The extended Betz–Lanchester limit

A proposal for an extended formulation of the power coefficient of a wind turbine is presented. This new formulation is a generalization of the Betz–Lanchester expression for the power coefficient as function of the axial deceleration of the wind speed provoked by the wind turbine in operation. The extended power coefficient takes into account the benefits of the power produced and the cost associated to the production of this energy. By the simple model proposed is evidenced that the purely energetic optimum operation condition giving rise to the Betz–Lanchester limit (maximum energy produced) does not coincide with the global optimum operational condition (maximum benefit generated) if cost of energy and degradation of the wind turbine during operation is considered. The new extended power coefficient is a general parameter useful to define global optimum operation conditions for wind turbines, considering not only the energy production but also the maintenance cost and the economic cost associated to the life reduction of the machine.

Extended formulations, nonnegative factorizations, and randomized communication protocols

An extended formulation of a polyhedron P is a linear description of a polyhedron Q together with a linear map π such that π(Q)=P. These objects are of fundamental importance in polyhedral combinatorics and optimization theory, and the subject of a number of studies. Yannakakis’ factorization theorem (Yannakakis in J Comput Syst Sci 43(3):441–466, 1991) provides a surprising connection between extended formulations and communication complexity, showing that the smallest size of an extended formulation of $$P$$P equals the nonnegative rank of its slack matrix S. Moreover, Yannakakis also shows that the nonnegative rank of S is at most 2^c, where c is the complexity of any deterministic protocol computing S. In this paper, we show that the latter result can be strengthened when we allow protocols to be randomized. In particular, we prove that the base-2 logarithm of the nonnegative rank of any nonnegative matrix equals the minimum complexity of a randomized communication protocol computing the matrix in expectation. Using Yannakakis’ factorization theorem, this implies that the base-2 logarithm of the smallest size of an extended formulation of a polytope P equals the minimum complexity of a randomized communication protocol computing the slack matrix of P in expectation. We show that allowing randomization in the protocol can be crucial for obtaining small extended formulations. Specifically, we prove that for the spanning tree and perfect matching polytopes, small variance in the protocol forces large size in the extended formulation.

Polyhedral study of mixed integer sets arising from inventory problems

“Branch-and-cut” algorithm is one of the most efficient exact approaches to solve mixed integer programs. This algorithm combines the advantages of a pure branch-and-bound approach and cutting planes scheme. Branch-and-cut algorithm computes the linear programming relaxation of the problem at each node of the search tree which is improved by the use of cuts, i.e. by the inclusion of valid inequalities. It should be taken into account that selection of strongest cuts is crucial for their effective use in branch-and-cut algorithm. In this thesis, we focus on the derivation and use of cutting planes to solve general mixed integer problems, and in particular inventory problems combined with other problems such as distribution, supplier selection, vehicle routing, etc. In order to achieve this goal, we first consider substructures (relaxations) of such problems which are obtained by the coherent loss of information. The polyhedral structure of those simpler mixed integer sets is studied to derive strong valid inequalities. Finally those strong inequalities are included in the cutting plane algorithms to solve the general mixed integer problems. We study three mixed integer sets in this dissertation. The first two mixed integer sets arise as a subproblem of the lot-sizing with supplier selection, the network design and the vendor-managed inventory routing problems. These sets are variants of the well-known single node fixed-charge network set where a binary or integer variable is associated with the node. The third set occurs as a subproblem of mixed integer sets where incompatibility between binary variables is considered. We generate families of valid inequalities for those sets, identify classes of facet-defining inequalities, and discuss the separation problems associated with the inequalities. Then cutting plane frameworks are implemented to solve some mixed integer programs. Preliminary computational experiments are presented in this direction.

Finite element analysis of anisotropic optical waveguide with arbitrary index profile

This work presents the application of a scalar finite element formulation for Ex (TE-like) modes in anisotropic planar and channel waveguides with diagonal permittivity tensor, diffused in both transversal directions. This extended formulation considers explicitly both the variations of the refractive index and their spatial derivates inside of each finite element. Dispersion curves for Ex modes in planar and channel waveguides are shown, and the results compared with solutions obtained by other formulations.

On the role of boundary terms in the AdS/CFT correspondence

We consider a scalar field theory on AdS, and show that the usual AdS/CFT prescription is unable to map to the boundary a part of the information arising from the quantization in the bulk. We propose a solution to this problem by defining the energy of the theory in the bulk through the Noether current corresponding to time displacements, and, in addition, by introducing a proper generalized AdS/CFT prescription. We also show how this extended formulation could be used to consistently describe double-trace interactions in the boundary. The formalism is illustrated by focusing on the non-minimally coupled case using Dirichlet boundary conditions. © 2004 Published by Elsevier B.V.

