Inverse linear programming problem (ILPb) by modifying the right-hand vector is discussed in the paper. A mathematical model of (ILPb), which is an MPEC problem, is constructed based on duality theories, and then a necessary and sufficient condition of checking the feasibility of (ILPb) is provided. The inverse problem under $l_1$ norm is transformed into a problem under weighted sum-type Hamming distance with linear equality and inequality constraints. An optimal solution in the special case is also given when the dual constraint conditions are all equalities and the coefficient matrix is invertible. In this case, the system of linear equations has the only solution.
{"title":"Inverse Linear Program by Modifying the Right-Hand Side Vector under l1 Norm","authors":"Liping Liu, Xiucui Guan","doi":"10.1109/CSO.2011.157","DOIUrl":"https://doi.org/10.1109/CSO.2011.157","url":null,"abstract":"Inverse linear programming problem (ILPb) by modifying the right-hand vector is discussed in the paper. A mathematical model of (ILPb), which is an MPEC problem, is constructed based on duality theories, and then a necessary and sufficient condition of checking the feasibility of (ILPb) is provided. The inverse problem under $l_1$ norm is transformed into a problem under weighted sum-type Hamming distance with linear equality and inequality constraints. An optimal solution in the special case is also given when the dual constraint conditions are all equalities and the coefficient matrix is invertible. In this case, the system of linear equations has the only solution.","PeriodicalId":210815,"journal":{"name":"2011 Fourth International Joint Conference on Computational Sciences and Optimization","volume":"40 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-04-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129173847","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
In order to handle the hypercompetitive and volatile market, an innovative design framework is presented in this paper to make the simulation system flexible, extensible and reusable. The simulation model is divided into three sub-models: the core model defines the basic structure of the simulation scenario, the data model maintains the detailed information of the simulation model, and the runtime model manages work flows and object life-cycles during simulation. Then the three sub-models are linked through a creative "composite", which is a special component describing the relationships between the sub-models. Neutral interfaces are provided to make outer tools in using transparent to the simulation system. Empirical results show that the implemented simulation system can model and analyze various supply chains and users can extend the existing simulation components easily. The research in the paper can cope with the increasing demand of supply chain simulation, and thus enable more economic and efficient quantitative analysis on supply chain.
{"title":"Design of a Flexible, Extensible and Reusable Supply Chain Simulation System","authors":"Wenzhe Tan, Y. Chai, Yi Liu","doi":"10.1109/CSO.2011.116","DOIUrl":"https://doi.org/10.1109/CSO.2011.116","url":null,"abstract":"In order to handle the hypercompetitive and volatile market, an innovative design framework is presented in this paper to make the simulation system flexible, extensible and reusable. The simulation model is divided into three sub-models: the core model defines the basic structure of the simulation scenario, the data model maintains the detailed information of the simulation model, and the runtime model manages work flows and object life-cycles during simulation. Then the three sub-models are linked through a creative \"composite\", which is a special component describing the relationships between the sub-models. Neutral interfaces are provided to make outer tools in using transparent to the simulation system. Empirical results show that the implemented simulation system can model and analyze various supply chains and users can extend the existing simulation components easily. The research in the paper can cope with the increasing demand of supply chain simulation, and thus enable more economic and efficient quantitative analysis on supply chain.","PeriodicalId":210815,"journal":{"name":"2011 Fourth International Joint Conference on Computational Sciences and Optimization","volume":"7 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-04-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121522326","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
K-disjoint QoS Routing emphasizes to find k disjoint paths from source to destination satisfying the QoS requirements. It is well-known that this problem is NP-Complete. In this paper, we formulate the k-disjoint QoS routing problem as binary integer linear program (BILP) and propose a new heuristic algorithm based on integer linear programming and penalty function. Preliminary numerical results show that the proposed algorithm is viable.
