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Алгоритм "подтягивания к среднему" решения многомерной задачи условной оптимизации.
С. 41–46.
Kryuchkov M.
Gladin E., Lavrik-Karmazin M., Zainullina K. et al., Proceedings of Machine Learning Research 2023 Vol. 206 P. 11506–11533
The problem of constrained Markov decision process is considered. An agent aims to maximize the expected accumulated discounted reward subject to multiple constraints on its costs (the number of constraints is relatively small). A new dual approach is proposed with the integration of two ingredients: entropy-regularized policy optimizer and Vaidya’s dual optimizer, both of which ...
Added: November 6, 2024
Schechtman S., Tiapkin D., Muehlebach M. et al., , in: Proceedings of Machine Learning Research: Volume 195: The Thirty Sixth Annual Conference on Learning Theory, 12-15 July 2023, Bangalore, IndiaVol. 195: The Thirty Sixth Annual Conference on Learning Theory, 12-15 July 2023, Bangalore, India.: PMLR, 2023. P. 1228–1258.
We consider the problem of minimizing a non-convex function over a smooth manifold M. We propose a novel algorithm, the Orthogonal Directions Constrained Gradient Method (ODCGM), which only requires computing a projection onto a vector space. ODCGM is infeasible but the iterates are constantly pulled towards the manifold, ensuring the convergence of ODCGM towards M. ...
Added: December 1, 2023
Grishin E., Pravdivets N., Morozov N. et al., IFAC-PapersOnLine 2022 Vol. 55 No. 10 P. 2557–2562
Sea transport holds the first place in the total number of freight shipments of international transportation. Rail transport takes more than 87% of domestic freight traffic and is increasing annually. In particular, Russian Railways deals with scheduling in international multimodal transport. Sea port-railway transshipment points have a key role in the realization of such transportation. ...
Added: December 7, 2022
Madera A. G., М.: Издательская группа URSS, 2019.
Настоящая книга посвящена методам и принципам моделирования и принятия решений, применяемым в различных управленческих проблемах. В ней подробно разбираются модели большого числа самых разнообразных управленческих ситуаций, методы принятия решений в условиях риска, неопределенности и многокритериальности, финансовое прогнозирование, оптимальные инвестиционные решения и многое другое из того, что составляет количественный инструментарий современного менеджера. Цель настоящей книги - ...
Added: November 6, 2019
Lancaster: DEStech Publications,Inc., 2018.
This volume contains refereed proceedings of the IX International Conference Optimization and Applications (OPTIMA 2018) held in Petrovac, Montenegro, October 1–5, 2018. The previous conferences during 2009–2017 years attracted a significant number of students, researchers, academics, and engineers working in the field of optimization theory, methods, software, and related areas. The Conference was organized by ...
Added: June 5, 2019
Klemashev N., Шананин А. А., Journal of Inverse and Ill-posed problems 2016 Vol. 24 No. 4 P. 367–391
According to Pareto's theory of consumer demand a rational representative consumer should choose their consumption bundle as the solution of mathematical programming problem of maximization of utility function under their budget constraint. The inverse problem of demand analysis is to recover the utility function from the demand functions. The answer to the question of solvability ...
Added: March 5, 2019
Inverse problems in Pareto’s demand theory and their applications to analysis of stock market crises
Klemashev N., Shananin A. A., Zhang S., Journal of Inverse and Ill-posed problems 2016 Vol. 26 No. 1 P. 95–108
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 ...
Added: March 5, 2019
Stankevich I., Alexei Ujegov, Vasilyev S., , in: Optimization and Applications 9th International Conference, OPTIMA 2018, Petrovac, Montenegro, October 1–5, 2018, Revised Selected Papers.: Springer International Publishing, 2019. P. 470–481.
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 ...
Added: January 31, 2019
Springer International Publishing, 2019.
This book constitutes the refereed proceedings of the 9th International Conference on Optimization and Applications, OPTIMA 2018, held in Petrovac, Montenegro, in October 2018.The 35 revised full papers and the one short paper presented were carefully reviewed and selected from 103 submissions. The papers are organized in topical sections on mathematical programming; combinatorial and discrete optimization; optimal control; optimization in ...
Added: January 14, 2019
Madera A. G., М.: ЛЕНАНД, 2018.
В учебном пособии рассмотрено применение компьютерных технологий в математическом моделировании и количественных методах принятия решений при изучении дисциплин «Качественные и количественные методы разработки и принятия управленческих решений», «Математические модели в управлении», и аналогичных им. В качестве инструментального средства используется программный пакет Microsoft Excel. Книга является практикумом по курсу, охватывает большинство тем указанных дисциплин и включает ...
Added: October 29, 2018
Zakhodiakin G., Никонов А. В., В кн.: Логистика и экономика ресурсоэнергосбережения в промышленности (МНПК "ЛЭРЭП-11-2017"). Сборник научных трудов по материалам XI Международной научно-практической конференции ЛЭРЭП-11-17 15 ноября - 16 ноября 2017 года.: Тула: Саратовский государственный технический университет им. Гагарина Ю.А., 2017. Гл. 54 С. 272–276.
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. ...
Added: September 10, 2018
[б.и.], 2017.
This volume contains proceedings of the 8th International Conference ”Optimization and Applications” (OPTIMA-2017) that was held in Petrovac, Montenegro, during October 2-7, 2017. The Conference brought together researchers and practitioners working in the field of optimization theory, methods, software and related areas. Optimization is now a rapidly growing area in computer science. It is widely ...
Added: November 14, 2017
Fedin G., Управление большими системами: сборник трудов 2018 № 72 С. 108–137
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. ...
Added: October 23, 2017
Savenkova I., Известия Тульского государственного университета. Технические науки 2013 № 3 С. 130–137
Представлен алгоритм работы компьютерной программы автоматизированного выбора фасовочно -упаковочных автоматов для сыпучих продуктов в мягкую тару. Данная программа содержит все необходимые базы данных и позволяет выбрать оптимальный дозатор и упаковочный материал для продукта. Выбор осуществляется на основе функционально - стоимостного и критериального анализов. ...
Added: September 20, 2017
Каганович Б. М., Filippov S., Новосибирск: Наука, 1995.
На языке математического программирования излагаются основные положения равновесной термодинамики. Для широкого круга спуциалистов в области термодинамики. ...
Added: February 28, 2017
Zakhodiakin G., Зайчиков В. А., В кн.: Инновационные технологии в логистике и управлении цепями поставок.: М.: Эс-Си-Эм Консалтинг, 2015. С. 129–133.
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) ...
Added: February 27, 2016
Зайчиков В. А., Zakhodiakin G., Успехи в химии и химической технологии 2014 Т. 28 № 8 (157) С. 122–125
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. ...
Added: February 27, 2016