A dynamic programming approach to the formulation and solution of finite element equations

A method for formulating and algorithmically solving the equations of finite element problems is presented. The method starts with a parametric partition of the domain in juxtaposed strips that permits sweeping the whole region by a sequential addition (or removal) of adjacent strips. The solution of the difference equations constructed over that grid proceeds along with the addition removal of strips in a manner resembling the transfer matrix approach, except that different rules of composition that lead to numerically stable algorithms are used for the stiffness matrices of the strips. Dynamic programming and invariant imbedding ideas underlie the construction of such rules of composition. Among other features of interest, the present methodology provides to some extent the analyst's control over the type and quantity of data to be computed. In particular, the one-sweep method presented in Section 9, with no apparent counterpart in standard methods, appears to be very efficient insofar as time and storage is concerned. The paper ends with the presentation of a numerical example

Corporate social responsibility in portfolio selection: A "goal games" against nature approach

Nowadays, there is an uprising social pressure on big companies to incorporate into their decision-making process elements of the so-called social responsibility. Among the many implications of this fact, one relevant one is the need to include this new element in classic portfolio selection models. This paper meets this challenge by formulating a model that combines goal programming with "goal games" against nature in a scenario where the social responsibility is defined through the introduction of a battery of sustainability indicators amalgamated into a synthetic index. In this way, we have obtained an efficient model that only implies solving a small number of linear programming problems. The proposed approach has been tested and illustrated by using a case study related to the selection of securities in international markets.

Continuous multi-criteria methods for crop and soil conservation planning on La Colacha (Río Cuarto, Province of Cordoba, Argentina)

Agro-areas of Arroyos Menores (La Colacha) west and south of Rand south of R?o Cuarto (Prov. of Cordoba, Argentina) basins are very fertile but have high soil loses. Extreme rain events, inundations and other severe erosions forming gullies demand urgently actions in this area to avoid soil degradation and erosion supporting good levels of agro production. The authors first improved hydrologic data on La Colacha, evaluated the systems of soil uses and actions that could be recommended considering the relevant aspects of the study area and applied decision support systems (DSS) with mathematic tools for planning of defences and uses of soils in these areas. These were conducted here using multi-criteria models, in multi-criteria decision making (MCDM); first of discrete MCDM to chose among global types of use of soils, and then of continuous MCDM to evaluate and optimize combined actions, including repartition of soil use and the necessary levels of works for soil conservation and for hydraulic management to conserve against erosion these basins. Relatively global solutions for La Colacha area have been defined and were optimised by Linear Programming in Goal Programming forms that are presented as Weighted or Lexicographic Goal Programming and as Compromise Programming. The decision methods used are described, indicating algorithms used, and examples for some representative scenarios on La Colacha area are given.

Exploring the feasibility of integrating water issues into the CAPRI model

Although numerous modelling efforts have integrated food and water considerations at the farm or river basin level, very few agro-economic models are able to jointly assess water and food policies at the global level. The present report explores the feasibility of integrating water considerations into the CAPRI model. First, a literature review of modelling approaches integrating food and water issues has been conducted. Three agro-economic models, IMPACT, WATERSIM and GLOBIOM, have been analysed in detail. In addition, biophysical and hydrological models estimating agricultural water use have also been studied, in particular the global hydrological model WATERGAP and the LISFLOOD model. Thanks to the programming approach of its supply module, CAPRI shows a high potentiality to integrate environmental indicators as well as to enter new resource constraints (land potentially irrigated, irrigation water) and input-output relationships. At least in theory, the activity-based approach of the regional programming model in CAPRI allows differentiating between rainfed and irrigated activities. The suggested approach to include water into the CAPRI model involves creating an irrigation module and a water use module. The development of the CAPRI water module will enable to provide scientific assessment on agricultural water use within the EU and to analyze agricultural pressures on water resources. The feasibility of the approach has been tested in a pilot case study including two NUTS 2 regions (Andalucia in Spain and Midi-Pyrenees in France). Preliminary results are presented, highlighting the interrelations between water and agricultural developments in Europe. As a next step, it is foreseen to further develop the CAPRI water module to account for competition between agricultural and non-agricultural water use. This will imply building a water use sub-module to compute water use balances.

Automatic compile-time parallelization of logic programs for restricted, goal-level, independent and-parallelism.