k -不相交QoS路由强调寻找k条从源到目的满足QoS要求的不相交路径。众所周知，这个问题是np完全的。本文将k-不相交QoS路由问题表述为二进制整数线性规划(BILP)，提出了一种基于整数线性规划和罚函数的启发式算法。初步数值结果表明，该算法是可行的。
{"title":"Heuristic Algorithm for K-disjoint QoS Routing Problem","authors":"Zhanke Yu, Mingfang Ni, Zeyan Wang, Huajun Huang","doi":"10.1109/CSO.2011.145","DOIUrl":"https://doi.org/10.1109/CSO.2011.145","url":null,"abstract":"K-disjoint QoS Routing emphasizes to find k disjoint paths from source to destination satisfying the QoS requirements. It is well-known that this problem is NP-Complete. In this paper, we formulate the k-disjoint QoS routing problem as binary integer linear program (BILP) and propose a new heuristic algorithm based on integer linear programming and penalty function. Preliminary numerical results show that the proposed algorithm is viable.","PeriodicalId":210815,"journal":{"name":"2011 Fourth International Joint Conference on Computational Sciences and Optimization","volume":"43 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-04-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126534743","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
In this paper, key methods and prototype that integrate OGC Web Service (OWS) into grid environment is analysed and we describe a resource-oriented architectural approach. The concrete is a progress in which a model extracting stateful resource under WSRF (Web Service Resource Framework) is provided. This paper presents OWS2GRID, a framework that extends the Introduce Toolkit [1] for supporting OGC web service on Grid environments. The OWS2GRID framework adopts the WSRF specification for creating grid service resource and publishing them to distributed grid nodes. The OWS2GRID user interface is a modified template factory that converts stateless OGC WS to stateful wsrf-enabled service. The paper describes the design and the implementation of OWS2GRID using a release of the WSRF library. To evaluate the efficiency of the proposed system, a result of wrapped OWS in Globus indicate better performance and collaborative than standard OWS through a visual component in OWS2GRID.
本文分析了将OGC Web Service (OWS)集成到网格环境中的关键方法和原型，并描述了一种面向资源的体系结构方法。具体是在WSRF (Web Service resource Framework)下提供一个提取有状态资源的模型的过程。本文介绍了OWS2GRID，这是一个扩展了介绍工具包[1]的框架，用于在网格环境中支持OGC web服务。OWS2GRID框架采用WSRF规范来创建网格服务资源并将其发布到分布式网格节点。OWS2GRID用户界面是一个经过修改的模板工厂，它将无状态OGC WS转换为支持有状态wsrf的服务。本文描述了使用WSRF库的一个版本的OWS2GRID的设计和实现。为了评估所提出系统的效率，在Globus中封装OWS的结果表明，通过OWS2GRID中的可视化组件封装的OWS比标准OWS具有更好的性能和协作性。
{"title":"OWS2GRID: A Prototype and Building System of WSRF-Enabled OGC Web Service","authors":"Yuke Zhou, Chenghu Zhou, Rongguo Chen, Yingdong Chen","doi":"10.1109/CSO.2011.200","DOIUrl":"https://doi.org/10.1109/CSO.2011.200","url":null,"abstract":"In this paper, key methods and prototype that integrate OGC Web Service (OWS) into grid environment is analysed and we describe a resource-oriented architectural approach. The concrete is a progress in which a model extracting stateful resource under WSRF (Web Service Resource Framework) is provided. This paper presents OWS2GRID, a framework that extends the Introduce Toolkit [1] for supporting OGC web service on Grid environments. The OWS2GRID framework adopts the WSRF specification for creating grid service resource and publishing them to distributed grid nodes. The OWS2GRID user interface is a modified template factory that converts stateless OGC WS to stateful wsrf-enabled service. The paper describes the design and the implementation of OWS2GRID using a release of the WSRF library. To evaluate the efficiency of the proposed system, a result of wrapped OWS in Globus indicate better performance and collaborative than standard OWS through a visual component in OWS2GRID.","PeriodicalId":210815,"journal":{"name":"2011 Fourth International Joint Conference on Computational Sciences and Optimization","volume":"30 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-04-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125718242","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Using Empirical Orthogonal Function (EOF) method, the time coefficients were extracted from the samples of infrared satellite images every 3-h in heavy rainfall processes as predictands for images prediction modeling. Based on the technique of the reduction of data dimensionality, genetic neural network ensemble prediction (GNNEP) models have been developed for the associated predictands using predictors from physical quantities prediction products of numerical prediction model. The future satellite images were obtained by integrating the predicted time coefficients with the corresponding space vectors. Results show that the nonlinear prediction model can better forecast the main features of the development of cloud cluster with heavy rainfall in future 20-h.
