Sample records for stochastic integer programming

  1. Stochastic Semidefinite Programming: Applications and Algorithms

    DTIC Science & Technology

    2012-03-03

    doi: 2011/09/07 13:38:21 13 TOTAL: 1 Number of Papers published in non peer-reviewed journals: Baha M. Alzalg and K. A. Ariyawansa, Stochastic...symmetric programming over integers. International Conference on Scientific Computing, Las Vegas, Nevada, July 18--21, 2011. Baha M. Alzalg. On recent...Proceeding publications (other than abstracts): PaperReceived Baha M. Alzalg, K. A. Ariyawansa. Stochastic mixed integer second-order cone programming

  2. PIPS-SBB: A Parallel Distributed-Memory Branch-and-Bound Algorithm for Stochastic Mixed-Integer Programs

    DOE PAGES

    Munguia, Lluis-Miquel; Oxberry, Geoffrey; Rajan, Deepak

    2016-05-01

    Stochastic mixed-integer programs (SMIPs) deal with optimization under uncertainty at many levels of the decision-making process. When solved as extensive formulation mixed- integer programs, problem instances can exceed available memory on a single workstation. In order to overcome this limitation, we present PIPS-SBB: a distributed-memory parallel stochastic MIP solver that takes advantage of parallelism at multiple levels of the optimization process. We also show promising results on the SIPLIB benchmark by combining methods known for accelerating Branch and Bound (B&B) methods with new ideas that leverage the structure of SMIPs. Finally, we expect the performance of PIPS-SBB to improve furthermore » as more functionality is added in the future.« less

  3. A chance-constrained stochastic approach to intermodal container routing problems.

    PubMed

    Zhao, Yi; Liu, Ronghui; Zhang, Xi; Whiteing, Anthony

    2018-01-01

    We consider a container routing problem with stochastic time variables in a sea-rail intermodal transportation system. The problem is formulated as a binary integer chance-constrained programming model including stochastic travel times and stochastic transfer time, with the objective of minimising the expected total cost. Two chance constraints are proposed to ensure that the container service satisfies ship fulfilment and cargo on-time delivery with pre-specified probabilities. A hybrid heuristic algorithm is employed to solve the binary integer chance-constrained programming model. Two case studies are conducted to demonstrate the feasibility of the proposed model and to analyse the impact of stochastic variables and chance-constraints on the optimal solution and total cost.

  4. A chance-constrained stochastic approach to intermodal container routing problems

    PubMed Central

    Zhao, Yi; Zhang, Xi; Whiteing, Anthony

    2018-01-01

    We consider a container routing problem with stochastic time variables in a sea-rail intermodal transportation system. The problem is formulated as a binary integer chance-constrained programming model including stochastic travel times and stochastic transfer time, with the objective of minimising the expected total cost. Two chance constraints are proposed to ensure that the container service satisfies ship fulfilment and cargo on-time delivery with pre-specified probabilities. A hybrid heuristic algorithm is employed to solve the binary integer chance-constrained programming model. Two case studies are conducted to demonstrate the feasibility of the proposed model and to analyse the impact of stochastic variables and chance-constraints on the optimal solution and total cost. PMID:29438389

  5. Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs

    DOE PAGES

    Gade, Dinakar; Hackebeil, Gabriel; Ryan, Sarah M.; ...

    2016-04-02

    We present a method for computing lower bounds in the progressive hedging algorithm (PHA) for two-stage and multi-stage stochastic mixed-integer programs. Computing lower bounds in the PHA allows one to assess the quality of the solutions generated by the algorithm contemporaneously. The lower bounds can be computed in any iteration of the algorithm by using dual prices that are calculated during execution of the standard PHA. In conclusion, we report computational results on stochastic unit commitment and stochastic server location problem instances, and explore the relationship between key PHA parameters and the quality of the resulting lower bounds.

  6. Integration of progressive hedging and dual decomposition in stochastic integer programs

    DOE PAGES

    Watson, Jean -Paul; Guo, Ge; Hackebeil, Gabriel; ...

    2015-04-07

    We present a method for integrating the Progressive Hedging (PH) algorithm and the Dual Decomposition (DD) algorithm of Carøe and Schultz for stochastic mixed-integer programs. Based on the correspondence between lower bounds obtained with PH and DD, a method to transform weights from PH to Lagrange multipliers in DD is found. Fast progress in early iterations of PH speeds up convergence of DD to an exact solution. As a result, we report computational results on server location and unit commitment instances.

  7. Final Report---Optimization Under Nonconvexity and Uncertainty: Algorithms and Software

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Jeff Linderoth

    2011-11-06

    the goal of this work was to develop new algorithmic techniques for solving large-scale numerical optimization problems, focusing on problems classes that have proven to be among the most challenging for practitioners: those involving uncertainty and those involving nonconvexity. This research advanced the state-of-the-art in solving mixed integer linear programs containing symmetry, mixed integer nonlinear programs, and stochastic optimization problems. The focus of the work done in the continuation was on Mixed Integer Nonlinear Programs (MINLP)s and Mixed Integer Linear Programs (MILP)s, especially those containing a great deal of symmetry.

  8. Stochastic Dynamic Mixed-Integer Programming (SD-MIP)

    DTIC Science & Technology

    2015-05-05

    stochastic linear programming ( SLP ) problems. By using a combination of ideas from cutting plane theory of deterministic MIP (especially disjunctive...developed to date. b) As part of this project, we have also developed tools for very large scale Stochastic Linear Programming ( SLP ). There are...several reasons for this. First, SLP models continue to challenge many of the fastest computers to date, and many applications within the DoD (e.g

  9. BBPH: Using progressive hedging within branch and bound to solve multi-stage stochastic mixed integer programs

    DOE PAGES

    Barnett, Jason; Watson, Jean -Paul; Woodruff, David L.

    2016-11-27

    Progressive hedging, though an effective heuristic for solving stochastic mixed integer programs (SMIPs), is not guaranteed to converge in this case. Here, we describe BBPH, a branch and bound algorithm that uses PH at each node in the search tree such that, given sufficient time, it will always converge to a globally optimal solution. Additionally, to providing a theoretically convergent “wrapper” for PH applied to SMIPs, computational results demonstrate that for some difficult problem instances branch and bound can find improved solutions after exploring only a few nodes.

  10. A multistage stochastic programming model for a multi-period strategic expansion of biofuel supply chain under evolving uncertainties

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Xie, Fei; Huang, Yongxi

    Here, we develop a multistage, stochastic mixed-integer model to support biofuel supply chain expansion under evolving uncertainties. By utilizing the block-separable recourse property, we reformulate the multistage program in an equivalent two-stage program and solve it using an enhanced nested decomposition method with maximal non-dominated cuts. We conduct extensive numerical experiments and demonstrate the application of the model and algorithm in a case study based on the South Carolina settings. The value of multistage stochastic programming method is also explored by comparing the model solution with the counterparts of an expected value based deterministic model and a two-stage stochastic model.

  11. A multistage stochastic programming model for a multi-period strategic expansion of biofuel supply chain under evolving uncertainties

    DOE PAGES

    Xie, Fei; Huang, Yongxi

    2018-02-04

    Here, we develop a multistage, stochastic mixed-integer model to support biofuel supply chain expansion under evolving uncertainties. By utilizing the block-separable recourse property, we reformulate the multistage program in an equivalent two-stage program and solve it using an enhanced nested decomposition method with maximal non-dominated cuts. We conduct extensive numerical experiments and demonstrate the application of the model and algorithm in a case study based on the South Carolina settings. The value of multistage stochastic programming method is also explored by comparing the model solution with the counterparts of an expected value based deterministic model and a two-stage stochastic model.

  12. A supplier selection and order allocation problem with stochastic demands

    NASA Astrophysics Data System (ADS)

    Zhou, Yun; Zhao, Lei; Zhao, Xiaobo; Jiang, Jianhua

    2011-08-01

    We consider a system comprising a retailer and a set of candidate suppliers that operates within a finite planning horizon of multiple periods. The retailer replenishes its inventory from the suppliers and satisfies stochastic customer demands. At the beginning of each period, the retailer makes decisions on the replenishment quantity, supplier selection and order allocation among the selected suppliers. An optimisation problem is formulated to minimise the total expected system cost, which includes an outer level stochastic dynamic program for the optimal replenishment quantity and an inner level integer program for supplier selection and order allocation with a given replenishment quantity. For the inner level subproblem, we develop a polynomial algorithm to obtain optimal decisions. For the outer level subproblem, we propose an efficient heuristic for the system with integer-valued inventory, based on the structural properties of the system with real-valued inventory. We investigate the efficiency of the proposed solution approach, as well as the impact of parameters on the optimal replenishment decision with numerical experiments.

  13. Dynamic analysis for solid waste management systems: an inexact multistage integer programming approach.

    PubMed

    Li, Yongping; Huang, Guohe

    2009-03-01

    In this study, a dynamic analysis approach based on an inexact multistage integer programming (IMIP) model is developed for supporting municipal solid waste (MSW) management under uncertainty. Techniques of interval-parameter programming and multistage stochastic programming are incorporated within an integer-programming framework. The developed IMIP can deal with uncertainties expressed as probability distributions and interval numbers, and can reflect the dynamics in terms of decisions for waste-flow allocation and facility-capacity expansion over a multistage context. Moreover, the IMIP can be used for analyzing various policy scenarios that are associated with different levels of economic consequences. The developed method is applied to a case study of long-term waste-management planning. The results indicate that reasonable solutions have been generated for binary and continuous variables. They can help generate desired decisions of system-capacity expansion and waste-flow allocation with a minimized system cost and maximized system reliability.

  14. Chemotherapy appointment scheduling under uncertainty using mean-risk stochastic integer programming.

    PubMed

    Alvarado, Michelle; Ntaimo, Lewis

    2018-03-01

    Oncology clinics are often burdened with scheduling large volumes of cancer patients for chemotherapy treatments under limited resources such as the number of nurses and chairs. These cancer patients require a series of appointments over several weeks or months and the timing of these appointments is critical to the treatment's effectiveness. Additionally, the appointment duration, the acuity levels of each appointment, and the availability of clinic nurses are uncertain. The timing constraints, stochastic parameters, rising treatment costs, and increased demand of outpatient oncology clinic services motivate the need for efficient appointment schedules and clinic operations. In this paper, we develop three mean-risk stochastic integer programming (SIP) models, referred to as SIP-CHEMO, for the problem of scheduling individual chemotherapy patient appointments and resources. These mean-risk models are presented and an algorithm is devised to improve computational speed. Computational results were conducted using a simulation model and results indicate that the risk-averse SIP-CHEMO model with the expected excess mean-risk measure can decrease patient waiting times and nurse overtime when compared to deterministic scheduling algorithms by 42 % and 27 %, respectively.

  15. Fish Processed Production Planning Using Integer Stochastic Programming Model

    NASA Astrophysics Data System (ADS)

    Firmansyah, Mawengkang, Herman

    2011-06-01

    Fish and its processed products are the most affordable source of animal protein in the diet of most people in Indonesia. The goal in production planning is to meet customer demand over a fixed time horizon divided into planning periods by optimizing the trade-off between economic objectives such as production cost and customer satisfaction level. The major decisions are production and inventory levels for each product and the number of workforce in each planning period. In this paper we consider the management of small scale traditional business at North Sumatera Province which performs processing fish into several local seafood products. The inherent uncertainty of data (e.g. demand, fish availability), together with the sequential evolution of data over time leads the production planning problem to a nonlinear mixed-integer stochastic programming model. We use scenario generation based approach and feasible neighborhood search for solving the model. The results which show the amount of each fish processed product and the number of workforce needed in each horizon planning are presented.

  16. A robust multi-objective global supplier selection model under currency fluctuation and price discount

    NASA Astrophysics Data System (ADS)

    Zarindast, Atousa; Seyed Hosseini, Seyed Mohamad; Pishvaee, Mir Saman

    2017-06-01

    Robust supplier selection problem, in a scenario-based approach has been proposed, when the demand and exchange rates are subject to uncertainties. First, a deterministic multi-objective mixed integer linear programming is developed; then, the robust counterpart of the proposed mixed integer linear programming is presented using the recent extension in robust optimization theory. We discuss decision variables, respectively, by a two-stage stochastic planning model, a robust stochastic optimization planning model which integrates worst case scenario in modeling approach and finally by equivalent deterministic planning model. The experimental study is carried out to compare the performances of the three models. Robust model resulted in remarkable cost saving and it illustrated that to cope with such uncertainties, we should consider them in advance in our planning. In our case study different supplier were selected due to this uncertainties and since supplier selection is a strategic decision, it is crucial to consider these uncertainties in planning approach.

  17. Stochastic search in structural optimization - Genetic algorithms and simulated annealing

    NASA Technical Reports Server (NTRS)

    Hajela, Prabhat

    1993-01-01

    An account is given of illustrative applications of genetic algorithms and simulated annealing methods in structural optimization. The advantages of such stochastic search methods over traditional mathematical programming strategies are emphasized; it is noted that these methods offer a significantly higher probability of locating the global optimum in a multimodal design space. Both genetic-search and simulated annealing can be effectively used in problems with a mix of continuous, discrete, and integer design variables.

  18. Comparison of two non-convex mixed-integer nonlinear programming algorithms applied to autoregressive moving average model structure and parameter estimation

    NASA Astrophysics Data System (ADS)

    Uilhoorn, F. E.

    2016-10-01

    In this article, the stochastic modelling approach proposed by Box and Jenkins is treated as a mixed-integer nonlinear programming (MINLP) problem solved with a mesh adaptive direct search and a real-coded genetic class of algorithms. The aim is to estimate the real-valued parameters and non-negative integer, correlated structure of stationary autoregressive moving average (ARMA) processes. The maximum likelihood function of the stationary ARMA process is embedded in Akaike's information criterion and the Bayesian information criterion, whereas the estimation procedure is based on Kalman filter recursions. The constraints imposed on the objective function enforce stability and invertibility. The best ARMA model is regarded as the global minimum of the non-convex MINLP problem. The robustness and computational performance of the MINLP solvers are compared with brute-force enumeration. Numerical experiments are done for existing time series and one new data set.

  19. Solving a Class of Stochastic Mixed-Integer Programs With Branch and Price

    DTIC Science & Technology

    2006-01-01

    a two-dimensional knapsack problem, but for a given m, the objective value gi does not depend on the variance index v. This will be used in a final...optimization. Journal of Multicriteria Decision Analysis 11, 139–150 (2002) 29. Ford, L.R., Fulkerson, D.R.: A suggested computation for the maximal...for solution by a branch-and-price algorithm (B&P). We then survey a number of examples, and use a stochastic facility-location problem (SFLP) for a

  20. A Two-Stage Stochastic Mixed-Integer Programming Approach to the Smart House Scheduling Problem

    NASA Astrophysics Data System (ADS)

    Ozoe, Shunsuke; Tanaka, Yoichi; Fukushima, Masao

    A “Smart House” is a highly energy-optimized house equipped with photovoltaic systems (PV systems), electric battery systems, fuel cell cogeneration systems (FC systems), electric vehicles (EVs) and so on. Smart houses are attracting much attention recently thanks to their enhanced ability to save energy by making full use of renewable energy and by achieving power grid stability despite an increased power draw for installed PV systems. Yet running a smart house's power system, with its multiple power sources and power storages, is no simple task. In this paper, we consider the problem of power scheduling for a smart house with a PV system, an FC system and an EV. We formulate the problem as a mixed integer programming problem, and then extend it to a stochastic programming problem involving recourse costs to cope with uncertain electricity demand, heat demand and PV power generation. Using our method, we seek to achieve the optimal power schedule running at the minimum expected operation cost. We present some results of numerical experiments with data on real-life demands and PV power generation to show the effectiveness of our method.

  1. A two-stage mixed-integer fuzzy programming with interval-valued membership functions approach for flood-diversion planning.

    PubMed

    Wang, S; Huang, G H

    2013-03-15

    Flood disasters have been extremely severe in recent decades, and they account for about one third of all natural catastrophes throughout the world. In this study, a two-stage mixed-integer fuzzy programming with interval-valued membership functions (TMFP-IMF) approach is developed for flood-diversion planning under uncertainty. TMFP-IMF integrates the fuzzy flexible programming, two-stage stochastic programming, and integer programming within a general framework. A concept of interval-valued fuzzy membership function is introduced to address complexities of system uncertainties. TMFP-IMF can not only deal with uncertainties expressed as fuzzy sets and probability distributions, but also incorporate pre-regulated water-diversion policies directly into its optimization process. TMFP-IMF is applied to a hypothetical case study of flood-diversion planning for demonstrating its applicability. Results indicate that reasonable solutions can be generated for binary and continuous variables. A variety of flood-diversion and capacity-expansion schemes can be obtained under four scenarios, which enable decision makers (DMs) to identify the most desired one based on their perceptions and attitudes towards the objective-function value and constraints. Copyright © 2013 Elsevier Ltd. All rights reserved.

  2. Finding optimal vaccination strategies under parameter uncertainty using stochastic programming.

    PubMed

    Tanner, Matthew W; Sattenspiel, Lisa; Ntaimo, Lewis

    2008-10-01

    We present a stochastic programming framework for finding the optimal vaccination policy for controlling infectious disease epidemics under parameter uncertainty. Stochastic programming is a popular framework for including the effects of parameter uncertainty in a mathematical optimization model. The problem is initially formulated to find the minimum cost vaccination policy under a chance-constraint. The chance-constraint requires that the probability that R(*)

  3. A solution procedure for mixed-integer nonlinear programming formulation of supply chain planning with quantity discounts under demand uncertainty

    NASA Astrophysics Data System (ADS)

    Yin, Sisi; Nishi, Tatsushi

    2014-11-01

    Quantity discount policy is decision-making for trade-off prices between suppliers and manufacturers while production is changeable due to demand fluctuations in a real market. In this paper, quantity discount models which consider selection of contract suppliers, production quantity and inventory simultaneously are addressed. The supply chain planning problem with quantity discounts under demand uncertainty is formulated as a mixed-integer nonlinear programming problem (MINLP) with integral terms. We apply an outer-approximation method to solve MINLP problems. In order to improve the efficiency of the proposed method, the problem is reformulated as a stochastic model replacing the integral terms by using a normalisation technique. We present numerical examples to demonstrate the efficiency of the proposed method.

  4. Optimizing Multi-Product Multi-Constraint Inventory Control Systems with Stochastic Replenishments

    NASA Astrophysics Data System (ADS)

    Allah Taleizadeh, Ata; Aryanezhad, Mir-Bahador; Niaki, Seyed Taghi Akhavan

    Multi-periodic inventory control problems are mainly studied employing two assumptions. The first is the continuous review, where depending on the inventory level orders can happen at any time and the other is the periodic review, where orders can only happen at the beginning of each period. In this study, we relax these assumptions and assume that the periodic replenishments are stochastic in nature. Furthermore, we assume that the periods between two replenishments are independent and identically random variables. For the problem at hand, the decision variables are of integer-type and there are two kinds of space and service level constraints for each product. We develop a model of the problem in which a combination of back-order and lost-sales are considered for the shortages. Then, we show that the model is of an integer-nonlinear-programming type and in order to solve it, a search algorithm can be utilized. We employ a simulated annealing approach and provide a numerical example to demonstrate the applicability of the proposed methodology.

  5. A simple approximation of moments of the quasi-equilibrium distribution of an extended stochastic theta-logistic model with non-integer powers.

    PubMed

    Bhowmick, Amiya Ranjan; Bandyopadhyay, Subhadip; Rana, Sourav; Bhattacharya, Sabyasachi

    2016-01-01

    The stochastic versions of the logistic and extended logistic growth models are applied successfully to explain many real-life population dynamics and share a central body of literature in stochastic modeling of ecological systems. To understand the randomness in the population dynamics of the underlying processes completely, it is important to have a clear idea about the quasi-equilibrium distribution and its moments. Bartlett et al. (1960) took a pioneering attempt for estimating the moments of the quasi-equilibrium distribution of the stochastic logistic model. Matis and Kiffe (1996) obtain a set of more accurate and elegant approximations for the mean, variance and skewness of the quasi-equilibrium distribution of the same model using cumulant truncation method. The method is extended for stochastic power law logistic family by the same and several other authors (Nasell, 2003; Singh and Hespanha, 2007). Cumulant truncation and some alternative methods e.g. saddle point approximation, derivative matching approach can be applied if the powers involved in the extended logistic set up are integers, although plenty of evidence is available for non-integer powers in many practical situations (Sibly et al., 2005). In this paper, we develop a set of new approximations for mean, variance and skewness of the quasi-equilibrium distribution under more general family of growth curves, which is applicable for both integer and non-integer powers. The deterministic counterpart of this family of models captures both monotonic and non-monotonic behavior of the per capita growth rate, of which theta-logistic is a special case. The approximations accurately estimate the first three order moments of the quasi-equilibrium distribution. The proposed method is illustrated with simulated data and real data from global population dynamics database. Copyright © 2015 Elsevier Inc. All rights reserved.

  6. Strategic planning for disaster recovery with stochastic last mile distribution

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Bent, Russell Whitford; Van Hentenryck, Pascal; Coffrin, Carleton

    2010-01-01

    This paper considers the single commodity allocation problem (SCAP) for disaster recovery, a fundamental problem faced by all populated areas. SCAPs are complex stochastic optimization problems that combine resource allocation, warehouse routing, and parallel fleet routing. Moreover, these problems must be solved under tight runtime constraints to be practical in real-world disaster situations. This paper formalizes the specification of SCAPs and introduces a novel multi-stage hybrid-optimization algorithm that utilizes the strengths of mixed integer programming, constraint programming, and large neighborhood search. The algorithm was validated on hurricane disaster scenarios generated by Los Alamos National Laboratory using state-of-the-art disaster simulation toolsmore » and is deployed to aid federal organizations in the US.« less

  7. Geometric quadratic stochastic operator on countable infinite set

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Ganikhodjaev, Nasir; Hamzah, Nur Zatul Akmar

    2015-02-03

    In this paper we construct the family of Geometric quadratic stochastic operators defined on the countable sample space of nonnegative integers and investigate their trajectory behavior. Such operators can be reinterpreted in terms of of evolutionary operator of free population. We show that Geometric quadratic stochastic operators are regular transformations.

  8. Stochastic Optimization for Unit Commitment-A Review

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Zheng, Qipeng P.; Wang, Jianhui; Liu, Andrew L.

    2015-07-01

    Optimization models have been widely used in the power industry to aid the decision-making process of scheduling and dispatching electric power generation resources, a process known as unit commitment (UC). Since UC's birth, there have been two major waves of revolution on UC research and real life practice. The first wave has made mixed integer programming stand out from the early solution and modeling approaches for deterministic UC, such as priority list, dynamic programming, and Lagrangian relaxation. With the high penetration of renewable energy, increasing deregulation of the electricity industry, and growing demands on system reliability, the next wave ismore » focused on transitioning from traditional deterministic approaches to stochastic optimization for unit commitment. Since the literature has grown rapidly in the past several years, this paper is to review the works that have contributed to the modeling and computational aspects of stochastic optimization (SO) based UC. Relevant lines of future research are also discussed to help transform research advances into real-world applications.« less

  9. A Novel Biobjective Risk-Based Model for Stochastic Air Traffic Network Flow Optimization Problem.

    PubMed

    Cai, Kaiquan; Jia, Yaoguang; Zhu, Yanbo; Xiao, Mingming

    2015-01-01

    Network-wide air traffic flow management (ATFM) is an effective way to alleviate demand-capacity imbalances globally and thereafter reduce airspace congestion and flight delays. The conventional ATFM models assume the capacities of airports or airspace sectors are all predetermined. However, the capacity uncertainties due to the dynamics of convective weather may make the deterministic ATFM measures impractical. This paper investigates the stochastic air traffic network flow optimization (SATNFO) problem, which is formulated as a weighted biobjective 0-1 integer programming model. In order to evaluate the effect of capacity uncertainties on ATFM, the operational risk is modeled via probabilistic risk assessment and introduced as an extra objective in SATNFO problem. Computation experiments using real-world air traffic network data associated with simulated weather data show that presented model has far less constraints compared to stochastic model with nonanticipative constraints, which means our proposed model reduces the computation complexity.

  10. Inexact fuzzy-stochastic mixed-integer programming approach for long-term planning of waste management--Part A: methodology.

    PubMed

    Guo, P; Huang, G H

    2009-01-01

    In this study, an inexact fuzzy chance-constrained two-stage mixed-integer linear programming (IFCTIP) approach is proposed for supporting long-term planning of waste-management systems under multiple uncertainties in the City of Regina, Canada. The method improves upon the existing inexact two-stage programming and mixed-integer linear programming techniques by incorporating uncertainties expressed as multiple uncertainties of intervals and dual probability distributions within a general optimization framework. The developed method can provide an effective linkage between the predefined environmental policies and the associated economic implications. Four special characteristics of the proposed method make it unique compared with other optimization techniques that deal with uncertainties. Firstly, it provides a linkage to predefined policies that have to be respected when a modeling effort is undertaken; secondly, it is useful for tackling uncertainties presented as intervals, probabilities, fuzzy sets and their incorporation; thirdly, it facilitates dynamic analysis for decisions of facility-expansion planning and waste-flow allocation within a multi-facility, multi-period, multi-level, and multi-option context; fourthly, the penalties are exercised with recourse against any infeasibility, which permits in-depth analyses of various policy scenarios that are associated with different levels of economic consequences when the promised solid waste-generation rates are violated. In a companion paper, the developed method is applied to a real case for the long-term planning of waste management in the City of Regina, Canada.

  11. Multicriteria Cost Assessment and Logistics Modeling for Military Humanitarian Assistance and Disaster Relief Aerial Delivery Operations

    DTIC Science & Technology

    2015-03-01

    vulnerable people will have access to this airdropped consumable aid (since nobody 1 is necessarily coordinating the distribution on the ground... VBA ) platforms (see Appendix B). In particular, we used GAMS v.23.9.3 with IBM ILOG CPLEX 12.4.0.1 to solve the stochastic, mixed-integer weighted...goal programming model, and we used Excel/ VBA to create an auto- matic, user-friendly interface with the decision maker for model input and analysis of

  12. Generation Expansion Planning With Large Amounts of Wind Power via Decision-Dependent Stochastic Programming

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Zhan, Yiduo; Zheng, Qipeng P.; Wang, Jianhui

    Power generation expansion planning needs to deal with future uncertainties carefully, given that the invested generation assets will be in operation for a long time. Many stochastic programming models have been proposed to tackle this challenge. However, most previous works assume predetermined future uncertainties (i.e., fixed random outcomes with given probabilities). In several recent studies of generation assets' planning (e.g., thermal versus renewable), new findings show that the investment decisions could affect the future uncertainties as well. To this end, this paper proposes a multistage decision-dependent stochastic optimization model for long-term large-scale generation expansion planning, where large amounts of windmore » power are involved. In the decision-dependent model, the future uncertainties are not only affecting but also affected by the current decisions. In particular, the probability distribution function is determined by not only input parameters but also decision variables. To deal with the nonlinear constraints in our model, a quasi-exact solution approach is then introduced to reformulate the multistage stochastic investment model to a mixed-integer linear programming model. The wind penetration, investment decisions, and the optimality of the decision-dependent model are evaluated in a series of multistage case studies. The results show that the proposed decision-dependent model provides effective optimization solutions for long-term generation expansion planning.« less

  13. Optimization methods for decision making in disease prevention and epidemic control.

    PubMed

    Deng, Yan; Shen, Siqian; Vorobeychik, Yevgeniy

    2013-11-01

    This paper investigates problems of disease prevention and epidemic control (DPEC), in which we optimize two sets of decisions: (i) vaccinating individuals and (ii) closing locations, given respective budgets with the goal of minimizing the expected number of infected individuals after intervention. The spread of diseases is inherently stochastic due to the uncertainty about disease transmission and human interaction. We use a bipartite graph to represent individuals' propensities of visiting a set of location, and formulate two integer nonlinear programming models to optimize choices of individuals to vaccinate and locations to close. Our first model assumes that if a location is closed, its visitors stay in a safe location and will not visit other locations. Our second model incorporates compensatory behavior by assuming multiple behavioral groups, always visiting the most preferred locations that remain open. The paper develops algorithms based on a greedy strategy, dynamic programming, and integer programming, and compares the computational efficacy and solution quality. We test problem instances derived from daily behavior patterns of 100 randomly chosen individuals (corresponding to 195 locations) in Portland, Oregon, and provide policy insights regarding the use of the two DPEC models. Copyright © 2013 Elsevier Inc. All rights reserved.

  14. A hybrid inventory management system respondingto regular demand and surge demand

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Mohammad S. Roni; Mingzhou Jin; Sandra D. Eksioglu

    2014-06-01

    This paper proposes a hybrid policy for a stochastic inventory system facing regular demand and surge demand. The combination of two different demand patterns can be observed in many areas, such as healthcare inventory and humanitarian supply chain management. The surge demand has a lower arrival rate but higher demand volume per arrival. The solution approach proposed in this paper incorporates the level crossing method and mixed integer programming technique to optimize the hybrid inventory policy with both regular orders and emergency orders. The level crossing method is applied to obtain the equilibrium distributions of inventory levels under a givenmore » policy. The model is further transformed into a mixed integer program to identify an optimal hybrid policy. A sensitivity analysis is conducted to investigate the impact of parameters on the optimal inventory policy and minimum cost. Numerical results clearly show the benefit of using the proposed hybrid inventory model. The model and solution approach could help healthcare providers or humanitarian logistics providers in managing their emergency supplies in responding to surge demands.« less

  15. Municipal solid waste management planning for Xiamen City, China: a stochastic fractional inventory-theory-based approach.

    PubMed

    Chen, Xiujuan; Huang, Guohe; Zhao, Shan; Cheng, Guanhui; Wu, Yinghui; Zhu, Hua

    2017-11-01

    In this study, a stochastic fractional inventory-theory-based waste management planning (SFIWP) model was developed and applied for supporting long-term planning of the municipal solid waste (MSW) management in Xiamen City, the special economic zone of Fujian Province, China. In the SFIWP model, the techniques of inventory model, stochastic linear fractional programming, and mixed-integer linear programming were integrated in a framework. Issues of waste inventory in MSW management system were solved, and the system efficiency was maximized through considering maximum net-diverted wastes under various constraint-violation risks. Decision alternatives for waste allocation and capacity expansion were also provided for MSW management planning in Xiamen. The obtained results showed that about 4.24 × 10 6  t of waste would be diverted from landfills when p i is 0.01, which accounted for 93% of waste in Xiamen City, and the waste diversion per unit of cost would be 26.327 × 10 3  t per $10 6 . The capacities of MSW management facilities including incinerators, composting facility, and landfills would be expanded due to increasing waste generation rate.

  16. Solving Integer Programs from Dependence and Synchronization Problems

    DTIC Science & Technology

    1993-03-01

    DEFF.NSNE Solving Integer Programs from Dependence and Synchronization Problems Jaspal Subhlok March 1993 CMU-CS-93-130 School of Computer ScienceT IC...method Is an exact and efficient way of solving integer programming problems arising in dependence and synchronization analysis of parallel programs...7/;- p Keywords: Exact dependence tesing, integer programming. parallelilzng compilers, parallel program analysis, synchronization analysis Solving

  17. Software For Integer Programming

    NASA Technical Reports Server (NTRS)

    Fogle, F. R.

    1992-01-01

    Improved Exploratory Search Technique for Pure Integer Linear Programming Problems (IESIP) program optimizes objective function of variables subject to confining functions or constraints, using discrete optimization or integer programming. Enables rapid solution of problems up to 10 variables in size. Integer programming required for accuracy in modeling systems containing small number of components, distribution of goods, scheduling operations on machine tools, and scheduling production in general. Written in Borland's TURBO Pascal.

  18. A global stochastic programming approach for the optimal placement of gas detectors with nonuniform unavailabilities

    DOE PAGES

    Liu, Jianfeng; Laird, Carl Damon

    2017-09-22

    Optimal design of a gas detection systems is challenging because of the numerous sources of uncertainty, including weather and environmental conditions, leak location and characteristics, and process conditions. Rigorous CFD simulations of dispersion scenarios combined with stochastic programming techniques have been successfully applied to the problem of optimal gas detector placement; however, rigorous treatment of sensor failure and nonuniform unavailability has received less attention. To improve reliability of the design, this paper proposes a problem formulation that explicitly considers nonuniform unavailabilities and all backup detection levels. The resulting sensor placement problem is a large-scale mixed-integer nonlinear programming (MINLP) problem thatmore » requires a tailored solution approach for efficient solution. We have developed a multitree method which depends on iteratively solving a sequence of upper-bounding master problems and lower-bounding subproblems. The tailored global solution strategy is tested on a real data problem and the encouraging numerical results indicate that our solution framework is promising in solving sensor placement problems. This study was selected for the special issue in JLPPI from the 2016 International Symposium of the MKO Process Safety Center.« less

  19. A global stochastic programming approach for the optimal placement of gas detectors with nonuniform unavailabilities

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Liu, Jianfeng; Laird, Carl Damon

    Optimal design of a gas detection systems is challenging because of the numerous sources of uncertainty, including weather and environmental conditions, leak location and characteristics, and process conditions. Rigorous CFD simulations of dispersion scenarios combined with stochastic programming techniques have been successfully applied to the problem of optimal gas detector placement; however, rigorous treatment of sensor failure and nonuniform unavailability has received less attention. To improve reliability of the design, this paper proposes a problem formulation that explicitly considers nonuniform unavailabilities and all backup detection levels. The resulting sensor placement problem is a large-scale mixed-integer nonlinear programming (MINLP) problem thatmore » requires a tailored solution approach for efficient solution. We have developed a multitree method which depends on iteratively solving a sequence of upper-bounding master problems and lower-bounding subproblems. The tailored global solution strategy is tested on a real data problem and the encouraging numerical results indicate that our solution framework is promising in solving sensor placement problems. This study was selected for the special issue in JLPPI from the 2016 International Symposium of the MKO Process Safety Center.« less

  20. Introducing health gains in location-allocation models: A stochastic model for planning the delivery of long-term care

    NASA Astrophysics Data System (ADS)

    Cardoso, T.; Oliveira, M. D.; Barbosa-Póvoa, A.; Nickel, S.

    2015-05-01

    Although the maximization of health is a key objective in health care systems, location-allocation literature has not yet considered this dimension. This study proposes a multi-objective stochastic mathematical programming approach to support the planning of a multi-service network of long-term care (LTC), both in terms of services location and capacity planning. This approach is based on a mixed integer linear programming model with two objectives - the maximization of expected health gains and the minimization of expected costs - with satisficing levels in several dimensions of equity - namely, equity of access, equity of utilization, socioeconomic equity and geographical equity - being imposed as constraints. The augmented ε-constraint method is used to explore the trade-off between these conflicting objectives, with uncertainty in the demand and delivery of care being accounted for. The model is applied to analyze the (re)organization of the LTC network currently operating in the Great Lisbon region in Portugal for the 2014-2016 period. Results show that extending the network of LTC is a cost-effective investment.

  1. Ant Lion Optimization algorithm for kidney exchanges.

    PubMed

    Hamouda, Eslam; El-Metwally, Sara; Tarek, Mayada

    2018-01-01

    The kidney exchange programs bring new insights in the field of organ transplantation. They make the previously not allowed surgery of incompatible patient-donor pairs easier to be performed on a large scale. Mathematically, the kidney exchange is an optimization problem for the number of possible exchanges among the incompatible pairs in a given pool. Also, the optimization modeling should consider the expected quality-adjusted life of transplant candidates and the shortage of computational and operational hospital resources. In this article, we introduce a bio-inspired stochastic-based Ant Lion Optimization, ALO, algorithm to the kidney exchange space to maximize the number of feasible cycles and chains among the pool pairs. Ant Lion Optimizer-based program achieves comparable kidney exchange results to the deterministic-based approaches like integer programming. Also, ALO outperforms other stochastic-based methods such as Genetic Algorithm in terms of the efficient usage of computational resources and the quantity of resulting exchanges. Ant Lion Optimization algorithm can be adopted easily for on-line exchanges and the integration of weights for hard-to-match patients, which will improve the future decisions of kidney exchange programs. A reference implementation for ALO algorithm for kidney exchanges is written in MATLAB and is GPL licensed. It is available as free open-source software from: https://github.com/SaraEl-Metwally/ALO_algorithm_for_Kidney_Exchanges.

  2. IESIP - AN IMPROVED EXPLORATORY SEARCH TECHNIQUE FOR PURE INTEGER LINEAR PROGRAMMING PROBLEMS

    NASA Technical Reports Server (NTRS)

    Fogle, F. R.

    1994-01-01

    IESIP, an Improved Exploratory Search Technique for Pure Integer Linear Programming Problems, addresses the problem of optimizing an objective function of one or more variables subject to a set of confining functions or constraints by a method called discrete optimization or integer programming. Integer programming is based on a specific form of the general linear programming problem in which all variables in the objective function and all variables in the constraints are integers. While more difficult, integer programming is required for accuracy when modeling systems with small numbers of components such as the distribution of goods, machine scheduling, and production scheduling. IESIP establishes a new methodology for solving pure integer programming problems by utilizing a modified version of the univariate exploratory move developed by Robert Hooke and T.A. Jeeves. IESIP also takes some of its technique from the greedy procedure and the idea of unit neighborhoods. A rounding scheme uses the continuous solution found by traditional methods (simplex or other suitable technique) and creates a feasible integer starting point. The Hook and Jeeves exploratory search is modified to accommodate integers and constraints and is then employed to determine an optimal integer solution from the feasible starting solution. The user-friendly IESIP allows for rapid solution of problems up to 10 variables in size (limited by DOS allocation). Sample problems compare IESIP solutions with the traditional branch-and-bound approach. IESIP is written in Borland's TURBO Pascal for IBM PC series computers and compatibles running DOS. Source code and an executable are provided. The main memory requirement for execution is 25K. This program is available on a 5.25 inch 360K MS DOS format diskette. IESIP was developed in 1990. IBM is a trademark of International Business Machines. TURBO Pascal is registered by Borland International.

  3. Online Appointment Scheduling for a Nuclear Medicine Department in a Chinese Hospital

    PubMed Central

    Feng, Ya-bing

    2018-01-01

    Nuclear medicine, a subspecialty of radiology, plays an important role in proper diagnosis and timely treatment. Multiple resources, especially short-lived radiopharmaceuticals involved in the process of nuclear medical examination, constitute a unique problem in appointment scheduling. Aiming at achieving scientific and reasonable appointment scheduling in the West China Hospital (WCH), a typical class A tertiary hospital in China, we developed an online appointment scheduling algorithm based on an offline nonlinear integer programming model which considers multiresources allocation, the time window constraints imposed by short-lived radiopharmaceuticals, and the stochastic nature of the patient requests when scheduling patients. A series of experiments are conducted to show the effectiveness of the proposed strategy based on data provided by the WCH. The results show that the examination amount increases by 29.76% compared with the current one with a significant increase in the resource utilization and timely rate. Besides, it also has a high stability for stochastic factors and bears the advantage of convenient and economic operation. PMID:29849748

  4. Seismic Retrofit for Electric Power Systems

    DOE PAGES

    Romero, Natalia; Nozick, Linda K.; Dobson, Ian; ...

    2015-05-01

    Our paper develops a two-stage stochastic program and solution procedure to optimize the selection of seismic retrofit strategies to increase the resilience of electric power systems against earthquake hazards. The model explicitly considers the range of earthquake events that are possible and, for each, an approximation of the distribution of damage experienced. Furthermore, this is important because electric power systems are spatially distributed and so their performance is driven by the distribution of component damage. We also test this solution procedure against the nonlinear integer solver in LINGO 13 and apply the formulation and solution strategy to the Eastern Interconnection,more » where seismic hazard stems from the New Madrid seismic zone.« less

  5. Item Pool Construction Using Mixed Integer Quadratic Programming (MIQP). GMAC® Research Report RR-14-01

    ERIC Educational Resources Information Center

    Han, Kyung T.; Rudner, Lawrence M.

    2014-01-01

    This study uses mixed integer quadratic programming (MIQP) to construct multiple highly equivalent item pools simultaneously, and compares the results from mixed integer programming (MIP). Three different MIP/MIQP models were implemented and evaluated using real CAT item pool data with 23 different content areas and a goal of equal information…

  6. Time-Series INSAR: An Integer Least-Squares Approach For Distributed Scatterers

    NASA Astrophysics Data System (ADS)

    Samiei-Esfahany, Sami; Hanssen, Ramon F.

    2012-01-01

    The objective of this research is to extend the geode- tic mathematical model which was developed for persistent scatterers to a model which can exploit distributed scatterers (DS). The main focus is on the integer least- squares framework, and the main challenge is to include the decorrelation effect in the mathematical model. In order to adapt the integer least-squares mathematical model for DS we altered the model from a single master to a multi-master configuration and introduced the decorrelation effect stochastically. This effect is described in our model by a full covariance matrix. We propose to de- rive this covariance matrix by numerical integration of the (joint) probability distribution function (PDF) of interferometric phases. This PDF is a function of coherence values and can be directly computed from radar data. We show that the use of this model can improve the performance of temporal phase unwrapping of distributed scatterers.

  7. Non-Porod scattering and non-integer scaling of resistance in rough films

    NASA Astrophysics Data System (ADS)

    Bupathy, Arunkumar; Verma, Rupesh; Banerjee, Varsha; Puri, Sanjay

    2017-04-01

    In many physical systems, films are rough due to the stochastic behavior of depositing particles. They are characterized by non-Porod power law decays in the structure factor S (k) . Theoretical studies predict anomalous diffusion in such morphologies, with important implications for diffusivity, conductivity, etc. We use the non-Porod decay to accurately determine the fractal properties of two prototypical nanoparticle films: (i) Palladium (Pd) and (ii) Cu2O. Using scaling arguments, we find that the resistance of rough films of lateral size L obeys a non-integer power law R ∼L-ζ , in contrast to integer power laws for compact structures. The exponent ζ is anisotropic. We confirm our predictions by re-analyzing experimental data from Cu2O nano-particle films. Our results are valuable for understanding recent experiments that report anisotropic electrical properties in (rough) thin films.

  8. Cutting planes for the multistage stochastic unit commitment problem

    DOE PAGES

    Jiang, Ruiwei; Guan, Yongpei; Watson, Jean -Paul

    2016-04-20

    As renewable energy penetration rates continue to increase in power systems worldwide, new challenges arise for system operators in both regulated and deregulated electricity markets to solve the security-constrained coal-fired unit commitment problem with intermittent generation (due to renewables) and uncertain load, in order to ensure system reliability and maintain cost effectiveness. In this paper, we study a security-constrained coal-fired stochastic unit commitment model, which we use to enhance the reliability unit commitment process for day-ahead power system operations. In our approach, we first develop a deterministic equivalent formulation for the problem, which leads to a large-scale mixed-integer linear program.more » Then, we verify that the turn on/off inequalities provide a convex hull representation of the minimum-up/down time polytope under the stochastic setting. Next, we develop several families of strong valid inequalities mainly through lifting schemes. In particular, by exploring sequence independent lifting and subadditive approximation lifting properties for the lifting schemes, we obtain strong valid inequalities for the ramping and general load balance polytopes. Lastly, branch-and-cut algorithms are developed to employ these valid inequalities as cutting planes to solve the problem. Our computational results verify the effectiveness of the proposed approach.« less

  9. Bidding strategy for microgrid in day-ahead market based on hybrid stochastic/robust optimization

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Liu, Guodong; Xu, Yan; Tomsovic, Kevin

    In this paper, we propose an optimal bidding strategy in the day-ahead market of a microgrid consisting of intermittent distributed generation (DG), storage, dispatchable DG and price responsive loads. The microgrid coordinates the energy consumption or production of its components and trades electricity in both the day-ahead and real-time markets to minimize its operating cost as a single entity. The bidding problem is challenging due to a variety of uncertainties, including power output of intermittent DG, load variation, day-ahead and real-time market prices. A hybrid stochastic/robust optimization model is proposed to minimize the expected net cost, i.e., expected total costmore » of operation minus total benefit of demand. This formulation can be solved by mixed integer linear programming. The uncertain output of intermittent DG and day-ahead market price are modeled via scenarios based on forecast results, while a robust optimization is proposed to limit the unbalanced power in real-time market taking account of the uncertainty of real-time market price. Numerical simulations on a microgrid consisting of a wind turbine, a PV panel, a fuel cell, a micro-turbine, a diesel generator, a battery and a responsive load show the advantage of stochastic optimization in addition to robust optimization.« less

  10. Bidding strategy for microgrid in day-ahead market based on hybrid stochastic/robust optimization

    DOE PAGES

    Liu, Guodong; Xu, Yan; Tomsovic, Kevin

    2016-01-01

    In this paper, we propose an optimal bidding strategy in the day-ahead market of a microgrid consisting of intermittent distributed generation (DG), storage, dispatchable DG and price responsive loads. The microgrid coordinates the energy consumption or production of its components and trades electricity in both the day-ahead and real-time markets to minimize its operating cost as a single entity. The bidding problem is challenging due to a variety of uncertainties, including power output of intermittent DG, load variation, day-ahead and real-time market prices. A hybrid stochastic/robust optimization model is proposed to minimize the expected net cost, i.e., expected total costmore » of operation minus total benefit of demand. This formulation can be solved by mixed integer linear programming. The uncertain output of intermittent DG and day-ahead market price are modeled via scenarios based on forecast results, while a robust optimization is proposed to limit the unbalanced power in real-time market taking account of the uncertainty of real-time market price. Numerical simulations on a microgrid consisting of a wind turbine, a PV panel, a fuel cell, a micro-turbine, a diesel generator, a battery and a responsive load show the advantage of stochastic optimization in addition to robust optimization.« less

  11. Cutting planes for the multistage stochastic unit commitment problem

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Jiang, Ruiwei; Guan, Yongpei; Watson, Jean -Paul

    As renewable energy penetration rates continue to increase in power systems worldwide, new challenges arise for system operators in both regulated and deregulated electricity markets to solve the security-constrained coal-fired unit commitment problem with intermittent generation (due to renewables) and uncertain load, in order to ensure system reliability and maintain cost effectiveness. In this paper, we study a security-constrained coal-fired stochastic unit commitment model, which we use to enhance the reliability unit commitment process for day-ahead power system operations. In our approach, we first develop a deterministic equivalent formulation for the problem, which leads to a large-scale mixed-integer linear program.more » Then, we verify that the turn on/off inequalities provide a convex hull representation of the minimum-up/down time polytope under the stochastic setting. Next, we develop several families of strong valid inequalities mainly through lifting schemes. In particular, by exploring sequence independent lifting and subadditive approximation lifting properties for the lifting schemes, we obtain strong valid inequalities for the ramping and general load balance polytopes. Lastly, branch-and-cut algorithms are developed to employ these valid inequalities as cutting planes to solve the problem. Our computational results verify the effectiveness of the proposed approach.« less

  12. Optimising multi-product multi-chance-constraint inventory control system with stochastic period lengths and total discount under fuzzy purchasing price and holding costs

    NASA Astrophysics Data System (ADS)

    Allah Taleizadeh, Ata; Niaki, Seyed Taghi Akhavan; Aryanezhad, Mir-Bahador

    2010-10-01

    While the usual assumptions in multi-periodic inventory control problems are that the orders are placed at the beginning of each period (periodic review) or depending on the inventory level they can happen at any time (continuous review), in this article, we relax these assumptions and assume that the periods between two replenishments of the products are independent and identically distributed random variables. Furthermore, assuming that the purchasing price are triangular fuzzy variables, the quantities of the orders are of integer-type and that there are space and service level constraints, total discount are considered to purchase products and a combination of back-order and lost-sales are taken into account for the shortages. We show that the model of this problem is a fuzzy mixed-integer nonlinear programming type and in order to solve it, a hybrid meta-heuristic intelligent algorithm is proposed. At the end, a numerical example is given to demonstrate the applicability of the proposed methodology and to compare its performance with one of the existing algorithms in real world inventory control problems.

  13. Reduced-Size Integer Linear Programming Models for String Selection Problems: Application to the Farthest String Problem.

    PubMed

    Zörnig, Peter

    2015-08-01

    We present integer programming models for some variants of the farthest string problem. The number of variables and constraints is substantially less than that of the integer linear programming models known in the literature. Moreover, the solution of the linear programming-relaxation contains only a small proportion of noninteger values, which considerably simplifies the rounding process. Numerical tests have shown excellent results, especially when a small set of long sequences is given.

  14. Optimal Decisions for Organ Exchanges in a Kidney Paired Donation Program.

    PubMed

    Li, Yijiang; Song, Peter X-K; Zhou, Yan; Leichtman, Alan B; Rees, Michael A; Kalbfleisch, John D

    2014-05-01

    The traditional concept of barter exchange in economics has been extended in the modern era to the area of living-donor kidney transplantation, where one incompatible donor-candidate pair is matched to another pair with a complementary incompatibility, such that the donor from one pair gives an organ to a compatible candidate in the other pair and vice versa. Kidney paired donation (KPD) programs provide a unique and important platform for living incompatible donor-candidate pairs to exchange organs in order to achieve mutual benefit. In this paper, we propose novel organ allocation strategies to arrange kidney exchanges under uncertainties with advantages, including (i) allowance for a general utility-based evaluation of potential kidney transplants and an explicit consideration of stochastic features inherent in a KPD program; and (ii) exploitation of possible alternative exchanges when the originally planned allocation cannot be fully executed. This allocation strategy is implemented using an integer programming (IP) formulation, and its implication is assessed via a data-based simulation system by tracking an evolving KPD program over a series of match runs. Extensive simulation studies are provided to illustrate our proposed approach.

  15. Optimal Diet Planning for Eczema Patient Using Integer Programming

    NASA Astrophysics Data System (ADS)

    Zhen Sheng, Low; Sufahani, Suliadi

    2018-04-01

    Human diet planning is conducted by choosing appropriate food items that fulfill the nutritional requirements into the diet formulation. This paper discusses the application of integer programming to build the mathematical model of diet planning for eczema patients. The model developed is used to solve the diet problem of eczema patients from young age group. The integer programming is a scientific approach to select suitable food items, which seeks to minimize the costs, under conditions of meeting desired nutrient quantities, avoiding food allergens and getting certain foods into the diet that brings relief to the eczema conditions. This paper illustrates that the integer programming approach able to produce the optimal and feasible solution to deal with the diet problem of eczema patient.

  16. Optimizing decentralized production-distribution planning problem in a multi-period supply chain network under uncertainty

    NASA Astrophysics Data System (ADS)

    Nourifar, Raheleh; Mahdavi, Iraj; Mahdavi-Amiri, Nezam; Paydar, Mohammad Mahdi

    2017-09-01

    Decentralized supply chain management is found to be significantly relevant in today's competitive markets. Production and distribution planning is posed as an important optimization problem in supply chain networks. Here, we propose a multi-period decentralized supply chain network model with uncertainty. The imprecision related to uncertain parameters like demand and price of the final product is appropriated with stochastic and fuzzy numbers. We provide mathematical formulation of the problem as a bi-level mixed integer linear programming model. Due to problem's convolution, a structure to solve is developed that incorporates a novel heuristic algorithm based on Kth-best algorithm, fuzzy approach and chance constraint approach. Ultimately, a numerical example is constructed and worked through to demonstrate applicability of the optimization model. A sensitivity analysis is also made.

  17. Multistage Stochastic Programming and its Applications in Energy Systems Modeling and Optimization

    NASA Astrophysics Data System (ADS)

    Golari, Mehdi

    Electric energy constitutes one of the most crucial elements to almost every aspect of life of people. The modern electric power systems face several challenges such as efficiency, economics, sustainability, and reliability. Increase in electrical energy demand, distributed generations, integration of uncertain renewable energy resources, and demand side management are among the main underlying reasons of such growing complexity. Additionally, the elements of power systems are often vulnerable to failures because of many reasons, such as system limits, weak conditions, unexpected events, hidden failures, human errors, terrorist attacks, and natural disasters. One common factor complicating the operation of electrical power systems is the underlying uncertainties from the demands, supplies and failures of system components. Stochastic programming provides a mathematical framework for decision making under uncertainty. It enables a decision maker to incorporate some knowledge of the intrinsic uncertainty into the decision making process. In this dissertation, we focus on application of two-stage and multistage stochastic programming approaches to electric energy systems modeling and optimization. Particularly, we develop models and algorithms addressing the sustainability and reliability issues in power systems. First, we consider how to improve the reliability of power systems under severe failures or contingencies prone to cascading blackouts by so called islanding operations. We present a two-stage stochastic mixed-integer model to find optimal islanding operations as a powerful preventive action against cascading failures in case of extreme contingencies. Further, we study the properties of this problem and propose efficient solution methods to solve this problem for large-scale power systems. We present the numerical results showing the effectiveness of the model and investigate the performance of the solution methods. Next, we address the sustainability issue considering the integration of renewable energy resources into production planning of energy-intensive manufacturing industries. Recently, a growing number of manufacturing companies are considering renewable energies to meet their energy requirements to move towards green manufacturing as well as decreasing their energy costs. However, the intermittent nature of renewable energies imposes several difficulties in long term planning of how to efficiently exploit renewables. In this study, we propose a scheme for manufacturing companies to use onsite and grid renewable energies provided by their own investments and energy utilities as well as conventional grid energy to satisfy their energy requirements. We propose a multistage stochastic programming model and study an efficient solution method to solve this problem. We examine the proposed framework on a test case simulated based on a real-world semiconductor company. Moreover, we evaluate long-term profitability of such scheme via so called value of multistage stochastic programming.

  18. Stochastic multiresonance in coupled excitable FHN neurons

    NASA Astrophysics Data System (ADS)

    Li, Huiyan; Sun, Xiaojuan; Xiao, Jinghua

    2018-04-01

    In this paper, effects of noise on Watts-Strogatz small-world neuronal networks, which are stimulated by a subthreshold signal, have been investigated. With the numerical simulations, it is surprisingly found that there exist several optimal noise intensities at which the subthreshold signal can be detected efficiently. This indicates the occurrence of stochastic multiresonance in the studied neuronal networks. Moreover, it is revealed that the occurrence of stochastic multiresonance has close relationship with the period of subthreshold signal Te and the noise-induced mean period of the neuronal networks T0. In detail, we find that noise could induce the neuronal networks to generate stochastic resonance for M times if Te is not very large and falls into the interval ( M × T 0 , ( M + 1 ) × T 0 ) with M being a positive integer. In real neuronal system, subthreshold signal detection is very meaningful. Thus, the obtained results in this paper could give some important implications on detecting subthreshold signal and propagating neuronal information in neuronal systems.

  19. A mathematical model for maximizing the value of phase 3 drug development portfolios incorporating budget constraints and risk.

    PubMed

    Patel, Nitin R; Ankolekar, Suresh; Antonijevic, Zoran; Rajicic, Natasa

    2013-05-10

    We describe a value-driven approach to optimizing pharmaceutical portfolios. Our approach incorporates inputs from research and development and commercial functions by simultaneously addressing internal and external factors. This approach differentiates itself from current practices in that it recognizes the impact of study design parameters, sample size in particular, on the portfolio value. We develop an integer programming (IP) model as the basis for Bayesian decision analysis to optimize phase 3 development portfolios using expected net present value as the criterion. We show how this framework can be used to determine optimal sample sizes and trial schedules to maximize the value of a portfolio under budget constraints. We then illustrate the remarkable flexibility of the IP model to answer a variety of 'what-if' questions that reflect situations that arise in practice. We extend the IP model to a stochastic IP model to incorporate uncertainty in the availability of drugs from earlier development phases for phase 3 development in the future. We show how to use stochastic IP to re-optimize the portfolio development strategy over time as new information accumulates and budget changes occur. Copyright © 2013 John Wiley & Sons, Ltd.

  20. Joint Optimization of Distribution Network Design and Two-Echelon Inventory Control with Stochastic Demand and CO2 Emission Tax Charges.

    PubMed

    Li, Shuangyan; Li, Xialian; Zhang, Dezhi; Zhou, Lingyun

    2017-01-01

    This study develops an optimization model to integrate facility location and inventory control for a three-level distribution network consisting of a supplier, multiple distribution centers (DCs), and multiple retailers. The integrated model addressed in this study simultaneously determines three types of decisions: (1) facility location (optimal number, location, and size of DCs); (2) allocation (assignment of suppliers to located DCs and retailers to located DCs, and corresponding optimal transport mode choices); and (3) inventory control decisions on order quantities, reorder points, and amount of safety stock at each retailer and opened DC. A mixed-integer programming model is presented, which considers the carbon emission taxes, multiple transport modes, stochastic demand, and replenishment lead time. The goal is to minimize the total cost, which covers the fixed costs of logistics facilities, inventory, transportation, and CO2 emission tax charges. The aforementioned optimal model was solved using commercial software LINGO 11. A numerical example is provided to illustrate the applications of the proposed model. The findings show that carbon emission taxes can significantly affect the supply chain structure, inventory level, and carbon emission reduction levels. The delay rate directly affects the replenishment decision of a retailer.

  1. Performance Analysis of Stop-Skipping Scheduling Plans in Rail Transit under Time-Dependent Demand

    PubMed Central

    Cao, Zhichao; Yuan, Zhenzhou; Zhang, Silin

    2016-01-01

    Stop-skipping is a key method for alleviating congestion in rail transit, where schedules are sometimes difficult to implement. Several mechanisms have been proposed and analyzed in the literature, but very few performance comparisons are available. This study formulated train choice behavior estimation into the model considering passengers’ perception. If a passenger’s train path can be identified, this information would be useful for improving the stop-skipping schedule service. Multi-performance is a key characteristic of our proposed five stop-skipping schedules, but quantified analysis can be used to illustrate the different effects of well-known deterministic and stochastic forms. Problems in the novel category of forms were justified in the context of a single line rather than transit network. We analyzed four deterministic forms based on the well-known A/B stop-skipping operating strategy. A stochastic form was innovatively modeled as a binary integer programming problem. We present a performance analysis of our proposed model to demonstrate that stop-skipping can feasibly be used to improve the service of passengers and enhance the elasticity of train operations under demand variations along with an explicit parametric discussion. PMID:27420087

  2. Performance Analysis of Stop-Skipping Scheduling Plans in Rail Transit under Time-Dependent Demand.

    PubMed

    Cao, Zhichao; Yuan, Zhenzhou; Zhang, Silin

    2016-07-13

    Stop-skipping is a key method for alleviating congestion in rail transit, where schedules are sometimes difficult to implement. Several mechanisms have been proposed and analyzed in the literature, but very few performance comparisons are available. This study formulated train choice behavior estimation into the model considering passengers' perception. If a passenger's train path can be identified, this information would be useful for improving the stop-skipping schedule service. Multi-performance is a key characteristic of our proposed five stop-skipping schedules, but quantified analysis can be used to illustrate the different effects of well-known deterministic and stochastic forms. Problems in the novel category of forms were justified in the context of a single line rather than transit network. We analyzed four deterministic forms based on the well-known A/B stop-skipping operating strategy. A stochastic form was innovatively modeled as a binary integer programming problem. We present a performance analysis of our proposed model to demonstrate that stop-skipping can feasibly be used to improve the service of passengers and enhance the elasticity of train operations under demand variations along with an explicit parametric discussion.

