In this paper,we study the optimal investment problem of an insurer whose surplus process follows the diffusion approximation of the classical Cramer-Lundberg model.Investment in the foreign markets is allowed,and the...In this paper,we study the optimal investment problem of an insurer whose surplus process follows the diffusion approximation of the classical Cramer-Lundberg model.Investment in the foreign markets is allowed,and therefore,the foreign exchange rate model is incorporated.Under the allowing of selling and borrowing,the problem of maximizing the expected exponential utility of terminal wealth is studied.By solving the corresponding Hamilton-Jacobi-Bellman equations,the optimal investment strategies and value functions are obtained.Finally,numerical analysis is presented.展开更多
Multi-objective optimization(MOO)for the microwave metamaterial absorber(MMA)normally adopts evolutionary algo-rithms,and these optimization algorithms require many objec-tive function evaluations.To remedy this issue...Multi-objective optimization(MOO)for the microwave metamaterial absorber(MMA)normally adopts evolutionary algo-rithms,and these optimization algorithms require many objec-tive function evaluations.To remedy this issue,a surrogate-based MOO algorithm is proposed in this paper where Kriging models are employed to approximate objective functions.An efficient sampling strategy is presented to sequentially capture promising samples in the design region for exact evaluations.Firstly,new sample points are generated by the MOO on surro-gate models.Then,new samples are captured by exploiting each objective function.Furthermore,a weighted sum of the improvement of hypervolume(IHV)and the distance to sampled points is calculated to select the new sample.Compared with two well-known MOO algorithms,the proposed algorithm is vali-dated by benchmark problems.In addition,two broadband MMAs are applied to verify the feasibility and efficiency of the proposed algorithm.展开更多
Testing is the premise and foundation of realizing equipment health management （EHM）. To address the problem that the static periodic test strategy may cause deficient test or excessive test, a dynamic sequential te...Testing is the premise and foundation of realizing equipment health management （EHM）. To address the problem that the static periodic test strategy may cause deficient test or excessive test, a dynamic sequential test strategy （DSTS） for EHM is presented. Considering the situation that equipment health state is not completely observable in reality, a DSTS optimization method based on partially observable semi-Markov decision pro- cess （POSMDP） is proposed. Firstly, an equipment health state degradation model is constructed by Markov process, and the control limit maintenance policy is also introduced. Secondly, POSMDP is formulated in great detail. And then, POSMDP is converted to completely observable belief semi-Markov decision process （BSMDP） through belief state. The optimal equation and the corresponding optimal DSTS, which minimize the long-run ex- pected average cost per unit time, are obtained with BSMDP. The results of application in complex equipment show that the proposed DSTS is feasible and effective.展开更多
A simulation-based multi-objective optimization approach for roll shifting strategy in hot strip mills was presented. Firstly, the effect of roll shifting strategy on wear contour was investigated by mtmerical simulat...A simulation-based multi-objective optimization approach for roll shifting strategy in hot strip mills was presented. Firstly, the effect of roll shifting strategy on wear contour was investigated by mtmerical simulation, and two evaluation indexes including edge smoothness and body smoothness of wear contours were introduced. Secondly, the edge smoothness average and body smoothness average of all the strips in a rolling campaign were selected as objective functions, and shifting control parameters as decision variables, the multi-objective method of MODE/D as the optimizer, and then a simulation-based multi-objective optimization model for roll shifting strategy was built. The experimental result shows that MODE/D can obtain a good Pareto-optimal front, which suggests a series of alternative solutions to roll shifting strategy. Moreover, the conflicting relationship between two objectives can also be found, which indicates another advantage of multi-objective optimization. Finally, industrial test confirms the feasibility of the multi-objective approach for roll shifting strategy, and it can improve strip profile and extend same width rolling miles of a rolling campaign from 35 km to 70 km.展开更多
Sensors deployment optimization has become one of the most attractive fields in recent years. However, most of the previous work focused on the deployment problem in 2D space.Compared to the traditional form, sensors ...Sensors deployment optimization has become one of the most attractive fields in recent years. However, most of the previous work focused on the deployment problem in 2D space.Compared to the traditional form, sensors deployment in multidimensional space has greater research significance and practical potential to satisfy the detecting needs in complex environment.Aiming at solving this issue, a multi-dimensional space sensor network model is established, and the radar system is selected as an example. Considering the possible working mode of the radar system(e.g., searching and tracking), two distinctive deployment models are proposed based on maximum coverage area and maximum target detection probability in the attack direction respectively. The latter one is usually ignored in the previous literature.For uncovering the optimal deployment of the sensor network, the particle swarm optimization(PSO) algorithm is improved using the proposed weights determination scheme, in which the linear decreasing, the pooling strategy and the cloud theory are combined for weights updating. Experimental results illustrate the effectiveness of the proposed method.展开更多
