scholarly journals Dynamic programming approach to structural optimization problem - numerical algorithm

2014 ◽  
Vol 34 (4) ◽  
pp. 699 ◽  
Author(s):  
Piotr Fulmański ◽  
Andrzej Nowakowski ◽  
Jan Pustelnik
2018 ◽  
Vol 23 (4) ◽  
pp. 627-628 ◽  
Author(s):  
Yong Hyun Shin ◽  
Jung Lim Koo ◽  
Kum Hwan Roh

In this paper, we analyze the optimal consumption and investment problem of an agent who has a quadratic-type utility function and faces a subsistence consumption constraint. We use the dynamic programming method to solve the optimization problem in continuous-time. We further provide the sufficient conditions for the optimization problem to be well-defined.


2020 ◽  
Vol 325 ◽  
pp. 01002
Author(s):  
Hao Gao ◽  
Yadong Zhang ◽  
Jin Guo

The reduction of operation energy consumption without decreasing service quality has become a great challenge in subways daily operation. A novel DP based approach is proposed for optimizing the train driving strategy. The optimal driving problem is first considered as a multi-objective problem with five optimal targets (i.e., energy saving, punctual arriving, less switching, safe driving and accurate stopping). The optimization problem is remodelled as a multistage decision problem by discretizing the continuous train movement in space. The process of dynamic programming is carried out in the velocity-space status space. Due to the discretizing rules of searching space, the optimal goals of safe driving and accurate stopping can be satisfied during the searching process. The rest of multiple goals are spilt into cost functions and constrains for each stage. Due to the multiple cost functions, a set of pareto optimal solutions can be achieved at each vertex during the process of dynamic programming. To further improve the efficiency of algorithm, two evaluation criterions are introduced to maintain the capacity of the pareto set at each vertex. A case study of Yizhuang urban rail line in Beijing is conducted to verify the effectiveness and the efficiency of DP based algorithms.


2015 ◽  
Vol 2015 ◽  
pp. 1-6
Author(s):  
Marco Caserta ◽  
Stefan Voß

Given a reliability redundancy optimization problem in itsdiscreteversion, it is possible to transform such integer problem into a correspondingbinaryproblem in log-time. A simple discrete-binary transformation is presented in this paper. The proposed transformation is illustrated using an example taken from the reliability literature. An immediate implication is that a standard exact dynamic programming approach may easily solve instances to optimality that were usually only solved heuristically.


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