988 resultados para stochastic programming


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In this paper, we report an analysis of the protein sequence length distribution for 13 bacteria, four archaea and one eukaryote whose genomes have been completely sequenced, The frequency distribution of protein sequence length for all the 18 organisms are remarkably similar, independent of genome size and can be described in terms of a lognormal probability distribution function. A simple stochastic model based on multiplicative processes has been proposed to explain the sequence length distribution. The stochastic model supports the random-origin hypothesis of protein sequences in genomes. Distributions of large proteins deviate from the overall lognormal behavior. Their cumulative distribution follows a power-law analogous to Pareto's law used to describe the income distribution of the wealthy. The protein sequence length distribution in genomes of organisms has important implications for microbial evolution and applications. (C) 1999 Elsevier Science B.V. All rights reserved.

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We consider the problem of wireless channel allocation to multiple users. A slot is given to a user with a highest metric (e.g., channel gain) in that slot. The scheduler may not know the channel states of all the users at the beginning of each slot. In this scenario opportunistic splitting is an attractive solution. However this algorithm requires that the metrics of different users form independent, identically distributed (iid) sequences with same distribution and that their distribution and number be known to the scheduler. This limits the usefulness of opportunistic splitting. In this paper we develop a parametric version of this algorithm. The optimal parameters of the algorithm are learnt online through a stochastic approximation scheme. Our algorithm does not require the metrics of different users to have the same distribution. The statistics of these metrics and the number of users can be unknown and also vary with time. Each metric sequence can be Markov. We prove the convergence of the algorithm and show its utility by scheduling the channel to maximize its throughput while satisfying some fairness and/or quality of service constraints.

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We consider the problem of scheduling a wireless channel among multiple users. A slot is given to a user with a highest metric (e.g., channel gain) in that slot. The scheduler may not know the channel states of all the users at the beginning of each slot. In this scenario opportunistic splitting is an attractive solution. However this algorithm requires that the metrics of different users form independent, identically distributed (iid) sequences with same distribution and that their distribution and number be known to the scheduler. This limits the usefulness of opportunistic splitting. In this paper we develop a parametric version of this algorithm. The optimal parameters of the algorithm are learnt online through a stochastic approximation scheme. Our algorithm does not require the metrics of different users to have the same distribution. The statistics of these metrics and the number of users can be unknown and also vary with time. We prove the convergence of the algorithm and show its utility by scheduling the channel to maximize its throughput while satisfying some fairness and/or quality of service constraints.

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The decision-making process for machine-tool selection and operation allocation in a flexible manufacturing system (FMS) usually involves multiple conflicting objectives. Thus, a fuzzy goal-programming model can be effectively applied to this decision problem. The paper addresses application of a fuzzy goal-programming concept to model the problem of machine-tool selection and operation allocation with explicit considerations given to objectives of minimizing the total cost of machining operation, material handling and set-up. The constraints pertaining to the capacity of machines, tool magazine and tool life are included in the model. A genetic algorithm (GA)-based approach is adopted to optimize this fuzzy goal-programming model. An illustrative example is provided and some results of computational experiments are reported.

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The aim of this paper is to investigate the steady state response of beams under the action of random support motions. The study is of relevance in the context of earthquake response of extended land based structures such as pipelines and long span bridges, and, secondary systems such as piping networks in nuclear power plant installations. The following complicating features are accounted for in the response analysis: (a) differential support motions: this is characterized in terms of cross power spectral density functions associated with distinct support motions, (b) nonlinear support conditions, and (c) stochastically inhomogeneous stiffness and mass variations of the beam structure; questions on non-Gaussian models for these variations are considered. The method of stochastic finite elements is combined with equivalent linearization technique and Monte Carlo simulations to obtain response moments.

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In this paper, we give a generalization of a result by Borkar and Meyn (2000) 1], on the stability and convergence of synchronous-update stochastic approximation algorithms, to the case of asynchronous stochastic approximations with delays. We then describe an interesting application of the result to asynchronous distributed temporal difference (TD) learning with function approximation and delays. (C) 2011 Elsevier B.V. All rights reserved.