  3. Menu-Driven Solver Of Linear-Programming Problems

    NASA Technical Reports Server (NTRS)

    Viterna, L. A.; Ferencz, D.

    1992-01-01

    Program assists inexperienced user in formulating linear-programming problems. A Linear Program Solver (ALPS) computer program is full-featured LP analysis program. Solves plain linear-programming problems as well as more-complicated mixed-integer and pure-integer programs. Also contains efficient technique for solution of purely binary linear-programming problems. Written entirely in IBM's APL2/PC software, Version 1.01. Packed program contains licensed material, property of IBM (copyright 1988, all rights reserved).

  4. The use of integer programming to select bulls across breeding companies with volume price discounts.

    PubMed

    McConnel, M B; Galligan, D T

    2004-10-01

    Optimization programs are currently used to aid in the selection of bulls to be used in herd breeding programs. While these programs offer a systematic approach to the problem of semen selection, they ignore the impact of volume discounts. Volume discounts are discounts that vary depending on the number of straws purchased. The dynamic nature of volume discounts means that, in order to be adequately accounted for, they must be considered in the optimization routine. Failing to do this creates a missed economic opportunity because the potential benefits of optimally selecting and combining breeding company discount opportunities are not captured. To address these issues, an integer program was created which used binary decision variables to incorporate the effects of quantity discounts into the optimization program. A consistent set of trait criteria was used to select a group of bulls from 3 sample breeding companies. Three different selection programs were used to select the bulls, 2 traditional methods and the integer method. After the discounts were applied using each method, the integer program resulted in the lowest cost portfolio of bulls. A sensitivity analysis showed that the integer program also resulted in a low cost portfolio when the genetic trait goals were changed to be more or less stringent. In the sample application, a net benefit of the new approach over the traditional approaches was a 12.3 to 20.0% savings in semen cost.

  5. Pricing and location decisions in multi-objective facility location problem with M/M/m/k queuing systems

    NASA Astrophysics Data System (ADS)

    Tavakkoli-Moghaddam, Reza; Vazifeh-Noshafagh, Samira; Taleizadeh, Ata Allah; Hajipour, Vahid; Mahmoudi, Amin

    2017-01-01

    This article presents a new multi-objective model for a facility location problem with congestion and pricing policies. This model considers situations in which immobile service facilities are congested by a stochastic demand following M/M/m/k queues. The presented model belongs to the class of mixed-integer nonlinear programming models and NP-hard problems. To solve such a hard model, a new multi-objective optimization algorithm based on a vibration theory, namely multi-objective vibration damping optimization (MOVDO), is developed. In order to tune the algorithms parameters, the Taguchi approach using a response metric is implemented. The computational results are compared with those of the non-dominated ranking genetic algorithm and non-dominated sorting genetic algorithm. The outputs demonstrate the robustness of the proposed MOVDO in large-sized problems.

  6. Multi-Objective Programming for Lot-Sizing with Quantity Discount

    NASA Astrophysics Data System (ADS)

    Kang, He-Yau; Lee, Amy H. I.; Lai, Chun-Mei; Kang, Mei-Sung

    2011-11-01

    Multi-objective programming (MOP) is one of the popular methods for decision making in a complex environment. In a MOP, decision makers try to optimize two or more objectives simultaneously under various constraints. A complete optimal solution seldom exists, and a Pareto-optimal solution is usually used. Some methods, such as the weighting method which assigns priorities to the objectives and sets aspiration levels for the objectives, are used to derive a compromise solution. The ɛ-constraint method is a modified weight method. One of the objective functions is optimized while the other objective functions are treated as constraints and are incorporated in the constraint part of the model. This research considers a stochastic lot-sizing problem with multi-suppliers and quantity discounts. The model is transformed into a mixed integer programming (MIP) model next based on the ɛ-constraint method. An illustrative example is used to illustrate the practicality of the proposed model. The results demonstrate that the model is an effective and accurate tool for determining the replenishment of a manufacturer from multiple suppliers for multi-periods.

  7. ALPS: A Linear Program Solver

    NASA Technical Reports Server (NTRS)

    Ferencz, Donald C.; Viterna, Larry A.

    1991-01-01

    ALPS is a computer program which can be used to solve general linear program (optimization) problems. ALPS was designed for those who have minimal linear programming (LP) knowledge and features a menu-driven scheme to guide the user through the process of creating and solving LP formulations. Once created, the problems can be edited and stored in standard DOS ASCII files to provide portability to various word processors or even other linear programming packages. Unlike many math-oriented LP solvers, ALPS contains an LP parser that reads through the LP formulation and reports several types of errors to the user. ALPS provides a large amount of solution data which is often useful in problem solving. In addition to pure linear programs, ALPS can solve for integer, mixed integer, and binary type problems. Pure linear programs are solved with the revised simplex method. Integer or mixed integer programs are solved initially with the revised simplex, and the completed using the branch-and-bound technique. Binary programs are solved with the method of implicit enumeration. This manual describes how to use ALPS to create, edit, and solve linear programming problems. Instructions for installing ALPS on a PC compatible computer are included in the appendices along with a general introduction to linear programming. A programmers guide is also included for assistance in modifying and maintaining the program.

  8. A mixed integer program to model spatial wildfire behavior and suppression placement decisions

    Treesearch

    Erin J. Belval; Yu Wei; Michael Bevers

    2015-01-01

    Wildfire suppression combines multiple objectives and dynamic fire behavior to form a complex problem for decision makers. This paper presents a mixed integer program designed to explore integrating spatial fire behavior and suppression placement decisions into a mathematical programming framework. Fire behavior and suppression placement decisions are modeled using...

  9. An Integer Programming Model for Multi-Echelon Supply Chain Decision Problem Considering Inventories

    NASA Astrophysics Data System (ADS)

    Harahap, Amin; Mawengkang, Herman; Siswadi; Effendi, Syahril

    2018-01-01

    In this paper we address a problem that is of significance to the industry, namely the optimal decision of a multi-echelon supply chain and the associated inventory systems. By using the guaranteed service approach to model the multi-echelon inventory system, we develop a mixed integer; programming model to simultaneously optimize the transportation, inventory and network structure of a multi-echelon supply chain. To solve the model we develop a direct search approach using a strategy of releasing nonbasic variables from their bounds, combined with the “active constraint” method. This strategy is used to force the appropriate non-integer basic variables to move to their neighbourhood integer points.

  10. Optimal GENCO bidding strategy

    NASA Astrophysics Data System (ADS)

    Gao, Feng

    Electricity industries worldwide are undergoing a period of profound upheaval. The conventional vertically integrated mechanism is being replaced by a competitive market environment. Generation companies have incentives to apply novel technologies to lower production costs, for example: Combined Cycle units. Economic dispatch with Combined Cycle units becomes a non-convex optimization problem, which is difficult if not impossible to solve by conventional methods. Several techniques are proposed here: Mixed Integer Linear Programming, a hybrid method, as well as Evolutionary Algorithms. Evolutionary Algorithms share a common mechanism, stochastic searching per generation. The stochastic property makes evolutionary algorithms robust and adaptive enough to solve a non-convex optimization problem. This research implements GA, EP, and PS algorithms for economic dispatch with Combined Cycle units, and makes a comparison with classical Mixed Integer Linear Programming. The electricity market equilibrium model not only helps Independent System Operator/Regulator analyze market performance and market power, but also provides Market Participants the ability to build optimal bidding strategies based on Microeconomics analysis. Supply Function Equilibrium (SFE) is attractive compared to traditional models. This research identifies a proper SFE model, which can be applied to a multiple period situation. The equilibrium condition using discrete time optimal control is then developed for fuel resource constraints. Finally, the research discusses the issues of multiple equilibria and mixed strategies, which are caused by the transmission network. Additionally, an advantage of the proposed model for merchant transmission planning is discussed. A market simulator is a valuable training and evaluation tool to assist sellers, buyers, and regulators to understand market performance and make better decisions. A traditional optimization model may not be enough to consider the distributed, large-scale, and complex energy market. This research compares the performance and searching paths of different artificial life techniques such as Genetic Algorithm (GA), Evolutionary Programming (EP), and Particle Swarm (PS), and look for a proper method to emulate Generation Companies' (GENCOs) bidding strategies. After deregulation, GENCOs face risk and uncertainty associated with the fast-changing market environment. A profit-based bidding decision support system is critical for GENCOs to keep a competitive position in the new environment. Most past research do not pay special attention to the piecewise staircase characteristic of generator offer curves. This research proposes an optimal bidding strategy based on Parametric Linear Programming. The proposed algorithm is able to handle actual piecewise staircase energy offer curves. The proposed method is then extended to incorporate incomplete information based on Decision Analysis. Finally, the author develops an optimal bidding tool (GenBidding) and applies it to the RTS96 test system.

  11. An Improved Search Approach for Solving Non-Convex Mixed-Integer Non Linear Programming Problems

    NASA Astrophysics Data System (ADS)

    Sitopu, Joni Wilson; Mawengkang, Herman; Syafitri Lubis, Riri

    2018-01-01

    The nonlinear mathematical programming problem addressed in this paper has a structure characterized by a subset of variables restricted to assume discrete values, which are linear and separable from the continuous variables. The strategy of releasing nonbasic variables from their bounds, combined with the “active constraint” method, has been developed. This strategy is used to force the appropriate non-integer basic variables to move to their neighbourhood integer points. Successful implementation of these algorithms was achieved on various test problems.

  12. A Structural Weight Estimation Program (SWEEP) for Aircraft. Volume 11 - Flexible Airloads Stand-Alone Program

    DTIC Science & Technology

    1974-06-01

    stiffness, lb-in. I Integer used to designate wing strip number 2 I Airplanw pitching moment of inertia, slug ft 2 I Airplane yawing moment of inertia...slug ft J Integer used to designated wing-loading distribution, i.e., J-l, loading due to angle of attack J=2> loading due to flap deflection J-3...moment at intersection of load reference line and body interface station (for vertical tail), in.-lb Integer used to designate type of wing airload

  13. Discrete stochastic simulation methods for chemically reacting systems.

    PubMed

    Cao, Yang; Samuels, David C

    2009-01-01

    Discrete stochastic chemical kinetics describe the time evolution of a chemically reacting system by taking into account the fact that, in reality, chemical species are present with integer populations and exhibit some degree of randomness in their dynamical behavior. In recent years, with the development of new techniques to study biochemistry dynamics in a single cell, there are increasing studies using this approach to chemical kinetics in cellular systems, where the small copy number of some reactant species in the cell may lead to deviations from the predictions of the deterministic differential equations of classical chemical kinetics. This chapter reviews the fundamental theory related to stochastic chemical kinetics and several simulation methods based on that theory. We focus on nonstiff biochemical systems and the two most important discrete stochastic simulation methods: Gillespie's stochastic simulation algorithm (SSA) and the tau-leaping method. Different implementation strategies of these two methods are discussed. Then we recommend a relatively simple and efficient strategy that combines the strengths of the two methods: the hybrid SSA/tau-leaping method. The implementation details of the hybrid strategy are given here and a related software package is introduced. Finally, the hybrid method is applied to simple biochemical systems as a demonstration of its application.

  14. Optimization of Energy Efficiency and Conservation in Green Building Design Using Duelist, Killer-Whale and Rain-Water Algorithms

    NASA Astrophysics Data System (ADS)

    Biyanto, T. R.; Matradji; Syamsi, M. N.; Fibrianto, H. Y.; Afdanny, N.; Rahman, A. H.; Gunawan, K. S.; Pratama, J. A. D.; Malwindasari, A.; Abdillah, A. I.; Bethiana, T. N.; Putra, Y. A.

    2017-11-01

    The development of green building has been growing in both design and quality. The development of green building was limited by the issue of expensive investment. Actually, green building can reduce the energy usage inside the building especially in utilization of cooling system. External load plays major role in reducing the usage of cooling system. External load is affected by type of wall sheathing, glass and roof. The proper selection of wall, type of glass and roof material are very important to reduce external load. Hence, the optimization of energy efficiency and conservation in green building design is required. Since this optimization consist of integer and non-linear equations, this problem falls into Mixed-Integer-Non-Linear-Programming (MINLP) that required global optimization technique such as stochastic optimization algorithms. In this paper the optimized variables i.e. type of glass and roof were chosen using Duelist, Killer-Whale and Rain-Water Algorithms to obtain the optimum energy and considering the minimal investment. The optimization results exhibited the single glass Planibel-G with the 3.2 mm thickness and glass wool insulation provided maximum ROI of 36.8486%, EUI reduction of 54 kWh/m2·year, CO2 emission reduction of 486.8971 tons/year and reduce investment of 4,078,905,465 IDR.

  15. Multiple object tracking using the shortest path faster association algorithm.

    PubMed

    Xi, Zhenghao; Liu, Heping; Liu, Huaping; Yang, Bin

    2014-01-01

    To solve the persistently multiple object tracking in cluttered environments, this paper presents a novel tracking association approach based on the shortest path faster algorithm. First, the multiple object tracking is formulated as an integer programming problem of the flow network. Then we relax the integer programming to a standard linear programming problem. Therefore, the global optimum can be quickly obtained using the shortest path faster algorithm. The proposed method avoids the difficulties of integer programming, and it has a lower worst-case complexity than competing methods but better robustness and tracking accuracy in complex environments. Simulation results show that the proposed algorithm takes less time than other state-of-the-art methods and can operate in real time.

  16. Multiple Object Tracking Using the Shortest Path Faster Association Algorithm

    PubMed Central

    Liu, Heping; Liu, Huaping; Yang, Bin

    2014-01-01

    To solve the persistently multiple object tracking in cluttered environments, this paper presents a novel tracking association approach based on the shortest path faster algorithm. First, the multiple object tracking is formulated as an integer programming problem of the flow network. Then we relax the integer programming to a standard linear programming problem. Therefore, the global optimum can be quickly obtained using the shortest path faster algorithm. The proposed method avoids the difficulties of integer programming, and it has a lower worst-case complexity than competing methods but better robustness and tracking accuracy in complex environments. Simulation results show that the proposed algorithm takes less time than other state-of-the-art methods and can operate in real time. PMID:25215322

  17. Stochastic entrainment of a stochastic oscillator.

    PubMed

    Wang, Guanyu; Peskin, Charles S

    2015-01-01

    In this work, we consider a stochastic oscillator described by a discrete-state continuous-time Markov chain, in which the states are arranged in a circle, and there is a constant probability per unit time of jumping from one state to the next in a specified direction around the circle. At each of a sequence of equally spaced times, the oscillator has a specified probability of being reset to a particular state. The focus of this work is the entrainment of the oscillator by this periodic but stochastic stimulus. We consider a distinguished limit, in which (i) the number of states of the oscillator approaches infinity, as does the probability per unit time of jumping from one state to the next, so that the natural mean period of the oscillator remains constant, (ii) the resetting probability approaches zero, and (iii) the period of the resetting signal approaches a multiple, by a ratio of small integers, of the natural mean period of the oscillator. In this distinguished limit, we use analytic and numerical methods to study the extent to which entrainment occurs.

  18. Random walk on p-adics and hierarchical systems

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Lukierska-Walasek, K.; Topolski, K.; Institute of Mathematics, Wroclaw University, pl. Grunwaldzki 2/4, 50-384 Wroclaw

    2006-02-01

    We show that p-adic analysis provides a quite natural basis for the description of relaxation in hierarchical systems. For our purposes, we specify the Markov stochastic process considered by Albeverio and Karwowski. As a result we have obtained a random walk on the p-adic integer numbers, which provides the generalization of Cayley tree proposed by Ogielski and Stein. The temperature-dependent power-law decay and the Kohlrausch law are derived.

  19. Dynamic UNITY

    DTIC Science & Technology

    2002-01-01

    UNITY program that implements exactly the same algorithm as Specification 1.1. The correctness of this program is proven in amanner sim- 4 program...chapter, we introduce the Dynamic UNITY formalism, which allows us to reason about algorithms and protocols in which the sets of participating processes...implements Euclid’s algorithm for calculating the greatest common divisor (GCD) of two integers; it repeat- edly reads an integer message from each of its

  20. Comparison of Integer Programming (IP) Solvers for Automated Test Assembly (ATA). Research Report. ETS RR-15-05

    ERIC Educational Resources Information Center

    Donoghue, John R.

    2015-01-01

    At the heart of van der Linden's approach to automated test assembly (ATA) is a linear programming/integer programming (LP/IP) problem. A variety of IP solvers are available, ranging in cost from free to hundreds of thousands of dollars. In this paper, I compare several approaches to solving the underlying IP problem. These approaches range from…

  1. Incorporating location, routing, and inventory decisions in a bi-objective supply chain design problem with risk-pooling

    NASA Astrophysics Data System (ADS)

    Tavakkoli-Moghaddam, Reza; Forouzanfar, Fateme; Ebrahimnejad, Sadoullah

    2013-07-01

    This paper considers a single-sourcing network design problem for a three-level supply chain. For the first time, a novel mathematical model is presented considering risk-pooling, the inventory existence at distribution centers (DCs) under demand uncertainty, the existence of several alternatives to transport the product between facilities, and routing of vehicles from distribution centers to customer in a stochastic supply chain system, simultaneously. This problem is formulated as a bi-objective stochastic mixed-integer nonlinear programming model. The aim of this model is to determine the number of located distribution centers, their locations, and capacity levels, and allocating customers to distribution centers and distribution centers to suppliers. It also determines the inventory control decisions on the amount of ordered products and the amount of safety stocks at each opened DC, selecting a type of vehicle for transportation. Moreover, it determines routing decisions, such as determination of vehicles' routes starting from an opened distribution center to serve its allocated customers and returning to that distribution center. All are done in a way that the total system cost and the total transportation time are minimized. The Lingo software is used to solve the presented model. The computational results are illustrated in this paper.

  2. Joint Optimization of Distribution Network Design and Two-Echelon Inventory Control with Stochastic Demand and CO2 Emission Tax Charges

    PubMed Central

    Li, Shuangyan; Li, Xialian; Zhang, Dezhi; Zhou, Lingyun

    2017-01-01

    This study develops an optimization model to integrate facility location and inventory control for a three-level distribution network consisting of a supplier, multiple distribution centers (DCs), and multiple retailers. The integrated model addressed in this study simultaneously determines three types of decisions: (1) facility location (optimal number, location, and size of DCs); (2) allocation (assignment of suppliers to located DCs and retailers to located DCs, and corresponding optimal transport mode choices); and (3) inventory control decisions on order quantities, reorder points, and amount of safety stock at each retailer and opened DC. A mixed-integer programming model is presented, which considers the carbon emission taxes, multiple transport modes, stochastic demand, and replenishment lead time. The goal is to minimize the total cost, which covers the fixed costs of logistics facilities, inventory, transportation, and CO2 emission tax charges. The aforementioned optimal model was solved using commercial software LINGO 11. A numerical example is provided to illustrate the applications of the proposed model. The findings show that carbon emission taxes can significantly affect the supply chain structure, inventory level, and carbon emission reduction levels. The delay rate directly affects the replenishment decision of a retailer. PMID:28103246

  3. Optimal Facility Location Tool for Logistics Battle Command (LBC)

    DTIC Science & Technology

    2015-08-01

    64 Appendix B. VBA Code . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72 Appendix C. Story...should city planners have located emergency service facilities so that all households (the demand) had equal access to coverage?” The critical...programming language called Visual Basic for Applications ( VBA ). CPLEX is a commercial solver for linear, integer, and mixed integer linear programming problems

  4. A Treatment of Computational Precision, Number Representation, and Large Integers in an Introductory Fortran Course

    ERIC Educational Resources Information Center

    Richardson, William H., Jr.

    2006-01-01

    Computational precision is sometimes given short shrift in a first programming course. Treating this topic requires discussing integer and floating-point number representations and inaccuracies that may result from their use. An example of a moderately simple programming problem from elementary statistics was examined. It forced students to…

  5. An Integer Programming Approach to School District Financial Management.

    ERIC Educational Resources Information Center

    Dembowski, Frederick L.

    Because of the nature of school district cash flows, there are opportunities for investing surplus cash and the necessity to borrow cash in deficit periods. The term structure of interest rates makes the manual determination of the optimal financial package impossible. In this research, an integer programming model of this cash management process…

  6. Currency Arbitrage Detection Using a Binary Integer Programming Model

    ERIC Educational Resources Information Center

    Soon, Wanmei; Ye, Heng-Qing

    2011-01-01

    In this article, we examine the use of a new binary integer programming (BIP) model to detect arbitrage opportunities in currency exchanges. This model showcases an excellent application of mathematics to the real world. The concepts involved are easily accessible to undergraduate students with basic knowledge in Operations Research. Through this…

  7. ODE, RDE and SDE models of cell cycle dynamics and clustering in yeast.

    PubMed

    Boczko, Erik M; Gedeon, Tomas; Stowers, Chris C; Young, Todd R

    2010-07-01

    Biologists have long observed periodic-like oxygen consumption oscillations in yeast populations under certain conditions, and several unsatisfactory explanations for this phenomenon have been proposed. These ‘autonomous oscillations’ have often appeared with periods that are nearly integer divisors of the calculated doubling time of the culture. We hypothesize that these oscillations could be caused by a form of cell cycle synchronization that we call clustering. We develop some novel ordinary differential equation models of the cell cycle. For these models, and for random and stochastic perturbations, we give both rigorous proofs and simulations showing that both positive and negative growth rate feedback within the cell cycle are possible agents that can cause clustering of populations within the cell cycle. It occurs for a variety of models and for a broad selection of parameter values. These results suggest that the clustering phenomenon is robust and is likely to be observed in nature. Since there are necessarily an integer number of clusters, clustering would lead to periodic-like behaviour with periods that are nearly integer divisors of the period of the cell cycle. Related experiments have shown conclusively that cell cycle clustering occurs in some oscillating yeast cultures.

  8. Puerto Rico water resources planning model program description

    USGS Publications Warehouse

    Moody, D.W.; Maddock, Thomas; Karlinger, M.R.; Lloyd, J.J.

    1973-01-01

    Because the use of the Mathematical Programming System -Extended (MPSX) to solve large linear and mixed integer programs requires the preparation of many input data cards, a matrix generator program to produce the MPSX input data from a much more limited set of data may expedite the use of the mixed integer programming optimization technique. The Model Definition and Control Program (MODCQP) is intended to assist a planner in preparing MPSX input data for the Puerto Rico Water Resources Planning Model. The model utilizes a mixed-integer mathematical program to identify a minimum present cost set of water resources projects (diversions, reservoirs, ground-water fields, desalinization plants, water treatment plants, and inter-basin transfers of water) which will meet a set of future water demands and to determine their sequence of construction. While MODCOP was specifically written to generate MPSX input data for the planning model described in this report, the program can be easily modified to reflect changes in the model's mathematical structure.

  9. Modeling sustainability in renewable energy supply chain systems

    NASA Astrophysics Data System (ADS)

    Xie, Fei

    This dissertation aims at modeling sustainability of renewable fuel supply chain systems against emerging challenges. In particular, the dissertation focuses on the biofuel supply chain system design, and manages to develop advanced modeling framework and corresponding solution methods in tackling challenges in sustaining biofuel supply chain systems. These challenges include: (1) to integrate "environmental thinking" into the long-term biofuel supply chain planning; (2) to adopt multimodal transportation to mitigate seasonality in biofuel supply chain operations; (3) to provide strategies in hedging against uncertainty from conversion technology; and (4) to develop methodologies in long-term sequential planning of the biofuel supply chain under uncertainties. All models are mixed integer programs, which also involves multi-objective programming method and two-stage/multistage stochastic programming methods. In particular for the long-term sequential planning under uncertainties, to reduce the computational challenges due to the exponential expansion of the scenario tree, I also developed efficient ND-Max method which is more efficient than CPLEX and Nested Decomposition method. Through result analysis of four independent studies, it is found that the proposed modeling frameworks can effectively improve the economic performance, enhance environmental benefits and reduce risks due to systems uncertainties for the biofuel supply chain systems.

  10. Ordering kinetics in the long-period superlattice alloy Cu0.79 Pd0.21

    NASA Astrophysics Data System (ADS)

    Wang, X.; Mainville, J.; Ludwig, K.; Flament, X.; Finel, A.; Caudron, R.

    2005-07-01

    The kinetics of long-period superlattice (LPS) formation from the disordered state has been examined in a Cu0.79Pd0.21 alloy that exhibits a one-dimensional LPS ordered state. Time-resolved x-ray scattering shows that, following a rapid temperature quench from the disordered state into the LPS region of the phase diagram, the satellite peaks initially grow more quickly than do the central integer-order superlattice peaks. During this process, the satellite peak position, which is inversely related to the average modulation wavelength 2M , initially decreases rapidly, then reaches a minimum and relaxes slowly back toward its new equilibrium position. In the later stages of the LPS formation process, the satellite and central integer-order superlattice peaks narrow in a manner consistent with t1/2 domain coarsening. A simple stochastic model of the partially ordered structure was developed to better understand the relationships between peak widths.

  11. Airborne Tactical Crossload Planner

    DTIC Science & Technology

    2017-12-01

    set out in the Airborne Standard Operating Procedure (ASOP). 14. SUBJECT TERMS crossload, airborne, optimization, integer linear programming ...they land to their respective sub-mission locations. In this thesis, we formulate and implement an integer linear program called the Tactical...to meet any desired crossload objectives. xiv We demonstrate TCP with two real-world tactical problems from recent airborne operations: one by the

  12. Solving mixed integer nonlinear programming problems using spiral dynamics optimization algorithm

    NASA Astrophysics Data System (ADS)

    Kania, Adhe; Sidarto, Kuntjoro Adji

    2016-02-01

    Many engineering and practical problem can be modeled by mixed integer nonlinear programming. This paper proposes to solve the problem with modified spiral dynamics inspired optimization method of Tamura and Yasuda. Four test cases have been examined, including problem in engineering and sport. This method succeeds in obtaining the optimal result in all test cases.

  13. Calibration of a stochastic health evolution model using NHIS data

    NASA Astrophysics Data System (ADS)

    Gupta, Aparna; Li, Zhisheng

    2011-10-01

    This paper presents and calibrates an individual's stochastic health evolution model. In this health evolution model, the uncertainty of health incidents is described by a stochastic process with a finite number of possible outcomes. We construct a comprehensive health status index (HSI) to describe an individual's health status, as well as a health risk factor system (RFS) to classify individuals into different risk groups. Based on the maximum likelihood estimation (MLE) method and the method of nonlinear least squares fitting, model calibration is formulated in terms of two mixed-integer nonlinear optimization problems. Using the National Health Interview Survey (NHIS) data, the model is calibrated for specific risk groups. Longitudinal data from the Health and Retirement Study (HRS) is used to validate the calibrated model, which displays good validation properties. The end goal of this paper is to provide a model and methodology, whose output can serve as a crucial component of decision support for strategic planning of health related financing and risk management.

  14. Logic integer programming models for signaling networks.

    PubMed

    Haus, Utz-Uwe; Niermann, Kathrin; Truemper, Klaus; Weismantel, Robert

    2009-05-01

    We propose a static and a dynamic approach to model biological signaling networks, and show how each can be used to answer relevant biological questions. For this, we use the two different mathematical tools of Propositional Logic and Integer Programming. The power of discrete mathematics for handling qualitative as well as quantitative data has so far not been exploited in molecular biology, which is mostly driven by experimental research, relying on first-order or statistical models. The arising logic statements and integer programs are analyzed and can be solved with standard software. For a restricted class of problems the logic models reduce to a polynomial-time solvable satisfiability algorithm. Additionally, a more dynamic model enables enumeration of possible time resolutions in poly-logarithmic time. Computational experiments are included.

  15. A logic-based method for integer programming

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Hooker, J.; Natraj, N.R.

    1994-12-31

    We propose a logic-based approach to integer programming that replaces traditional branch-and-cut techniques with logical analogs. Integer variables are regarded as atomic propositions. The constraints give rise to logical formulas that are analogous to separating cuts. No continuous relaxation is used. Rather, the cuts are selected so that they can be easily solved as a discrete relaxation. (In fact, defining a relaxation and generating cuts are best seen as the same problem.) We experiment with relaxations that have a k-tree structure and can be solved by nonserial dynamic programming. We also present logic-based analogs of facet-defining cuts, Chv{acute a}tal rank,more » etc. We conclude with some preliminary computational results.« less

  16. Autapse-induced multiple stochastic resonances in a modular neuronal network

    NASA Astrophysics Data System (ADS)

    Yang, XiaoLi; Yu, YanHu; Sun, ZhongKui

    2017-08-01

    This study investigates the nontrivial effects of autapse on stochastic resonance in a modular neuronal network subjected to bounded noise. The resonance effect of autapse is detected by imposing a self-feedback loop with autaptic strength and autaptic time delay to each constituent neuron. Numerical simulations have demonstrated that bounded noise with the proper level of amplitude can induce stochastic resonance; moreover, the noise induced resonance dynamics can be significantly shaped by the autapse. In detail, for a specific range of autaptic strength, multiple stochastic resonances can be induced when the autaptic time delays are appropriately adjusted. These appropriately adjusted delays are detected to nearly approach integer multiples of the period of the external weak signal when the autaptic strength is very near zero; otherwise, they do not match the period of the external weak signal when the autaptic strength is slightly greater than zero. Surprisingly, in both cases, the differences between arbitrary two adjacent adjusted autaptic delays are always approximately equal to the period of the weak signal. The phenomenon of autaptic delay induced multiple stochastic resonances is further confirmed to be robust against the period of the external weak signal and the intramodule probability of subnetwork. These findings could have important implications for weak signal detection and information propagation in realistic neural systems.

  17. Epidemic outbreaks and its control using a fractional order model with seasonality and stochastic infection

    NASA Astrophysics Data System (ADS)

    He, Shaobo; Banerjee, Santo

    2018-07-01

    A fractional-order SIR epidemic model is proposed under the influence of both parametric seasonality and the external noise. The integer order SIR epidemic model originally is stable. By introducing seasonality and noise force to the model, behaviors of the system is changed. It is shown that the system has rich dynamical behaviors with different system parameters, fractional derivative order and the degree of seasonality and noise. Complexity of the stochastic model is investigated by using multi-scale fuzzy entropy. Finally, hard limiter controlled system is designed and simulation results show the ratio of infected individuals can converge to a small enough target ρ, which means the epidemic outbreak can be under control by the implementation of some effective medical and health measures.

  18. Determination of optimum values for maximizing the profit in bread production: Daily bakery Sdn Bhd

    NASA Astrophysics Data System (ADS)

    Muda, Nora; Sim, Raymond

    2015-02-01

    An integer programming problem is a mathematical optimization or feasibility program in which some or all of the variables are restricted to be integers. In many settings the term refers to integer linear programming (ILP), in which the objective function and the constraints (other than the integer constraints) are linear. An ILP has many applications in industrial production, including job-shop modelling. A possible objective is to maximize the total production, without exceeding the available resources. In some cases, this can be expressed in terms of a linear program, but variables must be constrained to be integer. It concerned with the optimization of a linear function while satisfying a set of linear equality and inequality constraints and restrictions. It has been used to solve optimization problem in many industries area such as banking, nutrition, agriculture, and bakery and so on. The main purpose of this study is to formulate the best combination of all ingredients in producing different type of bread in Daily Bakery in order to gain maximum profit. This study also focuses on the sensitivity analysis due to changing of the profit and the cost of each ingredient. The optimum result obtained from QM software is RM 65,377.29 per day. This study will be benefited for Daily Bakery and also other similar industries. By formulating a combination of all ingredients make up, they can easily know their total profit in producing bread everyday.

  19. Computer Corner: Spreadsheets, Power Series, Generating Functions, and Integers.

    ERIC Educational Resources Information Center

    Snow, Donald R.

    1989-01-01

    Implements a table algorithm on a spreadsheet program and obtains functions for several number sequences such as the Fibonacci and Catalan numbers. Considers other applications of the table algorithm to integers represented in various number bases. (YP)

  20. An interactive approach based on a discrete differential evolution algorithm for a class of integer bilevel programming problems

    NASA Astrophysics Data System (ADS)

    Li, Hong; Zhang, Li; Jiao, Yong-Chang

    2016-07-01

    This paper presents an interactive approach based on a discrete differential evolution algorithm to solve a class of integer bilevel programming problems, in which integer decision variables are controlled by an upper-level decision maker and real-value or continuous decision variables are controlled by a lower-level decision maker. Using the Karush--Kuhn-Tucker optimality conditions in the lower-level programming, the original discrete bilevel formulation can be converted into a discrete single-level nonlinear programming problem with the complementarity constraints, and then the smoothing technique is applied to deal with the complementarity constraints. Finally, a discrete single-level nonlinear programming problem is obtained, and solved by an interactive approach. In each iteration, for each given upper-level discrete variable, a system of nonlinear equations including the lower-level variables and Lagrange multipliers is solved first, and then a discrete nonlinear programming problem only with inequality constraints is handled by using a discrete differential evolution algorithm. Simulation results show the effectiveness of the proposed approach.

  1. Optimizing Constrained Single Period Problem under Random Fuzzy Demand

    NASA Astrophysics Data System (ADS)

    Taleizadeh, Ata Allah; Shavandi, Hassan; Riazi, Afshin

    2008-09-01

    In this paper, we consider the multi-product multi-constraint newsboy problem with random fuzzy demands and total discount. The demand of the products is often stochastic in the real word but the estimation of the parameters of distribution function may be done by fuzzy manner. So an appropriate option to modeling the demand of products is using the random fuzzy variable. The objective function of proposed model is to maximize the expected profit of newsboy. We consider the constraints such as warehouse space and restriction on quantity order for products, and restriction on budget. We also consider the batch size for products order. Finally we introduce a random fuzzy multi-product multi-constraint newsboy problem (RFM-PM-CNP) and it is changed to a multi-objective mixed integer nonlinear programming model. Furthermore, a hybrid intelligent algorithm based on genetic algorithm, Pareto and TOPSIS is presented for the developed model. Finally an illustrative example is presented to show the performance of the developed model and algorithm.

  2. Dakota, a multilevel parallel object-oriented framework for design optimization, parameter estimation, uncertainty quantification, and sensitivity analysis :

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Adams, Brian M.; Ebeida, Mohamed Salah; Eldred, Michael S.

    The Dakota (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a exible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quanti cation with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components requiredmore » for iterative systems analyses, the Dakota toolkit provides a exible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a user's manual for the Dakota software and provides capability overviews and procedures for software execution, as well as a variety of example studies.« less

  3. Interval-parameter semi-infinite fuzzy-stochastic mixed-integer programming approach for environmental management under multiple uncertainties.

    PubMed

    Guo, P; Huang, G H

    2010-03-01

    In this study, an interval-parameter semi-infinite fuzzy-chance-constrained mixed-integer linear programming (ISIFCIP) approach is developed for supporting long-term planning of waste-management systems under multiple uncertainties in the City of Regina, Canada. The method improves upon the existing interval-parameter semi-infinite programming (ISIP) and fuzzy-chance-constrained programming (FCCP) by incorporating uncertainties expressed as dual uncertainties of functional intervals and multiple uncertainties of distributions with fuzzy-interval admissible probability of violating constraint within a general optimization framework. The binary-variable solutions represent the decisions of waste-management-facility expansion, and the continuous ones are related to decisions of waste-flow allocation. The interval solutions can help decision-makers to obtain multiple decision alternatives, as well as provide bases for further analyses of tradeoffs between waste-management cost and system-failure risk. In the application to the City of Regina, Canada, two scenarios are considered. In Scenario 1, the City's waste-management practices would be based on the existing policy over the next 25 years. The total diversion rate for the residential waste would be approximately 14%. Scenario 2 is associated with a policy for waste minimization and diversion, where 35% diversion of residential waste should be achieved within 15 years, and 50% diversion over 25 years. In this scenario, not only landfill would be expanded, but also CF and MRF would be expanded. Through the scenario analyses, useful decision support for the City's solid-waste managers and decision-makers has been generated. Three special characteristics of the proposed method make it unique compared with other optimization techniques that deal with uncertainties. Firstly, it is useful for tackling multiple uncertainties expressed as intervals, functional intervals, probability distributions, fuzzy sets, and their combinations; secondly, it has capability in addressing the temporal variations of the functional intervals; thirdly, it can facilitate dynamic analysis for decisions of facility-expansion planning and waste-flow allocation within a multi-facility, multi-period and multi-option context. Copyright 2009 Elsevier Ltd. All rights reserved.

  4. Currency arbitrage detection using a binary integer programming model

    NASA Astrophysics Data System (ADS)

    Soon, Wanmei; Ye, Heng-Qing

    2011-04-01

    In this article, we examine the use of a new binary integer programming (BIP) model to detect arbitrage opportunities in currency exchanges. This model showcases an excellent application of mathematics to the real world. The concepts involved are easily accessible to undergraduate students with basic knowledge in Operations Research. Through this work, students can learn to link several types of basic optimization models, namely linear programming, integer programming and network models, and apply the well-known sensitivity analysis procedure to accommodate realistic changes in the exchange rates. Beginning with a BIP model, we discuss how it can be reduced to an equivalent but considerably simpler model, where an efficient algorithm can be applied to find the arbitrages and incorporate the sensitivity analysis procedure. A simple comparison is then made with a different arbitrage detection model. This exercise helps students learn to apply basic Operations Research concepts to a practical real-life example, and provides insights into the processes involved in Operations Research model formulations.

  5. Mixed Integer Programming and Heuristic Scheduling for Space Communication Networks

    NASA Technical Reports Server (NTRS)

    Cheung, Kar-Ming; Lee, Charles H.

    2012-01-01

    We developed framework and the mathematical formulation for optimizing communication network using mixed integer programming. The design yields a system that is much smaller, in search space size, when compared to the earlier approach. Our constrained network optimization takes into account the dynamics of link performance within the network along with mission and operation requirements. A unique penalty function is introduced to transform the mixed integer programming into the more manageable problem of searching in a continuous space. The constrained optimization problem was proposed to solve in two stages: first using the heuristic Particle Swarming Optimization algorithm to get a good initial starting point, and then feeding the result into the Sequential Quadratic Programming algorithm to achieve the final optimal schedule. We demonstrate the above planning and scheduling methodology with a scenario of 20 spacecraft and 3 ground stations of a Deep Space Network site. Our approach and framework have been simple and flexible so that problems with larger number of constraints and network can be easily adapted and solved.

  6. An Interactive Artificial Cutting Plane Method for Bicriterion Integer Programming Problems

    DTIC Science & Technology

    1992-08-01

    AUTHOR(S) Diane Breivik Allen, 1st Lt 7. PERFORMING ORGANIZATION NAME(S) AND ADDRESS(ES) 8. PERFORMING ORGANIZATION REPORT NUMBER AFIT Student Attending...INTERACTIVE ARTIFICIAL CUTTING PLANE METHOD FOR BICRITERION INTEGER PROGRAMMING PROBLEMS By Diane Breivik Allen A Thesis Submitted to the Faculty of...ITfiSRA&1 DTIC TAB 0 Unannounced 0 Justirication By BY Diane Breivik Allen Distributlon/ Availability CQdes Avail and/or Dist Special Approved: DTI

  7. Enhanced index tracking modeling in portfolio optimization with mixed-integer programming z approach

    NASA Astrophysics Data System (ADS)

    Siew, Lam Weng; Jaaman, Saiful Hafizah Hj.; Ismail, Hamizun bin

    2014-09-01

    Enhanced index tracking is a popular form of portfolio management in stock market investment. Enhanced index tracking aims to construct an optimal portfolio to generate excess return over the return achieved by the stock market index without purchasing all of the stocks that make up the index. The objective of this paper is to construct an optimal portfolio using mixed-integer programming model which adopts regression approach in order to generate higher portfolio mean return than stock market index return. In this study, the data consists of 24 component stocks in Malaysia market index which is FTSE Bursa Malaysia Kuala Lumpur Composite Index from January 2010 until December 2012. The results of this study show that the optimal portfolio of mixed-integer programming model is able to generate higher mean return than FTSE Bursa Malaysia Kuala Lumpur Composite Index return with only selecting 30% out of the total stock market index components.

  8. Smart-Grid Backbone Network Real-Time Delay Reduction via Integer Programming.

    PubMed

    Pagadrai, Sasikanth; Yilmaz, Muhittin; Valluri, Pratyush

    2016-08-01

    This research investigates an optimal delay-based virtual topology design using integer linear programming (ILP), which is applied to the current backbone networks such as smart-grid real-time communication systems. A network traffic matrix is applied and the corresponding virtual topology problem is solved using the ILP formulations that include a network delay-dependent objective function and lightpath routing, wavelength assignment, wavelength continuity, flow routing, and traffic loss constraints. The proposed optimization approach provides an efficient deterministic integration of intelligent sensing and decision making, and network learning features for superior smart grid operations by adaptively responding the time-varying network traffic data as well as operational constraints to maintain optimal virtual topologies. A representative optical backbone network has been utilized to demonstrate the proposed optimization framework whose simulation results indicate that superior smart-grid network performance can be achieved using commercial networks and integer programming.

  9. Chromosome structures: reduction of certain problems with unequal gene content and gene paralogs to integer linear programming.

    PubMed

    Lyubetsky, Vassily; Gershgorin, Roman; Gorbunov, Konstantin

    2017-12-06

    Chromosome structure is a very limited model of the genome including the information about its chromosomes such as their linear or circular organization, the order of genes on them, and the DNA strand encoding a gene. Gene lengths, nucleotide composition, and intergenic regions are ignored. Although highly incomplete, such structure can be used in many cases, e.g., to reconstruct phylogeny and evolutionary events, to identify gene synteny, regulatory elements and promoters (considering highly conserved elements), etc. Three problems are considered; all assume unequal gene content and the presence of gene paralogs. The distance problem is to determine the minimum number of operations required to transform one chromosome structure into another and the corresponding transformation itself including the identification of paralogs in two structures. We use the DCJ model which is one of the most studied combinatorial rearrangement models. Double-, sesqui-, and single-operations as well as deletion and insertion of a chromosome region are considered in the model; the single ones comprise cut and join. In the reconstruction problem, a phylogenetic tree with chromosome structures in the leaves is given. It is necessary to assign the structures to inner nodes of the tree to minimize the sum of distances between terminal structures of each edge and to identify the mutual paralogs in a fairly large set of structures. A linear algorithm is known for the distance problem without paralogs, while the presence of paralogs makes it NP-hard. If paralogs are allowed but the insertion and deletion operations are missing (and special constraints are imposed), the reduction of the distance problem to integer linear programming is known. Apparently, the reconstruction problem is NP-hard even in the absence of paralogs. The problem of contigs is to find the optimal arrangements for each given set of contigs, which also includes the mutual identification of paralogs. We proved that these problems can be reduced to integer linear programming formulations, which allows an algorithm to redefine the problems to implement a very special case of the integer linear programming tool. The results were tested on synthetic and biological samples. Three well-known problems were reduced to a very special case of integer linear programming, which is a new method of their solutions. Integer linear programming is clearly among the main computational methods and, as generally accepted, is fast on average; in particular, computation systems specifically targeted at it are available. The challenges are to reduce the size of the corresponding integer linear programming formulations and to incorporate a more detailed biological concept in our model of the reconstruction.

  10. pyomo.dae: a modeling and automatic discretization framework for optimization with differential and algebraic equations

    DOE PAGES

    Nicholson, Bethany; Siirola, John D.; Watson, Jean-Paul; ...

    2017-12-20

    We describe pyomo.dae, an open source Python-based modeling framework that enables high-level abstract specification of optimization problems with differential and algebraic equations. The pyomo.dae framework is integrated with the Pyomo open source algebraic modeling language, and is available at http://www.pyomo.org. One key feature of pyomo.dae is that it does not restrict users to standard, predefined forms of differential equations, providing a high degree of modeling flexibility and the ability to express constraints that cannot be easily specified in other modeling frameworks. Other key features of pyomo.dae are the ability to specify optimization problems with high-order differential equations and partial differentialmore » equations, defined on restricted domain types, and the ability to automatically transform high-level abstract models into finite-dimensional algebraic problems that can be solved with off-the-shelf solvers. Moreover, pyomo.dae users can leverage existing capabilities of Pyomo to embed differential equation models within stochastic and integer programming models and mathematical programs with equilibrium constraint formulations. Collectively, these features enable the exploration of new modeling concepts, discretization schemes, and the benchmarking of state-of-the-art optimization solvers.« less

  11. pyomo.dae: a modeling and automatic discretization framework for optimization with differential and algebraic equations

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Nicholson, Bethany; Siirola, John D.; Watson, Jean-Paul

    We describe pyomo.dae, an open source Python-based modeling framework that enables high-level abstract specification of optimization problems with differential and algebraic equations. The pyomo.dae framework is integrated with the Pyomo open source algebraic modeling language, and is available at http://www.pyomo.org. One key feature of pyomo.dae is that it does not restrict users to standard, predefined forms of differential equations, providing a high degree of modeling flexibility and the ability to express constraints that cannot be easily specified in other modeling frameworks. Other key features of pyomo.dae are the ability to specify optimization problems with high-order differential equations and partial differentialmore » equations, defined on restricted domain types, and the ability to automatically transform high-level abstract models into finite-dimensional algebraic problems that can be solved with off-the-shelf solvers. Moreover, pyomo.dae users can leverage existing capabilities of Pyomo to embed differential equation models within stochastic and integer programming models and mathematical programs with equilibrium constraint formulations. Collectively, these features enable the exploration of new modeling concepts, discretization schemes, and the benchmarking of state-of-the-art optimization solvers.« less

  12. Sensor Placement Optimization using Chama

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Klise, Katherine A.; Nicholson, Bethany L.; Laird, Carl Damon

    Continuous or regularly scheduled monitoring has the potential to quickly identify changes in the environment. However, even with low - cost sensors, only a limited number of sensors can be deployed. The physical placement of these sensors, along with the sensor technology and operating conditions, can have a large impact on the performance of a monitoring strategy. Chama is an open source Python package which includes mixed - integer, stochastic programming formulations to determine sensor locations and technology that maximize monitoring effectiveness. The methods in Chama are general and can be applied to a wide range of applications. Chama ismore » currently being used to design sensor networks to monitor airborne pollutants and to monitor water quality in water distribution systems. The following documentation includes installation instructions and examples, description of software features, and software license. The software is intended to be used by regulatory agencies, industry, and the research community. It is assumed that the reader is familiar with the Python Programming Language. References are included for addit ional background on software components. Online documentation, hosted at http://chama.readthedocs.io/, will be updated as new features are added. The online version includes API documentation .« less

  13. Algorithms for optimizing cross-overs in DNA shuffling.

    PubMed

    He, Lu; Friedman, Alan M; Bailey-Kellogg, Chris

    2012-03-21

    DNA shuffling generates combinatorial libraries of chimeric genes by stochastically recombining parent genes. The resulting libraries are subjected to large-scale genetic selection or screening to identify those chimeras with favorable properties (e.g., enhanced stability or enzymatic activity). While DNA shuffling has been applied quite successfully, it is limited by its homology-dependent, stochastic nature. Consequently, it is used only with parents of sufficient overall sequence identity, and provides no control over the resulting chimeric library. This paper presents efficient methods to extend the scope of DNA shuffling to handle significantly more diverse parents and to generate more predictable, optimized libraries. Our CODNS (cross-over optimization for DNA shuffling) approach employs polynomial-time dynamic programming algorithms to select codons for the parental amino acids, allowing for zero or a fixed number of conservative substitutions. We first present efficient algorithms to optimize the local sequence identity or the nearest-neighbor approximation of the change in free energy upon annealing, objectives that were previously optimized by computationally-expensive integer programming methods. We then present efficient algorithms for more powerful objectives that seek to localize and enhance the frequency of recombination by producing "runs" of common nucleotides either overall or according to the sequence diversity of the resulting chimeras. We demonstrate the effectiveness of CODNS in choosing codons and allocating substitutions to promote recombination between parents targeted in earlier studies: two GAR transformylases (41% amino acid sequence identity), two very distantly related DNA polymerases, Pol X and β (15%), and beta-lactamases of varying identity (26-47%). Our methods provide the protein engineer with a new approach to DNA shuffling that supports substantially more diverse parents, is more deterministic, and generates more predictable and more diverse chimeric libraries.

  14. Optimization of Sensor Monitoring Strategies for Emissions

    NASA Astrophysics Data System (ADS)

    Klise, K. A.; Laird, C. D.; Downey, N.; Baker Hebert, L.; Blewitt, D.; Smith, G. R.

    2016-12-01

    Continuous or regularly scheduled monitoring has the potential to quickly identify changes in air quality. However, even with low-cost sensors, only a limited number of sensors can be placed to monitor airborne pollutants. The physical placement of these sensors and the sensor technology used can have a large impact on the performance of a monitoring strategy. Furthermore, sensors can be placed for different objectives, including maximum coverage, minimum time to detection or exposure, or to quantify emissions. Different objectives may require different monitoring strategies, which need to be evaluated by stakeholders before sensors are placed in the field. In this presentation, we outline methods to enhance ambient detection programs through optimal design of the monitoring strategy. These methods integrate atmospheric transport models with sensor characteristics, including fixed and mobile sensors, sensor cost and failure rate. The methods use site specific pre-computed scenarios which capture differences in meteorology, terrain, concentration averaging times, gas concentration, and emission characteristics. The pre-computed scenarios become input to a mixed-integer, stochastic programming problem that solves for sensor locations and types that maximize the effectiveness of the detection program. Sandia National Laboratories is a multi-program laboratory managed and operated by Sandia Corporation, a wholly owned subsidiary of Lockheed Martin Corporation, for the U.S. Department of Energy's National Nuclear Security Administration under contract DE-AC04-94AL85000.

  15. Optimization of Operations Resources via Discrete Event Simulation Modeling

    NASA Technical Reports Server (NTRS)

    Joshi, B.; Morris, D.; White, N.; Unal, R.

    1996-01-01

    The resource levels required for operation and support of reusable launch vehicles are typically defined through discrete event simulation modeling. Minimizing these resources constitutes an optimization problem involving discrete variables and simulation. Conventional approaches to solve such optimization problems involving integer valued decision variables are the pattern search and statistical methods. However, in a simulation environment that is characterized by search spaces of unknown topology and stochastic measures, these optimization approaches often prove inadequate. In this paper, we have explored the applicability of genetic algorithms to the simulation domain. Genetic algorithms provide a robust search strategy that does not require continuity and differentiability of the problem domain. The genetic algorithm successfully minimized the operation and support activities for a space vehicle, through a discrete event simulation model. The practical issues associated with simulation optimization, such as stochastic variables and constraints, were also taken into consideration.

  16. Alternative mathematical programming formulations for FSS synthesis

    NASA Technical Reports Server (NTRS)

    Reilly, C. H.; Mount-Campbell, C. A.; Gonsalvez, D. J. A.; Levis, C. A.

    1986-01-01

    A variety of mathematical programming models and two solution strategies are suggested for the problem of allocating orbital positions to (synthesizing) satellites in the Fixed Satellite Service. Mixed integer programming and almost linear programming formulations are presented in detail for each of two objectives: (1) positioning satellites as closely as possible to specified desired locations, and (2) minimizing the total length of the geostationary arc allocated to the satellites whose positions are to be determined. Computational results for mixed integer and almost linear programming models, with the objective of positioning satellites as closely as possible to their desired locations, are reported for three six-administration test problems and a thirteen-administration test problem.

  17. Aerospace Applications of Integer and Combinatorial Optimization

    NASA Technical Reports Server (NTRS)

    Padula, S. L.; Kincaid, R. K.

    1995-01-01

    Research supported by NASA Langley Research Center includes many applications of aerospace design optimization and is conducted by teams of applied mathematicians and aerospace engineers. This paper investigates the benefits from this combined expertise in formulating and solving integer and combinatorial optimization problems. Applications range from the design of large space antennas to interior noise control. A typical problem, for example, seeks the optimal locations for vibration-damping devices on an orbiting platform and is expressed as a mixed/integer linear programming problem with more than 1500 design variables.

  18. Aerospace applications on integer and combinatorial optimization

    NASA Technical Reports Server (NTRS)

    Padula, S. L.; Kincaid, R. K.

    1995-01-01

    Research supported by NASA Langley Research Center includes many applications of aerospace design optimization and is conducted by teams of applied mathematicians and aerospace engineers. This paper investigates the benefits from this combined expertise in formulating and solving integer and combinatorial optimization problems. Applications range from the design of large space antennas to interior noise control. A typical problem. for example, seeks the optimal locations for vibration-damping devices on an orbiting platform and is expressed as a mixed/integer linear programming problem with more than 1500 design variables.

  19. Performance comparison of genetic algorithms and particle swarm optimization for model integer programming bus timetabling problem

    NASA Astrophysics Data System (ADS)

    Wihartiko, F. D.; Wijayanti, H.; Virgantari, F.

    2018-03-01

    Genetic Algorithm (GA) is a common algorithm used to solve optimization problems with artificial intelligence approach. Similarly, the Particle Swarm Optimization (PSO) algorithm. Both algorithms have different advantages and disadvantages when applied to the case of optimization of the Model Integer Programming for Bus Timetabling Problem (MIPBTP), where in the case of MIPBTP will be found the optimal number of trips confronted with various constraints. The comparison results show that the PSO algorithm is superior in terms of complexity, accuracy, iteration and program simplicity in finding the optimal solution.

  20. Solving the Water Jugs Problem by an Integer Sequence Approach

    ERIC Educational Resources Information Center

    Man, Yiu-Kwong

    2012-01-01

    In this article, we present an integer sequence approach to solve the classic water jugs problem. The solution steps can be obtained easily by additions and subtractions only, which is suitable for manual calculation or programming by computer. This approach can be introduced to secondary and undergraduate students, and also to teachers and…

  1. Fast scaffolding with small independent mixed integer programs

    PubMed Central

    Salmela, Leena; Mäkinen, Veli; Välimäki, Niko; Ylinen, Johannes; Ukkonen, Esko

    2011-01-01

    Motivation: Assembling genomes from short read data has become increasingly popular, but the problem remains computationally challenging especially for larger genomes. We study the scaffolding phase of sequence assembly where preassembled contigs are ordered based on mate pair data. Results: We present MIP Scaffolder that divides the scaffolding problem into smaller subproblems and solves these with mixed integer programming. The scaffolding problem can be represented as a graph and the biconnected components of this graph can be solved independently. We present a technique for restricting the size of these subproblems so that they can be solved accurately with mixed integer programming. We compare MIP Scaffolder to two state of the art methods, SOPRA and SSPACE. MIP Scaffolder is fast and produces better or as good scaffolds as its competitors on large genomes. Availability: The source code of MIP Scaffolder is freely available at http://www.cs.helsinki.fi/u/lmsalmel/mip-scaffolder/. Contact: leena.salmela@cs.helsinki.fi PMID:21998153

  2. Sequential computation of elementary modes and minimal cut sets in genome-scale metabolic networks using alternate integer linear programming

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Song, Hyun-Seob; Goldberg, Noam; Mahajan, Ashutosh

    Elementary (flux) modes (EMs) have served as a valuable tool for investigating structural and functional properties of metabolic networks. Identification of the full set of EMs in genome-scale networks remains challenging due to combinatorial explosion of EMs in complex networks. It is often, however, that only a small subset of relevant EMs needs to be known, for which optimization-based sequential computation is a useful alternative. Most of the currently available methods along this line are based on the iterative use of mixed integer linear programming (MILP), the effectiveness of which significantly deteriorates as the number of iterations builds up. Tomore » alleviate the computational burden associated with the MILP implementation, we here present a novel optimization algorithm termed alternate integer linear programming (AILP). Results: Our algorithm was designed to iteratively solve a pair of integer programming (IP) and linear programming (LP) to compute EMs in a sequential manner. In each step, the IP identifies a minimal subset of reactions, the deletion of which disables all previously identified EMs. Thus, a subsequent LP solution subject to this reaction deletion constraint becomes a distinct EM. In cases where no feasible LP solution is available, IP-derived reaction deletion sets represent minimal cut sets (MCSs). Despite the additional computation of MCSs, AILP achieved significant time reduction in computing EMs by orders of magnitude. The proposed AILP algorithm not only offers a computational advantage in the EM analysis of genome-scale networks, but also improves the understanding of the linkage between EMs and MCSs.« less

  3. A Comparison of the DISASTER (Trademark) Scheduling Software with a Simultaneous Scheduling Algorithm for Minimizing Maximum Tardiness in Job Shops

    DTIC Science & Technology

    1993-09-01

    goal ( Heizer , Render , and Stair, 1993:94). Integer Prgronmming. Integer programming is a general purpose approach used to optimally solve job shop...Scheduling," Operations Research Journal. 29, No 4: 646-667 (July-August 1981). Heizer , Jay, Barry Render and Ralph M. Stair, Jr. Production and Operations

  4. An integer programming model to optimize resource allocation for wildfire containment.

    Treesearch

    Geoffrey H. Donovan; Douglas B. Rideout

    2003-01-01

    Determining the specific mix of fire-fighting resources for a given fire is a necessary condition for identifying the minimum of the Cost Plus Net Value Change (C+NVC) function. Current wildland fire management models may not reliably do so. The problem of identifying the most efficient wildland fire organization is characterized mathematically using integer-...

  5. RSM 1.0 - A RESUPPLY SCHEDULER USING INTEGER OPTIMIZATION

    NASA Technical Reports Server (NTRS)

    Viterna, L. A.

