Gnispoh
08-01-2009, 22:27
hallo liebe gemeinde!
ich bearbeite gerade ein LaTeX-projekt für die uni und konnte hier im forum schon einige nützliche hinweise und tipps finden :)
nun bin ich selbst soweit, hier um rat zu bitten, denn folgendes problem beschäftigt mich schon 2 tage:
und zwar möchte ich nur auf der ersten seite diese "besondere" kopf- und fußzeile ausgeben... ab der zweiten seite dann im wechsel (je nach gerader und ungerader seite) seitennummer + titel/autor
leider werden die kopf-und fußzeile der ersten seite auch auf der zweiten ausgegeben -.-
ich bin für jeden ratschlag dankbar :)
mfg
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%Seitenränder müssen noch verändert werden... geometry?????
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\lhead{\footnotesize{Math. Program., Ser. B 108, 355–394 (2007)\\\hrule
Digital Object Identifier (DOI) 10.1007/s10107-006-0715-7}}
Vikas Goel $\cdot$ Ignacio E. Grossmann\vspace{12pt}
\large{\textbf{A Class of stochastic programs with decision dependent uncertainty}}\footnotemark[1]\footnotesize\vspace{12pt}
Received: August 25, 2004 / Accepted: April 2, 2005\newline
Published online: April 25, 2006 – © Springer-Verlag 2006
\textbf{Abstract.} We address a class of problems where decisions have to be optimized over a time horizon given
that the future is uncertain and that the optimization decisions influence the time of information discovery
for a subset of the uncertain parameters. The standard approach to formulate stochastic programs is based
on the assumption that the stochastic process is independent of the optimization decisions, which is not true
for the class of problems under consideration. We present a hybrid mixed-integer disjunctive programming
formulation for the stochastic program corresponding to this class of problems and hence extend the stochastic
programming framework. A set of theoretical properties that lead to reduction in the size of the model is
identified. A Lagrangean duality based branch and bound algorithm is also presented.\normalsize
\begin{tabular}{p{16.5cm}}
\hline\\
\end{tabular}
\lfoot{\footnotesize{V. Goel, I. E. Grossmann: Department of Chemical Engineering, Carnegie Mellon University,\\
5000 Forbes Avenue, Pittsburgh, Pennsylvania 15213, USA.\\
e-mail: vikas.goel@exxonmobil.com, grossmann@cmu.edu}\\
\footnotetext[1]{Financial support from the ExxonMobil Upstream Research Company is gratefully acknowledged.}}
%############## Beginn Verzeichnisse ##################
\textbf{Nomenclature}
\textit{Notation used in (C~A~P~E~X~P)}
\begin{longtable}[l]{p{1.5cm}p{12cm}}
\multicolumn{2}{l}{\textbf{Indices}}\\
\textit{i} & Unit\\
\textit{j}& Stream\\
\textit{t, $\tau$} & Time period\\
\textit{s, s'} & Scenario\\
%##########################################
\multicolumn{2}{l}{\textbf{Optimization Variables}}\\
\textit{$b^s_{i, t}$} & Whether or not unit \textit{i} is operated in time period \textit{t} , scenario \textit{s}\\
\textit{$y^{exp, s}_{i, t}$} & Whether or not unit \textit{i} is expanded in time period \textit{t} , scenario \textit{s}\\
\textit{$y^{QE, s}_{i, t}$} & Expansion in capacity of unit \textit{i} in time period \textit{t} , scenario \textit{s}\\
\textit{$y^{rate, s}_{j, t}$} & Flow rate of stream \textit{j} in time period \textit{t} , scenario \textit{s} (decision variable; see Figure 2)\\
\textit{$x^{sales, s}_{t}$} & Sales of chemical A in time period \textit{t} , scenario \textit{s}\\
\textit{$x^{purch, s}_{t}$} & Purchases of chemical A in time period \textit{t} , scenario \textit{s}\\
\textit{$w^{rate, s}_{j, t}$} & Flow rate of stream \textit{j} in time period \textit{t} , scenario \textit{s} (state variable; see Figure 2)\\
