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.

Model of sources: a proposal for the hierarchy, merging strategy and representation of the information sources in virtual models of historical buildings

Contributed to: Fusion of Cultures: XXXVIII Annual Conference on Computer Applications and Quantitative Methods in Archaeology – CAA2010 (Granada, Spain, Apr 6-9, 2010)

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.

Ontologies for representation of folk song metadata

The digital management of collections in museums, archives, libraries and galleries is an increasingly important part of cultural heritage studies. This paper describes a representation for folk song metadata, based on the Web Ontology Language (OWL) implementation of the CIDOC Conceptual Reference Model. The OWL representation facilitates encoding and reasoning over a genre ontology, while the CIDOC model enables a representation of complex spatial containment and proximity relations among geographic regions. It is shown how complex queries of folk song metadata, relying on inference and not only retrieval, can be expressed in OWL and solved using a description logic reasoner.

A uniform phase representation for the harmonic model in speech synthesis applications

Feature-based vocoders, e.g., STRAIGHT, offer a way to manipulate the perceived characteristics of the speech signal in speech transformation and synthesis. For the harmonic model, which provide excellent perceived quality, features for the amplitude parameters already exist (e.g., Line Spectral Frequencies (LSF), Mel-Frequency Cepstral Coefficients (MFCC)). However, because of the wrapping of the phase parameters, phase features are more difficult to design. To randomize the phase of the harmonic model during synthesis, a voicing feature is commonly used, which distinguishes voiced and unvoiced segments. However, voice production allows smooth transitions between voiced/unvoiced states which makes voicing segmentation sometimes tricky to estimate. In this article, two-phase features are suggested to represent the phase of the harmonic model in a uniform way, without voicing decision. The synthesis quality of the resulting vocoder has been evaluated, using subjective listening tests, in the context of resynthesis, pitch scaling, and Hidden Markov Model (HMM)-based synthesis. The experiments show that the suggested signal model is comparable to STRAIGHT or even better in some scenarios. They also reveal some limitations of the harmonic framework itself in the case of high fundamental frequencies.