MPI parallel programming of mixed integer optimization problems using CPLEX with COIN-OR

The aim of this technical report is to present some detailed explanations in order to help to understand and use the Message Passing Interface (MPI) parallel programming for solving several mixed integer optimization problems. We have developed a C++ experimental code that uses the IBM ILOG CPLEX optimizer within the COmputational INfrastructure for Operations Research (COIN-OR) and MPI parallel computing for solving the optimization models under UNIX-like systems. The computational experience illustrates how can we solve 44 optimization problems which are asymmetric with respect to the number of integer and continuous variables and the number of constraints. We also report a comparative with the speedup and efficiency of several strategies implemented for some available number of threads.

Scenario Cluster Lagrangian Decomposition in two stage stochastic mixed 0-1 optimization

In this paper we introduce four scenario Cluster based Lagrangian Decomposition (CLD) procedures for obtaining strong lower bounds to the (optimal) solution value of two-stage stochastic mixed 0-1 problems. At each iteration of the Lagrangian based procedures, the traditional aim consists of obtaining the solution value of the corresponding Lagrangian dual via solving scenario submodels once the nonanticipativity constraints have been dualized. Instead of considering a splitting variable representation over the set of scenarios, we propose to decompose the model into a set of scenario clusters. We compare the computational performance of the four Lagrange multiplier updating procedures, namely the Subgradient Method, the Volume Algorithm, the Progressive Hedging Algorithm and the Dynamic Constrained Cutting Plane scheme for different numbers of scenario clusters and different dimensions of the original problem. Our computational experience shows that the CLD bound and its computational effort depend on the number of scenario clusters to consider. In any case, our results show that the CLD procedures outperform the traditional LD scheme for single scenarios both in the quality of the bounds and computational effort. All the procedures have been implemented in a C++ experimental code. A broad computational experience is reported on a test of randomly generated instances by using the MIP solvers COIN-OR and CPLEX for the auxiliary mixed 0-1 cluster submodels, this last solver within the open source engine COIN-OR. We also give computational evidence of the model tightening effect that the preprocessing techniques, cut generation and appending and parallel computing tools have in stochastic integer optimization. Finally, we have observed that the plain use of both solvers does not provide the optimal solution of the instances included in the testbed with which we have experimented but for two toy instances in affordable elapsed time. On the other hand the proposed procedures provide strong lower bounds (or the same solution value) in a considerably shorter elapsed time for the quasi-optimal solution obtained by other means for the original stochastic problem.

Reference Points Based on Dynamic Optimisation: A Versatil Algorithm for Mixed Fishery Management with Bio-economic Agestructured Models

Single-species management objectives may not be consistent within mixed fisheries. They may lead species to unsafe situations, promote discarding of over-quota and/or misreporting of catches. We provide an algorithm for characterising bio-economic reference points for a mixed fishery as the steady-state solution of a dynamic optimal management problem. The optimisation problem takes into account: i) that species are fishing simultaneously in unselective fishing operations and ii)intertemporal discounting and fleet costs to relate reference points to discounted economic profits along optimal trajectories. We illustrate how the algorithm can be implemented by applying it to the European Northern Stock of Hake (Merluccius merluccius), where fleets also capture Northern megrim (Lepidorhombus whiffiagonis) and Northern anglerfish (Lophius piscatorius and Lophius budegassa). We find that optimal mixed management leads to a target reference point that is quite similar to the 2/3 of the Fmsy single-species (hake) target. Mixed management is superior to singlespecies management because it leads the fishery to higher discounted profits with higher long-term SSB for all species. We calculate that the losses due to the use of the Fmsy single-species (hake) target in this mixed fishery account for 11.4% of total discounted profits.

Generating cluster submodels from a multistage stochastic mixed integer optimization model using break stage

We present a scheme to generate clusters submodels with stage ordering from a (symmetric or a nonsymmetric one) multistage stochastic mixed integer optimization model using break stage. We consider a stochastic model in compact representation and MPS format with a known scenario tree. The cluster submodels are built by storing first the 0-1 the variables, stage by stage, and then the continuous ones, also stage by stage. A C++ experimental code has been implemented for reordering the stochastic model as well as the cluster decomposition after the relaxation of the non-anticipativiy constraints until the so-called breakstage. The computational experience shows better performance of the stage ordering in terms of elapsed time in a randomly generated testbed of multistage stochastic mixed integer problems.