A framework for the automatic parallelization of (constraint) logic programs is proposed and proved correct. Intuitively, the parallelization process replaces conjunctions of literals with parallel expressions. Such expressions trigger at run-time the exploitation of restricted, goal-level, independent and-parallelism. The parallelization process performs two steps. The first one builds a conditional dependency graph (which can be implified using compile-time analysis information), while the second transforms the resulting graph into linear conditional expressions, the parallel expressions of the &-Prolog language. Several heuristic algorithms for the latter ("annotation") process are proposed and proved correct. Algorithms are also given which determine if there is any loss of parallelism in the linearization process with respect to a proposed notion of maximal parallelism. Finally, a system is presented which implements the proposed approach. The performance of the different annotation algorithms is compared experimentally in this system by studying the time spent in parallelization and the effectiveness of the results in terms of speedups.

Exploiting goal independence in the analysis of logic programs

This paper illustrates the use of a top-down framework to obtain goal independent analyses of logic programs, a task which is usually associated with the bottom-up approach. While it is well known that the bottomup approach can be used, through the magic set transformation, for goal dependent analysis, it is less known that the top-down approach can be used for goal independent analysis. The paper describes two ways of doing the latter. We show how the results of a goal independent analysis can be used to speed up subsequent goal dependent analyses. However this speed-up may result in a loss of precisión. The influence of domain characteristics on this precisión is discussed and an experimental evaluation using a generic top-down analyzer is described.

Goal dependent vs goal independent analysis of logic programs

Goal independent analysis of logic programs is commonly discussed in the context of the bottom-up approach. However, while the literature is rich in descriptions of top-down analysers and their application, practical experience with bottom-up analysis is still in a preliminary stage. Moreover, the practical use of existing top-down frameworks for goal independent analysis has not been addressed in a practical system. We illustrate the efficient use of existing goal dependent, top-down frameworks for abstract interpretation in performing goal independent analyses of logic programs much the same as those usually derived from bottom-up frameworks. We present several optimizations for this flavour of top-down analysis. The approach is fully implemented within an existing top-down framework. Several implementation tradeoffs are discussed as well as the influence of domain characteristics. An experimental evaluation including a comparison with a bottom-up analysis for the domain Prop is presented. We conclude that the technique can offer advantages with respect to standard goal dependent analyses.

A Fuzzy approach based on dynamic programming and metaheuristics for selecting safeguards for risk management for information systems

In this paper we focus on the selection of safeguards in a fuzzy risk analysis and management methodology for information systems (IS). Assets are connected by dependency relationships, and a failure of one asset may affect other assets. After computing impact and risk indicators associated with previously identified threats, we identify and apply safeguards to reduce risks in the IS by minimizing the transmission probabilities of failures throughout the asset network. However, as safeguards have associated costs, the aim is to select the safeguards that minimize costs while keeping the risk within acceptable levels. To do this, we propose a dynamic programming-based method that incorporates simulated annealing to tackle optimizations problems.

Optimization methods for the operating room management under uncertainty: stochastic programming vs. decomposition approach

The operating theatres are the engine of the hospitals; proper management of the operating rooms and its staff represents a great challenge for managers and its results impact directly in the budget of the hospital. This work presents a MILP model for the efficient schedule of multiple surgeries in Operating Rooms (ORs) during a working day. This model considers multiple surgeons and ORs and different types of surgeries. Stochastic strategies are also implemented for taking into account the uncertain in surgery durations (pre-incision, incision, post-incision times). In addition, a heuristic-based methods and a MILP decomposition approach is proposed for solving large-scale ORs scheduling problems in computational efficient way. All these computer-aided strategies has been implemented in AIMMS, as an advanced modeling and optimization software, developing a user friendly solution tool for the operating room management under uncertainty.

Lock-free Parallel Dynamic Programming

We show a method for parallelizing top down dynamic programs in a straightforward way by a careful choice of a lock-free shared hash table implementation and randomization of the order in which the dynamic program computes its subproblems. This generic approach is applied to dynamic programs for knapsack, shortest paths, and RNA structure alignment, as well as to a state-of-the-art solution for minimizing the máximum number of open stacks. Experimental results are provided on three different modern multicore architectures which show that this parallelization is effective and reasonably scalable. In particular, we obtain over 10 times speedup for 32 threads on the open stacks problem.