\textit{$w^{Q, s}_{i, t}$} & Capacity of unit \textit{i} in time period \textit{t} , scenario \textit{s}\\
\textit{$w^{inv, s}_{t}$} & Inventory of chemical A at the end of time period \textit{t} , scenario \textit{s}\\
\textit{$w^{cost, s}$} & Total costs in scenario \textit{s}\\
\textit{$Z^{s, s'}_{t}$} & Whether or not scenarios \textit{$s, s'$} are indistinguishable after operation in time period \textit{t}\\
%################################
\multicolumn{2}{l}{\textbf{Parameters}}\\
\textit{$p^s$} & Probability of scenario \textit{s}\\
\textit{$\alpha_{t}$} & Purchasing price for chemical A in time period \textit{t}\\
\textit{$\beta_{t}$} & Sales price for chemical A in time period \textit{t}\\
\textit{$\gamma_{t}$} & Cost of maintaining inventory of chemical A in time period \textit{t}\\
\textit{$\delta_{t}$} & Duration of time period \textit{t}\\
\textit{$\theta^s_{t}$} & Yield of unit \textit{i} in scenario \textit{s}\\
\textit{$\xi^s_{t}$} & Demand of chemical A in time period \textit{t} , scenario \textit{s}\\
\textit{$F O_{i, t}$} & Fixed operating cost for unit \textit{i} in time period \textit{t}\\
\textit{$V O^y_{j, t}$} & Variable operating cost corresponding to variable \textit{$y^{rate, s}_{j, t}$}\\
\textit{$V O^w_{j, t}$} & Variable operating cost corresponding to variable \textit{$w^{rate, s}_{j, t}$}\\
\textit{$F E_{i, t}$} & Fixed expansion cost for unit \textit{i} in time period \textit{t}\\
\textit{$V E_{i, t}$} & Variable expansion cost for unit \textit{i} in time period \textit{t}\\
\textit{$U^{(\cdot)}_{(\cdot)}$} & Upper Bounds\\
\textit{$L^{(\cdot)}_{(\cdot)}$} & Lower Bounds\\
\end{longtable}
%################################################# ###########
\textit{Notation used in (S~I~Z~E~S)}
\begin{flushleft}
\begin{longtable}[l]{p{1.5cm}p{12cm}}
\multicolumn{2}{l}{\textbf{Indices}}\\
\textit{i} & Size\\
\textit{t, $\tau$} & Time period\\
\textit{$s, s'$} & Scenario\\
%#############################
\multicolumn{2}{l}{\textbf{Optimization Variables}}\\
\textit{$b^s_{i, t}$} & Whether or not size \textit{i} is produced in time period \textit{t} , scenario \textit{s}\\
\textit{$y^s_{i, t}$} & Number of units of size \textit{i} is produced in time period \textit{t} , scenario \textit{s}\\
\textit{$x^s_{i, i', t}$} & Number of units of size \textit{i} used to satisfy demand of size \textit{$i'$} in time period \textit{t} , scenario \textit{s}\\
\textit{$w^s_{i, t}$} & Inventory of size \textit{i} at the end of time period \textit{t} , scenario \textit{s}\\
\textit{$Z^{s, s'}_{t}$} & Whether or not scenarios \textit{$s, s'$} are indistinguishable after production in time period \textit{t}\\
%#################################
\multicolumn{2}{l}{\textbf{Parameters}}\\
\textit{$p^s$} & Probability of scenario \textit{s}\\
\textit{$\theta^s_{t}$} & Variable production cost for size \textit{i} in scenario \textit{s}\\
\textit{$\xi^s_{i, t}$} & Demand of size \textit{i} in time period \textit{t} , scenario \textit{s}\\
\textit{$\alpha$} & Total production capacity\\
\textit{$\beta$} & Total inventory capacity\\
\textit{$\sigma$} & Fixed cost for producing a specific size in given time period\\
\textit{$\rho$} & Unit substitution cost\\
\textit{$\mu$} & Unit inventory cost per time period\\
\textit{$U^{(\cdot)}_{(\cdot)}$} & Upper Bounds\\
\textit{$L^{(\cdot)}_{(\cdot)}$} & Lower Bounds\\
\end{longtable}
\end{flushleft}
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%############Kopfzeilen definieren
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\fancyhead[RE]{V. Goel, I. E. Grossmann}
\fancyhead[LO]{A Class of stochastic programs with decision dependent uncertainty}
\fancyfoot{}
\renewcommand{\footrulewidth}{0.0pt}
%##### Kapitel 1 ...
