13 research outputs found
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Three decades of the Shuffled Complex Evolution (SCE-UA) optimization algorithm: Review and applications
On distributionally robust multiperiod stochastic optimization
This paper considers model uncertainty for multistage stochastic programs. The data and information sructure of the baseline model is a tree, on which the decision problem is defined. We consider "ambiguity neighborhoods" around this tree as alternative models which are close to the baseline model. Closeness is defined in terms of a distance for probability trees, called the nested distance. This distance is appropriate for scenario models of multistage stochastic optimization problems as was demonstrated in Pflug and Pichler (SIAM J Optim 22:1.23, 2012). The ambiguity model is formulated as a minimax problem, where the the optimal decision is to be found, which minimizes the maximal objective function within the ambiguity set. We give a setup for studying saddle point properties of the minimax problem. Moreover, we present solution algorithms for finding the minimax decisions at least symptotically. As an example, we consider a multiperiod stochastic production/inventory control problem with weekly ordering. The stochastic scenario process is given by the random demands for two products. We determine the minimax solution and identify the worst trees within the ambiguity set. It turns out that the probability weights of the worst case trees are concentrated on few very bad scenarios
Recommended from our members
Three decades of the Shuffled Complex Evolution (SCE-UA) optimization algorithm: Review and applications
High-speed, monolithic CMOS receivers with Ge on Si waveguide photodelectors
This paper describes Luxtera's approach to the monolithic integration of Germanium photodetectors with CMOS electronics for high speed optical transceivers. Insertion of the Germanium module into a CMOS process and its impact on the design of the detectors is discussed. The deployment of the devices in 4×10 Gbps receivers is also described, wherein an optical sensitivity of -19 dBm for a bit error rate of le-12 is demonstrated. The optimization of the trans impedance amplifier to take advantage of the reduced capacitance (<20fF) of the waveguide detectors is also discussed. ©The Electrochemical Society
Demonstration of First WDM CMOS Photonics Transceiver with Monolithically Integrated Photo-Detectors
For the first time we demonstrate a fully self-contained photonic transceiver system on a single die with
monolithically integrated Ge photo-detectors. The transceiver allows error-free bidirectional 4x10 Gb/s WDM
transmission using a single CMOS die at each end of the link
Monolithically Integrated High-Speed CMOS Photonic Transceivers
We demonstrate monolithically integrated 4times10 Gb/s WDM transceivers built in a production 130 nm SOI CMOS process. Only light sources are external to the chip. 40 Gb/s error-free, bidirectional transmission is demonstrated