1000 resultados para Investment optimization


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Optimization of wave functions in quantum Monte Carlo is a difficult task because the statistical uncertainty inherent to the technique makes the absolute determination of the global minimum difficult. To optimize these wave functions we generate a large number of possible minima using many independently generated Monte Carlo ensembles and perform a conjugate gradient optimization. Then we construct histograms of the resulting nominally optimal parameter sets and "filter" them to identify which parameter sets "go together" to generate a local minimum. We follow with correlated-sampling verification runs to find the global minimum. We illustrate this technique for variance and variational energy optimization for a variety of wave functions for small systellls. For such optimized wave functions we calculate the variational energy and variance as well as various non-differential properties. The optimizations are either on par with or superior to determinations in the literature. Furthermore, we show that this technique is sufficiently robust that for molecules one may determine the optimal geometry at tIle same time as one optimizes the variational energy.

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We developed the concept of split-'t to deal with the large molecules (in terms of the number of electrons and nuclear charge Z). This naturally leads to partitioning the local energy into components due to each electron shell. The minimization of the variation of the valence shell local energy is used to optimize a simple two parameter CuH wave function. Molecular properties (spectroscopic constants and the dipole moment) are calculated for the optimized and nearly optimized wave functions using the Variational Quantum Monte Carlo method. Our best results are comparable to those from the single and double configuration interaction (SDCI) method.

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Methods for both partial and full optimization of wavefunction parameters are explored, and these are applied to the LiH molecule. A partial optimization can be easily performed with little difficulty. But to perform a full optimization we must avoid a wrong minimum, and deal with linear-dependency, time step-dependency and ensemble-dependency problems. Five basis sets are examined. The optimized wavefunction with a 3-function set gives a variational energy of -7.998 + 0.005 a.u., which is comparable to that (-7.990 + 0.003) 1 of Reynold's unoptimized \fin ( a double-~ set of eight functions). The optimized wavefunction with a double~ plus 3dz2 set gives ari energy of -8.052 + 0.003 a.u., which is comparable with the fixed-node energy (-8.059 + 0.004)1 of the \fin. The optimized double-~ function itself gives an energy of -8.049 + 0.002 a.u. Each number above was obtained on a Bourrghs 7900 mainframe computer with 14 -15 hrs CPU time.

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The Two-Connected Network with Bounded Ring (2CNBR) problem is a network design problem addressing the connection of servers to create a survivable network with limited redirections in the event of failures. Particle Swarm Optimization (PSO) is a stochastic population-based optimization technique modeled on the social behaviour of flocking birds or schooling fish. This thesis applies PSO to the 2CNBR problem. As PSO is originally designed to handle a continuous solution space, modification of the algorithm was necessary in order to adapt it for such a highly constrained discrete combinatorial optimization problem. Presented are an indirect transcription scheme for applying PSO to such discrete optimization problems and an oscillating mechanism for averting stagnation.

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The prediction of proteins' conformation helps to understand their exhibited functions, allows for modeling and allows for the possible synthesis of the studied protein. Our research is focused on a sub-problem of protein folding known as side-chain packing. Its computational complexity has been proven to be NP-Hard. The motivation behind our study is to offer the scientific community a means to obtain faster conformation approximations for small to large proteins over currently available methods. As the size of proteins increases, current techniques become unusable due to the exponential nature of the problem. We investigated the capabilities of a hybrid genetic algorithm / simulated annealing technique to predict the low-energy conformational states of various sized proteins and to generate statistical distributions of the studied proteins' molecular ensemble for pKa predictions. Our algorithm produced errors to experimental results within .acceptable margins and offered considerable speed up depending on the protein and on the rotameric states' resolution used.