\section*{1. Introduction}
\setlength{\parindent}{0.5cm}
\setlength{\parskip}{0cm}
Stochastic programming deals with the problem of making optimal decisions in the presence
of uncertainty. In stochastic programs, the uncertainty is represented by probability
distributions and the interaction between the stochastic and decisions processes is modeled
so that the decision-maker has the option of adjusting the decisions based on howthe
uncertainty unfolds. From the modeling perspective, most previous work in the stochastic
programming literature deals with problems with \textit{exogenous uncertainty} (Jonsbraten)
where the optimization decisions cannot influence the stochastic process.
\newpage
blabla
\end{document}
\endinput
ich bearbeite gerade ein LaTeX-projekt für die uni und konnte hier im forum schon einige nützliche hinweise und tipps finden :)
nun bin ich selbst soweit, hier um rat zu bitten, denn folgendes problem beschäftigt mich schon 2 tage:
und zwar möchte ich nur auf der ersten seite diese "besondere" kopf- und fußzeile ausgeben... ab der zweiten seite dann im wechsel (je nach gerader und ungerader seite) seitennummer + titel/autor
leider werden die kopf-und fußzeile der ersten seite auch auf der zweiten ausgegeben -.-
ich bin für jeden ratschlag dankbar :)
mfg
\documentclass[12pt,twoside,a4paper]{article}
\usepackage{amsmath,amssymb,amsthm,amstext,amsxtra ,bbm,boxedminipage,color,colortbl,epsfig,fancyhdr, graphicx,jurabib,makeidx,marvosym,mynormal,setspac e,theorem,url,vmargin,verbatim}
\usepackage[ansinew]{inputenc}
\usepackage{algorithm}
\usepackage[marginal]{footmisc}
\usepackage{multirow}
\usepackage{longtable}
\usepackage{geometry}
\usepackage[tiny]{titlesec}
%Seitenränder müssen noch verändert werden... geometry?????
\setmarginsrb{2cm}{1.0cm}{2cm}{3cm}{1cm}{1cm}{3cm} {1cm}
%Optionen der Bibliographie
\jurabibsetup{%
authorformat=smallcaps,%
authorformat=abbrv,%
titleformat=colonsep,%
commabeforerest=true,%
bibformat=numbered,%
annote=false,%
titleformat=all,%
titleformat=italic,%
pages=format,%
see,%
}
%################################ Ende Pr"aambel ##########################
\begin{document}
%################################ Titelseite #############################
\pagestyle{fancy}
\fancyhead{}
\fancyfoot{}
\renewcommand{\headrulewidth}{0.0pt}
\renewcommand{\footrulewidth}{0.4pt}
\lhead{\footnotesize{Math. Program., Ser. B 108, 355–394 (2007)\\\hrule
Digital Object Identifier (DOI) 10.1007/s10107-006-0715-7}}
Vikas Goel $\cdot$ Ignacio E. Grossmann\vspace{12pt}
\large{\textbf{A Class of stochastic programs with decision dependent uncertainty}}\footnotemark[1]\footnotesize\vspace{12pt}
Received: August 25, 2004 / Accepted: April 2, 2005\newline
Published online: April 25, 2006 – © Springer-Verlag 2006
\textbf{Abstract.} We address a class of problems where decisions have to be optimized over a time horizon given
that the future is uncertain and that the optimization decisions influence the time of information discovery
for a subset of the uncertain parameters. The standard approach to formulate stochastic programs is based
on the assumption that the stochastic process is independent of the optimization decisions, which is not true
