Improved Penalty Function with Memory for Stochastically Constrained Optimization via Simulation

Penalty function with memory (PFM) in Park and Kim [2015] is proposed for discrete optimization via simulation problems with multiple stochastic constraints where performance measures of both an objective and constraints can be estimated only by stochastic simulation. The original PFM is shown to perform well, finding a true best feasible solution with a higher probability than other competitors even when constraints are tight or near-tight. However, PFM applies simple budget allocation rules (e.g., assigning an equal number of additional observations) to solutions sampled at each search iteration and uses a rather complicated penalty sequence with several user-specified parameters. In this article, we propose an improved version of PFM, namely IPFM, which can combine the PFM with any simulation budget allocation procedure that satisfies some conditions within a general DOvS framework. We present a version of a simulation budget allocation procedure useful for IPFM and introduce a new penalty sequence, namely PS 2 + , which is simpler than the original penalty sequence yet holds convergence properties within IPFM with better finite-sample performances. Asymptotic convergence properties of IPFM with PS 2 + are proved. Our numerical results show that the proposed method greatly improves both efficiency and accuracy compared to the original PFM.

11. Prosecuting an Either-Way Offence

Either-way offences include assault occasioning actual bodily harm, theft, and burglary. These offences can be committed with varying degrees of seriousness depending on the aggravating or mitigating features in the particular case. The more aggravating features, the more serious the offence will be regarded. This chapter examines the procedure for deciding where an either-way offence should be tried which includes the plea before venue and allocation procedure; the relative merits of summary trial and trial on indictment; and for those either-way offences that are to be tried in the Crown Court, the next stage of the proceedings.

Dynamic Programming for Resource Allocation in Multi-Allelic Trait Introgression

Trait introgression is a complex process that plant breeders use to introduce desirable alleles from one variety or species to another. Two of the major types of decisions that must be made during this sophisticated and uncertain workflow are: parental selection and resource allocation. We formulated the trait introgression problem as an engineering process and proposed a Markov Decision Processes (MDP) model to optimize the resource allocation procedure. The efficiency of the MDP model was compared with static resource allocation strategies and their trade-offs among budget, deadline, and probability of success are demonstrated. Simulation results suggest that dynamic resource allocation strategies from the MDP model significantly improve the efficiency of the trait introgression by allocating the right amount of resources according to the genetic outcome of previous generations.

A new inferential approach for response-adaptive clinical trials: the variance-stabilized bootstrap

This paper discusses disadvantages and limitations of the available inferential approaches in sequential clinical trials for treatment comparisons managed via response-adaptive randomization. Then, we propose an inferential methodology for response-adaptive designs which, by exploiting a variance stabilizing transformation into a bootstrap framework, is able to overcome the above-mentioned drawbacks, regardless of the chosen allocation procedure as well as the desired target. We derive the theoretical properties of the suggested proposal, showing its superiority with respect to likelihood, randomization and design-based inferential approaches. Several illustrative examples and simulation studies are provided in order to confirm the relevance of our results.

Use of 3D-FEM Tools to Improve Loss Allocation in Three-Core Armored Cables

Loss allocation through analytical expressions in three-core lead-sheathed armored cables is challenging due to the complex geometry of this type of cable, commonly employed in submarine energy transmission systems (involving twisted conductors, sheaths and armor). Most of the expressions of the IEC standard 60287 have not been properly adapted for three-core armored cables, leading to inaccurate values for the different losses, so important efforts are currently devoted to improving them. In this work, an improved ultra-shortened 3D finite element model (FEM) is employed for developing an in-depth analysis of the electromagnetic interactions that take place in 6 real cables, being especially focused on those aspects that are not considered in the IEC standard. As a result, important conclusions are derived regarding the losses in conductors and sheaths, which introduce different corrections for improving the accuracy of the IEC expressions. The new formulation is then employed to propose a simplified experimental armor loss allocation procedure. This is virtually applied through the FEM tool to more than 700 cable configurations, showing a remarkable improvement in the loss allocation over the IEC standard and previous experimental procedures.

A Study on Efficient Computing Budget Allocation for a Two-Stage Problem

We consider how to allocate simulation budget to estimate the risk measure of a system in a two-stage simulation optimization problem. In this problem, the first stage simulation generates scenarios that serve as inputs to the second stage simulation. For each sampled first stage scenario, the second stage procedure solves a simulation optimization problem by evaluating a number of decisions and selecting the optimal decision for the scenario. It also provides the estimated performance of the system over all sampled first stage scenarios to estimate the system’s reliability or risk measure, which is defined as the probability of the system’s performance exceeding a given threshold under various scenarios. Usually, such a two-stage procedure is very computationally expensive. To address this challenge, we propose a simulation budget allocation procedure to improve the computational efficiency for two-stage simulation optimization. After generating first stage scenarios, a sequential allocation procedure selects the scenario to simulate, followed by an optimal computing budget allocation scheme that determines the decision to simulate in the second stage simulation. Numerical experiments show that the proposed procedure significantly improves the efficiency of the two-stage simulation optimization for estimating system’s reliability.

Simple Unequal Allocation Procedure for Ranked Set Sampling with Skew Distributions

A practical unbalanced Ranked Set Sampling (RSS) model is proposed to estimate the population mean of positively skewed distributions. The gains in the relative precisions of the population mean based on the proposed model for chosen distributions are uniformly higher than those based on balanced RSS and the t-model proposed in Kaur et al. (1997). The relative precisions of the simple unequal allocation model are, with one exception, better than (s, t)-model which is better than t-model. The relative precision of the proposed model is very close or equal to the optimal Neyman allocation model.

Finding a balance between equal treatment, transparency, and legal certainty when allocating scarce authorisations

The Dutch Council of State recently ruled that potential applicants should have the right to compete in a transparent procedure when scarce authorisations are allocated. This right to compete is based on the Dutch principle of equality, and is inspired by the European principles of equal treatment and transparency. Until this ruling, most scarce authorisations in the Netherlands were granted for an indefinite period of time, with no transparent allocation procedure. The question which follows is: should these scarce authorisations be withdrawn, or would this be contrary to the principle of legal certainty? By looking at the definition of a scarce authorisation and the development of the principles under EU, ECHR and Dutch case law, I conclude that competent authorities are allowed to withdraw the old scarce authorisations ex officio after a transitional period or payment of compensation. However, in my opinion, competent authorities are not obliged to withdraw old scarce authorisations, since old scarce authorisations cannot be amended substantially and therefore will become available in due time. In this way, old scarce authorisations remain intact for a longer period of time and, therefore, the infringement of the right of property is reduced. In other words, in the end, competent authorities should be allowed to decide what the best option is: either (1) withdrawing the authorisations ex officio after a transitional period or payment of compensation or (2) awaiting a request to amend the authorisation – with due regard to the circumstances of the case.