469 resultados para optimality
Resumo:
This paper considers nonzero-sum multicriteria games with continuous kernels. Solution concepts based on the notions of Pareto optimality, equilibrium, and security are extended to these games. Separate necessary and sufficient conditions and existence results are presented for equilibrium, Pareto-optimal response, and Pareto-optimal security strategies of the players.
Resumo:
In this paper, a dual of a given linear fractional program is defined and the weak, direct and converse duality theorems are proved. Both the primal and the dual are linear fractional programs. This duality theory leads to necessary and sufficient conditions for the optimality of a given feasible solution. A unmerical example is presented to illustrate the theory in this connection. The equivalence of Charnes and Cooper dual and Dinkelbach’s parametric dual of a linear fractional program is also established.
Resumo:
Details of an efficient optimal closed-loop guidance algorithm for a three-dimensional launch are presented with simulation results. Two types of orbital injections, with either true anomaly or argument of perigee being free at injection, are considered. The resulting steering-angle profile under the assumption of uniform gravity lies in a canted plane which transforms a three-dimensional problem into an equivalent two-dimensional one. Effects of thrust are estimated using a series in a recursive way. Encke's method is used to predict the trajectory during powered flight and then to compute the changes due to actual gravity using two gravity-related vectors. Guidance parameters are evaluated using the linear differential correction method. Optimality of the algorithm is tested against a standard ground-based trajectory optimization package. The performance of the algorithm is tested for accuracy, robustness, and efficiency for a sun-synchronous mission involving guidance for a multistage vehicle that requires large pitch and yaw maneuver. To demonstrate applicability of the algorithm to a range of missions, injection into a geostationary transfer orbit is also considered. The performance of the present algorithm is found to be much better than others.
Resumo:
A simple and efficient algorithm for the bandwidth reduction of sparse symmetric matrices is proposed. It involves column-row permutations and is well-suited to map onto the linear array topology of the SIMD architectures. The efficiency of the algorithm is compared with the other existing algorithms. The interconnectivity and the memory requirement of the linear array are discussed and the complexity of its layout area is derived. The parallel version of the algorithm mapped onto the linear array is then introduced and is explained with the help of an example. The optimality of the parallel algorithm is proved by deriving the time complexities of the algorithm on a single processor and the linear array.
Resumo:
Milito and Cruz have introduced a novel adaptive control scheme for finite Markov chains when a finite parametrized family of possible transition matrices is available. The scheme involves the minimization of a composite functional of the observed history of the process incorporating both control and estimation aspects. We prove the a.s. optimality of a similar scheme when the state space is countable and the parameter space a compact subset ofR.
Resumo:
We consider the problem of matching people to items, where each person ranks a subset of items in an order of preference, possibly involving ties. There are several notions of optimality about how to best match a person to an item; in particular, popularity is a natural and appealing notion of optimality. A matching M* is popular if there is no matching M such that the number of people who prefer M to M* exceeds the number who prefer M* to M. However, popular matchings do not always provide an answer to the problem of determining an optimal matching since there are simple instances that do not admit popular matchings. This motivates the following extension of the popular matchings problem: Given a graph G = (A U 3, E) where A is the set of people and 2 is the set of items, and a list < c(1),...., c(vertical bar B vertical bar)> denoting upper bounds on the number of copies of each item, does there exist < x(1),...., x(vertical bar B vertical bar)> such that for each i, having x(i) copies of the i-th item, where 1 <= xi <= c(i), enables the resulting graph to admit a popular matching? In this paper we show that the above problem is NP-hard. We show that the problem is NP-hard even when each c(i) is 1 or 2. We show a polynomial time algorithm for a variant of the above problem where the total increase in copies is bounded by an integer k. (C) 2011 Elsevier B.V. All rights reserved.
