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.

Recognition of Membrane-Bound Fusion-Peptide/MPER Complexes by the HIV-1 Neutralizing 2F5 Antibody : Implications for Anti-2F5 Immunogenicity

13 p.

Structural Basis for Feed-Forward Transcriptional Regulation of Membrane Lipid Homeostasis in Staphylococcus aureus

11 p.

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.

Development of catalytic methane reforming systems integrating hydrogen selective PdCu membrane modules

En la presente tesis doctoral se ha estudiado la integración del proceso de producción de hidrógeno con su purificación mediante el empleo de membranas selectivas de hidrógeno. La producción de hidrógeno se realiza empleando catalizadores no convencionales de níquel soportado sobre magnesia y alúmina en un reactor catalítico. Se analiza la actividad de los catalizadores y la producción de hidrógeno mediante distintos procesos con metano como son la oxidación parcial catalítica (OPC), OPC húmeda y reformadoLa purificación de hidrógeno se realiza en un módulo provisto de una membrana selectiva de hidrógeno de PdCu depositado en un soporte poroso cerámico. Una vez optimizada su preparación mediante deposición no electrolítica se caracterizan. Para ello se determina su permeabilidad a distintas temperaturas y realizando ciclos térmicos en atmósferas inerte y de hidrógeno, que puede fragilizar el metal. Una vez preparados los catalizadores y las membranas se integran los dos sistemas y se determinan los parámetros de operación óptimos como la presión de la línea de alimentación y el caudal de gas de arrastre en el módulo de membrana. Ambos parámetros se optimizan para lograr la máxima recuperación de hidrógeno en el módulo de membrana. Por últimos se realizan ensayos completos de producción y purificación, que permiten observar el rendimiento del sistema y también el efecto que los compuestos de la mezcla compleja alimentada a las membranas tienen en su comportamiento. Para concluir la integración de procesos se realizan ensayos añadiendo azufre de forma que el sistema sea más similar al proceso real. Esto permite también analizar el efecto del azufre tanto en los catalizadores como en las membranas.

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

In Vitro Surfactant and Perfluorocarbon Aerosol Deposition in a Neonatal Physical Model of the Upper Conducting Airways

Objective: Aerosol delivery holds potential to release surfactant or perfluorocarbon (PFC) to the lungs of neonates with respiratory distress syndrome with minimal airway manipulation. Nevertheless, lung deposition in neonates tends to be very low due to extremely low lung volumes, narrow airways and high respiratory rates. In the present study, the feasibility of enhancing lung deposition by intracorporeal delivery of aerosols was investigated using a physical model of neonatal conducting airways. Methods: The main characteristics of the surfactant and PFC aerosols produced by a nebulization system, including the distal air pressure and air flow rate, liquid flow rate and mass median aerodynamic diameter (MMAD), were measured at different driving pressures (4-7 bar). Then, a three-dimensional model of the upper conducting airways of a neonate was manufactured by rapid prototyping and a deposition study was conducted. Results: The nebulization system produced relatively large amounts of aerosol ranging between 0.3 +/- 0.0 ml/min for surfactant at a driving pressure of 4 bar, and 2.0 +/- 0.1 ml/min for distilled water (H(2)Od) at 6 bar, with MMADs between 2.61 +/- 0.1 mu m for PFD at 7 bar and 10.18 +/- 0.4 mu m for FC-75 at 6 bar. The deposition study showed that for surfactant and H(2)Od aerosols, the highest percentage of the aerosolized mass (similar to 65%) was collected beyond the third generation of branching in the airway model. The use of this delivery system in combination with continuous positive airway pressure set at 5 cmH(2)O only increased total airway pressure by 1.59 cmH(2)O at the highest driving pressure (7 bar). Conclusion: This aerosol generating system has the potential to deliver relatively large amounts of surfactant and PFC beyond the third generation of branching in a neonatal airway model with minimal alteration of pre-set respiratory support.

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.

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

Membrane activities of Dynamin-related protein 1 (DRP1) and BCL2-related Ovarian Killer (BOK)

311 p.

Differential Neuroprotective Effects of 5 '-Deoxy-5 '-Methylthioadenosine

Background: 5'-deoxy-5'-methylthioadenosine (MTA) is an endogenous compound produced through the metabolism of polyamines. The therapeutic potential of MTA has been assayed mainly in liver diseases and, more recently, in animal models of multiple sclerosis. The aim of this study was to determine the neuroprotective effect of this molecule in vitro and to assess whether MTA can cross the blood brain barrier (BBB) in order to also analyze its potential neuroprotective efficacy in vivo. Methods: Neuroprotection was assessed in vitro using models of excitotoxicity in primary neurons, mixed astrocyte-neuron and primary oligodendrocyte cultures. The capacity of MTA to cross the BBB was measured in an artificial membrane assay and using an in vitro cell model. Finally, in vivo tests were performed in models of hypoxic brain damage, Parkinson's disease and epilepsy. Results: MTA displays a wide array of neuroprotective activities against different insults in vitro. While the data from the two complementary approaches adopted indicate that MTA is likely to cross the BBB, the in vivo data showed that MTA may provide therapeutic benefits in specific circumstances. Whereas MTA reduced the neuronal cell death in pilocarpine-induced status epilepticus and the size of the lesion in global but not focal ischemic brain damage, it was ineffective in preserving dopaminergic neurons of the substantia nigra in the 1-methyl-4-phenyl-1,2,3,6-tetrahydro-pyridine (MPTP)-mice model. However, in this model of Parkinson's disease the combined administration of MTA and an A(2A) adenosine receptor antagonist did produce significant neuroprotection in this brain region. Conclusion: MTA may potentially offer therapeutic neuroprotection.

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.