Exact Conditioning to Linear Constraints in Kriging and Simulation

2005 ◽  
pp. 999-1005 ◽  
Author(s):  
J. Jaime Gomez-Hernandez ◽  
Roland Froidevaux ◽  
Pierre Biver
Keyword(s):  
Linear Constraints

Sampling from Gaussian Markov random fields conditioned on linear constraints

2008 ◽  
Vol 48 ◽  
pp. 1041 ◽  
Author(s):  
Daniel Peter Simpson ◽  
Ian W. Turner ◽  
A. N. Pettitt
Keyword(s):  
Random Fields ◽  
Markov Random Fields ◽  
Linear Constraints ◽  
Gaussian Markov Random Fields ◽  
Markov Random

scholarly journals Towards efficient verification of population protocols

2021 ◽  
Author(s):  
Michael Blondin ◽  
Javier Esparza ◽  
Stefan Jaax ◽  
Philipp J. Meyer
Keyword(s):  
Linear Constraints ◽  
Computational Power ◽  
High Complexity ◽  
Reachability Problem ◽  
Population Protocols ◽  
Finite State ◽  
State Agents ◽  
Efficient Verification ◽  
Primitive Recursive ◽  
Very High

AbstractPopulation protocols are a well established model of computation by anonymous, identical finite-state agents. A protocol is well-specified if from every initial configuration, all fair executions of the protocol reach a common consensus. The central verification question for population protocols is the well-specification problem: deciding if a given protocol is well-specified. Esparza et al. have recently shown that this problem is decidable, but with very high complexity: it is at least as hard as the Petri net reachability problem, which is -hard, and for which only algorithms of non-primitive recursive complexity are currently known. In this paper we introduce the class $${ WS}^3$$ WS 3 of well-specified strongly-silent protocols and we prove that it is suitable for automatic verification. More precisely, we show that $${ WS}^3$$ WS 3 has the same computational power as general well-specified protocols, and captures standard protocols from the literature. Moreover, we show that the membership and correctness problems for $${ WS}^3$$ WS 3 reduce to solving boolean combinations of linear constraints over $${\mathbb {N}}$$ N . This allowed us to develop the first software able to automatically prove correctness for all of the infinitely many possible inputs.

scholarly journals Passive Model Predictive Control on a Two-Body Self-Referenced Point Absorber Wave Energy Converter

Energies ◽  
2021 ◽  
Vol 14 (6) ◽  
pp. 1731
Author(s):  
Dan Montoya ◽  
Elisabetta Tedeschi ◽  
Luca Castellini ◽  
Tiago Martins
Keyword(s):  
Model Predictive Control ◽  
Predictive Control ◽  
Wave Energy ◽  
Power Flow ◽  
Linear Constraints ◽  
Wave Energy Converter ◽  
Control Technique ◽  
Computational Time ◽  
Energy Converter ◽  
Point Absorber

Wave energy is nowadays one of the most promising renewable energy sources; however, wave energy technology has not reached the fully-commercial stage, yet. One key aspect to achieve this goal is to identify an effective control strategy for each selected Wave Energy Converter (WEC), in order to extract the maximum energy from the waves, while respecting the physical constraints of the device. Model Predictive Control (MPC) can inherently satisfy these requirements. Generally, MPC is formulated as a quadratic programming problem with linear constraints (e.g., on position, speed and Power Take-Off (PTO) force). Since, in the most general case, this control technique requires bidirectional power flow between the PTO system and the grid, it has similar characteristics as reactive control. This means that, under some operating conditions, the energy losses may be equivalent, or even larger, than the energy yielded. As many WECs are designed to only allow unidirectional power flow, it is necessary to set nonlinear constraints. This makes the optimization problem significantly more expensive in terms of computational time. This work proposes two MPC control strategies applied to a two-body point absorber that address this issue from two different perspectives: (a) adapting the MPC formulation to passive loading strategy; and (b) adapting linear constraints in the MPC in order to only allow an unidirectional power flow. The results show that the two alternative proposals have similar performance in terms of computational time compared to the regular MPC and obtain considerably more power than the linear passive control, thus proving to be a good option for unidirectional PTO systems.

