Rigorous design of distillation columns using surrogate models based on Kriging interpolation

The economic design of a distillation column or distillation sequences is a challenging problem that has been addressed by superstructure approaches. However, these methods have not been widely used because they lead to mixed-integer nonlinear programs that are hard to solve, and require complex initialization procedures. In this article, we propose to address this challenging problem by substituting the distillation columns by Kriging-based surrogate models generated via state of the art distillation models. We study different columns with increasing difficulty, and show that it is possible to get accurate Kriging-based surrogate models. The optimization strategy ensures that convergence to a local optimum is guaranteed for numerical noise-free models. For distillation columns (slightly noisy systems), Karush–Kuhn–Tucker optimality conditions cannot be tested directly on the actual model, but still we can guarantee a local minimum in a trust region of the surrogate model that contains the actual local minimum.

Robust solutions to multi-objective linear programs with uncertain data

In this paper we examine multi-objective linear programming problems in the face of data uncertainty both in the objective function and the constraints. First, we derive a formula for the radius of robust feasibility guaranteeing constraint feasibility for all possible scenarios within a specified uncertainty set under affine data parametrization. We then present numerically tractable optimality conditions for minmax robust weakly efficient solutions, i.e., the weakly efficient solutions of the robust counterpart. We also consider highly robust weakly efficient solutions, i.e., robust feasible solutions which are weakly efficient for any possible instance of the objective matrix within a specified uncertainty set, providing lower bounds for the radius of highly robust efficiency guaranteeing the existence of this type of solutions under affine and rank-1 objective data uncertainty. Finally, we provide numerically tractable optimality conditions for highly robust weakly efficient solutions.

Network lifetime maximization with cross-layer design in wireless sensor networks

This paper investigates a cross-layer design approach for minimizing energy consumption and maximizing network lifetime (NL) of a multiple-source and single-sink (MSSS) WSN with energy constraints. The optimization problem for MSSS WSN can be formulated as a mixed integer convex optimization problem with the adoption of time division multiple access (TDMA) in medium access control (MAC) layer, and it becomes a convex problem by relaxing the integer constraint on time slots. Impacts of data rate, link access and routing are jointly taken into account in the optimization problem formulation. Both linear and planar network topologies are considered for NL maximization (NLM). With linear MSSS and planar single-source and single-sink (SSSS) topologies, we successfully use Karush-Kuhn-Tucker (KKT) optimality conditions to derive analytical expressions of the optimal NL when all nodes are exhausted simultaneously. The problem for planar MSSS topology is more complicated, and a decomposition and combination (D&C) approach is proposed to compute suboptimal solutions. An analytical expression of the suboptimal NL is derived for a small scale planar network. To deal with larger scale planar network, an iterative algorithm is proposed for the D&C approach. Numerical results show that the upper-bounds of the network lifetime obtained by our proposed optimization models are tight. Important insights into the NL and benefits of cross-layer design for WSN NLM are obtained.

Neural Network Based Optimal Control with Constraints

In the present paper the problems of the optimal control of systems when constraints are imposed on the control is considered. The optimality conditions are given in the form of Pontryagin’s maximum principle. The obtained piecewise linear function is approximated by using feedforward neural network. A numerical example is given.

Calculus of Variations with Classical and Fractional Derivatives

MSC 2010: 49K05, 26A33

Higher-order variational problems of Herglotz type

We obtain a generalized Euler–Lagrange differential equation and transversality optimality conditions for Herglotz-type higher-order variational problems. Illustrative examples of the new results are given.

Strategic trade policy under uncertainty: Sufficient conditions for the optimality of ad valorem, specific and quadratic trade taxes

In most previous work on strategic trade policy the form of government intervention has been prescribed in advance. In this paper, we apply a solution concept discussed by Klemperer and Meyer for games in which the strategy space consists of the class of all (non state-contingent) price quantity schedules. We examine a series of specific assumptions on demand and supply conditions and derive the associated equilibrium trade policies. We derive welfare implications for all cases examined.

