922 resultados para Chance-constrained programming
Resumo:
We propose a novel second order cone programming formulation for designing robust classifiers which can handle uncertainty in observations. Similar formulations are also derived for designing regression functions which are robust to uncertainties in the regression setting. The proposed formulations are independent of the underlying distribution, requiring only the existence of second order moments. These formulations are then specialized to the case of missing values in observations for both classification and regression problems. Experiments show that the proposed formulations outperform imputation.
Resumo:
This paper presents a detailed description of the hardware design and implementation of PROMIDS: a PROtotype Multi-rIng Data flow System for functional programming languages. The hardware constraints and the design trade-offs are discussed. The design of the functional units is described in detail. Finally, we report our experience with PROMIDS.
Resumo:
Motivated by certain situations in manufacturing systems and communication networks, we look into the problem of maximizing the profit in a queueing system with linear reward and cost structure and having a choice of selecting the streams of Poisson arrivals according to an independent Markov chain. We view the system as a MMPP/GI/1 queue and seek to maximize the profits by optimally choosing the stationary probabilities of the modulating Markov chain. We consider two formulations of the optimization problem. The first one (which we call the PUT problem) seeks to maximize the profit per unit time whereas the second one considers the maximization of the profit per accepted customer (the PAC problem). In each of these formulations, we explore three separate problems. In the first one, the constraints come from bounding the utilization of an infinite capacity server; in the second one the constraints arise from bounding the mean queue length of the same queue; and in the third one the finite capacity of the buffer reflect as a set of constraints. In the problems bounding the utilization factor of the queue, the solutions are given by essentially linear programs, while the problems with mean queue length constraints are linear programs if the service is exponentially distributed. The problems modeling the finite capacity queue are non-convex programs for which global maxima can be found. There is a rich relationship between the solutions of the PUT and PAC problems. In particular, the PUT solutions always make the server work at a utilization factor that is no less than that of the PAC solutions.
Resumo:
Polymeric adhesive layers are employed for bonding two components in a wide variety of technological applications, It has been observed that, unlike in metals, the yield behavior of polymers is affected by the state of hydrostatic stress. In this work, the effect of pressure sensitivity of yielding and layer thickness on quasistatic interfacial crack growth in a ductile adhesive layer is investigated. To this end, finite deformation, finite element analyses of a cracked sandwiched layer are carried out under plane strain, small-scale yielding conditions for a wide range of mode mixities. The Drucker-Prager constitutive equations are employed to represent the behavior of the layer. Crack propagation is simulated through a cohesive zone model, in which the interface is assumed to follow a prescribed traction-separation law. The results show that for a given mode mixity, the steady state Fracture toughness [K](ss) is enhanced as the degree of pressure sensitivity increases. Further, for a given level of pressure sensitivity, [K](ss) increases steeply as mode Il loading is approached. (C) 2000 Elsevier Science Ltd. All rights reserved.
Resumo:
Capacity region for two-user Gaussian Broadcast Channels (GBC) is well known with the optimal input being Gaussian. In this paper we explore the capacity region for GBC when the users' symbols are taken from finite complex alphabets (like M-QAM, M-PSK). When the alphabets for both the users are the same we show that rotation of one of the alphabets enlarges the capacity region. We arrive at an optimal angle of rotation by simulation. The effect of rotation on the capacity region at different SNRs is also studied using simulation results. Using the setup of Fading Broadcast Channel (FBC) given by [Li and Goldsmith, 2001], we study the ergodic capacity region with inputs from finite complex alphabets. It is seen that, using the procedure for optimum power allocation obtained in [Li and Goldsmith, 2001] for Gaussian inputs, to allocate power to symbols from finite complex alphabets, relative rotation between the alphabets does not improve the capacity region. Simulation results for a modified heuristic power allocation procedure for finite-constellation case, show that Constellation Constrained capacity region enlarges with rotation.
Resumo:
The problem of controlling the vibration pattern of a driven string is considered. The basic question dealt with here is to find the control forces which reduce the energy of vibration of a driven string over a prescribed portion of its length while maintaining the energy outside that length above a desired value. The criterion of keeping the response outside the region of energy reduction as close to the original response as possible is introduced as an additional constraint. The slack unconstrained minimization technique (SLUMT) has been successfully applied to solve the above problem. The effect of varying the phase of the control forces (which results in a six-variable control problem) is then studied. The nonlinear programming techniques which have been effectively used to handle problems involving many variables and constraints therefore offer a powerful tool for the solution of vibration control problems.
