Алгоритм "подтягивания к среднему" решения многомерной задачи условной оптимизации.
The volume is dedicated to Boris Mirkin on the occasion of his 70th birthday. In addition to his startling PhD results in abstract automata theory, Mirkin’s ground breaking contributions in various fields of decision making and data analysis have marked the fourth quarter of the 20th century and beyond. Mirkin has done pioneering work in group choice, clustering, data mining and knowledge discovery aimed at finding and describing non-trivial or hidden structures—first of all, clusters, orderings, and hierarchies—in multivariate and/or network data.
This volume contains a collection of papers reflecting recent developments rooted in Mirkin's fundamental contribution to the state-of-the-art in group choice, ordering, clustering, data mining, and knowledge discovery. Researchers, students, and software engineers will benefit from new knowledge discovery techniques and application directions.
This volume contains a selection of contributions from the "First International Conference in Network Analysis," held at the University of Florida, Gainesville, on December 14-16, 2011. The remarkable diversity of fields that take advantage of Network Analysis makes the endeavor of gathering up-to-date material in a single compilation a useful, yet very difficult, task. The purpose of this volume is to overcome this difficulty by collecting the major results found by the participants and combining them in one easily accessible compilation.
This paper describes a prototype distribution network planning tool based on an iterative approach using a combination of mixed-integer linear programming and simulation. The prototype is implemented using an open-source optimization package GLPK and Anylogic software.
This paper proposes a risk-aware approach to tactical supply chain planning based on integration of mathematical programming and simulation. A prototype planning system implementing this ap-proach is described. The prototype is developed using Anylogic simulation software and an open source mixed integer optimization tool – GNU Linear Programming Kit (GLPK)
The model of the real sector of the Russian economy is presented. It allows for the separate description of GDP and its components by expenditure both in constant and in current prices. Unlike standard macroeconomic models, the model proposed considers a set of Trader agents in addition to Producer agent. Traders are based on a set of CES-functions and allow to decompose the statistics available into a set of unobserved components. The Producer is based on a specific production function that performs well for Russian data and works with financial variables, such as credits and bank accounts. In contrary to the standard approach, the model is not linearized to get estimates of model parameters but is estimated directly using a set of nonlinear equations. The optimization is performed numerically and allows to get both series of unobserved model products and their prices and model parameters. The stability of the solution found is checked on simulated data.
This paper presents a warehouse location model for a pallet operator. The model uses Mixed-Integer Linear Programming approach. It is implemented using an open-source optimization software GLPK. The optimization criteria are total logistical cost. Both direct and reverse material flows are considered.
We develop an approach to analysis of stock market crises based on the generalized nonparametric method. The generalized nonparametric method is based on solvability and regularization of ill-posed inverse problem in Pareto's demand theory. Our approach allows one to select a few companies that may be considered as the main reason for the crisis. We apply this approach to study the Chinese stock market crash in 2015.
This paper presents the problem of transportation hubs location with access to roads within the existing regional transportation system. In this problem the decision maker minimizes the total cost, which includes expenses for constructing transportation hubs, building access roads for different means of transport to transportation hubs and transporting cargo between clients and transportation hubs. The goals of this paper are: 1) to classify formulations of various transportation hubs location problems; 2) to review most recent scientific papers considering these problems; 3) to formulate a new problem of hubs location with access roads as a mixed-integer linear programming problem and robust optimization one; 4) to test a proposed model on a transport system of a part of Russia. Our numerical tests confirm that both mixed-integer linear programming problem and robust optimization problem stated in this article can be solved for real-size transportation networks via standard optimizations software on a personal computer in short time