An ant colony optimization （ACO）-simulated annealing （SA）-based algorithm is developed for the target assignment problem （TAP） in the air defense （AD） command and control （C2） system of surface to air missi...An ant colony optimization （ACO）-simulated annealing （SA）-based algorithm is developed for the target assignment problem （TAP） in the air defense （AD） command and control （C2） system of surface to air missile （SAM） tactical unit. The accomplishment process of target assignment （TA） task is analyzed. A firing advantage degree （FAD） concept of fire unit （FU） intercepting targets is put forward and its evaluation model is established by using a linear weighted synthetic method. A TA optimization model is presented and its solving algorithms are designed respectively based on ACO and SA. A hybrid optimization strategy is presented and developed synthesizing the merits of ACO and SA. The simulation examples show that the model and algorithms can meet the solving requirement of TAP in AD combat.展开更多
The artificial bee colony （ABC） algorithm is a sim- ple and effective global optimization algorithm which has been successfully applied in practical optimization problems of various fields. However, the algorithm is...The artificial bee colony （ABC） algorithm is a sim- ple and effective global optimization algorithm which has been successfully applied in practical optimization problems of various fields. However, the algorithm is still insufficient in balancing ex- ploration and exploitation. To solve this problem, we put forward an improved algorithm with a comprehensive search mechanism. The search mechanism contains three main strategies. Firstly, the heuristic Gaussian search strategy composed of three different search equations is proposed for the employed bees, which fully utilizes and balances the exploration and exploitation of the three different search equations by introducing the selectivity probability P,. Secondly, in order to improve the search accuracy, we propose the Gbest-guided neighborhood search strategy for onlooker bees to improve the exploitation performance of ABC. Thirdly, the self- adaptive population perturbation strategy for the current colony is used by random perturbation or Gaussian perturbation to en- hance the diversity of the population. In addition, to improve the quality of the initial population, we introduce the chaotic opposition- based learning method for initialization. The experimental results and Wilcoxon signed ranks test based on 27 benchmark func- tions show that the proposed algorithm, especially for solving high dimensional and complex function optimization problems, has a higher convergence speed and search precision than ABC and three other current ABC-based algorithms.展开更多
During the last decade, many variants of the original particle swarm optimization （PSO） algorithm have been proposed for global numerical optimization, hut they usually face many challenges such as low solution qual...During the last decade, many variants of the original particle swarm optimization （PSO） algorithm have been proposed for global numerical optimization, hut they usually face many challenges such as low solution quality and slow convergence speed on multimodal function optimization. A composite particle swarm optimization （CPSO） for solving these difficulties is presented, in which a novel learning strategy plus an assisted search mechanism framework is used. Instead of simple learning strategy of the original PSO, the proposed CPSO combines one particle＇s historical best information and the global best information into one learning exemplar to guide the particle movement. The proposed learning strategy can reserve the original search information and lead to faster convergence speed. The proposed assisted search mechanism is designed to look for the global optimum. Search direction of particles can be greatly changed by this mechanism so that the algorithm has a large chance to escape from local optima. In order to make the assisted search mechanism more efficient and the algorithm more reliable, the executive probability of the assisted search mechanism is adjusted by the feedback of the improvement degree of optimal value after each iteration. According to the result of numerical experiments on multimodal benchmark functions such as Schwefel, Rastrigin, Ackley and Griewank both with and without coordinate rotation, the proposed CPSO offers faster convergence speed, higher quality solution and stronger robustness than other variants of PSO.展开更多