for the class of problems under consideration. We present a hybrid mixed-integer disjunctive programming
formulation for the stochastic program corresponding to this class of problems and hence extend the stochastic
programming framework. A set of theoretical properties that lead to reduction in the size of the model is
identified. A Lagrangean duality based branch and bound algorithm is also presented.\normalsize
\begin{tabular}{p{16.5cm}}
\hline\\
\end{tabular}
\lfoot{\footnotesize{V. Goel, I. E. Grossmann: Department of Chemical Engineering, Carnegie Mellon University,\\
5000 Forbes Avenue, Pittsburgh, Pennsylvania 15213, USA.\\
e-mail: vikas.goel@exxonmobil.com, grossmann@cmu.edu}\\
\footnotetext[1]{Financial support from the ExxonMobil Upstream Research Company is gratefully acknowledged.}}
%############## Beginn Verzeichnisse ##################
\textbf{Nomenclature}
\textit{Notation used in (C~A~P~E~X~P)}
\begin{longtable}[l]{p{1.5cm}p{12cm}}
\multicolumn{2}{l}{\textbf{Indices}}\\
\textit{i} & Unit\\
\textit{j}& Stream\\
\textit{t, $\tau$} & Time period\\
\textit{s, s'} & Scenario\\
%##########################################
\multicolumn{2}{l}{\textbf{Optimization Variables}}\\
\textit{$b^s_{i, t}$} & Whether or not unit \textit{i} is operated in time period \textit{t} , scenario \textit{s}\\
\textit{$y^{exp, s}_{i, t}$} & Whether or not unit \textit{i} is expanded in time period \textit{t} , scenario \textit{s}\\
\textit{$y^{QE, s}_{i, t}$} & Expansion in capacity of unit \textit{i} in time period \textit{t} , scenario \textit{s}\\
\textit{$y^{rate, s}_{j, t}$} & Flow rate of stream \textit{j} in time period \textit{t} , scenario \textit{s} (decision variable; see Figure 2)\\
\textit{$x^{sales, s}_{t}$} & Sales of chemical A in time period \textit{t} , scenario \textit{s}\\
\textit{$x^{purch, s}_{t}$} & Purchases of chemical A in time period \textit{t} , scenario \textit{s}\\
\textit{$w^{rate, s}_{j, t}$} & Flow rate of stream \textit{j} in time period \textit{t} , scenario \textit{s} (state variable; see Figure 2)\\
\textit{$w^{Q, s}_{i, t}$} & Capacity of unit \textit{i} in time period \textit{t} , scenario \textit{s}\\
\textit{$w^{inv, s}_{t}$} & Inventory of chemical A at the end of time period \textit{t} , scenario \textit{s}\\
\textit{$w^{cost, s}$} & Total costs in scenario \textit{s}\\
\textit{$Z^{s, s'}_{t}$} & Whether or not scenarios \textit{$s, s'$} are indistinguishable after operation in time period \textit{t}\\
%################################
\multicolumn{2}{l}{\textbf{Parameters}}\\
\textit{$p^s$} & Probability of scenario \textit{s}\\
\textit{$\alpha_{t}$} & Purchasing price for chemical A in time period \textit{t}\\
\textit{$\beta_{t}$} & Sales price for chemical A in time period \textit{t}\\
\textit{$\gamma_{t}$} & Cost of maintaining inventory of chemical A in time period \textit{t}\\
\textit{$\delta_{t}$} & Duration of time period \textit{t}\\
\textit{$\theta^s_{t}$} & Yield of unit \textit{i} in scenario \textit{s}\\
\textit{$\xi^s_{t}$} & Demand of chemical A in time period \textit{t} , scenario \textit{s}\\
\textit{$F O_{i, t}$} & Fixed operating cost for unit \textit{i} in time period \textit{t}\\
\textit{$V O^y_{j, t}$} & Variable operating cost corresponding to variable \textit{$y^{rate, s}_{j, t}$}\\
