Antithetic Variate Methods for Simulations of Processes with Peaks and Troughs

Article Abstract:

Antithetic variates have often been used to decrease the range of estimated quantities in computer simulations. The method probably applies best to steady state systems. This research focuses on situations where maxima and minima function, and basic antithetic moves are proposed which are not necessarily problem dependent. This allows for an automatic type of application based on set routines at various simulation points. These techniques are advanced in two case studies: forecasting peak gas demands and a river flood and drought problem. The techniques proposed herein can cause substantial cost savings for computing. Techniques are founded on a random sample of normally distributed variables in a given correlation structure. One case is based on a model used by the British Gas Corporation. Tables of correlation, demand and sample data, including mean and variance statistics are featured.

Operations Research

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Automatic decrease of the penalty parameter in exact penalty function methods

Article Abstract:

The penalty parameter contained in exact penalty function techniques used for transforming constrained optimization problems to their unconstrained versions is investigated. Specifically, an algorithm for modifying the standard outer loop to lower the penalty parameter is implemented on a linear programming problem. The procedure is based on unconstrained minimization calculations on the objective part and penalty part of the exact penalty function.

Linear programming

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Multiobjective optimization of table olive preparation systems

Article Abstract:

The process design problem of an olive preparation factory is handled as a multi-objective optimization problem to minimize total investment and annual product cost per ton. Constraints in the study include material balances, cost equations and minimum sizes of investment cost items. The study showed that optimal investment and product cost are functions of its optimal percentage and total factory capacity operating at maximum.

Fruit and Vegetable Canning, Canned fruits and vegetables, Canned Olives, Production management, Fruit industry, Fruit trade, Factory management, Olives

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