System Modelling and Optimization: Proceedings of the Seventeenth IFIP TC7 Conference on System Modelling and Optimization, 1995

635 Pages·1996·9.005 MB·English

by  Paul T. Boggs, Jon W. Tolle, Anthony J. Kearsley (auth.), Jaroslav Doležal, Jiří Fidler (eds.)

System Modelling
and
Optimization
IFIP - The International Federation for Information Processing
IFIP was founded in 1960 under the auspices of UNESCO, following the First World
Computer Congress held in Paris the previous year. An umbrella organization for societies
working in information processing, IFIP's aim is two-fold: to support information processing
within its member countries and to encourage technology transfer to developing nations. As
its mission statement clearly states,
IFIP's mission is to be the leading, truly international, apolitical organization which
encourages and assists in the development, exploitation and application of information
technology for the benefit of all people.
IFIP is a non-profitmaking organization, run almost solely by 2500 volunteers. It operates
through a number of technical committees, which organize events and publications. IFIP's
events range from an international congress to local seminars, but the most important are:
• the IFIP World Computer Congress, held every second year;
• open conferences;
• working conferences.
The flagship event is the IFIP World Computer Congress, at which both invited and
contributed papers are presented. Contributed papers are rigorously refereed and the rejection
rate is high.
As with the Congress, participation in the open conferences is open to all and papers may
be invited or submitted. Again, submitted papers are stringently refereed.
The working conferences are structured differently. They are usually run by a working
group and attendance is small and by invitation only. Their purpose is to create an atmosphere
conducive to innovation and development. Refereeing is less rigorous and papers are
subjected to extensive group discussion.
Publications arising from IFIP events vary. The papers presented at the IFIP World
Computer Congress and at open conferences are published as conference proceedings, while
the results of the working conferences are often published as collections of selected and
edited papers.
Any national society whose primary activity is in information may apply to become a full
member of IFIP, although full membership is restricted to one society per country. Full
members are entitled to vote at the annual General Assembly, National societies preferring a
less committed involvement may apply for associate or corresponding membership. Associate
members enjoy the same benefits as full members, but without voting rights. Corresponding
members are not represented in IFIP bodies. Affiliated membership is open to non-national
societies, and individual and honorary membership schemes are also offered.
System Modelling
and
Optimization
Proceedings of the Seventeenth IFIP TC7 Conference
on System Modelling and Optimization, 1995
Edited by
Jaroslav Dolezal
Honeywell Technology Center
Prague
Czech Republic
and
Jifi Fidler
Institute of Information Theory and Automation
Academy of Sciences of the Czech Republic
Prague
Czech Republic
lunl
SPRINGER-SCIENCE+BUSINESS MEDIA, B.v.
First edition 1996
© 1996 Springer Science+Business Media Dordrecht
Originally published by Chapman & Hall in 1996
ISBN 978-1-4757-6671-4 ISBN 978-0-387-34897-1 (eBook)
DOI 10.1007/978-0-387-34897-1
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CONTENTS
Preface xi
International Program Committee
Local Organizing Committee xiii
Supporters
Co-sponsors xiv
Part One Invited Papers
On the convergence of a trust region SQP algorithm for nonlinearly
constrained optimization problems
P.T. Boggs, l.W Tolle and A.J. Kearsley 3
2 Decomposition and suboptimal control in dynamical systems
FL. Chernousko 13
3 Network flow - theory and applications with practical impact
M.lri 24
4 The mathematical theory of evidence - a short introduction