    1994-01-01

    RSM, Resupply Scheduling Modeler, is a fully menu-driven program that uses integer programming techniques to determine an optimum schedule for replacing components on or before the end of a fixed replacement period. Although written to analyze the electrical power system on the Space Station Freedom, RSM is quite general and can be used to model the resupply of almost any system subject to user-defined resource constraints. RSM is based on a specific form of the general linear programming problem in which all variables in the objective function and all variables in the constraints are integers. While more computationally intensive, integer programming was required for accuracy when modeling systems with small quantities of components. Input values for component life cane be real numbers, RSM converts them to integers by dividing the lifetime by the period duration, then reducing the result to the next lowest integer. For each component, there is a set of constraints that insure that it is replaced before its lifetime expires. RSM includes user-defined constraints such as transportation mass and volume limits, as well as component life, available repair crew time and assembly sequences. A weighting factor allows the program to minimize factors such as cost. The program then performs an iterative analysis, which is displayed during the processing. A message gives the first period in which resources are being exceeded on each iteration. If the scheduling problem is unfeasible, the final message will also indicate the first period in which resources were exceeded. RSM is written in APL2 for IBM PC series computers and compatibles. A stand-alone executable version of RSM is provided; however, this is a "packed" version of RSM which can only utilize the memory within the 640K DOS limit. This executable requires at least 640K of memory and DOS 3.1 or higher. Source code for an APL2/PC workspace version is also provided. This version of RSM can make full use of any installed extended memory but must be run with the APL2 interpreter; and it requires an 80486 based microcomputer or an 80386 based microcomputer with an 80387 math coprocessor, at least 2Mb of extended memory, and DOS 3.3 or higher. The standard distribution medium for this package is one 5.25 inch 360K MS-DOS format diskette. RSM was developed in 1991. APL2 and IBM PC are registered trademarks of International Business Machines Corporation. MS-DOS is a registered trademark of Microsoft Corporation.

  6. A generalized interval fuzzy mixed integer programming model for a multimodal transportation problem under uncertainty

    NASA Astrophysics Data System (ADS)

    Tian, Wenli; Cao, Chengxuan

    2017-03-01

    A generalized interval fuzzy mixed integer programming model is proposed for the multimodal freight transportation problem under uncertainty, in which the optimal mode of transport and the optimal amount of each type of freight transported through each path need to be decided. For practical purposes, three mathematical methods, i.e. the interval ranking method, fuzzy linear programming method and linear weighted summation method, are applied to obtain equivalents of constraints and parameters, and then a fuzzy expected value model is presented. A heuristic algorithm based on a greedy criterion and the linear relaxation algorithm are designed to solve the model.

  7. Operation of Power Grids with High Penetration of Wind Power

    NASA Astrophysics Data System (ADS)

    Al-Awami, Ali Taleb

    The integration of wind power into the power grid poses many challenges due to its highly uncertain nature. This dissertation involves two main components related to the operation of power grids with high penetration of wind energy: wind-thermal stochastic dispatch and wind-thermal coordinated bidding in short-term electricity markets. In the first part, a stochastic dispatch (SD) algorithm is proposed that takes into account the stochastic nature of the wind power output. The uncertainty associated with wind power output given the forecast is characterized using conditional probability density functions (CPDF). Several functions are examined to characterize wind uncertainty including Beta, Weibull, Extreme Value, Generalized Extreme Value, and Mixed Gaussian distributions. The unique characteristics of the Mixed Gaussian distribution are then utilized to facilitate the speed of convergence of the SD algorithm. A case study is carried out to evaluate the effectiveness of the proposed algorithm. Then, the SD algorithm is extended to simultaneously optimize the system operating costs and emissions. A modified multi-objective particle swarm optimization algorithm is suggested to identify the Pareto-optimal solutions defined by the two conflicting objectives. A sensitivity analysis is carried out to study the effect of changing load level and imbalance cost factors on the Pareto front. In the second part of this dissertation, coordinated trading of wind and thermal energy is proposed to mitigate risks due to those uncertainties. The problem of wind-thermal coordinated trading is formulated as a mixed-integer stochastic linear program. The objective is to obtain the optimal tradeoff bidding strategy that maximizes the total expected profits while controlling trading risks. For risk control, a weighted term of the conditional value at risk (CVaR) is included in the objective function. The CVaR aims to maximize the expected profits of the least profitable scenarios, thus improving trading risk control. A case study comparing coordinated with uncoordinated bidding strategies depending on the trader's risk attitude is included. Simulation results show that coordinated bidding can improve the expected profits while significantly improving the CVaR.

  8. A Mixed-Integer Linear Programming Problem which is Efficiently Solvable.

    DTIC Science & Technology

    1987-10-01

    INTEGER LINEAR PROGRAMMING PROBLEM WHICH IS EFFICIENTLY SOLVABLE 12. PERSONAL AUTHOR(S) Leiserson, Charles, and Saxe, James B. 13a. TYPE OF REPORT j13b TIME...ger prongramn rg versions or the problem is not ac’hievable in genieral for sparse inistancves of’ P rolem(r Mi. Th le remrai nder or thris paper is...rClazes c:oIh edge (i,I*) by comlpli urg +- rnirr(z 3, ,x + a,j). A sirnI) le analysis (11 vto Nei [131 indicates why whe Iellinan-Ford algorithm works

  9. Development of a Menu Driven Materials Data Base for Use on Personal Computers

    DTIC Science & Technology

    1992-07-01

    written permission. Copyright Is the responsibility of the Director Publishing and Marketing , AGPS. Enquiries should be directed to the Manager, AGPS...PROGRAM LISTING A-2-1 Program MOB; uses crt; label levell,level2,level3,shutdown,dis;play; var options,code, nlines ,nmeflitemp,i,j4,k :integer; w,chl,ch2,ch3...char; menus :array [I. .1001 of st~ring[801; nline :array [l. .100] of integer; s2 :string[21; control :string[4]; aline :string[801; inm,iflt :text

  10. Stacking-sequence optimization for buckling of laminated plates by integer programming

    NASA Technical Reports Server (NTRS)

    Haftka, Raphael T.; Walsh, Joanne L.

    1991-01-01

    Integer-programming formulations for the design of symmetric and balanced laminated plates under biaxial compression are presented. Both maximization of buckling load for a given total thickness and the minimization of total thickness subject to a buckling constraint are formulated. The design variables that define the stacking sequence of the laminate are zero-one integers. It is shown that the formulation results in a linear optimization problem that can be solved on readily available software. This is in contrast to the continuous case, where the design variables are the thicknesses of layers with specified ply orientations, and the optimization problem is nonlinear. Constraints on the stacking sequence such as a limit on the number of contiguous plies of the same orientation and limits on in-plane stiffnesses are easily accommodated. Examples are presented for graphite-epoxy plates under uniaxial and biaxial compression using a commercial software package based on the branch-and-bound algorithm.

  11. Planning for robust reserve networks using uncertainty analysis

    USGS Publications Warehouse

    Moilanen, A.; Runge, M.C.; Elith, Jane; Tyre, A.; Carmel, Y.; Fegraus, E.; Wintle, B.A.; Burgman, M.; Ben-Haim, Y.

    2006-01-01

    Planning land-use for biodiversity conservation frequently involves computer-assisted reserve selection algorithms. Typically such algorithms operate on matrices of species presence?absence in sites, or on species-specific distributions of model predicted probabilities of occurrence in grid cells. There are practically always errors in input data?erroneous species presence?absence data, structural and parametric uncertainty in predictive habitat models, and lack of correspondence between temporal presence and long-run persistence. Despite these uncertainties, typical reserve selection methods proceed as if there is no uncertainty in the data or models. Having two conservation options of apparently equal biological value, one would prefer the option whose value is relatively insensitive to errors in planning inputs. In this work we show how uncertainty analysis for reserve planning can be implemented within a framework of information-gap decision theory, generating reserve designs that are robust to uncertainty. Consideration of uncertainty involves modifications to the typical objective functions used in reserve selection. Search for robust-optimal reserve structures can still be implemented via typical reserve selection optimization techniques, including stepwise heuristics, integer-programming and stochastic global search.

  12. DAKOTA Design Analysis Kit for Optimization and Terascale

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Adams, Brian M.; Dalbey, Keith R.; Eldred, Michael S.

    2010-02-24

    The DAKOTA (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a flexible and extensible interface between simulation codes (computational models) and iterative analysis methods. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the DAKOTA toolkit provides a flexible and extensible problem-solving environment for design and analysis of computational models on high performance computers.A user provides a set of DAKOTA commands in an input file and launches DAKOTA. DAKOTA invokes instances of the computational models, collects their results, and performs systems analyses. DAKOTA contains algorithms for optimization with gradient and nongradient-basedmore » methods; uncertainty quantification with sampling, reliability, polynomial chaos, stochastic collocation, and epistemic methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as hybrid optimization, surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. Services for parallel computing, simulation interfacing, approximation modeling, fault tolerance, restart, and graphics are also included.« less

  13. Distributed mixed-integer fuzzy hierarchical programming for municipal solid waste management. Part I: System identification and methodology development.

    PubMed

    Cheng, Guanhui; Huang, Guohe; Dong, Cong; Xu, Ye; Chen, Xiujuan; Chen, Jiapei

    2017-03-01

    Due to the existence of complexities of heterogeneities, hierarchy, discreteness, and interactions in municipal solid waste management (MSWM) systems such as Beijing, China, a series of socio-economic and eco-environmental problems may emerge or worsen and result in irredeemable damages in the following decades. Meanwhile, existing studies, especially ones focusing on MSWM in Beijing, could hardly reflect these complexities in system simulations and provide reliable decision support for management practices. Thus, a framework of distributed mixed-integer fuzzy hierarchical programming (DMIFHP) is developed in this study for MSWM under these complexities. Beijing is selected as a representative case. The Beijing MSWM system is comprehensively analyzed in many aspects such as socio-economic conditions, natural conditions, spatial heterogeneities, treatment facilities, and system complexities, building a solid foundation for system simulation and optimization. Correspondingly, the MSWM system in Beijing is discretized as 235 grids to reflect spatial heterogeneity. A DMIFHP model which is a nonlinear programming problem is constructed to parameterize the Beijing MSWM system. To enable scientific solving of it, a solution algorithm is proposed based on coupling of fuzzy programming and mixed-integer linear programming. Innovations and advantages of the DMIFHP framework are discussed. The optimal MSWM schemes and mechanism revelations will be discussed in another companion paper due to length limitation.

  14. Split diversity in constrained conservation prioritization using integer linear programming.

    PubMed

    Chernomor, Olga; Minh, Bui Quang; Forest, Félix; Klaere, Steffen; Ingram, Travis; Henzinger, Monika; von Haeseler, Arndt

    2015-01-01

    Phylogenetic diversity (PD) is a measure of biodiversity based on the evolutionary history of species. Here, we discuss several optimization problems related to the use of PD, and the more general measure split diversity (SD), in conservation prioritization.Depending on the conservation goal and the information available about species, one can construct optimization routines that incorporate various conservation constraints. We demonstrate how this information can be used to select sets of species for conservation action. Specifically, we discuss the use of species' geographic distributions, the choice of candidates under economic pressure, and the use of predator-prey interactions between the species in a community to define viability constraints.Despite such optimization problems falling into the area of NP hard problems, it is possible to solve them in a reasonable amount of time using integer programming. We apply integer linear programming to a variety of models for conservation prioritization that incorporate the SD measure.We exemplarily show the results for two data sets: the Cape region of South Africa and a Caribbean coral reef community. Finally, we provide user-friendly software at http://www.cibiv.at/software/pda.

  15. Rarity-weighted richness: a simple and reliable alternative to integer programming and heuristic algorithms for minimum set and maximum coverage problems in conservation planning.

    PubMed

    Albuquerque, Fabio; Beier, Paul

    2015-01-01

    Here we report that prioritizing sites in order of rarity-weighted richness (RWR) is a simple, reliable way to identify sites that represent all species in the fewest number of sites (minimum set problem) or to identify sites that represent the largest number of species within a given number of sites (maximum coverage problem). We compared the number of species represented in sites prioritized by RWR to numbers of species represented in sites prioritized by the Zonation software package for 11 datasets in which the size of individual planning units (sites) ranged from <1 ha to 2,500 km2. On average, RWR solutions were more efficient than Zonation solutions. Integer programming remains the only guaranteed way find an optimal solution, and heuristic algorithms remain superior for conservation prioritizations that consider compactness and multiple near-optimal solutions in addition to species representation. But because RWR can be implemented easily and quickly in R or a spreadsheet, it is an attractive alternative to integer programming or heuristic algorithms in some conservation prioritization contexts.

  16. Integer programming for improving radiotherapy treatment efficiency.

    PubMed

    Lv, Ming; Li, Yi; Kou, Bo; Zhou, Zhili

    2017-01-01

    Patients received by radiotherapy departments are diverse and may be diagnosed with different cancers. Therefore, they need different radiotherapy treatment plans and thus have different needs for medical resources. This research aims to explore the best method of scheduling the admission of patients receiving radiotherapy so as to reduce patient loss and maximize the usage efficiency of service resources. A mix integer programming (MIP) model integrated with special features of radiotherapy is constructed. The data used here is based on the historical data collected and we propose an exact method to solve the MIP model. Compared with the traditional First Come First Served (FCFS) method, the new method has boosted patient admission as well as the usage of linear accelerators (LINAC) and beds. The integer programming model can be used to describe the complex problem of scheduling radio-receiving patients, to identify the bottleneck resources that hinder patient admission, and to obtain the optimal LINAC-bed radio under the current data conditions. Different management strategies can be implemented by adjusting the settings of the MIP model. The computational results can serve as a reference for the policy-makers in decision making.

  17. Mixed Integer Linear Programming model for Crude Palm Oil Supply Chain Planning

    NASA Astrophysics Data System (ADS)

    Sembiring, Pasukat; Mawengkang, Herman; Sadyadharma, Hendaru; Bu'ulolo, F.; Fajriana

    2018-01-01

    The production process of crude palm oil (CPO) can be defined as the milling process of raw materials, called fresh fruit bunch (FFB) into end products palm oil. The process usually through a series of steps producing and consuming intermediate products. The CPO milling industry considered in this paper does not have oil palm plantation, therefore the FFB are supplied by several public oil palm plantations. Due to the limited availability of FFB, then it is necessary to choose from which plantations would be appropriate. This paper proposes a mixed integer linear programming model the supply chain integrated problem, which include waste processing. The mathematical programming model is solved using neighborhood search approach.

  18. An Integer Programming Model for the Management of a Forest in the North of Portugal

    NASA Astrophysics Data System (ADS)

    Cerveira, Adelaide; Fonseca, Teresa; Mota, Artur; Martins, Isabel

    2011-09-01

    This study aims to develop an approach for the management of a forest of maritime pine located in the north region of Portugal. The forest is classified into five public lands, the so-called baldios, extending over 4432 ha. These baldios are co-managed by the Official Forest Services and the local communities mainly for timber production purposes. The forest planning involves non-spatial and spatial constraints. Spatial constraints dictate a maximum clearcut area and an exclusion time. An integer programming model is presented and the computational results are discussed.

  19. Response Surface Analysis of Stochastic Network Performance

    DTIC Science & Technology

    1988-12-01

    Bl5/32768/, B16 /65536/,P/2147483647/ XHI-IX/B 16 XALO=(IX-XHI* Bl6 )*A LEFTLO=XALO/ Bl6 FHI=XHI*A+LEFTLO IC=FHI/B1 5 IX-(((XALO-LEFTLO* Bl6 )-P)4(FHI-K*Bl5...ELSE GO TO 50 END IF GO TO 50 100 END D-5 * RANDOM NUMBER GENERATOR FUNCTION RANDOM( IX) INTEGER AP, IX,B15, B16 ,XHI ,XALOI,LEFTLO,FHI ,K DATA A/16807... Bl6 )+K IF(IX.LT.O) IX=IX+P RANDOM-FLOAT( IX) *4.656612875E-1O RETURN END * NETWORK ENTRY and * PATHSET AND CUTSET GENERATION SUBROUTINE SUBROUTINE

  20. Solving the water jugs problem by an integer sequence approach

    NASA Astrophysics Data System (ADS)

    Man, Yiu-Kwong

    2012-01-01

    In this article, we present an integer sequence approach to solve the classic water jugs problem. The solution steps can be obtained easily by additions and subtractions only, which is suitable for manual calculation or programming by computer. This approach can be introduced to secondary and undergraduate students, and also to teachers and lecturers involved in teaching mathematical problem solving, recreational mathematics, or elementary number theory.

  1. New Approaches for Very Large-Scale Integer Programming

    DTIC Science & Technology

    2016-06-24

    existing algorithms. This research has been presented at several conferences and has and will appear in archival journals. 15. SUBJECT TERMS integer...This research has been presented at several conferences and has and will appear in archival journals. Distribution Statement This is block 12 on the...pdf Upload a Report Document, if any. The maximum file size for the Report Document is 50MB. Archival Publications (published) during reporting

  2. Partial ASL extensions for stochastic programming.

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Gay, David

    2010-03-31

    partially completed extensions for stochastic programming to the AMPL/solver interface library (ASL).modeling and experimenting with stochastic recourse problems. This software is not primarily for military applications

  3. Integer programming of cement distribution by train

    NASA Astrophysics Data System (ADS)

    Indarsih

    2018-01-01

    Cement industry in Central Java distributes cement by train to meet daily demand in Yogyakarta and Central Java area. There are five destination stations. For each destination station, there is a warehouse to load cements. Decision maker of cement industry have a plan to redesign the infrastructure and transportation system. The aim is to determine how many locomotives, train wagons, and containers and how to arrange train schedules with subject to the delivery time. For this purposes, we consider an integer programming to minimize the total of operational cost. Further, we will discuss a case study and the solution the problem can be calculated by LINGO software.

  4. An integer programming model for distal humerus fracture fixation planning.

    PubMed

    Maratt, Joseph D; Peaks, Ya-Sin A; Doro, Lisa Case; Karunakar, Madhav A; Hughes, Richard E

    2008-05-01

    To demonstrate the feasibility of an integer programming model to assist in pre-operative planning for open reduction and internal fixation of a distal humerus fracture. We describe an integer programming model based on the objective of maximizing the reward for screws placed while satisfying the requirements for sound internal fixation. The model maximizes the number of bicortical screws placed while avoiding screw collision and favoring screws of greater length that cross multiple fracture planes. The model was tested on three types of total articular fractures of the distal humerus. Solutions were generated using 5, 9, 21 and 33 possible screw orientations per hole. Solutions generated using 33 possible screw orientations per hole and five screw lengths resulted in the most clinically relevant fixation plan and required the calculation of 1,191,975 pairs of screws that resulted in collision. At this level of complexity, the pre-processor took 104 seconds to generate the constraints for the solver, and a solution was generated in under one minute in all three cases. Despite the large size of this problem, it can be solved in a reasonable amount of time, making use of the model practical in pre-surgical planning.

  5. Mixed-Integer Conic Linear Programming: Challenges and Perspectives

    DTIC Science & Technology

    2013-10-01

    The novel DCCs for MISOCO may be used in branch- and-cut algorithms when solving MISOCO problems. The experimental software CICLO was developed to...perform limited, but rigorous computational experiments. The CICLO solver utilizes continuous SOCO solvers, MOSEK, CPLES or SeDuMi, builds on the open...submitted Fall 2013. Software: 1. CICLO : Integer conic linear optimization package. Authors: J.C. Góez, T.K. Ralphs, Y. Fu, and T. Terlaky

  6. Sequential computation of elementary modes and minimal cut sets in genome-scale metabolic networks using alternate integer linear programming.

    PubMed

    Song, Hyun-Seob; Goldberg, Noam; Mahajan, Ashutosh; Ramkrishna, Doraiswami

    2017-08-01

    Elementary (flux) modes (EMs) have served as a valuable tool for investigating structural and functional properties of metabolic networks. Identification of the full set of EMs in genome-scale networks remains challenging due to combinatorial explosion of EMs in complex networks. It is often, however, that only a small subset of relevant EMs needs to be known, for which optimization-based sequential computation is a useful alternative. Most of the currently available methods along this line are based on the iterative use of mixed integer linear programming (MILP), the effectiveness of which significantly deteriorates as the number of iterations builds up. To alleviate the computational burden associated with the MILP implementation, we here present a novel optimization algorithm termed alternate integer linear programming (AILP). Our algorithm was designed to iteratively solve a pair of integer programming (IP) and linear programming (LP) to compute EMs in a sequential manner. In each step, the IP identifies a minimal subset of reactions, the deletion of which disables all previously identified EMs. Thus, a subsequent LP solution subject to this reaction deletion constraint becomes a distinct EM. In cases where no feasible LP solution is available, IP-derived reaction deletion sets represent minimal cut sets (MCSs). Despite the additional computation of MCSs, AILP achieved significant time reduction in computing EMs by orders of magnitude. The proposed AILP algorithm not only offers a computational advantage in the EM analysis of genome-scale networks, but also improves the understanding of the linkage between EMs and MCSs. The software is implemented in Matlab, and is provided as supplementary information . hyunseob.song@pnnl.gov. Supplementary data are available at Bioinformatics online. Published by Oxford University Press 2017. This work is written by US Government employees and are in the public domain in the US.

  7. Mixed Integer Programming Model and Incremental Optimization for Delivery and Storage Planning Using Truck Terminals

    NASA Astrophysics Data System (ADS)

    Sakakibara, Kazutoshi; Tian, Yajie; Nishikawa, Ikuko

    We discuss the planning of transportation by trucks over a multi-day period. Each truck collects loads from suppliers and delivers them to assembly plants or a truck terminal. By exploiting the truck terminal as a temporal storage, we aim to increase the load ratio of each truck and to minimize the lead time for transportation. In this paper, we show a mixed integer programming model which represents each product explicitly, and discuss the decomposition of the problem into a problem of delivery and storage, and a problem of vehicle routing. Based on this model, we propose a relax-and-fix type heuristic in which decision variables are fixed one by one by mathematical programming techniques such as branch-and-bound methods.

  8. Runway Operations Planning: A Two-Stage Heuristic Algorithm

    NASA Technical Reports Server (NTRS)

    Anagnostakis, Ioannis; Clarke, John-Paul

    2003-01-01

    The airport runway is a scarce resource that must be shared by different runway operations (arrivals, departures and runway crossings). Given the possible sequences of runway events, careful Runway Operations Planning (ROP) is required if runway utilization is to be maximized. From the perspective of departures, ROP solutions are aircraft departure schedules developed by optimally allocating runway time for departures given the time required for arrivals and crossings. In addition to the obvious objective of maximizing throughput, other objectives, such as guaranteeing fairness and minimizing environmental impact, can also be incorporated into the ROP solution subject to constraints introduced by Air Traffic Control (ATC) procedures. This paper introduces a two stage heuristic algorithm for solving the Runway Operations Planning (ROP) problem. In the first stage, sequences of departure class slots and runway crossings slots are generated and ranked based on departure runway throughput under stochastic conditions. In the second stage, the departure class slots are populated with specific flights from the pool of available aircraft, by solving an integer program with a Branch & Bound algorithm implementation. Preliminary results from this implementation of the two-stage algorithm on real-world traffic data are presented.

  9. Effect of Inherited Genetic Information on Stochastic Predator-Prey Model

    NASA Astrophysics Data System (ADS)

    Duda, Artur; Dyś, Paweł; Nowicka, Alekandra; Dudek, Mirosław R.

    We discuss the Lotka-Volterra dynamics of two populations, preys and predators, in the case when the predators posses a genetic information. The genetic information is inherited according to the rules of the Penna model of genetic evolution. Each individual of the predator population is uniquely determined by sex, genotype and phenotype. In our case, the genes are represented by 8-bit integers and the phenotypes are defined with the help of the 8-state Potts model Hamiltonian. We showed that during time evolution, the population of the predators can experience a series of dynamical phase transitions which are connected with the different types of the dominant phenotypes present in the population.

  10. On Distributed PV Hosting Capacity Estimation, Sensitivity Study, and Improvement

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Ding, Fei; Mather, Barry

    This paper first studies the estimated distributed PV hosting capacities of seventeen utility distribution feeders using the Monte Carlo simulation based stochastic analysis, and then analyzes the sensitivity of PV hosting capacity to both feeder and photovoltaic system characteristics. Furthermore, an active distribution network management approach is proposed to maximize PV hosting capacity by optimally switching capacitors, adjusting voltage regulator taps, managing controllable branch switches and controlling smart PV inverters. The approach is formulated as a mixed-integer nonlinear optimization problem and a genetic algorithm is developed to obtain the solution. Multiple simulation cases are studied and the effectiveness of themore » proposed approach on increasing PV hosting capacity is demonstrated.« less

  11. Leveraging human decision making through the optimal management of centralized resources

    NASA Astrophysics Data System (ADS)

    Hyden, Paul; McGrath, Richard G.

    2016-05-01

    Combining results from mixed integer optimization, stochastic modeling and queuing theory, we will advance the interdisciplinary problem of efficiently and effectively allocating centrally managed resources. Academia currently fails to address this, as the esoteric demands of each of these large research areas limits work across traditional boundaries. The commercial space does not currently address these challenges due to the absence of a profit metric. By constructing algorithms that explicitly use inputs across boundaries, we are able to incorporate the advantages of using human decision makers. Key improvements in the underlying algorithms are made possible by aligning decision maker goals with the feedback loops introduced between the core optimization step and the modeling of the overall stochastic process of supply and demand. A key observation is that human decision-makers must be explicitly included in the analysis for these approaches to be ultimately successful. Transformative access gives warfighters and mission owners greater understanding of global needs and allows for relationships to guide optimal resource allocation decisions. Mastery of demand processes and optimization bottlenecks reveals long term maximum marginal utility gaps in capabilities.

  12. Extreme Quantum Memory Advantage for Rare-Event Sampling

    NASA Astrophysics Data System (ADS)

    Aghamohammadi, Cina; Loomis, Samuel P.; Mahoney, John R.; Crutchfield, James P.

    2018-02-01

    We introduce a quantum algorithm for memory-efficient biased sampling of rare events generated by classical memoryful stochastic processes. Two efficiency metrics are used to compare quantum and classical resources for rare-event sampling. For a fixed stochastic process, the first is the classical-to-quantum ratio of required memory. We show for two example processes that there exists an infinite number of rare-event classes for which the memory ratio for sampling is larger than r , for any large real number r . Then, for a sequence of processes each labeled by an integer size N , we compare how the classical and quantum required memories scale with N . In this setting, since both memories can diverge as N →∞ , the efficiency metric tracks how fast they diverge. An extreme quantum memory advantage exists when the classical memory diverges in the limit N →∞ , but the quantum memory has a finite bound. We then show that finite-state Markov processes and spin chains exhibit memory advantage for sampling of almost all of their rare-event classes.

  13. Edit distance for marked point processes revisited: An implementation by binary integer programming

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Hirata, Yoshito; Aihara, Kazuyuki

    2015-12-15

    We implement the edit distance for marked point processes [Suzuki et al., Int. J. Bifurcation Chaos 20, 3699–3708 (2010)] as a binary integer program. Compared with the previous implementation using minimum cost perfect matching, the proposed implementation has two advantages: first, by using the proposed implementation, we can apply a wide variety of software and hardware, even spin glasses and coherent ising machines, to calculate the edit distance for marked point processes; second, the proposed implementation runs faster than the previous implementation when the difference between the numbers of events in two time windows for a marked point process ismore » large.« less

  14. SSP: an interval integer linear programming for de novo transcriptome assembly and isoform discovery of RNA-seq reads.

    PubMed

    Safikhani, Zhaleh; Sadeghi, Mehdi; Pezeshk, Hamid; Eslahchi, Changiz

    2013-01-01

    Recent advances in the sequencing technologies have provided a handful of RNA-seq datasets for transcriptome analysis. However, reconstruction of full-length isoforms and estimation of the expression level of transcripts with a low cost are challenging tasks. We propose a novel de novo method named SSP that incorporates interval integer linear programming to resolve alternatively spliced isoforms and reconstruct the whole transcriptome from short reads. Experimental results show that SSP is fast and precise in determining different alternatively spliced isoforms along with the estimation of reconstructed transcript abundances. The SSP software package is available at http://www.bioinf.cs.ipm.ir/software/ssp. © 2013.

  15. A Mixed Integer Linear Programming Approach to Electrical Stimulation Optimization Problems.

    PubMed

    Abouelseoud, Gehan; Abouelseoud, Yasmine; Shoukry, Amin; Ismail, Nour; Mekky, Jaidaa

    2018-02-01

    Electrical stimulation optimization is a challenging problem. Even when a single region is targeted for excitation, the problem remains a constrained multi-objective optimization problem. The constrained nature of the problem results from safety concerns while its multi-objectives originate from the requirement that non-targeted regions should remain unaffected. In this paper, we propose a mixed integer linear programming formulation that can successfully address the challenges facing this problem. Moreover, the proposed framework can conclusively check the feasibility of the stimulation goals. This helps researchers to avoid wasting time trying to achieve goals that are impossible under a chosen stimulation setup. The superiority of the proposed framework over alternative methods is demonstrated through simulation examples.

  16. Integer Linear Programming in Computational Biology

    NASA Astrophysics Data System (ADS)

    Althaus, Ernst; Klau, Gunnar W.; Kohlbacher, Oliver; Lenhof, Hans-Peter; Reinert, Knut

    Computational molecular biology (bioinformatics) is a young research field that is rich in NP-hard optimization problems. The problem instances encountered are often huge and comprise thousands of variables. Since their introduction into the field of bioinformatics in 1997, integer linear programming (ILP) techniques have been successfully applied to many optimization problems. These approaches have added much momentum to development and progress in related areas. In particular, ILP-based approaches have become a standard optimization technique in bioinformatics. In this review, we present applications of ILP-based techniques developed by members and former members of Kurt Mehlhorn’s group. These techniques were introduced to bioinformatics in a series of papers and popularized by demonstration of their effectiveness and potential.

  17. Integer programming applications: Bond trading, mortgage backed security financing, and FASB 115 accounting

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Nauss, R.

    1994-12-31

    In this review we describe three integer programming applications involving fixed income securities. A bond trading model is presented that features a number of possible different objectives and collections of constraints including future interest rate scenarios. A mortgage backed security (MBS) financing model that accounts for potential defaults in the MBS is also presented. Finally we describe an approach to allocate collections of bank securities into three categories: hold to maturity, available for sale, or trading. Placement of securities in these categories affects the capital, net income, and liquidity of a bank according to new accounting rules promulgated by themore » Financial Accounting Standards Board.« less

  18. Intelligent Tutoring for Programming Tasks: Using Plan Analysis to Generate Better Hints.

    DTIC Science & Technology

    1982-03-01

    construction and execution of a BASIC proqram that assiqns an integer value to a variable and then prints the value of that integer. - ARTICHOKE : assign...the string " ARTICHOKE " to a string variable, assiqn the value of that variable to a second variable, and print the second variable. -SINOP: qet two...the first five tasks: GREENFLAG, ARTICHOKE , SINOP, NINOP, and TWOS. Because the protocols are very lonq, it was necessary to condense them into a

  19. Determining the Surface-to-Air Missile Requirement for Western and Southern Part of the Turkish Air Defense System

    DTIC Science & Technology

    2008-03-01

    been shown to yield success in such applications as well. ( Daskin ,1995). LP optimization, matrix row reduction, a combination of both, or cutting...integer solution (Current, 2002). If the LP relaxation of the SCLP results in a fractional solution, Current, Daskin , and Schilling (2002) recommend...coverage for a given number of SAM sites. The model is formulated as an integer program, and the LINGO 10 software package is used to solve the model

  20. Aerospace applications of integer and combinatorial optimization

    NASA Technical Reports Server (NTRS)

    Padula, S. L.; Kincaid, R. K.

    1995-01-01

    Research supported by NASA Langley Research Center includes many applications of aerospace design optimization and is conducted by teams of applied mathematicians and aerospace engineers. This paper investigates the benefits from this combined expertise in solving combinatorial optimization problems. Applications range from the design of large space antennas to interior noise control. A typical problem, for example, seeks the optimal locations for vibration-damping devices on a large space structure and is expressed as a mixed/integer linear programming problem with more than 1500 design variables.

  1. Results of the Clarus Regional Demonstrations : Evaluation of Enhanced Road Weather Forecasting

    DOT National Transportation Integrated Search

    2012-01-01

    The Clarus Initiative is a research effort of the U.S. Department of Transportation Intelligent Transportation Systems Joint Program Office and the Federal Highway Administrations Road Weather Management Program to develop and demonstrate an integ...

  2. A spatial stochastic programming model for timber and core area management under risk of stand-replacing fire

    Treesearch

    Dung Tuan Nguyen

    2012-01-01

    Forest harvest scheduling has been modeled using deterministic and stochastic programming models. Past models seldom address explicit spatial forest management concerns under the influence of natural disturbances. In this research study, we employ multistage full recourse stochastic programming models to explore the challenges and advantages of building spatial...

  3. Determining on-fault earthquake magnitude distributions from integer programming

    NASA Astrophysics Data System (ADS)

    Geist, Eric L.; Parsons, Tom

    2018-02-01

    Earthquake magnitude distributions among faults within a fault system are determined from regional seismicity and fault slip rates using binary integer programming. A synthetic earthquake catalog (i.e., list of randomly sampled magnitudes) that spans millennia is first formed, assuming that regional seismicity follows a Gutenberg-Richter relation. Each earthquake in the synthetic catalog can occur on any fault and at any location. The objective is to minimize misfits in the target slip rate for each fault, where slip for each earthquake is scaled from its magnitude. The decision vector consists of binary variables indicating which locations are optimal among all possibilities. Uncertainty estimates in fault slip rates provide explicit upper and lower bounding constraints to the problem. An implicit constraint is that an earthquake can only be located on a fault if it is long enough to contain that earthquake. A general mixed-integer programming solver, consisting of a number of different algorithms, is used to determine the optimal decision vector. A case study is presented for the State of California, where a 4 kyr synthetic earthquake catalog is created and faults with slip ≥3 mm/yr are considered, resulting in >106 variables. The optimal magnitude distributions for each of the faults in the system span a rich diversity of shapes, ranging from characteristic to power-law distributions.

  4. Operations research applications in nuclear energy

    NASA Astrophysics Data System (ADS)

    Johnson, Benjamin Lloyd

    This dissertation consists of three papers; the first is published in Annals of Operations Research, the second is nearing submission to INFORMS Journal on Computing, and the third is the predecessor of a paper nearing submission to Progress in Nuclear Energy. We apply operations research techniques to nuclear waste disposal and nuclear safeguards. Although these fields are different, they allow us to showcase some benefits of using operations research techniques to enhance nuclear energy applications. The first paper, "Optimizing High-Level Nuclear Waste Disposal within a Deep Geologic Repository," presents a mixed-integer programming model that determines where to place high-level nuclear waste packages in a deep geologic repository to minimize heat load concentration. We develop a heuristic that increases the size of solvable model instances. The second paper, "Optimally Configuring a Measurement System to Detect Diversions from a Nuclear Fuel Cycle," introduces a simulation-optimization algorithm and an integer-programming model to find the best, or near-best, resource-limited nuclear fuel cycle measurement system with a high degree of confidence. Given location-dependent measurement method precisions, we (i) optimize the configuration of n methods at n locations of a hypothetical nuclear fuel cycle facility, (ii) find the most important location at which to improve method precision, and (iii) determine the effect of measurement frequency on near-optimal configurations and objective values. Our results correspond to existing outcomes but we obtain them at least an order of magnitude faster. The third paper, "Optimizing Nuclear Material Control and Accountability Measurement Systems," extends the integer program from the second paper to locate measurement methods in a larger, hypothetical nuclear fuel cycle scenario given fixed purchase and utilization budgets. This paper also presents two mixed-integer quadratic programming models to increase the precision of existing methods given a fixed improvement budget and to reduce the measurement uncertainty in the system while limiting improvement costs. We quickly obtain similar or better solutions compared to several intuitive analyses that take much longer to perform.

  5. Investigating Integer Restrictions in Linear Programming

    ERIC Educational Resources Information Center

    Edwards, Thomas G.; Chelst, Kenneth R.; Principato, Angela M.; Wilhelm, Thad L.

    2015-01-01

    Linear programming (LP) is an application of graphing linear systems that appears in many Algebra 2 textbooks. Although not explicitly mentioned in the Common Core State Standards for Mathematics, linear programming blends seamlessly into modeling with mathematics, the fourth Standard for Mathematical Practice (CCSSI 2010, p. 7). In solving a…

  6. The Retrofit Puzzle Extended: Optimal Fleet Owner Behavior over Multiple Time Periods

    DOT National Transportation Integrated Search

    2009-08-04

    In "The Retrofit Puzzle: Optimal Fleet Owner Behavior in the Context of Diesel Retrofit Incentive Programs" (1) an integer program was developed to model profit-maximizing diesel fleet owner behavior when selecting pollution reduction retrofits. Flee...

  7. FSILP: fuzzy-stochastic-interval linear programming for supporting municipal solid waste management.

    PubMed

    Li, Pu; Chen, Bing

    2011-04-01

    Although many studies on municipal solid waste management (MSW management) were conducted under uncertain conditions of fuzzy, stochastic, and interval coexistence, the solution to the conventional linear programming problems of integrating fuzzy method with the other two was inefficient. In this study, a fuzzy-stochastic-interval linear programming (FSILP) method is developed by integrating Nguyen's method with conventional linear programming for supporting municipal solid waste management. The Nguyen's method was used to convert the fuzzy and fuzzy-stochastic linear programming problems into the conventional linear programs, by measuring the attainment values of fuzzy numbers and/or fuzzy random variables, as well as superiority and inferiority between triangular fuzzy numbers/triangular fuzzy-stochastic variables. The developed method can effectively tackle uncertainties described in terms of probability density functions, fuzzy membership functions, and discrete intervals. Moreover, the method can also improve upon the conventional interval fuzzy programming and two-stage stochastic programming approaches, with advantageous capabilities that are easily achieved with fewer constraints and significantly reduces consumption time. The developed model was applied to a case study of municipal solid waste management system in a city. The results indicated that reasonable solutions had been generated. The solution can help quantify the relationship between the change of system cost and the uncertainties, which could support further analysis of tradeoffs between the waste management cost and the system failure risk. Copyright © 2010 Elsevier Ltd. All rights reserved.

  8. NEWTONP - CUMULATIVE BINOMIAL PROGRAMS

    NASA Technical Reports Server (NTRS)

    Bowerman, P. N.

    1994-01-01

    The cumulative binomial program, NEWTONP, is one of a set of three programs which calculate cumulative binomial probability distributions for arbitrary inputs. The three programs, NEWTONP, CUMBIN (NPO-17555), and CROSSER (NPO-17557), can be used independently of one another. NEWTONP can be used by statisticians and users of statistical procedures, test planners, designers, and numerical analysts. The program has been used for reliability/availability calculations. NEWTONP calculates the probably p required to yield a given system reliability V for a k-out-of-n system. It can also be used to determine the Clopper-Pearson confidence limits (either one-sided or two-sided) for the parameter p of a Bernoulli distribution. NEWTONP can determine Bayesian probability limits for a proportion (if the beta prior has positive integer parameters). It can determine the percentiles of incomplete beta distributions with positive integer parameters. It can also determine the percentiles of F distributions and the midian plotting positions in probability plotting. NEWTONP is designed to work well with all integer values 0 < k <= n. To run the program, the user simply runs the executable version and inputs the information requested by the program. NEWTONP is not designed to weed out incorrect inputs, so the user must take care to make sure the inputs are correct. Once all input has been entered, the program calculates and lists the result. It also lists the number of iterations of Newton's method required to calculate the answer within the given error. The NEWTONP program is written in C. It was developed on an IBM AT with a numeric co-processor using Microsoft C 5.0. Because the source code is written using standard C structures and functions, it should compile correctly with most C compilers. The program format is interactive. It has been implemented under DOS 3.2 and has a memory requirement of 26K. NEWTONP was developed in 1988.

  9. HAL/S programmer's guide. [space shuttle flight software language

    NASA Technical Reports Server (NTRS)

    Newbold, P. M.; Hotz, R. L.

    1974-01-01

    HAL/S is a programming language developed to satisfy the flight software requirements for the space shuttle program. The user's guide explains pertinent language operating procedures and described the various HAL/S facilities for manipulating integer, scalar, vector, and matrix data types.

  10. Are you ready? Managing transportation resources through the Y2K weekend

    DOT National Transportation Integrated Search

    2011-01-01

    The Clarus Initiative, a joint effort of the U.S. Department of Transportation Intelligent Transportation Systems (ITS) Joint Program Office and FHWAs Road Weather Management Program (RWMP), is a six-year effort to develop and demonstrate an integ...

  11. GLOBAL SOLUTIONS TO FOLDED CONCAVE PENALIZED NONCONVEX LEARNING

    PubMed Central

    Liu, Hongcheng; Yao, Tao; Li, Runze

    2015-01-01

    This paper is concerned with solving nonconvex learning problems with folded concave penalty. Despite that their global solutions entail desirable statistical properties, there lack optimization techniques that guarantee global optimality in a general setting. In this paper, we show that a class of nonconvex learning problems are equivalent to general quadratic programs. This equivalence facilitates us in developing mixed integer linear programming reformulations, which admit finite algorithms that find a provably global optimal solution. We refer to this reformulation-based technique as the mixed integer programming-based global optimization (MIPGO). To our knowledge, this is the first global optimization scheme with a theoretical guarantee for folded concave penalized nonconvex learning with the SCAD penalty (Fan and Li, 2001) and the MCP penalty (Zhang, 2010). Numerical results indicate a significant outperformance of MIPGO over the state-of-the-art solution scheme, local linear approximation, and other alternative solution techniques in literature in terms of solution quality. PMID:27141126

  12. RSM 1.0 user's guide: A resupply scheduler using integer optimization

    NASA Technical Reports Server (NTRS)

    Viterna, Larry A.; Green, Robert D.; Reed, David M.

    1991-01-01

    The Resupply Scheduling Model (RSM) is a PC based, fully menu-driven computer program. It uses integer programming techniques to determine an optimum schedule to replace components on or before a fixed replacement period, subject to user defined constraints such as transportation mass and volume limits or available repair crew time. Principal input for RSJ includes properties such as mass and volume and an assembly sequence. Resource constraints are entered for each period corresponding to the component properties. Though written to analyze the electrical power system on the Space Station Freedom, RSM is quite general and can be used to model the resupply of almost any system subject to user defined resource constraints. Presented here is a step by step procedure for preparing the input, performing the analysis, and interpreting the results. Instructions for installing the program and information on the algorithms are given.

  13. An integer programming approach to a real-world recyclable waste collection problem in Argentina.

    PubMed

    Braier, Gustavo; Durán, Guillermo; Marenco, Javier; Wesner, Francisco

    2017-05-01

    This article reports on the use of mathematical programming techniques to optimise the routes of a recyclable waste collection system servicing Morón, a large municipality outside Buenos Aires, Argentina. The truck routing problem posed by the system is a particular case of the generalised directed open rural postman problem. An integer programming model is developed with a solving procedure built around a subtour-merging algorithm and the addition of subtour elimination constraints. The route solutions generated by the proposed methodology perform significantly better than the previously used, manually designed routes, the main improvement being that coverage of blocks within the municipality with the model solutions is 100% by construction, whereas with the manual routes as much as 16% of the blocks went unserviced. The model-generated routes were adopted by the municipality in 2014 and the national government is planning to introduce the methodology elsewhere in the country.

  14. Mixed integer nonlinear programming model of wireless pricing scheme with QoS attribute of bandwidth and end-to-end delay

    NASA Astrophysics Data System (ADS)

    Irmeilyana, Puspita, Fitri Maya; Indrawati

    2016-02-01

    The pricing for wireless networks is developed by considering linearity factors, elasticity price and price factors. Mixed Integer Nonlinear Programming of wireless pricing model is proposed as the nonlinear programming problem that can be solved optimally using LINGO 13.0. The solutions are expected to give some information about the connections between the acceptance factor and the price. Previous model worked on the model that focuses on bandwidth as the QoS attribute. The models attempt to maximize the total price for a connection based on QoS parameter. The QoS attributes used will be the bandwidth and the end to end delay that affect the traffic. The maximum goal to maximum price is achieved when the provider determine the requirement for the increment or decrement of price change due to QoS change and amount of QoS value.

  15. Synchronizable Series Expressions. Part 2. Overview of the Theory and Implementation.

    DTIC Science & Technology

    1987-11-01

    more running time than shown in the table. because time is eventually required in order to collect the garbage it creates. Program Running ’rime Garbage...possible to simply put an enumerator where it is used.) (loop for x integer from I to 4 collect x) - (lotS* ((x (Eup I :to 4))) (declare (type integer x...below. (loop for x from 1 to 4 and for y = 0 then (1- x) collect (list x y)) - (lotS* ((x (Eup 1 :to 4)) (y (Tprevious (1- x) 0))) (Rlist (list x y

  16. Papers on Program Testing,

    DTIC Science & Technology

    1979-01-01

    tractability for scientific analysis. Although much remains to be learned about mutation as a testing tool, there is a considerable body of written material...explicitly address classifications (2) may not have been affected at all! In general, the and (3) in this article , except to point out that even relative...34 ARTICLE B=B’B C IN CACM 1971). C=C*02 INTEGER AiN),N.F D=B+C INTEGER M.NS.R.I.J.W IF (A.NE.D) GOTO 200 MI PRINT 150 NS=N 150 FORMATIIH .RIGHT ANGLED

  17. The impact of short-term stochastic variability in solar irradiance on optimal microgrid design

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Schittekatte, Tim; Stadler, Michael; Cardoso, Gonçalo

    2016-07-01

    This paper proposes a new methodology to capture the impact of fast moving clouds on utility power demand charges observed in microgrids with photovoltaic (PV) arrays, generators, and electrochemical energy storage. It consists of a statistical approach to introduce sub-hourly events in the hourly economic accounting process. The methodology is implemented in the Distributed Energy Resources Customer Adoption Model (DER-CAM), a state of the art mixed integer linear model used to optimally size DER in decentralized energy systems. Results suggest that previous iterations of DER-CAM could undersize battery capacities. The improved model depicts more accurately the economic value of PVmore » as well as the synergistic benefits of pairing PV with storage.« less

  18. ALPS - A LINEAR PROGRAM SOLVER

    NASA Technical Reports Server (NTRS)

    Viterna, L. A.

    1994-01-01

    Linear programming is a widely-used engineering and management tool. Scheduling, resource allocation, and production planning are all well-known applications of linear programs (LP's). Most LP's are too large to be solved by hand, so over the decades many computer codes for solving LP's have been developed. ALPS, A Linear Program Solver, is a full-featured LP analysis program. ALPS can solve plain linear programs as well as more complicated mixed integer and pure integer programs. ALPS also contains an efficient solution technique for pure binary (0-1 integer) programs. One of the many weaknesses of LP solvers is the lack of interaction with the user. ALPS is a menu-driven program with no special commands or keywords to learn. In addition, ALPS contains a full-screen editor to enter and maintain the LP formulation. These formulations can be written to and read from plain ASCII files for portability. For those less experienced in LP formulation, ALPS contains a problem "parser" which checks the formulation for errors. ALPS creates fully formatted, readable reports that can be sent to a printer or output file. ALPS is written entirely in IBM's APL2/PC product, Version 1.01. The APL2 workspace containing all the ALPS code can be run on any APL2/PC system (AT or 386). On a 32-bit system, this configuration can take advantage of all extended memory. The user can also examine and modify the ALPS code. The APL2 workspace has also been "packed" to be run on any DOS system (without APL2) as a stand-alone "EXE" file, but has limited memory capacity on a 640K system. A numeric coprocessor (80X87) is optional but recommended. The standard distribution medium for ALPS is a 5.25 inch 360K MS-DOS format diskette. IBM, IBM PC and IBM APL2 are registered trademarks of International Business Machines Corporation. MS-DOS is a registered trademark of Microsoft Corporation.

  19. The Capability Portfolio Analysis Tool (CPAT): A Mixed Integer Linear Programming Formulation for Fleet Modernization Analysis (Version 2.0.2).

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Waddell, Lucas; Muldoon, Frank; Henry, Stephen Michael

    In order to effectively plan the management and modernization of their large and diverse fleets of vehicles, Program Executive Office Ground Combat Systems (PEO GCS) and Program Executive Office Combat Support and Combat Service Support (PEO CS&CSS) commis- sioned the development of a large-scale portfolio planning optimization tool. This software, the Capability Portfolio Analysis Tool (CPAT), creates a detailed schedule that optimally prioritizes the modernization or replacement of vehicles within the fleet - respecting numerous business rules associated with fleet structure, budgets, industrial base, research and testing, etc., while maximizing overall fleet performance through time. This paper contains a thor-more » ough documentation of the terminology, parameters, variables, and constraints that comprise the fleet management mixed integer linear programming (MILP) mathematical formulation. This paper, which is an update to the original CPAT formulation document published in 2015 (SAND2015-3487), covers the formulation of important new CPAT features.« less

  20. An inexact mixed risk-aversion two-stage stochastic programming model for water resources management under uncertainty.

    PubMed

    Li, W; Wang, B; Xie, Y L; Huang, G H; Liu, L

    2015-02-01

    Uncertainties exist in the water resources system, while traditional two-stage stochastic programming is risk-neutral and compares the random variables (e.g., total benefit) to identify the best decisions. To deal with the risk issues, a risk-aversion inexact two-stage stochastic programming model is developed for water resources management under uncertainty. The model was a hybrid methodology of interval-parameter programming, conditional value-at-risk measure, and a general two-stage stochastic programming framework. The method extends on the traditional two-stage stochastic programming method by enabling uncertainties presented as probability density functions and discrete intervals to be effectively incorporated within the optimization framework. It could not only provide information on the benefits of the allocation plan to the decision makers but also measure the extreme expected loss on the second-stage penalty cost. The developed model was applied to a hypothetical case of water resources management. Results showed that that could help managers generate feasible and balanced risk-aversion allocation plans, and analyze the trade-offs between system stability and economy.

  1. An improved exploratory search technique for pure integer linear programming problems

    NASA Technical Reports Server (NTRS)

    Fogle, F. R.

    1990-01-01

    The development is documented of a heuristic method for the solution of pure integer linear programming problems. The procedure draws its methodology from the ideas of Hooke and Jeeves type 1 and 2 exploratory searches, greedy procedures, and neighborhood searches. It uses an efficient rounding method to obtain its first feasible integer point from the optimal continuous solution obtained via the simplex method. Since this method is based entirely on simple addition or subtraction of one to each variable of a point in n-space and the subsequent comparison of candidate solutions to a given set of constraints, it facilitates significant complexity improvements over existing techniques. It also obtains the same optimal solution found by the branch-and-bound technique in 44 of 45 small to moderate size test problems. Two example problems are worked in detail to show the inner workings of the method. Furthermore, using an established weighted scheme for comparing computational effort involved in an algorithm, a comparison of this algorithm is made to the more established and rigorous branch-and-bound method. A computer implementation of the procedure, in PC compatible Pascal, is also presented and discussed.

  2. Determining on-fault earthquake magnitude distributions from integer programming

    USGS Publications Warehouse

    Geist, Eric L.; Parsons, Thomas E.

    2018-01-01

    Earthquake magnitude distributions among faults within a fault system are determined from regional seismicity and fault slip rates using binary integer programming. A synthetic earthquake catalog (i.e., list of randomly sampled magnitudes) that spans millennia is first formed, assuming that regional seismicity follows a Gutenberg-Richter relation. Each earthquake in the synthetic catalog can occur on any fault and at any location. The objective is to minimize misfits in the target slip rate for each fault, where slip for each earthquake is scaled from its magnitude. The decision vector consists of binary variables indicating which locations are optimal among all possibilities. Uncertainty estimates in fault slip rates provide explicit upper and lower bounding constraints to the problem. An implicit constraint is that an earthquake can only be located on a fault if it is long enough to contain that earthquake. A general mixed-integer programming solver, consisting of a number of different algorithms, is used to determine the optimal decision vector. A case study is presented for the State of California, where a 4 kyr synthetic earthquake catalog is created and faults with slip ≥3 mm/yr are considered, resulting in >106  variables. The optimal magnitude distributions for each of the faults in the system span a rich diversity of shapes, ranging from characteristic to power-law distributions. 

  3. Selection of actuator locations for static shape control of large space structures by heuristic integer programing

    NASA Technical Reports Server (NTRS)

    Haftka, R. T.; Adelman, H. M.

    1984-01-01

    Orbiting spacecraft such as large space antennas have to maintain a highly accurate space to operate satisfactorily. Such structures require active and passive controls to mantain an accurate shape under a variety of disturbances. Methods for the optimum placement of control actuators for correcting static deformations are described. In particular, attention is focused on the case were control locations have to be selected from a large set of available sites, so that integer programing methods are called for. The effectiveness of three heuristic techniques for obtaining a near-optimal site selection is compared. In addition, efficient reanalysis techniques for the rapid assessment of control effectiveness are presented. Two examples are used to demonstrate the methods: a simple beam structure and a 55m space-truss-parabolic antenna.

  4. Developing optimal nurses work schedule using integer programming

    NASA Astrophysics Data System (ADS)

    Shahidin, Ainon Mardhiyah; Said, Mohd Syazwan Md; Said, Noor Hizwan Mohamad; Sazali, Noor Izatie Amaliena

    2017-08-01

    Time management is the art of arranging, organizing and scheduling one's time for the purpose of generating more effective work and productivity. Scheduling is the process of deciding how to commit resources between varieties of possible tasks. Thus, it is crucial for every organization to have a good work schedule for their staffs. The job of Ward nurses at hospitals runs for 24 hours every day. Therefore, nurses will be working using shift scheduling. This study is aimed to solve the nurse scheduling problem at an emergency ward of a private hospital. A 7-day work schedule for 7 consecutive weeks satisfying all the constraints set by the hospital will be developed using Integer Programming. The work schedule for the nurses obtained gives an optimal solution where all the constraints are being satisfied successfully.

  5. An Integer Programming Model For Solving Heterogeneous Vehicle Routing Problem With Hard Time Window considering Service Choice

    NASA Astrophysics Data System (ADS)

    Susilawati, Enny; Mawengkang, Herman; Efendi, Syahril

    2018-01-01

    Generally a Vehicle Routing Problem with time windows (VRPTW) can be defined as a problem to determine the optimal set of routes used by a fleet of vehicles to serve a given set of customers with service time restrictions; the objective is to minimize the total travel cost (related to the travel times or distances) and operational cost (related to the number of vehicles used). In this paper we address a variant of the VRPTW in which the fleet of vehicle is heterogenic due to the different size of demand from customers. The problem, called Heterogeneous VRP (HVRP) also includes service levels. We use integer programming model to describe the problem. A feasible neighbourhood approach is proposed to solve the model.

  6. Advances in mixed-integer programming methods for chemical production scheduling.

    PubMed

    Velez, Sara; Maravelias, Christos T

    2014-01-01

    The goal of this paper is to critically review advances in the area of chemical production scheduling over the past three decades and then present two recently proposed solution methods that have led to dramatic computational enhancements. First, we present a general framework and problem classification and discuss modeling and solution methods with an emphasis on mixed-integer programming (MIP) techniques. Second, we present two solution methods: (a) a constraint propagation algorithm that allows us to compute parameters that are then used to tighten MIP scheduling models and (b) a reformulation that introduces new variables, thus leading to effective branching. We also present computational results and an example illustrating how these methods are implemented, as well as the resulting enhancements. We close with a discussion of open research challenges and future research directions.

  7. Stochastic geometry in disordered systems, applications to quantum Hall transitions

    NASA Astrophysics Data System (ADS)

    Gruzberg, Ilya

    2012-02-01

    A spectacular success in the study of random fractal clusters and their boundaries in statistical mechanics systems at or near criticality using Schramm-Loewner Evolutions (SLE) naturally calls for extensions in various directions. Can this success be repeated for disordered and/or non-equilibrium systems? Naively, when one thinks about disordered systems and their average correlation functions one of the very basic assumptions of SLE, the so called domain Markov property, is lost. Also, in some lattice models of Anderson transitions (the network models) there are no natural clusters to consider. Nevertheless, in this talk I will argue that one can apply the so called conformal restriction, a notion of stochastic conformal geometry closely related to SLE, to study the integer quantum Hall transition and its variants. I will focus on the Chalker-Coddington network model and will demonstrate that its average transport properties can be mapped to a classical problem where the basic objects are geometric shapes (loosely speaking, the current paths) that obey an important restriction property. At the transition point this allows to use the theory of conformal restriction to derive exact expressions for point contact conductances in the presence of various non-trivial boundary conditions.

  8. A spatial stochastic programming model for timber and core area management under risk of fires

    Treesearch

    Yu Wei; Michael Bevers; Dung Nguyen; Erin Belval

    2014-01-01

    Previous stochastic models in harvest scheduling seldom address explicit spatial management concerns under the influence of natural disturbances. We employ multistage stochastic programming models to explore the challenges and advantages of building spatial optimization models that account for the influences of random stand-replacing fires. Our exploratory test models...

  9. A divide-and-conquer approach to determine the Pareto frontier for optimization of protein engineering experiments.

    PubMed

    He, Lu; Friedman, Alan M; Bailey-Kellogg, Chris

    2012-03-01

    In developing improved protein variants by site-directed mutagenesis or recombination, there are often competing objectives that must be considered in designing an experiment (selecting mutations or breakpoints): stability versus novelty, affinity versus specificity, activity versus immunogenicity, and so forth. Pareto optimal experimental designs make the best trade-offs between competing objectives. Such designs are not "dominated"; that is, no other design is better than a Pareto optimal design for one objective without being worse for another objective. Our goal is to produce all the Pareto optimal designs (the Pareto frontier), to characterize the trade-offs and suggest designs most worth considering, but to avoid explicitly considering the large number of dominated designs. To do so, we develop a divide-and-conquer algorithm, Protein Engineering Pareto FRontier (PEPFR), that hierarchically subdivides the objective space, using appropriate dynamic programming or integer programming methods to optimize designs in different regions. This divide-and-conquer approach is efficient in that the number of divisions (and thus calls to the optimizer) is directly proportional to the number of Pareto optimal designs. We demonstrate PEPFR with three protein engineering case studies: site-directed recombination for stability and diversity via dynamic programming, site-directed mutagenesis of interacting proteins for affinity and specificity via integer programming, and site-directed mutagenesis of a therapeutic protein for activity and immunogenicity via integer programming. We show that PEPFR is able to effectively produce all the Pareto optimal designs, discovering many more designs than previous methods. The characterization of the Pareto frontier provides additional insights into the local stability of design choices as well as global trends leading to trade-offs between competing criteria. Copyright © 2011 Wiley Periodicals, Inc.