Reformulação para um problema integrado de dimensionamento e sequenciamento de lotes

In this paper, some new constraints and an extended formulation are presented for a Lot Sizing and Scheduling Model proposed in the literature. In the production process considered a key material is prepared and is transformed into different final items. The sequencing decisions are related to the order in which the materials are processed and the lot sizing decisions are related to the final items production. The mathematical formulation considers sequence-dependent setup costs and times. Results of the computational tests executed using the software Cplex 10.0 showed that the performance of the branch-and-cut method can be improved by the proposed a priori reformulation.

Enhanced Mixed Integer Programming Techniques and Routing Problems

Mixed integer programming is up today one of the most widely used techniques for dealing with hard optimization problems. On the one side, many practical optimization problems arising from real-world applications (such as, e.g., scheduling, project planning, transportation, telecommunications, economics and finance, timetabling, etc) can be easily and effectively formulated as Mixed Integer linear Programs (MIPs). On the other hand, 50 and more years of intensive research has dramatically improved on the capability of the current generation of MIP solvers to tackle hard problems in practice. However, many questions are still open and not fully understood, and the mixed integer programming community is still more than active in trying to answer some of these questions. As a consequence, a huge number of papers are continuously developed and new intriguing questions arise every year. When dealing with MIPs, we have to distinguish between two different scenarios. The first one happens when we are asked to handle a general MIP and we cannot assume any special structure for the given problem. In this case, a Linear Programming (LP) relaxation and some integrality requirements are all we have for tackling the problem, and we are ``forced" to use some general purpose techniques. The second one happens when mixed integer programming is used to address a somehow structured problem. In this context, polyhedral analysis and other theoretical and practical considerations are typically exploited to devise some special purpose techniques. This thesis tries to give some insights in both the above mentioned situations. The first part of the work is focused on general purpose cutting planes, which are probably the key ingredient behind the success of the current generation of MIP solvers. Chapter 1 presents a quick overview of the main ingredients of a branch-and-cut algorithm, while Chapter 2 recalls some results from the literature in the context of disjunctive cuts and their connections with Gomory mixed integer cuts. Chapter 3 presents a theoretical and computational investigation of disjunctive cuts. In particular, we analyze the connections between different normalization conditions (i.e., conditions to truncate the cone associated with disjunctive cutting planes) and other crucial aspects as cut rank, cut density and cut strength. We give a theoretical characterization of weak rays of the disjunctive cone that lead to dominated cuts, and propose a practical method to possibly strengthen those cuts arising from such weak extremal solution. Further, we point out how redundant constraints can affect the quality of the generated disjunctive cuts, and discuss possible ways to cope with them. Finally, Chapter 4 presents some preliminary ideas in the context of multiple-row cuts. Very recently, a series of papers have brought the attention to the possibility of generating cuts using more than one row of the simplex tableau at a time. Several interesting theoretical results have been presented in this direction, often revisiting and recalling other important results discovered more than 40 years ago. However, is not clear at all how these results can be exploited in practice. As stated, the chapter is a still work-in-progress and simply presents a possible way for generating two-row cuts from the simplex tableau arising from lattice-free triangles and some preliminary computational results. The second part of the thesis is instead focused on the heuristic and exact exploitation of integer programming techniques for hard combinatorial optimization problems in the context of routing applications. Chapters 5 and 6 present an integer linear programming local search algorithm for Vehicle Routing Problems (VRPs). The overall procedure follows a general destroy-and-repair paradigm (i.e., the current solution is first randomly destroyed and then repaired in the attempt of finding a new improved solution) where a class of exponential neighborhoods are iteratively explored by heuristically solving an integer programming formulation through a general purpose MIP solver. Chapters 7 and 8 deal with exact branch-and-cut methods. Chapter 7 presents an extended formulation for the Traveling Salesman Problem with Time Windows (TSPTW), a generalization of the well known TSP where each node must be visited within a given time window. The polyhedral approaches proposed for this problem in the literature typically follow the one which has been proven to be extremely effective in the classical TSP context. Here we present an overall (quite) general idea which is based on a relaxed discretization of time windows. Such an idea leads to a stronger formulation and to stronger valid inequalities which are then separated within the classical branch-and-cut framework. Finally, Chapter 8 addresses the branch-and-cut in the context of Generalized Minimum Spanning Tree Problems (GMSTPs) (i.e., a class of NP-hard generalizations of the classical minimum spanning tree problem). In this chapter, we show how some basic ideas (and, in particular, the usage of general purpose cutting planes) can be useful to improve on branch-and-cut methods proposed in the literature.

