Table Of ContentLecture Notes ni
Control and
noitamrofnI Sciences
detidE yb amohT.M dna renyW.A
IFIPi 311
M. ,irI .K Yajima )srotidE(
System Modelling
and Optimization
Proceedings of eht ht31 Conference IFIP
,oykoT ,napaJ August 13 - September 789 1,4
Springer-Verlag
Berlin Heidelberg New York
London Paris Tokyo
Series Editors
.M Thoma • .A Wyner
Advisory Board
L. D. Davisson • A. G. .J MacFarlane • H. Kwakernaak
.J L. Massey • Ya Z. Tsypkin • A. .J Viterbi
Editors
Masao irI
of Dept. Mathematical & Instrumentation Eng. Physics
of Faculty Engineering
University of Tokyo
1-3-7 Hongo, Bunkyo-ku
Tokyo 311
napaJ
amijaY'ijieK
Institute of JUSE
4-30-3 Sendagaya, Shibuya-ku
oykoT 151
napaJ
ISBN 3-540-19238-? Springer-Verlag Berlin Heidelberg New York
ISBN 0-387-19238-7 Springer-Verlag New York Heidelberg Berlin
Library of Congress Cataloging in Publication Data
System modelling and optimization : proceedings of the 13th IFIP
Conference, Tokyo, Japan, August 31-September 4, / 1987 .M Iri, .K
Yajima, editors.
(Lecture notes in control and information sciences ; )311
Papers selected from the 13th IFIP Conference on System Modelling
and Optimization, held Aug. 31-Sept. 4, 1987, Tokyo, Japan;
conference organizedf or Technical Committee 7 of the IFIP, co
-sponsored by Ino the Information Processing Society of Japan.
ISBN 0-387-19238-7 (U.S.]
.1 System analysis--Date processing--Congresses. 2. Digital
computer simulation--Congresses. 3. Mathematical optimization-
-Congresses. I. Id, Masao. .II Yajima, Kaiji
IlL PtF1 Conference on System Modellinga nd Optimization (13th :
1987 : Tokyo, Japan) .VI IFIP TC-7 (Organization) .V JSh5 Shori
Gakkai (Japan) VI. Series.
QA402.$95823 1988 88-12351
Thiwso rk is subjectto copyright. All rights are reserved, whether the whole or part of the material
is concerned, specifically those of translation, reprinting, re-use of illustrations, broadcasting,
reproduction by photocopying machine or similar and means, storage in data banks.
© international Federation for Information Processing, Geneva, Switzerland, 1988
Printed ni Germany
The of use registered trademarks, etc. in names, this publication does not imply, even ni the
absence of a specific that statement, such names are exempt from the relevant protective laws
and regulations and therefore free for general use.
Offsetprinting: Mercedes-Druck, Berlin
Binding: Helm, Berlin B.
2161/3020-543210
PREFACE
These Proceedings cotain 73 contributed papers selected from among those presented ts
the 13th IFIP Conference on System Modelling and ,noitazimitpo Tokyo, Japan, August
31-September ,4 ,78}{I as well 4 papers as rof Conference. the of sessions plenary the
The Conference was organized for Technical Committee 7 of the International Federation
for Information Processing (IFIP) and was co-sponsored by the Information Processing
Society of Japan (IPSJ), the International Federation of Automatic Control (IFAC). the
International Federation of Operational Research Societies (IFORS), and the Association of
Aslan-Pacific Operational Research Societies (APORS).
The main work of of the orsanization the conference was done by the members of the
Organizing Local Committee. namely,
S. Hitotumatu Kyoto University
M. Iri (Chairman) University of Tokyo
T. Kawai Keio University
H. Kobayashi IBM, Japan
H. Morimura Tokyo etutitsnI fo Technology
Y. Murotsu of University Osaka Prefecture
K. Tone Saitama University
J. Tsunekawa Institute of JUSE
K. Yajima (Secretariat) Institute of JUSE
A. Yamada Chuo University
K. Yamashita Toshiba Ltd
M. Yoshida Chuo University
following the instructions of the International Program Committee whose members are:
A. V. Balakrishnano U.S.A.
J. Dol,zal, C.S.S.R.
Y. Evtushenko, U.S.S.R.
M. Floriano Canada
M. lr/, Japan
] .3 Kall, Switzerland
R. Kluge, German Democratic RepubLic
J. L. Lions, France
M. Lucertini (Chairman), Italy
IV
K. Malanowahi, Poland
M. J. .D Powdl, United Kingdom
A, Prekopa, Hungary
H. ,kinloc$ Argentina
J. Stoer, Federal Republic of Germany
P. Tholt-Christcnsen, Denmark
.G .C gansteenkiste, Belgium
K. Wakayaraa, Japan (IFORS/APORS)
.R J. .B Was, U.S.A.
