- Full text PDF available (13)
Existing binomial random-variate generators are surveyed, and a new generator designed for moderate and large means is developed. The new algorithm, BTPE, has fixed memory requirements and is faster than other such algorithms, both when single, or when many variates are needed.
Inducing correlation between estimators is a common way to try to reduce variance in simulation experiments. To induce the correlation between estimators, random variates are generated as functions of the same random-number streams. Although the optimal correlation induction occurs with the inverse transformation. The inverse can be quite slow compared to… (More)
This article may be used for research, teaching and private study purposes. Any substantial or systematic reproduction, redistribution , reselling , loan, sub-licensing, systematic supply or distribution in any form to anyone is expressly forbidden. The publisher does not give any warranty express or implied or make any representation that the contents will… (More)
1. DESCRIPTION H2PEC is a FORTRAN subroutine that generates observations from the hyper-geometric distribution. Detailed descriptions and timing comparison tests are given in . Descriptions of variables are given in the comment section of the code. 2. METHOD Let M be the mode of the hypergeometric distribution, which is defined as the integer portion of… (More)
This paper focuses on three very similar evolutionary algorithms: genetic algorithm (GA), particle swarm optimization (PSO), and differential evolution (DE). While GA is more suitable for discrete optimization, PSO and DE are more natural for continuous optimization. The paper first gives a brief introduction to the three EA techniques to highlight the… (More)
To develop grid scheduling algorithms, a high performance simulator is necessary since grid is an uncontrollable and unrepeatable environment. In this paper, a discrete event simulation library called HyperSim is used as extensible building blocks for grid scheduling simulator. The use of event graph model for the grid simulation are proposed. This model is… (More)
—The power generation expansion planning (PGEP) problem is a large-scale mixed integer nonlinear programming (MINLP) problem cited as one of the most complex optimization problems. In this paper, an application of a new efficient methodology for solving the power generation expansion planning problem is presented. A comprehensive planning production… (More)