  10. Integer Optimization Model for a Logistic System based on Location-Routing Considering Distance and Chosen Route

    NASA Astrophysics Data System (ADS)

    Mulyasari, Joni; Mawengkang, Herman; Efendi, Syahril

    2018-02-01

    In a distribution network it is important to decide the locations of facilities that impacts not only the profitability of an organization but the ability to serve customers.Generally the location-routing problem is to minimize the overall cost by simultaneously selecting a subset of candidate facilities and constructing a set of delivery routes that satisfy some restrictions. In this paper we impose restriction on the route that should be passed for delivery. We use integer programming model to describe the problem. A feasible neighbourhood search is proposed to solve the result model.

  11. A new Fortran 90 program to compute regular and irregular associated Legendre functions (new version announcement)

    NASA Astrophysics Data System (ADS)

    Schneider, Barry I.; Segura, Javier; Gil, Amparo; Guan, Xiaoxu; Bartschat, Klaus

    2018-04-01

    This is a revised and updated version of a modern Fortran 90 code to compute the regular Plm (x) and irregular Qlm (x) associated Legendre functions for all x ∈(- 1 , + 1) (on the cut) and | x | > 1 and integer degree (l) and order (m). The necessity to revise the code comes as a consequence of some comments of Prof. James Bremer of the UC//Davis Mathematics Department, who discovered that there were errors in the code for large integer degree and order for the normalized regular Legendre functions on the cut.

  12. Modeling an integrated hospital management planning problem using integer optimization approach

    NASA Astrophysics Data System (ADS)

    Sitepu, Suryati; Mawengkang, Herman; Irvan

    2017-09-01

    Hospital is a very important institution to provide health care for people. It is not surprising that nowadays the people’s demands for hospital is increasing. However, due to the rising cost of healthcare services, hospitals need to consider efficiencies in order to overcome these two problems. This paper deals with an integrated strategy of staff capacity management and bed allocation planning to tackle these problems. Mathematically, the strategy can be modeled as an integer linear programming problem. We solve the model using a direct neighborhood search approach, based on the notion of superbasic variables.

  13. Recent research in network problems with applications

    NASA Technical Reports Server (NTRS)

    Thompson, G. L.

    1980-01-01

    The capabilities of network codes and their extensions are surveyed in regard to specially structured integer programming problems which are solved by using the solutions of a series of ordinary network problems.

  14. Integer programming model for optimizing bus timetable using genetic algorithm

    NASA Astrophysics Data System (ADS)

    Wihartiko, F. D.; Buono, A.; Silalahi, B. P.

    2017-01-01

    Bus timetable gave an information for passengers to ensure the availability of bus services. Timetable optimal condition happened when bus trips frequency could adapt and suit with passenger demand. In the peak time, the number of bus trips would be larger than the off-peak time. If the number of bus trips were more frequent than the optimal condition, it would make a high operating cost for bus operator. Conversely, if the number of trip was less than optimal condition, it would make a bad quality service for passengers. In this paper, the bus timetabling problem would be solved by integer programming model with modified genetic algorithm. Modification was placed in the chromosomes design, initial population recovery technique, chromosomes reconstruction and chromosomes extermination on specific generation. The result of this model gave the optimal solution with accuracy 99.1%.

  15. Reconstructing cerebrovascular networks under local physiological constraints by integer programming

    DOE PAGES

    Rempfler, Markus; Schneider, Matthias; Ielacqua, Giovanna D.; ...

    2015-04-23

    We introduce a probabilistic approach to vessel network extraction that enforces physiological constraints on the vessel structure. The method accounts for both image evidence and geometric relationships between vessels by solving an integer program, which is shown to yield the maximum a posteriori (MAP) estimate to the probabilistic model. Starting from an over-connected network, it is pruning vessel stumps and spurious connections by evaluating the local geometry and the global connectivity of the graph. We utilize a high-resolution micro computed tomography (µCT) dataset of a cerebrovascular corrosion cast to obtain a reference network and learn the prior distributions of ourmore » probabilistic model. As a result, we perform experiments on micro magnetic resonance angiography (µMRA) images of mouse brains and discuss properties of the networks obtained under different tracking and pruning approaches.« less

  16. Automated Flight Routing Using Stochastic Dynamic Programming

    NASA Technical Reports Server (NTRS)

    Ng, Hok K.; Morando, Alex; Grabbe, Shon

    2010-01-01

    Airspace capacity reduction due to convective weather impedes air traffic flows and causes traffic congestion. This study presents an algorithm that reroutes flights in the presence of winds, enroute convective weather, and congested airspace based on stochastic dynamic programming. A stochastic disturbance model incorporates into the reroute design process the capacity uncertainty. A trajectory-based airspace demand model is employed for calculating current and future airspace demand. The optimal routes minimize the total expected traveling time, weather incursion, and induced congestion costs. They are compared to weather-avoidance routes calculated using deterministic dynamic programming. The stochastic reroutes have smaller deviation probability than the deterministic counterpart when both reroutes have similar total flight distance. The stochastic rerouting algorithm takes into account all convective weather fields with all severity levels while the deterministic algorithm only accounts for convective weather systems exceeding a specified level of severity. When the stochastic reroutes are compared to the actual flight routes, they have similar total flight time, and both have about 1% of travel time crossing congested enroute sectors on average. The actual flight routes induce slightly less traffic congestion than the stochastic reroutes but intercept more severe convective weather.

  17. FPGA Implementation of Optimal 3D-Integer DCT Structure for Video Compression

    PubMed Central

    2015-01-01

    A novel optimal structure for implementing 3D-integer discrete cosine transform (DCT) is presented by analyzing various integer approximation methods. The integer set with reduced mean squared error (MSE) and high coding efficiency are considered for implementation in FPGA. The proposed method proves that the least resources are utilized for the integer set that has shorter bit values. Optimal 3D-integer DCT structure is determined by analyzing the MSE, power dissipation, coding efficiency, and hardware complexity of different integer sets. The experimental results reveal that direct method of computing the 3D-integer DCT using the integer set [10, 9, 6, 2, 3, 1, 1] performs better when compared to other integer sets in terms of resource utilization and power dissipation. PMID:26601120

  18. Automated Simultaneous Assembly of Multistage Testlets for a High-Stakes Licensing Examination

    ERIC Educational Resources Information Center

    Breithaupt, Krista; Hare, Donovan R.

    2007-01-01

    Many challenges exist for high-stakes testing programs offering continuous computerized administration. The automated assembly of test questions to exactly meet content and other requirements, provide uniformity, and control item exposure can be modeled and solved by mixed-integer programming (MIP) methods. A case study of the computerized…

  19. THREE-PEE SAMPLING THEORY and program 'THRP' for computer generation of selection criteria

    Treesearch

    L. R. Grosenbaugh

    1965-01-01

    Theory necessary for sampling with probability proportional to prediction ('three-pee,' or '3P,' sampling) is first developed and then exemplified by numerical comparisons of several estimators. Program 'T RP' for computer generation of appropriate 3P-sample-selection criteria is described, and convenient random integer dispensers are...

  20. The checkpoint ordering problem

    PubMed Central

    Hungerländer, P.

    2017-01-01

    Abstract We suggest a new variant of a row layout problem: Find an ordering of n departments with given lengths such that the total weighted sum of their distances to a given checkpoint is minimized. The Checkpoint Ordering Problem (COP) is both of theoretical and practical interest. It has several applications and is conceptually related to some well-studied combinatorial optimization problems, namely the Single-Row Facility Layout Problem, the Linear Ordering Problem and a variant of parallel machine scheduling. In this paper we study the complexity of the (COP) and its special cases. The general version of the (COP) with an arbitrary but fixed number of checkpoints is NP-hard in the weak sense. We propose both a dynamic programming algorithm and an integer linear programming approach for the (COP) . Our computational experiments indicate that the (COP) is hard to solve in practice. While the run time of the dynamic programming algorithm strongly depends on the length of the departments, the integer linear programming approach is able to solve instances with up to 25 departments to optimality. PMID:29170574

  1. Scenario Decomposition for 0-1 Stochastic Programs: Improvements and Asynchronous Implementation

    DOE PAGES

    Ryan, Kevin; Rajan, Deepak; Ahmed, Shabbir

    2016-05-01

    We recently proposed scenario decomposition algorithm for stochastic 0-1 programs finds an optimal solution by evaluating and removing individual solutions that are discovered by solving scenario subproblems. In our work, we develop an asynchronous, distributed implementation of the algorithm which has computational advantages over existing synchronous implementations of the algorithm. Improvements to both the synchronous and asynchronous algorithm are proposed. We also test the results on well known stochastic 0-1 programs from the SIPLIB test library and is able to solve one previously unsolved instance from the test set.

  2. Incorporation of Fixed Installation Costs into Optimization of Groundwater Remediation with a New Efficient Surrogate Nonlinear Mixed Integer Optimization Algorithm

    NASA Astrophysics Data System (ADS)

    Shoemaker, Christine; Wan, Ying

    2016-04-01

    Optimization of nonlinear water resources management issues which have a mixture of fixed (e.g. construction cost for a well) and variable (e.g. cost per gallon of water pumped) costs has been not well addressed because prior algorithms for the resulting nonlinear mixed integer problems have required many groundwater simulations (with different configurations of decision variable), especially when the solution space is multimodal. In particular heuristic methods like genetic algorithms have often been used in the water resources area, but they require so many groundwater simulations that only small systems have been solved. Hence there is a need to have a method that reduces the number of expensive groundwater simulations. A recently published algorithm for nonlinear mixed integer programming using surrogates was shown in this study to greatly reduce the computational effort for obtaining accurate answers to problems involving fixed costs for well construction as well as variable costs for pumping because of a substantial reduction in the number of groundwater simulations required to obtain an accurate answer. Results are presented for a US EPA hazardous waste site. The nonlinear mixed integer surrogate algorithm is general and can be used on other problems arising in hydrology with open source codes in Matlab and python ("pySOT" in Bitbucket).

  3. Enhanced algorithms for stochastic programming

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Krishna, Alamuru S.

    1993-09-01

    In this dissertation, we present some of the recent advances made in solving two-stage stochastic linear programming problems of large size and complexity. Decomposition and sampling are two fundamental components of techniques to solve stochastic optimization problems. We describe improvements to the current techniques in both these areas. We studied different ways of using importance sampling techniques in the context of Stochastic programming, by varying the choice of approximation functions used in this method. We have concluded that approximating the recourse function by a computationally inexpensive piecewise-linear function is highly efficient. This reduced the problem from finding the mean ofmore » a computationally expensive functions to finding that of a computationally inexpensive function. Then we implemented various variance reduction techniques to estimate the mean of a piecewise-linear function. This method achieved similar variance reductions in orders of magnitude less time than, when we directly applied variance-reduction techniques directly on the given problem. In solving a stochastic linear program, the expected value problem is usually solved before a stochastic solution and also to speed-up the algorithm by making use of the information obtained from the solution of the expected value problem. We have devised a new decomposition scheme to improve the convergence of this algorithm.« less

  4. Conjunctive management of multi-reservoir network system and groundwater system

    NASA Astrophysics Data System (ADS)

    Mani, A.; Tsai, F. T. C.

    2015-12-01

    This study develops a successive mixed-integer linear fractional programming (successive MILFP) method to conjunctively manage water resources provided by a multi-reservoir network system and a groundwater system. The conjunctive management objectives are to maximize groundwater withdrawals and maximize reservoir storages while satisfying water demands and raising groundwater level to a target level. The decision variables in the management problem are reservoir releases and spills, network flows and groundwater pumping rates. Using the fractional programming approach, the objective function is defined as a ratio of total groundwater withdraws to total reservoir storage deficits from the maximum storages. Maximizing this ratio function tends to maximizing groundwater use and minimizing surface water use. This study introduces a conditional constraint on groundwater head in order to sustain aquifers from overpumping: if current groundwater level is less than a target level, groundwater head at the next time period has to be raised; otherwise, it is allowed to decrease up to a certain extent. This conditional constraint is formulated into a set of mixed binary nonlinear constraints and results in a mixed-integer nonlinear fractional programming (MINLFP) problem. To solve the MINLFP problem, we first use the response matrix approach to linearize groundwater head with respect to pumping rate and reduce the problem to an MILFP problem. Using the Charnes-Cooper transformation, the MILFP is transformed to an equivalent mixed-integer linear programming (MILP). The solution of the MILP is successively updated by updating the response matrix in every iteration. The study uses IBM CPLEX to solve the MILP problem. The methodology is applied to water resources management in northern Louisiana. This conjunctive management approach aims to recover the declining groundwater level of the stressed Sparta aquifer by using surface water from a network of four reservoirs as an alternative source of supply.

  5. Calculating the Mean Amplitude of Glycemic Excursions from Continuous Glucose Data Using an Open-Code Programmable Algorithm Based on the Integer Nonlinear Method.

    PubMed

    Yu, Xuefei; Lin, Liangzhuo; Shen, Jie; Chen, Zhi; Jian, Jun; Li, Bin; Xin, Sherman Xuegang

    2018-01-01

    The mean amplitude of glycemic excursions (MAGE) is an essential index for glycemic variability assessment, which is treated as a key reference for blood glucose controlling at clinic. However, the traditional "ruler and pencil" manual method for the calculation of MAGE is time-consuming and prone to error due to the huge data size, making the development of robust computer-aided program an urgent requirement. Although several software products are available instead of manual calculation, poor agreement among them is reported. Therefore, more studies are required in this field. In this paper, we developed a mathematical algorithm based on integer nonlinear programming. Following the proposed mathematical method, an open-code computer program named MAGECAA v1.0 was developed and validated. The results of the statistical analysis indicated that the developed program was robust compared to the manual method. The agreement among the developed program and currently available popular software is satisfied, indicating that the worry about the disagreement among different software products is not necessary. The open-code programmable algorithm is an extra resource for those peers who are interested in the related study on methodology in the future.

  6. Multi-task feature selection in microarray data by binary integer programming.

    PubMed

    Lan, Liang; Vucetic, Slobodan

    2013-12-20

    A major challenge in microarray classification is that the number of features is typically orders of magnitude larger than the number of examples. In this paper, we propose a novel feature filter algorithm to select the feature subset with maximal discriminative power and minimal redundancy by solving a quadratic objective function with binary integer constraints. To improve the computational efficiency, the binary integer constraints are relaxed and a low-rank approximation to the quadratic term is applied. The proposed feature selection algorithm was extended to solve multi-task microarray classification problems. We compared the single-task version of the proposed feature selection algorithm with 9 existing feature selection methods on 4 benchmark microarray data sets. The empirical results show that the proposed method achieved the most accurate predictions overall. We also evaluated the multi-task version of the proposed algorithm on 8 multi-task microarray datasets. The multi-task feature selection algorithm resulted in significantly higher accuracy than when using the single-task feature selection methods.

  7. Comparison of penalty functions on a penalty approach to mixed-integer optimization

    NASA Astrophysics Data System (ADS)

    Francisco, Rogério B.; Costa, M. Fernanda P.; Rocha, Ana Maria A. C.; Fernandes, Edite M. G. P.

    2016-06-01

    In this paper, we present a comparative study involving several penalty functions that can be used in a penalty approach for globally solving bound mixed-integer nonlinear programming (bMIMLP) problems. The penalty approach relies on a continuous reformulation of the bMINLP problem by adding a particular penalty term to the objective function. A penalty function based on the `erf' function is proposed. The continuous nonlinear optimization problems are sequentially solved by the population-based firefly algorithm. Preliminary numerical experiments are carried out in order to analyze the quality of the produced solutions, when compared with other penalty functions available in the literature.

  8. Portfolio Optimization with Stochastic Dividends and Stochastic Volatility

    ERIC Educational Resources Information Center

    Varga, Katherine Yvonne

    2015-01-01

    We consider an optimal investment-consumption portfolio optimization model in which an investor receives stochastic dividends. As a first problem, we allow the drift of stock price to be a bounded function. Next, we consider a stochastic volatility model. In each problem, we use the dynamic programming method to derive the Hamilton-Jacobi-Bellman…

  9. Finite pure integer programming algorithms employing only hyperspherically deduced cuts

    NASA Technical Reports Server (NTRS)

    Young, R. D.

    1971-01-01

    Three algorithms are developed that may be based exclusively on hyperspherically deduced cuts. The algorithms only apply, therefore, to problems structured so that these cuts are valid. The algorithms are shown to be finite.

  10. Speedy Alchemy.

    ERIC Educational Resources Information Center

    Deininger, Rolf A.; Berger, Carl F., Jr.

    1983-01-01

    Provides instructions for interfacing a pH meter directly to an Apple II microcomputer without an analog-to-digital converter. Includes program listing (with enough remark statements to make it self-documenting) in Integer Basic to display the pH readings. (Author/JN)

  11. Solving large-scale fixed cost integer linear programming models for grid-based location problems with heuristic techniques

    NASA Astrophysics Data System (ADS)

    Noor-E-Alam, Md.; Doucette, John

    2015-08-01

    Grid-based location problems (GBLPs) can be used to solve location problems in business, engineering, resource exploitation, and even in the field of medical sciences. To solve these decision problems, an integer linear programming (ILP) model is designed and developed to provide the optimal solution for GBLPs considering fixed cost criteria. Preliminary results show that the ILP model is efficient in solving small to moderate-sized problems. However, this ILP model becomes intractable in solving large-scale instances. Therefore, a decomposition heuristic is proposed to solve these large-scale GBLPs, which demonstrates significant reduction of solution runtimes. To benchmark the proposed heuristic, results are compared with the exact solution via ILP. The experimental results show that the proposed method significantly outperforms the exact method in runtime with minimal (and in most cases, no) loss of optimality.

  12. A Generalized National Planning Approach for Admission Capacity in Higher Education: A Nonlinear Integer Goal Programming Model with a Novel Differential Evolution Algorithm

    PubMed Central

    El-Qulity, Said Ali; Mohamed, Ali Wagdy

    2016-01-01

    This paper proposes a nonlinear integer goal programming model (NIGPM) for solving the general problem of admission capacity planning in a country as a whole. The work aims to satisfy most of the required key objectives of a country related to the enrollment problem for higher education. The system general outlines are developed along with the solution methodology for application to the time horizon in a given plan. The up-to-date data for Saudi Arabia is used as a case study and a novel evolutionary algorithm based on modified differential evolution (DE) algorithm is used to solve the complexity of the NIGPM generated for different goal priorities. The experimental results presented in this paper show their effectiveness in solving the admission capacity for higher education in terms of final solution quality and robustness. PMID:26819583

  13. A Generalized National Planning Approach for Admission Capacity in Higher Education: A Nonlinear Integer Goal Programming Model with a Novel Differential Evolution Algorithm.

    PubMed

    El-Qulity, Said Ali; Mohamed, Ali Wagdy

    2016-01-01

    This paper proposes a nonlinear integer goal programming model (NIGPM) for solving the general problem of admission capacity planning in a country as a whole. The work aims to satisfy most of the required key objectives of a country related to the enrollment problem for higher education. The system general outlines are developed along with the solution methodology for application to the time horizon in a given plan. The up-to-date data for Saudi Arabia is used as a case study and a novel evolutionary algorithm based on modified differential evolution (DE) algorithm is used to solve the complexity of the NIGPM generated for different goal priorities. The experimental results presented in this paper show their effectiveness in solving the admission capacity for higher education in terms of final solution quality and robustness.

  14. Personnel scheduling using an integer programming model- an application at Avanti Blue-Nile Hotels.

    PubMed

    Kassa, Biniyam Asmare; Tizazu, Anteneh Eshetu

    2013-01-01

    In this paper, we report perhaps a first of its kind application of management science in the Ethiopian hotel industry. Avanti Blue Nile Hotels, a newly established five star hotel in Bahir Dar, is the company for which we developed an integer programming model that determines an optimal weekly shift schedule for the Hotel's engineering department personnel while satisfying several constraints including weekly rest requirements per employee, rest requirements between working shifts per employee, required number of personnel per shift, and other constraints. The model is implemented on an excel solver routine. The model enables the company's personnel department management to develop a fair personnel schedule as needed and to effectively utilize personnel resources while satisfying several technical, legal and economic requirements. These encouraging achievements make us optimistic about the gains other Ethiopian organizations can amass by introducing management science approaches in their management planning and decision making systems.

  15. Combinatorial optimization games

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Deng, X.; Ibaraki, Toshihide; Nagamochi, Hiroshi

    1997-06-01

    We introduce a general integer programming formulation for a class of combinatorial optimization games, which immediately allows us to improve the algorithmic result for finding amputations in the core (an important solution concept in cooperative game theory) of the network flow game on simple networks by Kalai and Zemel. An interesting result is a general theorem that the core for this class of games is nonempty if and only if a related linear program has an integer optimal solution. We study the properties for this mathematical condition to hold for several interesting problems, and apply them to resolve algorithmic andmore » complexity issues for their cores along the line as put forward in: decide whether the core is empty; if the core is empty, find an imputation in the core; given an imputation x, test whether x is in the core. We also explore the properties of totally balanced games in this succinct formulation of cooperative games.« less

  16. JPLEX: Java Simplex Implementation with Branch-and-Bound Search for Automated Test Assembly

    ERIC Educational Resources Information Center

    Park, Ryoungsun; Kim, Jiseon; Dodd, Barbara G.; Chung, Hyewon

    2011-01-01

    JPLEX, short for Java simPLEX, is an automated test assembly (ATA) program. It is a mixed integer linear programming (MILP) solver written in Java. It reads in a configuration file, solves the minimization problem, and produces an output file for postprocessing. It implements the simplex algorithm to create a fully relaxed solution and…

  17. Radar Resource Management in a Dense Target Environment

    DTIC Science & Technology

    2014-03-01

    problem faced by networked MFRs . While relaxing our assumptions concerning information gain presents numerous challenges worth exploring, future research...linear programming MFR multifunction phased array radar MILP mixed integer linear programming NATO North Atlantic Treaty Organization PDF probability...1: INTRODUCTION Multifunction phased array radars ( MFRs ) are capable of performing various tasks in rapid succession. The performance of target search

  18. A statistical mechanical approach to restricted integer partition functions

    NASA Astrophysics Data System (ADS)

    Zhou, Chi-Chun; Dai, Wu-Sheng

    2018-05-01

    The main aim of this paper is twofold: (1) suggesting a statistical mechanical approach to the calculation of the generating function of restricted integer partition functions which count the number of partitions—a way of writing an integer as a sum of other integers under certain restrictions. In this approach, the generating function of restricted integer partition functions is constructed from the canonical partition functions of various quantum gases. (2) Introducing a new type of restricted integer partition functions corresponding to general statistics which is a generalization of Gentile statistics in statistical mechanics; many kinds of restricted integer partition functions are special cases of this restricted integer partition function. Moreover, with statistical mechanics as a bridge, we reveal a mathematical fact: the generating function of restricted integer partition function is just the symmetric function which is a class of functions being invariant under the action of permutation groups. Using this approach, we provide some expressions of restricted integer partition functions as examples.

  19. Mixed-Integer Nonconvex Quadratic Optimization Relaxations and Performance Analysis

    DTIC Science & Technology

    2016-10-11

    Analysis of Interior Point Algorithms for Non-Lipschitz and Nonconvex Minimization,” (W. Bian, X. Chen, and Ye), Math Programming, 149 (2015) 301-327...Chen, Ge, Wang, Ye), Math Programming, 143 (1-2) (2014) 371-383. This paper resolved an important open question in cardinality constrained...Statistical Performance, and Algorithmic Theory for Local Solutions,” (H. Liu, T. Yao, R. Li, Y. Ye) manuscript, 2nd revision in Math Programming

  20. Materiel Acquisition Management of U.S. Army Attack Helicopters

    DTIC Science & Technology

    1989-06-02

    used to evaluate the existing helicopter program periodically in order to determine utility in reference to all evaluation criteria. Defintion of... mixed integer linear programming model, the Phoenix model has demonstrated the potential to assist in the analysis of strategic and operational issues in...Fleet Max i of Aircraft per Fleet Programmed Buys .. -- Technology Unit Production mix Retirement Start-up ROTIE Flying Hour Aviation Overheadl I Aviation

  1. A Polyhedral Outer-approximation, Dynamic-discretization optimization solver, 1.x

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Bent, Rusell; Nagarajan, Harsha; Sundar, Kaarthik

    2017-09-25

    In this software, we implement an adaptive, multivariate partitioning algorithm for solving mixed-integer nonlinear programs (MINLP) to global optimality. The algorithm combines ideas that exploit the structure of convex relaxations to MINLPs and bound tightening procedures

  2. Integer programming methods for reserve selection and design

    Treesearch

    Robert G. Haight; Stephanie A. Snyder

    2009-01-01

    How many nature reserves should there be? Where should they be located? Which places have highest priority for protection? Conservation biologists, economists, and operations researchers have been developing quantitative methods to address these questions since the 1980s.

  3. Optimal traffic resource allocation and management.

    DOT National Transportation Integrated Search

    2010-05-01

    "In this paper, we address the problem of determining the patrol routes of state troopers for maximum coverage of : highway spots with high frequencies of crashes (hot spots). We develop a mixed integer linear programming model : for this problem und...

  4. Efficient Remainder Rule

    ERIC Educational Resources Information Center

    Firozzaman, Firoz; Firoz, Fahim

    2017-01-01

    Understanding the solution of a problem may require the reader to have background knowledge on the subject. For instance, finding an integer which, when divided by a nonzero integer leaves a remainder; but when divided by another nonzero integer may leave a different remainder. To find a smallest positive integer or a set of integers following the…

  5. Optimization in the utility maximization framework for conservation planning: a comparison of solution procedures in a study of multifunctional agriculture

    PubMed Central

    Stoms, David M.; Davis, Frank W.

    2014-01-01

    Quantitative methods of spatial conservation prioritization have traditionally been applied to issues in conservation biology and reserve design, though their use in other types of natural resource management is growing. The utility maximization problem is one form of a covering problem where multiple criteria can represent the expected social benefits of conservation action. This approach allows flexibility with a problem formulation that is more general than typical reserve design problems, though the solution methods are very similar. However, few studies have addressed optimization in utility maximization problems for conservation planning, and the effect of solution procedure is largely unquantified. Therefore, this study mapped five criteria describing elements of multifunctional agriculture to determine a hypothetical conservation resource allocation plan for agricultural land conservation in the Central Valley of CA, USA. We compared solution procedures within the utility maximization framework to determine the difference between an open source integer programming approach and a greedy heuristic, and find gains from optimization of up to 12%. We also model land availability for conservation action as a stochastic process and determine the decline in total utility compared to the globally optimal set using both solution algorithms. Our results are comparable to other studies illustrating the benefits of optimization for different conservation planning problems, and highlight the importance of maximizing the effectiveness of limited funding for conservation and natural resource management. PMID:25538868

  6. Dakota, a multilevel parallel object-oriented framework for design optimization, parameter estimation, uncertainty quantification, and sensitivity analysis version 6.0 theory manual

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Adams, Brian M.; Ebeida, Mohamed Salah; Eldred, Michael S

    The Dakota (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a exible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quanti cation with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components requiredmore » for iterative systems analyses, the Dakota toolkit provides a exible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a theoretical manual for selected algorithms implemented within the Dakota software. It is not intended as a comprehensive theoretical treatment, since a number of existing texts cover general optimization theory, statistical analysis, and other introductory topics. Rather, this manual is intended to summarize a set of Dakota-related research publications in the areas of surrogate-based optimization, uncertainty quanti cation, and optimization under uncertainty that provide the foundation for many of Dakota's iterative analysis capabilities.« less

  7. Optimization in the utility maximization framework for conservation planning: a comparison of solution procedures in a study of multifunctional agriculture

    USGS Publications Warehouse

    Kreitler, Jason R.; Stoms, David M.; Davis, Frank W.

    2014-01-01

    Quantitative methods of spatial conservation prioritization have traditionally been applied to issues in conservation biology and reserve design, though their use in other types of natural resource management is growing. The utility maximization problem is one form of a covering problem where multiple criteria can represent the expected social benefits of conservation action. This approach allows flexibility with a problem formulation that is more general than typical reserve design problems, though the solution methods are very similar. However, few studies have addressed optimization in utility maximization problems for conservation planning, and the effect of solution procedure is largely unquantified. Therefore, this study mapped five criteria describing elements of multifunctional agriculture to determine a hypothetical conservation resource allocation plan for agricultural land conservation in the Central Valley of CA, USA. We compared solution procedures within the utility maximization framework to determine the difference between an open source integer programming approach and a greedy heuristic, and find gains from optimization of up to 12%. We also model land availability for conservation action as a stochastic process and determine the decline in total utility compared to the globally optimal set using both solution algorithms. Our results are comparable to other studies illustrating the benefits of optimization for different conservation planning problems, and highlight the importance of maximizing the effectiveness of limited funding for conservation and natural resource management.

  8. New bounding and decomposition approaches for MILP investment problems: Multi-area transmission and generation planning under policy constraints

    DOE PAGES

    Munoz, F. D.; Hobbs, B. F.; Watson, J. -P.

    2016-02-01

    A novel two-phase bounding and decomposition approach to compute optimal and near-optimal solutions to large-scale mixed-integer investment planning problems is proposed and it considers a large number of operating subproblems, each of which is a convex optimization. Our motivating application is the planning of power transmission and generation in which policy constraints are designed to incentivize high amounts of intermittent generation in electric power systems. The bounding phase exploits Jensen’s inequality to define a lower bound, which we extend to stochastic programs that use expected-value constraints to enforce policy objectives. The decomposition phase, in which the bounds are tightened, improvesmore » upon the standard Benders’ algorithm by accelerating the convergence of the bounds. The lower bound is tightened by using a Jensen’s inequality-based approach to introduce an auxiliary lower bound into the Benders master problem. Upper bounds for both phases are computed using a sub-sampling approach executed on a parallel computer system. Numerical results show that only the bounding phase is necessary if loose optimality gaps are acceptable. But, the decomposition phase is required to attain optimality gaps. Moreover, use of both phases performs better, in terms of convergence speed, than attempting to solve the problem using just the bounding phase or regular Benders decomposition separately.« less

  9. New bounding and decomposition approaches for MILP investment problems: Multi-area transmission and generation planning under policy constraints

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Munoz, F. D.; Hobbs, B. F.; Watson, J. -P.

    A novel two-phase bounding and decomposition approach to compute optimal and near-optimal solutions to large-scale mixed-integer investment planning problems is proposed and it considers a large number of operating subproblems, each of which is a convex optimization. Our motivating application is the planning of power transmission and generation in which policy constraints are designed to incentivize high amounts of intermittent generation in electric power systems. The bounding phase exploits Jensen’s inequality to define a lower bound, which we extend to stochastic programs that use expected-value constraints to enforce policy objectives. The decomposition phase, in which the bounds are tightened, improvesmore » upon the standard Benders’ algorithm by accelerating the convergence of the bounds. The lower bound is tightened by using a Jensen’s inequality-based approach to introduce an auxiliary lower bound into the Benders master problem. Upper bounds for both phases are computed using a sub-sampling approach executed on a parallel computer system. Numerical results show that only the bounding phase is necessary if loose optimality gaps are acceptable. But, the decomposition phase is required to attain optimality gaps. Moreover, use of both phases performs better, in terms of convergence speed, than attempting to solve the problem using just the bounding phase or regular Benders decomposition separately.« less

  10. Optimal marker-assisted selection to increase the effective size of small populations.

    PubMed

    Wang, J

    2001-02-01

    An approach to the optimal utilization of marker and pedigree information in minimizing the rates of inbreeding and genetic drift at the average locus of the genome (not just the marked loci) in a small diploid population is proposed, and its efficiency is investigated by stochastic simulations. The approach is based on estimating the expected pedigree of each chromosome by using marker and individual pedigree information and minimizing the average coancestry of selected chromosomes by quadratic integer programming. It is shown that the approach is much more effective and much less computer demanding in implementation than previous ones. For pigs with 10 offspring per mother genotyped for two markers (each with four alleles at equal initial frequency) per chromosome of 100 cM, the approach can increase the average effective size for the whole genome by approximately 40 and 55% if mating ratios (the number of females mated with a male) are 3 and 12, respectively, compared with the corresponding values obtained by optimizing between-family selection using pedigree information only. The efficiency of the marker-assisted selection method increases with increasing amount of marker information (number of markers per chromosome, heterozygosity per marker) and family size, but decreases with increasing genome size. For less prolific species, the approach is still effective if the mating ratio is large so that a high marker-assisted selection pressure on the rarer sex can be maintained.

  11. Hybrid Nested Partitions and Math Programming Framework for Large-scale Combinatorial Optimization

    DTIC Science & Technology

    2010-03-31

    optimization problems: 1) exact algorithms and 2) metaheuristic algorithms . This project will integrate concepts from these two technologies to develop...optimal solutions within an acceptable amount of computation time, and 2) metaheuristic algorithms such as genetic algorithms , tabu search, and the...integer programming decomposition approaches, such as Dantzig Wolfe decomposition and Lagrangian relaxation, and metaheuristics such as the Nested

  12. Automated Test Assembly Using lp_Solve Version 5.5 in R

    ERIC Educational Resources Information Center

    Diao, Qi; van der Linden, Wim J.

    2011-01-01

    This article reviews the use of the software program lp_solve version 5.5 for solving mixed-integer automated test assembly (ATA) problems. The program is freely available under Lesser General Public License 2 (LGPL2). It can be called from the statistical language R using the lpSolveAPI interface. Three empirical problems are presented to…

  13. Engineered Resilient Systems: Knowledge Capture and Transfer

    DTIC Science & Technology

    2014-08-29

    development, but the work has not progressed significantly. 71 Peter Kall and Stein W. Wallace, Stochastic Programming, John Wiley & Sons, Chichester, 1994...John Wiley and Sons: Hoboken, 2008. Peter Kall and Stein W. Wallace, Stochastic Programming, John Wiley & Sons, Chichester, 1994. Rhodes, D.H., Lamb

  14. Multiobjective fuzzy stochastic linear programming problems with inexact probability distribution

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Hamadameen, Abdulqader Othman; Zainuddin, Zaitul Marlizawati

    This study deals with multiobjective fuzzy stochastic linear programming problems with uncertainty probability distribution which are defined as fuzzy assertions by ambiguous experts. The problem formulation has been presented and the two solutions strategies are; the fuzzy transformation via ranking function and the stochastic transformation when α{sup –}. cut technique and linguistic hedges are used in the uncertainty probability distribution. The development of Sen’s method is employed to find a compromise solution, supported by illustrative numerical example.

  15. Stochastic Feedforward Control Technique

    NASA Technical Reports Server (NTRS)

    Halyo, Nesim

    1990-01-01

    Class of commanded trajectories modeled as stochastic process. Advanced Transport Operating Systems (ATOPS) research and development program conducted by NASA Langley Research Center aimed at developing capabilities for increases in capacities of airports, safe and accurate flight in adverse weather conditions including shear, winds, avoidance of wake vortexes, and reduced consumption of fuel. Advances in techniques for design of modern controls and increased capabilities of digital flight computers coupled with accurate guidance information from Microwave Landing System (MLS). Stochastic feedforward control technique developed within context of ATOPS program.

  16. 47 CFR 1.2202 - Competitive bidding design options.

    Code of Federal Regulations, 2014 CFR

    2014-10-01

    ... Section 1.2202 Telecommunication FEDERAL COMMUNICATIONS COMMISSION GENERAL PRACTICE AND PROCEDURE Grants...) Procedures that utilize mathematical computer optimization software, such as integer programming, to evaluate... evaluating bids using a ranking based on specified factors. (B) Procedures that combine computer optimization...

  17. SPECIES RICHNESS AND BIODIVERSITY CONSERVATION PRIORITIES IN BRITISH COLUMBIA

    EPA Science Inventory

    Patterns in the geographic distribution of seven species groups were used to identify important areas for conservation in British Columbia, Canada. Potential priority sites for conservation were determined using an integer programming algorithm that maximized the number of speci...

  18. Selective Optimization

    DTIC Science & Technology

    2015-07-06

    NUMBER 5b. GRANT NUMBER AFOSR FA9550-12-1-0154 5c. PROGRAM ELEMENT NUMBER 6. AUTHOR(S) Shabbir Ahmed and Santanu S. Dey 5d. PROJECT NUMBER 5e. TASK...standard mixed-integer programming (MIP) formulations of selective optimization problems. While such formulations can be attacked by commercial...F33615-86-C-5169. 5b. GRANT NUMBER. Enter all grant numbers as they appear in the report, e.g. AFOSR-82-1234. 5c. PROGRAM ELEMENT NUMBER. Enter

  19. Cumulative Poisson Distribution Program

    NASA Technical Reports Server (NTRS)

    Bowerman, Paul N.; Scheuer, Ernest M.; Nolty, Robert

    1990-01-01

    Overflow and underflow in sums prevented. Cumulative Poisson Distribution Program, CUMPOIS, one of two computer programs that make calculations involving cumulative Poisson distributions. Both programs, CUMPOIS (NPO-17714) and NEWTPOIS (NPO-17715), used independently of one another. CUMPOIS determines cumulative Poisson distribution, used to evaluate cumulative distribution function (cdf) for gamma distributions with integer shape parameters and cdf for X (sup2) distributions with even degrees of freedom. Used by statisticians and others concerned with probabilities of independent events occurring over specific units of time, area, or volume. Written in C.

  20. Approximate Dynamic Programming and Aerial Refueling

    DTIC Science & Technology

    2007-06-01

    by two Army Air Corps de Havilland DH -4Bs (9). While crude by modern standards, the passing of hoses be- tween planes is effectively the same approach...incorporating stochastic data sets. . . . . . . . . . . 106 55 Total Cost Stochastically Trained Simulations versus Deterministically Trained Simulations...incorporating stochastic data sets. 106 To create meaningful results when testing stochastic data, the data sets are av- eraged so that conclusions are not

  1. Approximation of Quantum Stochastic Differential Equations for Input-Output Model Reduction

    DTIC Science & Technology

    2016-02-25

    Approximation of Quantum Stochastic Differential Equations for Input-Output Model Reduction We have completed a short program of theoretical research...on dimensional reduction and approximation of models based on quantum stochastic differential equations. Our primary results lie in the area of...2211 quantum probability, quantum stochastic differential equations REPORT DOCUMENTATION PAGE 11. SPONSOR/MONITOR’S REPORT NUMBER(S) 10. SPONSOR

  2. Moving multiple sinks through wireless sensor networks for lifetime maximization.

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Petrioli, Chiara; Carosi, Alessio; Basagni, Stefano

    2008-01-01

    Unattended sensor networks typically watch for some phenomena such as volcanic events, forest fires, pollution, or movements in animal populations. Sensors report to a collection point periodically or when they observe reportable events. When sensors are too far from the collection point to communicate directly, other sensors relay messages for them. If the collection point location is static, sensor nodes that are closer to the collection point relay far more messages than those on the periphery. Assuming all sensor nodes have roughly the same capabilities, those with high relay burden experience battery failure much faster than the rest of themore » network. However, since their death disconnects the live nodes from the collection point, the whole network is then dead. We consider the problem of moving a set of collectors (sinks) through a wireless sensor network to balance the energy used for relaying messages, maximizing the lifetime of the network. We show how to compute an upper bound on the lifetime for any instance using linear and integer programming. We present a centralized heuristic that produces sink movement schedules that produce network lifetimes within 1.4% of the upper bound for realistic settings. We also present a distributed heuristic that produces lifetimes at most 25:3% below the upper bound. More specifically, we formulate a linear program (LP) that is a relaxation of the scheduling problem. The variables are naturally continuous, but the LP relaxes some constraints. The LP has an exponential number of constraints, but we can satisfy them all by enforcing only a polynomial number using a separation algorithm. This separation algorithm is a p-median facility location problem, which we can solve efficiently in practice for huge instances using integer programming technology. This LP selects a set of good sensor configurations. Given the solution to the LP, we can find a feasible schedule by selecting a subset of these configurations, ordering them via a traveling salesman heuristic, and computing feasible transitions using matching algorithms. This algorithm assumes sinks can get a schedule from a central server or a leader sink. If the network owner prefers the sinks make independent decisions, they can use our distributed heuristic. In this heuristic, sinks maintain estimates of the energy distribution in the network and move greedily (with some coordination) based on local search. This application uses the new SUCASA (Solver Utility for Customization with Automatic Symbol Access) facility within the PICO (Parallel Integer and Combinatorial Optimizer) integer programming solver system. SUCASA allows rapid development of customized math programming (search-based) solvers using a problem's natural multidimensional representation. In this case, SUCASA also significantly improves runtime compared to implementations in the ampl math programming language or in perl.« less

  3. Exact calculation of distributions on integers, with application to sequence alignment.

    PubMed

    Newberg, Lee A; Lawrence, Charles E

    2009-01-01

    Computational biology is replete with high-dimensional discrete prediction and inference problems. Dynamic programming recursions can be applied to several of the most important of these, including sequence alignment, RNA secondary-structure prediction, phylogenetic inference, and motif finding. In these problems, attention is frequently focused on some scalar quantity of interest, a score, such as an alignment score or the free energy of an RNA secondary structure. In many cases, score is naturally defined on integers, such as a count of the number of pairing differences between two sequence alignments, or else an integer score has been adopted for computational reasons, such as in the test of significance of motif scores. The probability distribution of the score under an appropriate probabilistic model is of interest, such as in tests of significance of motif scores, or in calculation of Bayesian confidence limits around an alignment. Here we present three algorithms for calculating the exact distribution of a score of this type; then, in the context of pairwise local sequence alignments, we apply the approach so as to find the alignment score distribution and Bayesian confidence limits.

  4. Center for Parallel Optimization

    DTIC Science & Technology

    1993-09-30

    BOLLING AFB DC 20332-0001 _ii _ 11. SUPPLEMENTARY NOTES 12a. DISTRIBUTION/ AVAILABILITY STATEMENT 12b. DISTRIBUTION CODE APPROVED FOR PUBLIC RELEASE...Machines Corporation, March 16-19, 1993 , A Branch- and-Bound Method for Mixed Integer Programming on the CM-.5 "* Dr. Roberto Musmanno, University of

  5. Topics

    ERIC Educational Resources Information Center

    Mathematics Teaching, 1973

    1973-01-01

    This column includes the description of a game involving addition and subtraction of integers represented by colored bricks, a general formula for an enlargement in the Cartesian plane, an analysis of the possibilities for certain games of board Solitaire, and a BASIC program for a recreational mathematics problem. (DT)

  6. Distributing Earthquakes Among California's Faults: A Binary Integer Programming Approach

    NASA Astrophysics Data System (ADS)

    Geist, E. L.; Parsons, T.

    2016-12-01

    Statement of the problem is simple: given regional seismicity specified by a Gutenber-Richter (G-R) relation, how are earthquakes distributed to match observed fault-slip rates? The objective is to determine the magnitude-frequency relation on individual faults. The California statewide G-R b-value and a-value are estimated from historical seismicity, with the a-value accounting for off-fault seismicity. UCERF3 consensus slip rates are used, based on geologic and geodetic data and include estimates of coupling coefficients. The binary integer programming (BIP) problem is set up such that each earthquake from a synthetic catalog spanning millennia can occur at any location along any fault. The decision vector, therefore, consists of binary variables, with values equal to one indicating the location of each earthquake that results in an optimal match of slip rates, in an L1-norm sense. Rupture area and slip associated with each earthquake are determined from a magnitude-area scaling relation. Uncertainty bounds on the UCERF3 slip rates provide explicit minimum and maximum constraints to the BIP model, with the former more important to feasibility of the problem. There is a maximum magnitude limit associated with each fault, based on fault length, providing an implicit constraint. Solution of integer programming problems with a large number of variables (>105 in this study) has been possible only since the late 1990s. In addition to the classic branch-and-bound technique used for these problems, several other algorithms have been recently developed, including pre-solving, sifting, cutting planes, heuristics, and parallelization. An optimal solution is obtained using a state-of-the-art BIP solver for M≥6 earthquakes and California's faults with slip-rates > 1 mm/yr. Preliminary results indicate a surprising diversity of on-fault magnitude-frequency relations throughout the state.

  7. Accelerating numerical solution of stochastic differential equations with CUDA

    NASA Astrophysics Data System (ADS)

    Januszewski, M.; Kostur, M.

    2010-01-01

    Numerical integration of stochastic differential equations is commonly used in many branches of science. In this paper we present how to accelerate this kind of numerical calculations with popular NVIDIA Graphics Processing Units using the CUDA programming environment. We address general aspects of numerical programming on stream processors and illustrate them by two examples: the noisy phase dynamics in a Josephson junction and the noisy Kuramoto model. In presented cases the measured speedup can be as high as 675× compared to a typical CPU, which corresponds to several billion integration steps per second. This means that calculations which took weeks can now be completed in less than one hour. This brings stochastic simulation to a completely new level, opening for research a whole new range of problems which can now be solved interactively. Program summaryProgram title: SDE Catalogue identifier: AEFG_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEFG_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Gnu GPL v3 No. of lines in distributed program, including test data, etc.: 978 No. of bytes in distributed program, including test data, etc.: 5905 Distribution format: tar.gz Programming language: CUDA C Computer: any system with a CUDA-compatible GPU Operating system: Linux RAM: 64 MB of GPU memory Classification: 4.3 External routines: The program requires the NVIDIA CUDA Toolkit Version 2.0 or newer and the GNU Scientific Library v1.0 or newer. Optionally gnuplot is recommended for quick visualization of the results. Nature of problem: Direct numerical integration of stochastic differential equations is a computationally intensive problem, due to the necessity of calculating multiple independent realizations of the system. We exploit the inherent parallelism of this problem and perform the calculations on GPUs using the CUDA programming environment. The GPU's ability to execute hundreds of threads simultaneously makes it possible to speed up the computation by over two orders of magnitude, compared to a typical modern CPU. Solution method: The stochastic Runge-Kutta method of the second order is applied to integrate the equation of motion. Ensemble-averaged quantities of interest are obtained through averaging over multiple independent realizations of the system. Unusual features: The numerical solution of the stochastic differential equations in question is performed on a GPU using the CUDA environment. Running time: < 1 minute

  8. Newton/Poisson-Distribution Program

    NASA Technical Reports Server (NTRS)

    Bowerman, Paul N.; Scheuer, Ernest M.

    1990-01-01

    NEWTPOIS, one of two computer programs making calculations involving cumulative Poisson distributions. NEWTPOIS (NPO-17715) and CUMPOIS (NPO-17714) used independently of one another. NEWTPOIS determines Poisson parameter for given cumulative probability, from which one obtains percentiles for gamma distributions with integer shape parameters and percentiles for X(sup2) distributions with even degrees of freedom. Used by statisticians and others concerned with probabilities of independent events occurring over specific units of time, area, or volume. Program written in C.

  9. Integers as Transformations.

    ERIC Educational Resources Information Center

    Thompson, Patrick W.; Dreyfus, Tommy

    1988-01-01

    Investigates whether elementary school students can construct operations of thought for integers and integer addition crucial for understanding elementary algebra. Two sixth graders were taught using a computer. Results included both students being able to construct mental operations for negating arbitrary integers and determining sign and…

  10. Classifying the Progression of Ductal Carcinoma from Single-Cell Sampled Data via Integer Linear Programming: A Case Study

    PubMed Central

    Catanzaro, Daniele; Schäffer, Alejandro A.; Schwartz, Russell

    2016-01-01

    Ductal Carcinoma In Situ (DCIS) is a precursor lesion of Invasive Ductal Carcinoma (IDC) of the breast. Investigating its temporal progression could provide fundamental new insights for the development of better diagnostic tools to predict which cases of DCIS will progress to IDC. We investigate the problem of reconstructing a plausible progression from single-cell sampled data of an individual with Synchronous DCIS and IDC. Specifically, by using a number of assumptions derived from the observation of cellular atypia occurring in IDC, we design a possible predictive model using integer linear programming (ILP). Computational experiments carried out on a preexisting data set of 13 patients with simultaneous DCIS and IDC show that the corresponding predicted progression models are classifiable into categories having specific evolutionary characteristics. The approach provides new insights into mechanisms of clonal progression in breast cancers and helps illustrate the power of the ILP approach for similar problems in reconstructing tumor evolution scenarios under complex sets of constraints. PMID:26353381

  11. A mathematical model for municipal solid waste management - A case study in Hong Kong.

    PubMed

    Lee, C K M; Yeung, C L; Xiong, Z R; Chung, S H

    2016-12-01

    With the booming economy and increasing population, the accumulation of waste has become an increasingly arduous issue and has aroused the attention from all sectors of society. Hong Kong which has a relative high daily per capita domestic waste generation rate in Asia has not yet established a comprehensive waste management system. This paper conducts a review of waste management approaches and models. Researchers highlight that mathematical models provide useful information for decision-makers to select appropriate choices and save cost. It is suggested to consider municipal solid waste management in a holistic view and improve the utilization of waste management infrastructures. A mathematical model which adopts integer linear programming and mixed integer programming has been developed for Hong Kong municipal solid waste management. A sensitivity analysis was carried out to simulate different scenarios which provide decision-makers important information for establishing Hong Kong waste management system. Copyright © 2016 Elsevier Ltd. All rights reserved.

  12. A new mathematical modeling for pure parsimony haplotyping problem.

    PubMed

    Feizabadi, R; Bagherian, M; Vaziri, H R; Salahi, M

    2016-11-01

    Pure parsimony haplotyping (PPH) problem is important in bioinformatics because rational haplotyping inference plays important roles in analysis of genetic data, mapping complex genetic diseases such as Alzheimer's disease, heart disorders and etc. Haplotypes and genotypes are m-length sequences. Although several integer programing models have already been presented for PPH problem, its NP-hardness characteristic resulted in ineffectiveness of those models facing the real instances especially instances with many heterozygous sites. In this paper, we assign a corresponding number to each haplotype and genotype and based on those numbers, we set a mixed integer programing model. Using numbers, instead of sequences, would lead to less complexity of the new model in comparison with previous models in a way that there are neither constraints nor variables corresponding to heterozygous nucleotide sites in it. Experimental results approve the efficiency of the new model in producing better solution in comparison to two state-of-the art haplotyping approaches. Copyright © 2016 Elsevier Inc. All rights reserved.

  13. Discovering Link Communities in Complex Networks by an Integer Programming Model and a Genetic Algorithm

    PubMed Central

    Li, Zhenping; Zhang, Xiang-Sun; Wang, Rui-Sheng; Liu, Hongwei; Zhang, Shihua

    2013-01-01

    Identification of communities in complex networks is an important topic and issue in many fields such as sociology, biology, and computer science. Communities are often defined as groups of related nodes or links that correspond to functional subunits in the corresponding complex systems. While most conventional approaches have focused on discovering communities of nodes, some recent studies start partitioning links to find overlapping communities straightforwardly. In this paper, we propose a new quantity function for link community identification in complex networks. Based on this quantity function we formulate the link community partition problem into an integer programming model which allows us to partition a complex network into overlapping communities. We further propose a genetic algorithm for link community detection which can partition a network into overlapping communities without knowing the number of communities. We test our model and algorithm on both artificial networks and real-world networks. The results demonstrate that the model and algorithm are efficient in detecting overlapping community structure in complex networks. PMID:24386268

  14. Integer Linear Programming for Constrained Multi-Aspect Committee Review Assignment

    PubMed Central

    Karimzadehgan, Maryam; Zhai, ChengXiang

    2011-01-01

    Automatic review assignment can significantly improve the productivity of many people such as conference organizers, journal editors and grant administrators. A general setup of the review assignment problem involves assigning a set of reviewers on a committee to a set of documents to be reviewed under the constraint of review quota so that the reviewers assigned to a document can collectively cover multiple topic aspects of the document. No previous work has addressed such a setup of committee review assignments while also considering matching multiple aspects of topics and expertise. In this paper, we tackle the problem of committee review assignment with multi-aspect expertise matching by casting it as an integer linear programming problem. The proposed algorithm can naturally accommodate any probabilistic or deterministic method for modeling multiple aspects to automate committee review assignments. Evaluation using a multi-aspect review assignment test set constructed using ACM SIGIR publications shows that the proposed algorithm is effective and efficient for committee review assignments based on multi-aspect expertise matching. PMID:22711970

  15. Classifying the Progression of Ductal Carcinoma from Single-Cell Sampled Data via Integer Linear Programming: A Case Study.

    PubMed

    Catanzaro, Daniele; Shackney, Stanley E; Schaffer, Alejandro A; Schwartz, Russell

    2016-01-01

    Ductal Carcinoma In Situ (DCIS) is a precursor lesion of Invasive Ductal Carcinoma (IDC) of the breast. Investigating its temporal progression could provide fundamental new insights for the development of better diagnostic tools to predict which cases of DCIS will progress to IDC. We investigate the problem of reconstructing a plausible progression from single-cell sampled data of an individual with synchronous DCIS and IDC. Specifically, by using a number of assumptions derived from the observation of cellular atypia occurring in IDC, we design a possible predictive model using integer linear programming (ILP). Computational experiments carried out on a preexisting data set of 13 patients with simultaneous DCIS and IDC show that the corresponding predicted progression models are classifiable into categories having specific evolutionary characteristics. The approach provides new insights into mechanisms of clonal progression in breast cancers and helps illustrate the power of the ILP approach for similar problems in reconstructing tumor evolution scenarios under complex sets of constraints.

  16. Barometric Tides from ECMWF Operational Analyses

    NASA Technical Reports Server (NTRS)

    Ray, R. D.; Ponte, R. M.

    2003-01-01

    The solar diurnal and semidiurnal tidal oscillations in surface pressure are extracted from the the operational analysis product of the European Centre for Medium Range Weather Forecasting (ECMWF). For the semidiurnal tide this involves a special temporal interpolation, following Van den Dool and colleagues. The resulting tides are compared with a ground truth tide dataset, a compilation of well-determined tide estimates deduced from long time series of station barometer measurements. These comparisons show that the ECMWF tides are significantly more accurate than the tides deduced from two other widely available reanalysis products. Spectral analysis of ECMWF pressure series shows that the tides consist of sharp central peaks with modulating sidelines at integer multiples of 1 cycle/year, superimposed on a broad cusp of stochastic energy. The integrated energy in the cusp dominates that of the sidelines. This complicates development of a simple model that can characterize the full temporal variability of the tides.

  17. A Local-Realistic Model of Quantum Mechanics Based on a Discrete Spacetime

    NASA Astrophysics Data System (ADS)

    Sciarretta, Antonio

    2018-01-01

    This paper presents a realistic, stochastic, and local model that reproduces nonrelativistic quantum mechanics (QM) results without using its mathematical formulation. The proposed model only uses integer-valued quantities and operations on probabilities, in particular assuming a discrete spacetime under the form of a Euclidean lattice. Individual (spinless) particle trajectories are described as random walks. Transition probabilities are simple functions of a few quantities that are either randomly associated to the particles during their preparation, or stored in the lattice nodes they visit during the walk. QM predictions are retrieved as probability distributions of similarly-prepared ensembles of particles. The scenarios considered to assess the model comprise of free particle, constant external force, harmonic oscillator, particle in a box, the Delta potential, particle on a ring, particle on a sphere and include quantization of energy levels and angular momentum, as well as momentum entanglement.

  18. A numerical testbed for hypotheses of extraterrestrial life and intelligence

    NASA Astrophysics Data System (ADS)

    Forgan, D. H.

    2009-04-01

    The search for extraterrestrial intelligence (SETI) has been heavily influenced by solutions to the Drake Equation, which returns an integer value for the number of communicating civilizations resident in the Milky Way, and by the Fermi Paradox, glibly stated as: ‘If they are there, where are they?’. Both rely on using average values of key parameters, such as the mean signal lifetime of a communicating civilization. A more accurate answer must take into account the distribution of stellar, planetary and biological attributes in the galaxy, as well as the stochastic nature of evolution itself. This paper outlines a method of Monte Carlo realization that does this, and hence allows an estimation of the distribution of key parameters in SETI, as well as allowing a quantification of their errors (and the level of ignorance therein). Furthermore, it provides a means for competing theories of life and intelligence to be compared quantitatively.

  19. Competing phases, phase separation, and coexistence in the extended one-dimensional bosonic Hubbard model

    DOE PAGES

    Batrouni, G. G.; Rousseau, V. G.; Scalettar, R. T.; ...

    2014-11-17

    Here, we study the phase diagram of the one-dimensional bosonic Hubbard model with contact (U) and near neighbor (V ) interactions focusing on the gapped Haldane insulating (HI) phase which is characterized by an exotic nonlocal order parameter. The parameter regime (U, V and μ) where this phase exists and how it competes with other phases such as the supersolid (SS) phase, is incompletely understood. We use the Stochastic Green Function quantum Monte Carlo algorithm as well as the density matrix renormalization group to map out the phase diagram. The HI exists only at = 1, the SS phase existsmore » for a very wide range of parameters (including commensurate fillings) and displays power law decay in the one body Green function were our main conclusions. Additionally, we show that at fixed integer density, the system exhibits phase separation in the (U, V ) plane.« less

  20. A Simulation Based Approach to Optimize Berth Throughput Under Uncertainty at Marine Container Terminals

    NASA Technical Reports Server (NTRS)

    Golias, Mihalis M.

    2011-01-01

    Berth scheduling is a critical function at marine container terminals and determining the best berth schedule depends on several factors including the type and function of the port, size of the port, location, nearby competition, and type of contractual agreement between the terminal and the carriers. In this paper we formulate the berth scheduling problem as a bi-objective mixed-integer problem with the objective to maximize customer satisfaction and reliability of the berth schedule under the assumption that vessel handling times are stochastic parameters following a discrete and known probability distribution. A combination of an exact algorithm, a Genetic Algorithms based heuristic and a simulation post-Pareto analysis is proposed as the solution approach to the resulting problem. Based on a number of experiments it is concluded that the proposed berth scheduling policy outperforms the berth scheduling policy where reliability is not considered.