The two-archive 2 algorithm(Two_Arch2) is a manyobjective evolutionary algorithm for balancing the convergence,diversity,and complexity using diversity archive(DA) and convergence archive(CA).However,the individuals i...The two-archive 2 algorithm(Two_Arch2) is a manyobjective evolutionary algorithm for balancing the convergence,diversity,and complexity using diversity archive(DA) and convergence archive(CA).However,the individuals in DA are selected based on the traditional Pareto dominance which decreases the selection pressure in the high-dimensional problems.The traditional algorithm even cannot converge due to the weak selection pressure.Meanwhile,Two_Arch2 adopts DA as the output of the algorithm which is hard to maintain diversity and coverage of the final solutions synchronously and increase the complexity of the algorithm.To increase the evolutionary pressure of the algorithm and improve distribution and convergence of the final solutions,an ε-domination based Two_Arch2 algorithm(ε-Two_Arch2) for many-objective problems(MaOPs) is proposed in this paper.In ε-Two_Arch2,to decrease the computational complexity and speed up the convergence,a novel evolutionary framework with a fast update strategy is proposed;to increase the selection pressure,ε-domination is assigned to update the individuals in DA;to guarantee the uniform distribution of the solution,a boundary protection strategy based on I_(ε+) indicator is designated as two steps selection strategies to update individuals in CA.To evaluate the performance of the proposed algorithm,a series of benchmark functions with different numbers of objectives is solved.The results demonstrate that the proposed method is competitive with the state-of-the-art multi-objective evolutionary algorithms and the efficiency of the algorithm is significantly improved compared with Two_Arch2.展开更多
The traditional manner to design public transportation system is to sequentially design the transit network and public bicycle network. A new public transportation system design problem that simultaneously considers b...The traditional manner to design public transportation system is to sequentially design the transit network and public bicycle network. A new public transportation system design problem that simultaneously considers both bus network design and public bicycle network design is proposed. The chemical reaction optimization(CRO) is designed to solve the problem. A shortcoming of CRO is that, when the two-molecule collisions take place, the molecules are randomly picked from the container.Hence, we improve CRO by employing different mating strategies. The computational results confirm the benefits of the mating strategies. Numerical experiments are conducted on the Sioux-Falls network. A comparison with the traditional sequential modeling framework indicates that the proposed approach has a better performance and is more robust. The practical applicability of the approach is proved by employing a real size network.展开更多
Optimal glucose feed strategy for glycerol fed-batch fermentation was investigated by Pontryagin’s maximum principle to maximize the final glycerol yield. The problem was solved by a nonsingular control approach by s...Optimal glucose feed strategy for glycerol fed-batch fermentation was investigated by Pontryagin’s maximum principle to maximize the final glycerol yield. The problem was solved by a nonsingular control approach by selecting the culture volume as the control variable, then the general optimal feed profile was numerically determined.展开更多
In view of the serious reactive power loss in the rural network, improved ant colony optimization algorithm （ACOA） was used to optimize the reactive power compensation for the rural distribution system. In this stud...In view of the serious reactive power loss in the rural network, improved ant colony optimization algorithm （ACOA） was used to optimize the reactive power compensation for the rural distribution system. In this study, the traditional ACOA was improved in two aspects： one was the local search strategy, and the other was pheromone mutation and re-initialization strategies. The reactive power optimization for a county＇s distribution network showed that the improved ACOA was practicable.展开更多
To better meet the needs of crop growth and achieve energy savings and efficiency enhancements,constructing a reliable environmental model to optimize greenhouse decision parameters is an important problem to be solve...To better meet the needs of crop growth and achieve energy savings and efficiency enhancements,constructing a reliable environmental model to optimize greenhouse decision parameters is an important problem to be solved.In this work,a radial-basis function(RBF)neural network was used to mine the potential changes of a greenhouse environment,a temperature error model was established,a multi-objective optimization function of energy consumption was constructed and the corresponding decision parameters were optimized by using a non-dominated sorting genetic algorithm with an elite strategy(NSGA-Ⅱ).The simulation results showed that RBF could clarify the nonlinear relationship among the greenhouse environment variables and decision parameters and the greenhouse temperature.The NSGA-Ⅱ could well search for the Pareto solution for the objective functions.The experimental results showed that after 40 min of combined control of sunshades and sprays,the temperature was reduced from 31℃to 25℃,and the power consumption was 0.5 MJ.Compared with tire three days of July 24,July 25 and July 26,2017,the energy consumption of the controlled production greenhouse was reduced by 37.5%,9.1%and 28.5%,respectively.展开更多
基金supported by the National Natural Science Foundation of China(Grant No.12301603).