Resumo:
The problem addressed is one of model reference adaptive control (MRAC) of asymptotically stable plants of unknown order with zeros located anywhere in the s-plane except at the origin. The reference model is also asymptotically stable and lacking zero(s) at s = 0. The control law is to be specified only in terms of the inputs to and outputs of the plant and the reference model. For inputs from a class of functions that approach a non-zero constant, the problem is formulated in an optimal control framework. By successive refinements of the sub-optimal laws proposed here, two schemes are finally design-ed. These schemes are characterized by boundedness, convergence and optimality. Simplicity and total time-domain implementation are the additional striking features. Simulations to demonstrate the efficacy of the control schemes are presented.
Resumo:
For a one-locus selection model, Svirezhev introduced an integral variational principle by defining a Lagrangian which remained stationary on the trajectory followed by the population undergoing selection. It is shown here (i) that this principle can be extended to multiple loci in some simple cases and (ii) that the Lagrangian is defined by a straightforward generalization of the one-locus case, but (iii) that in two-locus or more general models there is no straightforward extension of this principle if linkage and epistasis are present. The population trajectories can be constructed as trajectories of steepest ascent in a Riemannian metric space. A general method is formulated to find the metric tensor and the surface-in the metric space on which the trajectories, which characterize the variations in the gene structure of the population, lie. The local optimality principle holds good in such a space. In the special case when all possible linkage disequilibria are zero, the phase point of the n-locus genetic system moves on the surface of the product space of n higher dimensional unit spheres in a certain Riemannian metric space of gene frequencies so that the rate of change of mean fitness is maximum along the trajectory. In the two-locus case the corresponding surface is a hyper-torus.
Resumo:
The problem of sensor-network-based distributed intrusion detection in the presence of clutter is considered. It is argued that sensing is best regarded as a local phenomenon in that only sensors in the immediate vicinity of an intruder are triggered. In such a setting, lack of knowledge of intruder location gives rise to correlated sensor readings. A signal-space view-point is introduced in which the noise-free sensor readings associated to intruder and clutter appear as surfaces f(s) and f(g) and the problem reduces to one of determining in distributed fashion, whether the current noisy sensor reading is best classified as intruder or clutter. Two approaches to distributed detection are pursued. In the first, a decision surface separating f(s) and f(g) is identified using Neyman-Pearson criteria. Thereafter, the individual sensor nodes interactively exchange bits to determine whether the sensor readings are on one side or the other of the decision surface. Bounds on the number of bits needed to be exchanged are derived, based on communication-complexity (CC) theory. A lower bound derived for the two-party average case CC of general functions is compared against the performance of a greedy algorithm. Extensions to the multi-party case is straightforward and is briefly discussed. The average case CC of the relevant greaterthan (CT) function is characterized within two bits. Under the second approach, each sensor node broadcasts a single bit arising from appropriate two-level quantization of its own sensor reading, keeping in mind the fusion rule to be subsequently applied at a local fusion center. The optimality of a threshold test as a quantization rule is proved under simplifying assumptions. Finally, results from a QualNet simulation of the algorithms are presented that include intruder tracking using a naive polynomial-regression algorithm. 2010 Elsevier B.V. All rights reserved.
Resumo:
When synchronous motion does not exist, it is not possible to draw the classical mode shapes. In this paper, a representative shape of motion during free vibration of a non-classically damped system is sought. It is noted that this shape provides an optimal representation of free motion. Interpretations of the optimality thus introduced are presented. Their connection with non-proportionality of damping and of gyroscopy is brought out. In the spirit of the optimality presented in this paper, two indices of non-proportionality are defined. Properties of these indices are discussed. Comparison with other indices of non-proportionality available in the literature is presented. Illustrative examples are given. (C) 1999 Academic Press.
Resumo:
Combinatorial exchanges are double sided marketplaces with multiple sellers and multiple buyers trading with the help of combinatorial bids. The allocation and other associated problems in such exchanges are known to be among the hardest to solve among all economic mechanisms. It has been shown that the problems of surplus maximization or volume maximization in combinatorial exchanges are inapproximable even with free disposal. In this paper, the surplus maximization problem is formulated as an integer linear programming problem and we propose a Lagrangian relaxation based heuristic to find a near optimal solution. We develop computationally efficient tâtonnement mechanisms for clearing combinatorial exchanges where the Lagrangian multipliers can be interpreted as the prices of the items set by the exchange in each iteration. Our mechanisms satisfy Individual-rationality and Budget-nonnegativity properties. The computational experiments performed on representative data sets show that the proposed heuristic produces a feasible solution with negligible optimality gap.