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(A) Solid phase synthesis of oligonucleotides are well documented and are extensively studied as the demands continue to rise with the development of antisense, anti-gene, RNA interference, and aptamers. Although synthesis of RNA sequences faces many challenges, most notably the choice of the 2' -hydroxy protecting group, modified 2' -O-Cpep protected ribonucleotides were synthesized as alternitive building blocks. Altering phosphitylation procedures to incorporate 3' -N,N-diethyl phosphoramidites enhanced the overall reactivity, thus, increased the coupling efficiency without loss of integrety. Furthermore, technical optimizations of solid phase synthesis cycles were carried out to allow for successful synthesis of a homo UIO sequences with a stepwise coupling efficiency reaching 99% and a final yield of 91 %. (B) Over the past few decades, dipyrrometheneboron difluoride (BODIPY) has gained recognition as one of the most versatile fluorophores. Currently, BODIPY labeling of oligonucleotides are carried out post-synthetically and to date, there lacks a method that allows for direct incorporation of BODIPY into oligonucleotides during solid phase synthesis. Therefore, synthesis of BODIPY derived phosphoramidites will provide an alternative method in obtaining fluorescently labelled oligonucleotides. A method for the synthesis and incorporation of the BODIPY analogues into oligonucleotides by phosphoramidite chemistry-based solid phase DNA synthesis is reported here. Using this approach, BODIPY-labeled TlO homopolymer and ISIS 5132 were successfully synthesized.

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This research focuses on generating aesthetically pleasing images in virtual environments using the particle swarm optimization (PSO) algorithm. The PSO is a stochastic population based search algorithm that is inspired by the flocking behavior of birds. In this research, we implement swarms of cameras flying through a virtual world in search of an image that is aesthetically pleasing. Virtual world exploration using particle swarm optimization is considered to be a new research area and is of interest to both the scientific and artistic communities. Aesthetic rules such as rule of thirds, subject matter, colour similarity and horizon line are all analyzed together as a multi-objective problem to analyze and solve with rendered images. A new multi-objective PSO algorithm, the sum of ranks PSO, is introduced. It is empirically compared to other single-objective and multi-objective swarm algorithms. An advantage of the sum of ranks PSO is that it is useful for solving high-dimensional problems within the context of this research. Throughout many experiments, we show that our approach is capable of automatically producing images satisfying a variety of supplied aesthetic criteria.

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Accuracy at reporting a second-target (T2) is reduced if it is presented within approximately 500 ms of the first target (T1) – an attentional blink (AB). Early models explained the AB in terms of attentional limitations creating a processing bottleneck such that T2 processing would be impaired while T1 processing was ongoing. Theoretical models of the AB have more recently been expanded to include the role of cognitive control. In this dissertation I propose that cognitive control, defined as the optimization of information processing in order to achieve goals, is maladapted to the dual-task conditions of the AB task in that cognitive control optimizes the T1 goal, due to its temporal proximity, at the cost of T2. I start with the concept that the role of cognitive control is to serve goals, and that how goals are conceived of and the degree of motivation associated with those goals will determine whether cognitive control will create the condition that cause the AB. This leads to the hypothesis that electrophysiological measures of cognitive control and the degree of attentional investment resulting from cognitive control modulate the AB and explain individual differences in the AB. In a series of four studies feedback-related N2 amplitude, (reflecting individual differences in the strength of cognitive control), and event-related and resting alpha frequency oscillatory activity (reflecting degree of attentional investment), are used to explain both intra- and inter-individual variability in performance on the AB task. Results supported the hypothesis that stronger cognitive control and greater attentional investment are associated with larger AB magnitudes. Attentional investment, as measured by alpha frequency oscillations, and cognitive control, as measured by the feedback-related N2, did not relate to each other as hypothesized. It is proposed that instead of a measure of attentional investment alone, alpha frequency oscillatory activity actually reflects control over information processing over time, in other words the timing of attention. With this conceptualization, various aspects of cognitive control, either related to the management of goals (feedback-related N2) or the management of attention over time to meet goals, explain variability in the AB.

