968 resultados para Stochastic dynamic programming (SDP)
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We investigate several two-dimensional guillotine cutting stock problems and their variants in which orthogonal rotations are allowed. We first present two dynamic programming based algorithms for the Rectangular Knapsack (RK) problem and its variants in which the patterns must be staged. The first algorithm solves the recurrence formula proposed by Beasley; the second algorithm - for staged patterns - also uses a recurrence formula. We show that if the items are not so small compared to the dimensions of the bin, then these algorithms require polynomial time. Using these algorithms we solved all instances of the RK problem found at the OR-LIBRARY, including one for which no optimal solution was known. We also consider the Two-dimensional Cutting Stock problem. We present a column generation based algorithm for this problem that uses the first algorithm above mentioned to generate the columns. We propose two strategies to tackle the residual instances. We also investigate a variant of this problem where the bins have different sizes. At last, we study the Two-dimensional Strip Packing problem. We also present a column generation based algorithm for this problem that uses the second algorithm above mentioned where staged patterns are imposed. In this case we solve instances for two-, three- and four-staged patterns. We report on some computational experiments with the various algorithms we propose in this paper. The results indicate that these algorithms seem to be suitable for solving real-world instances. We give a detailed description (a pseudo-code) of all the algorithms presented here, so that the reader may easily implement these algorithms. (c) 2007 Elsevier B.V. All rights reserved.
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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This paper presents a dynamic programming approach for semi-automated road extraction from medium-and high-resolution images. This method is a modified version of a pre-existing dynamic programming method for road extraction from low-resolution images. The basic assumption of this pre-existing method is that roads manifest as lines in low-resolution images (pixel footprint> 2 m) and as such can be modeled and extracted as linear features. On the other hand, roads manifest as ribbon features in medium- and high-resolution images (pixel footprint ≤ 2 m) and, as a result, the focus of road extraction becomes the road centerlines. The original method can not accurately extract road centerlines from medium- and high- resolution images. In view of this, we propose a modification of the merit function of the original approach, which is carried out by a constraint function embedding road edge properties. Experimental results demonstrated the modified algorithm's potential in extracting road centerlines from medium- and high-resolution images.
DESIGN AND IMPLEMENT DYNAMIC PROGRAMMING BASED DISCRETE POWER LEVEL SMART HOME SCHEDULING USING FPGA
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With the development and capabilities of the Smart Home system, people today are entering an era in which household appliances are no longer just controlled by people, but also operated by a Smart System. This results in a more efficient, convenient, comfortable, and environmentally friendly living environment. A critical part of the Smart Home system is Home Automation, which means that there is a Micro-Controller Unit (MCU) to control all the household appliances and schedule their operating times. This reduces electricity bills by shifting amounts of power consumption from the on-peak hour consumption to the off-peak hour consumption, in terms of different “hour price”. In this paper, we propose an algorithm for scheduling multi-user power consumption and implement it on an FPGA board, using it as the MCU. This algorithm for discrete power level tasks scheduling is based on dynamic programming, which could find a scheduling solution close to the optimal one. We chose FPGA as our system’s controller because FPGA has low complexity, parallel processing capability, a large amount of I/O interface for further development and is programmable on both software and hardware. In conclusion, it costs little time running on FPGA board and the solution obtained is good enough for the consumers.
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Opaque products enable service providers to hide specific characteristics of their service fulfillment from the customer until after purchase. Prominent examples include internet-based service providers selling airline tickets without defining details, such as departure time or operating airline, until the booking has been made. Owing to the resulting flexibility in resource utilization, the traditional revenue management process needs to be modified. In this paper, we extend dynamic programming decomposition techniques widely used for traditional revenue management to develop an intuitive capacity control approach that allows for the incorporation of opaque products. In a simulation study, we show that the developed approach significantly outperforms other well-known capacity control approaches adapted to the opaque product setting. Based on the approach, we also provide computational examples of how the share of opaque products as well as the degree of opacity can influence the results.
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We show a method for parallelizing top down dynamic programs in a straightforward way by a careful choice of a lock-free shared hash table implementation and randomization of the order in which the dynamic program computes its subproblems. This generic approach is applied to dynamic programs for knapsack, shortest paths, and RNA structure alignment, as well as to a state-of-the-art solution for minimizing the máximum number of open stacks. Experimental results are provided on three different modern multicore architectures which show that this parallelization is effective and reasonably scalable. In particular, we obtain over 10 times speedup for 32 threads on the open stacks problem.
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A method for formulating and algorithmically solving the equations of finite element problems is presented. The method starts with a parametric partition of the domain in juxtaposed strips that permits sweeping the whole region by a sequential addition (or removal) of adjacent strips. The solution of the difference equations constructed over that grid proceeds along with the addition removal of strips in a manner resembling the transfer matrix approach, except that different rules of composition that lead to numerically stable algorithms are used for the stiffness matrices of the strips. Dynamic programming and invariant imbedding ideas underlie the construction of such rules of composition. Among other features of interest, the present methodology provides to some extent the analyst's control over the type and quantity of data to be computed. In particular, the one-sweep method presented in Section 9, with no apparent counterpart in standard methods, appears to be very efficient insofar as time and storage is concerned. The paper ends with the presentation of a numerical example
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In this paper we focus on the selection of safeguards in a fuzzy risk analysis and management methodology for information systems (IS). Assets are connected by dependency relationships, and a failure of one asset may affect other assets. After computing impact and risk indicators associated with previously identified threats, we identify and apply safeguards to reduce risks in the IS by minimizing the transmission probabilities of failures throughout the asset network. However, as safeguards have associated costs, the aim is to select the safeguards that minimize costs while keeping the risk within acceptable levels. To do this, we propose a dynamic programming-based method that incorporates simulated annealing to tackle optimizations problems.
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"Prepared for United States Air Force Project Rand."
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Thesis (Ph.D.)--University of Washington, 2016-08