  1. Using Probabilistic Information in Solving Resource Allocation Problems for a Decentralized Firm

    DTIC Science & Technology

    1978-09-01

    deterministic equivalent form of HIQ’s problem (5) by an approach similar to the one used in stochastic programming with simple recourse. See Ziemba [38) or, in...1964). 38. Ziemba , W.T., "Stochastic Programs with Simple Recourse," Technical Report 72-15, Stanford University, Department of Operations Research

  2. Galaxy Redshifts from Discrete Optimization of Correlation Functions

    NASA Astrophysics Data System (ADS)

    Lee, Benjamin C. G.; Budavári, Tamás; Basu, Amitabh; Rahman, Mubdi

    2016-12-01

    We propose a new method of constraining the redshifts of individual extragalactic sources based on celestial coordinates and their ensemble statistics. Techniques from integer linear programming (ILP) are utilized to optimize simultaneously for the angular two-point cross- and autocorrelation functions. Our novel formalism introduced here not only transforms the otherwise hopelessly expensive, brute-force combinatorial search into a linear system with integer constraints but also is readily implementable in off-the-shelf solvers. We adopt Gurobi, a commercial optimization solver, and use Python to build the cost function dynamically. The preliminary results on simulated data show potential for future applications to sky surveys by complementing and enhancing photometric redshift estimators. Our approach is the first application of ILP to astronomical analysis.

  3. Stochastic computing with biomolecular automata

    PubMed Central

    Adar, Rivka; Benenson, Yaakov; Linshiz, Gregory; Rosner, Amit; Tishby, Naftali; Shapiro, Ehud

    2004-01-01

    Stochastic computing has a broad range of applications, yet electronic computers realize its basic step, stochastic choice between alternative computation paths, in a cumbersome way. Biomolecular computers use a different computational paradigm and hence afford novel designs. We constructed a stochastic molecular automaton in which stochastic choice is realized by means of competition between alternative biochemical pathways, and choice probabilities are programmed by the relative molar concentrations of the software molecules coding for the alternatives. Programmable and autonomous stochastic molecular automata have been shown to perform direct analysis of disease-related molecular indicators in vitro and may have the potential to provide in situ medical diagnosis and cure. PMID:15215499

  4. Optimization of Emissions Sensor Networks Incorporating Tradeoffs Between Different Sensor Technologies

    NASA Astrophysics Data System (ADS)

    Nicholson, B.; Klise, K. A.; Laird, C. D.; Ravikumar, A. P.; Brandt, A. R.

    2017-12-01

    In order to comply with current and future methane emissions regulations, natural gas producers must develop emissions monitoring strategies for their facilities. In addition, regulators must develop air monitoring strategies over wide areas incorporating multiple facilities. However, in both of these cases, only a limited number of sensors can be deployed. With a wide variety of sensors to choose from in terms of cost, precision, accuracy, spatial coverage, location, orientation, and sampling frequency, it is difficult to design robust monitoring strategies for different scenarios while systematically considering the tradeoffs between different sensor technologies. In addition, the geography, weather, and other site specific conditions can have a large impact on the performance of a sensor network. In this work, we demonstrate methods for calculating optimal sensor networks. Our approach can incorporate tradeoffs between vastly different sensor technologies, optimize over typical wind conditions for a particular area, and consider different objectives such as time to detection or geographic coverage. We do this by pre-computing site specific scenarios and using them as input to a mixed-integer, stochastic programming problem that solves for a sensor network that maximizes the effectiveness of the detection program. Our methods and approach have been incorporated within an open source Python package called Chama with the goal of providing facility operators and regulators with tools for designing more effective and efficient monitoring systems. Sandia National Laboratories is a multi-mission laboratory managed and operated by National Technology and Engineering Solutions of Sandia, LLC., a wholly owned subsidiary of Honeywell International, Inc., for the U.S. Department of Energys National Nuclear Security Administration under contract DE-NA0003525.

  5. Non-integer viscoelastic constitutive law to model soft biological tissues to in-vivo indentation.

    PubMed

    Demirci, Nagehan; Tönük, Ergin

    2014-01-01

    During the last decades, derivatives and integrals of non-integer orders are being more commonly used for the description of constitutive behavior of various viscoelastic materials including soft biological tissues. Compared to integer order constitutive relations, non-integer order viscoelastic material models of soft biological tissues are capable of capturing a wider range of viscoelastic behavior obtained from experiments. Although integer order models may yield comparably accurate results, non-integer order material models have less number of parameters to be identified in addition to description of an intermediate material that can monotonically and continuously be adjusted in between an ideal elastic solid and an ideal viscous fluid. In this work, starting with some preliminaries on non-integer (fractional) calculus, the "spring-pot", (intermediate mechanical element between a solid and a fluid), non-integer order three element (Zener) solid model, finally a user-defined large strain non-integer order viscoelastic constitutive model was constructed to be used in finite element simulations. Using the constitutive equation developed, by utilizing inverse finite element method and in vivo indentation experiments, soft tissue material identification was performed. The results indicate that material coefficients obtained from relaxation experiments, when optimized with creep experimental data could simulate relaxation, creep and cyclic loading and unloading experiments accurately. Non-integer calculus viscoelastic constitutive models, having physical interpretation and modeling experimental data accurately is a good alternative to classical phenomenological viscoelastic constitutive equations.

  6. Fast Integer Ambiguity Resolution for GPS Attitude Determination

    NASA Technical Reports Server (NTRS)

    Lightsey, E. Glenn; Crassidis, John L.; Markley, F. Landis

    1999-01-01

    In this paper, a new algorithm for GPS (Global Positioning System) integer ambiguity resolution is shown. The algorithm first incorporates an instantaneous (static) integer search to significantly reduce the search space using a geometric inequality. Then a batch-type loss function is used to check the remaining integers in order to determine the optimal integer. This batch function represents the GPS sightline vectors in the body frame as the sum of two vectors, one depending on the phase measurements and the other on the unknown integers. The new algorithm has several advantages: it does not require an a-priori estimate of the vehicle's attitude; it provides an inherent integrity check using a covariance-type expression; and it can resolve the integers even when coplanar baselines exist. The performance of the new algorithm is tested on a dynamic hardware simulator.

  7. Learning Integer Addition: Is Later Better?

    ERIC Educational Resources Information Center

    Aqazade, Mahtob; Bofferding, Laura; Farmer, Sherri

    2017-01-01

    We investigate thirty-three second and fifth-grade students' solution strategies on integer addition problems before and after analyzing contrasting cases with integer addition and participating in a lesson on integers. The students took a pretest, participated in two small group sessions and a short lesson, and took a posttest. Even though the…

  8. Online with Integers

    ERIC Educational Resources Information Center

    Siegel, Jonathan W.; Siegel, P. B.

    2011-01-01

    Integers are sometimes used in physics problems to simplify the mathematics so the arithmetic does not distract students from the physics concepts. This is particularly important in exams where students should not have to spend a lot of time using their calculators. Common uses of integers in physics problems include integer solutions to…

  9. Integers Made Easy: Just Walk It Off

    ERIC Educational Resources Information Center

    Nurnberger-Haag, Julie

    2007-01-01

    This article describes a multisensory method for teaching students how to multiply and divide as well as add and subtract integers. The author uses sidewalk chalk and the underlying concept of integers to physically and mentally engage students in understanding the concepts of integers, making connections, and developing computational fluency.…

  10. A mixed integer bi-level DEA model for bank branch performance evaluation by Stackelberg approach

    NASA Astrophysics Data System (ADS)

    Shafiee, Morteza; Lotfi, Farhad Hosseinzadeh; Saleh, Hilda; Ghaderi, Mehdi

    2016-03-01

    One of the most complicated decision making problems for managers is the evaluation of bank performance, which involves various criteria. There are many studies about bank efficiency evaluation by network DEA in the literature review. These studies do not focus on multi-level network. Wu (Eur J Oper Res 207:856-864, 2010) proposed a bi-level structure for cost efficiency at the first time. In this model, multi-level programming and cost efficiency were used. He used a nonlinear programming to solve the model. In this paper, we have focused on multi-level structure and proposed a bi-level DEA model. We then used a liner programming to solve our model. In other hand, we significantly improved the way to achieve the optimum solution in comparison with the work by Wu (2010) by converting the NP-hard nonlinear programing into a mixed integer linear programming. This study uses a bi-level programming data envelopment analysis model that embodies internal structure with Stackelberg-game relationships to evaluate the performance of banking chain. The perspective of decentralized decisions is taken in this paper to cope with complex interactions in banking chain. The results derived from bi-level programming DEA can provide valuable insights and detailed information for managers to help them evaluate the performance of the banking chain as a whole using Stackelberg-game relationships. Finally, this model was applied in the Iranian bank to evaluate cost efficiency.

  11. Optimally Scheduling Basic Courses at the Defense Language Institute using Integer Programming

    DTIC Science & Technology

    2005-09-01

    DLI’s manual schedules at best can train 8%, 7% and 64%. 15. NUMBER OF PAGES 59 14. SUBJECT TERMS Operations Research, Linear Programming...class in 2006, 2007, and 2008, whereas DLI’s manual schedules at best can train 8%, 7% and 64%. vi THIS PAGE...ARABIC INSTRUTOR LEVELS .....................................25 FIGURE 2. OCS1 AND OCS2 CHINESE-MANDARIN INSTRUTOR LEVELS ............26 FIGURE 3

  12. Fitting of full Cobb-Douglas and full VRTS cost frontiers by solving goal programming problem

    NASA Astrophysics Data System (ADS)

    Venkateswarlu, B.; Mahaboob, B.; Subbarami Reddy, C.; Madhusudhana Rao, B.

    2017-11-01

    The present research article first defines two popular production functions viz, Cobb-Douglas and VRTS production frontiers and their dual cost functions and then derives their cost limited maximal outputs. This paper tells us that the cost limited maximal output is cost efficient. Here the one side goal programming problem is proposed by which the full Cobb-Douglas cost frontier, full VRTS frontier can be fitted. This paper includes the framing of goal programming by which stochastic cost frontier and stochastic VRTS frontiers are fitted. Hasan et al. [1] used a parameter approach Stochastic Frontier Approach (SFA) to examine the technical efficiency of the Malaysian domestic banks listed in the Kuala Lumpur stock Exchange (KLSE) market over the period 2005-2010. AshkanHassani [2] exposed Cobb-Douglas Production Functions application in construction schedule crashing and project risk analysis related to the duration of construction projects. Nan Jiang [3] applied Stochastic Frontier analysis to a panel of New Zealand dairy forms in 1998/99-2006/2007.

  13. Making Sense of Integer Arithmetic: The Effect of Using Virtual Manipulatives on Students' Representational Fluency

    ERIC Educational Resources Information Center

    Bolyard, Johnna; Moyer-Packenham, Patricia

    2012-01-01

    This study investigated how the use of virtual manipulatives in integer instruction impacts student achievement for integer addition and subtraction. Of particular interest was the influence of using virtual manipulatives on students' ability to create and translate among representations for integer computation. The research employed a…

  14. Teachers' Construction of Meanings of Signed Quantities and Integer Operation

    ERIC Educational Resources Information Center

    Kumar, Ruchi S.; Subramaniam, K.; Naik, Shweta Shripad

    2017-01-01

    Understanding signed quantities and its arithmetic is one of the challenging topics of middle school mathematics. The "specialized content knowledge" (SCK) for teaching integers includes understanding of a variety of representations that may be used while teaching. In this study, we argue that meanings of integers and integer operations…

  15. Anisotropic fractal media by vector calculus in non-integer dimensional space

    NASA Astrophysics Data System (ADS)

    Tarasov, Vasily E.

    2014-08-01

    A review of different approaches to describe anisotropic fractal media is proposed. In this paper, differentiation and integration non-integer dimensional and multi-fractional spaces are considered as tools to describe anisotropic fractal materials and media. We suggest a generalization of vector calculus for non-integer dimensional space by using a product measure method. The product of fractional and non-integer dimensional spaces allows us to take into account the anisotropy of the fractal media in the framework of continuum models. The integration over non-integer-dimensional spaces is considered. In this paper differential operators of first and second orders for fractional space and non-integer dimensional space are suggested. The differential operators are defined as inverse operations to integration in spaces with non-integer dimensions. Non-integer dimensional space that is product of spaces with different dimensions allows us to give continuum models for anisotropic type of the media. The Poisson's equation for fractal medium, the Euler-Bernoulli fractal beam, and the Timoshenko beam equations for fractal material are considered as examples of application of suggested generalization of vector calculus for anisotropic fractal materials and media.

  16. Solution of the Generalized Noah's Ark Problem.

    PubMed

    Billionnet, Alain

    2013-01-01

    The phylogenetic diversity (PD) of a set of species is a measure of the evolutionary distance among the species in the collection, based on a phylogenetic tree. Such a tree is composed of a root, internal nodes, and leaves that correspond to the set of taxa under study. With each edge of the tree is associated a non-negative branch length (evolutionary distance). If a particular survival probability is associated with each taxon, the PD measure becomes the expected PD measure. In the Noah's Ark Problem (NAP) introduced by Weitzman (1998), these survival probabilities can be increased at some cost. The problem is to determine how best to allocate a limited amount of resources to maximize the expected PD of the considered species. It is easy to formulate the NAP as a (difficult) nonlinear 0-1 programming problem. The aim of this article is to show that a general version of the NAP (GNAP) can be solved simply and efficiently with any set of edge weights and any set of survival probabilities by using standard mixed-integer linear programming software. The crucial point to move from a nonlinear program in binary variables to a mixed-integer linear program, is to approximate the logarithmic function by the lower envelope of a set of tangents to the curve. Solving the obtained mixed-integer linear program provides not only a near-optimal solution but also an upper bound on the value of the optimal solution. We also applied this approach to a generalization of the nature reserve problem (GNRP) that consists of selecting a set of regions to be conserved so that the expected PD of the set of species present in these regions is maximized. In this case, the survival probabilities of different taxa are not independent of each other. Computational results are presented to illustrate potentialities of the approach. Near-optimal solutions with hypothetical phylogenetic trees comprising about 4000 taxa are obtained in a few seconds or minutes of computing time for the GNAP, and in about 30 min for the GNRP. In all the cases the average guarantee varies from 0% to 1.20%.

  17. Multi-vehicle mobility allowance shuttle transit (MAST) system : an analytical model to select the fleet size and a scheduling heuristic.

    DOT National Transportation Integrated Search

    2012-06-01

    The mobility allowance shuttle transit (MAST) system is a hybrid transit system in which vehicles are : allowed to deviate from a fixed route to serve flexible demand. A mixed integer programming (MIP) : formulation for the static scheduling problem ...

  18. A Graphical Teaching Tool for Understanding Two's Complement.

    ERIC Educational Resources Information Center

    Luck, Carlos L.

    As part of the Electrical Engineering program at the Univesity of Southern Maine, students are typically introduced to Two's Complement algebra and representation, a method to include negative numbers in the binary representation of integers that is widely used in microprocessors and related digital systems. The traditional, procedural method to…

  19. Space tug economic analysis study. Volume 2: Tug concepts analysis. Part 2: Economic analysis

    NASA Technical Reports Server (NTRS)

    1972-01-01

    An economic analysis of space tug operations is presented. The subjects discussed are: (1) cost uncertainties, (2) scenario analysis, (3) economic sensitivities, (4) mixed integer programming formulation of the space tug problem, and (5) critical parameters in the evaluation of a public expenditure.

  20. Optimizing efficiency of height modeling for extensive forest inventories.

    Treesearch

    T.M. Barrett

    2006-01-01

    Although critical to monitoring forest ecosystems, inventories are expensive. This paper presents a generalizable method for using an integer programming model to examine tradeoffs between cost and estimation error for alternative measurement strategies in forest inventories. The method is applied to an example problem of choosing alternative height-modeling strategies...

  1. Selecting Personal Computers.

    ERIC Educational Resources Information Center

    Djang, Philipp A.

    1993-01-01

    Describes a Multiple Criteria Decision Analysis Approach for the selection of personal computers that combines the capabilities of Analytic Hierarchy Process and Integer Goal Programing. An example of how decision makers can use this approach to determine what kind of personal computers and how many of each type to purchase is given. (nine…

  2. Integrated Sensing and Processing (ISP) Phase II: Demonstration and Evaluation for Distributed Sensor Netowrks and Missile Seeker Systems

    DTIC Science & Technology

    2007-02-28

    Shah, D. Waagen, H. Schmitt, S. Bellofiore, A. Spanias, and D. Cochran, 32nd International Conference on Acoustics, Speech , and Signal Processing...Information Exploitation Office kNN k-Nearest Neighbor LEAN Laplacian Eigenmap Adaptive Neighbor LIP Linear Integer Programming ISP

  3. Optimization Research of Generation Investment Based on Linear Programming Model

    NASA Astrophysics Data System (ADS)

    Wu, Juan; Ge, Xueqian

    Linear programming is an important branch of operational research and it is a mathematical method to assist the people to carry out scientific management. GAMS is an advanced simulation and optimization modeling language and it will combine a large number of complex mathematical programming, such as linear programming LP, nonlinear programming NLP, MIP and other mixed-integer programming with the system simulation. In this paper, based on the linear programming model, the optimized investment decision-making of generation is simulated and analyzed. At last, the optimal installed capacity of power plants and the final total cost are got, which provides the rational decision-making basis for optimized investments.

  4. INFORM: An interactive data collection and display program with debugging capability

    NASA Technical Reports Server (NTRS)

    Cwynar, D. S.

    1980-01-01

    A computer program was developed to aid ASSEMBLY language programmers of mini and micro computers in solving the man machine communications problems that exist when scaled integers are involved. In addition to producing displays of quasi-steady state values, INFORM provides an interactive mode for debugging programs, making program patches, and modifying the displays. Auxiliary routines SAMPLE and DATAO add dynamic data acquisition and high speed dynamic display capability to the program. Programming information and flow charts to aid in implementing INFORM on various machines together with descriptions of all supportive software are provided. Program modifications to satisfy the individual user's needs are considered.

  5. AESS: Accelerated Exact Stochastic Simulation

    NASA Astrophysics Data System (ADS)

    Jenkins, David D.; Peterson, Gregory D.

    2011-12-01

    The Stochastic Simulation Algorithm (SSA) developed by Gillespie provides a powerful mechanism for exploring the behavior of chemical systems with small species populations or with important noise contributions. Gene circuit simulations for systems biology commonly employ the SSA method, as do ecological applications. This algorithm tends to be computationally expensive, so researchers seek an efficient implementation of SSA. In this program package, the Accelerated Exact Stochastic Simulation Algorithm (AESS) contains optimized implementations of Gillespie's SSA that improve the performance of individual simulation runs or ensembles of simulations used for sweeping parameters or to provide statistically significant results. Program summaryProgram title: AESS Catalogue identifier: AEJW_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEJW_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: University of Tennessee copyright agreement No. of lines in distributed program, including test data, etc.: 10 861 No. of bytes in distributed program, including test data, etc.: 394 631 Distribution format: tar.gz Programming language: C for processors, CUDA for NVIDIA GPUs Computer: Developed and tested on various x86 computers and NVIDIA C1060 Tesla and GTX 480 Fermi GPUs. The system targets x86 workstations, optionally with multicore processors or NVIDIA GPUs as accelerators. Operating system: Tested under Ubuntu Linux OS and CentOS 5.5 Linux OS Classification: 3, 16.12 Nature of problem: Simulation of chemical systems, particularly with low species populations, can be accurately performed using Gillespie's method of stochastic simulation. Numerous variations on the original stochastic simulation algorithm have been developed, including approaches that produce results with statistics that exactly match the chemical master equation (CME) as well as other approaches that approximate the CME. Solution method: The Accelerated Exact Stochastic Simulation (AESS) tool provides implementations of a wide variety of popular variations on the Gillespie method. Users can select the specific algorithm considered most appropriate. Comparisons between the methods and with other available implementations indicate that AESS provides the fastest known implementation of Gillespie's method for a variety of test models. Users may wish to execute ensembles of simulations to sweep parameters or to obtain better statistical results, so AESS supports acceleration of ensembles of simulation using parallel processing with MPI, SSE vector units on x86 processors, and/or using NVIDIA GPUs with CUDA.

  6. Asymmetric nanowire SQUID: Linear current-phase relation, stochastic switching, and symmetries

    NASA Astrophysics Data System (ADS)

    Murphy, A.; Bezryadin, A.

    2017-09-01

    We study nanostructures based on two ultrathin superconducting nanowires connected in parallel to form a superconducting quantum interference device (SQUID). The measured function of the critical current versus magnetic field, IC(B ) , is multivalued, asymmetric, and its maxima and minima are shifted from the usual integer and half integer flux quantum points. We also propose a low-temperature-limit model which generates accurate fits to the IC(B ) functions and provides verifiable predictions. The key assumption of our model is that each wire is characterized by a sample-specific critical phase ϕC defined as the phase difference at which the supercurrent in the wire is the maximum. For our nanowires ϕC is much greater than the usual π /2 , which makes a qualitative difference in the behavior of the SQUID. The nanowire current-phase relation is assumed linear, since the wires are much longer than the coherence length. The model explains single-valuedness regions where only one vorticity value nv is stable. Also, it predicts regions where multiple vorticity values are stable because the Little-Parks (LP) diamonds, which describe the region of stability for each winding number nv in the current-field diagram, can overlap. We also observe and explain regions in which the standard deviation of the switching current is independent of the magnetic field. We develop a technique that allows a reliable detection of hidden phase slips and use it to determine the boundaries of the LP diamonds even at low currents where IC(B ) is not directly measurable.

  7. Software Technology for Adaptable, Reliable Systems (STARS) (User Manual). Ada Command Environment (ACE) Version 8.0 Sun OS Implementation

    DTIC Science & Technology

    1990-10-29

    the equivalent type names in the basic X libary . 37. Intrinsics Contains the type declarations common to all Xt toolkit routines. 38. Widget-Package...Memory-Size constant Integer 1; MinInt constant I-reger Integer’First; MaxInt const-i’ integer Integer’Last; -- Max- Digits constant Integer 1; -- MaxMan...connection between some type names used by Xt routines and the equivalent type names in the basic X libary . .package RenamedXlibTypes is P;’ge 65 29

  8. CUMBIN - CUMULATIVE BINOMIAL PROGRAMS

    NASA Technical Reports Server (NTRS)

    Bowerman, P. N.

    1994-01-01

    The cumulative binomial program, CUMBIN, is one of a set of three programs which calculate cumulative binomial probability distributions for arbitrary inputs. The three programs, CUMBIN, NEWTONP (NPO-17556), and CROSSER (NPO-17557), can be used independently of one another. CUMBIN can be used by statisticians and users of statistical procedures, test planners, designers, and numerical analysts. The program has been used for reliability/availability calculations. CUMBIN calculates the probability that a system of n components has at least k operating if the probability that any one operating is p and the components are independent. Equivalently, this is the reliability of a k-out-of-n system having independent components with common reliability p. CUMBIN can evaluate the incomplete beta distribution for two positive integer arguments. CUMBIN can also evaluate the cumulative F distribution and the negative binomial distribution, and can determine the sample size in a test design. CUMBIN is designed to work well with all integer values 0 < k <= n. To run the program, the user simply runs the executable version and inputs the information requested by the program. The program is not designed to weed out incorrect inputs, so the user must take care to make sure the inputs are correct. Once all input has been entered, the program calculates and lists the result. The CUMBIN program is written in C. It was developed on an IBM AT with a numeric co-processor using Microsoft C 5.0. Because the source code is written using standard C structures and functions, it should compile correctly with most C compilers. The program format is interactive. It has been implemented under DOS 3.2 and has a memory requirement of 26K. CUMBIN was developed in 1988.

  9. Designing seasonal initial attack resource deployment and dispatch rules using a two-stage stochastic programming procedure

    Treesearch

    Yu Wei; Michael Bevers; Erin J. Belval

    2015-01-01

    Initial attack dispatch rules can help shorten fire suppression response times by providing easy-to-follow recommendations based on fire weather, discovery time, location, and other factors that may influence fire behavior and the appropriate response. A new procedure is combined with a stochastic programming model and tested in this study for designing initial attack...

  10. An inexact multistage fuzzy-stochastic programming for regional electric power system management constrained by environmental quality.

    PubMed

    Fu, Zhenghui; Wang, Han; Lu, Wentao; Guo, Huaicheng; Li, Wei

    2017-12-01

    Electric power system involves different fields and disciplines which addressed the economic system, energy system, and environment system. Inner uncertainty of this compound system would be an inevitable problem. Therefore, an inexact multistage fuzzy-stochastic programming (IMFSP) was developed for regional electric power system management constrained by environmental quality. A model which concluded interval-parameter programming, multistage stochastic programming, and fuzzy probability distribution was built to reflect the uncertain information and dynamic variation in the case study, and the scenarios under different credibility degrees were considered. For all scenarios under consideration, corrective actions were allowed to be taken dynamically in accordance with the pre-regulated policies and the uncertainties in reality. The results suggest that the methodology is applicable to handle the uncertainty of regional electric power management systems and help the decision makers to establish an effective development plan.

  11. Operational Planning for Multiple Heterogeneous Unmanned Aerial Vehicles in Three Dimensions

    DTIC Science & Technology

    2009-06-01

    human input in the planning process. Two solution methods are presented: (1) a mixed-integer program, and (2) an algorithm that utilizes a metaheuristic ...and (2) an algorithm that utilizes a metaheuristic to generate composite variables for a linear program, called the Composite Operations Planning...that represent a path and an associated type of UAV. The reformulation is incorporated into an algorithm that uses a metaheuristic to generate the

  12. Forest management and economics

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Buongiorno, J.; Gilless, J.K.

    1987-01-01

    This volume provides a survey of quantitative methods, guiding the reader through formulation and analysis of models that address forest management problems. The authors use simple mathematics, graphics, and short computer programs to explain each method. Emphasizing applications, they discuss linear, integer, dynamic, and goal programming; simulation; network modeling; and econometrics, as these relate to problems of determining economic harvest schedules in even-aged and uneven-aged forests, the evaluation of forest policies, multiple-objective decision making, and more.

  13. Modeling Road Vulnerability to Snow Using Mixed Integer Optimization

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Rodriguez, Tony K; Omitaomu, Olufemi A; Ostrowski, James A

    As the number and severity of snowfall events continue to grow, the need to intelligently direct road maintenance during these snowfall events will also grow. In several locations, local governments lack the resources to completely treat all roadways during snow events. Furthermore, some governments utilize only traffic data to determine which roads should be treated. As a result, many schools, businesses, and government offices must be unnecessarily closed, which directly impacts the social, educational, and economic well-being of citizens and institutions. In this work, we propose a mixed integer programming formulation to optimally allocate resources to manage snowfall on roadsmore » using meteorological, geographical, and environmental parameters. Additionally, we evaluate the impacts of an increase in budget for winter road maintenance on snow control resources.« less

  14. Scenario analysis of carbon emissions' anti-driving effect on Qingdao's energy structure adjustment with an optimization model, Part II: Energy system planning and management.

    PubMed

    Wu, C B; Huang, G H; Liu, Z P; Zhen, J L; Yin, J G

    2017-03-01

    In this study, an inexact multistage stochastic mixed-integer programming (IMSMP) method was developed for supporting regional-scale energy system planning (EPS) associated with multiple uncertainties presented as discrete intervals, probability distributions and their combinations. An IMSMP-based energy system planning (IMSMP-ESP) model was formulated for Qingdao to demonstrate its applicability. Solutions which can provide optimal patterns of energy resources generation, conversion, transmission, allocation and facility capacity expansion schemes have been obtained. The results can help local decision makers generate cost-effective energy system management schemes and gain a comprehensive tradeoff between economic objectives and environmental requirements. Moreover, taking the CO 2 emissions scenarios mentioned in Part I into consideration, the anti-driving effect of carbon emissions on energy structure adjustment was studied based on the developed model and scenario analysis. Several suggestions can be concluded from the results: (a) to ensure the smooth realization of low-carbon and sustainable development, appropriate price control and fiscal subsidy on high-cost energy resources should be considered by the decision-makers; (b) compared with coal, natural gas utilization should be strongly encouraged in order to insure that Qingdao could reach the carbon discharges peak value in 2020; (c) to guarantee Qingdao's power supply security in the future, the construction of new power plants should be emphasised instead of enhancing the transmission capacity of grid infrastructure. Copyright © 2016 Elsevier Ltd. All rights reserved.

  15. Environmental hedging: A theory and method for reconciling reservoir operations for downstream ecology and water supply

    NASA Astrophysics Data System (ADS)

    Adams, L. E.; Lund, J. R.; Moyle, P. B.; Quiñones, R. M.; Herman, J. D.; O'Rear, T. A.

    2017-09-01

    Building reservoir release schedules to manage engineered river systems can involve costly trade-offs between storing and releasing water. As a result, the design of release schedules requires metrics that quantify the benefit and damages created by releases to the downstream ecosystem. Such metrics should support making operational decisions under uncertain hydrologic conditions, including drought and flood seasons. This study addresses this need and develops a reservoir operation rule structure and method to maximize downstream environmental benefit while meeting human water demands. The result is a general approach for hedging downstream environmental objectives. A multistage stochastic mixed-integer nonlinear program with Markov Chains, identifies optimal "environmental hedging," releases to maximize environmental benefits subject to probabilistic seasonal hydrologic conditions, current, past, and future environmental demand, human water supply needs, infrastructure limitations, population dynamics, drought storage protection, and the river's carrying capacity. Environmental hedging "hedges bets" for drought by reducing releases for fish, sometimes intentionally killing some fish early to reduce the likelihood of large fish kills and storage crises later. This approach is applied to Folsom reservoir in California to support survival of fall-run Chinook salmon in the lower American River for a range of carryover and initial storage cases. Benefit is measured in terms of fish survival; maintaining self-sustaining native fish populations is a significant indicator of ecosystem function. Environmental hedging meets human demand and outperforms other operating rules, including the current Folsom operating strategy, based on metrics of fish extirpation and water supply reliability.

  16. DORMAN computer program (study 2.5). Volume 2: User's guide and programmer's guide. [development of data bank for computerized information storage of NASA programs

    NASA Technical Reports Server (NTRS)

    Wray, S. T., Jr.

    1973-01-01

    The DORMAN program was developed to create and modify a data bank containing data decks which serve as input to the DORCA Computer Program. Via a remote terminal a user can access the bank, extract any data deck, modify that deck, output the modified deck to be input to the DORCA program, and save the modified deck in the data bank. This computer program is an assist in the utilization of the DORCA program. The program is dimensionless and operates almost entirely in integer mode. The program was developed on the CDC 6400/7600 complex for implementation on a UNIVAC 1108 computer.

  17. Counting Triangles to Sum Squares

    ERIC Educational Resources Information Center

    DeMaio, Joe

    2012-01-01

    Counting complete subgraphs of three vertices in complete graphs, yields combinatorial arguments for identities for sums of squares of integers, odd integers, even integers and sums of the triangular numbers.

  18. Slip and Slide Method of Factoring Trinomials with Integer Coefficients over the Integers

    ERIC Educational Resources Information Center

    Donnell, William A.

    2012-01-01

    In intermediate and college algebra courses there are a number of methods for factoring quadratic trinomials with integer coefficients over the integers. Some of these methods have been given names, such as trial and error, reversing FOIL, AC method, middle term splitting method and slip and slide method. The purpose of this article is to discuss…

  19. Obstacles and Affordances for Integer Reasoning: An Analysis of Children's Thinking and the History of Mathematics

    ERIC Educational Resources Information Center

    Bishop, Jessica Pierson; Lamb, Lisa L.; Philipp, Randolph A.; Whitacre, Ian; Schappelle, Bonnie P.; Lewis, Melinda L.

    2014-01-01

    We identify and document 3 cognitive obstacles, 3 cognitive affordances, and 1 type of integer understanding that can function as either an obstacle or affordance for learners while they extend their numeric domains from whole numbers to include negative integers. In particular, we highlight 2 key subsets of integer reasoning: understanding or…

  20. Using Multi-Objective Genetic Programming to Synthesize Stochastic Processes

    NASA Astrophysics Data System (ADS)

    Ross, Brian; Imada, Janine

    Genetic programming is used to automatically construct stochastic processes written in the stochastic π-calculus. Grammar-guided genetic programming constrains search to useful process algebra structures. The time-series behaviour of a target process is denoted with a suitable selection of statistical feature tests. Feature tests can permit complex process behaviours to be effectively evaluated. However, they must be selected with care, in order to accurately characterize the desired process behaviour. Multi-objective evaluation is shown to be appropriate for this application, since it permits heterogeneous statistical feature tests to reside as independent objectives. Multiple undominated solutions can be saved and evaluated after a run, for determination of those that are most appropriate. Since there can be a vast number of candidate solutions, however, strategies for filtering and analyzing this set are required.

  1. Anisotropic fractal media by vector calculus in non-integer dimensional space

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Tarasov, Vasily E., E-mail: tarasov@theory.sinp.msu.ru

    2014-08-15

    A review of different approaches to describe anisotropic fractal media is proposed. In this paper, differentiation and integration non-integer dimensional and multi-fractional spaces are considered as tools to describe anisotropic fractal materials and media. We suggest a generalization of vector calculus for non-integer dimensional space by using a product measure method. The product of fractional and non-integer dimensional spaces allows us to take into account the anisotropy of the fractal media in the framework of continuum models. The integration over non-integer-dimensional spaces is considered. In this paper differential operators of first and second orders for fractional space and non-integer dimensionalmore » space are suggested. The differential operators are defined as inverse operations to integration in spaces with non-integer dimensions. Non-integer dimensional space that is product of spaces with different dimensions allows us to give continuum models for anisotropic type of the media. The Poisson's equation for fractal medium, the Euler-Bernoulli fractal beam, and the Timoshenko beam equations for fractal material are considered as examples of application of suggested generalization of vector calculus for anisotropic fractal materials and media.« less

  2. Techniques for computing the discrete Fourier transform using the quadratic residue Fermat number systems

    NASA Technical Reports Server (NTRS)

    Truong, T. K.; Chang, J. J.; Hsu, I. S.; Pei, D. Y.; Reed, I. S.

    1986-01-01

    The complex integer multiplier and adder over the direct sum of two copies of finite field developed by Cozzens and Finkelstein (1985) is specialized to the direct sum of the rings of integers modulo Fermat numbers. Such multiplication over the rings of integers modulo Fermat numbers can be performed by means of two integer multiplications, whereas the complex integer multiplication requires three integer multiplications. Such multiplications and additions can be used in the implementation of a discrete Fourier transform (DFT) of a sequence of complex numbers. The advantage of the present approach is that the number of multiplications needed to compute a systolic array of the DFT can be reduced substantially. The architectural designs using this approach are regular, simple, expandable and, therefore, naturally suitable for VLSI implementation.

  3. Solution Methods for Stochastic Dynamic Linear Programs.

    DTIC Science & Technology

    1980-12-01

    16, No. 11, pp. 652-675, July 1970. [28] Glassey, C.R., "Dynamic linear programs for production scheduling", OR 19, pp. 45-56. 1971 . 129 Glassey, C.R...Huang, C.C., I. Vertinsky, W.T. Ziemba, ’Sharp bounds on the value of perfect information", OR 25, pp. 128-139, 1977. [37 Kall , P., ’Computational... 1971 . [701 Ziemba, W.T., *Computational algorithms for convex stochastic programs with simple recourse", OR 8, pp. 414-431, 1970. 131 UNCLASSI FIED

  4. A benders decomposition approach to multiarea stochastic distributed utility planning

    NASA Astrophysics Data System (ADS)

    McCusker, Susan Ann

    Until recently, small, modular generation and storage options---distributed resources (DRs)---have been installed principally in areas too remote for economic power grid connection and sensitive applications requiring backup capacity. Recent regulatory changes and DR advances, however, have lead utilities to reconsider the role of DRs. To a utility facing distribution capacity bottlenecks or uncertain load growth, DRs can be particularly valuable since they can be dispersed throughout the system and constructed relatively quickly. DR value is determined by comparing its costs to avoided central generation expenses (i.e., marginal costs) and distribution investments. This requires a comprehensive central and local planning and production model, since central system marginal costs result from system interactions over space and time. This dissertation develops and applies an iterative generalized Benders decomposition approach to coordinate models for optimal DR evaluation. Three coordinated models exchange investment, net power demand, and avoided cost information to minimize overall expansion costs. Local investment and production decisions are made by a local mixed integer linear program. Central system investment decisions are made by a LP, and production costs are estimated by a stochastic multi-area production costing model with Kirchhoff's Voltage and Current Law constraints. The nested decomposition is a new and unique method for distributed utility planning that partitions the variables twice to separate local and central investment and production variables, and provides upper and lower bounds on expected expansion costs. Kirchhoff's Voltage Law imposes nonlinear, nonconvex constraints that preclude use of LP if transmission capacity is available in a looped transmission system. This dissertation develops KVL constraint approximations that permit the nested decomposition to consider new transmission resources, while maintaining linearity in the three individual models. These constraints are presented as a heuristic for the given examples; future research will investigate conditions for convergence. A ten-year multi-area example demonstrates the decomposition approach and suggests the ability of DRs and new transmission to modify capacity additions and production costs by changing demand and power flows. Results demonstrate that DR and new transmission options may lead to greater capacity additions, but resulting production cost savings more than offset extra capacity costs.

  5. FERN - a Java framework for stochastic simulation and evaluation of reaction networks.

    PubMed

    Erhard, Florian; Friedel, Caroline C; Zimmer, Ralf

    2008-08-29

    Stochastic simulation can be used to illustrate the development of biological systems over time and the stochastic nature of these processes. Currently available programs for stochastic simulation, however, are limited in that they either a) do not provide the most efficient simulation algorithms and are difficult to extend, b) cannot be easily integrated into other applications or c) do not allow to monitor and intervene during the simulation process in an easy and intuitive way. Thus, in order to use stochastic simulation in innovative high-level modeling and analysis approaches more flexible tools are necessary. In this article, we present FERN (Framework for Evaluation of Reaction Networks), a Java framework for the efficient simulation of chemical reaction networks. FERN is subdivided into three layers for network representation, simulation and visualization of the simulation results each of which can be easily extended. It provides efficient and accurate state-of-the-art stochastic simulation algorithms for well-mixed chemical systems and a powerful observer system, which makes it possible to track and control the simulation progress on every level. To illustrate how FERN can be easily integrated into other systems biology applications, plugins to Cytoscape and CellDesigner are included. These plugins make it possible to run simulations and to observe the simulation progress in a reaction network in real-time from within the Cytoscape or CellDesigner environment. FERN addresses shortcomings of currently available stochastic simulation programs in several ways. First, it provides a broad range of efficient and accurate algorithms both for exact and approximate stochastic simulation and a simple interface for extending to new algorithms. FERN's implementations are considerably faster than the C implementations of gillespie2 or the Java implementations of ISBJava. Second, it can be used in a straightforward way both as a stand-alone program and within new systems biology applications. Finally, complex scenarios requiring intervention during the simulation progress can be modelled easily with FERN.

  6. Scheduling algorithms for rapid imaging using agile Cubesat constellations

    NASA Astrophysics Data System (ADS)

    Nag, Sreeja; Li, Alan S.; Merrick, James H.

    2018-02-01

    Distributed Space Missions such as formation flight and constellations, are being recognized as important Earth Observation solutions to increase measurement samples over space and time. Cubesats are increasing in size (27U, ∼40 kg in development) with increasing capabilities to host imager payloads. Given the precise attitude control systems emerging in the commercial market, Cubesats now have the ability to slew and capture images within short notice. We propose a modular framework that combines orbital mechanics, attitude control and scheduling optimization to plan the time-varying, full-body orientation of agile Cubesats in a constellation such that they maximize the number of observed images and observation time, within the constraints of Cubesat hardware specifications. The attitude control strategy combines bang-bang and PD control, with constraints such as power consumption, response time, and stability factored into the optimality computations and a possible extension to PID control to account for disturbances. Schedule optimization is performed using dynamic programming with two levels of heuristics, verified and improved upon using mixed integer linear programming. The automated scheduler is expected to run on ground station resources and the resultant schedules uplinked to the satellites for execution, however it can be adapted for onboard scheduling, contingent on Cubesat hardware and software upgrades. The framework is generalizable over small steerable spacecraft, sensor specifications, imaging objectives and regions of interest, and is demonstrated using multiple 20 kg satellites in Low Earth Orbit for two case studies - rapid imaging of Landsat's land and coastal images and extended imaging of global, warm water coral reefs. The proposed algorithm captures up to 161% more Landsat images than nadir-pointing sensors with the same field of view, on a 2-satellite constellation over a 12-h simulation. Integer programming was able to verify that optimality of the dynamic programming solution for single satellites was within 10%, and find up to 5% more optimal solutions. The optimality gap for constellations was found to be 22% at worst, but the dynamic programming schedules were found at nearly four orders of magnitude better computational speed than integer programming. The algorithm can include cloud cover predictions, ground downlink windows or any other spatial, temporal or angular constraints into the orbital module and be integrated into planning tools for agile constellations.

  7. IMPLICIT DUAL CONTROL BASED ON PARTICLE FILTERING AND FORWARD DYNAMIC PROGRAMMING.

    PubMed

    Bayard, David S; Schumitzky, Alan

    2010-03-01

    This paper develops a sampling-based approach to implicit dual control. Implicit dual control methods synthesize stochastic control policies by systematically approximating the stochastic dynamic programming equations of Bellman, in contrast to explicit dual control methods that artificially induce probing into the control law by modifying the cost function to include a term that rewards learning. The proposed implicit dual control approach is novel in that it combines a particle filter with a policy-iteration method for forward dynamic programming. The integration of the two methods provides a complete sampling-based approach to the problem. Implementation of the approach is simplified by making use of a specific architecture denoted as an H-block. Practical suggestions are given for reducing computational loads within the H-block for real-time applications. As an example, the method is applied to the control of a stochastic pendulum model having unknown mass, length, initial position and velocity, and unknown sign of its dc gain. Simulation results indicate that active controllers based on the described method can systematically improve closed-loop performance with respect to other more common stochastic control approaches.

  8. Case study and lessons learned for the Great Lakes ITS Program, Airport ITS Integration and the Road Infrastructure Management System projects, final report, Wayne County, Michigan

    DOT National Transportation Integrated Search

    2007-03-02

    This report presents the case study and lessons learned for the national evaluation of the Great Lakes Intelligent Transportation Systems (GLITS) Airport ITS Integration and Road Infrastructure Management System (RIMS) projects. The Airport ITS Integ...

  9. A Procedure Using Calculators to Express Answers in Fractional Form.

    ERIC Educational Resources Information Center

    Carlisle, Earnest

    A procedure is described that enables students to perform operations on fractions with a calculator, expressing the answer as a fraction. Patterns using paper-and-pencil procedures for each operation with fractions are presented. A microcomputer software program illustrates how the answer can be found using integer values of the numerators and…

  10. Automated Test-Form Generation

    ERIC Educational Resources Information Center

    van der Linden, Wim J.; Diao, Qi

    2011-01-01

    In automated test assembly (ATA), the methodology of mixed-integer programming is used to select test items from an item bank to meet the specifications for a desired test form and optimize its measurement accuracy. The same methodology can be used to automate the formatting of the set of selected items into the actual test form. Three different…

  11. A strategic assessment of biofuels development in the Western States

    Treesearch

    Kenneth E. Skog; Robert Rummer; Bryan Jenkins; Nathan Parker; Peter Tittman; Quinn Hart; Richard Nelson; Ed Gray; Anneliese Schmidt; Marcia Patton-Mallory; Gordon Gayle

    2009-01-01

    The Western Governors' Association assessment of biofuels potential in western states estimated the location and capacity of biofuels plants that could potentially be built for selected gasoline prices in 2015 using a mixed integer programming model. The model included information on forest biomass supply curves by county (developed using Forest Service FIA data...

  12. An Integer Programming-Based Generalized Vehicle Routing Approach for Printed Circuit Board Assembly Optimization

    ERIC Educational Resources Information Center

    Seth, Anupam

    2009-01-01

    Production planning and scheduling for printed circuit, board assembly has so far defied standard operations research approaches due to the size and complexity of the underlying problems, resulting in unexploited automation flexibility. In this thesis, the increasingly popular collect-and-place machine configuration is studied and the assembly…

  13. Elements of Mathematics, Book O: Intuitive Background. Chapter 2, The Integers.

    ERIC Educational Resources Information Center

    Exner, Robert; And Others

    The sixteen chapters of this book provide the core materials for the Elements of Mathematics Program, a secondary sequence developed for highly motivated students with strong verbal abilities. The sequence is based on a functional-relational approach to mathematics teaching, and emphasizes teaching by analysis of real-life situations. This text is…

  14. Algorithms for Scheduling and Network Problems

    DTIC Science & Technology

    1991-09-01

    time. We already know, by Lemma 2.2.1, that WOPT = O(log( mpU )), so if we could solve this integer program optimally we would be done. However, the...Folydirat, 15:177-191, 1982. [6] I.S. Belov and Ya. N. Stolin. An algorithm in a single path operations scheduling problem. In Mathematical Economics and

  15. Enhancing Autonomy of Aerial Systems Via Integration of Visual Sensors into Their Avionics Suite

    DTIC Science & Technology

    2016-09-01

    aerial platform for subsequent visual sensor integration. 14. SUBJECT TERMS autonomous system, quadrotors, direct method, inverse ...CONTROLLER ARCHITECTURE .....................................................43 B. INVERSE DYNAMICS IN THE VIRTUAL DOMAIN ......................45 1...control station GPS Global-Positioning System IDVD inverse dynamics in the virtual domain ILP integer linear program INS inertial-navigation system

  16. The Efficiency of Split Panel Designs in an Analysis of Variance Model

    PubMed Central

    Wang, Wei-Guo; Liu, Hai-Jun

    2016-01-01

    We consider split panel design efficiency in analysis of variance models, that is, the determination of the cross-sections series optimal proportion in all samples, to minimize parametric best linear unbiased estimators of linear combination variances. An orthogonal matrix is constructed to obtain manageable expression of variances. On this basis, we derive a theorem for analyzing split panel design efficiency irrespective of interest and budget parameters. Additionally, relative estimator efficiency based on the split panel to an estimator based on a pure panel or a pure cross-section is present. The analysis shows that the gains from split panel can be quite substantial. We further consider the efficiency of split panel design, given a budget, and transform it to a constrained nonlinear integer programming. Specifically, an efficient algorithm is designed to solve the constrained nonlinear integer programming. Moreover, we combine one at time designs and factorial designs to illustrate the algorithm’s efficiency with an empirical example concerning monthly consumer expenditure on food in 1985, in the Netherlands, and the efficient ranges of the algorithm parameters are given to ensure a good solution. PMID:27163447

  17. A farm-level precision land management framework based on integer programming

    PubMed Central

    Li, Qi; Hu, Guiping; Jubery, Talukder Zaki; Ganapathysubramanian, Baskar

    2017-01-01

    Farmland management involves several planning and decision making tasks including seed selection and irrigation management. A farm-level precision farmland management model based on mixed integer linear programming is proposed in this study. Optimal decisions are designed for pre-season planning of crops and irrigation water allocation. The model captures the effect of size and shape of decision scale as well as special irrigation patterns. The authors illustrate the model with a case study on a farm in the state of California in the U.S. and show the model can capture the impact of precision farm management on profitability. The results show that threefold increase of annual net profit for farmers could be achieved by carefully choosing irrigation and seed selection. Although farmers could increase profits by applying precision management to seed or irrigation alone, profit increase is more significant if farmers apply precision management on seed and irrigation simultaneously. The proposed model can also serve as a risk analysis tool for farmers facing seasonal irrigation water limits as well as a quantitative tool to explore the impact of precision agriculture. PMID:28346499

  18. Microgrid Optimal Scheduling With Chance-Constrained Islanding Capability

    DOE PAGES

    Liu, Guodong; Starke, Michael R.; Xiao, B.; ...

    2017-01-13

    To facilitate the integration of variable renewable generation and improve the resilience of electricity sup-ply in a microgrid, this paper proposes an optimal scheduling strategy for microgrid operation considering constraints of islanding capability. A new concept, probability of successful islanding (PSI), indicating the probability that a microgrid maintains enough spinning reserve (both up and down) to meet local demand and accommodate local renewable generation after instantaneously islanding from the main grid, is developed. The PSI is formulated as mixed-integer linear program using multi-interval approximation taking into account the probability distributions of forecast errors of wind, PV and load. With themore » goal of minimizing the total operating cost while preserving user specified PSI, a chance-constrained optimization problem is formulated for the optimal scheduling of mirogrids and solved by mixed integer linear programming (MILP). Numerical simulations on a microgrid consisting of a wind turbine, a PV panel, a fuel cell, a micro-turbine, a diesel generator and a battery demonstrate the effectiveness of the proposed scheduling strategy. Lastly, we verify the relationship between PSI and various factors.« less

  19. Supporting Dynamic Spectrum Access in Heterogeneous LTE+ Networks

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Luiz A. DaSilva; Ryan E. Irwin; Mike Benonis

    As early as 2014, mobile network operators’ spectral capac- ity is expected to be overwhelmed by the demand brought on by new devices and applications. With Long Term Evo- lution Advanced (LTE+) networks likely as the future one world 4G standard, network operators may need to deploy a Dynamic Spectrum Access (DSA) overlay in Heterogeneous Networks (HetNets) to extend coverage, increase spectrum efficiency, and increase the capacity of these networks. In this paper, we propose three new management frameworks for DSA in an LTE+ HetNet: Spectrum Accountability Client, Cell Spectrum Management, and Domain Spectrum Man- agement. For these spectrum managementmore » frameworks, we define protocol interfaces and operational signaling scenar- ios to support cooperative sensing, spectrum lease manage- ment, and alarm scenarios for rule adjustment. We also quan- tify, through integer programs, the benefits of using DSA in an LTE+ HetNet, that can opportunistically reuse vacant TV and GSM spectrum. Using integer programs, we consider a topology using Geographic Information System data from the Blacksburg, VA metro area to assess the realistic benefits of DSA in an LTE+ HetNet.« less

  20. Two Methods for Efficient Solution of the Hitting-Set Problem

    NASA Technical Reports Server (NTRS)

    Vatan, Farrokh; Fijany, Amir

    2005-01-01

    A paper addresses much of the same subject matter as that of Fast Algorithms for Model-Based Diagnosis (NPO-30582), which appears elsewhere in this issue of NASA Tech Briefs. However, in the paper, the emphasis is more on the hitting-set problem (also known as the transversal problem), which is well known among experts in combinatorics. The authors primary interest in the hitting-set problem lies in its connection to the diagnosis problem: it is a theorem of model-based diagnosis that in the set-theory representation of the components of a system, the minimal diagnoses of a system are the minimal hitting sets of the system. In the paper, the hitting-set problem (and, hence, the diagnosis problem) is translated from a combinatorial to a computational problem by mapping it onto the Boolean satisfiability and integer- programming problems. The paper goes on to describe developments nearly identical to those summarized in the cited companion NASA Tech Briefs article, including the utilization of Boolean-satisfiability and integer- programming techniques to reduce the computation time and/or memory needed to solve the hitting-set problem.

  1. Integer-Linear-Programing Optimization in Scalable Video Multicast with Adaptive Modulation and Coding in Wireless Networks

    PubMed Central

    Lee, Chaewoo

    2014-01-01

    The advancement in wideband wireless network supports real time services such as IPTV and live video streaming. However, because of the sharing nature of the wireless medium, efficient resource allocation has been studied to achieve a high level of acceptability and proliferation of wireless multimedia. Scalable video coding (SVC) with adaptive modulation and coding (AMC) provides an excellent solution for wireless video streaming. By assigning different modulation and coding schemes (MCSs) to video layers, SVC can provide good video quality to users in good channel conditions and also basic video quality to users in bad channel conditions. For optimal resource allocation, a key issue in applying SVC in the wireless multicast service is how to assign MCSs and the time resources to each SVC layer in the heterogeneous channel condition. We formulate this problem with integer linear programming (ILP) and provide numerical results to show the performance under 802.16 m environment. The result shows that our methodology enhances the overall system throughput compared to an existing algorithm. PMID:25276862

  2. Checking Equivalence of SPMD Programs Using Non-Interference

    DTIC Science & Technology

    2010-01-29

    with it hopes to go beyond the limits of Moore’s law, but also worries that programming will become harder [5]. One of the reasons why parallel...array name in G or L, and e is an arithmetic expression of integer type. In the CUDA code shown in Section 3, b and t are represented by coreId and...b+ t. A second, optimized version of the program (using function “reverse2”, see Section 3) can be modeled as a tuple P2 = ( G ,L2, F 2), with G same

  3. Parallel scheduling of recursively defined arrays

    NASA Technical Reports Server (NTRS)

    Myers, T. J.; Gokhale, M. B.

    1986-01-01

    A new method of automatic generation of concurrent programs which constructs arrays defined by sets of recursive equations is described. It is assumed that the time of computation of an array element is a linear combination of its indices, and integer programming is used to seek a succession of hyperplanes along which array elements can be computed concurrently. The method can be used to schedule equations involving variable length dependency vectors and mutually recursive arrays. Portions of the work reported here have been implemented in the PS automatic program generation system.

  4. Sums of Consecutive Integers

    ERIC Educational Resources Information Center

    Pong, Wai Yan

    2007-01-01

    We begin by answering the question, "Which natural numbers are sums of consecutive integers?" We then go on to explore the set of lengths (numbers of summands) in the decompositions of an integer as such sums.

  5. lsjk—a C++ library for arbitrary-precision numeric evaluation of the generalized log-sine functions

    NASA Astrophysics Data System (ADS)

    Kalmykov, M. Yu.; Sheplyakov, A.

    2005-10-01

    Generalized log-sine functions Lsj(k)(θ) appear in higher order ɛ-expansion of different Feynman diagrams. We present an algorithm for the numerical evaluation of these functions for real arguments. This algorithm is implemented as a C++ library with arbitrary-precision arithmetics for integer 0⩽k⩽9 and j⩾2. Some new relations and representations of the generalized log-sine functions are given. Program summaryTitle of program:lsjk Catalogue number:ADVS Program summary URL:http://cpc.cs.qub.ac.uk/summaries/ADVS Program obtained from: CPC Program Library, Queen's University of Belfast, N. Ireland Licensing terms: GNU General Public License Computers:all Operating systems:POSIX Programming language:C++ Memory required to execute:Depending on the complexity of the problem, at least 32 MB RAM recommended No. of lines in distributed program, including testing data, etc.:41 975 No. of bytes in distributed program, including testing data, etc.:309 156 Distribution format:tar.gz Other programs called:The CLN library for arbitrary-precision arithmetics is required at version 1.1.5 or greater External files needed:none Nature of the physical problem:Numerical evaluation of the generalized log-sine functions for real argument in the region 0<θ<π. These functions appear in Feynman integrals Method of solution:Series representation for the real argument in the region 0<θ<π Restriction on the complexity of the problem:Limited up to Lsj(9)(θ), and j is an arbitrary integer number. Thus, all function up to the weight 12 in the region 0<θ<π can be evaluated. The algorithm can be extended up to higher values of k(k>9) without modification Typical running time:Depending on the complexity of problem. See text below.

  6. The ESPAT tool: a general-purpose DSS shell for solving stochastic optimization problems in complex river-aquifer systems

    NASA Astrophysics Data System (ADS)

    Macian-Sorribes, Hector; Pulido-Velazquez, Manuel; Tilmant, Amaury

    2015-04-01

    Stochastic programming methods are better suited to deal with the inherent uncertainty of inflow time series in water resource management. However, one of the most important hurdles in their use in practical implementations is the lack of generalized Decision Support System (DSS) shells, usually based on a deterministic approach. The purpose of this contribution is to present a general-purpose DSS shell, named Explicit Stochastic Programming Advanced Tool (ESPAT), able to build and solve stochastic programming problems for most water resource systems. It implements a hydro-economic approach, optimizing the total system benefits as the sum of the benefits obtained by each user. It has been coded using GAMS, and implements a Microsoft Excel interface with a GAMS-Excel link that allows the user to introduce the required data and recover the results. Therefore, no GAMS skills are required to run the program. The tool is divided into four modules according to its capabilities: 1) the ESPATR module, which performs stochastic optimization procedures in surface water systems using a Stochastic Dual Dynamic Programming (SDDP) approach; 2) the ESPAT_RA module, which optimizes coupled surface-groundwater systems using a modified SDDP approach; 3) the ESPAT_SDP module, capable of performing stochastic optimization procedures in small-size surface systems using a standard SDP approach; and 4) the ESPAT_DET module, which implements a deterministic programming procedure using non-linear programming, able to solve deterministic optimization problems in complex surface-groundwater river basins. The case study of the Mijares river basin (Spain) is used to illustrate the method. It consists in two reservoirs in series, one aquifer and four agricultural demand sites currently managed using historical (XIV century) rights, which give priority to the most traditional irrigation district over the XX century agricultural developments. Its size makes it possible to use either the SDP or the SDDP methods. The independent use of surface and groundwater can be examined with and without the aquifer. The ESPAT_DET, ESPATR and ESPAT_SDP modules were executed for the surface system, while the ESPAT_RA and the ESPAT_DET modules were run for the surface-groundwater system. The surface system's results show a similar performance between the ESPAT_SDP and ESPATR modules, with outperform the one showed by the current policies besides being outperformed by the ESPAT_DET results, which have the advantage of the perfect foresight. The surface-groundwater system's results show a robust situation in which the differences between the module's results and the current policies are lower due the use of pumped groundwater in the XX century crops when surface water is scarce. The results are realistic, with the deterministic optimization outperforming the stochastic one, which at the same time outperforms the current policies; showing that the tool is able to stochastically optimize river-aquifer water resources systems. We are currently working in the application of these tools in the analysis of changes in systems' operation under global change conditions. ACKNOWLEDGEMENT: This study has been partially supported by the IMPADAPT project (CGL2013-48424-C2-1-R) with Spanish MINECO (Ministerio de Economía y Competitividad) funds.

  7. K-Minimax Stochastic Programming Problems

    NASA Astrophysics Data System (ADS)

    Nedeva, C.

    2007-10-01

    The purpose of this paper is a discussion of a numerical procedure based on the simplex method for stochastic optimization problems with partially known distribution functions. The convergence of this procedure is proved by the condition on dual problems.

  8. DB90: A Fortran Callable Relational Database Routine for Scientific and Engineering Computer Programs

    NASA Technical Reports Server (NTRS)

    Wrenn, Gregory A.

    2005-01-01

    This report describes a database routine called DB90 which is intended for use with scientific and engineering computer programs. The software is written in the Fortran 90/95 programming language standard with file input and output routines written in the C programming language. These routines should be completely portable to any computing platform and operating system that has Fortran 90/95 and C compilers. DB90 allows a program to supply relation names and up to 5 integer key values to uniquely identify each record of each relation. This permits the user to select records or retrieve data in any desired order.

