Vector Combinatorial Problems in a Space of Combinations with Linear Fractional Functions of Criteria

The paper considers vector discrete optimization problem with linear fractional functions of criteria on a feasible set that has combinatorial properties of combinations. Structural properties of a feasible solution domain and of Pareto–optimal (efficient), weakly efficient, strictly efficient solution sets are examined. A relation between vector optimization problems on a combinatorial set of combinations and on a continuous feasible set is determined. One possible approach is proposed in order to solve a multicriteria combinatorial problem with linear- fractional functions of criteria on a set of combinations.

Computing and Visualizing Solution Sets of Interval Linear Systems

The paper has been presented at the 12th International Conference on Applications of Computer Algebra, Varna, Bulgaria, June, 2006

Some Applications of Simons’ Inequality

We survey several applications of Simons’ inequality and state related open problems. We show that if a Banach space X has a strongly sub-differentiable norm, then every bounded weakly closed subset of X is an intersection of finite union of balls.

Applied Aspects of Mathematical Modeling and Optimization of Dynamics of Charged Beams

The complex of questions connected with the analysis, estimation and structural-parametrical optimization of dynamic system is considered in this article. Connection of such problems with tasks of control by beams of trajectories is emphasized. The special attention is concentrated on the review and analysis of spent scientific researches, the attention is stressed to their constructability and applied directedness. Efficiency of the developed algorithmic and software is demonstrated on the tasks of modeling and optimization of output beam characteristics in linear resonance accelerators.

Quasi-Monte Carlo Methods for some Linear Algebra Problems. Convergence and Complexity

We present quasi-Monte Carlo analogs of Monte Carlo methods for some linear algebra problems: solving systems of linear equations, computing extreme eigenvalues, and matrix inversion. Reformulating the problems as solving integral equations with a special kernels and domains permits us to analyze the quasi-Monte Carlo methods with bounds from numerical integration. Standard Monte Carlo methods for integration provide a convergence rate of O(N^(−1/2)) using N samples. Quasi-Monte Carlo methods use quasirandom sequences with the resulting convergence rate for numerical integration as good as O((logN)^k)N^(−1)). We have shown theoretically and through numerical tests that the use of quasirandom sequences improves both the magnitude of the error and the convergence rate of the considered Monte Carlo methods. We also analyze the complexity of considered quasi-Monte Carlo algorithms and compare them to the complexity of the analogous Monte Carlo and deterministic algorithms.

Sufficient Second Order Optimality Conditions for C^1 Multiobjective Optimization Problems

2000 Mathematics Subject Classification: Primary 90C29; Secondary 90C30.

Method of Linear Programming as an Idea for High School Curriculum

2010 Mathematics Subject Classification: 97D40, 97M10, 97M40, 97N60, 97N80, 97R80

Nonlinear signal transformations:path to capacity above the linear AWGN Shannon limit

We present a methodology for simultaneous optimization of modulation format and regenerative transformations in nonlinear communication channels. We derived analytically the maximum regenerative Shannon capacity, towards which any regenerative channel tends at high SNR and large number of regenerators.

Discrete Generalization of Gronwall-Bellman Inequality with Maxima and Application

Снежана Христова, Кремена Стефанова, Лиляна Ванкова - В работата са решени няколко нови видове линейни дискретни неравенства, които съдържат максимума на неизвестната функция в отминал интервал от време. Някои от тези неравенства са приложени за изучаване непрекъснатата зависимост от смущения при дискретни уравнения с максимуми.

Approximate Model Checking of Real-Time Systems for Linear Duration Invariants

Real-time systems are usually modelled with timed automata and real-time requirements relating to the state durations of the system are often specifiable using Linear Duration Invariants, which is a decidable subclass of Duration Calculus formulas. Various algorithms have been developed to check timed automata or real-time automata for linear duration invariants, but each needs complicated preprocessing and exponential calculation. To the best of our knowledge, these algorithms have not been implemented. In this paper, we present an approximate model checking technique based on a genetic algorithm to check real-time automata for linear durration invariants in reasonable times. Genetic algorithm is a good optimization method when a problem needs massive computation and it works particularly well in our case because the fitness function which is derived from the linear duration invariant is linear. ACM Computing Classification System (1998): D.2.4, C.3.

