Considering a reservoir with periodic states and different cost functions with penalty, its release rules can be modeled as a periodic Markov decision process (PMDP). First, we prove that policyiteration algorithm also works for the PMDP. Then, with policyiteration algorithm, we obtain the optimal policies for a special aperiodic reservoir model with two cost functions under large penalty and g...

In this paper, we present an analysis on optimization and risk management in Communication Networks (CNs). The model is proposed for offline traffic engineering optimization, which takes a centralized view of bandwidth allocation, performance control, and risk control of network profit shortfall. First, we introduce a linear penalty cost in the CN optimization model and derive the optimal bandw...

this paper presents a multi-criteria vehicle routing problem with soft time windows (vrpstw) to mini-mize fleet cost, routes cost, and violation of soft time windows penalty. in this case, the fleet is heterogene-ous. the vrpstw consists of a number of constraints in which vehicles are allowed to serve customers out of the desirable time window by a penalty. it is assumed that this relaxation a...

extensive research has been devoted to resource constrained project scheduling problem. however, little attention has been paid to problems where a certain time penalty must be incurred if activity preemption is allowed. in this paper, we consider the project scheduling problem of minimizing the total cost subject to resource constraints, earliness-tardiness penalties and preemption penalties, ...

The stereo matching method semi-global matching (SGM) relies on consistency constraints during the cost aggregation which are enforced by so-called penalty terms. This paper proposes new and evaluates four penalty functions for SGM. Due to mutual dependencies, two types of matching cost calculation, census and rank transform, are considered. Performance is measured using original and degenerate...

For the (S − 1, S) lost sales inventory model with several demand classes that have different lost sale penalty cost, three accurate and efficient heuristic algorithms are presented that, at a given base stock level, aim to find optimal values for the critical levels, i.e., values that minimize inventory holding and penalty cost.

the conventional method towards deriving schedule for a fleet of ships to minimize cost alone has the short-coming of not addressing the problem of operation revenue losses associated with delays during maintenance at ships dockyards. in this paper, a preventive maintenance schedule for a fleet of ships that incorporates op-portunity cost is presented. the idea is to assign a penalty cost to al...

In this paper, we considered the role of penalty when the higher-order conjugate gradient method (HCGM) was used as a computational scheme for the minimization of penalised cost functions for optimal control problems described by linear systems and integral quadratic costs. For this family of commonly encountered problems, we find out that the conventional penalty methods require very large pen...