  9. Synchronic interval Gaussian mixed-integer programming for air quality management.

    PubMed

    Cheng, Guanhui; Huang, Guohe Gordon; Dong, Cong

    2015-12-15

    To reveal the synchronism of interval uncertainties, the tradeoff between system optimality and security, the discreteness of facility-expansion options, the uncertainty of pollutant dispersion processes, and the seasonality of wind features in air quality management (AQM) systems, a synchronic interval Gaussian mixed-integer programming (SIGMIP) approach is proposed in this study. A robust interval Gaussian dispersion model is developed for approaching the pollutant dispersion process under interval uncertainties and seasonal variations. The reflection of synchronic effects of interval uncertainties in the programming objective is enabled through introducing interval functions. The proposition of constraint violation degrees helps quantify the tradeoff between system optimality and constraint violation under interval uncertainties. The overall optimality of system profits of an SIGMIP model is achieved based on the definition of an integrally optimal solution. Integer variables in the SIGMIP model are resolved by the existing cutting-plane method. Combining these efforts leads to an effective algorithm for the SIGMIP model. An application to an AQM problem in a region in Shandong Province, China, reveals that the proposed SIGMIP model can facilitate identifying the desired scheme for AQM. The enhancement of the robustness of optimization exercises may be helpful for increasing the reliability of suggested schemes for AQM under these complexities. The interrelated tradeoffs among control measures, emission sources, flow processes, receptors, influencing factors, and economic and environmental goals are effectively balanced. Interests of many stakeholders are reasonably coordinated. The harmony between economic development and air quality control is enabled. Results also indicate that the constraint violation degree is effective at reflecting the compromise relationship between constraint-violation risks and system optimality under interval uncertainties. This can help decision makers mitigate potential risks, e.g. insufficiency of pollutant treatment capabilities, exceedance of air quality standards, deficiency of pollution control fund, or imbalance of economic or environmental stress, in the process of guiding AQM. Copyright © 2015 Elsevier B.V. All rights reserved.

  10. TH-EF-BRB-04: 4π Dynamic Conformal Arc Therapy Dynamic Conformal Arc Therapy (DCAT) for SBRT

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Chiu, T; Long, T; Tian, Z.

    2016-06-15

    Purpose: To develop an efficient and effective trajectory optimization methodology for 4π dynamic conformal arc treatment (4π DCAT) with synchronized gantry and couch motion; and to investigate potential clinical benefits for stereotactic body radiation therapy (SBRT) to breast, lung, liver and spine tumors. Methods: The entire optimization framework for 4π DCAT inverse planning consists of two parts: 1) integer programming algorithm and 2) particle swarm optimization (PSO) algorithm. The integer programming is designed to find an optimal solution for arc delivery trajectory with both couch and gantry rotation, while PSO minimize a non-convex objective function based on the selected trajectorymore » and dose-volume constraints. In this study, control point interaction is explicitly taken into account. Beam trajectory was modeled as a series of control points connected together to form a deliverable path. With linear treatment planning objectives, a mixed-integer program (MIP) was formulated. Under mild assumptions, the MIP is tractable. Assigning monitor units to control points along the path can be integrated into the model and done by PSO. The developed 4π DCAT inverse planning strategy is evaluated on SBRT cases and compared to clinically treated plans. Results: The resultant dose distribution of this technique was evaluated between 3D conformal treatment plan generated by Pinnacle treatment planning system and 4π DCAT on a lung SBRT patient case. Both plans share the same scale of MU, 3038 and 2822 correspondingly to 3D conformal plan and 4π DCAT. The mean doses for most of OARs were greatly reduced at 32% (cord), 70% (esophagus), 2.8% (lung) and 42.4% (stomach). Conclusion: Initial results in this study show the proposed 4π DCAT treatment technique can achieve better OAR sparing and lower MUs, which indicates that the developed technique is promising for high dose SBRT to reduce the risk of secondary cancer.« less

  11. Bi-objective integer programming for RNA secondary structure prediction with pseudoknots.

    PubMed

    Legendre, Audrey; Angel, Eric; Tahi, Fariza

    2018-01-15

    RNA structure prediction is an important field in bioinformatics, and numerous methods and tools have been proposed. Pseudoknots are specific motifs of RNA secondary structures that are difficult to predict. Almost all existing methods are based on a single model and return one solution, often missing the real structure. An alternative approach would be to combine different models and return a (small) set of solutions, maximizing its quality and diversity in order to increase the probability that it contains the real structure. We propose here an original method for predicting RNA secondary structures with pseudoknots, based on integer programming. We developed a generic bi-objective integer programming algorithm allowing to return optimal and sub-optimal solutions optimizing simultaneously two models. This algorithm was then applied to the combination of two known models of RNA secondary structure prediction, namely MEA and MFE. The resulting tool, called BiokoP, is compared with the other methods in the literature. The results show that the best solution (structure with the highest F 1 -score) is, in most cases, given by BiokoP. Moreover, the results of BiokoP are homogeneous, regardless of the pseudoknot type or the presence or not of pseudoknots. Indeed, the F 1 -scores are always higher than 70% for any number of solutions returned. The results obtained by BiokoP show that combining the MEA and the MFE models, as well as returning several optimal and several sub-optimal solutions, allow to improve the prediction of secondary structures. One perspective of our work is to combine better mono-criterion models, in particular to combine a model based on the comparative approach with the MEA and the MFE models. This leads to develop in the future a new multi-objective algorithm to combine more than two models. BiokoP is available on the EvryRNA platform: https://EvryRNA.ibisc.univ-evry.fr .

  12. Optoelectronic analogs of self-programming neural nets - Architecture and methodologies for implementing fast stochastic learning by simulated annealing

    NASA Technical Reports Server (NTRS)

    Farhat, Nabil H.

    1987-01-01

    Self-organization and learning is a distinctive feature of neural nets and processors that sets them apart from conventional approaches to signal processing. It leads to self-programmability which alleviates the problem of programming complexity in artificial neural nets. In this paper architectures for partitioning an optoelectronic analog of a neural net into distinct layers with prescribed interconnectivity pattern to enable stochastic learning by simulated annealing in the context of a Boltzmann machine are presented. Stochastic learning is of interest because of its relevance to the role of noise in biological neural nets. Practical considerations and methodologies for appreciably accelerating stochastic learning in such a multilayered net are described. These include the use of parallel optical computing of the global energy of the net, the use of fast nonvolatile programmable spatial light modulators to realize fast plasticity, optical generation of random number arrays, and an adaptive noisy thresholding scheme that also makes stochastic learning more biologically plausible. The findings reported predict optoelectronic chips that can be used in the realization of optical learning machines.

  13. AKLSQF - LEAST SQUARES CURVE FITTING

    NASA Technical Reports Server (NTRS)

    Kantak, A. V.

    1994-01-01

    The Least Squares Curve Fitting program, AKLSQF, computes the polynomial which will least square fit uniformly spaced data easily and efficiently. The program allows the user to specify the tolerable least squares error in the fitting or allows the user to specify the polynomial degree. In both cases AKLSQF returns the polynomial and the actual least squares fit error incurred in the operation. The data may be supplied to the routine either by direct keyboard entry or via a file. AKLSQF produces the least squares polynomial in two steps. First, the data points are least squares fitted using the orthogonal factorial polynomials. The result is then reduced to a regular polynomial using Sterling numbers of the first kind. If an error tolerance is specified, the program starts with a polynomial of degree 1 and computes the least squares fit error. The degree of the polynomial used for fitting is then increased successively until the error criterion specified by the user is met. At every step the polynomial as well as the least squares fitting error is printed to the screen. In general, the program can produce a curve fitting up to a 100 degree polynomial. All computations in the program are carried out under Double Precision format for real numbers and under long integer format for integers to provide the maximum accuracy possible. AKLSQF was written for an IBM PC X/AT or compatible using Microsoft's Quick Basic compiler. It has been implemented under DOS 3.2.1 using 23K of RAM. AKLSQF was developed in 1989.

  14. Stochastic foundations of undulatory transport phenomena: generalized Poisson-Kac processes—part III extensions and applications to kinetic theory and transport

    NASA Astrophysics Data System (ADS)

    Giona, Massimiliano; Brasiello, Antonio; Crescitelli, Silvestro

    2017-08-01

    This third part extends the theory of Generalized Poisson-Kac (GPK) processes to nonlinear stochastic models and to a continuum of states. Nonlinearity is treated in two ways: (i) as a dependence of the parameters (intensity of the stochastic velocity, transition rates) of the stochastic perturbation on the state variable, similarly to the case of nonlinear Langevin equations, and (ii) as the dependence of the stochastic microdynamic equations of motion on the statistical description of the process itself (nonlinear Fokker-Planck-Kac models). Several numerical and physical examples illustrate the theory. Gathering nonlinearity and a continuum of states, GPK theory provides a stochastic derivation of the nonlinear Boltzmann equation, furnishing a positive answer to the Kac’s program in kinetic theory. The transition from stochastic microdynamics to transport theory within the framework of the GPK paradigm is also addressed.

  15. Analysis misconception of integers in microteaching activities

    NASA Astrophysics Data System (ADS)

    Setyawati, R. D.; Indiati, I.

    2018-05-01

    This study view to analyse student misconceptions on integers in microteaching activities. This research used qualitative research design. An integers test contained questions from eight main areas of integers. The Integers material test includes (a) converting the image into fractions, (b) examples of positive numbers including rational numbers, (c) operations in fractions, (d) sorting fractions from the largest to the smallest, and vice versa; e) equate denominator, (f) concept of ratio mark, (g) definition of fraction, and (h) difference between fractions and parts. The results indicated an integers concepts: (1) the students have not been able to define concepts well based on the classification of facts in organized part; (2) The correlational concept: students have not been able to combine interrelated events in the form of general principles; and (3) theoretical concepts: students have not been able to use concepts that facilitate in learning the facts or events in an organized system.

  16. Dynamic Flow Management Problems in Air Transportation

    NASA Technical Reports Server (NTRS)

    Patterson, Sarah Stock

    1997-01-01

    In 1995, over six hundred thousand licensed pilots flew nearly thirty-five million flights into over eighteen thousand U.S. airports, logging more than 519 billion passenger miles. Since demand for air travel has increased by more than 50% in the last decade while capacity has stagnated, congestion is a problem of undeniable practical significance. In this thesis, we will develop optimization techniques that reduce the impact of congestion on the national airspace. We start by determining the optimal release times for flights into the airspace and the optimal speed adjustment while airborne taking into account the capacitated airspace. This is called the Air Traffic Flow Management Problem (TFMP). We address the complexity, showing that it is NP-hard. We build an integer programming formulation that is quite strong as some of the proposed inequalities are facet defining for the convex hull of solutions. For practical problems, the solutions of the LP relaxation of the TFMP are very often integral. In essence, we reduce the problem to efficiently solving large scale linear programming problems. Thus, the computation times are reasonably small for large scale, practical problems involving thousands of flights. Next, we address the problem of determining how to reroute aircraft in the airspace system when faced with dynamically changing weather conditions. This is called the Air Traffic Flow Management Rerouting Problem (TFMRP) We present an integrated mathematical programming approach for the TFMRP, which utilizes several methodologies, in order to minimize delay costs. In order to address the high dimensionality, we present an aggregate model, in which we formulate the TFMRP as a multicommodity, integer, dynamic network flow problem with certain side constraints. Using Lagrangian relaxation, we generate aggregate flows that are decomposed into a collection of flight paths using a randomized rounding heuristic. This collection of paths is used in a packing integer programming formulation, the solution of which generates feasible and near-optimal routes for individual flights. The algorithm, termed the Lagrangian Generation Algorithm, is used to solve practical problems in the southwestern portion of United States in which the solutions are within 1% of the corresponding lower bounds.

  17. Boosting Stochastic Problem Solvers Through Online Self-Analysis of Performance

    DTIC Science & Technology

    2003-07-21

    Boosting Stochastic Problem Solvers Through Online Self-Analysis of Performance Vincent A. Cicirello CMU-RI-TR-03-27 Submitted in partial fulfillment...AND SUBTITLE Boosting Stochastic Problem Solvers Through Online Self-Analysis of Performance 5a. CONTRACT NUMBER 5b. GRANT NUMBER 5c. PROGRAM...lead to the development of a search control framework, called QD-BEACON that uses online -generated statistical models of search performance to

  18. New Results on a Stochastic Duel Game with Each Force Consisting of Heterogeneous Units

    DTIC Science & Technology

    2013-02-01

    NAVAL POSTGRADUATE SCHOOL MONTEREY, CALIFORNIA NEW RESULTS ON A STOCHASTIC DUEL GAME WITH EACH FORCE CONSISTING OF...on a Stochastic Duel Game With Each Force Consisting of Heterogeneous Units 5a. CONTRACT NUMBER 5b. GRANT NUMBER 5c. PROGRAM ELEMENT NUMBER...distribution is unlimited 13. SUPPLEMENTARY NOTES 14. ABSTRACT Two forces engage in a duel , with each force initially consisting of several

  19. FINITE-STATE APPROXIMATIONS TO DENUMERABLE-STATE DYNAMIC PROGRAMS,

    DTIC Science & Technology

    AIR FORCE OPERATIONS, LOGISTICS), (*INVENTORY CONTROL, DYNAMIC PROGRAMMING), (*DYNAMIC PROGRAMMING, APPROXIMATION(MATHEMATICS)), INVENTORY CONTROL, DECISION MAKING, STOCHASTIC PROCESSES, GAME THEORY, ALGORITHMS, CONVERGENCE

  20. Fractal electrodynamics via non-integer dimensional space approach

    NASA Astrophysics Data System (ADS)

    Tarasov, Vasily E.

    2015-09-01

    Using the recently suggested vector calculus for non-integer dimensional space, we consider electrodynamics problems in isotropic case. This calculus allows us to describe fractal media in the framework of continuum models with non-integer dimensional space. We consider electric and magnetic fields of fractal media with charges and currents in the framework of continuum models with non-integer dimensional spaces. An application of the fractal Gauss's law, the fractal Ampere's circuital law, the fractal Poisson equation for electric potential, and equation for fractal stream of charges are suggested. Lorentz invariance and speed of light in fractal electrodynamics are discussed. An expression for effective refractive index of non-integer dimensional space is suggested.

  1. A combinatorial approach to the design of vaccines.

    PubMed

    Martínez, Luis; Milanič, Martin; Legarreta, Leire; Medvedev, Paul; Malaina, Iker; de la Fuente, Ildefonso M

    2015-05-01

    We present two new problems of combinatorial optimization and discuss their applications to the computational design of vaccines. In the shortest λ-superstring problem, given a family S1,...,S(k) of strings over a finite alphabet, a set Τ of "target" strings over that alphabet, and an integer λ, the task is to find a string of minimum length containing, for each i, at least λ target strings as substrings of S(i). In the shortest λ-cover superstring problem, given a collection X1,...,X(n) of finite sets of strings over a finite alphabet and an integer λ, the task is to find a string of minimum length containing, for each i, at least λ elements of X(i) as substrings. The two problems are polynomially equivalent, and the shortest λ-cover superstring problem is a common generalization of two well known combinatorial optimization problems, the shortest common superstring problem and the set cover problem. We present two approaches to obtain exact or approximate solutions to the shortest λ-superstring and λ-cover superstring problems: one based on integer programming, and a hill-climbing algorithm. An application is given to the computational design of vaccines and the algorithms are applied to experimental data taken from patients infected by H5N1 and HIV-1.

  2. Optimized multiple quantum MAS lineshape simulations in solid state NMR

    NASA Astrophysics Data System (ADS)

    Brouwer, William J.; Davis, Michael C.; Mueller, Karl T.

    2009-10-01

    The majority of nuclei available for study in solid state Nuclear Magnetic Resonance have half-integer spin I>1/2, with corresponding electric quadrupole moment. As such, they may couple with a surrounding electric field gradient. This effect introduces anisotropic line broadening to spectra, arising from distinct chemical species within polycrystalline solids. In Multiple Quantum Magic Angle Spinning (MQMAS) experiments, a second frequency dimension is created, devoid of quadrupolar anisotropy. As a result, the center of gravity of peaks in the high resolution dimension is a function of isotropic second order quadrupole and chemical shift alone. However, for complex materials, these parameters take on a stochastic nature due in turn to structural and chemical disorder. Lineshapes may still overlap in the isotropic dimension, complicating the task of assignment and interpretation. A distributed computational approach is presented here which permits simulation of the two-dimensional MQMAS spectrum, generated by random variates from model distributions of isotropic chemical and quadrupole shifts. Owing to the non-convex nature of the residual sum of squares (RSS) function between experimental and simulated spectra, simulated annealing is used to optimize the simulation parameters. In this manner, local chemical environments for disordered materials may be characterized, and via a re-sampling approach, error estimates for parameters produced. Program summaryProgram title: mqmasOPT Catalogue identifier: AEEC_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEEC_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 3650 No. of bytes in distributed program, including test data, etc.: 73 853 Distribution format: tar.gz Programming language: C, OCTAVE Computer: UNIX/Linux Operating system: UNIX/Linux Has the code been vectorised or parallelized?: Yes RAM: Example: (1597 powder angles) × (200 Samples) × (81 F2 frequency pts) × (31 F1 frequency points) = 3.5M, SMP AMD opteron Classification: 2.3 External routines: OCTAVE ( http://www.gnu.org/software/octave/), GNU Scientific Library ( http://www.gnu.org/software/gsl/), OPENMP ( http://openmp.org/wp/) Nature of problem: The optimal simulation and modeling of multiple quantum magic angle spinning NMR spectra, for general systems, especially those with mild to significant disorder. The approach outlined and implemented in C and OCTAVE also produces model parameter error estimates. Solution method: A model for each distinct chemical site is first proposed, for the individual contribution of crystallite orientations to the spectrum. This model is averaged over all powder angles [1], as well as the (stochastic) parameters; isotropic chemical shift and quadrupole coupling constant. The latter is accomplished via sampling from a bi-variate Gaussian distribution, using the Box-Muller algorithm to transform Sobol (quasi) random numbers [2]. A simulated annealing optimization is performed, and finally the non-linear jackknife [3] is applied in developing model parameter error estimates. Additional comments: The distribution contains a script, mqmasOpt.m, which runs in the OCTAVE language workspace. Running time: Example: (1597 powder angles) × (200 Samples) × (81 F2 frequency pts) × (31 F1 frequency points) = 58.35 seconds, SMP AMD opteron. References:S.K. Zaremba, Annali di Matematica Pura ed Applicata 73 (1966) 293. H. Niederreiter, Random Number Generation and Quasi-Monte Carlo Methods, SIAM, 1992. T. Fox, D. Hinkley, K. Larntz, Technometrics 22 (1980) 29.

  3. Density of Primitive Pythagorean Triples

    ERIC Educational Resources Information Center

    Killen, Duncan A.

    2004-01-01

    Based on the properties of a Primitive Pythagorean Triple (PPT), a computer program was written to generate, print, and count all PPTs greater than or equal to I[subscript x], where I[subscript x] is an arbitrarily chosen integer. The Density of Primitive Pythagorean Triples may be defined as the ratio of the number of PPTs whose hypotenuse is…

  4. Applying ant colony optimization metaheuristic to solve forest transportation planning problems with side constraints

    Treesearch

    Marco A. Contreras; Woodam Chung; Greg Jones

    2008-01-01

    Forest transportation planning problems (FTPP) have evolved from considering only the financial aspects of timber management to more holistic problems that also consider the environmental impacts of roads. These additional requirements have introduced side constraints, making FTPP larger and more complex. Mixed-integer programming (MIP) has been used to solve FTPP, but...

  5. Going Around On Circles: Mathematics and Computer Art. Part 2.

    ERIC Educational Resources Information Center

    Gordon, Sheldon P.; Gordon, Florence S.

    1984-01-01

    Discusses properties of epicycloids. (The easiest way to picture them is to think of a piece of radioactive bubble gum attached to a wheel which is rolling around the outside of a larger wheel.) Includes a computer program (TRS-80 color computer) that will graph any epicycloid with integer values for the radii. (JN)

  6. Dynamic reserve selection: Optimal land retention with land-price feedbacks

    Treesearch

    Sandor F. Toth; Robert G. Haight; Luke W. Rogers

    2011-01-01

    Urban growth compromises open space and ecosystem functions. To mitigate the negative effects, some agencies use reserve selection models to identify conservation sites for purchase or retention. Existing models assume that conservation has no impact on nearby land prices. We propose a new integer program that relaxes this assumption via adaptive cost coefficients. Our...

  7. Integrating Test-Form Formatting into Automated Test Assembly

    ERIC Educational Resources Information Center

    Diao, Qi; van der Linden, Wim J.

    2013-01-01

    Automated test assembly uses the methodology of mixed integer programming to select an optimal set of items from an item bank. Automated test-form generation uses the same methodology to optimally order the items and format the test form. From an optimization point of view, production of fully formatted test forms directly from the item pool using…

  8. Large-Scale Multiobjective Static Test Generation for Web-Based Testing with Integer Programming

    ERIC Educational Resources Information Center

    Nguyen, M. L.; Hui, Siu Cheung; Fong, A. C. M.

    2013-01-01

    Web-based testing has become a ubiquitous self-assessment method for online learning. One useful feature that is missing from today's web-based testing systems is the reliable capability to fulfill different assessment requirements of students based on a large-scale question data set. A promising approach for supporting large-scale web-based…

  9. A Unified Approach to Optimization

    DTIC Science & Technology

    2014-10-02

    employee scheduling, ad placement, latin squares, disjunctions of linear systems, temporal modeling with interval variables, and traveling salesman problems ...integrating technologies. A key to integrated modeling is to formulate a problem with high-levelmetaconstraints, which are inspired by the “global... problem substructure to the solver. This contrasts with the atomistic modeling style of mixed integer programming (MIP) and satisfiability (SAT) solvers

  10. Equitably Distributing Quality of Marine Security Guards Using Integer Programming

    DTIC Science & Technology

    2013-03-01

    Model for Fix-It Shop-Assignment (From Balakrishnan et al ., 2007...LP; Balakrishnan et al ., 2007). The Soviet mathematician A. N. Kolmogorov is recognized as the first person to conceptually develop the idea of LP...commercial sector today. Balakrishnan et al . (2007) captured the three major steps in LP, which are formulation, solution, and interpretation and

  11. Parameterizing by the Number of Numbers

    NASA Astrophysics Data System (ADS)

    Fellows, Michael R.; Gaspers, Serge; Rosamond, Frances A.

    The usefulness of parameterized algorithmics has often depended on what Niedermeier has called "the art of problem parameterization". In this paper we introduce and explore a novel but general form of parameterization: the number of numbers. Several classic numerical problems, such as Subset Sum, Partition, 3-Partition, Numerical 3-Dimensional Matching, and Numerical Matching with Target Sums, have multisets of integers as input. We initiate the study of parameterizing these problems by the number of distinct integers in the input. We rely on an FPT result for Integer Linear Programming Feasibility to show that all the above-mentioned problems are fixed-parameter tractable when parameterized in this way. In various applied settings, problem inputs often consist in part of multisets of integers or multisets of weighted objects (such as edges in a graph, or jobs to be scheduled). Such number-of-numbers parameterized problems often reduce to subproblems about transition systems of various kinds, parameterized by the size of the system description. We consider several core problems of this kind relevant to number-of-numbers parameterization. Our main hardness result considers the problem: given a non-deterministic Mealy machine M (a finite state automaton outputting a letter on each transition), an input word x, and a census requirement c for the output word specifying how many times each letter of the output alphabet should be written, decide whether there exists a computation of M reading x that outputs a word y that meets the requirement c. We show that this problem is hard for W[1]. If the question is whether there exists an input word x such that a computation of M on x outputs a word that meets c, the problem becomes fixed-parameter tractable.

  12. Engineering calculations for solving the orbital allotment problem

    NASA Technical Reports Server (NTRS)

    Reilly, C.; Walton, E. K.; Mount-Campbell, C.; Caldecott, R.; Aebker, E.; Mata, F.

    1988-01-01

    Four approaches for calculating downlink interferences for shaped-beam antennas are described. An investigation of alternative mixed-integer programming models for satellite synthesis is summarized. Plans for coordinating the various programs developed under this grant are outlined. Two procedures for ordering satellites to initialize the k-permutation algorithm are proposed. Results are presented for the k-permutation algorithms. Feasible solutions are found for 5 of the 6 problems considered. Finally, it is demonstrated that the k-permutation algorithm can be used to solve arc allotment problems.

  13. Mixed Integer Programming and Heuristic Scheduling for Space Communication

    NASA Technical Reports Server (NTRS)

    Lee, Charles H.; Cheung, Kar-Ming

    2013-01-01

    Optimal planning and scheduling for a communication network was created where the nodes within the network are communicating at the highest possible rates while meeting the mission requirements and operational constraints. The planning and scheduling problem was formulated in the framework of Mixed Integer Programming (MIP) to introduce a special penalty function to convert the MIP problem into a continuous optimization problem, and to solve the constrained optimization problem using heuristic optimization. The communication network consists of space and ground assets with the link dynamics between any two assets varying with respect to time, distance, and telecom configurations. One asset could be communicating with another at very high data rates at one time, and at other times, communication is impossible, as the asset could be inaccessible from the network due to planetary occultation. Based on the network's geometric dynamics and link capabilities, the start time, end time, and link configuration of each view period are selected to maximize the communication efficiency within the network. Mathematical formulations for the constrained mixed integer optimization problem were derived, and efficient analytical and numerical techniques were developed to find the optimal solution. By setting up the problem using MIP, the search space for the optimization problem is reduced significantly, thereby speeding up the solution process. The ratio of the dimension of the traditional method over the proposed formulation is approximately an order N (single) to 2*N (arraying), where N is the number of receiving antennas of a node. By introducing a special penalty function, the MIP problem with non-differentiable cost function and nonlinear constraints can be converted into a continuous variable problem, whose solution is possible.

  14. Complex architecture of primes and natural numbers.

    PubMed

    García-Pérez, Guillermo; Serrano, M Ángeles; Boguñá, Marián

    2014-08-01

    Natural numbers can be divided in two nonoverlapping infinite sets, primes and composites, with composites factorizing into primes. Despite their apparent simplicity, the elucidation of the architecture of natural numbers with primes as building blocks remains elusive. Here, we propose a new approach to decoding the architecture of natural numbers based on complex networks and stochastic processes theory. We introduce a parameter-free non-Markovian dynamical model that naturally generates random primes and their relation with composite numbers with remarkable accuracy. Our model satisfies the prime number theorem as an emerging property and a refined version of Cramér's conjecture about the statistics of gaps between consecutive primes that seems closer to reality than the original Cramér's version. Regarding composites, the model helps us to derive the prime factors counting function, giving the probability of distinct prime factors for any integer. Probabilistic models like ours can help to get deeper insights about primes and the complex architecture of natural numbers.

  15. Activated Random Walkers: Facts, Conjectures and Challenges

    NASA Astrophysics Data System (ADS)

    Dickman, Ronald; Rolla, Leonardo T.; Sidoravicius, Vladas

    2010-02-01

    We study a particle system with hopping (random walk) dynamics on the integer lattice ℤ d . The particles can exist in two states, active or inactive (sleeping); only the former can hop. The dynamics conserves the number of particles; there is no limit on the number of particles at a given site. Isolated active particles fall asleep at rate λ>0, and then remain asleep until joined by another particle at the same site. The state in which all particles are inactive is absorbing. Whether activity continues at long times depends on the relation between the particle density ζ and the sleeping rate λ. We discuss the general case, and then, for the one-dimensional totally asymmetric case, study the phase transition between an active phase (for sufficiently large particle densities and/or small λ) and an absorbing one. We also present arguments regarding the asymptotic mean hopping velocity in the active phase, the rate of fixation in the absorbing phase, and survival of the infinite system at criticality. Using mean-field theory and Monte Carlo simulation, we locate the phase boundary. The phase transition appears to be continuous in both the symmetric and asymmetric versions of the process, but the critical behavior is very different. The former case is characterized by simple integer or rational values for critical exponents ( β=1, for example), and the phase diagram is in accord with the prediction of mean-field theory. We present evidence that the symmetric version belongs to the universality class of conserved stochastic sandpiles, also known as conserved directed percolation. Simulations also reveal an interesting transient phenomenon of damped oscillations in the activity density.

  16. A new version of the CADNA library for estimating round-off error propagation in Fortran programs

    NASA Astrophysics Data System (ADS)

    Jézéquel, Fabienne; Chesneaux, Jean-Marie; Lamotte, Jean-Luc

    2010-11-01

    The CADNA library enables one to estimate, using a probabilistic approach, round-off error propagation in any simulation program. CADNA provides new numerical types, the so-called stochastic types, on which round-off errors can be estimated. Furthermore CADNA contains the definition of arithmetic and relational operators which are overloaded for stochastic variables and the definition of mathematical functions which can be used with stochastic arguments. On 64-bit processors, depending on the rounding mode chosen, the mathematical library associated with the GNU Fortran compiler may provide incorrect results or generate severe bugs. Therefore the CADNA library has been improved to enable the numerical validation of programs on 64-bit processors. New version program summaryProgram title: CADNA Catalogue identifier: AEAT_v1_1 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEAT_v1_1.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 28 488 No. of bytes in distributed program, including test data, etc.: 463 778 Distribution format: tar.gz Programming language: Fortran NOTE: A C++ version of this program is available in the Library as AEGQ_v1_0 Computer: PC running LINUX with an i686 or an ia64 processor, UNIX workstations including SUN, IBM Operating system: LINUX, UNIX Classification: 6.5 Catalogue identifier of previous version: AEAT_v1_0 Journal reference of previous version: Comput. Phys. Commun. 178 (2008) 933 Does the new version supersede the previous version?: Yes Nature of problem: A simulation program which uses floating-point arithmetic generates round-off errors, due to the rounding performed at each assignment and at each arithmetic operation. Round-off error propagation may invalidate the result of a program. The CADNA library enables one to estimate round-off error propagation in any simulation program and to detect all numerical instabilities that may occur at run time. Solution method: The CADNA library [1-3] implements Discrete Stochastic Arithmetic [4,5] which is based on a probabilistic model of round-off errors. The program is run several times with a random rounding mode generating different results each time. From this set of results, CADNA estimates the number of exact significant digits in the result that would have been computed with standard floating-point arithmetic. Reasons for new version: On 64-bit processors, the mathematical library associated with the GNU Fortran compiler may provide incorrect results or generate severe bugs with rounding towards -∞ and +∞, which the random rounding mode is based on. Therefore a particular definition of mathematical functions for stochastic arguments has been included in the CADNA library to enable its use with the GNU Fortran compiler on 64-bit processors. Summary of revisions: If CADNA is used on a 64-bit processor with the GNU Fortran compiler, mathematical functions are computed with rounding to the nearest, otherwise they are computed with the random rounding mode. It must be pointed out that the knowledge of the accuracy of the stochastic argument of a mathematical function is never lost. Restrictions: CADNA requires a Fortran 90 (or newer) compiler. In the program to be linked with the CADNA library, round-off errors on complex variables cannot be estimated. Furthermore array functions such as product or sum must not be used. Only the arithmetic operators and the abs, min, max and sqrt functions can be used for arrays. Additional comments: In the library archive, users are advised to read the INSTALL file first. The doc directory contains a user guide named ug.cadna.pdf which shows how to control the numerical accuracy of a program using CADNA, provides installation instructions and describes test runs. The source code, which is located in the src directory, consists of one assembly language file (cadna_rounding.s) and eighteen Fortran language files. cadna_rounding.s is a symbolic link to the assembly file corresponding to the processor and the Fortran compiler used. This assembly file contains routines which are frequently called in the CADNA Fortran files to change the rounding mode. The Fortran language files contain the definition of the stochastic types on which the control of accuracy can be performed, CADNA specific functions (for instance to enable or disable the detection of numerical instabilities), the definition of arithmetic and relational operators which are overloaded for stochastic variables and the definition of mathematical functions which can be used with stochastic arguments. The examples directory contains seven test runs which illustrate the use of the CADNA library and the benefits of Discrete Stochastic Arithmetic. Running time: The version of a code which uses CADNA runs at least three times slower than its floating-point version. This cost depends on the computer architecture and can be higher if the detection of numerical instabilities is enabled. In this case, the cost may be related to the number of instabilities detected.

  17. Analysis of Modeling Assumptions used in Production Cost Models for Renewable Integration Studies

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Stoll, Brady; Brinkman, Gregory; Townsend, Aaron

    2016-01-01

    Renewable energy integration studies have been published for many different regions exploring the question of how higher penetration of renewable energy will impact the electric grid. These studies each make assumptions about the systems they are analyzing; however the effect of many of these assumptions has not been yet been examined and published. In this paper we analyze the impact of modeling assumptions in renewable integration studies, including the optimization method used (linear or mixed-integer programming) and the temporal resolution of the dispatch stage (hourly or sub-hourly). We analyze each of these assumptions on a large and a small systemmore » and determine the impact of each assumption on key metrics including the total production cost, curtailment of renewables, CO2 emissions, and generator starts and ramps. Additionally, we identified the impact on these metrics if a four-hour ahead commitment step is included before the dispatch step and the impact of retiring generators to reduce the degree to which the system is overbuilt. We find that the largest effect of these assumptions is at the unit level on starts and ramps, particularly for the temporal resolution, and saw a smaller impact at the aggregate level on system costs and emissions. For each fossil fuel generator type we measured the average capacity started, average run-time per start, and average number of ramps. Linear programming results saw up to a 20% difference in number of starts and average run time of traditional generators, and up to a 4% difference in the number of ramps, when compared to mixed-integer programming. Utilizing hourly dispatch instead of sub-hourly dispatch saw no difference in coal or gas CC units for either start metric, while gas CT units had a 5% increase in the number of starts and 2% increase in the average on-time per start. The number of ramps decreased up to 44%. The smallest effect seen was on the CO2 emissions and total production cost, with a 0.8% and 0.9% reduction respectively when using linear programming compared to mixed-integer programming and 0.07% and 0.6% reduction, respectively, in the hourly dispatch compared to sub-hourly dispatch.« less

  18. A guide to differences between stochastic point-source and stochastic finite-fault simulations

    USGS Publications Warehouse

    Atkinson, G.M.; Assatourians, K.; Boore, D.M.; Campbell, K.; Motazedian, D.

    2009-01-01

    Why do stochastic point-source and finite-fault simulation models not agree on the predicted ground motions for moderate earthquakes at large distances? This question was posed by Ken Campbell, who attempted to reproduce the Atkinson and Boore (2006) ground-motion prediction equations for eastern North America using the stochastic point-source program SMSIM (Boore, 2005) in place of the finite-source stochastic program EXSIM (Motazedian and Atkinson, 2005) that was used by Atkinson and Boore (2006) in their model. His comparisons suggested that a higher stress drop is needed in the context of SMSIM to produce an average match, at larger distances, with the model predictions of Atkinson and Boore (2006) based on EXSIM; this is so even for moderate magnitudes, which should be well-represented by a point-source model. Why? The answer to this question is rooted in significant differences between point-source and finite-source stochastic simulation methodologies, specifically as implemented in SMSIM (Boore, 2005) and EXSIM (Motazedian and Atkinson, 2005) to date. Point-source and finite-fault methodologies differ in general in several important ways: (1) the geometry of the source; (2) the definition and application of duration; and (3) the normalization of finite-source subsource summations. Furthermore, the specific implementation of the methods may differ in their details. The purpose of this article is to provide a brief overview of these differences, their origins, and implications. This sets the stage for a more detailed companion article, "Comparing Stochastic Point-Source and Finite-Source Ground-Motion Simulations: SMSIM and EXSIM," in which Boore (2009) provides modifications and improvements in the implementations of both programs that narrow the gap and result in closer agreement. These issues are important because both SMSIM and EXSIM have been widely used in the development of ground-motion prediction equations and in modeling the parameters that control observed ground motions.

  19. Oilfield flooding polymer

    DOEpatents

    Martin, Fred D.; Hatch, Melvin J.; Shepitka, Joel S.; Donaruma, Lorraine G.

    1986-01-01

    A monomer, polymers containing the monomer, and the use of the polymer in oilfield flooding is disclosed. The subject monomer is represented by the general formula: ##STR1## wherein: n is an integer from 0 to about 4; m is an integer from 0 to about 6; a is an integer equal to at least 1 except where m is equal to 0, a must equal 0 and where m is equal to 1, a must equal 0 or 1; p is an integer from 2 to about 10; b is an integer equal to at least 1 and is of sufficient magnitude that the ratio b/p is at least 0.2; and q is an integer from 0 to 2. The number of hydroxy groups in the monomer is believed to be critical, and therefore the sum of (a+b) divided by the sum (m+p) should be at least 0.2. The moieties linked to the acrylic nitrogen can be joined to provide a ringed structure.

  20. An Ada Linear-Algebra Software Package Modeled After HAL/S

    NASA Technical Reports Server (NTRS)

    Klumpp, Allan R.; Lawson, Charles L.

    1990-01-01

    New avionics software written more easily. Software package extends Ada programming language to include linear-algebra capabilities similar to those of HAL/S programming language. Designed for such avionics applications as Space Station flight software. In addition to built-in functions of HAL/S, package incorporates quaternion functions used in Space Shuttle and Galileo projects and routines from LINPAK solving systems of equations involving general square matrices. Contains two generic programs: one for floating-point computations and one for integer computations. Written on IBM/AT personal computer running under PC DOS, v.3.1.

  1. A New Stochastic Equivalent Linearization Implementation for Prediction of Geometrically Nonlinear Vibrations

    NASA Technical Reports Server (NTRS)

    Muravyov, Alexander A.; Turner, Travis L.; Robinson, Jay H.; Rizzi, Stephen A.

    1999-01-01

    In this paper, the problem of random vibration of geometrically nonlinear MDOF structures is considered. The solutions obtained by application of two different versions of a stochastic linearization method are compared with exact (F-P-K) solutions. The formulation of a relatively new version of the stochastic linearization method (energy-based version) is generalized to the MDOF system case. Also, a new method for determination of nonlinear sti ness coefficients for MDOF structures is demonstrated. This method in combination with the equivalent linearization technique is implemented in a new computer program. Results in terms of root-mean-square (RMS) displacements obtained by using the new program and an existing in-house code are compared for two examples of beam-like structures.

  2. A Paper-and-Pencil gcd Algorithm for Gaussian Integers

    ERIC Educational Resources Information Center

    Szabo, Sandor

    2005-01-01

    As with natural numbers, a greatest common divisor of two Gaussian (complex) integers "a" and "b" is a Gaussian integer "d" that is a common divisor of both "a" and "b". This article explores an algorithm for such gcds that is easy to do by hand.

  3. Non-linear dynamic characteristics and optimal control of giant magnetostrictive film subjected to in-plane stochastic excitation

    NASA Astrophysics Data System (ADS)

    Zhu, Z. W.; Zhang, W. D.; Xu, J.

    2014-03-01

    The non-linear dynamic characteristics and optimal control of a giant magnetostrictive film (GMF) subjected to in-plane stochastic excitation were studied. Non-linear differential items were introduced to interpret the hysteretic phenomena of the GMF, and the non-linear dynamic model of the GMF subjected to in-plane stochastic excitation was developed. The stochastic stability was analysed, and the probability density function was obtained. The condition of stochastic Hopf bifurcation and noise-induced chaotic response were determined, and the fractal boundary of the system's safe basin was provided. The reliability function was solved from the backward Kolmogorov equation, and an optimal control strategy was proposed in the stochastic dynamic programming method. Numerical simulation shows that the system stability varies with the parameters, and stochastic Hopf bifurcation and chaos appear in the process; the area of the safe basin decreases when the noise intensifies, and the boundary of the safe basin becomes fractal; the system reliability improved through stochastic optimal control. Finally, the theoretical and numerical results were proved by experiments. The results are helpful in the engineering applications of GMF.

  4. ASSESSING RESIDENTIAL EXPOSURE USING THE STOCHASTIC HUMAN EXPOSURE AND DOSE SIMULATION (SHEDS) MODEL

    EPA Science Inventory

    As part of a workshop sponsored by the Environmental Protection Agency's Office of Research and Development and Office of Pesticide Programs, the Aggregate Stochastic Human Exposure and Dose Simulation (SHEDS) Model was used to assess potential aggregate residential pesticide e...

  5. Robust design of (s, S) inventory policy parameters in supply chains with demand and lead time uncertainties

    NASA Astrophysics Data System (ADS)

    Karimi Movahed, Kamran; Zhang, Zhi-Hai

    2015-09-01

    Demand and lead time uncertainties have significant effects on supply chain behaviour. In this paper, we present a single-product three-level multi-period supply chain with uncertain demands and lead times by using robust techniques to study the managerial insights of the supply chain inventory system under uncertainty. We formulate this problem as a robust mixed-integer linear program with minimised expected cost and total cost variation to determine the optimal (s, S) values of the inventory parameters. Several numerical studies are performed to investigate the supply chain behaviour. Useful guidelines for the design of a robust supply chain are also provided. Results show that the order variance and the expected cost in a supply chain significantly increase when the manufacturer's review period is an integer ratio of the distributor's and the retailer's review periods.

  6. Stochastic models of the Social Security trust funds.

    PubMed

    Burdick, Clark; Manchester, Joyce

    Each year in March, the Board of Trustees of the Social Security trust funds reports on the current and projected financial condition of the Social Security programs. Those programs, which pay monthly benefits to retired workers and their families, to the survivors of deceased workers, and to disabled workers and their families, are financed through the Old-Age, Survivors, and Disability Insurance (OASDI) Trust Funds. In their 2003 report, the Trustees present, for the first time, results from a stochastic model of the combined OASDI trust funds. Stochastic modeling is an important new tool for Social Security policy analysis and offers the promise of valuable new insights into the financial status of the OASDI trust funds and the effects of policy changes. The results presented in this article demonstrate that several stochastic models deliver broadly consistent results even though they use very different approaches and assumptions. However, they also show that the variation in trust fund outcomes differs as the approach and assumptions are varied. Which approach and assumptions are best suited for Social Security policy analysis remains an open question. Further research is needed before the promise of stochastic modeling is fully realized. For example, neither parameter uncertainty nor variability in ultimate assumption values is recognized explicitly in the analyses. Despite this caveat, stochastic modeling results are already shedding new light on the range and distribution of trust fund outcomes that might occur in the future.

  7. A new VLSI complex integer multiplier which uses a quadratic-polynomial residue system with Fermat numbers

    NASA Technical Reports Server (NTRS)

    Truong, T. K.; Hsu, I. S.; Chang, J. J.; Shyu, H. C.; Reed, I. S.

    1986-01-01

    A quadratic-polynomial Fermat residue number system (QFNS) has been used to compute complex integer multiplications. The advantage of such a QFNS is that a complex integer multiplication requires only two integer multiplications. In this article, a new type Fermat number multiplier is developed which eliminates the initialization condition of the previous method. It is shown that the new complex multiplier can be implemented on a single VLSI chip. Such a chip is designed and fabricated in CMOS-pw technology.

  8. A new VLSI complex integer multiplier which uses a quadratic-polynomial residue system with Fermat numbers

    NASA Technical Reports Server (NTRS)

    Shyu, H. C.; Reed, I. S.; Truong, T. K.; Hsu, I. S.; Chang, J. J.

    1987-01-01

    A quadratic-polynomial Fermat residue number system (QFNS) has been used to compute complex integer multiplications. The advantage of such a QFNS is that a complex integer multiplication requires only two integer multiplications. In this article, a new type Fermat number multiplier is developed which eliminates the initialization condition of the previous method. It is shown that the new complex multiplier can be implemented on a single VLSI chip. Such a chip is designed and fabricated in CMOS-Pw technology.

  9. Elasticity of fractal materials using the continuum model with non-integer dimensional space

    NASA Astrophysics Data System (ADS)

    Tarasov, Vasily E.

    2015-01-01

    Using a generalization of vector calculus for space with non-integer dimension, we consider elastic properties of fractal materials. Fractal materials are described by continuum models with non-integer dimensional space. A generalization of elasticity equations for non-integer dimensional space, and its solutions for the equilibrium case of fractal materials are suggested. Elasticity problems for fractal hollow ball and cylindrical fractal elastic pipe with inside and outside pressures, for rotating cylindrical fractal pipe, for gradient elasticity and thermoelasticity of fractal materials are solved.

  10. Conditioning 3D object-based models to dense well data

    NASA Astrophysics Data System (ADS)

    Wang, Yimin C.; Pyrcz, Michael J.; Catuneanu, Octavian; Boisvert, Jeff B.

    2018-06-01

    Object-based stochastic simulation models are used to generate categorical variable models with a realistic representation of complicated reservoir heterogeneity. A limitation of object-based modeling is the difficulty of conditioning to dense data. One method to achieve data conditioning is to apply optimization techniques. Optimization algorithms can utilize an objective function measuring the conditioning level of each object while also considering the geological realism of the object. Here, an objective function is optimized with implicit filtering which considers constraints on object parameters. Thousands of objects conditioned to data are generated and stored in a database. A set of objects are selected with linear integer programming to generate the final realization and honor all well data, proportions and other desirable geological features. Although any parameterizable object can be considered, objects from fluvial reservoirs are used to illustrate the ability to simultaneously condition multiple types of geologic features. Channels, levees, crevasse splays and oxbow lakes are parameterized based on location, path, orientation and profile shapes. Functions mimicking natural river sinuosity are used for the centerline model. Channel stacking pattern constraints are also included to enhance the geological realism of object interactions. Spatial layout correlations between different types of objects are modeled. Three case studies demonstrate the flexibility of the proposed optimization-simulation method. These examples include multiple channels with high sinuosity, as well as fragmented channels affected by limited preservation. In all cases the proposed method reproduces input parameters for the object geometries and matches the dense well constraints. The proposed methodology expands the applicability of object-based simulation to complex and heterogeneous geological environments with dense sampling.

  11. Innovative Teaching Games: Climbing the Hills of Math Skills. California Demonstration Mathematics Program.

    ERIC Educational Resources Information Center

    Pittsburg Unified School District, CA.

    The card games in this publication are an alternative activity to help students master computational skills. Games for operations with whole numbers, fractions, decimals, percents, integers, and square roots are included. They can be used to introduce math topics and for practice and review, with either the whole class or in small groups with 2 to…

  12. Optimizing Marine Corps Personnel Assignments Using an Integer Programming Model

    DTIC Science & Technology

    2012-12-01

    Corps. vi THIS PAGE INTENTIONALLY LEFT BLANK vii TABLE OF CONTENTS I. INTRODUCTION ...throughout our careers. xvi THIS PAGE INTENTIONALLY LEFT BLANK 1 I. INTRODUCTION The Marine Corps Manpower and Reserve Affairs (M&RA) office has the...2012 BAH Rates-with Dependents. Defense Travel Mangement Office. (2011, December). 2012 BAH Rates-without Dependents. M ileage C ost 1 Per D iem

  13. Discrete Optimization of Electronic Hyperpolarizabilities in a Chemical Subspace

    DTIC Science & Technology

    2009-05-01

    molecular design. Methods for optimization in discrete spaces have been studied extensively and recently reviewed ( 5). Optimization methods include...integer programming, as in branch-and-bound techniques (including dead-end elimination [ 6]), simulated annealing ( 7), and genetic algorithms ( 8...These algorithms have found renewed interest and application in molecular and materials design (9- 12) . Recently, new approaches have been

  14. Development of a Prototype H-46 Helicopter Diagnostic Expert System.

    DTIC Science & Technology

    1987-09-01

    SQUADRON MAINTEN\\NCE: CURRENT PROCESS AND CA D S INTEG R ,ATIO N ........................................ 14 A. MAINTENANCE DATA SYSTEM...increasce the effectiveness of the maintenance process should enhance the ability of achieving :hee objectives. Artificial intelligence techniques offer a...completeiy validated. G. ORGANIZATION OF STUDY Chapter II contains a description of the Naval Aviation Maintenance Program’s Maintenance Data System (MDS

  15. Learning oncogenetic networks by reducing to mixed integer linear programming.

    PubMed

    Shahrabi Farahani, Hossein; Lagergren, Jens

    2013-01-01

    Cancer can be a result of accumulation of different types of genetic mutations such as copy number aberrations. The data from tumors are cross-sectional and do not contain the temporal order of the genetic events. Finding the order in which the genetic events have occurred and progression pathways are of vital importance in understanding the disease. In order to model cancer progression, we propose Progression Networks, a special case of Bayesian networks, that are tailored to model disease progression. Progression networks have similarities with Conjunctive Bayesian Networks (CBNs) [1],a variation of Bayesian networks also proposed for modeling disease progression. We also describe a learning algorithm for learning Bayesian networks in general and progression networks in particular. We reduce the hard problem of learning the Bayesian and progression networks to Mixed Integer Linear Programming (MILP). MILP is a Non-deterministic Polynomial-time complete (NP-complete) problem for which very good heuristics exists. We tested our algorithm on synthetic and real cytogenetic data from renal cell carcinoma. We also compared our learned progression networks with the networks proposed in earlier publications. The software is available on the website https://bitbucket.org/farahani/diprog.

  16. Should We Stop Developing Heuristics and Only Rely on Mixed Integer Programming Solvers in Automated Test Assembly? A Rejoinder to van der Linden and Li (2016).

    PubMed

    Chen, Pei-Hua

    2017-05-01

    This rejoinder responds to the commentary by van der Linden and Li entiled "Comment on Three-Element Item Selection Procedures for Multiple Forms Assembly: An Item Matching Approach" on the article "Three-Element Item Selection Procedures for Multiple Forms Assembly: An Item Matching Approach" by Chen. Van der Linden and Li made a strong statement calling for the cessation of test assembly heuristics development, and instead encouraged embracing mixed integer programming (MIP). This article points out the nondeterministic polynomial (NP)-hard nature of MIP problems and how solutions found using heuristics could be useful in an MIP context. Although van der Linden and Li provided several practical examples of test assembly supporting their view, the examples ignore the cases in which a slight change of constraints or item pool data might mean it would not be possible to obtain solutions as quickly as before. The article illustrates the use of heuristic solutions to improve both the performance of MIP solvers and the quality of solutions. Additional responses to the commentary by van der Linden and Li are included.

  17. A bi-objective integer programming model for partly-restricted flight departure scheduling

    PubMed Central

    Guan, Wei; Zhang, Wenyi; Jiang, Shixiong; Fan, Lingling

    2018-01-01

    The normal studies on air traffic departure scheduling problem (DSP) mainly deal with an independent airport in which the departure traffic is not affected by surrounded airports, which, however, is not a consistent case. In reality, there still exist cases where several commercial airports are closely located and one of them possesses a higher priority. During the peak hours, the departure activities of the lower-priority airports are usually required to give way to those of higher-priority airport. These giving-way requirements can inflict a set of changes on the modeling of departure scheduling problem with respect to the lower-priority airports. To the best of our knowledge, studies on DSP under this condition are scarce. Accordingly, this paper develops a bi-objective integer programming model to address the flight departure scheduling of the partly-restricted (e.g., lower-priority) one among several adjacent airports. An adapted tabu search algorithm is designed to solve the current problem. It is demonstrated from the case study of Tianjin Binhai International Airport in China that the proposed method can obviously improve the operation efficiency, while still realizing superior equity and regularity among restricted flows. PMID:29715299

  18. Accurate construction of consensus genetic maps via integer linear programming.

    PubMed

    Wu, Yonghui; Close, Timothy J; Lonardi, Stefano

    2011-01-01

    We study the problem of merging genetic maps, when the individual genetic maps are given as directed acyclic graphs. The computational problem is to build a consensus map, which is a directed graph that includes and is consistent with all (or, the vast majority of) the markers in the input maps. However, when markers in the individual maps have ordering conflicts, the resulting consensus map will contain cycles. Here, we formulate the problem of resolving cycles in the context of a parsimonious paradigm that takes into account two types of errors that may be present in the input maps, namely, local reshuffles and global displacements. The resulting combinatorial optimization problem is, in turn, expressed as an integer linear program. A fast approximation algorithm is proposed, and an additional speedup heuristic is developed. Our algorithms were implemented in a software tool named MERGEMAP which is freely available for academic use. An extensive set of experiments shows that MERGEMAP consistently outperforms JOINMAP, which is the most popular tool currently available for this task, both in terms of accuracy and running time. MERGEMAP is available for download at http://www.cs.ucr.edu/~yonghui/mgmap.html.

  19. Analysis of the single-vehicle cyclic inventory routing problem

    NASA Astrophysics Data System (ADS)

    Aghezzaf, El-Houssaine; Zhong, Yiqing; Raa, Birger; Mateo, Manel

    2012-11-01

    The single-vehicle cyclic inventory routing problem (SV-CIRP) consists of a repetitive distribution of a product from a single depot to a selected subset of customers. For each customer, selected for replenishments, the supplier collects a corresponding fixed reward. The objective is to determine the subset of customers to replenish, the quantity of the product to be delivered to each and to design the vehicle route so that the resulting profit (difference between the total reward and the total logistical cost) is maximised while preventing stockouts at each of the selected customers. This problem appears often as a sub-problem in many logistical problems. In this article, the SV-CIRP is formulated as a mixed-integer program with a nonlinear objective function. After a thorough analysis of the structure of the problem and its features, an exact algorithm for its solution is proposed. This exact algorithm requires only solutions of linear mixed-integer programs. Values of a savings-based heuristic for this problem are compared to the optimal values obtained for a set of some test problems. In general, the gap may get as large as 25%, which justifies the effort to continue exploring and developing exact and approximation algorithms for the SV-CIRP.

  20. MIP models for connected facility location: A theoretical and computational study☆

    PubMed Central

    Gollowitzer, Stefan; Ljubić, Ivana

    2011-01-01

    This article comprises the first theoretical and computational study on mixed integer programming (MIP) models for the connected facility location problem (ConFL). ConFL combines facility location and Steiner trees: given a set of customers, a set of potential facility locations and some inter-connection nodes, ConFL searches for the minimum-cost way of assigning each customer to exactly one open facility, and connecting the open facilities via a Steiner tree. The costs needed for building the Steiner tree, facility opening costs and the assignment costs need to be minimized. We model ConFL using seven compact and three mixed integer programming formulations of exponential size. We also show how to transform ConFL into the Steiner arborescence problem. A full hierarchy between the models is provided. For two exponential size models we develop a branch-and-cut algorithm. An extensive computational study is based on two benchmark sets of randomly generated instances with up to 1300 nodes and 115,000 edges. We empirically compare the presented models with respect to the quality of obtained bounds and the corresponding running time. We report optimal values for all but 16 instances for which the obtained gaps are below 0.6%. PMID:25009366

  1. Quantum-Inspired Maximizer

    NASA Technical Reports Server (NTRS)

    Zak, Michail

    2008-01-01

    A report discusses an algorithm for a new kind of dynamics based on a quantum- classical hybrid-quantum-inspired maximizer. The model is represented by a modified Madelung equation in which the quantum potential is replaced by different, specially chosen 'computational' potential. As a result, the dynamics attains both quantum and classical properties: it preserves superposition and entanglement of random solutions, while allowing one to measure its state variables, using classical methods. Such optimal combination of characteristics is a perfect match for quantum-inspired computing. As an application, an algorithm for global maximum of an arbitrary integrable function is proposed. The idea of the proposed algorithm is very simple: based upon the Quantum-inspired Maximizer (QIM), introduce a positive function to be maximized as the probability density to which the solution is attracted. Then the larger value of this function will have the higher probability to appear. Special attention is paid to simulation of integer programming and NP-complete problems. It is demonstrated that the problem of global maximum of an integrable function can be found in polynomial time by using the proposed quantum- classical hybrid. The result is extended to a constrained maximum with applications to integer programming and TSP (Traveling Salesman Problem).

  2. A bi-objective integer programming model for partly-restricted flight departure scheduling.

    PubMed

    Zhong, Han; Guan, Wei; Zhang, Wenyi; Jiang, Shixiong; Fan, Lingling

    2018-01-01

    The normal studies on air traffic departure scheduling problem (DSP) mainly deal with an independent airport in which the departure traffic is not affected by surrounded airports, which, however, is not a consistent case. In reality, there still exist cases where several commercial airports are closely located and one of them possesses a higher priority. During the peak hours, the departure activities of the lower-priority airports are usually required to give way to those of higher-priority airport. These giving-way requirements can inflict a set of changes on the modeling of departure scheduling problem with respect to the lower-priority airports. To the best of our knowledge, studies on DSP under this condition are scarce. Accordingly, this paper develops a bi-objective integer programming model to address the flight departure scheduling of the partly-restricted (e.g., lower-priority) one among several adjacent airports. An adapted tabu search algorithm is designed to solve the current problem. It is demonstrated from the case study of Tianjin Binhai International Airport in China that the proposed method can obviously improve the operation efficiency, while still realizing superior equity and regularity among restricted flows.

  3. Discovery of Boolean metabolic networks: integer linear programming based approach.

    PubMed

    Qiu, Yushan; Jiang, Hao; Ching, Wai-Ki; Cheng, Xiaoqing

    2018-04-11

    Traditional drug discovery methods focused on the efficacy of drugs rather than their toxicity. However, toxicity and/or lack of efficacy are produced when unintended targets are affected in metabolic networks. Thus, identification of biological targets which can be manipulated to produce the desired effect with minimum side-effects has become an important and challenging topic. Efficient computational methods are required to identify the drug targets while incurring minimal side-effects. In this paper, we propose a graph-based computational damage model that summarizes the impact of enzymes on compounds in metabolic networks. An efficient method based on Integer Linear Programming formalism is then developed to identify the optimal enzyme-combination so as to minimize the side-effects. The identified target enzymes for known successful drugs are then verified by comparing the results with those in the existing literature. Side-effects reduction plays a crucial role in the study of drug development. A graph-based computational damage model is proposed and the theoretical analysis states the captured problem is NP-completeness. The proposed approaches can therefore contribute to the discovery of drug targets. Our developed software is available at " http://hkumath.hku.hk/~wkc/APBC2018-metabolic-network.zip ".