An improved way for evaluating competences: A different approach to project management learning .;

This paper presents a formal initiative for monitoring the competence acquisition by a team of students with different backgrounds facing the experience of being working by projects and in a project. These students are inexperienced in the project management field and they play this game on a time-shared manner along with other activities. The goal of this experience is to make some improvements in determining the competence levels acquired by means of how the work is being done. The use of this information, which is out of the scope of this particular work, could make possible to bring additional information to the students involved in terms of their individual competencies and the identification of new opportunities of personal improvement.

MIRACLE at Ad-Hoc CLEF 2005: Merging and Combining Without Using a Single Approach

This paper presents the 2005 Miracle’s team approach to the Ad-Hoc Information Retrieval tasks. The goal for the experiments this year was twofold: to continue testing the effect of combination approaches on information retrieval tasks, and improving our basic processing and indexing tools, adapting them to new languages with strange encoding schemes. The starting point was a set of basic components: stemming, transforming, filtering, proper nouns extraction, paragraph extraction, and pseudo-relevance feedback. Some of these basic components were used in different combinations and order of application for document indexing and for query processing. Second-order combinations were also tested, by averaging or selective combination of the documents retrieved by different approaches for a particular query. In the multilingual track, we concentrated our work on the merging process of the results of monolingual runs to get the overall multilingual result, relying on available translations. In both cross-lingual tracks, we have used available translation resources, and in some cases we have used a combination approach.

MIRACLE’s Hybrid Approach to Bilingual and Monolingual Information Retrieval

The main goal of the bilingual and monolingual participation of the MIRACLE team in CLEF 2004 was to test the effect of combination approaches on information retrieval. The starting point was a set of basic components: stemming, transformation, filtering, generation of n-grams, weighting and relevance feedback. Some of these basic components were used in different combinations and order of application for document indexing and for query processing. A second order combination was also tested, mainly by averaging or selective combination of the documents retrieved by different approaches for a particular query.

An example of integration between en economic and an hydrologic model in the framework of water resource management problems

Growing scarcity, increasing demand and bad management of water resources are causing weighty competition for water and consequently managers are facing more and more pressure in an attempt to satisfy users? requirement. In many regions agriculture is one of the most important users at river basin scale since it concentrates high volumes of water consumption during relatively short periods (irrigation season), with a significant economic, social and environmental impact. The interdisciplinary characteristics of related water resources problems require, as established in the Water Framework Directive 2000/60/EC, an integrated and participative approach to water management and assigns an essential role to economic analysis as a decision support tool. For this reason, a methodology is developed to analyse the economic and environmental implications of water resource management under different scenarios, with a focus on the agricultural sector. This research integrates both economic and hydrologic components in modelling, defining scenarios of water resource management with the goal of preventing critical situations, such as droughts. The model follows the Positive Mathematical Programming (PMP) approach, an innovative methodology successfully used for agricultural policy analysis in the last decade and also applied in several analyses regarding water use in agriculture. This approach has, among others, the very important capability of perfectly calibrating the baseline scenario using a very limited database. However one important disadvantage is its limited capacity to simulate activities non-observed during the reference period but which could be adopted if the scenario changed. To overcome this problem the classical methodology is extended in order to simulate a more realistic farmers? response to new agricultural policies or modified water availability. In this way an economic model has been developed to reproduce the farmers? behaviour within two irrigation districts in the Tiber High Valley. This economic model is then integrated with SIMBAT, an hydrologic model developed for the Tiber basin which allows to simulate the balance between the water volumes available at the Montedoglio dam and the water volumes required by the various irrigation users.

