In this paper, we propose an algorithm for unconstrained optimization that employs both adaptive trust region techniques with line searchs. Unlike traditional adaptive trust region methods, our algorithm does not resolve the sub problem if the trial step isn’t accepted, but instead performs the Wolfe line search at each iteration. Under mild conditions, the global convergence is proved and the super linear convergence of the new algorithm is shown without the condition that the Hessian of the objective function at the solution be positive definite. Preliminary numerical results indicate that the performance of the new method is very efficient.
{"title":"A Self-Adaptive Trust Region Algorithm with Line Search Technique","authors":"Wenjuan Wu, Lanping Chen, B. Jiao","doi":"10.1109/CSO.2010.25","DOIUrl":"https://doi.org/10.1109/CSO.2010.25","url":null,"abstract":"In this paper, we propose an algorithm for unconstrained optimization that employs both adaptive trust region techniques with line searchs. Unlike traditional adaptive trust region methods, our algorithm does not resolve the sub problem if the trial step isn’t accepted, but instead performs the Wolfe line search at each iteration. Under mild conditions, the global convergence is proved and the super linear convergence of the new algorithm is shown without the condition that the Hessian of the objective function at the solution be positive definite. Preliminary numerical results indicate that the performance of the new method is very efficient.","PeriodicalId":427481,"journal":{"name":"2010 Third International Joint Conference on Computational Science and Optimization","volume":"80 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2010-05-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123208426","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}
Conjugate gradient methods are widely used for large scale unconstrained optimization. A new class of conjugate gradient trust region method is proposed, in which trust egion technique is used for guaranteeing the global convergence of the algorithm, and more utilizable information on conjugate gradient vectors is used for accelerating convergence of the algorithm. The global convergence, super linear convergence and quadratic convergence properties of the algorithm are proved under favorable conditions, respectively. Numerical experiments show that the new algorithm is robust and effective.
{"title":"A New Conjugate Gradient Trust Region Method and its Convergence","authors":"Yueting Yang, Wenyu Li, Jing Gao","doi":"10.1109/CSO.2010.86","DOIUrl":"https://doi.org/10.1109/CSO.2010.86","url":null,"abstract":"Conjugate gradient methods are widely used for large scale unconstrained optimization. A new class of conjugate gradient trust region method is proposed, in which trust egion technique is used for guaranteeing the global convergence of the algorithm, and more utilizable information on conjugate gradient vectors is used for accelerating convergence of the algorithm. The global convergence, super linear convergence and quadratic convergence properties of the algorithm are proved under favorable conditions, respectively. Numerical experiments show that the new algorithm is robust and effective.","PeriodicalId":427481,"journal":{"name":"2010 Third International Joint Conference on Computational Science and Optimization","volume":"40 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2010-05-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123438107","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}
According to characteristics of bracing engineering for deep foundation pit in metro, an index system for supporting scheme is established. Using the theory of fuzzy probability and analytic hierarchy process (AHP), a comprehensive assessment model is constructed to optimize supporting scheme for deep excavation of metro. In order to assess the index weights scientifically, the fuzzy weighted value is proposed to avoid the limitation while determining the index weights. The practical example, with 4 supporting schemes for deep foundation pit of metro in Guangzhou, is introduced and compared to the results obtained by other methods. The method is based on clear concept and rigorous theories, and can be applied extensively to obtain objective and dependable result for the managers of civil engineering.
{"title":"Fuzzy Probability Theory-Based Optimization Scheme for Deep Foundation Pit of Metro","authors":"Zhangjun Liu, Yaolong Lei, Min Xiong","doi":"10.1109/CSO.2010.22","DOIUrl":"https://doi.org/10.1109/CSO.2010.22","url":null,"abstract":"According to characteristics of bracing engineering for deep foundation pit in metro, an index system for supporting scheme is established. Using the theory of fuzzy probability and analytic hierarchy process (AHP), a comprehensive assessment model is constructed to optimize supporting scheme for deep excavation of metro. In order to assess the index weights scientifically, the fuzzy weighted value is proposed to avoid the limitation while determining the index weights. The practical example, with 4 supporting schemes for deep foundation pit of metro in Guangzhou, is introduced and compared to the results obtained by other methods. The method is based on clear concept and rigorous theories, and can be applied extensively to obtain objective and dependable result for the managers of civil engineering.","PeriodicalId":427481,"journal":{"name":"2010 Third International Joint Conference on Computational Science and Optimization","volume":"5 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2010-05-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124875635","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 examines the relevance of various financial and economic indicators in forecasting business cycle turning points via neural networks (NN) models. We employ a feed forward neural network model to forecast turning points in the business cycle of China. The NN has as inputs thirteen indicators of economic activity and as output the probability of a recession. The different indicators are ranked in terms of their effectiveness of predicting China recessions. The out-of-sample results show that via the NN model indicators, such as steel output, M2, Pig iron yield and freight volume of whole society are useful in forecasting China recessions. Meanwhile, based on this method, asymmetry of business cycle can be verified.