文摘In this paper,we study the optimal investment problem of an insurer whose surplus process follows the diffusion approximation of the classical Cramer-Lundberg model.Investment in the foreign markets is allowed,and therefore,the foreign exchange rate model is incorporated.Under the allowing of selling and borrowing,the problem of maximizing the expected exponential utility of terminal wealth is studied.By solving the corresponding Hamilton-Jacobi-Bellman equations,the optimal investment strategies and value functions are obtained.Finally,numerical analysis is presented.
基金supported by the National Key Research and Development Program(2021YFB3502500).
文摘Multi-objective optimization(MOO)for the microwave metamaterial absorber(MMA)normally adopts evolutionary algo-rithms,and these optimization algorithms require many objec-tive function evaluations.To remedy this issue,a surrogate-based MOO algorithm is proposed in this paper where Kriging models are employed to approximate objective functions.An efficient sampling strategy is presented to sequentially capture promising samples in the design region for exact evaluations.Firstly,new sample points are generated by the MOO on surro-gate models.Then,new samples are captured by exploiting each objective function.Furthermore,a weighted sum of the improvement of hypervolume(IHV)and the distance to sampled points is calculated to select the new sample.Compared with two well-known MOO algorithms,the proposed algorithm is vali-dated by benchmark problems.In addition,two broadband MMAs are applied to verify the feasibility and efficiency of the proposed algorithm.
基金supported by the National Natural Science Foundation of China (51175502)
文摘Testing is the premise and foundation of realizing equipment health management （EHM）. To address the problem that the static periodic test strategy may cause deficient test or excessive test, a dynamic sequential test strategy （DSTS） for EHM is presented. Considering the situation that equipment health state is not completely observable in reality, a DSTS optimization method based on partially observable semi-Markov decision pro- cess （POSMDP） is proposed. Firstly, an equipment health state degradation model is constructed by Markov process, and the control limit maintenance policy is also introduced. Secondly, POSMDP is formulated in great detail. And then, POSMDP is converted to completely observable belief semi-Markov decision process （BSMDP） through belief state. The optimal equation and the corresponding optimal DSTS, which minimize the long-run ex- pected average cost per unit time, are obtained with BSMDP. The results of application in complex equipment show that the proposed DSTS is feasible and effective.
基金Projects(50974039,50634030) supported by the National Natural Science Foundation of China
文摘A simulation-based multi-objective optimization approach for roll shifting strategy in hot strip mills was presented. Firstly, the effect of roll shifting strategy on wear contour was investigated by mtmerical simulation, and two evaluation indexes including edge smoothness and body smoothness of wear contours were introduced. Secondly, the edge smoothness average and body smoothness average of all the strips in a rolling campaign were selected as objective functions, and shifting control parameters as decision variables, the multi-objective method of MODE/D as the optimizer, and then a simulation-based multi-objective optimization model for roll shifting strategy was built. The experimental result shows that MODE/D can obtain a good Pareto-optimal front, which suggests a series of alternative solutions to roll shifting strategy. Moreover, the conflicting relationship between two objectives can also be found, which indicates another advantage of multi-objective optimization. Finally, industrial test confirms the feasibility of the multi-objective approach for roll shifting strategy, and it can improve strip profile and extend same width rolling miles of a rolling campaign from 35 km to 70 km.
