Pub Date : 2023-07-27DOI: 10.1007/s11081-023-09814-y
Eric Luxenberg, Stephen Boyd
We consider the problem of choosing an optimal portfolio, assuming the asset returns have a Gaussian mixture distribution, with the objective of maximizing expected exponential utility. In this paper we show that this problem is convex, and readily solved exactly using domain-specific languages for convex optimization, without the need for sampling or scenarios. We then show how the closely related problem of minimizing entropic value at risk can also be formulated as a convex optimization problem.
{"title":"Portfolio construction with Gaussian mixture returns and exponential utility via convex optimization","authors":"Eric Luxenberg, Stephen Boyd","doi":"10.1007/s11081-023-09814-y","DOIUrl":"https://doi.org/10.1007/s11081-023-09814-y","url":null,"abstract":"We consider the problem of choosing an optimal portfolio, assuming the asset returns have a Gaussian mixture distribution, with the objective of maximizing expected exponential utility. In this paper we show that this problem is convex, and readily solved exactly using domain-specific languages for convex optimization, without the need for sampling or scenarios. We then show how the closely related problem of minimizing entropic value at risk can also be formulated as a convex optimization problem.","PeriodicalId":56141,"journal":{"name":"Optimization and Engineering","volume":"47 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-07-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135657388","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-07-18DOI: 10.1007/s11081-023-09819-7
Ana Kodba, Tomislav Pukšec, N. Duić
{"title":"P-graph approach for the optimisation of biomass supply network for biogas production in urban areas","authors":"Ana Kodba, Tomislav Pukšec, N. Duić","doi":"10.1007/s11081-023-09819-7","DOIUrl":"https://doi.org/10.1007/s11081-023-09819-7","url":null,"abstract":"","PeriodicalId":56141,"journal":{"name":"Optimization and Engineering","volume":" ","pages":""},"PeriodicalIF":2.1,"publicationDate":"2023-07-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48890302","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-07-17DOI: 10.1007/s11081-023-09817-9
Ewerton Grotti, P. Santana, José Gilberto Picoral Filho, H. Gomes
{"title":"Multiobjective robust optimization framework based on first and second order Taylor expansion applied to a vehicle suspension design","authors":"Ewerton Grotti, P. Santana, José Gilberto Picoral Filho, H. Gomes","doi":"10.1007/s11081-023-09817-9","DOIUrl":"https://doi.org/10.1007/s11081-023-09817-9","url":null,"abstract":"","PeriodicalId":56141,"journal":{"name":"Optimization and Engineering","volume":" ","pages":""},"PeriodicalIF":2.1,"publicationDate":"2023-07-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47793618","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-06-26DOI: 10.1007/s11081-023-09813-z
Johannes Schmidt, A. Fügenschuh
{"title":"Trajectory optimization for arbitrary layered geometries in wire-arc additive manufacturing","authors":"Johannes Schmidt, A. Fügenschuh","doi":"10.1007/s11081-023-09813-z","DOIUrl":"https://doi.org/10.1007/s11081-023-09813-z","url":null,"abstract":"","PeriodicalId":56141,"journal":{"name":"Optimization and Engineering","volume":" ","pages":""},"PeriodicalIF":2.1,"publicationDate":"2023-06-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48973098","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-06-17DOI: 10.1007/s11081-023-09808-w
M. Teimouri, M. Asgari
{"title":"Developing an efficient coupled function-based topology optimization code for designing lightweight compliant structures using the BESO algorithm","authors":"M. Teimouri, M. Asgari","doi":"10.1007/s11081-023-09808-w","DOIUrl":"https://doi.org/10.1007/s11081-023-09808-w","url":null,"abstract":"","PeriodicalId":56141,"journal":{"name":"Optimization and Engineering","volume":" ","pages":""},"PeriodicalIF":2.1,"publicationDate":"2023-06-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44347997","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-06-05DOI: 10.1007/s11081-023-09811-1
Godfred O. Agyekum, Laurent Cangémi, François Jouve
Homogenization method is applied to topology optimization of a weakly coupled two physics problem, where structures are made of periodically perforated material. The microscopic periodic cell is macroscopically modulated, where the design is characterized by the material density and its homogenized Hooke’s law at each point of the domain. The coupling is weak because the two physics involved are solved consecutively: first, the coupled fluid is determined using Biot–Darcy’s law and second, the fluid-structure problem by solving the linear poro-elasticity system; our aim is to optimize the homogenized formulation of this two-physic problem. This approach permits a computationally low cost of evaluation of load sensitivities using the adjoint-state method. Numerical two-dimensional test cases are presented using the alternate directions algorithm. It is demonstrated how the implementation can address a variety of design problems.
