989 resultados para RANDOM OPTIMIZATION
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Dynamic optimization has several key advantages. This includes the ability to work on binary code in the absence of sources and to perform optimization across module boundaries. However, it has a significant disadvantage viz-a-viz traditional static optimization: it has a significant runtime overhead. There can be performance gain only if the overhead can be amortized. In this paper, we will quantitatively analyze the runtime overhead introduced by a dynamic optimizer, DynamoRIO. We found that the major overhead does not come from the optimizer's operation. Instead, it comes from the extra code in the code cache added by DynamoRIO. After a detailed analysis, we will propose a method of trace construction that ameliorate the overhead introduced by the dynamic optimizer, thereby reducing the runtime overhead of DynamoRIO. We believe that the result of the study as well as the proposed solution is applicable to other scenarios such as dynamic code translation and managed execution that utilizes a framework similar to that of dynamic optimization.
Predicting random level and seasonality of hotel prices. A structural equation growth curve approach
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This article examines the effect on price of different characteristics of holiday hotels in the sun-and-beach segment, under the hedonic function perspective. Monthly prices of the majority of hotels in the Spanish continental Mediterranean coast are gathered from May to October 1999 from the tour operator catalogues. Hedonic functions are specified as random-effect models and parametrized as structural equation models with two latent variables, a random peak season price and a random width of seasonal fluctuations. Characteristics of the hotel and the region where they are located are used as predictors of both latent variables. Besides hotel category, region, distance to the beach, availability of parking place and room equipment have an effect on peak price and also on seasonality. 3- star hotels have the highest seasonality and hotels located in the southern regions the lowest, which could be explained by a warmer climate in autumn
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We analyze a finite horizon, single product, periodic review model in which pricing and production/inventory decisions are made simultaneously. Demands in different periods are random variables that are independent of each other and their distributions depend on the product price. Pricing and ordering decisions are made at the beginning of each period and all shortages are backlogged. Ordering cost includes both a fixed cost and a variable cost proportional to the amount ordered. The objective is to find an inventory policy and a pricing strategy maximizing expected profit over the finite horizon. We show that when the demand model is additive, the profit-to-go functions are k-concave and hence an (s,S,p) policy is optimal. In such a policy, the period inventory is managed based on the classical (s,S) policy and price is determined based on the inventory position at the beginning of each period. For more general demand functions, i.e., multiplicative plus additive functions, we demonstrate that the profit-to-go function is not necessarily k-concave and an (s,S,p) policy is not necessarily optimal. We introduce a new concept, the symmetric k-concave functions and apply it to provide a characterization of the optimal policy.
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We analyze an infinite horizon, single product, periodic review model in which pricing and production/inventory decisions are made simultaneously. Demands in different periods are identically distributed random variables that are independent of each other and their distributions depend on the product price. Pricing and ordering decisions are made at the beginning of each period and all shortages are backlogged. Ordering cost includes both a fixed cost and a variable cost proportional to the amount ordered. The objective is to maximize expected discounted, or expected average profit over the infinite planning horizon. We show that a stationary (s,S,p) policy is optimal for both the discounted and average profit models with general demand functions. In such a policy, the period inventory is managed based on the classical (s,S) policy and price is determined based on the inventory position at the beginning of each period.
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This article studies the static pricing problem of a network service provider who has a fixed capacity and faces different types of customers (classes). Each type of customers can have its own capacity constraint but it is assumed that all classes have the same resource requirement. The provider must decide a static price for each class. The customer types are characterized by their arrival process, with a price-dependant arrival rate, and the random time they remain in the system. Many real-life situations could fit in this framework, for example an Internet provider or a call center, but originally this problem was thought for a company that sells phone-cards and needs to set the price-per-minute for each destination. Our goal is to characterize the optimal static prices in order to maximize the provider's revenue. We note that the model here presented, with some slight modifications and additional assumptions can be used in those cases when the objective is to maximize social welfare.
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We generalize a previous model of time-delayed reaction–diffusion fronts (Fort and Méndez 1999 Phys. Rev. Lett. 82 867) to allow for a bias in the microscopic random walk of particles or individuals. We also present a second model which takes the time order of events (diffusion and reproduction) into account. As an example, we apply them to the human invasion front across the USA in the 19th century. The corrections relative to the previous model are substantial. Our results are relevant to physical and biological systems with anisotropic fronts, including particle diffusion in disordered lattices, population invasions, the spread of epidemics, etc
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Resumen tomado de la publicaci??n
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El proyecto de investigación parte de la dinámica del modelo de distribución tercerizada para una compañía de consumo masivo en Colombia, especializada en lácteos, que para este estudio se ha denominado “Lactosa”. Mediante datos de panel con estudio de caso, se construyen dos modelos de demanda por categoría de producto y distribuidor y mediante simulación estocástica, se identifican las variables relevantes que inciden sus estructuras de costos. El problema se modela a partir del estado de resultados por cada uno de los cuatro distribuidores analizados en la región central del país. Se analiza la estructura de costos y el comportamiento de ventas dado un margen (%) de distribución logístico, en función de las variables independientes relevantes, y referidas al negocio, al mercado y al entorno macroeconómico, descritas en el objeto de estudio. Entre otros hallazgos, se destacan brechas notorias en los costos de distribución y costos en la fuerza de ventas, pese a la homogeneidad de segmentos. Identifica generadores de valor y costos de mayor dispersión individual y sugiere uniones estratégicas de algunos grupos de distribuidores. La modelación con datos de panel, identifica las variables relevantes de gestión que inciden sobre el volumen de ventas por categoría y distribuidor, que focaliza los esfuerzos de la dirección. Se recomienda disminuir brechas y promover desde el productor estrategias focalizadas a la estandarización de procesos internos de los distribuidores; promover y replicar los modelos de análisis, sin pretender remplazar conocimiento de expertos. La construcción de escenarios fortalece de manera conjunta y segura la posición competitiva de la compañía y sus distribuidores.
