Credit rating with a monotonicity-constrained support vector machine model

Deciding whether borrowers can fulfill their obligations is a major issue for financial institutions, and while various credit rating models have been developed to help achieve this, they cannot reflect the domain knowledge of human experts. This paper proposes a new rating model based on a support vector machine with monotonicity constraints derived from the prior knowledge of financial experts. Experiments conducted on real-world data sets show that the proposed method, not only data driven but also domain knowledge oriented, can help correct the loss of monotonicity in data occurring during the collecting process, and performs better than the conventional counterpart.     

An analytical framework for integrated maritime terminal scheduling problems with time windows

Container transport, an integral part of intercontinental trade, has steadily increased over the past few decades. The productivity of such a system, in part, hinges on the efficient allocation of terminal resources such that the container transit time is minimized. This study provides an analytical framework, which entails efficient scheduling of quay and yard cranes, to minimize the time spent by containers at a terminal. A mixed-integer programming model is developed to capture the two-stage multi-processor characteristic of the problem, where each crane has specific time window availability. A genetic algorithm equipped with a novel decoding procedure is developed. The mixed-integer model is tested on a number of problem instances of varying sizes to gain managerial insights.     

Steady-state target optimization designs for integrating real-time optimization and model predictive control

In industrial practice, the optimal steady-state operation of continuous-time processes is typically addressed by a control hierarchy involving various layers. Therein, the real-time optimization (RTO) layer computes the optimal operating point based on a nonlinear steady-state model of the plant. The optimal point is implemented by means of the model predictive control (MPC) layer, which typically uses a linear dynamical model of the plant. The MPC layer usually includes two stages: a steady-state target optimization (SSTO) followed by the MPC dynamic regulator. In this work, we consider the integration of RTO with MPC in the presence of plant-model mismatch and constraints, by focusing on the design of the SSTO problem. Three different quadratic program (QP) designs are considered: (i) the standard design that finds steady-state targets that are as close as possible to the RTO setpoints; (ii) a novel optimizing control design that tracks the active constraints and the optimal inputs for the remaining degrees of freedom; and (iii) an improved QP approximation design were the SSTO problem approximates the RTO problem. The main advantage of the strategies (ii) and (iii) is in the improved optimality of the stationary operating points reached by the SSTO-MPC control system. The performance of the different SSTO designs is illustrated in simulation for several case studies.     

L2 disturbance attenuation for highly dissipative nonlinear spatially distributed processes via HJI approach

For many practical industrial spatially distributed processes (SDPs), their dynamics are usually described by highly dissipative nonlinear partial differential equations (PDEs). In this paper, we address the L₂ disturbance attenuation problem of nonlinear SDPs using the Hamilton–Jacobi–Isaacs (HJI) approach. Firstly, by collecting an ensemble of PDE states, Karhunen–Loève decomposition (KLD) is employed to compute empirical eigenfunctions (EEFs) of the SDP based on the method of snapshots. Subsequently, these EEFs together with singular perturbation (SP) technique are used to obtain a finite-dimensional slow subsystem of ordinary differential equation (ODE) that accurately describes the dominant dynamics of the PDE system. Secondly, based on the slow subsystem, the L₂ disturbance attenuation problem is reformulated and a finite-dimensional H_∞ controller is synthesized in terms of the HJI equation. Moreover, the stability and L₂-gain performance of the closed-loop PDE system are analyzed. Thirdly, since the HJI equation is a nonlinear PDE that has proven to be impossible to solve analytically, we combine the method of weighted residuals (MWR) and simultaneous policy update algorithm (SPUA) to obtain its approximate solution. Finally, the simulation studies are conducted on a nonlinear diffusion-reaction process and a temperature cooling fin of high-speed aerospace vehicle, and the achieved results demonstrate the effectiveness of the developed control method.     

Fast economic model predictive control based on NLP-sensitivities

This study adapts the advanced step NMPC framework to Economic NMPC. Here, sufficient conditions for nominal stability are derived for NMPC controllers that incorporate economic stage costs with appropriate regularization. To guarantee these conditions, we derive a constructive strategy to calculate the regularization term directly. Moreover, we extend the sensitivity components in the advanced step NMPC framework to consider a rigorous path-following algorithm. This approach accounts for active set changes and allows much weaker constraint qualifications. Moreover, using an ℓ₁ formulation of the NMPC problem satisfies these constraint qualifications and allows more reliable solution of the moving horizon optimization problem, even in the presence of noise. Finally, all of these concepts are demonstrated on a detailed case study with a continuously stirred tank reactor.     

On the performance of economic model predictive control with self-tuning terminal cost

In this paper, we analyze the closed-loop performance of a recently introduced economic model predictive control (MPC) scheme with self-tuning terminal cost. To this end, we propose to use a generalized terminal region constraint instead of a generalized terminal equality constraint within the repeatedly solved optimization problem, which allows us to obtain improved closed-loop asymptotic average performance bounds. In particular, these bounds can be obtained a priori. We discuss how the necessary parameters for the generalized terminal region setting can be calculated, and we illustrate our findings with two numerical examples.     

分子动力学模拟聚乙烯在碳纳米管表面的扩散

通过采用分子动力学方法模拟不同链长的聚乙烯分子在单壁碳纳米管表面的扩散,探究了聚乙烯的动力学性质。研究表明随着链长的增加聚乙烯在碳纳米管表面的扩散系数减小,且二者间存在明显的标度关系。聚乙烯在碳纳米管表面扩散的扩散系数和聚乙烯吸附在碳纳米管表面的构象有关,有序结构的聚乙烯比无序结构的聚乙烯在碳纳米管表面扩散的快。此外,由于受到碳纳米管吸附作用的影响,聚乙烯分子在平行于管轴和垂直于管轴2个方向上的扩散系数不同,扩散表现各向异性。     

基于交叠社团相似性的生物网络关键节点识别

生物网络是研究生物特性的一个重要工具,目前已经有许多方法用于研究生物网络,关键节点分析是其中最常用的方法之一。关键节点分析通常是根据一定的规则为网络中的各节点分配一个函数值,并由此来确定网络中各节点的重要程度,目前已经发表了一些方法。然而,这些方法在单独使用的情况下,获得的关键节点的生物学意义一般较低,存在一定的缺陷。本文从节点对社团贡献的角度建立关键节点识别方法,首先提取网络中富含生物学功能意义的社团,然后依据交叠社团的相似性为各节点分配贡献值,最后通过两个生物网络实例论证了方法的有效性。     

数据驱动的冷却水塔建模与节能优化操作

针对冷却水塔的节能操作给出了一种数据驱动的建模与优化方法。首先,基于冷却水塔实际运行数据,应用非负绞杀变量选择方法给出一个自适应模型用于描述冷却水塔过程,该模型对于冷却水塔出口水温具有良好的预测精度。根据变量选择结果,分析了外界空气温度与湿度对冷却能力的影响。然后,提出了基于模型的冷却水塔风机的优化操作策略,并进行实验将之应用于冷却水塔的操作。研究结果显示,基于模型的优化操作具有较大的节能空间。     

Si加入量对Si_3N_4-SiC复合材料性能的影响

固定其他组分配比不变,仅改变配方中Si粉加入量即Si粉从10％增加到60％,经过准静态氮化法反应烧结制得Si3N4——SiC复合材料,并对其进行力学性能、XRD和SEM检测,实验结果显示:随着Si加入量的增加,复合材料的强度逐渐增大,而密度却呈现减小趋势,生成的Si3N4-中β-Si3N4含量增加,形成的网络结构的致密度也相应增大,但β-Si3N4晶粒减小。