49,511 research outputs found

    Shape optimisation for a class of semilinear variational inequalities with applications to damage models

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    The present contribution investigates shape optimisation problems for a class of semilinear elliptic variational inequalities with Neumann boundary conditions. Sensitivity estimates and material derivatives are firstly derived in an abstract operator setting where the operators are defined on polyhedral subsets of reflexive Banach spaces. The results are then refined for variational inequalities arising from minimisation problems for certain convex energy functionals considered over upper obstacle sets in H1H^1. One particularity is that we allow for dynamic obstacle functions which may arise from another optimisation problems. We prove a strong convergence property for the material derivative and establish state-shape derivatives under regularity assumptions. Finally, as a concrete application from continuum mechanics, we show how the dynamic obstacle case can be used to treat shape optimisation problems for time-discretised brittle damage models for elastic solids. We derive a necessary optimality system for optimal shapes whose state variables approximate desired damage patterns and/or displacement fields

    More Lessons from Taking an AK Model to the Data.

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    We take an AK model to the PWT data. In the model both technology (intratemporal) and investment (intertemporal) shocks determine the variation of the growth rate. In earlier work we looked at singular models where we extracted only the technology shock using the policy functions from dynamic optimality. Here we recover time series for both shocks for a panel of countries and we isolate what we believe are pervasive patterns in macroeconomic models and postwar data: a negative correlation between intra and intertemporal shocks, and a somewhat lesser role for the intertemporal shock.endogenous growth; technology shocks; investment shocks

    Optimality Principles for Model-Based Prediction of Human Gait

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    Although humans have a large repertoire of potential movements, gait patterns tend to be stereotypical and appear to be selected according to optimality principles such as minimal energy. When applied to dynamic musculoskeletal models such optimality principles might be used to predict how a patient\u27s gait adapts to mechanical interventions such as prosthetic devices or surgery. In this paper we study the effects of different performance criteria on predicted gait patterns using a 2D musculoskeletal model. The associated optimal control problem for a family of different cost functions was solved utilizing the direct collocation method. It was found that fatigue-like cost functions produced realistic gait, with stance phase knee flexion, as opposed to energy-related cost functions which avoided knee flexion during the stance phase. We conclude that fatigue minimization may be one of the primary optimality principles governing human gait

    Computing (R, S) policies with correlated demand

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    This paper considers the single-item single-stocking non-stationary stochastic lot-sizing problem under correlated demand. By operating under a nonstationary (R, S) policy, in which R denote the reorder period and S the associated order-up-to-level, we introduce a mixed integer linear programming (MILP) model which can be easily implemented by using off-theshelf optimisation software. Our modelling strategy can tackle a wide range of time-seriesbased demand processes, such as autoregressive (AR), moving average(MA), autoregressive moving average(ARMA), and autoregressive with autoregressive conditional heteroskedasticity process(AR-ARCH). In an extensive computational study, we compare the performance of our model against the optimal policy obtained via stochastic dynamic programming. Our results demonstrate that the optimality gap of our approach averages 2.28% and that computational performance is good

    Non-stationary Stochastic Optimization

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    We consider a non-stationary variant of a sequential stochastic optimization problem, in which the underlying cost functions may change along the horizon. We propose a measure, termed variation budget, that controls the extent of said change, and study how restrictions on this budget impact achievable performance. We identify sharp conditions under which it is possible to achieve long-run-average optimality and more refined performance measures such as rate optimality that fully characterize the complexity of such problems. In doing so, we also establish a strong connection between two rather disparate strands of literature: adversarial online convex optimization; and the more traditional stochastic approximation paradigm (couched in a non-stationary setting). This connection is the key to deriving well performing policies in the latter, by leveraging structure of optimal policies in the former. Finally, tight bounds on the minimax regret allow us to quantify the "price of non-stationarity," which mathematically captures the added complexity embedded in a temporally changing environment versus a stationary one

    Hierarchical Radio Resource Optimization for Heterogeneous Networks with Enhanced Inter-cell Interference Coordination (eICIC)

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    Interference is a major performance bottleneck in Heterogeneous Network (HetNet) due to its multi-tier topological structure. We propose almost blank resource block (ABRB) for interference control in HetNet. When an ABRB is scheduled in a macro BS, a resource block (RB) with blank payload is transmitted and this eliminates the interference from this macro BS to the pico BSs. We study a two timescale hierarchical radio resource management (RRM) scheme for HetNet with dynamic ABRB control. The long term controls, such as dynamic ABRB, are adaptive to the large scale fading at a RRM server for co-Tier and cross-Tier interference control. The short term control (user scheduling) is adaptive to the local channel state information within each BS to exploit the multi-user diversity. The two timescale optimization problem is challenging due to the exponentially large solution space. We exploit the sparsity in the interference graph of the HetNet topology and derive structural properties for the optimal ABRB control. Based on that, we propose a two timescale alternative optimization solution for the user scheduling and ABRB control. The solution has low complexity and is asymptotically optimal at high SNR. Simulations show that the proposed solution has significant gain over various baselines.Comment: 14 pages, 8 figure
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