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Numerical modeling of several turbulent nonreacting and reacting spray jets is carried out using a fully stochastic separated flow (FSSF) approach. As is widely used, the carrier-phase is considered in an Eulerian framework, while the dispersed phase is tracked in a Lagrangian framework following the stochastic separated flow (SSF) model. Various interactions between the two phases are taken into account by means of two-way coupling. Spray evaporation is described using a thermal model with an infinite conductivity in the liquid phase. The gas-phase turbulence terms are closed using the k-epsilon model. A novel mixture fraction based approach is used to stochastically model the fluctuating temperature and composition in the gas phase and these are then used to refine the estimates of the heat and mass transfer rates between the droplets and the surrounding gas-phase. In classical SSF (CSSF) methods, stochastic fluctuations of only the gas-phase velocity are modeled. Successful implementation of the FSSF approach to turbulent nonreacting and reacting spray jets is demonstrated. Results are compared against experimental measurements as well as with predictions using the CSSF approach for both nonreacting and reacting spray jets. The FSSF approach shows little difference from the CSSF predictions for nonreacting spray jets but differences are significant for reacting spray jets. In general, the FSSF approach gives good predictions of the flame length and structure but further improvements in modeling may be needed to improve the accuracy of some details of the Predictions. (C) 2011 The Combustion Institute. Published by Elsevier Inc. All rights reserved.

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Uncertainties in complex dynamic systems play an important role in the prediction of a dynamic response in the mid- and high-frequency ranges. For distributed parameter systems, parametric uncertainties can be represented by random fields leading to stochastic partial differential equations. Over the past two decades, the spectral stochastic finite-element method has been developed to discretize the random fields and solve such problems. On the other hand, for deterministic distributed parameter linear dynamic systems, the spectral finite-element method has been developed to efficiently solve the problem in the frequency domain. In spite of the fact that both approaches use spectral decomposition (one for the random fields and the other for the dynamic displacement fields), very little overlap between them has been reported in literature. In this paper, these two spectral techniques are unified with the aim that the unified approach would outperform any of the spectral methods considered on their own. An exponential autocorrelation function for the random fields, a frequency-dependent stochastic element stiffness, and mass matrices are derived for the axial and bending vibration of rods. Closed-form exact expressions are derived by using the Karhunen-Loève expansion. Numerical examples are given to illustrate the unified spectral approach.

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For a homing interceptor, suitable initial condition must be achieved by mid course guidance scheme for its maximum effectiveness. To achieve desired end goal of any mid course guidance scheme, two point boundary value problem must be solved online with all realistic constrain. A Newly developed computationally efficient technique named as MPSP (Model Predictive Static Programming) is utilized in this paper for obtaining suboptimal solution of optimal mid course guidance. Time to go uncertainty is avoided in this formulation by making use of desired position where midcourse guidance terminate and terminal guidance takes over. A suitable approach angle towards desired point also can be specified in this guidance law formulation. This feature makes this law particularly attractive because warhead effectiveness issue can be indirectly solved in mid course phase.

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In this paper we are concerned with finding the maximum throughput that a mobile ad hoc network can support. Even when nodes are stationary, the problem of determining the capacity region has long been known to be NP-hard. Mobility introduces an additional dimension of complexity because nodes now also have to decide when they should initiate route discovery. Since route discovery involves communication and computation overhead, it should not be invoked very often. On the other hand, mobility implies that routes are bound to become stale resulting in sub-optimal performance if routes are not updated. We attempt to gain some understanding of these effects by considering a simple one-dimensional network model. The simplicity of our model allows us to use stochastic dynamic programming (SDP) to find the maximum possible network throughput with ideal routing and medium access control (MAC) scheduling. Using the optimal value as a benchmark, we also propose and evaluate the performance of a simple threshold-based heuristic. Unlike the optimal policy which requires considerable state information, the heuristic is very simple to implement and is not overly sensitive to the threshold value used. We find empirical conditions for our heuristic to be near-optimal as well as network scenarios when our simple heuristic does not perform very well. We provide extensive numerical and simulation results for different parameter settings of our model.

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In achieving higher instruction level parallelism, software pipelining increases the register pressure in the loop. The usefulness of the generated schedule may be restricted to cases where the register pressure is less than the available number of registers. Spill instructions need to be introduced otherwise. But scheduling these spill instructions in the compact schedule is a difficult task. Several heuristics have been proposed to schedule spill code. These heuristics may generate more spill code than necessary, and scheduling them may necessitate increasing the initiation interval. We model the problem of register allocation with spill code generation and scheduling in software pipelined loops as a 0-1 integer linear program. The formulation minimizes the increase in initiation interval (II) by optimally placing spill code and simultaneously minimizes the amount of spill code produced. To the best of our knowledge, this is the first integrated formulation for register allocation, optimal spill code generation and scheduling for software pipelined loops. The proposed formulation performs better than the existing heuristics by preventing an increase in II in 11.11% of the loops and generating 18.48% less spill code on average among the loops extracted from Perfect Club and SPEC benchmarks with a moderate increase in compilation time.