{"title":"An Intelligent Computing Prediction Model for Satellite Images","authors":"Long Jin, Ying Huang, Ru He","doi":"10.1109/CSO.2011.78","DOIUrl":"https://doi.org/10.1109/CSO.2011.78","url":null,"abstract":"Using Empirical Orthogonal Function (EOF) method, the time coefficients were extracted from the samples of infrared satellite images every 3-h in heavy rainfall processes as predictands for images prediction modeling. Based on the technique of the reduction of data dimensionality, genetic neural network ensemble prediction (GNNEP) models have been developed for the associated predictands using predictors from physical quantities prediction products of numerical prediction model. The future satellite images were obtained by integrating the predicted time coefficients with the corresponding space vectors. Results show that the nonlinear prediction model can better forecast the main features of the development of cloud cluster with heavy rainfall in future 20-h.","PeriodicalId":210815,"journal":{"name":"2011 Fourth International Joint Conference on Computational Sciences and Optimization","volume":"187 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-04-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121726999","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
In this paper, we continue to investigate the properties of parallel reducts. We reveal the drawbacks in the method of decomposing a decision system into a family of decision sub-tables for dynamic reducts, and present a novel method of decomposing a decision system into a series of decision sub-tables for parallel reducts, which also can be applied to dynamic reducts. We prove in theory that the method is effective. Moreover, the method provides a way of calculating the reducts of an inconsistent decision from a family of consistent decision sub-tables, and vice versa.
{"title":"Parallel Reducts and Decision System Decomposition","authors":"Dayong Deng, Dianxun Yan, Jiyi Wang, Lin Chen","doi":"10.1109/CSO.2011.201","DOIUrl":"https://doi.org/10.1109/CSO.2011.201","url":null,"abstract":"In this paper, we continue to investigate the properties of parallel reducts. We reveal the drawbacks in the method of decomposing a decision system into a family of decision sub-tables for dynamic reducts, and present a novel method of decomposing a decision system into a series of decision sub-tables for parallel reducts, which also can be applied to dynamic reducts. We prove in theory that the method is effective. Moreover, the method provides a way of calculating the reducts of an inconsistent decision from a family of consistent decision sub-tables, and vice versa.","PeriodicalId":210815,"journal":{"name":"2011 Fourth International Joint Conference on Computational Sciences and Optimization","volume":"23 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-04-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115784328","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Sequence quadratic programming method is one of the most useful methods for solving constrained optimization problem. In this paper, a new modified SQP method is proposed to solve the nonlinear programming. This algorithm starts from an arbitrary initial point and adjusts penalty parameter automatically. A descent direction is obtained by solving only one variant constrained sub problem. In order to avoid Marotos effect, a high-order revised direction is obtained by solving a line system. Furthermore, under mild conditions, the global and local super linear convergence properties are obtained.
{"title":"A Modified Sequence Quadratic Programming Method for Nonlinear Programming","authors":"Zhijun Luo, Guohua Chen, Lirong Wang","doi":"10.1109/CSO.2011.42","DOIUrl":"https://doi.org/10.1109/CSO.2011.42","url":null,"abstract":"Sequence quadratic programming method is one of the most useful methods for solving constrained optimization problem. In this paper, a new modified SQP method is proposed to solve the nonlinear programming. This algorithm starts from an arbitrary initial point and adjusts penalty parameter automatically. A descent direction is obtained by solving only one variant constrained sub problem. In order to avoid Marotos effect, a high-order revised direction is obtained by solving a line system. Furthermore, under mild conditions, the global and local super linear convergence properties are obtained.","PeriodicalId":210815,"journal":{"name":"2011 Fourth International Joint Conference on Computational Sciences and Optimization","volume":"75 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-04-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115885825","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Product review mining can provide effective help for manufacturers, retailers and potential customers. We propose a framework of product review information extraction based on adjective opinion words. Firstly, we extract the web page information with web page template features. Secondly, we manually label seed adjective opinion word set, and expanded it to a set with words coverage reaching 90%. We also identify comparative sentence, word match and negation patterns. Finally, we summarize the product reviews from the various perspectives. In order to demonstrate our methods of the framework, we conduct the experiment with the product reviews of digital camera from www. Epinions.com. The experiment shows that the methods can provide the number of emotion polarity for the products and features.
