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.

Development of procedures for the triazole fungicides determination in fruits and liquid samples using microextraction techniques and chromatographic separation

Agricultural crops can be damaged by funguses, insects, worms and other organisms that cause diseases and decrease the yield of production. The effect of these damaging agents can be reduced using pesticides. Among them, triazole compounds are effective substances against fungus; for example, Oidium. Nevertheless, it has been detected that the residues of these fungicides in foods as well as in derivate products can affect the health of the consumers. Therefore, the European Union has established several regulations fixing the maximum residue of pesticide levels in a wide range of foods trying to assure the consumer safety. Hence, it is very important to develop adequate methods to determine these pesticide compounds. In most cases, gas or liquid chromatographic (GC, LC) separations are used in the analysis of the samples. But firstly, it is necessary to use proper sample treatments in order to preconcentrate and isolate the target analytes. To reach this aim, microextraction techniques are very effective tools; because allow to do both preconcentration and extraction of the analytes in one simple step that considerably reduces the source of errors. With these objectives, two remarkable techniques have been widely used during the last years: solid phase microextraction (SPME) and liquid phase microextraction (LPME) with its different options. Both techniques that avoid the use or reduce the amount of toxic solvents are convenient coupled to chromatographic equipments providing good quantitative results in a wide number of matrices and compounds. In this work simple and reliable methods have been developed using SPME and ultrasound assisted emulsification microextraction (USAEME) coupled to GC or LC for triazole fungicides determination. The proposed methods allow confidently determine triazole concentrations of μg L‐1 order in different fruit samples. Chemometric tools have been used to accomplish successful determinations. Firstly, in the selection and optimization of the variables involved in the microextraction processes; and secondly, to overcome the problems related to the overlapping peaks. Different fractional factorial designs have been used for the screening of the experimental variables; and central composite designs have been carried out to get the best experimental conditions. Trying to solve the overlapping peak problems multivariate calibration methods have been used. Parallel Factor Analysis 2 (PARAFAC2), Multivariate Curve Resolution (MCR) and Parallel Factor Analysis with Linear Dependencies (PARALIND) have been proposed, the adequate algorithms have been used according to data characteristics, and the results have been compared. Because its occurrence in Basque Country and its relevance in the production of cider and txakoli regional wines the grape and apple samples were selected. These crops are often treated with triazole compounds trying to solve the problems caused by the funguses. The peel and pulp from grape and apple, their juices and some commercial products such as musts, juice and cider have been analysed showing the adequacy of the developed methods for the triazole determination in this kind of fruit samples.

Cyclical Features of Uzawa-Lucas Endogenous Growth Model

This paper analyzes the cyclical properties of a generalized version of Uzawa-Lucas endogenous growth model. We study the dynamic features of different cyclical components of this model characterized by a variety of decomposition methods. The decomposition methods considered can be classified in two groups. On the one hand, we consider three statistical filters: the Hodrick-Prescott filter, the Baxter-King filter and Gonzalo-Granger decomposition. On the other hand, we use four model-based decomposition methods. The latter decomposition procedures share the property that the cyclical components obtained by these methods preserve the log-linear approximation of the Euler-equation restrictions imposed by the agent’s intertemporal optimization problem. The paper shows that both model dynamics and model performance substantially vary across decomposition methods. A parallel exercise is carried out with a standard real business cycle model. The results should help researchers to better understand the performance of Uzawa-Lucas model in relation to standard business cycle models under alternative definitions of the business cycle.

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.

Dynamic optimization of track components to minimize rail corrugation

In this paper, the influence on corrugation of the most significant track parameters has been examined. After this parametric study, the optimization of the track parameters to minimize the undulatory wear growth has been achieved. Finally, the influence of the dispersion of the track and contact parameters on corrugation growth has been studied. A method has been developed to obtain an optimal solution of the track parameters which minimizes corrugation growth, thus ensuring that this solution remains optimum despite dispersion of track parameters and wheel-rail contact uncertainties. This work is based on the computer application RACING (RAil Corrugation INitiation and Growth) which has been developed by the authors to predict rail corrugation features.

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.

Design,optimization and in vivo evaluation of non-viral vectors for gene therapy. Applications in ocular disorders

227 págs.

Framework for the Shape Optimization of Aerodynamic Profiles Using Genetic Algorithms

This study developed a framework for the shape optimization of aerodynamics profiles using computational fluid dynamics (CFD) and genetic algorithms. Agenetic algorithm code and a commercial CFD code were integrated to develop a CFD shape optimization tool. The results obtained demonstrated the effectiveness of the developed tool. The shape optimization of airfoils was studied using different strategies to demonstrate the capacity of this tool with different GA parameter combinations.

