164 resultados para Successive linear programming


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An integrated model is developed, based on seasonal inputs of reservoir inflow and rainfall in the irrigated area, to determine the optimal reservoir release policies and irrigation allocations to multiple crops. The model is conceptually made up of two modules, Module 1 is an intraseasonal allocation model to maximize the sum of relative yields of all crops, for a given state of the system, using linear programming (LP). The module takes into account reservoir storage continuity, soil moisture balance, and crop root growth with time. Module 2 is a seasonal allocation model to derive the steady state reservoir operating policy using stochastic dynamic programming (SDP). Reservoir storage, seasonal inflow, and seasonal rainfall are the state variables in the SDP. The objective in SDP is to maximize the expected sum of relative yields of all crops in a year. The results of module 1 and the transition probabilities of seasonal inflow and rainfall form the input for module 2. The use of seasonal inputs coupled with the LP-SDP solution strategy in the present formulation facilitates in relaxing the limitations of an earlier study, while affecting additional improvements. The model is applied to an existing reservoir in Karnataka State, India.

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his paper studies the problem of designing a logical topology over a wavelength-routed all-optical network (AON) physical topology, The physical topology consists of the nodes and fiber links in the network, On an AON physical topology, we can set up lightpaths between pairs of nodes, where a lightpath represents a direct optical connection without any intermediate electronics, The set of lightpaths along with the nodes constitutes the logical topology, For a given network physical topology and traffic pattern (relative traffic distribution among the source-destination pairs), our objective is to design the logical topology and the routing algorithm on that topology so as to minimize the network congestion while constraining the average delay seen by a source-destination pair and the amount of processing required at the nodes (degree of the logical topology), We will see that ignoring the delay constraints can result in fairly convoluted logical topologies with very long delays, On the other hand, in all our examples, imposing it results in a minimal increase in congestion, While the number of wavelengths required to imbed the resulting logical topology on the physical all optical topology is also a constraint in general, we find that in many cases of interest this number can be quite small, We formulate the combined logical topology design and routing problem described above (ignoring the constraint on the number of available wavelengths) as a mixed integer linear programming problem which we then solve for a number of cases of a six-node network, Since this programming problem is computationally intractable for larger networks, we split it into two subproblems: logical topology design, which is computationally hard and will probably require heuristic algorithms, and routing, which can be solved by a linear program, We then compare the performance of several heuristic topology design algorithms (that do take wavelength assignment constraints into account) against that of randomly generated topologies, as well as lower bounds derived in the paper.

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The problem of determining optimal power spectral density models for earthquake excitation which satisfy constraints on total average power, zero crossing rate and which produce the highest response variance in a given linear system is considered. The solution to this problem is obtained using linear programming methods. The resulting solutions are shown to display a highly deterministic structure and, therefore, fail to capture the stochastic nature of the input. A modification to the definition of critical excitation is proposed which takes into account the entropy rate as a measure of uncertainty in the earthquake loads. The resulting problem is solved using calculus of variations and also within linear programming framework. Illustrative examples on specifying seismic inputs for a nuclear power plant and a tall earth dam are considered and the resulting solutions are shown to be realistic.

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The problem of spurious patterns in neural associative memory models is discussed, Some suggestions to solve this problem from the literature are reviewed and their inadequacies are pointed out, A solution based on the notion of neural self-interaction with a suitably chosen magnitude is presented for the Hebb learning rule. For an optimal learning rule based on linear programming, asymmetric dilution of synaptic connections is presented as another solution to the problem of spurious patterns, With varying percentages of asymmetric dilution it is demonstrated numerically that this optimal learning rule leads to near total suppression of spurious patterns. For practical usage of neural associative memory networks a combination of the two solutions with the optimal learning rule is recommended to be the best proposition.

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Routing of floods is essential to control the flood flow at the flood control station such that it is within the specified safe limit. In this paper, the applicability of the extended Muskingum method is examined for routing of floods for a case study of Hirakud reservoir, Mahanadi river basin, India. The inflows to the flood control station are of two types-one controllable which comprises of reservoir releases for power and spill and the other is uncontrollable which comprises of inflow from lower tributaries and intermediate catchment between the reservoir and the flood control station. Muskingum model is improved to incorporate multiple sources of inflows and single outflow to route the flood in the reach. Instead of time lag and prismoidal flow parameters, suitable coefficients for various types of inflows were derived using Linear Programming. Presently, the decisions about operation of gates of Hirakud dam are being taken once in 12 h during floods. However, four time intervals of 24, 18, 12 and 6 h are examined to test the sensitivity of the routing time interval on the computed flood flow at the flood control station. It is observed that mean relative error decreases with decrease in routing interval both for calibration and testing phase. It is concluded that the extended Muskingum method can be explored for similar reservoir configurations such as Hirakud reservoir with suitable modifications. (C) 2010 International Association of Hydro-environment Engineering and Research. Asia Pacific Division. Published by Elsevier By. All rights reserved.