{"title":"Homogenization based topology optimization of fluid-pressure loaded structures using the Biot–Darcy Model","authors":"Godfred O. Agyekum, Laurent Cangémi, François Jouve","doi":"10.1007/s11081-023-09811-1","DOIUrl":"https://doi.org/10.1007/s11081-023-09811-1","url":null,"abstract":"Homogenization method is applied to topology optimization of a weakly coupled two physics problem, where structures are made of periodically perforated material. The microscopic periodic cell is macroscopically modulated, where the design is characterized by the material density and its homogenized Hooke’s law at each point of the domain. The coupling is weak because the two physics involved are solved consecutively: first, the coupled fluid is determined using Biot–Darcy’s law and second, the fluid-structure problem by solving the linear poro-elasticity system; our aim is to optimize the homogenized formulation of this two-physic problem. This approach permits a computationally low cost of evaluation of load sensitivities using the adjoint-state method. Numerical two-dimensional test cases are presented using the alternate directions algorithm. It is demonstrated how the implementation can address a variety of design problems.","PeriodicalId":56141,"journal":{"name":"Optimization and Engineering","volume":"12 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-06-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135657259","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-05-27DOI: 10.1007/s11081-023-09806-y
Seongwoo Cheon, H. Cho
{"title":"Comparative study on manifold learning approaches for parametric topology optimization problem via unsupervised deep learning","authors":"Seongwoo Cheon, H. Cho","doi":"10.1007/s11081-023-09806-y","DOIUrl":"https://doi.org/10.1007/s11081-023-09806-y","url":null,"abstract":"","PeriodicalId":56141,"journal":{"name":"Optimization and Engineering","volume":" ","pages":""},"PeriodicalIF":2.1,"publicationDate":"2023-05-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45286044","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-05-26DOI: 10.1007/s11081-023-09804-0
Shuyi Xie, Huixia Feng, Zimeng Huang, J. Klemeš, Jianqin Zheng, P. Varbanov, H. Mikulčić, Bohong Wang
{"title":"Optimisation of an existing water injection network in an oilfield for multi-period development","authors":"Shuyi Xie, Huixia Feng, Zimeng Huang, J. Klemeš, Jianqin Zheng, P. Varbanov, H. Mikulčić, Bohong Wang","doi":"10.1007/s11081-023-09804-0","DOIUrl":"https://doi.org/10.1007/s11081-023-09804-0","url":null,"abstract":"","PeriodicalId":56141,"journal":{"name":"Optimization and Engineering","volume":" ","pages":""},"PeriodicalIF":2.1,"publicationDate":"2023-05-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46094404","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-05-26DOI: 10.1007/s11081-023-09809-9
O. Ibhadode, Ken M. Nsiempba, Zhidong Zhang, E. Toyserkani
{"title":"Topology optimized infill compliant mechanisms for improved output displacements","authors":"O. Ibhadode, Ken M. Nsiempba, Zhidong Zhang, E. Toyserkani","doi":"10.1007/s11081-023-09809-9","DOIUrl":"https://doi.org/10.1007/s11081-023-09809-9","url":null,"abstract":"","PeriodicalId":56141,"journal":{"name":"Optimization and Engineering","volume":"1 1","pages":""},"PeriodicalIF":2.1,"publicationDate":"2023-05-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41677403","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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