Vladimir Brayman - Academia.edu (original) (raw)
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Papers by Vladimir Brayman
This paper provides a constructive procedure for the implementation of a multiechelon single-prod... more This paper provides a constructive procedure for the implementation of a multiechelon single-product optimal, reactive distributed inventory planner. The paper serves as an illustration of the design procedure for generating models for a network of hybrid agents (Multiple Agent Hybrid Control Architecture, MAHCA) that implement the inventory planner. The objective of the planner is to generate a distributed stocking policy
In this note we analize a perturbation-based optimization algorithm for the implementation of rea... more In this note we analize a perturbation-based optimization algorithm for the implementation of real time incremental repair feedback systems. This algorithm is a central element in the implementation of real time reactive planning scheduling and execution applications that use the Hynomics agent architecture.
This paper is concerned with a symbolic-based synthesis of feed- back control policies for hybrid... more This paper is concerned with a symbolic-based synthesis of feed- back control policies for hybrid and continuous dynamic systems. A key step in our synthesis procedure is a new method to solve the following dynamic programming problem: @V @t (z;t) = min v @V @z (z;t)" v(z;v)v _ z = "(z;v); t 2 (0;T) (1) V (z;T) = '(z;T) (2)
Journal of Global Optimization, 2006
Optimization algorithms usually rely on the setting of parameters, such as barrier coefficients. ... more Optimization algorithms usually rely on the setting of parameters, such as barrier coefficients. We have developed a generic meta-control procedure to optimize the behavior of given iterative optimization algorithms. In this procedure, an optimal continuous control problem is defined to compute the parameters of an iterative algorithm as control variables to achieve a desired behavior of the algorithm (e.g., convergence
We develop a chattering approach to solve variational problems that lack traditional properties s... more We develop a chattering approach to solve variational problems that lack traditional properties such as differentiable everywhere and convexity conditions. We prove that our chattering approximation approaches the true relaxed solution as the intervals get smaller. Our chattering approach suggests a nonlinear optimization problem that can be easily solved to recover the optimal trajectory. A numerical example demonstrates our approach.
Journal of Global Optimization, 2003
This paper addresses the issue of the optimal flow allocation in general supply chains. Our basic... more This paper addresses the issue of the optimal flow allocation in general supply chains. Our basic observation is that a distribution channel involving several reselling steps for a particular product can be viewed as a route in a supply chain network. The flow of goods or services along each route is influenced by the customer's demand, described by the corresponding utility functions, and prices charged at each node. We develop an optimization algorithm based on the primal-dual framework and the Newton's step that computes optimal prices at each node (dual problem) and then computes the optimal flow allocation (primal problem) based on these prices. Our main contribution is a discovery that the Newton's step leads to a partially decentralized algorithm which is a first step toward a decentralization schema for computing optimal prices.
This paper provides a constructive procedure for the implementation of a multiechelon single-prod... more This paper provides a constructive procedure for the implementation of a multiechelon single-product optimal, reactive distributed inventory planner. The paper serves as an illustration of the design procedure for generating models for a network of hybrid agents (Multiple Agent Hybrid Control Architecture, MAHCA) that implement the inventory planner. The objective of the planner is to generate a distributed stocking policy
In this note we analize a perturbation-based optimization algorithm for the implementation of rea... more In this note we analize a perturbation-based optimization algorithm for the implementation of real time incremental repair feedback systems. This algorithm is a central element in the implementation of real time reactive planning scheduling and execution applications that use the Hynomics agent architecture.
This paper is concerned with a symbolic-based synthesis of feed- back control policies for hybrid... more This paper is concerned with a symbolic-based synthesis of feed- back control policies for hybrid and continuous dynamic systems. A key step in our synthesis procedure is a new method to solve the following dynamic programming problem: @V @t (z;t) = min v @V @z (z;t)" v(z;v)v _ z = "(z;v); t 2 (0;T) (1) V (z;T) = '(z;T) (2)
Journal of Global Optimization, 2006
Optimization algorithms usually rely on the setting of parameters, such as barrier coefficients. ... more Optimization algorithms usually rely on the setting of parameters, such as barrier coefficients. We have developed a generic meta-control procedure to optimize the behavior of given iterative optimization algorithms. In this procedure, an optimal continuous control problem is defined to compute the parameters of an iterative algorithm as control variables to achieve a desired behavior of the algorithm (e.g., convergence
We develop a chattering approach to solve variational problems that lack traditional properties s... more We develop a chattering approach to solve variational problems that lack traditional properties such as differentiable everywhere and convexity conditions. We prove that our chattering approximation approaches the true relaxed solution as the intervals get smaller. Our chattering approach suggests a nonlinear optimization problem that can be easily solved to recover the optimal trajectory. A numerical example demonstrates our approach.
Journal of Global Optimization, 2003
This paper addresses the issue of the optimal flow allocation in general supply chains. Our basic... more This paper addresses the issue of the optimal flow allocation in general supply chains. Our basic observation is that a distribution channel involving several reselling steps for a particular product can be viewed as a route in a supply chain network. The flow of goods or services along each route is influenced by the customer's demand, described by the corresponding utility functions, and prices charged at each node. We develop an optimization algorithm based on the primal-dual framework and the Newton's step that computes optimal prices at each node (dual problem) and then computes the optimal flow allocation (primal problem) based on these prices. Our main contribution is a discovery that the Newton's step leads to a partially decentralized algorithm which is a first step toward a decentralization schema for computing optimal prices.