l. Kohlas 37
5 Algebraic methods in control, theory and applications
V. Kucera 54
6 One method for robust control of uncertain systems - theory and practice
G. Leitmann 64
7 Stochastic optimization methods in engineering
K. Marti 75
Part Two Contributed Papers
Automatic Control
8 Robust stabilization of nonlinear systems by optimal controllers
l. Kabziflski 91
9 Weighted H2 approximation of transfer functions
l. Leblond and M. Olivi 99
10 On design of Hoo optimal controls for uncertain nonlinear systems
S. Tong, Z. Zhang and Z. Han 107
Biomedical Systems
11 Constrained optimization algorithms and automatic differentiation for
parameter estimation with application to granulocytics models
B. Tibken and E.P. Hofer 115
12 Expert system for diagnosis of womens' menstrual cycle using natural
family planning method
A. Urbaniak 120
13 Metabolic flux determination by 13-C tracer experiments: analysis of
sensitivity, identifiability and redundancy
W Wiechert 128
vi Contents
Discrete Event Systems
14 Binding-time analysis applied to mathematical algorithms
R. Gluck, R. Nakashige and R. Zochling 137
15 Invariant state progress and relation modelling of DEDS
G. Juhas and M. Kocian 147
Discrete-Time Systems
16 Remarks on the observability of nonlinear discrete time systems
F. Albertini and D. D' Alessandro 155
17 Risk-sensitive control and dynamic games: the discrete-time case
P. Dai Pra and C. Rudari 163
18 Dynamic portfolio optimization based on reference trajectories
A.M.f. Skulimowski 171
19 Stability analysis of time-varying discrete interval systems
K. SladkY 179
Distributed Parameter Systems
20 The relaxation theory applied to optimal control problems of
semilinear elliptic equations
E. Casas 187
21 On the use of space invariant imbedding to solve optimal control
problems for second order elliptic equations
1. Henry and J.P. Yvon 195
22 Semismoothness in parametrized quasi-variational inequalities
J. V. Outrata 203
23 Optimal control problem governed by a semilinear parabolic equation
J.P. Raymond and H. Zidani 211
24 Shape optimization of hyperelastic rod
B. Rousselet, J. Piekarski and A. Myslinksi 218
Engineering Applications
25 Dynamic modelling and optimal hierarchical control of a multiple-effect
evaporator - superconcentrator plant
P. Gil, H. Duarte-Ramos and A. Dourado Correia 227
26 On the use of consistent approximations for the optimal design of beams
C. Kirjner-Neto and E. Polak 235
27 A game-theoretical model for a controlled process of heat transfer
O.A. Malafeev and M.S. Troeva 243
- 28 Constrained predictive control of a counter-current extractor
M. Mulholland and N.K. Narotam 251
29 Optimal policies under different assumptions about target values:
an optimal control analysis for Austria
R. Neck and S. Karbuz 259
30 Optimal usage of saline and non saline irrigation water; a policy tool
A. Sadeh 267
Contents vii
Fuzzy Systems
31 Fuzzy integer sharing problem with fuzzy capacity constraints
H. Ishii and T. Itoh 273
32 A fuzzy-PID-concept with minimal rule set
F. Ross and U. Doring 279
Game Problems
33 A numerical procedure for minimizing the maximum cost
S.C. Di Marco and R.L.V. Gonzales 285
34 Game of pursuit with zero stop probability
H.S. Kang 292
35 Solution concepts in multicriteria cooperative games without side payments
L. Krusand P. Bronisz 300
Immunology
36 Computer models for maximising tumor cell kill and for minimizing
side effects in radiation therapy
W. Duchting, T. Ginsberg and W. Ulmer 309
37 Decision making problems: AIDS prevention and energy development
G. Dzemyda, V. Saltenis and V. Tiesis 317
38 A mathematical model of HIY infection: the role of CD8+ lymphocytes
T. Hraba and f. Dolezal 325
39 Mathematical modelling of conjugate formation by cytotoxic lymphocytes
and tumour cells
f. Waniewski, K. Palucka and A. Porwit 331
Information Systems
40 Reliability optimization of complex systems using sharp lower bounds
M. Souissi and Y. Smeers 339
41 Knowledge retrieval for autonomous agents