Relational and Allegorical Semantics for Constraint Logic Programming

El cálculo de relaciones binarias fue creado por De Morgan en 1860 para ser posteriormente desarrollado en gran medida por Peirce y Schröder. Tarski, Givant, Freyd y Scedrov demostraron que las álgebras relacionales son capaces de formalizar la lógica de primer orden, la lógica de orden superior así como la teoría de conjuntos. A partir de los resultados matemáticos de Tarski y Freyd, esta tesis desarrolla semánticas denotacionales y operacionales para la programación lógica con restricciones usando el álgebra relacional como base. La idea principal es la utilización del concepto de semántica ejecutable, semánticas cuya característica principal es el que la ejecución es posible utilizando el razonamiento estándar del universo semántico, este caso, razonamiento ecuacional. En el caso de este trabajo, se muestra que las álgebras relacionales distributivas con un operador de punto fijo capturan toda la teoría y metateoría estándar de la programación lógica con restricciones incluyendo los árboles utilizados en la búsqueda de demostraciones. La mayor parte de técnicas de optimización de programas, evaluación parcial e interpretación abstracta pueden ser llevadas a cabo utilizando las semánticas aquí presentadas. La demostración de la corrección de la implementación resulta extremadamente sencilla. En la primera parte de la tesis, un programa lógico con restricciones es traducido a un conjunto de términos relacionales. La interpretación estándar en la teoría de conjuntos de dichas relaciones coincide con la semántica estándar para CLP. Las consultas contra el programa traducido son llevadas a cabo mediante la reescritura de relaciones. Para concluir la primera parte, se demuestra la corrección y equivalencia operacional de esta nueva semántica, así como se define un algoritmo de unificación mediante la reescritura de relaciones. La segunda parte de la tesis desarrolla una semántica para la programación lógica con restricciones usando la teoría de alegorías—versión categórica del álgebra de relaciones—de Freyd. Para ello, se definen dos nuevos conceptos de Categoría Regular de Lawvere y _-Alegoría, en las cuales es posible interpretar un programa lógico. La ventaja fundamental que el enfoque categórico aporta es la definición de una máquina categórica que mejora e sistema de reescritura presentado en la primera parte. Gracias al uso de relaciones tabulares, la máquina modela la ejecución eficiente sin salir de un marco estrictamente formal. Utilizando la reescritura de diagramas, se define un algoritmo para el cálculo de pullbacks en Categorías Regulares de Lawvere. Los dominios de las tabulaciones aportan información sobre la utilización de memoria y variable libres, mientras que el estado compartido queda capturado por los diagramas. La especificación de la máquina induce la derivación formal de un juego de instrucciones eficiente. El marco categórico aporta otras importantes ventajas, como la posibilidad de incorporar tipos de datos algebraicos, funciones y otras extensiones a Prolog, a la vez que se conserva el carácter 100% declarativo de nuestra semántica. ABSTRACT The calculus of binary relations was introduced by De Morgan in 1860, to be greatly developed by Peirce and Schröder, as well as many others in the twentieth century. Using different formulations of relational structures, Tarski, Givant, Freyd, and Scedrov have shown how relation algebras can provide a variable-free way of formalizing first order logic, higher order logic and set theory, among other formal systems. Building on those mathematical results, we develop denotational and operational semantics for Constraint Logic Programming using relation algebra. The idea of executable semantics plays a fundamental role in this work, both as a philosophical and technical foundation. We call a semantics executable when program execution can be carried out using the regular theory and tools that define the semantic universe. Throughout this work, the use of pure algebraic reasoning is the basis of denotational and operational results, eliminating all the classical non-equational meta-theory associated to traditional semantics for Logic Programming. All algebraic reasoning, including execution, is performed in an algebraic way, to the point we could state that the denotational semantics of a CLP program is directly executable. Techniques like optimization, partial evaluation and abstract interpretation find a natural place in our algebraic models. Other properties, like correctness of the implementation or program transformation are easy to check, as they are carried out using instances of the general equational theory. In the first part of the work, we translate Constraint Logic Programs to binary relations in a modified version of the distributive relation algebras used by Tarski. Execution is carried out by a rewriting system. We prove adequacy and operational equivalence of the semantics. In the second part of the work, the relation algebraic approach is improved by using allegory theory, a categorical version of the algebra of relations developed by Freyd and Scedrov. The use of allegories lifts the semantics to typed relations, which capture the number of logical variables used by a predicate or program state in a declarative way. A logic program is interpreted in a _-allegory, which is in turn generated from a new notion of Regular Lawvere Category. As in the untyped case, program translation coincides with program interpretation. Thus, we develop a categorical machine directly from the semantics. The machine is based on relation composition, with a pullback calculation algorithm at its core. The algorithm is defined with the help of a notion of diagram rewriting. In this operational interpretation, types represent information about memory allocation and the execution mechanism is more efficient, thanks to the faithful representation of shared state by categorical projections. We finish the work by illustrating how the categorical semantics allows the incorporation into Prolog of constructs typical of Functional Programming, like abstract data types, and strict and lazy functions.