scholarly journals Dynamic pricing with demand disaggregation for hotel revenue management

2021 ◽  
Author(s):  
Andrei M. Bandalouski ◽  
Natalja G. Egorova ◽  
Mikhail Y. Kovalyov ◽  
Erwin Pesch ◽  
S. Armagan Tarim
Keyword(s):  
Dynamic Pricing ◽  
Programming Model ◽  
Computer Experiments ◽  
Price Policy ◽  
Linear Constraints ◽  
Economic Consequences ◽  
Elastic Model ◽  
Computationally Efficient ◽  
Data Set ◽  
Dynamic Price

AbstractIn this paper we present a novel approach to the dynamic pricing problem for hotel businesses. It includes disaggregation of the demand into several categories, forecasting, elastic demand simulation, and a mathematical programming model with concave quadratic objective function and linear constraints for dynamic price optimization. The approach is computationally efficient and easy to implement. In computer experiments with a hotel data set, the hotel revenue is increased by about 6% on average in comparison with the actual revenue gained in a past period, where the fixed price policy was employed, subject to an assumption that the demand can deviate from the suggested elastic model. The approach and the developed software can be a useful tool for small hotels recovering from the economic consequences of the COVID-19 pandemic.

scholarly journals The Multivariate Theory of Functional Connections: Theory, Proofs, and Application in Partial Differential Equations

Mathematics ◽  
2020 ◽  
Vol 8 (8) ◽  
pp. 1303 ◽  
Author(s):  
Carl Leake ◽  
Hunter Johnston ◽  
Daniele Mortari
Keyword(s):  
Partial Differential Equations ◽  
Differential Equations ◽  
State Of The Art ◽  
Linear Constraints ◽  
Prior Work ◽  
Partial Differential ◽  
Seminal Paper ◽  
Functional Connections ◽  
Mathematical Proofs ◽  
Multivariate Theory

This article presents a reformulation of the Theory of Functional Connections: a general methodology for functional interpolation that can embed a set of user-specified linear constraints. The reformulation presented in this paper exploits the underlying functional structure presented in the seminal paper on the Theory of Functional Connections to ease the derivation of these interpolating functionals—called constrained expressions—and provides rigorous terminology that lends itself to straightforward derivations of mathematical proofs regarding the properties of these constrained expressions. Furthermore, the extension of the technique to and proofs in n-dimensions is immediate through a recursive application of the univariate formulation. In all, the results of this reformulation are compared to prior work to highlight the novelty and mathematical convenience of using this approach. Finally, the methodology presented in this paper is applied to two partial differential equations with different boundary conditions, and, when data is available, the results are compared to state-of-the-art methods.

Practical Tools for Reasoning About Linear Constraints

1991 ◽  
Vol 15 (3-4) ◽  
pp. 357-379
Author(s):  
Tien Huynh ◽  
Leo Joskowicz ◽  
Catherine Lassez ◽  
Jean-Louis Lassez
Keyword(s):  
Logic Programming ◽  
Intelligent Systems ◽  
Optimization Problem ◽  
Spatial Reasoning ◽  
Quantifier Elimination ◽  
Canonical Representation ◽  
Linear Constraints ◽  
Practical Applications ◽  
Variable Elimination ◽  
Fourier Algorithm

We address the problem of building intelligent systems to reason about linear arithmetic constraints. We develop, along the lines of Logic Programming, a unifying framework based on the concept of Parametric Queries and a quasi-dual generalization of the classical Linear Programming optimization problem. Variable (quantifier) elimination is the key underlying operation which provides an oracle to answer all queries and plays a role similar to Resolution in Logic Programming. We discuss three methods for variable elimination, compare their feasibility, and establish their applicability. We then address practical issues of solvability and canonical representation, as well as dynamical updates and feedback. In particular, we show how the quasi-dual formulation can be used to achieve the discriminating characteristics of the classical Fourier algorithm regarding solvability, detection of implicit equalities and, in case of unsolvability, the detection of minimal unsolvable subsets. We illustrate the relevance of our approach with examples from the domain of spatial reasoning and demonstrate its viability with empirical results from two practical applications: computation of canonical forms and convex hull construction.

Sign in / Sign up

Export Citation Format

Share Document