{"title":"Asymmetric Verification of Business Cycle by Forecasting Turning Points Based on Neural Networks","authors":"Dabin Zhang, Haibin Xie","doi":"10.1109/CSO.2010.219","DOIUrl":"https://doi.org/10.1109/CSO.2010.219","url":null,"abstract":"This paper examines the relevance of various financial and economic indicators in forecasting business cycle turning points via neural networks (NN) models. We employ a feed forward neural network model to forecast turning points in the business cycle of China. The NN has as inputs thirteen indicators of economic activity and as output the probability of a recession. The different indicators are ranked in terms of their effectiveness of predicting China recessions. The out-of-sample results show that via the NN model indicators, such as steel output, M2, Pig iron yield and freight volume of whole society are useful in forecasting China recessions. Meanwhile, based on this method, asymmetry of business cycle can be verified.","PeriodicalId":427481,"journal":{"name":"2010 Third International Joint Conference on Computational Science and Optimization","volume":"9 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2010-05-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121860571","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 price some exotic options in the presence of transaction costs, the new type of reset option is considered. By incorporating the random stopping property of the American option, we propose some pricing theorems. The specific reset option pricing is within the framework of portfolio optimization problems. Utility functions are defined so as to derive the utility indifference prices for the reset option buyers. Detailed numerical procedures are proposed for computing reset option prices and the corresponding optimal trading strategies. We also elaborate on the practical procedures of implementing our numerical algorithms and some direction of the future work.
{"title":"Reset Put Option Pricing with Transaction Costs","authors":"J. Shen, Chuan Qin, Zhe Chen, Shenghong Li","doi":"10.1109/CSO.2010.153","DOIUrl":"https://doi.org/10.1109/CSO.2010.153","url":null,"abstract":"In order to price some exotic options in the presence of transaction costs, the new type of reset option is considered. By incorporating the random stopping property of the American option, we propose some pricing theorems. The specific reset option pricing is within the framework of portfolio optimization problems. Utility functions are defined so as to derive the utility indifference prices for the reset option buyers. Detailed numerical procedures are proposed for computing reset option prices and the corresponding optimal trading strategies. We also elaborate on the practical procedures of implementing our numerical algorithms and some direction of the future work.","PeriodicalId":427481,"journal":{"name":"2010 Third International Joint Conference on Computational Science and Optimization","volume":"28 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2010-05-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122681415","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}
Lidong He, Weichang Shen, Yongjin Li, Anlei Shi, D. Zhao
This paper outlines the MPI+OpenMPprogramming model, and implements the matrix multiplication based on rowwise and columnwise block-striped decomposition of the matrices with MPI+OpenMPprogramming model in the multi-core cluster system. Experimental results show that the running time of the parallel algorithm is reduced significantly. By further analyzing the running results, the running time is reduced obviously once again
{"title":"MPI+OpenMP Implementation and Results Analysis of Matrix Multiplication Based on Rowwise and Columnwise Block-Striped Decomposition of the Matrices","authors":"Lidong He, Weichang Shen, Yongjin Li, Anlei Shi, D. Zhao","doi":"10.1109/CSO.2010.123","DOIUrl":"https://doi.org/10.1109/CSO.2010.123","url":null,"abstract":"This paper outlines the MPI+OpenMPprogramming model, and implements the matrix multiplication based on rowwise and columnwise block-striped decomposition of the matrices with MPI+OpenMPprogramming model in the multi-core cluster system. Experimental results show that the running time of the parallel algorithm is reduced significantly. By further analyzing the running results, the running time is reduced obviously once again","PeriodicalId":427481,"journal":{"name":"2010 Third International Joint Conference on Computational Science and Optimization","volume":"440 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2010-05-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122886103","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}
The firing squad synchronization problem on cellular automata has been studied extensively for more than forty years, and a rich variety of synchronization algorithms have been proposed. In this paper, we propose two synchronization algorithms and their implementations, each having O(n^2) and O(2^n) synchronization steps for n cells, respectively.