K. Yajima, Japan
H. Zhou. China
About 051 papers were submitted to the Conference, and were preliminarily screened by
the Local Organizing Committee. Among them about 140 were accepted for presentation
by the International Program Committee, and 301 papers were actually presented at the
Conference. The Conference programme which was actually run is attached in the
appendix.
The papers which the authors wanted to be included in the Proceedings were reviewed
during the Conference by the chairpersons of the respective sessions and some anonymous
referees who attended each session.
Based on their evaluations the Local Organizing Committee decided which of those papers
to include in the Proceedings, taking account of the number of available pages.
The conference was financially supported by
Central Research Institute of Electric Power Industry
Forster, Ltd.
Fujutsu Ltd.
,ihcatiH Ltd.
IBM, Japan Ltd.
noitamrofnI and Mathematical Science ,yrotarobaL .cnI
etutitsnI fo JUSE
Japan Business Automation Co., Ltd.
JUSE Press Ltd.
Mitsubishi Electric Corporation
Mitsubishi Oil Co., Ltd
Mitsubishi Research Institute, Inc.
NEC Corp.
Nippon Telegram anCorp. d Telephone,
System Brains ,.oC Ltd.
The Tokyo cirtcelE Power ,.oC .cnI
Tokyo Gas Ltd.
Toshiba noitaroproC
Union fo Japanese stsitneicS and Engineers
Their support is gratefully acknowledged by the Conference organizer.
January 8891 Masao lri
Keiji Yajima
C o n t e n t s
Invited Lectures
Trust Regions and Projected Gradients
J.J. MORE .......................................................... 1
How to Cope with Grey Part of Management - System Modelling
and Optimization in Japanese Industry
H. KARATSU ......................................................... 14
Optimal Control Discrete-Time Systems
J. DOLEZAL ......................................................... 22
Control Problems under Insufficient Information
Y.S. OSIPOV ........................................................ 29
Control and Estimation
Application of Optimization-Based Methods
in Control System Design ........................................... 52
Modelling Support System for System Dynamics ....................... 60
Stability and Control of Linear Periodic Systems ................... 70
On Stochastic Control Problems: An Algorithm for the
Value Function and the Optimal Policy - Some Applications .......... 80
Solving SLP Recourse Problems: The Case of Stochastic
Technology Matrix, RHS & Objecti.v.e. .............................. 90
Optimal Input for Autoregressive Model Discrimination
Based on the Kullback's Divergen.c.e. .............................. 101
Identification of Linear Discrete-Time Stochastic System
Using Covariance Informati.o.n. .................................... 109
Optimum State Estimation Using a New Class of Robust
Doubly Optimized Recursive Estimators .............................. 119
Chandrasekahr Filtering and Smoothiong Methods
Given Covariance Model and Properties of X and Y Function .......... 129
New Approach to Image Modelling with Application
to Restoration Problems ............................................ 139
VII
Continuous Estimation
Higher Order Sensitivity of Solutions to
Convex Programming Problems without Strict Complementarity ......... 148
Distributed Nonlinear Optimization Algorithms
for General Network Problems ....................................... 165
A Multiplex Algorithm for Linear Programming Problems .............. 177
Newton-Type Algorithms with Nonmonotone Line Search
for Large-Scale Unconstrained Optimization ......................... 187
Centered Newton Method for Mathematical Programming ................ 197
Application of Generalized Raiffa Solution
to Multicriteria Bargaining Support ................................ 207
Recent Results on Nondifferentiable Exact Penalty Functions ........ 212
A Penalty Function Formulation
for Interactive MultiobJective Programming Problems ................ 221
Multlcriteria Optimization in the DISO System ...................... 231
Distributed Parameter Systems
Sensitivity Analysis of a Descriptor Distributed
Parameter System and its Application to Shape Optimization ......... 241
Existence of an Optimal Domain in a Domain Optimization Problem
Second Order Necessary Optimality Conditions
for Domain Optimization Problem with a Neumann Problem ............. 259
Optimal Sensor and Actuator Locations
in Distributed Parameter Systems ................................... 269
Modelling of Flexible Manipulator Arms ............................. 277
Combinatorial Optimization
Column/constraint Generation for Quadratic Assignment Problems ..... 287
A Prallel Algorithm for the Machine Scheduling Problem ............. 299
Optimal Tradeoff among Delay, Throughput and Fairness
in Flow Controlled Networks ........................................ 307