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Population-based metaheuristics, such as particle swarm optimization (PSO), have been employed to solve many real-world optimization problems. Although it is of- ten sufficient to find a single solution to these problems, there does exist those cases where identifying multiple, diverse solutions can be beneficial or even required. Some of these problems are further complicated by a change in their objective function over time. This type of optimization is referred to as dynamic, multi-modal optimization. Algorithms which exploit multiple optima in a search space are identified as niching algorithms. Although numerous dynamic, niching algorithms have been developed, their performance is often measured solely on their ability to find a single, global optimum. Furthermore, the comparisons often use synthetic benchmarks whose landscape characteristics are generally limited and unknown. This thesis provides a landscape analysis of the dynamic benchmark functions commonly developed for multi-modal optimization. The benchmark analysis results reveal that the mechanisms responsible for dynamism in the current dynamic bench- marks do not significantly affect landscape features, thus suggesting a lack of representation for problems whose landscape features vary over time. This analysis is used in a comparison of current niching algorithms to identify the effects that specific landscape features have on niching performance. Two performance metrics are proposed to measure both the scalability and accuracy of the niching algorithms. The algorithm comparison results demonstrate the algorithms best suited for a variety of dynamic environments. This comparison also examines each of the algorithms in terms of their niching behaviours and analyzing the range and trade-off between scalability and accuracy when tuning the algorithms respective parameters. These results contribute to the understanding of current niching techniques as well as the problem features that ultimately dictate their success.

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Many real-world optimization problems contain multiple (often conflicting) goals to be optimized concurrently, commonly referred to as multi-objective problems (MOPs). Over the past few decades, a plethora of multi-objective algorithms have been proposed, often tested on MOPs possessing two or three objectives. Unfortunately, when tasked with solving MOPs with four or more objectives, referred to as many-objective problems (MaOPs), a large majority of optimizers experience significant performance degradation. The downfall of these optimizers is that simultaneously maintaining a well-spread set of solutions along with appropriate selection pressure to converge becomes difficult as the number of objectives increase. This difficulty is further compounded for large-scale MaOPs, i.e., MaOPs possessing large amounts of decision variables. In this thesis, we explore the challenges of many-objective optimization and propose three new promising algorithms designed to efficiently solve MaOPs. Experimental results demonstrate the proposed optimizers to perform very well, often outperforming state-of-the-art many-objective algorithms.

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In this article we study the effect of uncertainty on an entrepreneur who must choose the capacity of his business before knowing the demand for his product. The unit profit of operation is known with certainty but there is no flexibility in our one-period framework. We show how the introduction of global uncertainty reduces the investment of the risk neutral entrepreneur and, even more, that the risk averse one. We also show how marginal increases in risk reduce the optimal capacity of both the risk neutral and the risk averse entrepreneur, without any restriction on the concave utility function and with limited restrictions on the definition of a mean preserving spread. These general results are explained by the fact that the newsboy has a piecewise-linear, and concave, monetary payoff witha kink endogenously determined at the level of optimal capacity. Our results are compared with those in the two literatures on price uncertainty and demand uncertainty, and particularly, with the recent contributions of Eeckhoudt, Gollier and Schlesinger (1991, 1995).

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La présente étude analyse les effets dynamiques de la dévaluation du franc CFA, à l’aide d’un modèle monétaire d’équilibre général, intertemporel et multisectoriel. L’accent est particulièrement mis sur les interactions entre dévaluation et accumulation du capital. Dans le modèle, les effets du changement de parité passent par le marché du travail qui se caractérise par l’inertie du salaire nominal. Les résultats montrent que la dévaluation relance l’investissement, avec des effets expansionnistes sur l’activité économique. Le choc monétaire n’a eu qu’un impact limité sur les soldes budgétaire et commercial. Une mesure d’accompagnement telle que la réduction des salaires de la fonction publique améliore ces deux soldes mais déclenche un processus récessif.