Sufficient Conditions of Optimality for Control Pproblem Governed by Variational Inequalities

* This work was completed while the author was visiting the University of Limoges. Support from the laboratoire “Analyse non-linéaire et Optimisation” is gratefully acknowledged.

Nonsmooth continuous-time optimization problems: Sufficient conditions

We discuss sufficient conditions of optimality for nonsmooth continuous-time nonlinear optimization problems under generalized convexity assumptions. These include both first-order and second-order criteria. (C) 1998 Academic Press.

Two necessary conditions for strategy-proofness: on what domains are they also sufficient?

A social choice function may or may not satisfy a desirable property depending on its domain of definition. For the same reason, different conditions may be equivalent for functions defined on some domains, while different in other cases. Understanding the role of domains is therefore a crucial issue in mechanism design. We illustrate this point by analyzing the role of different conditions that are always related, but not always equivalent to strategy-proofness. We define two very natural conditions that are necessary for strategy-proofness: monotonicity and reshuffling invariance. We remark that they are not always sufficient. Then, we identify a domain condition, called intertwinedness, that ensures the equivalence between our two conditions and that of strategy-proofness. We prove that some important domains are intertwined: those of single-peaked preferences, both with public and private goods, and also those arising in simple models of house allocation. We prove that other necessary conditions for strategy-proofness also become equivalent to ours when applied to functions defined on intertwined domains, even if they are not equivalent in general. We also study the relationship between our domain restrictions and others that appear in the literature, proving that we are indeed introducing a novel proposal.

Promoting Corporate Responsibility in Private Banking: Necessary and Sufficient Conditions for Joining the Wolfsberg Initiative Against Money Laundering

In recent years, the fight against money laundering has emerged as a key issue of financial regulation. The Wolfsberg Group is an important multistakeholder agreement establishing corporate responsibility (CR) principles against money laundering in a domain where international coordination remains otherwise difficult. The fact that 10 out of the 25 top private banking institutions joined this initiative opens up an interesting puzzle concerning the conditions for the participation of key industry players in the Wolfsberg Group. The article presents a fuzzy-set analysis of seven hypotheses based on firm-level organizational factors, the macro-institutional context, and the regulatory framework. Results from the analysis of these 25 financial institutions show that public ownership of the bank and the existence of a code of conduct are necessary conditions for participation in the Wolfsberg Group, whereas factors related to the type of financial institution, combined with the existence of a black list, are sufficient for explaining participation.

Necessary and sufficient conditions for robust stability using modal intervals

In this paper, robustness of parametric systems is analyzed using a new approach to interval mathematics called Modal Interval Analysis. Modal Intervals are an interval extension that, instead of classic intervals, recovers some of the properties required by a numerical system. Modal Interval Analysis not only simplifies the computation of interval functions but allows semantic interpretation of their results. Necessary, sufficient and, in some cases, necessary and sufficient conditions for robust performance are presented

Necessary and sufficient conditions for robust stability using modal intervals

In this paper, robustness of parametric systems is analyzed using a new approach to interval mathematics called Modal Interval Analysis. Modal Intervals are an interval extension that, instead of classic intervals, recovers some of the properties required by a numerical system. Modal Interval Analysis not only simplifies the computation of interval functions but allows semantic interpretation of their results. Necessary, sufficient and, in some cases, necessary and sufficient conditions for robust performance are presented

Necessary and sufficient conditions for realizability of point processes

We give necessary and sufficient conditions for a pair of (generali- zed) functions 1(r1) and 2(r1, r2), ri 2X, to be the density and pair correlations of some point process in a topological space X, for ex- ample, Rd, Zd or a subset of these. This is an infinite-dimensional version of the classical “truncated moment” problem. Standard tech- niques apply in the case in which there can be only a bounded num- ber of points in any compact subset of X. Without this restriction we obtain, for compact X, strengthened conditions which are necessary and sufficient for the existence of a process satisfying a further re- quirement—the existence of a finite third order moment. We general- ize the latter conditions in two distinct ways when X is not compact.