We introduce the optimizer CSOLNP, which is a C++ implementation of the R package RSOLNP (Ghalanos & Theussl, 2012, Rsolnp: General non-linear optimization using augmented Lagrange multiplier method. R package version, 1) alongside some improvements. CSOLNP solves non-linearly constrained optimization problems using a Sequential Quadratic Programming (SQP) algorithm. CSOLNP, NPSOL (a very popular implementation of SQP method in FORTRAN (Gill et al., 1986, User's guide for NPSOL (version 4.0): A Fortran package for nonlinear programming (No. SOL-86-2). Stanford, CA: Stanford University Systems Optimization Laboratory), and SLSQP (another SQP implementation available as part of the NLOPT collection (Johnson, 2014, The NLopt nonlinear-optimization package. Retrieved from http://ab-initio.mit.edu/nlopt)) are three optimizers available in OpenMx package. These optimizers are compared in terms of runtimes, final objective values, and memory consumption. A Monte Carlo analysis of the performance of the optimizers was performed on ordinal and continuous models with five variables and one or two factors. While the relative difference between the objective values is less than 0.5%, CSOLNP is in general faster than NPSOL and SLSQP for ordinal analysis. As for continuous data, none of the optimizers performs consistently faster than the others. In terms of memory usage, we used Valgrind's heap profiler tool, called Massif, on one-factor threshold models. CSOLNP and NPSOL consume the same amount of memory, while SLSQP uses 71 MB more memory than the other two optimizers.

Consider a portfolio containing heterogeneous risks, where the policyholders’ premiums to the insurance company might not cover the claim payments. This risk has to be taken into consideration in the premium pricing. On the other hand, the premium that the insureds pay has to be fair. This fairness is measured by the distance between the risk and the premium paid. We apply a non-linear programming formulation to find the optimal premium for each class so that the risk is below a given level and the weighted distance between the risk and the premium is minimized. We consider also the dual problem: minimizing the risk level for a given weighted distance between risks and premium.

An important concept proposed in the early stage of robot path planning field is the shrinking of the robot to a point and meanwhile expanding of the obstacles in the workspace as a set of new obstacles. The resulting grown obstacles are called the Configuration Space (Cspace) obstacles. The find-path problem is then transformed into that of finding a collision free path for a point robot among the Cspace obstacles. However, the research experiences obtained so far have shown that the calculation of the Cspace obstacles is very hard work when the following situations occur: 1. both the robot and obstacles are not polygons and 2. the robot is allowed to rotate. This situation is even worse when the robot and obstacles are three dimensional (3D) objects with various shapes. Obviously a direct path planning approach without the calculation of the Cspace obstacles is strongly needed. This paper presents such a new real-time robot path planning approach which, to the best of our knowledge, is the first one in the robotic community. The fundamental ideas are the utilization of inequality and optimization technique. Simulation results have been presented to show its merits.

In this paper, two novel approaches to unmanned underwater vehicle path planning are presented. The main idea of the first approach, referred to as Constrained Optimisation (CO) is to represent the free space of the workspace as a set of inequality constraints using vehicle configuration variables. The second approach converts robot path planning into a Semi-infinite Constrained Optimisation (SCO) problem. The function interpolation technique is adopted to satisfy the start and goal configuration requirements. Mathematical foundations for Constructive Solid Geometry (CSG), Boolean operations and approximation techniques are also presented to reduce the number of constraints, and to avoid local minima. The advantages of these approaches are that the mature techniques developed in optimisation theory which guarantee convergence, efficiency and numerical robustness can be directly applied to the robot path planning problem. Simulation results have been presented.

In this paper, an optimal maintenance model for standby systems is studied. An inspection–repair–replacement policy is employed. Assume that the state of the system can only be determined through an inspection which may incorrectly identify the system state. After each inspection, if the system is identified as in the down state, a repair action will be taken. It will be replaced some time later by a new and identical one. The problem is to determine an optimal policy so that the availability of the system is high enough at any time and the long-run expected cost per unit time is minimized. An explicit expression for the long-run expected cost per unit time is derived. For a geometric model, a simple algorithm for the determination of an optimal solution is suggested.