  4. A combined MOIP-MCDA approach to building and screening atmospheric pollution control strategies in urban regions.

    PubMed

    Mavrotas, George; Ziomas, Ioannis C; Diakouaki, Danae

    2006-07-01

    This article presents a methodological approach for the formulation of control strategies capable of reducing atmospheric pollution at the standards set by European legislation. The approach was implemented in the greater area of Thessaloniki and was part of a project aiming at the compliance with air quality standards in five major cities in Greece. The methodological approach comprises two stages: in the first stage, the availability of several measures contributing to a certain extent to reducing atmospheric pollution indicates a combinatorial problem and favors the use of Integer Programming. More specifically, Multiple Objective Integer Programming is used in order to generate alternative efficient combinations of the available policy measures on the basis of two conflicting objectives: public expenditure minimization and social acceptance maximization. In the second stage, these combinations of control measures (i.e., the control strategies) are then comparatively evaluated with respect to a wider set of criteria, using tools from Multiple Criteria Decision Analysis, namely, the well-known PROMETHEE method. The whole procedure is based on the active involvement of local and central authorities in order to incorporate their concerns and preferences, as well as to secure the adoption and implementation of the resulting solution.

  5. Mixed Integer Linear Programming based machine learning approach identifies regulators of telomerase in yeast.

    PubMed

    Poos, Alexandra M; Maicher, André; Dieckmann, Anna K; Oswald, Marcus; Eils, Roland; Kupiec, Martin; Luke, Brian; König, Rainer

    2016-06-02

    Understanding telomere length maintenance mechanisms is central in cancer biology as their dysregulation is one of the hallmarks for immortalization of cancer cells. Important for this well-balanced control is the transcriptional regulation of the telomerase genes. We integrated Mixed Integer Linear Programming models into a comparative machine learning based approach to identify regulatory interactions that best explain the discrepancy of telomerase transcript levels in yeast mutants with deleted regulators showing aberrant telomere length, when compared to mutants with normal telomere length. We uncover novel regulators of telomerase expression, several of which affect histone levels or modifications. In particular, our results point to the transcription factors Sum1, Hst1 and Srb2 as being important for the regulation of EST1 transcription, and we validated the effect of Sum1 experimentally. We compiled our machine learning method leading to a user friendly package for R which can straightforwardly be applied to similar problems integrating gene regulator binding information and expression profiles of samples of e.g. different phenotypes, diseases or treatments. © The Author(s) 2016. Published by Oxford University Press on behalf of Nucleic Acids Research.

  6. Optimising the selection of food items for FFQs using Mixed Integer Linear Programming.

    PubMed

    Gerdessen, Johanna C; Souverein, Olga W; van 't Veer, Pieter; de Vries, Jeanne Hm

    2015-01-01

    To support the selection of food items for FFQs in such a way that the amount of information on all relevant nutrients is maximised while the food list is as short as possible. Selection of the most informative food items to be included in FFQs was modelled as a Mixed Integer Linear Programming (MILP) model. The methodology was demonstrated for an FFQ with interest in energy, total protein, total fat, saturated fat, monounsaturated fat, polyunsaturated fat, total carbohydrates, mono- and disaccharides, dietary fibre and potassium. The food lists generated by the MILP model have good performance in terms of length, coverage and R 2 (explained variance) of all nutrients. MILP-generated food lists were 32-40 % shorter than a benchmark food list, whereas their quality in terms of R 2 was similar to that of the benchmark. The results suggest that the MILP model makes the selection process faster, more standardised and transparent, and is especially helpful in coping with multiple nutrients. The complexity of the method does not increase with increasing number of nutrients. The generated food lists appear either shorter or provide more information than a food list generated without the MILP model.

  7. A Combined MOIP-MCDA Approach to Building and Screening Atmospheric Pollution Control Strategies in Urban Regions

    NASA Astrophysics Data System (ADS)

    Mavrotas, George; Ziomas, Ioannis C.; Diakouaki, Danae

    2006-07-01

    This article presents a methodological approach for the formulation of control strategies capable of reducing atmospheric pollution at the standards set by European legislation. The approach was implemented in the greater area of Thessaloniki and was part of a project aiming at the compliance with air quality standards in five major cities in Greece. The methodological approach comprises two stages: in the first stage, the availability of several measures contributing to a certain extent to reducing atmospheric pollution indicates a combinatorial problem and favors the use of Integer Programming. More specifically, Multiple Objective Integer Programming is used in order to generate alternative efficient combinations of the available policy measures on the basis of two conflicting objectives: public expenditure minimization and social acceptance maximization. In the second stage, these combinations of control measures (i.e., the control strategies) are then comparatively evaluated with respect to a wider set of criteria, using tools from Multiple Criteria Decision Analysis, namely, the well-known PROMETHEE method. The whole procedure is based on the active involvement of local and central authorities in order to incorporate their concerns and preferences, as well as to secure the adoption and implementation of the resulting solution.

  8. On stochastic control and optimal measurement strategies. Ph.D. Thesis

    NASA Technical Reports Server (NTRS)

    Kramer, L. C.

    1971-01-01

    The control of stochastic dynamic systems is studied with particular emphasis on those which influence the quality or nature of the measurements which are made to effect control. Four main areas are discussed: (1) the meaning of stochastic optimality and the means by which dynamic programming may be applied to solve a combined control/measurement problem; (2) a technique by which it is possible to apply deterministic methods, specifically the minimum principle, to the study of stochastic problems; (3) the methods described are applied to linear systems with Gaussian disturbances to study the structure of the resulting control system; and (4) several applications are considered.

  9. Stochastic Robust Mathematical Programming Model for Power System Optimization

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Liu, Cong; Changhyeok, Lee; Haoyong, Chen

    2016-01-01

    This paper presents a stochastic robust framework for two-stage power system optimization problems with uncertainty. The model optimizes the probabilistic expectation of different worst-case scenarios with ifferent uncertainty sets. A case study of unit commitment shows the effectiveness of the proposed model and algorithms.

  10. Sum-Difference Numbers

    ERIC Educational Resources Information Center

    Shi, Yixun

    2010-01-01

    Starting with an interesting number game sometimes used by school teachers to demonstrate the factorization of integers, "sum-difference numbers" are defined. A positive integer n is a "sum-difference number" if there exist positive integers "x, y, w, z" such that n = xy = wz and x ? y = w + z. This paper characterizes all sum-difference numbers…

  11. Order and Value: Transitioning to Integers

    ERIC Educational Resources Information Center

    Bofferding, Laura

    2014-01-01

    As students progress from working with whole numbers to working with integers, they must wrestle with the big ideas of number values and order. Using objects to show positive quantities is easy, but no physical negative quantities exist. Therefore, when talking about integers, the author refers to number values instead of number quantities. The…

  12. A time series model: First-order integer-valued autoregressive (INAR(1))

    NASA Astrophysics Data System (ADS)

    Simarmata, D. M.; Novkaniza, F.; Widyaningsih, Y.

    2017-07-01

    Nonnegative integer-valued time series arises in many applications. A time series model: first-order Integer-valued AutoRegressive (INAR(1)) is constructed by binomial thinning operator to model nonnegative integer-valued time series. INAR (1) depends on one period from the process before. The parameter of the model can be estimated by Conditional Least Squares (CLS). Specification of INAR(1) is following the specification of (AR(1)). Forecasting in INAR(1) uses median or Bayesian forecasting methodology. Median forecasting methodology obtains integer s, which is cumulative density function (CDF) until s, is more than or equal to 0.5. Bayesian forecasting methodology forecasts h-step-ahead of generating the parameter of the model and parameter of innovation term using Adaptive Rejection Metropolis Sampling within Gibbs sampling (ARMS), then finding the least integer s, where CDF until s is more than or equal to u . u is a value taken from the Uniform(0,1) distribution. INAR(1) is applied on pneumonia case in Penjaringan, Jakarta Utara, January 2008 until April 2016 monthly.

  13. Vector calculus in non-integer dimensional space and its applications to fractal media

    NASA Astrophysics Data System (ADS)

    Tarasov, Vasily E.

    2015-02-01

    We suggest a generalization of vector calculus for the case of non-integer dimensional space. The first and second orders operations such as gradient, divergence, the scalar and vector Laplace operators for non-integer dimensional space are defined. For simplification we consider scalar and vector fields that are independent of angles. We formulate a generalization of vector calculus for rotationally covariant scalar and vector functions. This generalization allows us to describe fractal media and materials in the framework of continuum models with non-integer dimensional space. As examples of application of the suggested calculus, we consider elasticity of fractal materials (fractal hollow ball and fractal cylindrical pipe with pressure inside and outside), steady distribution of heat in fractal media, electric field of fractal charged cylinder. We solve the correspondent equations for non-integer dimensional space models.

  14. Dynamic Programming and Error Estimates for Stochastic Control Problems with Maximum Cost

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Bokanowski, Olivier, E-mail: boka@math.jussieu.fr; Picarelli, Athena, E-mail: athena.picarelli@inria.fr; Zidani, Hasnaa, E-mail: hasnaa.zidani@ensta.fr

    2015-02-15

    This work is concerned with stochastic optimal control for a running maximum cost. A direct approach based on dynamic programming techniques is studied leading to the characterization of the value function as the unique viscosity solution of a second order Hamilton–Jacobi–Bellman (HJB) equation with an oblique derivative boundary condition. A general numerical scheme is proposed and a convergence result is provided. Error estimates are obtained for the semi-Lagrangian scheme. These results can apply to the case of lookback options in finance. Moreover, optimal control problems with maximum cost arise in the characterization of the reachable sets for a system ofmore » controlled stochastic differential equations. Some numerical simulations on examples of reachable analysis are included to illustrate our approach.« less

  15. Search Planning Under Incomplete Information Using Stochastic Optimization and Regression

    DTIC Science & Technology

    2011-09-01

    solve since they involve un- certainty and unknown parameters (see for example Shapiro et al., 2009; Wallace & Ziemba , 2005). One application area is...M16130.2E. 43 Wallace, S. W., & Ziemba , W. T. (2005). Applications of stochastic programming. Philadelphia, PA: Society for Industrial and Applied

  16. Trace of totally positive algebraic integers and integer transfinite diameter

    NASA Astrophysics Data System (ADS)

    Flammang, V.

    2009-06-01

    Explicit auxiliary functions can be used in the ``Schur-Siegel- Smyth trace problem''. In the previous works, these functions were constructed only with polynomials having all their roots positive. Here, we use several polynomials with complex roots, which are found with Wu's algorithm, and we improve the known lower bounds for the absolute trace of totally positive algebraic integers. This improvement has a consequence for the search of Salem numbers that have a negative trace. The same method also gives a small improvement of the upper bound for the integer transfinite diameter of [0,1].

  17. Integer cosine transform for image compression

    NASA Technical Reports Server (NTRS)

    Cheung, K.-M.; Pollara, F.; Shahshahani, M.

    1991-01-01

    This article describes a recently introduced transform algorithm called the integer cosine transform (ICT), which is used in transform-based data compression schemes. The ICT algorithm requires only integer operations on small integers and at the same time gives a rate-distortion performance comparable to that offered by the floating-point discrete cosine transform (DCT). The article addresses the issue of implementation complexity, which is of prime concern for source coding applications of interest in deep-space communications. Complexity reduction in the transform stage of the compression scheme is particularly relevant, since this stage accounts for most (typically over 80 percent) of the computational load.

  18. Optimization under variability and uncertainty: a case study for NOx emissions control for a gasification system.

    PubMed

    Chen, Jianjun; Frey, H Christopher

    2004-12-15

    Methods for optimization of process technologies considering the distinction between variability and uncertainty are developed and applied to case studies of NOx control for Integrated Gasification Combined Cycle systems. Existing methods of stochastic optimization (SO) and stochastic programming (SP) are demonstrated. A comparison of SO and SP results provides the value of collecting additional information to reduce uncertainty. For example, an expected annual benefit of 240,000 dollars is estimated if uncertainty can be reduced before a final design is chosen. SO and SP are typically applied to uncertainty. However, when applied to variability, the benefit of dynamic process control is obtained. For example, an annual savings of 1 million dollars could be achieved if the system is adjusted to changes in process conditions. When variability and uncertainty are treated distinctively, a coupled stochastic optimization and programming method and a two-dimensional stochastic programming method are demonstrated via a case study. For the case study, the mean annual benefit of dynamic process control is estimated to be 700,000 dollars, with a 95% confidence range of 500,000 dollars to 940,000 dollars. These methods are expected to be of greatest utility for problems involving a large commitment of resources, for which small differences in designs can produce large cost savings.

  19. XMDS2: Fast, scalable simulation of coupled stochastic partial differential equations

    NASA Astrophysics Data System (ADS)

    Dennis, Graham R.; Hope, Joseph J.; Johnsson, Mattias T.

    2013-01-01

    XMDS2 is a cross-platform, GPL-licensed, open source package for numerically integrating initial value problems that range from a single ordinary differential equation up to systems of coupled stochastic partial differential equations. The equations are described in a high-level XML-based script, and the package generates low-level optionally parallelised C++ code for the efficient solution of those equations. It combines the advantages of high-level simulations, namely fast and low-error development, with the speed, portability and scalability of hand-written code. XMDS2 is a complete redesign of the XMDS package, and features support for a much wider problem space while also producing faster code. Program summaryProgram title: XMDS2 Catalogue identifier: AENK_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AENK_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: GNU General Public License, version 2 No. of lines in distributed program, including test data, etc.: 872490 No. of bytes in distributed program, including test data, etc.: 45522370 Distribution format: tar.gz Programming language: Python and C++. Computer: Any computer with a Unix-like system, a C++ compiler and Python. Operating system: Any Unix-like system; developed under Mac OS X and GNU/Linux. RAM: Problem dependent (roughly 50 bytes per grid point) Classification: 4.3, 6.5. External routines: The external libraries required are problem-dependent. Uses FFTW3 Fourier transforms (used only for FFT-based spectral methods), dSFMT random number generation (used only for stochastic problems), MPI message-passing interface (used only for distributed problems), HDF5, GNU Scientific Library (used only for Bessel-based spectral methods) and a BLAS implementation (used only for non-FFT-based spectral methods). Nature of problem: General coupled initial-value stochastic partial differential equations. Solution method: Spectral method with method-of-lines integration Running time: Determined by the size of the problem

  20. Non-linear dynamic characteristics and optimal control of giant magnetostrictive film subjected to in-plane stochastic excitation

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Zhu, Z. W., E-mail: zhuzhiwen@tju.edu.cn; Tianjin Key Laboratory of Non-linear Dynamics and Chaos Control, 300072, Tianjin; Zhang, W. D., E-mail: zhangwenditju@126.com

    2014-03-15

    The non-linear dynamic characteristics and optimal control of a giant magnetostrictive film (GMF) subjected to in-plane stochastic excitation were studied. Non-linear differential items were introduced to interpret the hysteretic phenomena of the GMF, and the non-linear dynamic model of the GMF subjected to in-plane stochastic excitation was developed. The stochastic stability was analysed, and the probability density function was obtained. The condition of stochastic Hopf bifurcation and noise-induced chaotic response were determined, and the fractal boundary of the system's safe basin was provided. The reliability function was solved from the backward Kolmogorov equation, and an optimal control strategy was proposedmore » in the stochastic dynamic programming method. Numerical simulation shows that the system stability varies with the parameters, and stochastic Hopf bifurcation and chaos appear in the process; the area of the safe basin decreases when the noise intensifies, and the boundary of the safe basin becomes fractal; the system reliability improved through stochastic optimal control. Finally, the theoretical and numerical results were proved by experiments. The results are helpful in the engineering applications of GMF.« less

  1. Elliptic Curve Integral Points on y2 = x3 + 3x ‑ 14

    NASA Astrophysics Data System (ADS)

    Zhao, Jianhong

    2018-03-01

    The positive integer points and integral points of elliptic curves are very important in the theory of number and arithmetic algebra, it has a wide range of applications in cryptography and other fields. There are some results of positive integer points of elliptic curve y 2 = x 3 + ax + b, a, b ∈ Z In 1987, D. Zagier submit the question of the integer points on y 2 = x 3 ‑ 27x + 62, it count a great deal to the study of the arithmetic properties of elliptic curves. In 2009, Zhu H L and Chen J H solved the problem of the integer points on y 2 = x 3 ‑ 27x + 62 by using algebraic number theory and P-adic analysis method. In 2010, By using the elementary method, Wu H M obtain all the integral points of elliptic curves y 2 = x 3 ‑ 27x ‑ 62. In 2015, Li Y Z and Cui B J solved the problem of the integer points on y 2 = x 3 ‑ 21x ‑ 90 By using the elementary method. In 2016, Guo J solved the problem of the integer points on y 2 = x 3 + 27x + 62 by using the elementary method. In 2017, Guo J proved that y 2 = x 3 ‑ 21x + 90 has no integer points by using the elementary method. Up to now, there is no relevant conclusions on the integral points of elliptic curves y 2 = x 3 + 3x ‑ 14, which is the subject of this paper. By using congruence and Legendre Symbol, it can be proved that elliptic curve y 2 = x 3 + 3x ‑ 14 has only one integer point: (x, y) = (2, 0).

  2. Integer aperture ambiguity resolution based on difference test

    NASA Astrophysics Data System (ADS)

    Zhang, Jingyu; Wu, Meiping; Li, Tao; Zhang, Kaidong

    2015-07-01

    Carrier-phase integer ambiguity resolution (IAR) is the key to highly precise, fast positioning and attitude determination with Global Navigation Satellite System (GNSS). It can be seen as the process of estimating the unknown cycle ambiguities of the carrier-phase observations as integers. Once the ambiguities are fixed, carrier phase data will act as the very precise range data. Integer aperture (IA) ambiguity resolution is the combination of acceptance testing and integer ambiguity resolution, which can realize better quality control of IAR. Difference test (DT) is one of the most popular acceptance tests. This contribution will give a detailed analysis about the following properties of IA ambiguity resolution based on DT: 1. The sharpest and loose upper bounds of DT are derived from the perspective of geometry. These bounds are very simple and easy to be computed, which give the range for the critical values of DT.

  3. Naval Postgraduate School Aircraft Synthesis Program (User’s Manual)

    DTIC Science & Technology

    1991-09-01

    LOGICAL DVFLAG CHARACTER ANS*6, TITLE*80, PHASE*8 INTEGER EN REAL MACHI, M&CH2 DIMENSION ALTD(6), XM& CH (6) 6590 IF(DVFLAG.EQ. .FALSE.) THEN !GIVE OPTION TO...7800 7840 WRITE (6, 78 45) 7845 FORMAT(/7X,’ENTER THE HORIZONTAL TAIL/CANARD’/ &7X,’WEIGHT SLOPE: ’,$) READ(5,7826,ERR-7840) SLOPE(3) IF((SLOPE(3).LT

  4. Formal Semanol Specification of Ada.

    DTIC Science & Technology

    1980-09-01

    concurrent task modeling involved very little change to the SEMANOL metalanguage. A primitive capable of initiating concurrent SEMANOL task processors...i.e., #CO-COMPUTE) and two primitivc-; corresponding to integer semaphores (i.c., #P and #V) were all that were required. In addition, these changes... synchronization techniques and choice of correct unblocking alternatives. We should note that it had been our original intention to use the Ada Translator program

  5. HIPPO Unit Commitment Version 1

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    2017-01-17

    Developed for the Midcontinent Independent System Operator, Inc. (MISO), HIPPO-Unit Commitment Version 1 is for solving security constrained unit commitment problem. The model was developed to solve MISO's cases. This version of codes includes I/O module to read in MISO's csv files, modules to create a state-based mixed integer programming formulation for solving MIP, and modules to test basic procedures to solve MIP via HPC.

  6. Item Selection for the Development of Parallel Forms from an IRT-Based Seed Test Using a Sampling and Classification Approach

    ERIC Educational Resources Information Center

    Chen, Pei-Hua; Chang, Hua-Hua; Wu, Haiyan

    2012-01-01

    Two sampling-and-classification-based procedures were developed for automated test assembly: the Cell Only and the Cell and Cube methods. A simulation study based on a 540-item bank was conducted to compare the performance of the procedures with the performance of a mixed-integer programming (MIP) method for assembling multiple parallel test…

  7. Optimum use of air tankers in initial attack: selection, basing, and transfer rules

    Treesearch

    Francis E. Greulich; William G. O' Regan

    1982-01-01

    Fire managers face two interrelated problems in deciding the most efficient use of air tankers: where best to base them, and how best to reallocate them each day in anticipation of fire occurrence. A computerized model based on a mixed integer linear program can help in assigning air tankers throughout the fire season. The model was tested using information from...

  8. Towards a theory of automated elliptic mesh generation

    NASA Technical Reports Server (NTRS)

    Cordova, J. Q.

    1992-01-01

    The theory of elliptic mesh generation is reviewed and the fundamental problem of constructing computational space is discussed. It is argued that the construction of computational space is an NP-Complete problem and therefore requires a nonstandard approach for its solution. This leads to the development of graph-theoretic, combinatorial optimization and integer programming algorithms. Methods for the construction of two dimensional computational space are presented.

  9. A Generalized Distance’ Estimation Procedure for Intra-Urban Interaction

    DTIC Science & Technology

    Bettinger . It is found that available estimation techniques necessarily result in non-integer solutions. A mathematical device is therefore...The estimation of urban and regional travel patterns has been a necessary part of current efforts to establish land use guidelines for the Texas...paper details computational experience with travel estimation within Corpus Christi, Texas, using a new convex programming approach of Charnes, Raike and

  10. MIADS2 ... an alphanumeric map information assembly and display system for a large computer

    Treesearch

    Elliot L. Amidon

    1966-01-01

    A major improvement and extension of the Map Information Assembly and Display System (MIADS) developed in 1964 is described. Basic principles remain unchanged, but the computer programs have been expanded and rewritten for a large computer, in Fortran IV and MAP languages. The code system is extended from 99 integers to about 2,200 alphanumeric 2-character codes. Hand-...

  11. Cloud-based large-scale air traffic flow optimization

    NASA Astrophysics Data System (ADS)

    Cao, Yi

    The ever-increasing traffic demand makes the efficient use of airspace an imperative mission, and this paper presents an effort in response to this call. Firstly, a new aggregate model, called Link Transmission Model (LTM), is proposed, which models the nationwide traffic as a network of flight routes identified by origin-destination pairs. The traversal time of a flight route is assumed to be the mode of distribution of historical flight records, and the mode is estimated by using Kernel Density Estimation. As this simplification abstracts away physical trajectory details, the complexity of modeling is drastically decreased, resulting in efficient traffic forecasting. The predicative capability of LTM is validated against recorded traffic data. Secondly, a nationwide traffic flow optimization problem with airport and en route capacity constraints is formulated based on LTM. The optimization problem aims at alleviating traffic congestions with minimal global delays. This problem is intractable due to millions of variables. A dual decomposition method is applied to decompose the large-scale problem such that the subproblems are solvable. However, the whole problem is still computational expensive to solve since each subproblem is an smaller integer programming problem that pursues integer solutions. Solving an integer programing problem is known to be far more time-consuming than solving its linear relaxation. In addition, sequential execution on a standalone computer leads to linear runtime increase when the problem size increases. To address the computational efficiency problem, a parallel computing framework is designed which accommodates concurrent executions via multithreading programming. The multithreaded version is compared with its monolithic version to show decreased runtime. Finally, an open-source cloud computing framework, Hadoop MapReduce, is employed for better scalability and reliability. This framework is an "off-the-shelf" parallel computing model that can be used for both offline historical traffic data analysis and online traffic flow optimization. It provides an efficient and robust platform for easy deployment and implementation. A small cloud consisting of five workstations was configured and used to demonstrate the advantages of cloud computing in dealing with large-scale parallelizable traffic problems.

  12. Distributed parallel computing in stochastic modeling of groundwater systems.

    PubMed

    Dong, Yanhui; Li, Guomin; Xu, Haizhen

    2013-03-01

    Stochastic modeling is a rapidly evolving, popular approach to the study of the uncertainty and heterogeneity of groundwater systems. However, the use of Monte Carlo-type simulations to solve practical groundwater problems often encounters computational bottlenecks that hinder the acquisition of meaningful results. To improve the computational efficiency, a system that combines stochastic model generation with MODFLOW-related programs and distributed parallel processing is investigated. The distributed computing framework, called the Java Parallel Processing Framework, is integrated into the system to allow the batch processing of stochastic models in distributed and parallel systems. As an example, the system is applied to the stochastic delineation of well capture zones in the Pinggu Basin in Beijing. Through the use of 50 processing threads on a cluster with 10 multicore nodes, the execution times of 500 realizations are reduced to 3% compared with those of a serial execution. Through this application, the system demonstrates its potential in solving difficult computational problems in practical stochastic modeling. © 2012, The Author(s). Groundwater © 2012, National Ground Water Association.

  13. Parameter-based stochastic simulation of selection and breeding for multiple traits

    Treesearch

    Jennifer Myszewski; Thomas Byram; Floyd Bridgwater

    2006-01-01

    To increase the adaptability and economic value of plantations, tree improvement professionals often manage multiple traits in their breeding programs. When these traits are unfavorably correlated, breeders must weigh the economic importance of each trait and select for a desirable aggregate phenotype. Stochastic simulation allows breeders to test the effects of...

  14. A Converse of a Result about the Floor Function by Hermite

    ERIC Educational Resources Information Center

    Mortici, Cristinel

    2012-01-01

    The floor function maps a real number to the largest previous integer. More precisely, floor(x)=[x] is the largest integer not greater than x. The square bracket notation [x] for the floor function was introduced by Gauss in his third proof of quadratic reciprocity in 1808. The floor function is also called the greatest integer or entier (French…

  15. Using Integer Clocks to Verify the Timing-Sync Sensor Network Protocol

    NASA Technical Reports Server (NTRS)

    Huang, Xiaowan; Singh, Anu; Smolka, Scott A.

    2010-01-01

    We use the UPPAAL model checker for Timed Automata to verify the Timing-Sync time-synchronization protocol for sensor networks (TPSN). The TPSN protocol seeks to provide network-wide synchronization of the distributed clocks in a sensor network. Clock-synchronization algorithms for sensor networks such as TPSN must be able to perform arithmetic on clock values to calculate clock drift and network propagation delays. They must be able to read the value of a local clock and assign it to another local clock. Such operations are not directly supported by the theory of Timed Automata. To overcome this formal-modeling obstacle, we augment the UPPAAL specification language with the integer clock derived type. Integer clocks, which are essentially integer variables that are periodically incremented by a global pulse generator, greatly facilitate the encoding of the operations required to synchronize clocks as in the TPSN protocol. With this integer-clock-based model of TPSN in hand, we use UPPAAL to verify that the protocol achieves network-wide time synchronization and is devoid of deadlock. We also use the UPPAAL Tracer tool to illustrate how integer clocks can be used to capture clock drift and resynchronization during protocol execution

  16. System and method for generating attitude determinations using GPS

    NASA Technical Reports Server (NTRS)

    Cohen, Clark E. (Inventor)

    1996-01-01

    A GPS attitude receiver for determining the attitude of a moving vehicle in conjunction with a first, a second, a third, and a fourth antenna mounted to the moving vehicle. Each of the antennas receives a plurality of GPS signals that each include a carrier component. For each of the carrier components of the received GPS signals there is an integer ambiguity associated with the first and fourth antennas, an integer ambiguity associated with second and fourth antennas, and an integer ambiguity associated with the third and fourth antennas. The GPS attitude receiver measures phase values for the carrier components of the GPS signals received from each of the antennas at a plurality of measurement epochs during an initialization period and at a measurement epoch after the initialization period. In response to the phase values measured at the measurement epochs during the initialization period, the GPS attitude receiver computes integer ambiguity resolution values representing resolution of the integer ambiguities. Then, in response to the computed integer ambiguity resolution values and the phase value measured at the measurement epoch after the initialization period, it computes values defining the attitude of the moving vehicle at the measurement epoch after the initialization period.

  17. Stochastic Control of Energy Efficient Buildings: A Semidefinite Programming Approach

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Ma, Xiao; Dong, Jin; Djouadi, Seddik M

    2015-01-01

    The key goal in energy efficient buildings is to reduce energy consumption of Heating, Ventilation, and Air- Conditioning (HVAC) systems while maintaining a comfortable temperature and humidity in the building. This paper proposes a novel stochastic control approach for achieving joint performance and power control of HVAC. We employ a constrained Stochastic Linear Quadratic Control (cSLQC) by minimizing a quadratic cost function with a disturbance assumed to be Gaussian. The problem is formulated to minimize the expected cost subject to a linear constraint and a probabilistic constraint. By using cSLQC, the problem is reduced to a semidefinite optimization problem, wheremore » the optimal control can be computed efficiently by Semidefinite programming (SDP). Simulation results are provided to demonstrate the effectiveness and power efficiency by utilizing the proposed control approach.« less

  18. Optimal Strategy for Integrated Dynamic Inventory Control and Supplier Selection in Unknown Environment via Stochastic Dynamic Programming

    NASA Astrophysics Data System (ADS)

    Sutrisno; Widowati; Solikhin

    2016-06-01

    In this paper, we propose a mathematical model in stochastic dynamic optimization form to determine the optimal strategy for an integrated single product inventory control problem and supplier selection problem where the demand and purchasing cost parameters are random. For each time period, by using the proposed model, we decide the optimal supplier and calculate the optimal product volume purchased from the optimal supplier so that the inventory level will be located at some point as close as possible to the reference point with minimal cost. We use stochastic dynamic programming to solve this problem and give several numerical experiments to evaluate the model. From the results, for each time period, the proposed model was generated the optimal supplier and the inventory level was tracked the reference point well.

  19. Scheduling the resident 80-hour work week: an operations research algorithm.

    PubMed

    Day, T Eugene; Napoli, Joseph T; Kuo, Paul C

    2006-01-01

    The resident 80-hour work week requires that programs now schedule duty hours. Typically, scheduling is performed in an empirical "trial-and-error" fashion. However, this is a classic "scheduling" problem from the field of operations research (OR). It is similar to scheduling issues that airlines must face with pilots and planes routing through various airports at various times. The authors hypothesized that an OR approach using iterative computer algorithms could provide a rational scheduling solution. Institution-specific constraints of the residency problem were formulated. A total of 56 residents are rotating through 4 hospitals. Additional constraints were dictated by the Residency Review Committee (RRC) rules or the specific surgical service. For example, at Hospital 1, during the weekday hours between 6 am and 6 pm, there will be a PGY4 or PGY5 and a PGY2 or PGY3 on-duty to cover Service "A." A series of equations and logic statements was generated to satisfy all constraints and requirements. These were restated in the Optimization Programming Language used by the ILOG software suite for solving mixed integer programming problems. An integer programming solution was generated to this resource-constrained assignment problem. A total of 30,900 variables and 12,443 constraints were required. A total of man-hours of programming were used; computer run-time was 25.9 hours. A weekly schedule was generated for each resident that satisfied the RRC regulations while fulfilling all stated surgical service requirements. Each required between 64 and 80 weekly resident duty hours. The authors conclude that OR is a viable approach to schedule resident work hours. This technique is sufficiently robust to accommodate changes in resident numbers, service requirements, and service and hospital rotations.

  20. GillesPy: A Python Package for Stochastic Model Building and Simulation.

    PubMed

    Abel, John H; Drawert, Brian; Hellander, Andreas; Petzold, Linda R

    2016-09-01

    GillesPy is an open-source Python package for model construction and simulation of stochastic biochemical systems. GillesPy consists of a Python framework for model building and an interface to the StochKit2 suite of efficient simulation algorithms based on the Gillespie stochastic simulation algorithms (SSA). To enable intuitive model construction and seamless integration into the scientific Python stack, we present an easy to understand, action-oriented programming interface. Here, we describe the components of this package and provide a detailed example relevant to the computational biology community.

  1. GillesPy: A Python Package for Stochastic Model Building and Simulation

    PubMed Central

    Abel, John H.; Drawert, Brian; Hellander, Andreas; Petzold, Linda R.

    2017-01-01

    GillesPy is an open-source Python package for model construction and simulation of stochastic biochemical systems. GillesPy consists of a Python framework for model building and an interface to the StochKit2 suite of efficient simulation algorithms based on the Gillespie stochastic simulation algorithms (SSA). To enable intuitive model construction and seamless integration into the scientific Python stack, we present an easy to understand, action-oriented programming interface. Here, we describe the components of this package and provide a detailed example relevant to the computational biology community. PMID:28630888

  2. Stochastic thermodynamics

    NASA Astrophysics Data System (ADS)

    Eichhorn, Ralf; Aurell, Erik

    2014-04-01

    'Stochastic thermodynamics as a conceptual framework combines the stochastic energetics approach introduced a decade ago by Sekimoto [1] with the idea that entropy can consistently be assigned to a single fluctuating trajectory [2]'. This quote, taken from Udo Seifert's [3] 2008 review, nicely summarizes the basic ideas behind stochastic thermodynamics: for small systems, driven by external forces and in contact with a heat bath at a well-defined temperature, stochastic energetics [4] defines the exchanged work and heat along a single fluctuating trajectory and connects them to changes in the internal (system) energy by an energy balance analogous to the first law of thermodynamics. Additionally, providing a consistent definition of trajectory-wise entropy production gives rise to second-law-like relations and forms the basis for a 'stochastic thermodynamics' along individual fluctuating trajectories. In order to construct meaningful concepts of work, heat and entropy production for single trajectories, their definitions are based on the stochastic equations of motion modeling the physical system of interest. Because of this, they are valid even for systems that are prevented from equilibrating with the thermal environment by external driving forces (or other sources of non-equilibrium). In that way, the central notions of equilibrium thermodynamics, such as heat, work and entropy, are consistently extended to the non-equilibrium realm. In the (non-equilibrium) ensemble, the trajectory-wise quantities acquire distributions. General statements derived within stochastic thermodynamics typically refer to properties of these distributions, and are valid in the non-equilibrium regime even beyond the linear response. The extension of statistical mechanics and of exact thermodynamic statements to the non-equilibrium realm has been discussed from the early days of statistical mechanics more than 100 years ago. This debate culminated in the development of linear response theory for small deviations from equilibrium, in which a general framework is constructed from the analysis of non-equilibrium states close to equilibrium. In a next step, Prigogine and others developed linear irreversible thermodynamics, which establishes relations between transport coefficients and entropy production on a phenomenological level in terms of thermodynamic forces and fluxes. However, beyond the realm of linear response no general theoretical results were available for quite a long time. This situation has changed drastically over the last 20 years with the development of stochastic thermodynamics, revealing that the range of validity of thermodynamic statements can indeed be extended deep into the non-equilibrium regime. Early developments in that direction trace back to the observations of symmetry relations between the probabilities for entropy production and entropy annihilation in non-equilibrium steady states [5-8] (nowadays categorized in the class of so-called detailed fluctuation theorems), and the derivations of the Bochkov-Kuzovlev [9, 10] and Jarzynski relations [11] (which are now classified as so-called integral fluctuation theorems). Apart from its fundamental theoretical interest, the developments in stochastic thermodynamics have experienced an additional boost from the recent experimental progress in fabricating, manipulating, controlling and observing systems on the micro- and nano-scale. These advances are not only of formidable use for probing and monitoring biological processes on the cellular, sub-cellular and molecular level, but even include the realization of a microscopic thermodynamic heat engine [12] or the experimental verification of Landauer's principle in a colloidal system [13]. The scientific program Stochastic Thermodynamics held between 4 and 15 March 2013, and hosted by The Nordic Institute for Theoretical Physics (Nordita), was attended by more than 50 scientists from the Nordic countries and elsewhere, amongst them many leading experts in the field. During the program, the most recent developments, open questions and new ideas in stochastic thermodynamics were presented and discussed. From the talks and debates, the notion of information in stochastic thermodynamics, the fundamental properties of entropy production (rate) in non-equilibrium, the efficiency of small thermodynamic machines and the characteristics of optimal protocols for the applied (cyclic) forces were crystallizing as main themes. Surprisingly, the long-studied adiabatic piston, its peculiarities and its relation to stochastic thermodynamics were also the subject of intense discussions. The comment on the Nordita program Stochastic Thermodynamics published in this issue of Physica Scripta exploits the Jarzynski relation for determining free energy differences in the adiabatic piston. This scientific program and the contribution presented here were made possible by the financial and administrative support of The Nordic Institute for Theoretical Physics.

  3. Two-stage fuzzy-stochastic robust programming: a hybrid model for regional air quality management.

    PubMed

    Li, Yongping; Huang, Guo H; Veawab, Amornvadee; Nie, Xianghui; Liu, Lei

    2006-08-01

    In this study, a hybrid two-stage fuzzy-stochastic robust programming (TFSRP) model is developed and applied to the planning of an air-quality management system. As an extension of existing fuzzy-robust programming and two-stage stochastic programming methods, the TFSRP can explicitly address complexities and uncertainties of the study system without unrealistic simplifications. Uncertain parameters can be expressed as probability density and/or fuzzy membership functions, such that robustness of the optimization efforts can be enhanced. Moreover, economic penalties as corrective measures against any infeasibilities arising from the uncertainties are taken into account. This method can, thus, provide a linkage to predefined policies determined by authorities that have to be respected when a modeling effort is undertaken. In its solution algorithm, the fuzzy decision space can be delimited through specification of the uncertainties using dimensional enlargement of the original fuzzy constraints. The developed model is applied to a case study of regional air quality management. The results indicate that reasonable solutions have been obtained. The solutions can be used for further generating pollution-mitigation alternatives with minimized system costs and for providing a more solid support for sound environmental decisions.

  4. Stochastic Geometric Models with Non-stationary Spatial Correlations in Lagrangian Fluid Flows

    NASA Astrophysics Data System (ADS)

    Gay-Balmaz, François; Holm, Darryl D.

    2018-01-01

    Inspired by spatiotemporal observations from satellites of the trajectories of objects drifting near the surface of the ocean in the National Oceanic and Atmospheric Administration's "Global Drifter Program", this paper develops data-driven stochastic models of geophysical fluid dynamics (GFD) with non-stationary spatial correlations representing the dynamical behaviour of oceanic currents. Three models are considered. Model 1 from Holm (Proc R Soc A 471:20140963, 2015) is reviewed, in which the spatial correlations are time independent. Two new models, called Model 2 and Model 3, introduce two different symmetry breaking mechanisms by which the spatial correlations may be advected by the flow. These models are derived using reduction by symmetry of stochastic variational principles, leading to stochastic Hamiltonian systems, whose momentum maps, conservation laws and Lie-Poisson bracket structures are used in developing the new stochastic Hamiltonian models of GFD.

  5. Stochastic Watershed Models for Risk Based Decision Making

    NASA Astrophysics Data System (ADS)

    Vogel, R. M.

    2017-12-01

    Over half a century ago, the Harvard Water Program introduced the field of operational or synthetic hydrology providing stochastic streamflow models (SSMs), which could generate ensembles of synthetic streamflow traces useful for hydrologic risk management. The application of SSMs, based on streamflow observations alone, revolutionized water resources planning activities, yet has fallen out of favor due, in part, to their inability to account for the now nearly ubiquitous anthropogenic influences on streamflow. This commentary advances the modern equivalent of SSMs, termed `stochastic watershed models' (SWMs) useful as input to nearly all modern risk based water resource decision making approaches. SWMs are deterministic watershed models implemented using stochastic meteorological series, model parameters and model errors, to generate ensembles of streamflow traces that represent the variability in possible future streamflows. SWMs combine deterministic watershed models, which are ideally suited to accounting for anthropogenic influences, with recent developments in uncertainty analysis and principles of stochastic simulation

  6. Stochastic Geometric Models with Non-stationary Spatial Correlations in Lagrangian Fluid Flows

    NASA Astrophysics Data System (ADS)

    Gay-Balmaz, François; Holm, Darryl D.

    2018-06-01

    Inspired by spatiotemporal observations from satellites of the trajectories of objects drifting near the surface of the ocean in the National Oceanic and Atmospheric Administration's "Global Drifter Program", this paper develops data-driven stochastic models of geophysical fluid dynamics (GFD) with non-stationary spatial correlations representing the dynamical behaviour of oceanic currents. Three models are considered. Model 1 from Holm (Proc R Soc A 471:20140963, 2015) is reviewed, in which the spatial correlations are time independent. Two new models, called Model 2 and Model 3, introduce two different symmetry breaking mechanisms by which the spatial correlations may be advected by the flow. These models are derived using reduction by symmetry of stochastic variational principles, leading to stochastic Hamiltonian systems, whose momentum maps, conservation laws and Lie-Poisson bracket structures are used in developing the new stochastic Hamiltonian models of GFD.

  7. Solving multistage stochastic programming models of portfolio selection with outstanding liabilities

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Edirisinghe, C.

    1994-12-31

    Models for portfolio selection in the presence of an outstanding liability have received significant attention, for example, models for pricing options. The problem may be described briefly as follows: given a set of risky securities (and a riskless security such as a bond), and given a set of cash flows, i.e., outstanding liability, to be met at some future date, determine an initial portfolio and a dynamic trading strategy for the underlying securities such that the initial cost of the portfolio is within a prescribed wealth level and the expected cash surpluses arising from trading is maximized. While the tradingmore » strategy should be self-financing, there may also be other restrictions such as leverage and short-sale constraints. Usually the treatment is limited to binomial evolution of uncertainty (of stock price), with possible extensions for developing computational bounds for multinomial generalizations. Posing as stochastic programming models of decision making, we investigate alternative efficient solution procedures under continuous evolution of uncertainty, for discrete time economies. We point out an important moment problem arising in the portfolio selection problem, the solution (or bounds) on which provides the basis for developing efficient computational algorithms. While the underlying stochastic program may be computationally tedious even for a modest number of trading opportunities (i.e., time periods), the derived algorithms may used to solve problems whose sizes are beyond those considered within stochastic optimization.« less

  8. Stochastic Education in Childhood: Examining the Learning of Teachers and Students

    ERIC Educational Resources Information Center

    de Souza, Antonio Carlos; Lopes, Celi Espasandin; de Oliveira, Débora

    2014-01-01

    This paper presents discussions on stochastic education in early childhood, based on two doctoral research projects carried out with groups of preschool teachers from public schools in the Brazilian cities of Suzano and São Paulo who were participating in a continuing education program. The objective is to reflect on the analysis of two didactic…

  9. Dynamic Distributed Cooperative Control of Multiple Heterogeneous Resources

    DTIC Science & Technology

    2012-10-01

    of the UAVs to maximize the total sensor footprint over the region of interest. The algorithm utilized to solve this problem was based on sampling a...and moving obstacles. Obstacle positions were assumed known a priori. Kingston and Beard [22] presented an algorithm to keep moving UAVs equally spaced...Planning Algorithms , Cambridge University Press, 2006. 11. Ma, C. S. and Miller, R. H., “Mixed integer linear programming trajectory generation for

  10. An Advanced Tabu Search Approach to Solving the Mixed Payload Airlift Load Planning Problem

    DTIC Science & Technology

    2009-03-01

    cargo, and the problem therefore becomes trivial. 3. Shoring: Some cargo requires shoring which is small planks of plywood stacked on top of each...Integer Programming Method In 1989, Kevin Ng examined the bin-packing MPALP for Canada’s C-130 aircraft (Ng 1992). His goal was to move a set of... leadership & ethics [ ] warfighting [ ] international security [ ] doctrine [X] other (specify): Military Airlift

  11. Optimal Partitioning of a Surveillance Space for Persistent Coverage Using Multiple Autonomous Unmanned Aerial Vehicles: An Integer Programming Approach

    DTIC Science & Technology

    2014-03-27

    asymptotically equal. Carlsson shows that the problem is solved by treating each subregion Ri as a traveling salesman problem (TSP) with a set of points that...terminal state to the goal. If no- travel zones are repre- sented as the union of regions Akx > Bk, the coverage problem can be expressed as an IP [14...3 1.2 Problem Statement

  12. Optimized Waterspace Management and Scheduling Using Mixed-Integer Linear Programming

    DTIC Science & Technology

    2016-01-01

    Complete [30]. Proposition 4.1 satisfies the first criterion. For the second criterion, we will use the Traveling Salesman Problem (TSP), which has been...A branch and cut algorithm for the symmetric generalized traveling salesman problem , Operations Research 45 (1997) 378–394. [33] J. Silberholz, B...Golden, The generalized traveling salesman problem : A new genetic algorithm ap- proach, Extended Horizons: Advances in Computing, Optimization, and

  13. Uncluttered Single-Image Visualization of Vascular Structures using GPU and Integer Programming

    PubMed Central

    Won, Joong-Ho; Jeon, Yongkweon; Rosenberg, Jarrett; Yoon, Sungroh; Rubin, Geoffrey D.; Napel, Sandy

    2013-01-01

    Direct projection of three-dimensional branching structures, such as networks of cables, blood vessels, or neurons onto a 2D image creates the illusion of intersecting structural parts and creates challenges for understanding and communication. We present a method for visualizing such structures, and demonstrate its utility in visualizing the abdominal aorta and its branches, whose tomographic images might be obtained by computed tomography or magnetic resonance angiography, in a single two-dimensional stylistic image, without overlaps among branches. The visualization method, termed uncluttered single-image visualization (USIV), involves optimization of geometry. This paper proposes a novel optimization technique that utilizes an interesting connection of the optimization problem regarding USIV to the protein structure prediction problem. Adopting the integer linear programming-based formulation for the protein structure prediction problem, we tested the proposed technique using 30 visualizations produced from five patient scans with representative anatomical variants in the abdominal aortic vessel tree. The novel technique can exploit commodity-level parallelism, enabling use of general-purpose graphics processing unit (GPGPU) technology that yields a significant speedup. Comparison of the results with the other optimization technique previously reported elsewhere suggests that, in most aspects, the quality of the visualization is comparable to that of the previous one, with a significant gain in the computation time of the algorithm. PMID:22291148

  14. An integer programming formulation of the parsimonious loss of heterozygosity problem.

    PubMed

    Catanzaro, Daniele; Labbé, Martine; Halldórsson, Bjarni V

    2013-01-01

    A loss of heterozygosity (LOH) event occurs when, by the laws of Mendelian inheritance, an individual should be heterozygote at a given site but, due to a deletion polymorphism, is not. Deletions play an important role in human disease and their detection could provide fundamental insights for the development of new diagnostics and treatments. In this paper, we investigate the parsimonious loss of heterozygosity problem (PLOHP), i.e., the problem of partitioning suspected polymorphisms from a set of individuals into a minimum number of deletion areas. Specifically, we generalize Halldórsson et al.'s work by providing a more general formulation of the PLOHP and by showing how one can incorporate different recombination rates and prior knowledge about the locations of deletions. Moreover, we show that the PLOHP can be formulated as a specific version of the clique partition problem in a particular class of graphs called undirected catch-point interval graphs and we prove its general $({\\cal NP})$-hardness. Finally, we provide a state-of-the-art integer programming (IP) formulation and strengthening valid inequalities to exactly solve real instances of the PLOHP containing up to 9,000 individuals and 3,000 SNPs. Our results give perspectives on the mathematics of the PLOHP and suggest new directions on the development of future efficient exact solution approaches.

  15. Automatic design of synthetic gene circuits through mixed integer non-linear programming.

    PubMed

    Huynh, Linh; Kececioglu, John; Köppe, Matthias; Tagkopoulos, Ilias

    2012-01-01

    Automatic design of synthetic gene circuits poses a significant challenge to synthetic biology, primarily due to the complexity of biological systems, and the lack of rigorous optimization methods that can cope with the combinatorial explosion as the number of biological parts increases. Current optimization methods for synthetic gene design rely on heuristic algorithms that are usually not deterministic, deliver sub-optimal solutions, and provide no guaranties on convergence or error bounds. Here, we introduce an optimization framework for the problem of part selection in synthetic gene circuits that is based on mixed integer non-linear programming (MINLP), which is a deterministic method that finds the globally optimal solution and guarantees convergence in finite time. Given a synthetic gene circuit, a library of characterized parts, and user-defined constraints, our method can find the optimal selection of parts that satisfy the constraints and best approximates the objective function given by the user. We evaluated the proposed method in the design of three synthetic circuits (a toggle switch, a transcriptional cascade, and a band detector), with both experimentally constructed and synthetic promoter libraries. Scalability and robustness analysis shows that the proposed framework scales well with the library size and the solution space. The work described here is a step towards a unifying, realistic framework for the automated design of biological circuits.

  16. Predicting protein contact map using evolutionary and physical constraints by integer programming.

    PubMed

    Wang, Zhiyong; Xu, Jinbo

    2013-07-01

    Protein contact map describes the pairwise spatial and functional relationship of residues in a protein and contains key information for protein 3D structure prediction. Although studied extensively, it remains challenging to predict contact map using only sequence information. Most existing methods predict the contact map matrix element-by-element, ignoring correlation among contacts and physical feasibility of the whole-contact map. A couple of recent methods predict contact map by using mutual information, taking into consideration contact correlation and enforcing a sparsity restraint, but these methods demand for a very large number of sequence homologs for the protein under consideration and the resultant contact map may be still physically infeasible. This article presents a novel method PhyCMAP for contact map prediction, integrating both evolutionary and physical restraints by machine learning and integer linear programming. The evolutionary restraints are much more informative than mutual information, and the physical restraints specify more concrete relationship among contacts than the sparsity restraint. As such, our method greatly reduces the solution space of the contact map matrix and, thus, significantly improves prediction accuracy. Experimental results confirm that PhyCMAP outperforms currently popular methods no matter how many sequence homologs are available for the protein under consideration. http://raptorx.uchicago.edu.

  17. The whole number axis integer linear transformation reversible information hiding algorithm on wavelet domain

    NASA Astrophysics Data System (ADS)

    Jiang, Zhuo; Xie, Chengjun

    2013-12-01

    This paper improved the algorithm of reversible integer linear transform on finite interval [0,255], which can realize reversible integer linear transform in whole number axis shielding data LSB (least significant bit). Firstly, this method use integer wavelet transformation based on lifting scheme to transform the original image, and select the transformed high frequency areas as information hiding area, meanwhile transform the high frequency coefficients blocks in integer linear way and embed the secret information in LSB of each coefficient, then information hiding by embedding the opposite steps. To extract data bits and recover the host image, a similar reverse procedure can be conducted, and the original host image can be lossless recovered. The simulation experimental results show that this method has good secrecy and concealment, after conducted the CDF (m, n) and DD (m, n) series of wavelet transformed. This method can be applied to information security domain, such as medicine, law and military.

  18. A GA based penalty function technique for solving constrained redundancy allocation problem of series system with interval valued reliability of components

    NASA Astrophysics Data System (ADS)

    Gupta, R. K.; Bhunia, A. K.; Roy, D.

    2009-10-01

    In this paper, we have considered the problem of constrained redundancy allocation of series system with interval valued reliability of components. For maximizing the overall system reliability under limited resource constraints, the problem is formulated as an unconstrained integer programming problem with interval coefficients by penalty function technique and solved by an advanced GA for integer variables with interval fitness function, tournament selection, uniform crossover, uniform mutation and elitism. As a special case, considering the lower and upper bounds of the interval valued reliabilities of the components to be the same, the corresponding problem has been solved. The model has been illustrated with some numerical examples and the results of the series redundancy allocation problem with fixed value of reliability of the components have been compared with the existing results available in the literature. Finally, sensitivity analyses have been shown graphically to study the stability of our developed GA with respect to the different GA parameters.

  19. Java Programming Language

    NASA Technical Reports Server (NTRS)

    Shaykhian, Gholam Ali

    2007-01-01

    The Java seminar covers the fundamentals of Java programming language. No prior programming experience is required for participation in the seminar. The first part of the seminar covers introductory concepts in Java programming including data types (integer, character, ..), operators, functions and constants, casts, input, output, control flow, scope, conditional statements, and arrays. Furthermore, introduction to Object-Oriented programming in Java, relationships between classes, using packages, constructors, private data and methods, final instance fields, static fields and methods, and overloading are explained. The second part of the seminar covers extending classes, inheritance hierarchies, polymorphism, dynamic binding, abstract classes, protected access. The seminar conclude by introducing interfaces, properties of interfaces, interfaces and abstract classes, interfaces and cailbacks, basics of event handling, user interface components with swing, applet basics, converting applications to applets, the applet HTML tags and attributes, exceptions and debugging.

  20. Edgelist phase unwrapping algorithm for time series InSAR analysis.

    PubMed

    Shanker, A Piyush; Zebker, Howard

    2010-03-01

    We present here a new integer programming formulation for phase unwrapping of multidimensional data. Phase unwrapping is a key problem in many coherent imaging systems, including time series synthetic aperture radar interferometry (InSAR), with two spatial and one temporal data dimensions. The minimum cost flow (MCF) [IEEE Trans. Geosci. Remote Sens. 36, 813 (1998)] phase unwrapping algorithm describes a global cost minimization problem involving flow between phase residues computed over closed loops. Here we replace closed loops by reliable edges as the basic construct, thus leading to the name "edgelist." Our algorithm has several advantages over current methods-it simplifies the representation of multidimensional phase unwrapping, it incorporates data from external sources, such as GPS, where available to better constrain the unwrapped solution, and it treats regularly sampled or sparsely sampled data alike. It thus is particularly applicable to time series InSAR, where data are often irregularly spaced in time and individual interferograms can be corrupted with large decorrelated regions. We show that, similar to the MCF network problem, the edgelist formulation also exhibits total unimodularity, which enables us to solve the integer program problem by using efficient linear programming tools. We apply our method to a persistent scatterer-InSAR data set from the creeping section of the Central San Andreas Fault and find that the average creep rate of 22 mm/Yr is constant within 3 mm/Yr over 1992-2004 but varies systematically with ground location, with a slightly higher rate in 1992-1998 than in 1999-2003.

  1. Introducing difference recurrence relations for faster semi-global alignment of long sequences.

    PubMed

    Suzuki, Hajime; Kasahara, Masahiro

    2018-02-19

    The read length of single-molecule DNA sequencers is reaching 1 Mb. Popular alignment software tools widely used for analyzing such long reads often take advantage of single-instruction multiple-data (SIMD) operations to accelerate calculation of dynamic programming (DP) matrices in the Smith-Waterman-Gotoh (SWG) algorithm with a fixed alignment start position at the origin. Nonetheless, 16-bit or 32-bit integers are necessary for storing the values in a DP matrix when sequences to be aligned are long; this situation hampers the use of the full SIMD width of modern processors. We proposed a faster semi-global alignment algorithm, "difference recurrence relations," that runs more rapidly than the state-of-the-art algorithm by a factor of 2.1. Instead of calculating and storing all the values in a DP matrix directly, our algorithm computes and stores mainly the differences between the values of adjacent cells in the matrix. Although the SWG algorithm and our algorithm can output exactly the same result, our algorithm mainly involves 8-bit integer operations, enabling us to exploit the full width of SIMD operations (e.g., 32) on modern processors. We also developed a library, libgaba, so that developers can easily integrate our algorithm into alignment programs. Our novel algorithm and optimized library implementation will facilitate accelerating nucleotide long-read analysis algorithms that use pairwise alignment stages. The library is implemented in the C programming language and available at https://github.com/ocxtal/libgaba .

  2. Quantum Hall effect in ac driven graphene: From the half-integer to the integer case

    NASA Astrophysics Data System (ADS)

    Ding, Kai-He; Lim, Lih-King; Su, Gang; Weng, Zheng-Yu

    2018-01-01

    We theoretically study the quantum Hall effect (QHE) in graphene with an ac electric field. Based on the tight-binding model, the structure of the half-integer Hall plateaus at σxy=±(n +1 /2 ) 4 e2/h (n is an integer) gets qualitatively changed with the addition of new integer Hall plateaus at σxy=±n (4 e2/h ) starting from the edges of the band center regime towards the band center with an increasing ac field. Beyond a critical field strength, a Hall plateau with σxy=0 can be realized at the band center, hence fully restoring a conventional integer QHE with particle-hole symmetry. Within a low-energy Hamiltonian for Dirac cones merging, we show a very good agreement with the tight-binding calculations for the Hall plateau transitions. We also obtain the band structure for driven graphene ribbons to provide a further understanding on the appearance of the new Hall plateaus, showing a trivial insulator behavior for the σxy=0 state. In the presence of disorder, we numerically study the disorder-induced destruction of the quantum Hall states in a finite driven sample and find that qualitative features known in the undriven disordered case are maintained.

  3. A Polynomial Time, Numerically Stable Integer Relation Algorithm

    NASA Technical Reports Server (NTRS)

    Ferguson, Helaman R. P.; Bailey, Daivd H.; Kutler, Paul (Technical Monitor)

    1998-01-01

    Let x = (x1, x2...,xn be a vector of real numbers. X is said to possess an integer relation if there exist integers a(sub i) not all zero such that a1x1 + a2x2 + ... a(sub n)Xn = 0. Beginning in 1977 several algorithms (with proofs) have been discovered to recover the a(sub i) given x. The most efficient of these existing integer relation algorithms (in terms of run time and the precision required of the input) has the drawback of being very unstable numerically. It often requires a numeric precision level in the thousands of digits to reliably recover relations in modest-sized test problems. We present here a new algorithm for finding integer relations, which we have named the "PSLQ" algorithm. It is proved in this paper that the PSLQ algorithm terminates with a relation in a number of iterations that is bounded by a polynomial in it. Because this algorithm employs a numerically stable matrix reduction procedure, it is free from the numerical difficulties, that plague other integer relation algorithms. Furthermore, its stability admits an efficient implementation with lower run times oil average than other algorithms currently in Use. Finally, this stability can be used to prove that relation bounds obtained from computer runs using this algorithm are numerically accurate.

  4. Investment portfolio of a pension fund: Stochastic model

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Bosch-Princep, M.; Fontanals-Albiol, H.

    1994-12-31

    This paper presents a stochastic programming model that aims at getting the optimal investment portfolio of a Pension Funds. The model has been designed bearing in mind the liabilities of the Funds to its members. The essential characteristic of the objective function and the constraints is the randomness of the coefficients and the right hand side of the constraints, so it`s necessary to use techniques of stochastic mathematical programming to get information about the amount of money that should be assigned to each sort of investment. It`s important to know the risky attitude of the person that has to takemore » decisions towards running risks. It incorporates the relation between the different coefficients of the objective function and constraints of each period of temporal horizon, through lineal and discrete random processes. Likewise, it includes the hypotheses that are related to Spanish law concerning the subject of Pension Funds.« less

  5. Interactive two-stage stochastic fuzzy programming for water resources management.

    PubMed

    Wang, S; Huang, G H

    2011-08-01

    In this study, an interactive two-stage stochastic fuzzy programming (ITSFP) approach has been developed through incorporating an interactive fuzzy resolution (IFR) method within an inexact two-stage stochastic programming (ITSP) framework. ITSFP can not only tackle dual uncertainties presented as fuzzy boundary intervals that exist in the objective function and the left- and right-hand sides of constraints, but also permit in-depth analyses of various policy scenarios that are associated with different levels of economic penalties when the promised policy targets are violated. A management problem in terms of water resources allocation has been studied to illustrate applicability of the proposed approach. The results indicate that a set of solutions under different feasibility degrees has been generated for planning the water resources allocation. They can help the decision makers (DMs) to conduct in-depth analyses of tradeoffs between economic efficiency and constraint-violation risk, as well as enable them to identify, in an interactive way, a desired compromise between satisfaction degree of the goal and feasibility of the constraints (i.e., risk of constraint violation). Copyright © 2011 Elsevier Ltd. All rights reserved.

