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.

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.

Relating goal scheduling, precedence, and memory management in and-parallel execution of logic programs

The interactions among three important issues involved in the implementation of logic programs in parallel (goal scheduling, precedence, and memory management) are discussed. A simplified, parallel memory management model and an efficient, load-balancing goal scheduling strategy are presented. It is shown how, for systems which support "don't know" non-determinism, special care has to be taken during goal scheduling if the space recovery characteristics of sequential systems are to be preserved. A solution based on selecting only "newer" goals for execution is described, and an algorithm is proposed for efficiently maintaining and determining precedence relationships and variable ages across parallel goals. It is argued that the proposed schemes and algorithms make it possible to extend the storage performance of sequential systems to parallel execution without the considerable overhead previously associated with it. The results are applicable to a wide class of parallel and coroutining systems, and they represent an efficient alternative to "all heap" or "spaghetti stack" allocation models.

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 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.

Parallelizing irregular and pointer-based computations automatically: perspectives from logic and constraint programming

Irregular computations pose sorne of the most interesting and challenging problems in automatic parallelization. Irregularity appears in certain kinds of numerical problems and is pervasive in symbolic applications. Such computations often use dynamic data structures, which make heavy use of pointers. This complicates all the steps of a parallelizing compiler, from independence detection to task partitioning and placement. Starting in the mid 80s there has been significant progress in the development of parallelizing compilers for logic pro­gramming (and more recently, constraint programming) resulting in quite capable paralle­lizers. The typical applications of these paradigms frequently involve irregular computations, and make heavy use of dynamic data structures with pointers, since logical variables represent in practice a well-behaved form of pointers. This arguably makes the techniques used in these compilers potentially interesting. In this paper, we introduce in a tutoríal way, sorne of the problems faced by parallelizing compilers for logic and constraint programs and provide pointers to sorne of the significant progress made in the area. In particular, this work has resulted in a series of achievements in the areas of inter-procedural pointer aliasing analysis for independence detection, cost models and cost analysis, cactus-stack memory management, techniques for managing speculative and irregular computations through task granularity control and dynamic task allocation such as work-stealing schedulers), etc.

Designing a high performance parallel logic programming system

Compilation techniques such as those portrayed by the Warren Abstract Machine(WAM) have greatly improved the speed of execution of logic programs. The research presented herein is geared towards providing additional performance to logic programs through the use of parallelism, while preserving the conventional semantics of logic languages. Two áreas to which special attention is given are the preservation of sequential performance and storage efficiency, and the use of low overhead mechanisms for controlling parallel execution. Accordingly, the techniques used for supporting parallelism are efficient extensions of those which have brought high inferencing speeds to sequential implementations. At a lower level, special attention is also given to design and simulation detail and to the architectural implications of the execution model behavior. This paper offers an overview of the basic concepts and techniques used in the parallel design, simulation tools used, and some of the results obtained to date.

Effectiveness of abstract interpretation in automatic parallelization: a case study in logic programming

We report on a detailed study of the application and effectiveness of program analysis based on abstract interpretation to automatic program parallelization. We study the case of parallelizing logic programs using the notion of strict independence. We first propose and prove correct a methodology for the application in the parallelization task of the information inferred by abstract interpretation, using a parametric domain. The methodology is generic in the sense of allowing the use of different analysis domains. A number of well-known approximation domains are then studied and the transformation into the parametric domain defined. The transformation directly illustrates the relevance and applicability of each abstract domain for the application. Both local and global analyzers are then built using these domains and embedded in a complete parallelizing compiler. Then, the performance of the domains in this context is assessed through a number of experiments. A comparatively wide range of aspects is studied, from the resources needed by the analyzers in terms of time and memory to the actual benefits obtained from the information inferred. Such benefits are evaluated both in terms of the characteristics of the parallelized code and of the actual speedups obtained from it. The results show that data flow analysis plays an important role in achieving efficient parallelizations, and that the cost of such analysis can be reasonable even for quite sophisticated abstract domains. Furthermore, the results also offer significant insight into the characteristics of the domains, the demands of the application, and the trade-offs involved.

