Considering the complexity of plant-wide optimization for large-scale industries, a distributed optimization framework to solve the profit optimization problem in ethylene whole process is proposed. To tackle the dela...Considering the complexity of plant-wide optimization for large-scale industries, a distributed optimization framework to solve the profit optimization problem in ethylene whole process is proposed. To tackle the delays arising from the residence time for materials passing through production units during the process with guaranteed constraint satisfaction, an asynchronous distributed parameter projection algorithm with gradient tracking method is introduced. Besides, the heavy ball momentum and Nesterov momentum are incorporated into the proposed algorithm in order to achieve double acceleration properties. The experimental results show that the proposed asynchronous algorithm can achieve a faster convergence compared with the synchronous algorithm.展开更多
In this paper,we present a new method for finding a fixed local-optimal policy for computing the customer lifetime value.The method is developed for a class of ergodic controllable finite Markov chains.We propose an a...In this paper,we present a new method for finding a fixed local-optimal policy for computing the customer lifetime value.The method is developed for a class of ergodic controllable finite Markov chains.We propose an approach based on a non-converging state-value function that fluctuates（increases and decreases） between states of the dynamic process.We prove that it is possible to represent that function in a recursive format using a one-step-ahead fixed-optimal policy.Then,we provide an analytical formula for the numerical realization of the fixed local-optimal strategy.We also present a second approach based on linear programming,to solve the same problem,that implement the c-variable method for making the problem computationally tractable.At the end,we show that these two approaches are related：after a finite number of iterations our proposed approach converges to same result as the linear programming method.We also present a non-traditional approach for ergodicity verification.The validity of the proposed methods is successfully demonstrated theoretically and,by simulated credit-card marketing experiments computing the customer lifetime value for both an optimization and a game theory approach.展开更多
基金supported by National Key Research and Development Program of China(2022YFB3305900)National Natural Science Foundation of China(62394343,62394345)+1 种基金Major Science and Technology Projects of Longmen Laboratory(NO.LMZDXM202206)Shanghai Rising-Star Program under Grant 24QA2706100.
文摘Considering the complexity of plant-wide optimization for large-scale industries, a distributed optimization framework to solve the profit optimization problem in ethylene whole process is proposed. To tackle the delays arising from the residence time for materials passing through production units during the process with guaranteed constraint satisfaction, an asynchronous distributed parameter projection algorithm with gradient tracking method is introduced. Besides, the heavy ball momentum and Nesterov momentum are incorporated into the proposed algorithm in order to achieve double acceleration properties. The experimental results show that the proposed asynchronous algorithm can achieve a faster convergence compared with the synchronous algorithm.
文摘In this paper,we present a new method for finding a fixed local-optimal policy for computing the customer lifetime value.The method is developed for a class of ergodic controllable finite Markov chains.We propose an approach based on a non-converging state-value function that fluctuates（increases and decreases） between states of the dynamic process.We prove that it is possible to represent that function in a recursive format using a one-step-ahead fixed-optimal policy.Then,we provide an analytical formula for the numerical realization of the fixed local-optimal strategy.We also present a second approach based on linear programming,to solve the same problem,that implement the c-variable method for making the problem computationally tractable.At the end,we show that these two approaches are related：after a finite number of iterations our proposed approach converges to same result as the linear programming method.We also present a non-traditional approach for ergodicity verification.The validity of the proposed methods is successfully demonstrated theoretically and,by simulated credit-card marketing experiments computing the customer lifetime value for both an optimization and a game theory approach.