{"title":"Product Review Information Extraction Based on Adjective Opinion Words","authors":"Yanyan Luo, Wei Huang","doi":"10.1109/CSO.2011.209","DOIUrl":"https://doi.org/10.1109/CSO.2011.209","url":null,"abstract":"Product review mining can provide effective help for manufacturers, retailers and potential customers. We propose a framework of product review information extraction based on adjective opinion words. Firstly, we extract the web page information with web page template features. Secondly, we manually label seed adjective opinion word set, and expanded it to a set with words coverage reaching 90%. We also identify comparative sentence, word match and negation patterns. Finally, we summarize the product reviews from the various perspectives. In order to demonstrate our methods of the framework, we conduct the experiment with the product reviews of digital camera from www. Epinions.com. The experiment shows that the methods can provide the number of emotion polarity for the products and features.","PeriodicalId":210815,"journal":{"name":"2011 Fourth International Joint Conference on Computational Sciences and Optimization","volume":"122 3","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-04-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"113960426","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
This paper presents empirical tests and comparisons of GARCH family models and nonparametric models for predicting the volatility of Chinese stock markets. Since the volatility of financial asset returns often exhibits asymmetry, fat-tails and long-range memory property in the stock market, nonparametric models maybe have better performance. By the criteria of mean absolute forecast error (MAE), mean squared error (RMSE) and the hit rate (HR), empirical results show that support vector machine (SVM), a new nonparametric tool for regression estimation, outperforms GARCH family models (GARCH, EGARCH, FIGARCH), moving average and neural network in improving predictive accuracy.
{"title":"Financial Forecasting: Comparative Performance of Volatility Models in Chinese Stock Markets","authors":"Jingfeng Xu, Jian Liu, Haijian Zhao","doi":"10.1109/CSO.2011.136","DOIUrl":"https://doi.org/10.1109/CSO.2011.136","url":null,"abstract":"This paper presents empirical tests and comparisons of GARCH family models and nonparametric models for predicting the volatility of Chinese stock markets. Since the volatility of financial asset returns often exhibits asymmetry, fat-tails and long-range memory property in the stock market, nonparametric models maybe have better performance. By the criteria of mean absolute forecast error (MAE), mean squared error (RMSE) and the hit rate (HR), empirical results show that support vector machine (SVM), a new nonparametric tool for regression estimation, outperforms GARCH family models (GARCH, EGARCH, FIGARCH), moving average and neural network in improving predictive accuracy.","PeriodicalId":210815,"journal":{"name":"2011 Fourth International Joint Conference on Computational Sciences and Optimization","volume":"27 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-04-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131715461","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Real estate investment is a risky business. There are numerous risk factors exist in the investment process, and most of them are varied and changeable, such as the change of market supply and demand, policy adjustment, and the change of interest rate, all these factors impose direct influence on the success of the investment. The risk management standards of real estate enterprises in China are still at relative low level, which lack the risk management to the whole process of the project, and also there exist problem as inadequate market research, excessive depend on bank, ineffective management, and inadequate brand awareness. This paper evaluates the risk with Fuzzy Comprehensive Evaluation method and puts forward the detailed prevention strategies towards these risks through analyzing the risk factors in the whole investment stage of decision-making, preparatory construction, construction, and sale. The real estate enterprises should take the quality management from the beginning to the end of the project, and do a solid feasibility study of project . They can also buy insurance, use hedge and hedging method to reduce or transfer the investment risk. This paper is aimed to provide reference to the administrator to make the decision more reasonable and scientific.
{"title":"Risk Analysis in the Process of Real Estate Enterprise Project Investment","authors":"Xiao-su Ye","doi":"10.1109/CSO.2011.227","DOIUrl":"https://doi.org/10.1109/CSO.2011.227","url":null,"abstract":"Real estate investment is a risky business. There are numerous risk factors exist in the investment process, and most of them are varied and changeable, such as the change of market supply and demand, policy adjustment, and the change of interest rate, all these factors impose direct influence on the success of the investment. The risk management standards of real estate enterprises in China are still at relative low level, which lack the risk management to the whole process of the project, and also there exist problem as inadequate market research, excessive depend on bank, ineffective management, and inadequate brand awareness. This paper evaluates the risk with Fuzzy Comprehensive Evaluation method and puts forward the detailed prevention strategies towards these risks through analyzing the risk factors in the whole investment stage of decision-making, preparatory construction, construction, and sale. The real estate enterprises should take the quality management from the beginning to the end of the project, and do a solid feasibility study of project . They can also buy insurance, use hedge and hedging method to reduce or transfer the investment risk. This paper is aimed to provide reference to the administrator to make the decision more reasonable and scientific.","PeriodicalId":210815,"journal":{"name":"2011 Fourth International Joint Conference on Computational Sciences and Optimization","volume":"21 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-04-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133068546","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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