On approximation of optimal stopping of bayesian sequential test for a normal mean
Applied Mathematics-A Journal of Chinese Universities, 1995We present a simple and direct approach in which supermartingales are used to approximate the optimal stopping sets associated with the Bayesian sequential test for normal population means. Serveral conclusions are given. The sequential tests for normal population means often arise from or are created through approximations or transformations in ...
Wan, Fanghuan, Wu, Xizhi
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Saddlepoint Approximation for Sequential Optimization and Reliability Analysis
Journal of Mechanical Design, 2007A good balance between accuracy and efficiency is essential for reliability-based design (RBD). For this reason, sequential-loops formulations combined with the first-order reliability method (FORM) are usually used. FORM requires a nonlinear non-normal-to-normal transformation, which may increase the nonlinearity of a probabilistic constraint function
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Sequential multipoint quadratic approximation for numerical optimization
19th AIAA Applied Aerodynamics Conference, 2001A quadratic approximation for nonlinear functions in a design sub-space is developed in order to realize computational savings in solving numerical optimization problems. Function and gradient information accumulated from multiple design points during the iteration history is used in estimating the reduced Hessian matrix.
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Advanced approximations for sequential optimization with discrete material interpolations
Structural and Multidisciplinary Optimization, 2015The DMO (discrete material optimization) technique is employed in structural synthesis dealing with the selection of a material belonging to a group of candidate materials. It has mainly been employed in the optimization for orientation of layers of composite laminates.
Rafael T. L. Ferreira +1 more
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Structural design employing a sequential approximation optimization approach
Computers & Structures, 2014This paper presents an improved sequential approximation optimization (SAO) algorithm that is suitable for structural design optimization tasks. First, an adaptive sampling strategy is proposed to balance between the competence to locate the global optimum and the computation efficiency in the optimization process.
Donghui Wang +3 more
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AbstractWe study the ‘classical’ topology optimization problem, in which minimum compliance is sought, subject to linear constraints. Using a dual statement, we propose two separable and strictly convex subproblems for use in sequential approximate optimization (SAO) algorithms.Respectively, the subproblems use reciprocal and exponential intermediate ...
Groenwold, A.A., Etman, L.F.P.
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Optimal and approximate algorithms for sequential clinical scheduling with no-shows
IIE Transactions on Healthcare Systems Engineering, 2011The accessibility and efficiency of outpatient clinic operations are largely affected by appointment schedules. Clinical scheduling is a process of assigning physician appointment times to sequentially calling patients. A significant problem in clinical operations is patient no-show, that is, scheduled patients not showing for their appointments ...
Ji Lin, Kumar Muthuraman, Mark Lawley
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Optimization of Weights in Sequential Approximation Multi-Objective Optimization by Using DEA
13th AIAA/ISSMO Multidisciplinary Analysis Optimization Conference, 2010With the development of excellent software in optimization, there is more and more wishes to use these techniques and make epoch developments in their products. However, most of us know that it costs a lot of time and costs to carry out optimization, because it needs to repeat simulations for the number of times. Therefore, most engineers would like to
Masao Arakawa, Satoshi Kitayama
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Reliability-based design optimization using sequential approximation optimization:
The Proceedings of Design & Systems Conference, 2020Makoto ITO, Satoshi KITAYAMA
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Sequential approximate optimization using variable fidelity response surface approximations
41st Structures, Structural Dynamics, and Materials Conference and Exhibit, 2000Jose Rodriguez +2 more
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