Source terms for calculations of vaporizing and burning fuel sprays with non-unity Lewis numbers in gases with temperature-dependent thermal conductivities

Liquid-fueled burners are used in a number of propulsion devices ranging from internal combustion engines to gas turbines. The structure of spray flames is quite complex and involves a wide range of time and spatial scales in both premixed and non-premixed modes (Williams 1965; Luo et al. 2011). A number of spray-combustion regimes can be observed experimentally in canonical scenarios of practical relevance such as counterflow diffusion flames (Li 1997), as sketched in figure 1, and for which different microscalemodelling strategies are needed. In this study, source terms for the conservation equations are calculated for heating, vaporizing and burning sprays in the single-droplet combustion regime. The present analysis provides extended formulation for source terms, which include non-unity Lewis numbers and variable thermal conductivities.

Mathematical Programming Models for Influence Maximization on Social Networks

In this dissertation, we apply mathematical programming techniques (i.e., integer programming and polyhedral combinatorics) to develop exact approaches for influence maximization on social networks. We study four combinatorial optimization problems that deal with maximizing influence at minimum cost over a social network. To our knowl- edge, all previous work to date involving influence maximization problems has focused on heuristics and approximation. We start with the following viral marketing problem that has attracted a significant amount of interest from the computer science literature. Given a social network, find a target set of customers to seed with a product. Then, a cascade will be caused by these initial adopters and other people start to adopt this product due to the influence they re- ceive from earlier adopters. The idea is to find the minimum cost that results in the entire network adopting the product. We first study a problem called the Weighted Target Set Selection (WTSS) Prob- lem. In the WTSS problem, the diffusion can take place over as many time periods as needed and a free product is given out to the individuals in the target set. Restricting the number of time periods that the diffusion takes place over to be one, we obtain a problem called the Positive Influence Dominating Set (PIDS) problem. Next, incorporating partial incentives, we consider a problem called the Least Cost Influence Problem (LCIP). The fourth problem studied is the One Time Period Least Cost Influence Problem (1TPLCIP) which is identical to the LCIP except that we restrict the number of time periods that the diffusion takes place over to be one. We apply a common research paradigm to each of these four problems. First, we work on special graphs: trees and cycles. Based on the insights we obtain from special graphs, we develop efficient methods for general graphs. On trees, first, we propose a polynomial time algorithm. More importantly, we present a tight and compact extended formulation. We also project the extended formulation onto the space of the natural vari- ables that gives the polytope on trees. Next, building upon the result for trees---we derive the polytope on cycles for the WTSS problem; as well as a polynomial time algorithm on cycles. This leads to our contribution on general graphs. For the WTSS problem and the LCIP, using the observation that the influence propagation network must be a directed acyclic graph (DAG), the strong formulation for trees can be embedded into a formulation on general graphs. We use this to design and implement a branch-and-cut approach for the WTSS problem and the LCIP. In our computational study, we are able to obtain high quality solutions for random graph instances with up to 10,000 nodes and 20,000 edges (40,000 arcs) within a reasonable amount of time.

An extended finite element model coupled with level set method for stable pitting corrosion

Mass balance between metal and electrolytic solution, separated by a moving interface, in stable pit growth results in a set of governing equations which are solved for concentration field and interface position (pit boundary evolution), which requires only three inputs, namely the solid metal concentration, saturation concentration of the dissolved metal ions and diffusion coefficient. A combined eXtended Finite Element Model (XFEM) and level set method is developed in this paper. The extended finite element model handles the jump discontinuity in the metal concentrations at the interface, by using discontinuous-derivative enrichment formulation for concentration discontinuity at the interface. This eliminates the requirement of using front conforming mesh and re-meshing after each time step as in conventional finite element method. A numerical technique known as level set method tracks the position of the moving interface and updates it over time. Numerical analysis for pitting corrosion of stainless steel 304 is presented. The above proposed method is validated by comparing the numerical results with experimental results, exact solutions and some other approximate solutions.

An extended finite-element model coupled with level set method for analysis of growth of corrosion pits in metallic structures

Mass balance between metal and electrolytic solution, separated by a moving interface, in stable pit growth results in a set of governing equations which are solved for concentration field and interface position (pit boundary evolution). The interface experiences a jump discontinuity in metal concentration. The extended finite-element model (XFEM) handles this jump discontinuity by using discontinuous-derivative enrichment formulation, eliminating the requirement of using front conforming mesh and re-meshing after each time step as in the conventional finite-element method. However, prior interface location is required so as to solve the governing equations for concentration field for which a numerical technique, the level set method, is used for tracking the interface explicitly and updating it over time. The level set method is chosen as it is independent of shape and location of the interface. Thus, a combined XFEM and level set method is developed in this paper. Numerical analysis for pitting corrosion of stainless steel 304 is presented. The above proposed model is validated by comparing the numerical results with experimental results, exact solutions and some other approximate solutions. An empirical model for pitting potential is also derived based on the finite-element results. Studies show that pitting profile depends on factors such as ion concentration, solution pH and temperature to a large extent. Studying the individual and combined effects of these factors on pitting potential is worth knowing, as pitting potential directly influences corrosion rate.