Some experiments on solving multistage stochastic mixed 0-1 programs with time stochastic dominance constraints

In this work we extend to the multistage case two recent risk averse measures for two-stage stochastic programs based on first- and second-order stochastic dominance constraints induced by mixed-integer linear recourse. Additionally, we consider Time Stochastic Dominance (TSD) along a given horizon. Given the dimensions of medium-sized problems augmented by the new variables and constraints required by those risk measures, it is unrealistic to solve the problem up to optimality by plain use of MIP solvers in a reasonable computing time, at least. Instead of it, decomposition algorithms of some type should be used. We present an extension of our Branch-and-Fix Coordination algorithm, so named BFC-TSD, where a special treatment is given to cross scenario group constraints that link variables from different scenario groups. A broad computational experience is presented by comparing the risk neutral approach and the tested risk averse strategies. The performance of the new version of the BFC algorithm versus the plain use of a state-of-the-artMIP solver is also reported.

Efficiency vs. Stability in a Mixed Network Formation Model

Documentos de Trabajo

Coincidence point theorems in quasi-metric spaces without assuming the mixed monotone property and consequences in G-metric spaces

In this paper, we present some coincidence point theorems in the setting of quasi-metric spaces that can be applied to operators which not necessarily have the mixed monotone property. As a consequence, we particularize our results to the field of metric spaces, partially ordered metric spaces and G-metric spaces, obtaining some very recent results. Finally, we show how to use our main theorems to obtain coupled, tripled, quadrupled and multidimensional coincidence point results.

Humoral Immunity Links Candida albicans Infection and Celiac Disease

Objective The protein Hwp1, expressed on the pathogenic phase of Candida albicans, presents sequence analogy with the gluten protein gliadin and is also a substrate for transglutaminase. This had led to the suggestion that C. albicans infection (CI) may be a triggering factor for Celiac disease (CeD) onset. We investigated cross-immune reactivity between CeD and CI. Methods Serum IgG levels against recombinant Hwp1 and serological markers of CeD were measured in 87 CeD patients, 41 CI patients, and 98 healthy controls (HC). IgA and IgG were also measured in 20 individuals from each of these groups using microchips sensitized with 38 peptides designed from the N-terminal of Hwp1. Results CI and CeD patients had higher levels of anti-Hwp1 (p= 0.0005 and p= 0.004) and anti-gliadin (p= 0.002 and p= 0.0009) antibodies than HC but there was no significant difference between CeD and CI patients. CeD and CI patients had higher levels of anti-transglutaminase IgA than HC (p= 0.0001 and p= 0.0039). During CI, the increase in anti-Hwp1 paralleled the increase in anti-gliadin antibodies. Microchip analysis showed that CeD patients were more reactive against some Hwp1 peptides than CI patients, and that some deamidated peptides were more reactive than their native analogs. Binding of IgG from CeD patients to Hwp1 peptides was inhibited by gamma III gliadin peptides. Conclusions Humoral cross-reactivity between Hwp1 and gliadin was observed during CeD and CI. Increased reactivity to Hwp1 deamidated peptide suggests that transglutaminase is involved in this interplay. These results support the hypothesis that CI may trigger CeD onset in genetically-susceptible individuals.

Carbapenem-resistant and carbapenem-susceptible isogenic isolates of Klebsiella pneumoniae ST101 causing infection in a tertiary hospital