文摘Sensors deployment optimization has become one of the most attractive fields in recent years. However, most of the previous work focused on the deployment problem in 2D space.Compared to the traditional form, sensors deployment in multidimensional space has greater research significance and practical potential to satisfy the detecting needs in complex environment.Aiming at solving this issue, a multi-dimensional space sensor network model is established, and the radar system is selected as an example. Considering the possible working mode of the radar system(e.g., searching and tracking), two distinctive deployment models are proposed based on maximum coverage area and maximum target detection probability in the attack direction respectively. The latter one is usually ignored in the previous literature.For uncovering the optimal deployment of the sensor network, the particle swarm optimization(PSO) algorithm is improved using the proposed weights determination scheme, in which the linear decreasing, the pooling strategy and the cloud theory are combined for weights updating. Experimental results illustrate the effectiveness of the proposed method.
基金supported by the National Aviation Science Foundation of China(20090196002)
文摘An ant colony optimization （ACO）-simulated annealing （SA）-based algorithm is developed for the target assignment problem （TAP） in the air defense （AD） command and control （C2） system of surface to air missile （SAM） tactical unit. The accomplishment process of target assignment （TA） task is analyzed. A firing advantage degree （FAD） concept of fire unit （FU） intercepting targets is put forward and its evaluation model is established by using a linear weighted synthetic method. A TA optimization model is presented and its solving algorithms are designed respectively based on ACO and SA. A hybrid optimization strategy is presented and developed synthesizing the merits of ACO and SA. The simulation examples show that the model and algorithms can meet the solving requirement of TAP in AD combat.
基金supported by the Aviation Science Foundation of China(20105196016)the Postdoctoral Science Foundation of China(2012M521807)
文摘The artificial bee colony （ABC） algorithm is a sim- ple and effective global optimization algorithm which has been successfully applied in practical optimization problems of various fields. However, the algorithm is still insufficient in balancing ex- ploration and exploitation. To solve this problem, we put forward an improved algorithm with a comprehensive search mechanism. The search mechanism contains three main strategies. Firstly, the heuristic Gaussian search strategy composed of three different search equations is proposed for the employed bees, which fully utilizes and balances the exploration and exploitation of the three different search equations by introducing the selectivity probability P,. Secondly, in order to improve the search accuracy, we propose the Gbest-guided neighborhood search strategy for onlooker bees to improve the exploitation performance of ABC. Thirdly, the self- adaptive population perturbation strategy for the current colony is used by random perturbation or Gaussian perturbation to en- hance the diversity of the population. In addition, to improve the quality of the initial population, we introduce the chaotic opposition- based learning method for initialization. The experimental results and Wilcoxon signed ranks test based on 27 benchmark func- tions show that the proposed algorithm, especially for solving high dimensional and complex function optimization problems, has a higher convergence speed and search precision than ABC and three other current ABC-based algorithms.
基金Projects(50275150,61173052)supported by the National Natural Science Foundation of China
文摘During the last decade, many variants of the original particle swarm optimization （PSO） algorithm have been proposed for global numerical optimization, hut they usually face many challenges such as low solution quality and slow convergence speed on multimodal function optimization. A composite particle swarm optimization （CPSO） for solving these difficulties is presented, in which a novel learning strategy plus an assisted search mechanism framework is used. Instead of simple learning strategy of the original PSO, the proposed CPSO combines one particle＇s historical best information and the global best information into one learning exemplar to guide the particle movement. The proposed learning strategy can reserve the original search information and lead to faster convergence speed. The proposed assisted search mechanism is designed to look for the global optimum. Search direction of particles can be greatly changed by this mechanism so that the algorithm has a large chance to escape from local optima. In order to make the assisted search mechanism more efficient and the algorithm more reliable, the executive probability of the assisted search mechanism is adjusted by the feedback of the improvement degree of optimal value after each iteration. According to the result of numerical experiments on multimodal benchmark functions such as Schwefel, Rastrigin, Ackley and Griewank both with and without coordinate rotation, the proposed CPSO offers faster convergence speed, higher quality solution and stronger robustness than other variants of PSO.