\textit{$V O^w_{j, t}$} & Variable operating cost corresponding to variable \textit{$w^{rate, s}_{j, t}$}\\
\textit{$F E_{i, t}$} & Fixed expansion cost for unit \textit{i} in time period \textit{t}\\
\textit{$V E_{i, t}$} & Variable expansion cost for unit \textit{i} in time period \textit{t}\\
\textit{$U^{(\cdot)}_{(\cdot)}$} & Upper Bounds\\
\textit{$L^{(\cdot)}_{(\cdot)}$} & Lower Bounds\\
\end{longtable}
%################################################# ###########
\textit{Notation used in (S~I~Z~E~S)}
\begin{flushleft}
\begin{longtable}[l]{p{1.5cm}p{12cm}}
\multicolumn{2}{l}{\textbf{Indices}}\\
\textit{i} & Size\\
\textit{t, $\tau$} & Time period\\
\textit{$s, s'$} & Scenario\\
%#############################
\multicolumn{2}{l}{\textbf{Optimization Variables}}\\
\textit{$b^s_{i, t}$} & Whether or not size \textit{i} is produced in time period \textit{t} , scenario \textit{s}\\
\textit{$y^s_{i, t}$} & Number of units of size \textit{i} is produced in time period \textit{t} , scenario \textit{s}\\
\textit{$x^s_{i, i', t}$} & Number of units of size \textit{i} used to satisfy demand of size \textit{$i'$} in time period \textit{t} , scenario \textit{s}\\
\textit{$w^s_{i, t}$} & Inventory of size \textit{i} at the end of time period \textit{t} , scenario \textit{s}\\
\textit{$Z^{s, s'}_{t}$} & Whether or not scenarios \textit{$s, s'$} are indistinguishable after production in time period \textit{t}\\
%#################################
\multicolumn{2}{l}{\textbf{Parameters}}\\
\textit{$p^s$} & Probability of scenario \textit{s}\\
\textit{$\theta^s_{t}$} & Variable production cost for size \textit{i} in scenario \textit{s}\\
\textit{$\xi^s_{i, t}$} & Demand of size \textit{i} in time period \textit{t} , scenario \textit{s}\\
\textit{$\alpha$} & Total production capacity\\
\textit{$\beta$} & Total inventory capacity\\
\textit{$\sigma$} & Fixed cost for producing a specific size in given time period\\
\textit{$\rho$} & Unit substitution cost\\
\textit{$\mu$} & Unit inventory cost per time period\\
\textit{$U^{(\cdot)}_{(\cdot)}$} & Upper Bounds\\
\textit{$L^{(\cdot)}_{(\cdot)}$} & Lower Bounds\\
\end{longtable}
\end{flushleft}
\renewcommand{\headrulewidth}{0.4pt}
\pagenumbering{arabic}
\setcounter{page}{356}
\pagestyle{fancy}
%############Kopfzeilen definieren
\fancyhead{}
\fancyhead[LE,RO]{\thepage}
\fancyhead[RE]{V. Goel, I. E. Grossmann}
\fancyhead[LO]{A Class of stochastic programs with decision dependent uncertainty}
\fancyfoot{}
\renewcommand{\footrulewidth}{0.0pt}
%##### Kapitel 1 ...
\section*{1. Introduction}
\setlength{\parindent}{0.5cm}
\setlength{\parskip}{0cm}
Stochastic programming deals with the problem of making optimal decisions in the presence
of uncertainty. In stochastic programs, the uncertainty is represented by probability
distributions and the interaction between the stochastic and decisions processes is modeled
so that the decision-maker has the option of adjusting the decisions based on howthe
uncertainty unfolds. From the modeling perspective, most previous work in the stochastic
programming literature deals with problems with \textit{exogenous uncertainty} (Jonsbraten)
where the optimization decisions cannot influence the stochastic process.
\newpage
blabla
\end{document}
\endinput