Scatter search for a real-life heterogeneous fleet vehicle routing problem with time windows and split deliveries in Brazil

In this paper, we consider a real-life heterogeneous fleet vehicle routing problem with time windows and split deliveries that occurs in a major Brazilian retail group. A single depot attends 519 stores of the group distributed in 11 Brazilian states. To find good solutions to this problem, we propose heuristics as initial solutions and a scatter search (SS) approach. Next, the produced solutions are compared with the routes actually covered by the company. Our results show that the total distribution cost can be reduced significantly when such methods are used. Experimental testing with benchmark instances is used to assess the merit of our proposed procedure. (C) 2008 Published by Elsevier B.V.

A Functional Verification Methodology Based on Parameter Domains for Efficient Input Stimuli Generation and Coverage Modeling

Modern Integrated Circuit (IC) design is characterized by a strong trend of Intellectual Property (IP) core integration into complex system-on-chip (SOC) architectures. These cores require thorough verification of their functionality to avoid erroneous behavior in the final device. Formal verification methods are capable of detecting any design bug. However, due to state explosion, their use remains limited to small circuits. Alternatively, simulation-based verification can explore hardware descriptions of any size, although the corresponding stimulus generation, as well as functional coverage definition, must be carefully planned to guarantee its efficacy. In general, static input space optimization methodologies have shown better efficiency and results than, for instance, Coverage Directed Verification (CDV) techniques, although they act on different facets of the monitored system and are not exclusive. This work presents a constrained-random simulation-based functional verification methodology where, on the basis of the Parameter Domains (PD) formalism, irrelevant and invalid test case scenarios are removed from the input space. To this purpose, a tool to automatically generate PD-based stimuli sources was developed. Additionally, we have developed a second tool to generate functional coverage models that fit exactly to the PD-based input space. Both the input stimuli and coverage model enhancements, resulted in a notable testbench efficiency increase, if compared to testbenches with traditional stimulation and coverage scenarios: 22% simulation time reduction when generating stimuli with our PD-based stimuli sources (still with a conventional coverage model), and 56% simulation time reduction when combining our stimuli sources with their corresponding, automatically generated, coverage models.

Distributed power control algorithm for multiple access systems based on Verhulst model

In this paper the continuous Verhulst dynamic model is used to synthesize a new distributed power control algorithm (DPCA) for use in direct sequence code division multiple access (DS-CDMA) systems. The Verhulst model was initially designed to describe the population growth of biological species under food and physical space restrictions. The discretization of the corresponding differential equation is accomplished via the Euler numeric integration (ENI) method. Analytical convergence conditions for the proposed DPCA are also established. Several properties of the proposed recursive algorithm, such as Euclidean distance from optimum vector after convergence, convergence speed, normalized mean squared error (NSE), average power consumption per user, performance under dynamics channels, and implementation complexity aspects, are analyzed through simulations. The simulation results are compared with two other DPCAs: the classic algorithm derived by Foschini and Miljanic and the sigmoidal of Uykan and Koivo. Under estimated errors conditions, the proposed DPCA exhibits smaller discrepancy from the optimum power vector solution and better convergence (under fixed and adaptive convergence factor) than the classic and sigmoidal DPCAs. (C) 2010 Elsevier GmbH. All rights reserved.

Sampled Control for Mean-Variance Hedging in a Jump Diffusion Financial Market

In this technical note we consider the mean-variance hedging problem of a jump diffusion continuous state space financial model with the re-balancing strategies for the hedging portfolio taken at discrete times, a situation that more closely reflects real market conditions. A direct expression based on some change of measures, not depending on any recursions, is derived for the optimal hedging strategy as well as for the ""fair hedging price"" considering any given payoff. For the case of a European call option these expressions can be evaluated in a closed form.

A Geometric Approach for Turbo Decoding of Reed-Solomon Codes in QAM Modulation Schemes

This work studies the turbo decoding of Reed-Solomon codes in QAM modulation schemes for additive white Gaussian noise channels (AWGN) by using a geometric approach. Considering the relations between the Galois field elements of the Reed-Solomon code and the symbols combined with their geometric dispositions in the QAM constellation, a turbo decoding algorithm, based on the work of Chase and Pyndiah, is developed. Simulation results show that the performance achieved is similar to the one obtained with the pragmatic approach with binary decomposition and analysis.

