Scenario Optimization Methods in Portfolio Analysis and Design

Proposed work deals with the design of a family of stable IIR digital integrators via use of minimax and pole, zero, and constant optimization methods. First the minimax optimization method is used to design a family of second-, third-, and fourth-order digital integrators by optimizing the magnitude response in a min-max sense under the satisfactory condition of constant group delay. Then the magnitude and group delay response is further improved using pole, zero, and constant optimization method. Subsequently, by modifying the transfer function of all of the designed integrators appropriately, new differentiators are obtained. Simulation results show that proposed approach outperforms existing design methods in terms of both magnitude and phase response.

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Approximation and Derivatives of Probability Functions in Probabilistic Structural Analysis and Design

Volume 1: 21st Design Automation Conference ◽

10.1115/detc1995-0048 ◽

1995 ◽

Author(s):

K. Marti

Keyword(s):

Joint Probability ◽

Optimization Methods ◽

Integral Representations ◽

Joint Probability Distribution ◽

Analysis And Design ◽

Design Variables ◽

Behavioral Constraints ◽

Internal Forces ◽

Elastic Design ◽

Derivatives Of

Abstract Yield stresses, allowable stresses, moment capacities (plastic moments), external loadings, manufacturing errors are not given fixed quantities in practice, but have to be modelled as random variables with a certain joint probability distribution. Hence, problems from limit (collapse) load analysis or plastic analysis and from plastic and elastic design of structures are treated in the framework of stochastic optimization. Using especially reliability-oriented optimization methods, the behavioral constraints are quantified by means of the corresponding probability ps of survival. Lower bounds for ps are obtained by selecting certain redundants in the vector of internal forces; moreover, upper bounds for ps are constructed by considering a pair of dual linear pro-prams for the optimizational representation of the yield or safety conditions. Whereas ps can be computed e.g. by sampling methods or by asymptotic expansion techniques based on Laplace integral representations of certain multiple integrals, efficient techniques for the computation of the sensitivities (of various orders) of ps with respect to input or design variables have yet to be developed. Hence several new techniques are suggested for the numerical computation of derivatives of ps.

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Analysis and Design of the JCVM Runtime Environment

Advanced Materials Research ◽

10.4028/www.scientific.net/amr.756-759.2593 ◽

2013 ◽

Vol 756-759 ◽

pp. 2593-2596

Author(s):

Yong Hua Mao ◽

Dai Ping Li

Keyword(s):

Data Structure ◽

System Performance ◽

Optimization Methods ◽

Experimental Results ◽

Internal Environment ◽

Storage Structure ◽

Analysis And Design ◽

Runtime Environment ◽

Common Platform

According to the complexity of the JCVM system, in accordance with the combination of inside and outside thinking, designed storage structure of the external file and the data structure of the internal environment. Using the instance tested practical operating effect of the system and the result shows that the system performance to some extent improvement compared with GP common platform and analyzed the experimental results, and further for the optimization methods present a simple discussion.

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