基金supported by the National Natural Science Foundation of ChinaNatural Science Foundation of Zhejiang Province (52077203,LY19E070003)the Fundamental Research Funds for the Provincial Universities of Zhejiang (2021YW06)。
文摘The two-archive 2 algorithm(Two_Arch2) is a manyobjective evolutionary algorithm for balancing the convergence,diversity,and complexity using diversity archive(DA) and convergence archive(CA).However,the individuals in DA are selected based on the traditional Pareto dominance which decreases the selection pressure in the high-dimensional problems.The traditional algorithm even cannot converge due to the weak selection pressure.Meanwhile,Two_Arch2 adopts DA as the output of the algorithm which is hard to maintain diversity and coverage of the final solutions synchronously and increase the complexity of the algorithm.To increase the evolutionary pressure of the algorithm and improve distribution and convergence of the final solutions,an ε-domination based Two_Arch2 algorithm(ε-Two_Arch2) for many-objective problems(MaOPs) is proposed in this paper.In ε-Two_Arch2,to decrease the computational complexity and speed up the convergence,a novel evolutionary framework with a fast update strategy is proposed;to increase the selection pressure,ε-domination is assigned to update the individuals in DA;to guarantee the uniform distribution of the solution,a boundary protection strategy based on I_(ε+) indicator is designated as two steps selection strategies to update individuals in CA.To evaluate the performance of the proposed algorithm,a series of benchmark functions with different numbers of objectives is solved.The results demonstrate that the proposed method is competitive with the state-of-the-art multi-objective evolutionary algorithms and the efficiency of the algorithm is significantly improved compared with Two_Arch2.
基金Projects(71301115,71271150,71101102)supported by the National Natural Science Foundation of ChinaProject(20130032120009)supported by Specialized Research Fund for the Doctoral Program of Higher Education of China
文摘The traditional manner to design public transportation system is to sequentially design the transit network and public bicycle network. A new public transportation system design problem that simultaneously considers both bus network design and public bicycle network design is proposed. The chemical reaction optimization(CRO) is designed to solve the problem. A shortcoming of CRO is that, when the two-molecule collisions take place, the molecules are randomly picked from the container.Hence, we improve CRO by employing different mating strategies. The computational results confirm the benefits of the mating strategies. Numerical experiments are conducted on the Sioux-Falls network. A comparison with the traditional sequential modeling framework indicates that the proposed approach has a better performance and is more robust. The practical applicability of the approach is proved by employing a real size network.
基金From National Ninth Five Years Project (NO. 96-03-03-03A).
文摘Optimal glucose feed strategy for glycerol fed-batch fermentation was investigated by Pontryagin’s maximum principle to maximize the final glycerol yield. The problem was solved by a nonsingular control approach by selecting the culture volume as the control variable, then the general optimal feed profile was numerically determined.
基金Supported by China Postdoctoral Science Foundation(20090460873)
文摘In view of the serious reactive power loss in the rural network, improved ant colony optimization algorithm （ACOA） was used to optimize the reactive power compensation for the rural distribution system. In this study, the traditional ACOA was improved in two aspects： one was the local search strategy, and the other was pheromone mutation and re-initialization strategies. The reactive power optimization for a county＇s distribution network showed that the improved ACOA was practicable.
基金Supported by the National"Thirteenth Five-year Plan"National Key Program(2016YFD0701301)the Heilongjiang Provincial Achievement Transformation Fund Project(NB08B-011)。
文摘To better meet the needs of crop growth and achieve energy savings and efficiency enhancements,constructing a reliable environmental model to optimize greenhouse decision parameters is an important problem to be solved.In this work,a radial-basis function(RBF)neural network was used to mine the potential changes of a greenhouse environment,a temperature error model was established,a multi-objective optimization function of energy consumption was constructed and the corresponding decision parameters were optimized by using a non-dominated sorting genetic algorithm with an elite strategy(NSGA-Ⅱ).The simulation results showed that RBF could clarify the nonlinear relationship among the greenhouse environment variables and decision parameters and the greenhouse temperature.The NSGA-Ⅱ could well search for the Pareto solution for the objective functions.The experimental results showed that after 40 min of combined control of sunshades and sprays,the temperature was reduced from 31℃to 25℃,and the power consumption was 0.5 MJ.Compared with tire three days of July 24,July 25 and July 26,2017,the energy consumption of the controlled production greenhouse was reduced by 37.5%,9.1%and 28.5%,respectively.