{"title":"A Note on Synchronization Steps in Firing Squad Synchronization Problem","authors":"Akira Nomura, Jean-Baptiste Yunès, H. Umeo","doi":"10.1109/CSO.2010.124","DOIUrl":"https://doi.org/10.1109/CSO.2010.124","url":null,"abstract":"The firing squad synchronization problem on cellular automata has been studied extensively for more than forty years, and a rich variety of synchronization algorithms have been proposed. In this paper, we propose two synchronization algorithms and their implementations, each having O(n^2) and O(2^n) synchronization steps for n cells, respectively.","PeriodicalId":427481,"journal":{"name":"2010 Third International Joint Conference on Computational Science and Optimization","volume":"4 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2010-05-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125395781","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}
During the production of PET bottles, we must detect the roundness and flaws of the bottle mouth in order to prolong the guarantee period of the drink. After obtaining the images from the product line, we used both common and morphologic method to denoise. Then we extracted the region of interest by enhancing the contrast and binary. We scan from the horizontal and vertical direction to form a grid. And Scan from another two perpendicular axes to form a new grid. We located the centre of the bottle mouth and check whether it is round enough by these multi-direction grids. At last, we used radial scanning to detect the scratches. We calculated the points in each of the sweep intervals and recognized the scratches by choosing a reasonable threshold. Comparing to the core method and Hough Transform method [1], the method to locate the centre of the round is simpler and faster. And we can check the roundness and detect the flaws efficiently. In experiments, we can detect the scratch in size of 0.15mm which can meet the demand of the industrial production.
{"title":"A PET Bottle Mouth Detection Method Based on Morphologic","authors":"Z. Lv, Liqun Lin, Taisong Jin, Yuan Li","doi":"10.1109/CSO.2010.211","DOIUrl":"https://doi.org/10.1109/CSO.2010.211","url":null,"abstract":"During the production of PET bottles, we must detect the roundness and flaws of the bottle mouth in order to prolong the guarantee period of the drink. After obtaining the images from the product line, we used both common and morphologic method to denoise. Then we extracted the region of interest by enhancing the contrast and binary. We scan from the horizontal and vertical direction to form a grid. And Scan from another two perpendicular axes to form a new grid. We located the centre of the bottle mouth and check whether it is round enough by these multi-direction grids. At last, we used radial scanning to detect the scratches. We calculated the points in each of the sweep intervals and recognized the scratches by choosing a reasonable threshold. Comparing to the core method and Hough Transform method [1], the method to locate the centre of the round is simpler and faster. And we can check the roundness and detect the flaws efficiently. In experiments, we can detect the scratch in size of 0.15mm which can meet the demand of the industrial production.","PeriodicalId":427481,"journal":{"name":"2010 Third International Joint Conference on Computational Science and Optimization","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2010-05-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125898747","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}
It is a complicated systemic work since the informatization is carried into Chinese construction enterprises for its huge investments,long periods and high risks. It is necessary to supervise them in order to reduce and disperse the project risks of construction enterprises’ informatization. The thesis puts forward several effective solutions after analyzing the necessities, status
{"title":"Current Status Analysis and Countermeasures on Supervising Informatization of Chinese Construction Enterprises","authors":"Lianbo Zhu, Lin Wang","doi":"10.1109/CSO.2010.45","DOIUrl":"https://doi.org/10.1109/CSO.2010.45","url":null,"abstract":"It is a complicated systemic work since the informatization is carried into Chinese construction enterprises for its huge investments,long periods and high risks. It is necessary to supervise them in order to reduce and disperse the project risks of construction enterprises’ informatization. The thesis puts forward several effective solutions after analyzing the necessities, status","PeriodicalId":427481,"journal":{"name":"2010 Third International Joint Conference on Computational Science and Optimization","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2010-05-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129278659","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}
As a dynamic development process, informationization involves a development process from immaturity to maturity and from imperfection to perfection. Constant improvement of the informationization process is a must to make the final achievement. This paper, which focuses on the extension and expansion of the content and measurement system of the Enterprise Informationization Capability Maturity Model (EICMM), discusses the measurement analysis from the dimensions of the development level, development quality, development capacity and suitability of enterprise informationization based on the hierarchical framework for the enterprise informationization maturity. This paper analyzes in detail the concrete concepts and contents of the EICMM, provides corresponding measurement paths, and helps enterprises identify the problems behind informationization construction to achieve the process and level upgrade of informationized enterprises.
{"title":"The Measurement Model for Enterprise Informationization Capability Maturity","authors":"Yiping Yang, Hui Ma, Li-da Dai, Eli Zhang","doi":"10.1109/CSO.2010.206","DOIUrl":"https://doi.org/10.1109/CSO.2010.206","url":null,"abstract":"As a dynamic development process, informationization involves a development process from immaturity to maturity and from imperfection to perfection. Constant improvement of the informationization process is a must to make the final achievement. This paper, which focuses on the extension and expansion of the content and measurement system of the Enterprise Informationization Capability Maturity Model (EICMM), discusses the measurement analysis from the dimensions of the development level, development quality, development capacity and suitability of enterprise informationization based on the hierarchical framework for the enterprise informationization maturity. This paper analyzes in detail the concrete concepts and contents of the EICMM, provides corresponding measurement paths, and helps enterprises identify the problems behind informationization construction to achieve the process and level upgrade of informationized enterprises.","PeriodicalId":427481,"journal":{"name":"2010 Third International Joint Conference on Computational Science and Optimization","volume":"33 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2010-05-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130557447","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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