Restructuring bank networks after mergers and acquisitions: A capacitated delocation model for closing and resizing branches

During restructuring processes, due to mergers and acquisitions, banks frequently face the problem of having redundant branches competing in the same market. In this work, we introduce a new Capacitated Branch Restructuring Model which extends the available literature in delocation models. It considers both closing down and long term operations׳ costs, and addresses the problem of resizing open branches in order to maintain a constant service level. We consider, as well, the presence of competitors and allow for ceding market share whenever the restructuring costs are prohibitively expensive.We test our model in a real life scenario, obtaining a reduction of about 40% of the network size, and annual savings over 45% in operation costs from the second year on. We finally perform a sensitivity analysis on critical parameters. This analysis shows that the final design of the network depends on certain strategic decisions concerning the redundancy of the branches, as well as their proximity to the demand nodes and to the competitor׳s branches. At the same time, this design is quite robust to changes in the parameters associated with the adjustments on service capacity and with the market reaction.     

A high performance crashworthiness simulation system based on GPU

Crashworthiness simulation system is one of the key computer-aided engineering (CAE) tools for the automobile industry and implies two potential conflicting requirements: accuracy and efficiency. A parallel crashworthiness simulation system based on graphics processing unit (GPU) architecture and the explicit finite element (FE) method is developed in this work. Implementation details with compute unified device architecture (CUDA) are considered. The entire parallel simulation system involves a parallel hierarchy-territory contact-searching algorithm (HITA) and a parallel penalty contact force calculation algorithm. Three basic GPU-based parallel strategies are suggested to meet the natural parallelism of the explicit FE algorithm. Two free GPU-based numerical calculation libraries, cuBLAS and Thrust, are introduced to decrease the difficulty of programming. Furthermore, a mixed array and a thread map to element strategy are proposed to improve the performance of the test pairs searching. The outer loop of the nested loop through the mixed array is unrolled to realize parallel searching. An efficient storage strategy based on data sorting is presented to realize data transfer between different hierarchies with coalesced access during the contact pairs searching. A thread map to element pattern is implemented to calculate the penetrations and the penetration forces; a double float atomic operation is used to scatter contact forces. The simulation results of the three different models based on the Intel Core i7-930 and the NVIDIA GeForce GTX 580 demonstrate the precision and efficiency of this developed parallel crashworthiness simulation system.     

开关磁阻直线电机的设计及其推力优化

设计了一种开关磁阻直线电机,使用JMAG软件对其进行了仿真和优化。进行了推力公式的推导,研究了导通顺序和初始位置对电机推力的影响,并分析了三种典型情况的磁力线分布。对电机的定子和动子的齿部和轭部高度、宽度及铁耗进行仿真优化,得出了最优参数。将有取向硅钢应用于该电机,研究了推力与轧制角的关系,并与使用普通硅钢的开关磁阻直线电机进行了对比,推力有一定提升。提出在动子齿部开切向槽的方案,结果表明,开切向槽对推力的影响较小,并能显著减小推力波动。     

Optimal scheduling of single stage batch plants with direct heat integration

This paper addresses the multi-objective optimization problem arising in the operation of heat integrated batch plants, where makespan and utility consumption are the two conflicting objectives. A new continuous-time MILP formulation with general precedence variables is proposed to simultaneously handle decisions related to timing, product sequencing, heat exchanger matches (selected from a two-stage superstructure) and their heat loads. It features a complex set of timing constraints to synchronize heating and cooling tasks, derived from Generalized Disjunctive Programming. Through the solution of an industrial case study from a vegetable oil refinery, we show that major savings in utilities can be achieved while generating the set of Pareto optimal solutions through the ɛ-constraint method.     

p-Median and p-dispersion problems: A bi-criteria analysis

Given a collection of n locations and a symmetric measure of distance (difference) between each pair of locations, we seek to identify (select) a subset of p locations so as to achieve two distinct objectives. The first objective is to use the selected locations as centers (medians) of p groups that would partition the entire collection and minimize the total distance between the locations and their respective group medians. The second objective is to maximize the minimum distance (diversity) among the selected locations themselves. We study this problem as a multi-objective optimization problem and propose an iterative algorithm to obtain its non-dominated frontier. At each iteration we construct and solve a 0–1 integer programming problem. Through a computational experiment we show that this algorithm is computationally effective for small to medium size instances of the problem. We also propose a Lagrangian heuristic algorithm for solving larger instances of this problem.     

Group sequential crossover trial designs with strong control of the familywise error rate

Crossover designs are an extremely useful tool to investigators, and group sequential methods have proven highly proficient at improving the efficiency of parallel group trials. Yet, group sequential methods and crossover designs have rarely been paired together. One possible explanation for this could be the absence of a formal proof of how to strongly control the familywise error rate in the case when multiple comparisons will be made. Here, we provide this proof, valid for any number of initial experimental treatments and any number of stages, when results are analyzed using a linear mixed model. We then establish formulae for the expected sample size and expected number of observations of such a trial, given any choice of stopping boundaries. Finally, utilizing the four-treatment, four-period TOMADO trial as an example, we demonstrate that group sequential methods in this setting could have reduced the trials expected number of observations under the global null hypothesis by over 33%.     

基于承包商预期收益不变的不平衡报价模型

在招标实践中,通常采用最低价中标原则,使得投标人不得不压低其投标价格。基于承包商预期收益不变的不平衡报价模型,是在“工程量清单报价”的条件下,考虑到施工中工程量的变化及施工顺序的影响,体现了资金的时间价值,在保持承包商预期收益不变的前提下,通过调整各分项工程的单价,来降低工程报价,以增加中标机会而建立的。所建立的模型简单,易于操作,并配以具体的工程实例,通过计算机求得其最优解,可供承包商投标报价时参考。     

A note on the value function for constrained control problems

We consider the Mayer optimal control problem with dynamics given by a nonconvex differential inclusion, whose trajectories are constrained to a given set and we obtain a relation between the costate function that appears in the maximum principle and the value function. This relation extends the known conditions existing in the literature for unconstrained problems to those for problems under state constraints.