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El traumatismo craneoencefálico, es la epidemia silenciosa de nuestra época, que genera gastos en salud, en países como Estados Unidos, cercanos a los 60 billones de dólares anuales, y cerca de 400 billones en rehabilitación de los discapacitados. El pilar del manejo médico del trauma craneoencefálico moderado o severo, es la osmoterapia, principalmente con sustancias como el manitol y las soluciones hipertónicas. Se realizó la revisión de 14 bases de datos, encontrando 4657754 artículos, quedando al final 40 artículos después de un análisis exhaustivo, que se relacionaban con el manejo de la hipertensión endocraneana y terapia osmótica. Resultados: Se compararon diferentes estudios, encontrando gran variabilidad estos, sin homogenización en los análisis estadísticos, y la poca rigurosidad no permitieron, la recolección de datos y la comparación entre los diferentes estudios, no permitió realizar el meta-análisis y por esto se decidió la realización de una revisión sistemática de la literatura. Se evidenció principalmente tres cosas: la primera es la poca rigurosidad con la que se realizan los estudios clínicos; la segunda, es que aún falta mucha más investigación principalmente, la presencia de estudios clínicos aleatorizados multicéntricos, que logren dar una sólida evidencia y que genere validez científica que se requiere, a pesar de la evidencia clara en la práctica clínica; la tercera es la seguridad para su uso, con poca presencia de complicaciones para las soluciones salinas hipertónicas.
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A branching random motion on a line, with abrupt changes of direction, is studied. The branching mechanism, being independient of random motion, and intensities of reverses are defined by a particle's current direction. A soluton of a certain hyperbolic system of coupled non-linear equations (Kolmogorov type backward equation) have a so-called McKean representation via such processes. Commonly this system possesses traveling-wave solutions. The convergence of solutions with Heaviside terminal data to the travelling waves is discussed.This Paper realizes the McKean programme for the Kolmogorov-Petrovskii-Piskunov equation in this case. The Feynman-Kac formula plays a key role.
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One of the key aspects in 3D-image registration is the computation of the joint intensity histogram. We propose a new approach to compute this histogram using uniformly distributed random lines to sample stochastically the overlapping volume between two 3D-images. The intensity values are captured from the lines at evenly spaced positions, taking an initial random offset different for each line. This method provides us with an accurate, robust and fast mutual information-based registration. The interpolation effects are drastically reduced, due to the stochastic nature of the line generation, and the alignment process is also accelerated. The results obtained show a better performance of the introduced method than the classic computation of the joint histogram
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The author studies random walk estimators for radiosity with generalized absorption probabilities. That is, a path will either die or survive on a patch according to an arbitrary probability. The estimators studied so far, the infinite path length estimator and finite path length one, can be considered as particular cases. Practical applications of the random walks with generalized probabilities are given. A necessary and sufficient condition for the existence of the variance is given, together with heuristics to be used in practical cases. The optimal probabilities are also found for the case when one is interested in the whole scene, and are equal to the reflectivities
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The author studies the error and complexity of the discrete random walk Monte Carlo technique for radiosity, using both the shooting and gathering methods. The author shows that the shooting method exhibits a lower complexity than the gathering one, and under some constraints, it has a linear complexity. This is an improvement over a previous result that pointed to an O(n log n) complexity. The author gives and compares three unbiased estimators for each method, and obtains closed forms and bounds for their variances. The author also bounds the expected value of the mean square error (MSE). Some of the results obtained are also shown
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Aquesta tesi presenta un nou mètode pel disseny invers de reflectors. Ens hem centrat en tres temes principals: l’ús de fonts de llum reals i complexes, la definició d’un algoritme ràpid pel càlcul de la il•luminació del reflector, i la definició d’un algoritme d’optimització per trobar més eficientment el reflector desitjat. Les fonts de llum estan representades per models near-field, que es comprimeixen amb un error molt petit, fins i tot per fonts de llum amb milions de raigs i objectes a il•luminar molt propers. Llavors proposem un mètode ràpid per obtenir la distribució de la il•luminació d’un reflector i la seva comparació amb la il•luminació desitjada, i que treballa completament en la GPU. Finalment, proposem un nou mètode d’optimització global que permet trobar la solució en menys passos que molts altres mètodes d’optimització clàssics, i alhora evitant mínims locals.
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En aquesta tesis s'ha desenvolupat un sistema de control capaç d'optimitzar el funcionament dels Reactors Discontinus Seqüencials dins el camp de l'eliminació de matèria orgànica i nitrogen de les aigües residuals. El sistema de control permet ajustar en línia la durada de les etapes de reacció a partir de mesures directes o indirectes de sondes. En una primera etapa de la tesis s'ha estudiat la calibració de models matemàtics que permeten realitzar fàcilment provatures de diferents estratègies de control. A partir de l'anàlisis de dades històriques s'han plantejat diferents opcions per controlar l'SBR i les més convenients s'han provat mitjançant simulació. Després d'assegurar l'èxit de l'estratègia de control mitjançant simulacions s'ha implementat en una planta semi-industrial. Finalment es planteja l'estructura d'uns sistema supervisor encarregat de controlar el funcionament de l'SBR no només a nivell de fases sinó també a nivell cicle.