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In this thesis we address the problem of multi-agent search. We formulate two deploy and search strategies based on optimal deployment of agents in search space so as to maximize the search effectiveness in a single step. We show that a variation of centroidal Voronoi configuration is the optimal deployment. When the agents have sensors with different capabilities, the problem will be heterogeneous in nature. We introduce a new concept namely, generalized Voronoi partition in order to formulate and solve the heterogeneous multi-agent search problem. We address a few theoretical issues such as optimality of deployment, convergence and spatial distributedness of the control law and the search strategies. Simulation experiments are carried out to compare performances of the proposed strategies with a few simple search strategies.
Resumo:
In Universal Mobile Telecommunication Systems (UMTS), the Downlink Shared Channel (DSCH) can be used for providing streaming services. The traffic model for streaming services is different from the commonly used continuously- backlogged model. Each connection specifies a required service rate over an interval of time, k, called the "control horizon". In this paper, our objective is to determine how k DSCH frames should be shared among a set of I connections. We need a scheduler that is efficient and fair and introduce the notion of discrepancy to balance the conflicting requirements of aggregate throughput and fairness. Our motive is to schedule the mobiles in such a way that the schedule minimizes the discrepancy over the k frames. We propose an optimal and computationally efficient algorithm, called STEM+. The proof of the optimality of STEM+, when applied to the UMTS rate sets is the major contribution of this paper. We also show that STEM+ performs better in terms of both fairness and aggregate throughput compared to other scheduling algorithms. Thus, STEM+ achieves both fairness and efficiency and is therefore an appealing algorithm for scheduling streaming connections.
Resumo:
The problem of intrusion detection and location identification in the presence of clutter is considered for a hexagonal sensor-node geometry. It is noted that in any practical application,for a given fixed intruder or clutter location, only a small number of neighboring sensor nodes will register a significant reading. Thus sensing may be regarded as a local phenomenon and performance is strongly dependent on the local geometry of the sensor nodes. We focus on the case when the sensor nodes form a hexagonal lattice. The optimality of the hexagonal lattice with respect to density of packing and covering and largeness of the kissing number suggest that this is the best possible arrangement from a sensor network viewpoint. The results presented here are clearly relevant when the particular sensing application permits a deterministic placement of sensors. The results also serve as a performance benchmark for the case of a random deployment of sensors. A novel feature of our analysis of the hexagonal sensor grid is a signal-space viewpoint which sheds light on achievable performance.Under this viewpoint, the problem of intruder detection is reduced to one of determining in a distributed manner, the optimal decision boundary that separates the signal spaces SI and SC associated to intruder and clutter respectively. Given the difficulty of implementing the optimal detector, we present a low-complexity distributive algorithm under which the surfaces SI and SC are separated by a wellchosen hyperplane. The algorithm is designed to be efficient in terms of communication cost by minimizing the expected number of bits transmitted by a sensor.
Broadcast in Adhoc Wireless Networks with Selfish Nodes: A Bayesian Incentive Compatibility Approach
Resumo:
We consider the incentive compatible broadcast (ICB) problem in ad hoc wireless networks with selfish nodes. We design a Bayesian incentive compatible broadcast (BIC-B) protocol to address this problem. VCG mechanism based schemes have been popularly used in the literature to design dominant strategy incentive compatible (DSIC) protocols for ad hoc wireless networks. VCG based mechanisms have two critical limitations: (i) the network is required to be bi-connected, (ii) the resulting protocol is not budget balanced. Our proposed BIC-B protocol overcomes these difficulties. We also prove the optimality of the proposed scheme.