  6. The role of predictive uncertainty in the operational management of reservoirs

    NASA Astrophysics Data System (ADS)

    Todini, E.

    2014-09-01

    The present work deals with the operational management of multi-purpose reservoirs, whose optimisation-based rules are derived, in the planning phase, via deterministic (linear and nonlinear programming, dynamic programming, etc.) or via stochastic (generally stochastic dynamic programming) approaches. In operation, the resulting deterministic or stochastic optimised operating rules are then triggered based on inflow predictions. In order to fully benefit from predictions, one must avoid using them as direct inputs to the reservoirs, but rather assess the "predictive knowledge" in terms of a predictive probability density to be operationally used in the decision making process for the estimation of expected benefits and/or expected losses. Using a theoretical and extremely simplified case, it will be shown why directly using model forecasts instead of the full predictive density leads to less robust reservoir management decisions. Moreover, the effectiveness and the tangible benefits for using the entire predictive probability density instead of the model predicted values will be demonstrated on the basis of the Lake Como management system, operational since 1997, as well as on the basis of a case study on the lake of Aswan.

  7. Programming Probabilistic Structural Analysis for Parallel Processing Computer

    NASA Technical Reports Server (NTRS)

    Sues, Robert H.; Chen, Heh-Chyun; Twisdale, Lawrence A.; Chamis, Christos C.; Murthy, Pappu L. N.

    1991-01-01

    The ultimate goal of this research program is to make Probabilistic Structural Analysis (PSA) computationally efficient and hence practical for the design environment by achieving large scale parallelism. The paper identifies the multiple levels of parallelism in PSA, identifies methodologies for exploiting this parallelism, describes the development of a parallel stochastic finite element code, and presents results of two example applications. It is demonstrated that speeds within five percent of those theoretically possible can be achieved. A special-purpose numerical technique, the stochastic preconditioned conjugate gradient method, is also presented and demonstrated to be extremely efficient for certain classes of PSA problems.

  8. Simulation-based planning for theater air warfare

    NASA Astrophysics Data System (ADS)

    Popken, Douglas A.; Cox, Louis A., Jr.

    2004-08-01

    Planning for Theatre Air Warfare can be represented as a hierarchy of decisions. At the top level, surviving airframes must be assigned to roles (e.g., Air Defense, Counter Air, Close Air Support, and AAF Suppression) in each time period in response to changing enemy air defense capabilities, remaining targets, and roles of opposing aircraft. At the middle level, aircraft are allocated to specific targets to support their assigned roles. At the lowest level, routing and engagement decisions are made for individual missions. The decisions at each level form a set of time-sequenced Courses of Action taken by opposing forces. This paper introduces a set of simulation-based optimization heuristics operating within this planning hierarchy to optimize allocations of aircraft. The algorithms estimate distributions for stochastic outcomes of the pairs of Red/Blue decisions. Rather than using traditional stochastic dynamic programming to determine optimal strategies, we use an innovative combination of heuristics, simulation-optimization, and mathematical programming. Blue decisions are guided by a stochastic hill-climbing search algorithm while Red decisions are found by optimizing over a continuous representation of the decision space. Stochastic outcomes are then provided by fast, Lanchester-type attrition simulations. This paper summarizes preliminary results from top and middle level models.

  9. An Analysis of the Multiple Objective Capital Budgeting Problem via Fuzzy Linear Integer (0-1) Programming.

    DTIC Science & Technology

    1980-05-31

    34 International Journal of Man- Machine Studies , Vol. 9, No. 1, 1977, pp. 1-68. [16] Zimmermann, H. J., Theory and Applications of Fuzzy Sets, Institut...Boston, Inc., Hingham, MA, 1978. [18] Yager, R. R., "Multiple Objective Decision-Making Using Fuzzy Sets," International Journal of Man- Machine Studies ...Professor of Industria Engineering ... iv t TABLE OF CONTENTS page ABSTRACT .. .. . ...... . .... ...... ........ iii LIST OF TABLES

  10. Extension of the firefly algorithm and preference rules for solving MINLP problems

    NASA Astrophysics Data System (ADS)

    Costa, M. Fernanda P.; Francisco, Rogério B.; Rocha, Ana Maria A. C.; Fernandes, Edite M. G. P.

    2017-07-01

    An extension of the firefly algorithm (FA) for solving mixed-integer nonlinear programming (MINLP) problems is presented. Although penalty functions are nowadays frequently used to handle integrality conditions and inequality and equality constraints, this paper proposes the implementation within the FA of a simple rounded-based heuristic and four preference rules to find and converge to MINLP feasible solutions. Preliminary numerical experiments are carried out to validate the proposed methodology.

  11. Generating a 2D Representation of a Complex Data Structure

    NASA Technical Reports Server (NTRS)

    James, Mark

    2006-01-01

    A computer program, designed to assist in the development and debugging of other software, generates a two-dimensional (2D) representation of a possibly complex n-dimensional (where n is an integer >2) data structure or abstract rank-n object in that other software. The nature of the 2D representation is such that it can be displayed on a non-graphical output device and distributed by non-graphical means.

  12. Graph Structured Program Evolution: Evolution of Loop Structures

    NASA Astrophysics Data System (ADS)

    Shirakawa, Shinichi; Nagao, Tomoharu

    Recently, numerous automatic programming techniques have been developed and applied in various fields. A typical example is genetic programming (GP), and various extensions and representations of GP have been proposed thus far. Complex programs and hand-written programs, however, may contain several loops and handle multiple data types. In this chapter, we propose a new method called Graph Structured Program Evolution (GRAPE). The representation of GRAPE is a graph structure; therefore, it can represent branches and loops using this structure. Each programis constructed as an arbitrary directed graph of nodes and a data set. The GRAPE program handles multiple data types using the data set for each type, and the genotype of GRAPE takes the form of a linear string of integers. We apply GRAPE to three test problems, factorial, exponentiation, and list sorting, and demonstrate that the optimum solution in each problem is obtained by the GRAPE system.

  13. [Stochastic model of infectious diseases transmission].

    PubMed

    Ruiz-Ramírez, Juan; Hernández-Rodríguez, Gabriela Eréndira

    2009-01-01

    Propose a mathematic model that shows how population structure affects the size of infectious disease epidemics. This study was conducted during 2004 at the University of Colima. It used generalized small-world network topology to represent contacts that occurred within and between families. To that end, two programs in MATLAB were conducted to calculate the efficiency of the network. The development of a program in the C programming language was also required, that represents the stochastic susceptible-infectious-removed model, and simultaneous results were obtained for the number of infected people. An increased number of families connected by meeting sites impacted the size of the infectious diseases by roughly 400%. Population structure influences the rapid spread of infectious diseases, reaching epidemic effects.

  14. Non-integer expansion embedding techniques for reversible image watermarking

    NASA Astrophysics Data System (ADS)

    Xiang, Shijun; Wang, Yi

    2015-12-01

    This work aims at reducing the embedding distortion of prediction-error expansion (PE)-based reversible watermarking. In the classical PE embedding method proposed by Thodi and Rodriguez, the predicted value is rounded to integer number for integer prediction-error expansion (IPE) embedding. The rounding operation makes a constraint on a predictor's performance. In this paper, we propose a non-integer PE (NIPE) embedding approach, which can proceed non-integer prediction errors for embedding data into an audio or image file by only expanding integer element of a prediction error while keeping its fractional element unchanged. The advantage of the NIPE embedding technique is that the NIPE technique can really bring a predictor into full play by estimating a sample/pixel in a noncausal way in a single pass since there is no rounding operation. A new noncausal image prediction method to estimate a pixel with four immediate pixels in a single pass is included in the proposed scheme. The proposed noncausal image predictor can provide better performance than Sachnev et al.'s noncausal double-set prediction method (where data prediction in two passes brings a distortion problem due to the fact that half of the pixels were predicted with the watermarked pixels). In comparison with existing several state-of-the-art works, experimental results have shown that the NIPE technique with the new noncausal prediction strategy can reduce the embedding distortion for the same embedding payload.

  15. Hybrid Differential Dynamic Programming with Stochastic Search

    NASA Technical Reports Server (NTRS)

    Aziz, Jonathan; Parker, Jeffrey; Englander, Jacob

    2016-01-01

    Differential dynamic programming (DDP) has been demonstrated as a viable approach to low-thrust trajectory optimization, namely with the recent success of NASAs Dawn mission. The Dawn trajectory was designed with the DDP-based Static Dynamic Optimal Control algorithm used in the Mystic software. Another recently developed method, Hybrid Differential Dynamic Programming (HDDP) is a variant of the standard DDP formulation that leverages both first-order and second-order state transition matrices in addition to nonlinear programming (NLP) techniques. Areas of improvement over standard DDP include constraint handling, convergence properties, continuous dynamics, and multi-phase capability. DDP is a gradient based method and will converge to a solution nearby an initial guess. In this study, monotonic basin hopping (MBH) is employed as a stochastic search method to overcome this limitation, by augmenting the HDDP algorithm for a wider search of the solution space.

  16. Mathematical analysis of a power-law form time dependent vector-borne disease transmission model.

    PubMed

    Sardar, Tridip; Saha, Bapi

    2017-06-01

    In the last few years, fractional order derivatives have been used in epidemiology to capture the memory phenomena. However, these models do not have proper biological justification in most of the cases and lack a derivation from a stochastic process. In this present manuscript, using theory of a stochastic process, we derived a general time dependent single strain vector borne disease model. It is shown that under certain choice of time dependent transmission kernel this model can be converted into the classical integer order system. When the time-dependent transmission follows a power law form, we showed that the model converted into a vector borne disease model with fractional order transmission. We explicitly derived the disease-free and endemic equilibrium of this new fractional order vector borne disease model. Using mathematical properties of nonlinear Volterra type integral equation it is shown that the unique disease-free state is globally asymptotically stable under certain condition. We define a threshold quantity which is epidemiologically known as the basic reproduction number (R 0 ). It is shown that if R 0 > 1, then the derived fractional order model has a unique endemic equilibrium. We analytically derived the condition for the local stability of the endemic equilibrium. To test the model capability to capture real epidemic, we calibrated our newly proposed model to weekly dengue incidence data of San Juan, Puerto Rico for the time period 30th April 1994 to 23rd April 1995. We estimated several parameters, including the order of the fractional derivative of the proposed model using aforesaid data. It is shown that our proposed fractional order model can nicely capture real epidemic. Copyright © 2017 Elsevier Inc. All rights reserved.

  17. A stochastic inference of de novo CNV detection and association test in multiplex schizophrenia families.

    PubMed

    Wang, Shi-Heng; Chen, Wei J; Tsai, Yu-Chin; Huang, Yung-Hsiang; Hwu, Hai-Gwo; Hsiao, Chuhsing K

    2013-01-01

    The copy number variation (CNV) is a type of genetic variation in the genome. It is measured based on signal intensity measures and can be assessed repeatedly to reduce the uncertainty in PCR-based typing. Studies have shown that CNVs may lead to phenotypic variation and modification of disease expression. Various challenges exist, however, in the exploration of CNV-disease association. Here we construct latent variables to infer the discrete CNV values and to estimate the probability of mutations. In addition, we propose to pool rare variants to increase the statistical power and we conduct family studies to mitigate the computational burden in determining the composition of CNVs on each chromosome. To explore in a stochastic sense the association between the collapsing CNV variants and disease status, we utilize a Bayesian hierarchical model incorporating the mutation parameters. This model assigns integers in a probabilistic sense to the quantitatively measured copy numbers, and is able to test simultaneously the association for all variants of interest in a regression framework. This integrative model can account for the uncertainty in copy number assignment and differentiate if the variation was de novo or inherited on the basis of posterior probabilities. For family studies, this model can accommodate the dependence within family members and among repeated CNV data. Moreover, the Mendelian rule can be assumed under this model and yet the genetic variation, including de novo and inherited variation, can still be included and quantified directly for each individual. Finally, simulation studies show that this model has high true positive and low false positive rates in the detection of de novo mutation.

  18. Designing optimal cell factories: integer programming couples elementary mode analysis with regulation

    PubMed Central

    2012-01-01

    Background Elementary mode (EM) analysis is ideally suited for metabolic engineering as it allows for an unbiased decomposition of metabolic networks in biologically meaningful pathways. Recently, constrained minimal cut sets (cMCS) have been introduced to derive optimal design strategies for strain improvement by using the full potential of EM analysis. However, this approach does not allow for the inclusion of regulatory information. Results Here we present an alternative, novel and simple method for the prediction of cMCS, which allows to account for boolean transcriptional regulation. We use binary linear programming and show that the design of a regulated, optimal metabolic network of minimal functionality can be formulated as a standard optimization problem, where EM and regulation show up as constraints. We validated our tool by optimizing ethanol production in E. coli. Our study showed that up to 70% of the predicted cMCS contained non-enzymatic, non-annotated reactions, which are difficult to engineer. These cMCS are automatically excluded by our approach utilizing simple weight functions. Finally, due to efficient preprocessing, the binary program remains computationally feasible. Conclusions We used integer programming to predict efficient deletion strategies to metabolically engineer a production organism. Our formulation utilizes the full potential of cMCS but adds additional flexibility to the design process. In particular our method allows to integrate regulatory information into the metabolic design process and explicitly favors experimentally feasible deletions. Our method remains manageable even if millions or potentially billions of EM enter the analysis. We demonstrated that our approach is able to correctly predict the most efficient designs for ethanol production in E. coli. PMID:22898474

  19. AN ADA LINEAR ALGEBRA PACKAGE MODELED AFTER HAL/S

    NASA Technical Reports Server (NTRS)

    Klumpp, A. R.

    1994-01-01

    This package extends the Ada programming language to include linear algebra capabilities similar to those of the HAL/S programming language. The package is designed for avionics applications such as Space Station flight software. In addition to the HAL/S built-in functions, the package incorporates the quaternion functions used in the Shuttle and Galileo projects, and routines from LINPAK that solve systems of equations involving general square matrices. Language conventions in this package follow those of HAL/S to the maximum extent practical and minimize the effort required for writing new avionics software and translating existent software into Ada. Valid numeric types in this package include scalar, vector, matrix, and quaternion declarations. (Quaternions are fourcomponent vectors used in representing motion between two coordinate frames). Single precision and double precision floating point arithmetic is available in addition to the standard double precision integer manipulation. Infix operators are used instead of function calls to define dot products, cross products, quaternion products, and mixed scalar-vector, scalar-matrix, and vector-matrix products. The package contains two generic programs: one for floating point, and one for integer. The actual component type is passed as a formal parameter to the generic linear algebra package. The procedures for solving systems of linear equations defined by general matrices include GEFA, GECO, GESL, and GIDI. The HAL/S functions include ABVAL, UNIT, TRACE, DET, INVERSE, TRANSPOSE, GET, PUT, FETCH, PLACE, and IDENTITY. This package is written in Ada (Version 1.2) for batch execution and is machine independent. The linear algebra software depends on nothing outside the Ada language except for a call to a square root function for floating point scalars (such as SQRT in the DEC VAX MATHLIB library). This program was developed in 1989, and is a copyrighted work with all copyright vested in NASA.

  20. Water resources planning and management : A stochastic dual dynamic programming approach

    NASA Astrophysics Data System (ADS)

    Goor, Q.; Pinte, D.; Tilmant, A.

    2008-12-01

    Allocating water between different users and uses, including the environment, is one of the most challenging task facing water resources managers and has always been at the heart of Integrated Water Resources Management (IWRM). As water scarcity is expected to increase over time, allocation decisions among the different uses will have to be found taking into account the complex interactions between water and the economy. Hydro-economic optimization models can capture those interactions while prescribing efficient allocation policies. Many hydro-economic models found in the literature are formulated as large-scale non linear optimization problems (NLP), seeking to maximize net benefits from the system operation while meeting operational and/or institutional constraints, and describing the main hydrological processes. However, those models rarely incorporate the uncertainty inherent to the availability of water, essentially because of the computational difficulties associated stochastic formulations. The purpose of this presentation is to present a stochastic programming model that can identify economically efficient allocation policies in large-scale multipurpose multireservoir systems. The model is based on stochastic dual dynamic programming (SDDP), an extension of traditional SDP that is not affected by the curse of dimensionality. SDDP identify efficient allocation policies while considering the hydrologic uncertainty. The objective function includes the net benefits from the hydropower and irrigation sectors, as well as penalties for not meeting operational and/or institutional constraints. To be able to implement the efficient decomposition scheme that remove the computational burden, the one-stage SDDP problem has to be a linear program. Recent developments improve the representation of the non-linear and mildly non- convex hydropower function through a convex hull approximation of the true hydropower function. This model is illustrated on a cascade of 14 reservoirs on the Nile river basin.

  1. Optimal preview control for a linear continuous-time stochastic control system in finite-time horizon

    NASA Astrophysics Data System (ADS)

    Wu, Jiang; Liao, Fucheng; Tomizuka, Masayoshi

    2017-01-01

    This paper discusses the design of the optimal preview controller for a linear continuous-time stochastic control system in finite-time horizon, using the method of augmented error system. First, an assistant system is introduced for state shifting. Then, in order to overcome the difficulty of the state equation of the stochastic control system being unable to be differentiated because of Brownian motion, the integrator is introduced. Thus, the augmented error system which contains the integrator vector, control input, reference signal, error vector and state of the system is reconstructed. This leads to the tracking problem of the optimal preview control of the linear stochastic control system being transformed into the optimal output tracking problem of the augmented error system. With the method of dynamic programming in the theory of stochastic control, the optimal controller with previewable signals of the augmented error system being equal to the controller of the original system is obtained. Finally, numerical simulations show the effectiveness of the controller.

  2. Stochastic simulation of human pulmonary blood flow and transit time frequency distribution based on anatomic and elasticity data.

    PubMed

    Huang, Wei; Shi, Jun; Yen, R T

    2012-12-01

    The objective of our study was to develop a computing program for computing the transit time frequency distributions of red blood cell in human pulmonary circulation, based on our anatomic and elasticity data of blood vessels in human lung. A stochastic simulation model was introduced to simulate blood flow in human pulmonary circulation. In the stochastic simulation model, the connectivity data of pulmonary blood vessels in human lung was converted into a probability matrix. Based on this model, the transit time of red blood cell in human pulmonary circulation and the output blood pressure were studied. Additionally, the stochastic simulation model can be used to predict the changes of blood flow in human pulmonary circulation with the advantage of the lower computing cost and the higher flexibility. In conclusion, a stochastic simulation approach was introduced to simulate the blood flow in the hierarchical structure of a pulmonary circulation system, and to calculate the transit time distributions and the blood pressure outputs.

  3. Enhancement of the Logistics Battle Command Model: Architecture Upgrades and Attrition Module Development

    DTIC Science & Technology

    2017-01-05

    module. 15. SUBJECT TERMS Logistics, attrition, discrete event simulation, Simkit, LBC 16. SECURITY CLASSIFICATION OF: Unclassified 17. LIMITATION...stochastics, and discrete event model programmed in Java building largely on the Simkit library. The primary purpose of the LBC model is to support...equations makes them incompatible with the discrete event construct of LBC. Bullard further advances this methodology by developing a stochastic

  4. Toward Control of Universal Scaling in Critical Dynamics

    DTIC Science & Technology

    2016-01-27

    program that aims to synergistically combine two powerful and very successful theories for non-linear stochastic dynamics of cooperative multi...RESPONSIBLE PERSON 19b. TELEPHONE NUMBER Uwe Tauber Uwe C. T? uber , Michel Pleimling, Daniel J. Stilwell 611102 c. THIS PAGE The public reporting burden...to synergistically combine two powerful and very successful theories for non-linear stochastic dynamics of cooperative multi-component systems, namely

  5. Mathematical Sciences Division 1992 Programs

    DTIC Science & Technology

    1992-10-01

    statistical theory that underlies modern signal analysis . There is a strong emphasis on stochastic processes and time series , particularly those which...include optimal resource planning and real- time scheduling of stochastic shop-floor processes. Scheduling systems will be developed that can adapt to...make forecasts for the length-of-service time series . Protocol analysis of these sessions will be used to idenify relevant contextual features and to

  6. Example Level 1 Ada/SQL (Structured Query Language) System Software

    DTIC Science & Technology

    1987-09-01

    PUTLINE ("EMPNAME JOB SALARY COMMISSION"); loop FETCH ( CURSOR ); INTO ( VEMP NAME , STR LAST ); T LEN INTEGER (STR LAST - V EMP NAME’FIRST + 1); for I in 1...begin PUT_LINE ("EMPNAME JOB SALARY DEPT"); loop FETCH (CURSOR); INTO ( VEMP NAME , STRLAST ); T_LEN := INTEGER (STRLAST - V_EMPNAME’FIRST + 1); for I in...NUMBERS OPEN ( CURSOR ); begin PUT_LINE ("EMP_NAME SALARY JOB"); loop FETCH ( CURSOR ); INTO ( VEMP NAME , STRLAST ); T_LEN := INTEGER (STR_LAST

  7. Decentralized stochastic control

    NASA Technical Reports Server (NTRS)

    Speyer, J. L.

    1980-01-01

    Decentralized stochastic control is characterized by being decentralized in that the information to one controller is not the same as information to another controller. The system including the information has a stochastic or uncertain component. This complicates the development of decision rules which one determines under the assumption that the system is deterministic. The system is dynamic which means the present decisions affect future system responses and the information in the system. This circumstance presents a complex problem where tools like dynamic programming are no longer applicable. These difficulties are discussed from an intuitive viewpoint. Particular assumptions are introduced which allow a limited theory which produces mechanizable affine decision rules.

  8. Mathematical programming (MP) model to determine optimal transportation infrastructure for geologic CO2 storage in the Illinois basin

    NASA Astrophysics Data System (ADS)

    Rehmer, Donald E.

    Analysis of results from a mathematical programming model were examined to 1) determine the least cost options for infrastructure development of geologic storage of CO2 in the Illinois Basin, and 2) perform an analysis of a number of CO2 emission tax and oil price scenarios in order to implement development of the least-cost pipeline networks for distribution of CO2. The model, using mixed integer programming, tested the hypothesis of whether viable EOR sequestration sites can serve as nodal points or hubs to expand the CO2 delivery infrastructure to more distal locations from the emissions sources. This is in contrast to previous model results based on a point-to- point model having direct pipeline segments from each CO2 capture site to each storage sink. There is literature on the spoke and hub problem that relates to airline scheduling as well as maritime shipping. A large-scale ship assignment problem that utilized integer linear programming was run on Excel Solver and described by Mourao et al., (2001). Other literature indicates that aircraft assignment in spoke and hub routes can also be achieved using integer linear programming (Daskin and Panayotopoulos, 1989; Hane et al., 1995). The distribution concept is basically the reverse of the "tree and branch" type (Rothfarb et al., 1970) gathering systems for oil and natural gas that industry has been developing for decades. Model results indicate that the inclusion of hubs as variables in the model yields lower transportation costs for geologic carbon dioxide storage over previous models of point-to-point infrastructure geometries. Tabular results and GIS maps of the selected scenarios illustrate that EOR sites can serve as nodal points or hubs for distribution of CO2 to distal oil field locations as well as deeper saline reservoirs. Revenue amounts and capture percentages both show an improvement over solutions when the hubs are not allowed to come into the solution. Other results indicate that geologic storage of CO2 into saline aquifers does not come into solutions selected by the model until the CO 2 emissions tax approaches 50/tonne. CO2 capture and storage begins to occur when the oil price is above 24.42 a barrel based on the constraints of the model. The annual storage capacity of the basin is nearly maximized when the net price of oil is as low as 40 per barrel and the CO2 emission tax is 60/tonne. The results from every subsequent scenario that was examined by this study demonstrate that EOR utilizing anthropogenically captured CO2 will earn net revenue, and thus represents an economically viable option for CO2 storage in the Illinois Basin.

  9. Simple proof of the impossibility of bit commitment in generalized probabilistic theories using cone programming

    NASA Astrophysics Data System (ADS)

    Sikora, Jamie; Selby, John

    2018-04-01

    Bit commitment is a fundamental cryptographic task, in which Alice commits a bit to Bob such that she cannot later change the value of the bit, while, simultaneously, the bit is hidden from Bob. It is known that ideal bit commitment is impossible within quantum theory. In this work, we show that it is also impossible in generalized probabilistic theories (under a small set of assumptions) by presenting a quantitative trade-off between Alice's and Bob's cheating probabilities. Our proof relies crucially on a formulation of cheating strategies as cone programs, a natural generalization of semidefinite programs. In fact, using the generality of this technique, we prove that this result holds for the more general task of integer commitment.

  10. Selecting university undergraduate student activities via compromised-analytical hierarchy process and 0-1 integer programming to maximize SETARA points

    NASA Astrophysics Data System (ADS)

    Nazri, Engku Muhammad; Yusof, Nur Ai'Syah; Ahmad, Norazura; Shariffuddin, Mohd Dino Khairri; Khan, Shazida Jan Mohd

    2017-11-01

    Prioritizing and making decisions on what student activities to be selected and conducted to fulfill the aspiration of a university as translated in its strategic plan must be executed with transparency and accountability. It is becoming even more crucial, particularly for universities in Malaysia with the recent budget cut imposed by the Malaysian government. In this paper, we illustrated how 0-1 integer programming (0-1 IP) model was implemented to select which activities among the forty activities proposed by the student body of Universiti Utara Malaysia (UUM) to be implemented for the 2017/2018 academic year. Two different models were constructed. The first model was developed to determine the minimum total budget that should be given to the student body by the UUM management to conduct all the activities that can fulfill the minimum targeted number of activities as stated in its strategic plan. On the other hand, the second model was developed to determine which activities to be selected based on the total budget already allocated beforehand by the UUM management towards fulfilling the requirements as set in its strategic plan. The selection of activities for the second model, was also based on the preference of the members of the student body whereby the preference value for each activity was determined using Compromised-Analytical Hierarchy Process. The outputs from both models were compared and discussed. The technique used in this study will be useful and suitable to be implemented by organizations with key performance indicator-oriented programs and having limited budget allocation issues.

  11. MEIGO: an open-source software suite based on metaheuristics for global optimization in systems biology and bioinformatics.

    PubMed

    Egea, Jose A; Henriques, David; Cokelaer, Thomas; Villaverde, Alejandro F; MacNamara, Aidan; Danciu, Diana-Patricia; Banga, Julio R; Saez-Rodriguez, Julio

    2014-05-10

    Optimization is the key to solving many problems in computational biology. Global optimization methods, which provide a robust methodology, and metaheuristics in particular have proven to be the most efficient methods for many applications. Despite their utility, there is a limited availability of metaheuristic tools. We present MEIGO, an R and Matlab optimization toolbox (also available in Python via a wrapper of the R version), that implements metaheuristics capable of solving diverse problems arising in systems biology and bioinformatics. The toolbox includes the enhanced scatter search method (eSS) for continuous nonlinear programming (cNLP) and mixed-integer programming (MINLP) problems, and variable neighborhood search (VNS) for Integer Programming (IP) problems. Additionally, the R version includes BayesFit for parameter estimation by Bayesian inference. The eSS and VNS methods can be run on a single-thread or in parallel using a cooperative strategy. The code is supplied under GPLv3 and is available at http://www.iim.csic.es/~gingproc/meigo.html. Documentation and examples are included. The R package has been submitted to BioConductor. We evaluate MEIGO against optimization benchmarks, and illustrate its applicability to a series of case studies in bioinformatics and systems biology where it outperforms other state-of-the-art methods. MEIGO provides a free, open-source platform for optimization that can be applied to multiple domains of systems biology and bioinformatics. It includes efficient state of the art metaheuristics, and its open and modular structure allows the addition of further methods.

  12. MEIGO: an open-source software suite based on metaheuristics for global optimization in systems biology and bioinformatics

    PubMed Central

    2014-01-01

    Background Optimization is the key to solving many problems in computational biology. Global optimization methods, which provide a robust methodology, and metaheuristics in particular have proven to be the most efficient methods for many applications. Despite their utility, there is a limited availability of metaheuristic tools. Results We present MEIGO, an R and Matlab optimization toolbox (also available in Python via a wrapper of the R version), that implements metaheuristics capable of solving diverse problems arising in systems biology and bioinformatics. The toolbox includes the enhanced scatter search method (eSS) for continuous nonlinear programming (cNLP) and mixed-integer programming (MINLP) problems, and variable neighborhood search (VNS) for Integer Programming (IP) problems. Additionally, the R version includes BayesFit for parameter estimation by Bayesian inference. The eSS and VNS methods can be run on a single-thread or in parallel using a cooperative strategy. The code is supplied under GPLv3 and is available at http://www.iim.csic.es/~gingproc/meigo.html. Documentation and examples are included. The R package has been submitted to BioConductor. We evaluate MEIGO against optimization benchmarks, and illustrate its applicability to a series of case studies in bioinformatics and systems biology where it outperforms other state-of-the-art methods. Conclusions MEIGO provides a free, open-source platform for optimization that can be applied to multiple domains of systems biology and bioinformatics. It includes efficient state of the art metaheuristics, and its open and modular structure allows the addition of further methods. PMID:24885957

  13. Optimal planning of co-firing alternative fuels with coal in a power plant by grey nonlinear mixed integer programming model.

    PubMed

    Ko, Andi Setiady; Chang, Ni-Bin

    2008-07-01

    Energy supply and use is of fundamental importance to society. Although the interactions between energy and environment were originally local in character, they have now widened to cover regional and global issues, such as acid rain and the greenhouse effect. It is for this reason that there is a need for covering the direct and indirect economic and environmental impacts of energy acquisition, transport, production and use. In this paper, particular attention is directed to ways of resolving conflict between economic and environmental goals by encouraging a power plant to consider co-firing biomass and refuse-derived fuel (RDF) with coal simultaneously. It aims at reducing the emission level of sulfur dioxide (SO(2)) in an uncertain environment, using the power plant in Michigan City, Indiana as an example. To assess the uncertainty by a comparative way both deterministic and grey nonlinear mixed integer programming (MIP) models were developed to minimize the net operating cost with respect to possible fuel combinations. It aims at generating the optimal portfolio of alternative fuels while maintaining the same electricity generation simultaneously. To ease the solution procedure stepwise relaxation algorithm was developed for solving the grey nonlinear MIP model. Breakeven alternative fuel value can be identified in the post-optimization stage for decision-making. Research findings show that the inclusion of RDF does not exhibit comparative advantage in terms of the net cost, albeit relatively lower air pollution impact. Yet it can be sustained by a charge system, subsidy program, or emission credit as the price of coal increases over time.

  14. Magnetic impurity effect on charge and magnetic order in doped La1.5Ca0.5CoO4

    NASA Astrophysics Data System (ADS)

    Horigane, K.; Hiraka, H.; Tomiyasu, K.; Ohoyama, K.; Louca, D.; Yamada, K.

    2012-02-01

    Neutron scattering experiments were performed on single crystals of magnetic impurity doped cobalt oxides La1.5Ca0.5CoO4 to characterize the charge and spin orders. We newly found contrasting impurity effects. Two types of magnetic peaks are observed at q = (0.5,0,L) with L = half-integer and integer in La1.5Ca0.5CoO4, while magnetic peak at L = half-integer (integer) was only observed in Mn (Fe)-substituted sample. Although Mn and Fe impurities degrade charge and magnetic order, Cr impurity stabilizes the ordering at x = 0.5. Based on the crystal structural analysis of Cr doped sample, we found that the excess oxygen and change of octahedron around Co3+ were realized in Cr doped sample.

  15. Fast parallel DNA-based algorithms for molecular computation: quadratic congruence and factoring integers.

    PubMed

    Chang, Weng-Long

    2012-03-01

    Assume that n is a positive integer. If there is an integer such that M (2) ≡ C (mod n), i.e., the congruence has a solution, then C is said to be a quadratic congruence (mod n). If the congruence does not have a solution, then C is said to be a quadratic noncongruence (mod n). The task of solving the problem is central to many important applications, the most obvious being cryptography. In this article, we describe a DNA-based algorithm for solving quadratic congruence and factoring integers. In additional to this novel contribution, we also show the utility of our encoding scheme, and of the algorithm's submodules. We demonstrate how a variety of arithmetic, shifted and comparative operations, namely bitwise and full addition, subtraction, left shifter and comparison perhaps are performed using strands of DNA.

  16. DOE Office of Scientific and Technical Information (OSTI.GOV)

    Zhang, Xiaohu; Shi, Di; Wang, Zhiwei

    Shunt FACTS devices, such as, a Static Var Compensator (SVC), are capable of providing local reactive power compensation. They are widely used in the network to reduce the real power loss and improve the voltage profile. This paper proposes a planning model based on mixed integer conic programming (MICP) to optimally allocate SVCs in the transmission network considering load uncertainty. The load uncertainties are represented by a number of scenarios. Reformulation and linearization techniques are utilized to transform the original non-convex model into a convex second order cone programming (SOCP) model. Numerical case studies based on the IEEE 30-bus systemmore » demonstrate the effectiveness of the proposed planning model.« less

  17. Optimization techniques applied to spectrum management for communications satellites

    NASA Astrophysics Data System (ADS)

    Ottey, H. R.; Sullivan, T. M.; Zusman, F. S.

    This paper describes user requirements, algorithms and software design features for the application of optimization techniques to the management of the geostationary orbit/spectrum resource. Relevant problems include parameter sensitivity analyses, frequency and orbit position assignment coordination, and orbit position allotment planning. It is shown how integer and nonlinear programming as well as heuristic search techniques can be used to solve these problems. Formalized mathematical objective functions that define the problems are presented. Constraint functions that impart the necessary solution bounds are described. A versatile program structure is outlined, which would allow problems to be solved in stages while varying the problem space, solution resolution, objective function and constraints.

  18. The Neighborhood Covering Heuristic (NCH) Approach for the General Mixed Integer Programming Problem

    DTIC Science & Technology

    2004-02-02

    5e. TASK NUMBER 5f. WORK UNIT NUMBER 7. PERFORMING ORGANIZATION NAME(S) AND ADDRESS(ES) Creative Action LLC 680 N. Portage Path Akron, OH 44303; The...University of Akron Department of Theoretical and Applied Mathematics Akron OH 44325-4002 8. PERFORMING ORGANIZATION REPORT NUMBER SF309 9...algorithm is naturally adaptable to a parallel architechture . In particular, under NCH, one could parcel out pieces of the problem to many processors

  19. Neuro Inspired Adaptive Perception and Control for Agile Mobility of Autonomous Vehicles in Uncertain and Hostile Environments

    DTIC Science & Technology

    2017-02-08

    Georgia Tech Research Corporation 505 Tenth Street NW Atlanta, GA 30332 -0420 ABSTRACT Final Report: MURI: Neuro-Inspired Adaptive Perception and...Conquer Strategy for Optimal Trajectory Planning via Mixed-Integer Programming, IEEE Transactions on Robotics, (12 2015): 0. doi: 10.1109/TRO...Learning Day, Microsoft Corporation , Cambridge, MA, May 18, 2015. (c) Presentations 09/06/2015 09/08/2015 125 131 Ali Borji, Dicky N. Sihite, Laurent Itti

  20. Program Manager: Journal of the Defense Systems Management College. Volume 19, Number 4, July-August 1990

    DTIC Science & Technology

    1990-08-01

    officials making process, innovation, integ- would be focused on customer were committed, as well as the Con- rity, and accountability. satisrceion...staff in the Department of The bill contains the following - Research and Information at the Defensetion which has as its goal to make S ms Managmnt Cov...Cost/Quantity Dynamics There is a necessary relationship 7 between unit costs and quantities procured, and the budget changes made. This relationship

  1. A two-level approach to large mixed-integer programs with application to cogeneration in energy-efficient buildings

    DOE PAGES

    Lin, Fu; Leyffer, Sven; Munson, Todd

    2016-04-12

    We study a two-stage mixed-integer linear program (MILP) with more than 1 million binary variables in the second stage. We develop a two-level approach by constructing a semi-coarse model that coarsens with respect to variables and a coarse model that coarsens with respect to both variables and constraints. We coarsen binary variables by selecting a small number of prespecified on/off profiles. We aggregate constraints by partitioning them into groups and taking convex combination over each group. With an appropriate choice of coarsened profiles, the semi-coarse model is guaranteed to find a feasible solution of the original problem and hence providesmore » an upper bound on the optimal solution. We show that solving a sequence of coarse models converges to the same upper bound with proven finite steps. This is achieved by adding violated constraints to coarse models until all constraints in the semi-coarse model are satisfied. We demonstrate the effectiveness of our approach in cogeneration for buildings. Here, the coarsened models allow us to obtain good approximate solutions at a fraction of the time required by solving the original problem. Extensive numerical experiments show that the two-level approach scales to large problems that are beyond the capacity of state-of-the-art commercial MILP solvers.« less

  2. A Mixed Integer Linear Program for Solving a Multiple Route Taxi Scheduling Problem

    NASA Technical Reports Server (NTRS)

    Montoya, Justin Vincent; Wood, Zachary Paul; Rathinam, Sivakumar; Malik, Waqar Ahmad

    2010-01-01

    Aircraft movements on taxiways at busy airports often create bottlenecks. This paper introduces a mixed integer linear program to solve a Multiple Route Aircraft Taxi Scheduling Problem. The outputs of the model are in the form of optimal taxi schedules, which include routing decisions for taxiing aircraft. The model extends an existing single route formulation to include routing decisions. An efficient comparison framework compares the multi-route formulation and the single route formulation. The multi-route model is exercised for east side airport surface traffic at Dallas/Fort Worth International Airport to determine if any arrival taxi time savings can be achieved by allowing arrivals to have two taxi routes: a route that crosses an active departure runway and a perimeter route that avoids the crossing. Results indicate that the multi-route formulation yields reduced arrival taxi times over the single route formulation only when a perimeter taxiway is used. In conditions where the departure aircraft are given an optimal and fixed takeoff sequence, accumulative arrival taxi time savings in the multi-route formulation can be as high as 3.6 hours more than the single route formulation. If the departure sequence is not optimal, the multi-route formulation results in less taxi time savings made over the single route formulation, but the average arrival taxi time is significantly decreased.

  3. Automatic Design of Synthetic Gene Circuits through Mixed Integer Non-linear Programming

    PubMed Central

    Huynh, Linh; Kececioglu, John; Köppe, Matthias; Tagkopoulos, Ilias

    2012-01-01

    Automatic design of synthetic gene circuits poses a significant challenge to synthetic biology, primarily due to the complexity of biological systems, and the lack of rigorous optimization methods that can cope with the combinatorial explosion as the number of biological parts increases. Current optimization methods for synthetic gene design rely on heuristic algorithms that are usually not deterministic, deliver sub-optimal solutions, and provide no guaranties on convergence or error bounds. Here, we introduce an optimization framework for the problem of part selection in synthetic gene circuits that is based on mixed integer non-linear programming (MINLP), which is a deterministic method that finds the globally optimal solution and guarantees convergence in finite time. Given a synthetic gene circuit, a library of characterized parts, and user-defined constraints, our method can find the optimal selection of parts that satisfy the constraints and best approximates the objective function given by the user. We evaluated the proposed method in the design of three synthetic circuits (a toggle switch, a transcriptional cascade, and a band detector), with both experimentally constructed and synthetic promoter libraries. Scalability and robustness analysis shows that the proposed framework scales well with the library size and the solution space. The work described here is a step towards a unifying, realistic framework for the automated design of biological circuits. PMID:22536398

  4. Unsplittable Flow in Paths and Trees and Column-Restricted Packing Integer Programs

    NASA Astrophysics Data System (ADS)

    Chekuri, Chandra; Ene, Alina; Korula, Nitish

    We consider the unsplittable flow problem (UFP) and the closely related column-restricted packing integer programs (CPIPs). In UFP we are given an edge-capacitated graph G = (V,E) and k request pairs R 1, ..., R k , where each R i consists of a source-destination pair (s i ,t i ), a demand d i and a weight w i . The goal is to find a maximum weight subset of requests that can be routed unsplittably in G. Most previous work on UFP has focused on the no-bottleneck case in which the maximum demand of the requests is at most the smallest edge capacity. Inspired by the recent work of Bansal et al. [3] on UFP on a path without the above assumption, we consider UFP on paths as well as trees. We give a simple O(logn) approximation for UFP on trees when all weights are identical; this yields an O(log2 n) approximation for the weighted case. These are the first non-trivial approximations for UFP on trees. We develop an LP relaxation for UFP on paths that has an integrality gap of O(log2 n); previously there was no relaxation with o(n) gap. We also consider UFP in general graphs and CPIPs without the no-bottleneck assumption and obtain new and useful results.

  5. A two-level approach to large mixed-integer programs with application to cogeneration in energy-efficient buildings

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Lin, Fu; Leyffer, Sven; Munson, Todd

    We study a two-stage mixed-integer linear program (MILP) with more than 1 million binary variables in the second stage. We develop a two-level approach by constructing a semi-coarse model that coarsens with respect to variables and a coarse model that coarsens with respect to both variables and constraints. We coarsen binary variables by selecting a small number of prespecified on/off profiles. We aggregate constraints by partitioning them into groups and taking convex combination over each group. With an appropriate choice of coarsened profiles, the semi-coarse model is guaranteed to find a feasible solution of the original problem and hence providesmore » an upper bound on the optimal solution. We show that solving a sequence of coarse models converges to the same upper bound with proven finite steps. This is achieved by adding violated constraints to coarse models until all constraints in the semi-coarse model are satisfied. We demonstrate the effectiveness of our approach in cogeneration for buildings. Here, the coarsened models allow us to obtain good approximate solutions at a fraction of the time required by solving the original problem. Extensive numerical experiments show that the two-level approach scales to large problems that are beyond the capacity of state-of-the-art commercial MILP solvers.« less

  6. Wheat forecast economics effect study. [value of improved information on crop inventories, production, imports and exports

    NASA Technical Reports Server (NTRS)

    Mehra, R. K.; Rouhani, R.; Jones, S.; Schick, I.

    1980-01-01

    A model to assess the value of improved information regarding the inventories, productions, exports, and imports of crop on a worldwide basis is discussed. A previously proposed model is interpreted in a stochastic control setting and the underlying assumptions of the model are revealed. In solving the stochastic optimization problem, the Markov programming approach is much more powerful and exact as compared to the dynamic programming-simulation approach of the original model. The convergence of a dual variable Markov programming algorithm is shown to be fast and efficient. A computer program for the general model of multicountry-multiperiod is developed. As an example, the case of one country-two periods is treated and the results are presented in detail. A comparison with the original model results reveals certain interesting aspects of the algorithms and the dependence of the value of information on the incremental cost function.

  7. Hybrid Differential Dynamic Programming with Stochastic Search

    NASA Technical Reports Server (NTRS)

    Aziz, Jonathan; Parker, Jeffrey; Englander, Jacob A.

    2016-01-01

    Differential dynamic programming (DDP) has been demonstrated as a viable approach to low-thrust trajectory optimization, namely with the recent success of NASA's Dawn mission. The Dawn trajectory was designed with the DDP-based Static/Dynamic Optimal Control algorithm used in the Mystic software.1 Another recently developed method, Hybrid Differential Dynamic Programming (HDDP),2, 3 is a variant of the standard DDP formulation that leverages both first-order and second-order state transition matrices in addition to nonlinear programming (NLP) techniques. Areas of improvement over standard DDP include constraint handling, convergence properties, continuous dynamics, and multi-phase capability. DDP is a gradient based method and will converge to a solution nearby an initial guess. In this study, monotonic basin hopping (MBH) is employed as a stochastic search method to overcome this limitation, by augmenting the HDDP algorithm for a wider search of the solution space.

  8. SLFP: a stochastic linear fractional programming approach for sustainable waste management.

    PubMed

    Zhu, H; Huang, G H

    2011-12-01

    A stochastic linear fractional programming (SLFP) approach is developed for supporting sustainable municipal solid waste management under uncertainty. The SLFP method can solve ratio optimization problems associated with random information, where chance-constrained programming is integrated into a linear fractional programming framework. It has advantages in: (1) comparing objectives of two aspects, (2) reflecting system efficiency, (3) dealing with uncertainty expressed as probability distributions, and (4) providing optimal-ratio solutions under different system-reliability conditions. The method is applied to a case study of waste flow allocation within a municipal solid waste (MSW) management system. The obtained solutions are useful for identifying sustainable MSW management schemes with maximized system efficiency under various constraint-violation risks. The results indicate that SLFP can support in-depth analysis of the interrelationships among system efficiency, system cost and system-failure risk. Copyright © 2011 Elsevier Ltd. All rights reserved.

  9. An inexact log-normal distribution-based stochastic chance-constrained model for agricultural water quality management

    NASA Astrophysics Data System (ADS)

    Wang, Yu; Fan, Jie; Xu, Ye; Sun, Wei; Chen, Dong

    2018-05-01

    In this study, an inexact log-normal-based stochastic chance-constrained programming model was developed for solving the non-point source pollution issues caused by agricultural activities. Compared to the general stochastic chance-constrained programming model, the main advantage of the proposed model is that it allows random variables to be expressed as a log-normal distribution, rather than a general normal distribution. Possible deviations in solutions caused by irrational parameter assumptions were avoided. The agricultural system management in the Erhai Lake watershed was used as a case study, where critical system factors, including rainfall and runoff amounts, show characteristics of a log-normal distribution. Several interval solutions were obtained under different constraint-satisfaction levels, which were useful in evaluating the trade-off between system economy and reliability. The applied results show that the proposed model could help decision makers to design optimal production patterns under complex uncertainties. The successful application of this model is expected to provide a good example for agricultural management in many other watersheds.

  10. Condition-dependent mate choice: A stochastic dynamic programming approach.

    PubMed

    Frame, Alicia M; Mills, Alex F

    2014-09-01

    We study how changing female condition during the mating season and condition-dependent search costs impact female mate choice, and what strategies a female could employ in choosing mates to maximize her own fitness. We address this problem via a stochastic dynamic programming model of mate choice. In the model, a female encounters males sequentially and must choose whether to mate or continue searching. As the female searches, her own condition changes stochastically, and she incurs condition-dependent search costs. The female attempts to maximize the quality of the offspring, which is a function of the female's condition at mating and the quality of the male with whom she mates. The mating strategy that maximizes the female's net expected reward is a quality threshold. We compare the optimal policy with other well-known mate choice strategies, and we use simulations to examine how well the optimal policy fares under imperfect information. Copyright © 2014 Elsevier Inc. All rights reserved.

  11. An inventory-theory-based interval-parameter two-stage stochastic programming model for water resources management

    NASA Astrophysics Data System (ADS)

    Suo, M. Q.; Li, Y. P.; Huang, G. H.

    2011-09-01

    In this study, an inventory-theory-based interval-parameter two-stage stochastic programming (IB-ITSP) model is proposed through integrating inventory theory into an interval-parameter two-stage stochastic optimization framework. This method can not only address system uncertainties with complex presentation but also reflect transferring batch (the transferring quantity at once) and period (the corresponding cycle time) in decision making problems. A case of water allocation problems in water resources management planning is studied to demonstrate the applicability of this method. Under different flow levels, different transferring measures are generated by this method when the promised water cannot be met. Moreover, interval solutions associated with different transferring costs also have been provided. They can be used for generating decision alternatives and thus help water resources managers to identify desired policies. Compared with the ITSP method, the IB-ITSP model can provide a positive measure for solving water shortage problems and afford useful information for decision makers under uncertainty.

  12. Stochastic flow shop scheduling of overlapping jobs on tandem machines in application to optimizing the US Army's deliberate nuclear, biological, and chemical decontamination process, (final report). Master's thesis

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Novikov, V.

    1991-05-01

    The U.S. Army's detailed equipment decontamination process is a stochastic flow shop which has N independent non-identical jobs (vehicles) which have overlapping processing times. This flow shop consists of up to six non-identical machines (stations). With the exception of one station, the processing times of the jobs are random variables. Based on an analysis of the processing times, the jobs for the 56 Army heavy division companies were scheduled according to the best shortest expected processing time - longest expected processing time (SEPT-LEPT) sequence. To assist in this scheduling the Gap Comparison Heuristic was developed to select the best SEPT-LEPTmore » schedule. This schedule was then used in balancing the detailed equipment decon line in order to find the best possible site configuration subject to several constraints. The detailed troop decon line, in which all jobs are independent and identically distributed, was then balanced. Lastly, an NBC decon optimization computer program was developed using the scheduling and line balancing results. This program serves as a prototype module for the ANBACIS automated NBC decision support system.... Decontamination, Stochastic flow shop, Scheduling, Stochastic scheduling, Minimization of the makespan, SEPT-LEPT Sequences, Flow shop line balancing, ANBACIS.« less

  13. Mixed integer simulation optimization for optimal hydraulic fracturing and production of shale gas fields

    NASA Astrophysics Data System (ADS)

    Li, J. C.; Gong, B.; Wang, H. G.

    2016-08-01

    Optimal development of shale gas fields involves designing a most productive fracturing network for hydraulic stimulation processes and operating wells appropriately throughout the production time. A hydraulic fracturing network design-determining well placement, number of fracturing stages, and fracture lengths-is defined by specifying a set of integer ordered blocks to drill wells and create fractures in a discrete shale gas reservoir model. The well control variables such as bottom hole pressures or production rates for well operations are real valued. Shale gas development problems, therefore, can be mathematically formulated with mixed-integer optimization models. A shale gas reservoir simulator is used to evaluate the production performance for a hydraulic fracturing and well control plan. To find the optimal fracturing design and well operation is challenging because the problem is a mixed integer optimization problem and entails computationally expensive reservoir simulation. A dynamic simplex interpolation-based alternate subspace (DSIAS) search method is applied for mixed integer optimization problems associated with shale gas development projects. The optimization performance is demonstrated with the example case of the development of the Barnett Shale field. The optimization results of DSIAS are compared with those of a pattern search algorithm.

  14. Interplay of Hofstadter and quantum Hall states in bilayer graphene

    NASA Astrophysics Data System (ADS)

    Spanton, Eric M.; Zibrov, Alexander A.; Zhou, Haoxin; Taniguchi, Takashi; Watanabe, Kenji; Young, Andrea

    Electron interactions in ultraclean systems such as graphene lead to the fractional quantum Hall effect in an applied magnetic field. Long wavelength periodic potentials from a moiré pattern in aligned boron nitride-graphene heterostructures may compete with such interactions and favor spatially ordered states (e.g. Wigner crystals orcharge density waves). To investigate this competition, we studied the bulk phase diagram of asymmetrically moiré-coupled bilayer graphene via multi-terminal magnetocapacitance measurements at ultra-high magnetic fields. Two quantum numbers characterize energy gaps in this regime: t, which indexes the Bloch bands, and s, which indexes the Landau level. Similar to past experiments, we observe the conventional integer and fractional quantum Hall gaps (t = 0), integer Hofstadter gaps (integer s and integer t ≠ 0), and fractional Bloch states associated with an expanded superlattice unit cell (fractional s and integer t). Additionally, we find states with fractional values for both s and t. Measurement of the capacitance matrix shows that these states occur on the layer exposed to the strong periodic potential. We discuss the results in terms of possible fractional quantum hall states unique to periodically modulated systems.

  15. Army Illumination Model v2 User’s Manual

    DTIC Science & Technology

    2011-09-01

    Fraction of city luminosity escaping above the horizontal from lamp fixtures 10–15% suggested month4 integer Month of year 2 digits day4 integer Day...of month 2 digits yr4 integer Year 4 digits utc4 real UTC time of observer Equivalent to Zulu or GMT 4 Table 1. AIM input values, their...from 0.10 to 0.15. 2.1.4 Record 4 2.1.4.1 Date and Time The month (1–12), day (1–31), 4- digit year and coordinated universal time (UTC) for the

  16. Modelling with Integer Variables.

    DTIC Science & Technology

    1984-01-01

    Computational Comparison of * ’Equivalent’ Mixed Integer Formulations," Naval Research Logistics Quarterly 28 (1981), pp. 115- 131 . 39. R. R, Meyer and...jE(i) 3 K ".- .e I " Z A . .,.. x jCI (i) IJ ~s ;:. ... i=I 1 1X. integer A- k . . . . . . . . . . . ... . ... . . . . . . . . . o...be such that Z X.. = 1 andIfxCi’e k jcI (i) 11 13 kx m). *x + E okv . Then by putting Xil and X.=O for j* i, j£I(i) kE (2.3.4) holds. Hence S’ Pi" As

  17. Radial Instabilities of a Pulsating Air Bubble in Water

    DTIC Science & Technology

    1990-01-30

    ERASEDISPLAY GOTO 100 ELSE C CALL ERASEDISPLAY CALL EXIr ENDIF END I 1 257 3 PRCA PM SHAPE VIRTUAL DRIVE(16384) WAVE1 (16384) , WAVE2 (16L8 4 ’ ,DC(16384)3...INTEGER DRIVE, WAVE1, WAVE2 , DC INTEGER ROW, COL, NCHAR, I, OSCADR, GENADR, INFO (50) , MAXVAL, MAXV INTEGER KOUNT REAL GEN, ATEMP, WTEMP, WATT, FREQ...IREC=1 26D CALL GETWAV (1, DC, OSCADR, I REC) CALL GETWAV (2, DRIVE, OSCADR, IREC) CALL GETWAV (3, WAVE1, OSCADR, IREC) CALL GETWAV (4, WAVE2 ,OSCADR

  18. Enhanced ant colony optimization for inventory routing problem

    NASA Astrophysics Data System (ADS)

    Wong, Lily; Moin, Noor Hasnah

    2015-10-01

    The inventory routing problem (IRP) integrates and coordinates two important components of supply chain management which are transportation and inventory management. We consider a one-to-many IRP network for a finite planning horizon. The demand for each product is deterministic and time varying as well as a fleet of capacitated homogeneous vehicles, housed at a depot/warehouse, delivers the products from the warehouse to meet the demand specified by the customers in each period. The inventory holding cost is product specific and is incurred at the customer sites. The objective is to determine the amount of inventory and to construct a delivery routing that minimizes both the total transportation and inventory holding cost while ensuring each customer's demand is met over the planning horizon. The problem is formulated as a mixed integer programming problem and is solved using CPLEX 12.4 to get the lower and upper bound (best integer) for each instance considered. We propose an enhanced ant colony optimization (ACO) to solve the problem and the built route is improved by using local search. The computational experiments demonstrating the effectiveness of our approach is presented.

  19. Nemo: an evolutionary and population genetics programming framework.

    PubMed

    Guillaume, Frédéric; Rougemont, Jacques

    2006-10-15

    Nemo is an individual-based, genetically explicit and stochastic population computer program for the simulation of population genetics and life-history trait evolution in a metapopulation context. It comes as both a C++ programming framework and an executable program file. Its object-oriented programming design gives it the flexibility and extensibility needed to implement a large variety of forward-time evolutionary models. It provides developers with abstract models allowing them to implement their own life-history traits and life-cycle events. Nemo offers a large panel of population models, from the Island model to lattice models with demographic or environmental stochasticity and a variety of already implemented traits (deleterious mutations, neutral markers and more), life-cycle events (mating, dispersal, aging, selection, etc.) and output operators for saving data and statistics. It runs on all major computer platforms including parallel computing environments. The source code, binaries and documentation are available under the GNU General Public License at http://nemo2.sourceforge.net.

  20. Stochastic hyperfine interactions modeling library

    NASA Astrophysics Data System (ADS)

    Zacate, Matthew O.; Evenson, William E.

    2011-04-01

    The stochastic hyperfine interactions modeling library (SHIML) provides a set of routines to assist in the development and application of stochastic models of hyperfine interactions. The library provides routines written in the C programming language that (1) read a text description of a model for fluctuating hyperfine fields, (2) set up the Blume matrix, upon which the evolution operator of the system depends, and (3) find the eigenvalues and eigenvectors of the Blume matrix so that theoretical spectra of experimental techniques that measure hyperfine interactions can be calculated. The optimized vector and matrix operations of the BLAS and LAPACK libraries are utilized; however, there was a need to develop supplementary code to find an orthonormal set of (left and right) eigenvectors of complex, non-Hermitian matrices. In addition, example code is provided to illustrate the use of SHIML to generate perturbed angular correlation spectra for the special case of polycrystalline samples when anisotropy terms of higher order than A can be neglected. Program summaryProgram title: SHIML Catalogue identifier: AEIF_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEIF_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: GNU GPL 3 No. of lines in distributed program, including test data, etc.: 8224 No. of bytes in distributed program, including test data, etc.: 312 348 Distribution format: tar.gz Programming language: C Computer: Any Operating system: LINUX, OS X RAM: Varies Classification: 7.4 External routines: TAPP [1], BLAS [2], a C-interface to BLAS [3], and LAPACK [4] Nature of problem: In condensed matter systems, hyperfine methods such as nuclear magnetic resonance (NMR), Mössbauer effect (ME), muon spin rotation (μSR), and perturbed angular correlation spectroscopy (PAC) measure electronic and magnetic structure within Angstroms of nuclear probes through the hyperfine interaction. When interactions fluctuate at rates comparable to the time scale of a hyperfine method, there is a loss in signal coherence, and spectra are damped. The degree of damping can be used to determine fluctuation rates, provided that theoretical expressions for spectra can be derived for relevant physical models of the fluctuations. SHIML provides routines to help researchers quickly develop code to incorporate stochastic models of fluctuating hyperfine interactions in calculations of hyperfine spectra. Solution method: Calculations are based on the method for modeling stochastic hyperfine interactions for PAC by Winkler and Gerdau [5]. The method is extended to include other hyperfine methods following the work of Dattagupta [6]. The code provides routines for reading model information from text files, allowing researchers to develop new models quickly without the need to modify computer code for each new model to be considered. Restrictions: In the present version of the code, only methods that measure the hyperfine interaction on one probe spin state, such as PAC, μSR, and NMR, are supported. Running time: Varies

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