Background: In this study we describe the clinical and molecular characteristics of an outbreak due to carbapenem-resistant Klebsiella pneumoniae (CR-KP) producing CTX-M-15 and OXA-48 carbapenemase. Isogenic strains, carbapenem-susceptible K. pneumoniae (CS-KP) producing CTX-M-15, were also involved in the outbreak. Results: From October 2010 to December 2012 a total of 62 CR-KP and 23 CS-KP were isolated from clinical samples of 42 patients (22 had resistant isolates, 14 had susceptible isolates, and 6 had both CR and CS isolates). All patients had underlying diseases and 17 of them (14 patients with CR-KP and 3 with CS-KP) had received carbapenems previously. The range of carbapenem MICs for total isolates were: imipenem: 2 to >32 mu g/ml vs. <2 mu g/ml; meropenem: 4 to >32 mu g/ml vs. <2 mu g/ml; and ertapenem: 8 to >32 mu g/ml vs. <2 mu g/ml. All the isolates were also resistant to gentamicin, ciprofloxacin, and cotrimoxazole. Both types of isolates shared a common PFGE pattern associated with the multilocus sequence type 101 (ST101). The bla(CTX-M-15) gene was detected in all the isolates, whereas the bla(OXA-48) gene was only detected in CR-KP isolates on a 70 kb plasmid. Conclusions: The clonal spread of K. pneumoniae ST101 expressing the OXA-48 and CTX-M-15 beta-lactamases was the cause of an outbreak of CR-KP infections. CTX-M-15-producing isolates lacking the blaOXA-48 gene coexisted during the outbreak.

HPV infection, a described cause for human cancer: HPV detection and molecular mechanisms of HPV carcinogenesis (Review).

[en]Human papillomavirus (HPV) belongs to the Papillomaviridae virus family and it is one of the most common sexual transmission infections. HPV genome is composed of eight genes, including two early genes and six late genes. Among these late genes, E6 and E7 code for proteins that trigger cell-cycle re-entry in infected cells, which can lead to cervical cancer development. The IARC (International Agency for Research Cancer) proposed a guideline based on Hill’s criteria to determine whether the relation between HPV infection and cervical cancer is causal or not. Epidemiological studies have demonstrated that HPV infection is a necessary but non-sufficient cause for cervical cancer. Furthermore, HPV infection is considered the first necessary cause described of a human cancer, being HPV16 and 18 carcinogenic to humans and the most studied types. Cervical cancer is the second leading cause of cancer death among women worldwide. Different screening programs are carried out with the aim of preventing cervical cancer; such as cytologies and HPV tests. There are two main methods which are equally usable to detect HPV: the real-time PCR assays and the array assays. Regarding the molecular mechanisms of HPV mediated malignancies, E2, E6 and E7 proteins of HPV16 lead to immune response evasion, inducing IL-10 and TGF-β1 gene expression. Besides, E6 and E7 proteins allow cell-cycle reentry, phosphorylating RB and ubiquitinating p53 respectively. HPV genome integration in host genome leads to the alteration of host and viral genes expression, including oncogenes and tumor suppressor genes. However, the differences of E6 and E7 oncoproteins in different HPV types is poorly known due to the fact that almost the most studied HPV type has been HPV16.

Efficacy of a cognitive and behavioural psychotherapy applied by primary care psychologists in patients with mixed anxiety-depressive disorder: a research protocol

Background: In contrast with the recommendations of clinical practice guidelines, the most common treatment for anxiety and depressive disorders in primary care is pharmacological. The aim of this study is to assess the efficacy of a cognitive-behavioural psychological intervention, delivered by primary care psychologists in patients with mixed anxiety-depressive disorder compared to usual care. Methods/Design: This is an open-label, multicentre, randomized, and controlled study with two parallel groups. A random sample of 246 patients will be recruited with mild-to-moderate mixed anxiety-depressive disorder, from the target population on the lists of 41 primary care doctors. Patients will be randomly assigned to the intervention group, who will receive standardised cognitive-behavioural therapy delivered by psychologists together with usual care, or to a control group, who will receive usual care alone. The cognitive-behavioural therapy intervention is composed of eight individual 60-minute face-to face sessions conducted in eight consecutive weeks. A follow-up session will be conducted over the telephone, for reinforcement or referral as appropriate, 6 months after the intervention, as required. The primary outcome variable will be the change in scores on the Short Form-36 General Health Survey. We will also measure the change in the frequency and intensity of anxiety symptoms (State-Trait Anxiety Inventory) and depression (Beck Depression Inventory) at baseline, and 3, 6 and 12 months later. Additionally, we will collect information on the use of drugs and health care services. Discussion: The aim of this study is to assess the efficacy of a primary care-based cognitive-behavioural psychological intervention in patients with mixed anxiety-depressive disorder. The international scientific evidence has demonstrated the need for psychologists in primary care. However, given the differences between health policies and health services, it is important to test the effect of these psychological interventions in our geographical setting.