N–Dimensional Orthogonal Tile Sizing Problem

AMS subject classification: 68Q22, 90C90

A Refinement of some Overrelaxation Algorithms for Solving a System of Linear Equations

In this paper we propose a refinement of some successive overrelaxation methods based on the reverse Gauss–Seidel method for solving a system of linear equations Ax = b by the decomposition A = Tm − Em − Fm, where Tm is a banded matrix of bandwidth 2m + 1. We study the convergence of the methods and give software implementation of algorithms in Mathematica package with numerical examples. ACM Computing Classification System (1998): G.1.3.

An LP-based inconsistency monitoring of pairwise comparison matrices

A distance-based inconsistency indicator, defined by the third author for the consistency-driven pairwise comparisons method, is extended to the incomplete case. The corresponding optimization problem is transformed into an equivalent linear programming problem. The results can be applied in the process of filling in the matrix as the decision maker gets automatic feedback. As soon as a serious error occurs among the matrix elements, even due to a misprint, a significant increase in the inconsistency index is reported. The high inconsistency may be alarmed not only at the end of the process of filling in the matrix but also during the completion process. Numerical examples are also provided.

Improved stochastic optimization of railway timetables

We present a general model to find the best allocation of a limited amount of supplements (extra minutes added to a timetable in order to reduce delays) on a set of interfering railway lines. By the best allocation, we mean the solution under which the weighted sum of expected delays is minimal. Our aim is to finely adjust an already existing and well-functioning timetable. We model this inherently stochastic optimization problem by using two-stage recourse models from stochastic programming, building upon earlier research from the literature. We present an improved formulation, allowing for an efficient solution using a standard algorithm for recourse models. We show that our model may be solved using any of the following theoretical frameworks: linear programming, stochastic programming and convex non-linear programming, and present a comparison of these approaches based on a real-life case study. Finally, we introduce stochastic dependency into the model, and present a statistical technique to estimate the model parameters from empirical data.

Hybrid multi-objective optimization and hybridized self-organizing response surface method

Numerical optimization is a technique where a computer is used to explore design parameter combinations to find extremes in performance factors. In multi-objective optimization several performance factors can be optimized simultaneously. The solution to multi-objective optimization problems is not a single design, but a family of optimized designs referred to as the Pareto frontier. The Pareto frontier is a trade-off curve in the objective function space composed of solutions where performance in one objective function is traded for performance in others. A Multi-Objective Hybridized Optimizer (MOHO) was created for the purpose of solving multi-objective optimization problems by utilizing a set of constituent optimization algorithms. MOHO tracks the progress of the Pareto frontier approximation development and automatically switches amongst those constituent evolutionary optimization algorithms to speed the formation of an accurate Pareto frontier approximation. Aerodynamic shape optimization is one of the oldest applications of numerical optimization. MOHO was used to perform shape optimization on a 0.5-inch ballistic penetrator traveling at Mach number 2.5. Two objectives were simultaneously optimized: minimize aerodynamic drag and maximize penetrator volume. This problem was solved twice. The first time the problem was solved by using Modified Newton Impact Theory (MNIT) to determine the pressure drag on the penetrator. In the second solution, a Parabolized Navier-Stokes (PNS) solver that includes viscosity was used to evaluate the drag on the penetrator. The studies show the difference in the optimized penetrator shapes when viscosity is absent and present in the optimization. In modern optimization problems, objective function evaluations may require many hours on a computer cluster to perform these types of analysis. One solution is to create a response surface that models the behavior of the objective function. Once enough data about the behavior of the objective function has been collected, a response surface can be used to represent the actual objective function in the optimization process. The Hybrid Self-Organizing Response Surface Method (HYBSORSM) algorithm was developed and used to make response surfaces of objective functions. HYBSORSM was evaluated using a suite of 295 non-linear functions. These functions involve from 2 to 100 variables demonstrating robustness and accuracy of HYBSORSM.