AX FORTRAN 77 into IBM PC FORTRAN 77 and into SUN SPARC 2000 FORTRAN 77. Computer runs have shown that the method can reproduce optimization problems published in the literature. The GRG2 and the VF I 3AD packages, integrated into the optimization package, proved to be robust and reliable. The package contains an executive module, a module performing control vector parameterization and 2 nonlinear problem solver modules, GRG2 and VF I 3AD. There is a stand-alone module that converts the differential-algebraic optimization problem into a nonlinear programming problem.

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The aim of the work presented in this thesis is to produce a direct method to design structures subject to deflection constraints at the working loads. The work carried out can be divided into four main parts. In the first part, a direct design procedure for plane steel frames subjected to sway limitations is proposed. The stiffness equations are modified so that the sway in each storey is equal to some specified values. The modified equations are then solved by iteration to calculate the cross-sectional properties of the columns as well as the other joint displacements. The beam sections are selected initially and then altered in an effort to reduce the total material cost of the frame. A linear extrapolation technique is used to reduce this cost. In this design, stability functions are used so that the effect of axial loads in the members are taken into consideration. The final reduced cost design is checked for strength requirements and the members are altered accordingly. In the second part, the design method is applied to the design of reinforced concrete frames in which the sway in the columns play an active part in the design criteria. The second moment of area of each column is obtained by solving the modified stiffness equations and then used to calculate the mlnlmum column depth required. Again the frame has to be checked for all the ultimate limit state load cases. In the third part, the method is generalised to design pin-jointed space frames for deflection limitatlions. In these the member areas are calculated so that the deflection at a specified joint is equal to its specified value. In the final part, the Lagrange multiplier technique is employed to obtain an optimum design for plane rigidly jointed steel frames. The iteration technique is used here to solve the modified stiffness equations as well as derivative equations obtained in accordance to the requirements of the optimisation method.

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We propose several all-pass spectrally-periodic optical structures composed of simple optical cavities for the implementation of repetition rate multipliers of periodic pulse train with uniform output train envelope by phase-only filtering, and analyze them in terms of robustness and accuracy.

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We propose and analyze several simple all-pass spectrally-periodic optical structures, in terms of accuracy and robustness, for the implementation of repetition rate multipliers of periodic pulse train with uniform output train envelope, finding optimum solutions for multiplication factors of 3, 4, 6, and 12.