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.

New signal processing algorithms for automated external defibrillators

[ES]La fibrilación ventricular (VF) es el primer ritmo registrado en el 40\,\% de las muertes súbitas por paro cardiorrespiratorio extrahospitalario (PCRE). El único tratamiento eficaz para la FV es la desfibrilación mediante una descarga eléctrica. Fuera del hospital, la descarga se administra mediante un desfibrilador externo automático (DEA), que previamente analiza el electrocardiograma (ECG) del paciente y comprueba si presenta un ritmo desfibrilable. La supervivencia en un caso de PCRE depende fundamentalmente de dos factores: la desfibrilación temprana y la resucitación cardiopulmonar (RCP) temprana, que prolonga la FV y por lo tanto la oportunidad de desfibrilación. Para un correcto análisis del ritmo cardiaco es necesario interrumpir la RCP, ya que, debido a las compresiones torácicas, la RCP introduce artefactos en el ECG. Desafortunadamente, la interrupción de la RCP afecta negativamente al éxito en la desfibrilación. En 2003 se aprobó el uso del DEA en pacientes entre 1 y 8 años. Los DEA, que originalmente se diseñaron para pacientes adultos, deben discriminar de forma precisa las arritmias pediátricas para que su uso en niños sea seguro. Varios DEAs se han adaptado para uso pediátrico, bien demostrando la precisión de los algoritmos para adultos con arritmias pediátricas, o bien mediante algoritmos específicos para arritmias pediátricas. Esta tesis presenta un nuevo algoritmo DEA diseñado conjuntamente para pacientes adultos y pediátricos. El algoritmo se ha probado exhaustivamente en bases de datos acordes a los requisitos de la American Heart Association (AHA), y en registros de resucitación con y sin artefacto RCP. El trabajo comenzó con una larga fase experimental en la que se recopilaron y clasificaron retrospectivamente un total de 1090 ritmos pediátricos. Además, se revisó una base de arritmias de adultos y se añadieron 928 nuevos ritmos de adultos. La base de datos final contiene 2782 registros, 1270 se usaron para diseñar el algoritmo y 1512 para validarlo. A continuación, se diseñó un nuevo algoritmo DEA compuesto de cuatro subalgoritmos. Estos subalgoritmos están basados en un conjunto de nuevos parámetros para la detección de arritmias, calculados en diversos dominios de la señal, como el tiempo, la frecuencia, la pendiente o la función de autocorrelación. El algoritmo cumple las exigencias de la AHA para la detección de ritmos desfibrilables y no-desfibrilables tanto en pacientes adultos como en pediátricos. El trabajo concluyó con el análisis del comportamiento del algoritmo con episodios reales de resucitación. En los ritmos que no contenían artefacto RCP se cumplieron las exigencias de la AHA. Posteriormente, se estudió la precisión del algoritmo durante las compresiones torácicas, antes y después de filtrar el artefacto RCP. Para suprimir el artefacto se utilizó un nuevo método desarrollado a lo largo de la tesis. Los ritmos desfibrilables se detectaron de forma precisa tras el filtrado, los no-desfibrilables sin embargo no.

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.

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.

ATP Antagonizes Thrombin-Induced Signal Transduction through 12(S)-HETE and cAMP

15 p.

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

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.

Novel Evidence hat Attributing Affectively Salient Signal to Random Noise Is Associated with Psychosis

We wished to replicate evidence that an experimental paradigm of speech illusions is associated with psychotic experiences. Fifty-four patients with a first episode of psychosis (FEP) and 150 healthy subjects were examined in an experimental paradigm assessing the presence of speech illusion in neutral white noise. Socio-demographic, cognitive function and family history data were collected. The Positive and Negative Syndrome Scale (PANSS) was administered in the patient group and the Structured Interview for Schizotypy-Revised (SIS-R), and the Community Assessment of Psychic Experiences (CAPE) in the control group. Patients had a much higher rate of speech illusions (33.3% versus 8.7%, ORadjusted: 5.1, 95% CI: 2.3-11.5), which was only partly explained by differences in IQ (ORadjusted: 3.4, 95% CI: 1.4-8.3). Differences were particularly marked for signals in random noise that were perceived as affectively salient (ORadjusted: 9.7, 95% CI: 1.8-53.9). Speech illusion tended to be associated with positive symptoms in patients (ORadjusted: 3.3, 95% CI: 0.9-11.6), particularly affectively salient illusions (ORadjusted: 8.3, 95% CI: 0.7-100.3). In controls, speech illusions were not associated with positive schizotypy (ORadjusted: 1.1, 95% CI: 0.3-3.4) or self-reported psychotic experiences (ORadjusted: 1.4, 95% CI: 0.4-4.6). Experimental paradigms indexing the tendency to detect affectively salient signals in noise may be used to identify liability to psychosis.

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.