Estudio de calidad de codificación utilizando los perfiles 10 Bits del estándar H.264

Desde los inicios de la codificación de vídeo digital hasta hoy, tanto la señal de video sin comprimir de entrada al codificador como la señal de salida descomprimida del decodificador, independientemente de su resolución, uso de submuestreo en los planos de diferencia de color, etc. han tenido siempre la característica común de utilizar 8 bits para representar cada una de las muestras. De la misma manera, los estándares de codificación de vídeo imponen trabajar internamente con estos 8 bits de precisión interna al realizar operaciones con las muestras cuando aún no se han transformado al dominio de la frecuencia. Sin embargo, el estándar H.264, en gran auge hoy en día, permite en algunos de sus perfiles orientados al mundo profesional codificar vídeo con más de 8 bits por muestra. Cuando se utilizan estos perfiles, las operaciones efectuadas sobre las muestras todavía sin transformar se realizan con la misma precisión que el número de bits del vídeo de entrada al codificador. Este aumento de precisión interna tiene el potencial de permitir unas predicciones más precisas, reduciendo el residuo a codificar y aumentando la eficiencia de codificación para una tasa binaria dada. El objetivo de este Proyecto Fin de Carrera es estudiar, utilizando las medidas de calidad visual objetiva PSNR (Peak Signal to Noise Ratio, relación señal ruido de pico) y SSIM (Structural Similarity, similaridad estructural), el efecto sobre la eficiencia de codificación y el rendimiento al trabajar con una cadena de codificación/descodificación H.264 de 10 bits en comparación con una cadena tradicional de 8 bits. Para ello se utiliza el codificador de código abierto x264, capaz de codificar video de 8 y 10 bits por muestra utilizando los perfiles High, High 10, High 4:2:2 y High 4:4:4 Predictive del estándar H.264. Debido a la ausencia de herramientas adecuadas para calcular las medidas PSNR y SSIM de vídeo con más de 8 bits por muestra y un tipo de submuestreo de planos de diferencia de color distinto al 4:2:0, como parte de este proyecto se desarrolla también una aplicación de análisis en lenguaje de programación C capaz de calcular dichas medidas a partir de dos archivos de vídeo sin comprimir en formato YUV o Y4M. ABSTRACT Since the beginning of digital video compression, the uncompressed video source used as input stream to the encoder and the uncompressed decoded output stream have both used 8 bits for representing each sample, independent of resolution, chroma subsampling scheme used, etc. In the same way, video coding standards force encoders to work internally with 8 bits of internal precision when working with samples before being transformed to the frequency domain. However, the H.264 standard allows coding video with more than 8 bits per sample in some of its professionally oriented profiles. When using these profiles, all work on samples still in the spatial domain is done with the same precision the input video has. This increase in internal precision has the potential of allowing more precise predictions, reducing the residual to be encoded, and thus increasing coding efficiency for a given bitrate. The goal of this Project is to study, using PSNR (Peak Signal to Noise Ratio) and SSIM (Structural Similarity) objective video quality metrics, the effects on coding efficiency and performance caused by using an H.264 10 bit coding/decoding chain compared to a traditional 8 bit chain. In order to achieve this goal the open source x264 encoder is used, which allows encoding video with 8 and 10 bits per sample using the H.264 High, High 10, High 4:2:2 and High 4:4:4 Predictive profiles. Given that no proper tools exist for computing PSNR and SSIM values of video with more than 8 bits per sample and chroma subsampling schemes other than 4:2:0, an analysis application written in the C programming language is developed as part of this Project. This application is able to compute both metrics from two uncompressed video files in the YUV or Y4M format.

Distributed www programming using (Ciao-) prolog and the pillow library

We discuss from a practical point of view a number of ssues involved in writing distributed Internet and WWW applications using LP/CLP systems. We describe PiLLoW, a publicdomain Internet and WWW programming library for LP/CLP systems that we have designed in order to simplify the process of writing such applications. PiLLoW provides facilities for accessing documents and code on the WWW; parsing, manipulating and generating HTML and XML structured documents and data; producing HTML forms; writing form handlers and CGI-scripts; and processing HTML/XML templates. An important contribution of PÍ'LLOW is to model HTML/XML code (and, thus, the content of WWW pages) as terms. The PÍ'LLOW library has been developed in the context of the Ciao Prolog system, but it has been adapted to a number of popular LP/CLP systems, supporting most of its functionality. We also describe the use of concurrency and a highlevel model of client-server interaction, Ciao Prolog's active modules, in the context of WWW programming. We propose a solution for client-side downloading and execution of Prolog code, using generic browsers. Finally, we also provide an overview of related work on the topic.

Some challenges for constraint programming

We propose a number of challenges for future constraint programming systems, including improvements in implementation technology (using global analysis based optimization and parallelism), debugging facilities, and the extensión of the application domain to distributed, global programming. We also briefly discuss how we are exploring techniques to meet these challenges in the context of the development of the CIAO constraint logic programming system.