Resumo:
Stability results are given for a class of feedback systems arising from the regulation of time-varying discrete-time systems using optimal infinite-horizon and moving-horizon feedback laws. The class is characterized by joint constraints on the state and the control, a general nonlinear cost function and nonlinear equations of motion possessing two special properties. It is shown that weak conditions on the cost function and the constraints are sufficient to guarantee uniform asymptotic stability of both the optimal infinite-horizon and movinghorizon feedback systems. The infinite-horizon cost associated with the moving-horizon feedback law approaches the optimal infinite-horizon cost as the moving horizon is extended.
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A new language concept for high-level distributed programming is proposed. Programs are organised as a collection of concurrently executing processes. Some of these processes, referred to as liaison processes, have a monitor-like structure and contain ports which may be invoked by other processes for the purposes of synchronisation and communication. Synchronisation is achieved by conditional activation of ports and also through port control constructs which may directly specify the execution ordering of ports. These constructs implement a path-expression-like mechanism for synchronisation and are also equipped with options to provide conditional, non-deterministic and priority ordering of ports. The usefulness and expressive power of the proposed concepts are illustrated through solutions of several representative programming problems. Some implementation issues are also considered.
Resumo:
Conformational energy calculations on the model system N-acetyl- 1 -aminocyclohexanecarboxylic acid N'methylamide (Ac-Acc6-NHMe), using an average geometry derived from 13 crystallographic observations, establish that the Acc6 residue is constrained to adopt conformations in the helical regions of In contrast, the a,a-dialkylated residue with linear hydrocarbon side chains, a,a-di-n-propylglycine favors fully extended backbone structures (6 1= $ = 180'). The crystal structures of two model peptides, Boc-(Acc6),-OMe (type 111 @-turn at -Acc6(1)-Acc6(2)-) and Boc-Pro-Acc6-Ala-OMe (type I1 P-turn at -Pro-Acc6-), establish that Acc6 residues can occupy either position of type 111 P-turns and the i + 2 position of type I1 @-turns. The stereochemical rigidity of these peptides is demonstrated in solution by NMR studies, which establish the presence of one intramolecular hydrogen bond in each peptide in CDCI, and (CDJ2S0. Nuclear Overhauser effects permit characterization of the @-turn conformations in solution and establish their similarity to the solid-state structures. The implications for the use of Acc6 residues in conformational design are considered.
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.
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This paper introduces CSP-like communication mechanisms into Backus’ Functional Programming (FP) systems extended by nondeterministic constructs. Several new functionals are used to describe nondeterminism and communication in programs. The functionals union and restriction are introduced into FP systems to develop a simple algebra of programs with nondeterminism. The behaviour of other functionals proposed in this paper are characterized by the properties of union and restriction. The axiomatic semantics of communication constructs are presented. Examples show that it is possible to reason about a communicating program by first transforming it into a non-communicating program by using the axioms of communication, and then reasoning about the resulting non-communicating version of the program. It is also shown that communicating programs can be developed from non-communicating programs given as specifications by using a transformational approach.
Resumo:
A simple but efficient algorithm is presented for linear programming. The algorithm computes the projection matrix exactly once throughout the computation unlike that of Karmarkar’s algorithm where in the projection matrix is computed at each and every iteration. The algorithm is best suitable to be implemented on a parallel architecture. Complexity of the algorithm is being studied.
Resumo:
The ability of DNA sequences to adopt unusual structures under the superhelical torsional stress has been studied. Sequences that are forced to adopt unusual conformation in topologically constrained pBR322 form V DNA (Lk=0) were mapped using restriction enzymes as probes. Restriction enzymes such as BamHI, Pstl, Aval and HindIII could not cleave their recognition sequences. The removal of topological constraint relieved this inhibition. The influence of neighbouring sequences on the ability of a given sequence to adopt unusual DNA structure, presumably left handed Z conformation, was studied through single hit analysis. Using multiple cut restriction enzymes such as Narl and Fspl, it could be shown that under identical topological strain, the extent of structural alteration is greatly influenced by the neighbouring sequences. In the light of the variety of sequences and locations that could be mapped to adopt non-6 conformation in pBR322 form V DNA, restriction enzymes appear as potential structural probes for natural DNA sequences.
Resumo:
A procedure to evaluate surface-to-air missile battery placement patterns for air defense is presented. A measure of defense effectiveness is defined as a function of kill probability of the defense missiles and the nature of the surrounding terrain features. The concept of cumulative danger index is used to select the best path for a penetrating hostile aircraft for any given pattern of placement. The aircraft is assumed to be intelligent and well-informed. The path is generated using a dynamic programming methodology. The software package so developed can be used off-line to choose the best among a number of possible battery placement patterns.