E. Szczerbicki 347
42 Simulation and optimization of complex systems reliability characteristics
in grouped data structure
Ye.B. Tsoi and S.v. Tishkovskaya 355
Multicriterial Problems
43 A modular system of software tools for multicriteria model analysis
1. Granat, T. Kr~glewski, 1. Paczynski, A. Stachurski and A.P. Wierzbicki 363
44 Methodology and modular tool for aspiration-led analysis of LP models
M. Makowski 371
45 Interactive multiobjective optimization system NIMBUS applied to nonsmooth
structural design problems
K. Miettinen, M.M. Makela and R.A.E. Makinen 379
viii Contents
N ondifferentiable Optimization
46 Preliminary computational experience with a descent level method for convex
nondifferentiable optimization
U. Brannlund, K.C. Kiwiel and P.O. Lindberg 387
47 Bundle methods applied to the unit-commitment problem
C. Lemarechal, C. Sagastiztibal, F. Pellegrino and A. Renaud 395
48 Nondifferentiable optimization solver: basic theoretical assumptions
A. Stachurski 403
Optimal Control
49 Discrete approximation of nonlinear control problems
R.Lepp 411
50 Convergence of Lagrange-Newton method for control-state and pure state
constrained optimal control problems
K. Malanowski 419
51 Descent methods for optimal periodic hereditary control problems
K. Nitka-Styczen 427
52 Aircraft trajectory optimization using nonlinear programming
T. Raivio, H. Ehtamo and R.P. Hamalainen 435
53 Feedback control of state constrained optimal control problems
D.A. Redfern and C.J. Goh 442
Optimization Algorithms and Methods
54 Primal-dual interior point method for multicommodity network flows
with side constraints and comparison with alternative methods
.T. Castro and N. Nabona 451
55 Dual Bregman proximal methods for large-scale 0-1 problems
K.C. Kiwiel, P.O. Lindberg and A. Nou 459
56 On long-step surrogate projection methods for solving convex feasibility problems
K.C. Kiwiel and B. Lopuch 466
57 Theoretical and experimental analyis of random linkage algorithms for
global optimization
M. Locatelli and F. Schoen 473
58 A dynamic list heuristic for 2D-cutting
L.AN. Lorena and F.E. Lopes 481
59 About solving linear integer programs through hermite normal form decomposition
.T. Maublanc and A. Quilliot 489
60 Software system for solving multi-scale optimization problems
E. Semenkin and K. Abramovich 497
61 Dual barrier-projection and barrier-Newton methods in linear programming
VG. Zhadan 502
Contents ix
Production Systems
62 Flow and release optimization in manufacturing systems represented as timed
event graphs
A. Di Febbraro, R. Minciardi, M. Profumo and S. Sacone 511
63 A control model for assembly manufacturing systems
A. Dolgui, M.C. Portmann and I.M. Proth 519
64 Numerical experiment on the 2D cutting-stock algorithms based on
local optimization
T. Sakamoto 527
Scheduling Problems
65 An algorithm for the transportation problem with given frequencies
L. Bertazzi, M.G. Speranza and W. Ukovich 535
66 The traveling salesman problem with precedence constraints and binary costs
L. Bianco, P. Dell'Olmo and S. Giordani 543
67 Cost oriented competing processes - a new handling of assignment problems
1. Starke 551
68 Modelling and solving of the allocation problem of non-convex polygons
with rotations
Yu.G. Stoyan and M.V Novozhilova 559
Stochastic Problems
69 Parameters identification of a time-varying stochastic dynamic systems
using Viterbi algorithm
T. Al Ani and Y Hamam 567
70 Management of bond portfolios via stochastic programming - postoptimality
and sensitivity analysis
1. DupacoVil and M. Bertocchi 574
71 A note on objective functions in multistage stochastic nonlinear
programming problems
V Kafikova 582
Transportation Systems
72 Dynamic search for shortest multimodal paths in a transportation network
A. Di Febbraro and S. Sacone 591
73 Arc routing for rural Irish networks
P. Keenan and M. Naughton 599
74 Arc routing vehicle routing problems with vehicle/site dependencies
1. Sniezek and L. Bodin 607
Index of contributors 615
Keyword index 616