On the Filtering Problem for Continuous-Time Markov Jump Linear Systems with no Observation of the Markov Chain

We consider in this paper the optimal stationary dynamic linear filtering problem for continuous-time linear systems subject to Markovian jumps in the parameters (LSMJP) and additive noise (Wiener process). It is assumed that only an output of the system is available and therefore the values of the jump parameter are not accessible. It is a well known fact that in this setting the optimal nonlinear filter is infinite dimensional, which makes the linear filtering a natural numerically, treatable choice. The goal is to design a dynamic linear filter such that the closed loop system is mean square stable and minimizes the stationary expected value of the mean square estimation error. It is shown that an explicit analytical solution to this optimal filtering problem is obtained from the stationary solution associated to a certain Riccati equation. It is also shown that the problem can be formulated using a linear matrix inequalities (LMI) approach, which can be extended to consider convex polytopic uncertainties on the parameters of the possible modes of operation of the system and on the transition rate matrix of the Markov process. As far as the authors are aware of this is the first time that this stationary filtering problem (exact and robust versions) for LSMJP with no knowledge of the Markov jump parameters is considered in the literature. Finally, we illustrate the results with an example.

Local search multiuser detection

In this work, a wide analysis of local search multiuser detection (LS-MUD) for direct sequence/code division multiple access (DS/CDMA) systems under multipath channels is carried out considering the performance-complexity trade-off. It is verified the robustness of the LS-MUD to variations in loading, E(b)/N(0), near-far effect, number of fingers of the Rake receiver and errors in the channel coefficients estimates. A compared analysis of the bit error rate (BER) and complexity trade-off is accomplished among LS, genetic algorithm (GA) and particle swarm optimization (PSO). Based on the deterministic behavior of the LS algorithm, it is also proposed simplifications over the cost function calculation, obtaining more efficient algorithms (simplified and combined LS-MUD versions) and creating new perspectives for the MUD implementation. The computational complexity is expressed in terms of the number of operations in order to converge. Our conclusion pointed out that the simplified LS (s-LS) method is always more efficient, independent of the system conditions, achieving a better performance with a lower complexity than the others heuristics detectors. Associated to this, the deterministic strategy and absence of input parameters made the s-LS algorithm the most appropriate for the MUD problem. (C) 2008 Elsevier GmbH. All rights reserved.

Jointly multi-user detection and channel estimation with genetic algorithm

This work aims at proposing the use of the evolutionary computation methodology in order to jointly solve the multiuser channel estimation (MuChE) and detection problems at its maximum-likelihood, both related to the direct sequence code division multiple access (DS/CDMA). The effectiveness of the proposed heuristic approach is proven by comparing performance and complexity merit figures with that obtained by traditional methods found in literature. Simulation results considering genetic algorithm (GA) applied to multipath, DS/CDMA and MuChE and multi-user detection (MuD) show that the proposed genetic algorithm multi-user channel estimation (GAMuChE) yields a normalized mean square error estimation (nMSE) inferior to 11%, under slowly varying multipath fading channels, large range of Doppler frequencies and medium system load, it exhibits lower complexity when compared to both maximum likelihood multi-user channel estimation (MLMuChE) and gradient descent method (GrdDsc). A near-optimum multi-user detector (MuD) based on the genetic algorithm (GAMuD), also proposed in this work, provides a significant reduction in the computational complexity when compared to the optimum multi-user detector (OMuD). In addition, the complexity of the GAMuChE and GAMuD algorithms were (jointly) analyzed in terms of number of operations necessary to reach the convergence, and compared to other jointly MuChE and MuD strategies. The joint GAMuChE-GAMuD scheme can be regarded as a promising alternative for implementing third-generation (3G) and fourth-generation (4G) wireless systems in the near future. Copyright (C) 2010 John Wiley & Sons, Ltd.

Generalized Coupled Algebraic Riccati Equations for Discrete-time Markov Jump with Multiplicative Noise Systems

In this paper we consider the existence of the maximal and mean square stabilizing solutions for a set of generalized coupled algebraic Riccati equations (GCARE for short) associated to the infinite-horizon stochastic optimal control problem of discrete-time Markov jump with multiplicative noise linear systems. The weighting matrices of the state and control for the quadratic part are allowed to be indefinite. We present a sufficient condition, based only on some positive semi-definite and kernel restrictions on some matrices, under which there exists the maximal solution and a necessary and sufficient condition under which there exists the mean square stabilizing solution fir the GCARE. We also present a solution for the discounted and long run average cost problems when the performance criterion is assumed be composed by a linear combination of an indefinite quadratic part and a linear part in the state and control variables. The paper is concluded with a numerical example for pension fund with regime switching.

Computational fluid dynamics investigation of a centrifugal blood pump

In the development of a ventricular assist device, computational fluid dynamics (CFD) analysis is an efficient tool to obtain the best design before making the final prototype. In this study, different designs of a centrifugal blood pump were developed to investigate flow characteristics and performance. This study assumed the blood flow as being an incompressible homogeneous Newtonian fluid. A constant velocity was applied at the inlet; no slip boundary conditions were applied at device wall; and pressure boundary conditions were applied at the outlet. The CFD code used in this work was based on the finite volume method. In the future, the results of CFD analysis can be compared with flow visualization and hemolysis tests.