Distributed Computing of a Stochastic Algorithm
for Combinatorial Optimization Problems ............................ 318
Hierarchical Simulated Annealing Optimization
in Partition Problem .............................................. 328
A Mixed Integer 0-i Programming Heuristic
for Resource Allocation in a Decentralized System .................. 338
VIII
Computational Geometry
Symbolic Treatment of Geometric Degeneracies ....................... 348
A Space Efficient Algorithm for the Greedy Triangulation ........... 359
On the Reachability Region of a Ladder in Two Convex Polygons ...... 365
Computational Geometry with Restricted Orientations ................ 375
Simulation
A Population-Type Model of Car Market Dynamics. .................... 385
Model for Blast Furnace On-Line Simulation ......................... 395
A Covelage Monte Carlo Method for Reliability Quantification ....... 406
Modelling and Methodology in Social and Economic Systems
Transportation Investment and Dynamic Equilibrium
in a Multiregional Input-Output System ............................. 416
Modelling and Optimization of Public Traffic Large Scale Systems... 426
Incentive Stackelberg Strategies in Linear Quadratic
Differential Games with Two Noncooperative Followers ............... 436
Stackelberg Game Model Incorporating Public Participation
for Electric Generating System Development ......................... 446
Cooperative Fuzzy Game with Side-Payments .......................... 455
Dynamic Simulation and Optimal Control
of Urban Socio-Economic and Eco-Environment System ................. 462
Optimization and Reliability of Structural Systems
Application of Multicriteria Optimization to Structural Systems .... 471
Application of Optimization Methods
in Structural Systems Reliability Theor.y. ......................... 484
Safety Assessment of Bridges During Construction ................... 498
Conventional & Reliability Comparison Study of Various Designs
of a Typical 2-Way R.C. Flat Slab Interior Panel ................... 508
IX
Energy Systems
Energy Optimization in Industrial Models ........................... 518
Discretization and Markov Modeling
of a State Variable in Dynamic Programming ......................... 530
Power Generator Control by Variable Structure Control Theory ....... 539
Automatic Generation Control
in Hydro-Thermal Electric Power System ............................. 549
Stochastic Model for Optimal Gas Exploitation ...................... 558
Operational Research in Forestry
A Resource Planning and Management System
for Pine Plantations in Fiji ....................................... 565
A Stochastic Growth Model
for Even-Aged Single-Species Forest Stands ......................... 574
Modelling Forest Mosaics ........................................... 584
Forestry Applications of Operations Research ....................... 594
Biological Systems
Aggregation of Ecological Networks Based on Information Theory ..... 604
Constrained Cross-Validation Applied to Estimation
of Kinetic Parameters of Cell Populations in Perturbed Growth ...... 614
On the Choice of Parameters in Mathematical Models
of Immunological Toleran.c.e. ...................................... 624
A Mathematical Model of Trophic Interaction
of Biopopulations of Biological Systems ............................ 632
Industrial Applications
Optimal Planning for Operating a Production Process
with a Buffer and an Electric Power Plant .......................... 643
Computer Aided Sawmill Design Evaluation ........................... 652
Online Application of Large Scale Linear Programming
to Pulp and Paper Mill by Mini-Computer ............................ 662
Investigation and Optimization of Reliability
of Transport Networks .............................................. 672
An Optimal Solution of the Assembly Line Balancing Problem
with the Balancing Index as a Primary Objective Function ........... 681
Scheduling Flow-Shops with Parallel Machines
and Finite In-Process Buffers by Multilevel Programming ............ 691
Solution Methods of Plants Location Dynamic Problems
in Continuous-Time ................................................. 701
Computers
A Method of Congestion Control in the Computer Network Node ........ 715
Program Optimization with Logic Program Transformation ............. 725
The Sensitivity of Some Recognition Algorithms
for Printed Arabic Characters. ..................................... 735
Analysis of a Time-Shared Central Server System
with Heterogeneous Distributed Stations ............................ 744
Parallel Ray Tracing on a Cellular Array Processor ................. 757
The FPS T Series Supercomputer ..................................... 766
Appendix. .......................................................... 776
Author Index ....................................................... 786