Optimization of solution-processed oligothiophene:fullerene based organic solar cells by using solvent additives

The optimization of solution-processed organic bulk-heterojunction solar cells with the acceptor-substituted quinquethiophene DCV5T-Bu-4 as donor in conjunction with PC61BM as acceptor is described. Power conversion efficiencies up to 3.0% and external quantum efficiencies up to 40% were obtained through the use of 1-chloronaphthalene as solvent additive in the fabrication of the photovoltaic devices. Furthermore, atomic force microscopy investigations of the photoactive layer gave insight into the distribution of donor and acceptor within the blend. The unique combination of solubility and thermal stability of DCV5T-Bu-4 also allows for fabrication of organic solar cells by vacuum deposition. Thus, we were able to perform a rare comparison of the device characteristics of the solution-processed DCV5T-Bu-4:PC61BM solar cell with its vacuum-processed DCV5T-Bu-4:C-60 counterpart. Interestingly in this case, the efficiencies of the small-molecule organic solar cells prepared by using solution techniques are approaching those fabricated by using vacuum technology. This result is significant as vacuum-processed devices typically display much better performances in photovoltaic cells. Keywords

Mateda-2.0: Estimation of Distribution Algorithms in MATLAB

This paper describes Mateda-2.0, a MATLAB package for estimation of distribution algorithms (EDAs). This package can be used to solve single and multi-objective discrete and continuous optimization problems using EDAs based on undirected and directed probabilistic graphical models. The implementation contains several methods commonly employed by EDAs. It is also conceived as an open package to allow users to incorporate different combinations of selection, learning, sampling, and local search procedures. Additionally, it includes methods to extract, process and visualize the structures learned by the probabilistic models. This way, it can unveil previously unknown information about the optimization problem domain. Mateda-2.0 also incorporates a module for creating and validating function models based on the probabilistic models learned by EDAs.

Optimization of Organic-Inorganic Inter-phase in Hybrid Systems Based on Waterborne Polyurethanes and Silica Nanostructures

215 p.

On parallel computing for stochastic optimization models and algorithms

167 p.

Judgmental-analytical procedures for adapting tests: Adaptation to Spanish of the Reasoning Tests Battery

Adapting a test between cultures or languages requires taking into account legal, linguistic, metric, and use-related considerations. Significantly more attention has been paid to the methodological aspects involved in the study of metric equivalence than to judgmental-analytical procedures prior to the empirical confirmation stage. However, considering the latter is crucial in the adaptation process. Along these lines, this paper seeks to describe and focus on the relevance of the previous stages, thereby offering a systematization process that comprises ten sections. This approach contributes to ensuring the construction of a test adapted and equivalent in as much as possible to the original. This process is exemplified by means of a Spanish language adaptation of a cognitive test originally designed in Portuguese for the Portuguese population, the Reasoning Test Battery. Copyright (C) 2013, Konrad Lorenz University Foundation. Published by Elsevier Espana, S.L.U.

Optimization of the pyrolysis process for the production of a biomass derived reducing agent and hydrogen-rich gases

221 p.

Algoritmos multi-objetivos para la optimización de una secuencia de matrices generadoras en computación cuántica topológica

Quantum Computing is a relatively modern field which simulates quantum computation conditions. Moreover, it can be used to estimate which quasiparticles would endure better in a quantum environment. Topological Quantum Computing (TQC) is an approximation for reducing the quantum decoherence problem1, which is responsible for error appearance in the representation of information. This project tackles specific instances of TQC problems using MOEAs (Multi-objective Optimization Evolutionary Algorithms). A MOEA is a type of algorithm which will optimize two or more objectives of a problem simultaneously, using a population based approach. We have implemented MOEAs that use probabilistic procedures found in EDAs (Estimation of Distribution Algorithms), since in general, EDAs have found better solutions than ordinary EAs (Evolutionary Algorithms), even though they are more costly. Both, EDAs and MOEAs are population-based algorithms. The objective of this project was to use a multi-objective approach in order to find good solutions for several instances of a TQC problem. In particular, the objectives considered in the project were the error approximation and the length of a solution. The tool we used to solve the instances of the problem was the multi-objective framework PISA. Because PISA has not too much documentation available, we had to go through a process of reverse-engineering of the framework to understand its modules and the way they communicate with each other. Once its functioning was understood, we began working on a module dedicated to the braid problem. Finally, we submitted this module to an exhaustive experimentation phase and collected results.