Conceptual Design of Monocolumn Production and Storage With Dry Tree Capability

A new concept and a preliminary study for a monocolumn floating unit are introduced, aimed at exploring and producing oil in ultradeep waters. This platform, which combines two relevant features-great oil storage capacity and dry tree production capability-comprises two bodies with relatively independent heave motions between them. A parametric model is used to define the main design characteristics of the floating units. A set of design alternatives is generated using this procedure. These solutions are evaluated in terms of stability requirements and dynamic response. A mathematical model is developed to estimate the first order heave and pitch motions of the platform. Experimental tests are carried out in order to calibrate this model. The response of each body alone is estimated numerically using the WAMIT (R) code. This paper also includes a preliminary study on the platform mooring system and appendages. The study of the heave plates presents the gain, in terms of decreasing the motions, achieved by the introduction of the appropriate appendages to the platform. [DOI: 10.1115/1.4001429]

S/MIMO MC-CDMA Heuristic Multiuser Detectors Based on Single-Objective Optimization

This paper analyzes the complexity-performance trade-off of several heuristic near-optimum multiuser detection (MuD) approaches applied to the uplink of synchronous single/multiple-input multiple-output multicarrier code division multiple access (S/MIMO MC-CDMA) systems. Genetic algorithm (GA), short term tabu search (STTS) and reactive tabu search (RTS), simulated annealing (SA), particle swarm optimization (PSO), and 1-opt local search (1-LS) heuristic multiuser detection algorithms (Heur-MuDs) are analyzed in details, using a single-objective antenna-diversity-aided optimization approach. Monte- Carlo simulations show that, after convergence, the performances reached by all near-optimum Heur-MuDs are similar. However, the computational complexities may differ substantially, depending on the system operation conditions. Their complexities are carefully analyzed in order to obtain a general complexity-performance framework comparison and to show that unitary Hamming distance search MuD (uH-ds) approaches (1-LS, SA, RTS and STTS) reach the best convergence rates, and among them, the 1-LS-MuD provides the best trade-off between implementation complexity and bit error rate (BER) performance.

Pitfalls driven by the sole use of local updates in dynamical

The recent claim that the exit probability (EP) of a slightly modified version of the Sznadj model is a continuous function of the initial magnetization is questioned. This result has been obtained analytically and confirmed by Monte Carlo simulations, simultaneously and independently by two different groups (EPL, 82 (2008) 18006; 18007). It stands at odds with an earlier result which yielded a step function for the EP (Europhys. Lett., 70 (2005) 705). The dispute is investigated by proving that the continuous shape of the EP is a direct outcome of a mean-field treatment for the analytical result. As such, it is most likely to be caused by finite-size effects in the simulations. The improbable alternative would be a signature of the irrelevance of fluctuations in this system. Indeed, evidence is provided in support of the stepwise shape as going beyond the mean-field level. These findings yield new insight in the physics of one-dimensional systems with respect to the validity of a true equilibrium state when using solely local update rules. The suitability and the significance to perform numerical simulations in those cases is discussed. To conclude, a great deal of caution is required when applying updates rules to describe any system especially social systems. Copyright (C) EPLA, 2011

Junctionless Multiple-Gate Transistors for Analog Applications

This paper presents the evaluation of the analog properties of nMOS junctionless (JL) multigate transistors, comparing their performance with those exhibited by inversion-mode (IM) trigate devices of similar dimensions. The study has been performed for devices operating in saturation as single-transistor amplifiers, and we have considered the dependence of the analog properties on fin width W(fin) and temperature T. Furthermore, this paper aims at providing a physical insight into the analog parameters of JL transistors. For that, in addition to device characterization, 3-D device simulations were performed. It is shown that, depending on gate voltage, JL devices can present both larger Early voltage V(EA) and larger intrinsic voltage gain A(V) than IM devices of similar dimensions. In addition, V(EA) and A(V) are always improved in JL devices when the temperature is increased, whereas they present a maximum value around room temperature for IM transistors.

A Specialized Processor for Emulating Peripherals of the PIC Microcontroller

This paper proposes and describes an architecture that allows the both engineer and programmer for defining and quantifying which peripheral of a microcontroller will be important to the particular project. For each application, it is necessary to use different types of peripherals. In this study, we have verified the possibility for emulating the behavior of peripheral in specifically CPUs. These CPUs hold a RAM memory, where code spaces specifically written for them could represent the behavior of some target peripheral, which are loaded and executed on it. We believed that the proposed architecture will provide larger flexibility in the use of the microcontrolles since this ""dedicated hardware components"" don`t execute to a special function, but it is a hardware capable to self adapt to the needs of each project. This research had as fundament a comparative study of four current microcontrollers. Preliminary tests using VHDL and FPGAs were done.