Gastroretentive Extended-Release Floating Granules Prepared Using a Novel Fluidized Hot Melt Granulation (FHMG) Technique

The objective of this work was to investigate the feasibility of using a novel granulation technique, namely, fluidized hot melt granulation (FHMG), to prepare gastroretentive extended-release floating granules. In this study we have utilized FHMG, a solvent free process in which granulation is achieved with the aid of low melting point materials, using Compritol 888 ATO and Gelucire 50/13 as meltable binders, in place of conventional liquid binders. The physicochemical properties, morphology, floating properties, and drug release of the manufactured granules were investigated. Granules prepared by this method were spherical in shape and showed good flowability. The floating granules exhibited sustained release exceeding 10 h. Granule buoyancy (floating time and strength) and drug release properties were significantly influenced by formulation variables such as excipient type and concentration, and the physical characteristics (particle size, hydrophilicity) of the excipients. Drug release rate was increased by increasing the concentration of hydroxypropyl cellulose (HPC) and Gelucire 50/13, or by decreasing the particle size of HPC. Floating strength was improved through the incorporation of sodium bicarbonate and citric acid. Furthermore, floating strength was influenced by the concentration of HPC within the formulation. Granules prepared in this way show good physical characteristics, floating ability, and drug release properties when placed in simulated gastric fluid. Moreover, the drug release and floating properties can be controlled by modification of the ratio or physical characteristics of the excipients used in the formulation.

Solubility parameter based screening methods for early stage formulation development of itraconazole amorphous solid dispersions

Objectives: This article uses conventional and newly extended solubility parameter (δ) methods to identify polymeric materials capable of forming amorphous dispersions with itraconazole (itz). Methods: Combinations of itz and Soluplus, Eudragit E PO (EPO), Kollidon 17PF (17PF) or Kollidon VA64 (VA64) were prepared as amorphous solid dispersions using quench cooling and hot melt extrusion. Storage stability was evaluated under a range of conditions using differential scanning calorimetry and powder X-ray diffraction. Key findings: The rank order of itz miscibility with polymers using both conventional and novel δ-based approaches was 17PF > VA64 > Soluplus > EPO, and the application of the Flory–Huggins lattice model to itz–excipient binary systems corroborated the findings. The solid-state characterisation analyses of the formulations manufactured by melt extrusion correlated well with pre-formulation screening. Long-term storage studies showed that the physical stability of 17PF/vitamin E TPGS–itz was poor compared with Soluplus and VA64 formulations, and for EPO/itz systems variation in stability may be observed depending on the preparation method. Conclusion: Results have demonstrated that although δ-based screening may be useful in predicting the initial state of amorphous solid dispersions, assessment of the physical behaviour of the formulations at relevant temperatures may be more appropriate for the successful development of commercially acceptable amorphous drug products.

Analysis of the Coupled Stretching-Bending Problem of Stiffened Plates by a BEM Formulation Based on Reissner's Hypothesis

In this work, the plate bending formulation of the boundary element method - BEM, based on the Reissner's hypothesis, is extended to the analysis of plates reinforced by beams taking into account the membrane effects. The formulation is derived by assuming a zoned body where each sub-region defines a beam or a slab and all of them are represented by a chosen reference surface. Equilibrium and compatibility conditions are automatically imposed by the integral equations, which treat this composed structure as a single body. In order to reduce the number of degrees of freedom, the problem values defined on the interfaces are written in terms of their values on the beam axis. Initially are derived separated equations for the bending and stretching problems, but in the final system of equations the two problems are coupled and can not be treated separately. Finally are presented some numerical examples whose analytical results are known to show the accuracy of the proposed model.

Linear analysis of building floor structures by a BEM formulation based on Reissner's theory

In this work, the plate bending formulation of the boundary element method (BEM) based on the Reissner's hypothesis is extended to the analysis of zoned plates in order to model a building floor structure. In the proposed formulation each sub-region defines a beam or a slab and depending on the way the sub-regions are represented, one can have two different types of analysis. In the simple bending problem all sub-regions are defined by their middle surface. on the other hand, for the coupled stretching-bending problem all sub-regions are referred to a chosen reference surface, therefore eccentricity effects are taken into account. Equilibrium and compatibility conditions are automatically imposed by the integral equations, which treat this composed structure as a single body. The bending and stretching values defined on the interfaces are approximated along the beam width, reducing therefore the number of degrees of freedom. Then, in the proposed model the set of equations is written in terms of the problem values on the beam axis and on the external boundary without beams. Finally some numerical examples are presented to show the accuracy of the proposed model.