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.

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.

Un modelo de programación por metas para la elaboración del contrato-programa de un hospital público

[ES] Proponemos un modelo de programación por metas para la estimación del plan de producción (case-mix) que debe reflejarse en el Contrato–Programa que suscriben anualmente los Hospitales Públicos y la Administración. Las variables de decisión son los volúmenes de actividad de cada servicio médico del hospital y los atributos son los indicadores básicos que se manejan al elaborar el Contrato-Programa: fi nanciación, número de altas, estancia media y peso de complejidad. Para resolver nuestro modelo empleamos la herramienta SOLVER de la hoja de cálculo EXCEL. La utilización de esta herramienta permite simular varios escenarios de una manera ágil, lo que es de gran ayuda para el estudio y discusión de las cantidades a contratar entre el Hospital y la Administración. El artículo finaliza con una breve presentación de los resultados obtenidos al aplicar nuestro modelo a un hospital de tamaño medio (118 camas) del Servicio Vasco de Salud.

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.

Stimulation discomfort comparison of asynchronous and synchronous methods with multi-field electrodes

Functional Electrical Stimulation (FES) is a technique that consists on applying electrical current pulses to artificially activate motor nerve fibers and produce muscle contractions to achieve functional movements. The main applications of FES are within the rehabilitation field, in which this technique is used to aid recovery or to restore lost motor functions. People that benefit of FES are usually patients with neurological disorders which result in motor dysfunctions; most common patients include stroke and spinal cord injury (SCI). Neuroprosthesis are devices that have their basis in FES technique, and their aim is to bridge interrupted or damaged neural paths between the brain and upper or lower limbs. One of the aims of neuroprosthesis is to artificially generate muscle contractions that produce functional movements, and therefore, assist impaired people by making them able to perform activities of daily living (ADL). FES applies current pulses and stimulates nerve fibers by means of electrodes, which can be either implanted or surface electrodes. Both of them have advantages and disadvantages. Implanted electrodes need open surgery to place them next to the nerve root, so these electrodes carry many disadvantages that are produced by the use of invasive techniques. In return, as the electrodes are attached to the nerve, they make it easier to achieve selective functional movements. On the contrary, surface electrodes are not invasive and are easily attached or detached on the skin. Main disadvantages of surface electrodes are the difficulty of selectively stimulating nerve fibers and uncomfortable feeling perceived by users due to sensory nerves located in the skin. Electrical stimulation surface electrode technology has improved significantly through the years and recently, multi-field electrodes have been suggested. This multi-field or matrix electrode approach brings many advantages to FES; among them it is the possibility of easily applying different stimulation methods and techniques. The main goal of this thesis is therefore, to test two stimulation methods, which are asynchronous and synchronous stimulation, in the upper limb with multi-field electrodes. To this end, a purpose-built wrist torque measuring system and a graphic user interface were developed to measure wrist torque produced with each of the methods and to efficiently carry out the experiments. Then, both methods were tested on 15 healthy subjects and sensitivity results were analyzed for different cases. Results show that there are significant differences between methods regarding sensation in some cases, which can affect effectiveness or success of FES.

Influence of synthetic method on the properties of La0.5Ba0.5FeO3 SOFC cathode

Power Point presentado en The Energy and Materials Research Conference - EMR2015 celebrado en Madrid (España) entre el 25-27 de febrero de 2015