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Combinatorial exchanges are double sided marketplaces with multiple sellers and multiple buyers trading with the help of combinatorial bids. The allocation and other associated problems in such exchanges are known to be among the hardest to solve among all economic mechanisms. It has been shown that the problems of surplus maximization or volume maximization in combinatorial exchanges are inapproximable even with free disposal. In this paper, the surplus maximization problem is formulated as an integer linear programming problem and we propose a Lagrangian relaxation based heuristic to find a near optimal solution. We develop computationally efficient tâtonnement mechanisms for clearing combinatorial exchanges where the Lagrangian multipliers can be interpreted as the prices of the items set by the exchange in each iteration. Our mechanisms satisfy Individual-rationality and Budget-nonnegativity properties. The computational experiments performed on representative data sets show that the proposed heuristic produces a feasible solution with negligible optimality gap.

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Large-grain synchronous dataflow graphs or multi-rate graphs have the distinct feature that the nodes of the dataflow graph fire at different rates. Such multi-rate large-grain dataflow graphs have been widely regarded as a powerful programming model for DSP applications. In this paper we propose a method to minimize buffer storage requirement in constructing rate-optimal compile-time (MBRO) schedules for multi-rate dataflow graphs. We demonstrate that the constraints to minimize buffer storage while executing at the optimal computation rate (i.e. the maximum possible computation rate without storage constraints) can be formulated as a unified linear programming problem in our framework. A novel feature of our method is that in constructing the rate-optimal schedule, it directly minimizes the memory requirement by choosing the schedule time of nodes appropriately. Lastly, a new circular-arc interval graph coloring algorithm has been proposed to further reduce the memory requirement by allowing buffer sharing among the arcs of the multi-rate dataflow graph. We have constructed an experimental testbed which implements our MBRO scheduling algorithm as well as (i) the widely used periodic admissible parallel schedules (also known as block schedules) proposed by Lee and Messerschmitt (IEEE Transactions on Computers, vol. 36, no. 1, 1987, pp. 24-35), (ii) the optimal scheduling buffer allocation (OSBA) algorithm of Ning and Gao (Conference Record of the Twentieth Annual ACM SIGPLAN-SIGACT Symposium on Principles of Programming Languages, Charleston, SC, Jan. 10-13, 1993, pp. 29-42), and (iii) the multi-rate software pipelining (MRSP) algorithm (Govindarajan and Gao, in Proceedings of the 1993 International Conference on Application Specific Array Processors, Venice, Italy, Oct. 25-27, 1993, pp. 77-88). Schedules generated for a number of random dataflow graphs and for a set of DSP application programs using the different scheduling methods are compared. The experimental results have demonstrated a significant improvement (10-20%) in buffer requirements for the MBRO schedules compared to the schedules generated by the other three methods, without sacrificing the computation rate. The MBRO method also gives a 20% average improvement in computation rate compared to Lee's Block scheduling method.

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Due to increasing trend of intensive rice cultivation in a coastal river basin, crop planning and groundwater management are imperative for the sustainable agriculture. For effective management, two models have been developed viz. groundwater balance model and optimum cropping and groundwater management model to determine optimum cropping pattern and groundwater allocation from private and government tubewells according to different soil types (saline and non-saline), type of agriculture (rainfed and irrigated) and seasons (monsoon and winter). A groundwater balance model has been developed considering mass balance approach. The components of the groundwater balance considered are recharge from rainfall, irrigated rice and non-rice fields, base flow from rivers and seepage flow from surface drains. In the second phase, a linear programming optimization model is developed for optimal cropping and groundwater management for maximizing the economic returns. The models developed were applied to a portion of coastal river basin in Orissa State, India and optimal cropping pattern for various scenarios of river flow and groundwater availability was obtained.

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We address the problem of allocating a single divisible good to a number of agents. The agents have concave valuation functions parameterized by a scalar type. The agents report only the type. The goal is to find allocatively efficient, strategy proof, nearly budget balanced mechanisms within the Groves class. Near budget balance is attained by returning as much of the received payments as rebates to agents. Two performance criteria are of interest: the maximum ratio of budget surplus to efficient surplus, and the expected budget surplus, within the class of linear rebate functions. The goal is to minimize them. Assuming that the valuation functions are known, we show that both problems reduce to convex optimization problems, where the convex constraint sets are characterized by a continuum of half-plane constraints parameterized by the vector of reported types. We then propose a randomized relaxation of these problems by sampling constraints. The relaxed problem is a linear programming problem (LP). We then identify the number of samples needed for ``near-feasibility'' of the relaxed constraint set. Under some conditions on the valuation function, we show that value of the approximate LP is close to the optimal value. Simulation results show significant improvements of our proposed method over the Vickrey-Clarke-Groves (VCG) mechanism without rebates. In the special case of indivisible goods, the mechanisms in this paper fall back to those proposed by Moulin, by Guo and Conitzer, and by Gujar and Narahari, without any need for randomization. Extension of the proposed mechanisms to situations when the valuation functions are not known to the central planner are also discussed. Note to Practitioners-Our results will be useful in all resource allocation problems that involve gathering of information privately held by strategic users, where the utilities are any concave function of the allocations, and where the resource planner is not interested in maximizing revenue, but in efficient sharing of the resource. Such situations arise quite often in fair sharing of internet resources, fair sharing of funds across departments within the same parent organization, auctioning of public goods, etc. We study methods to achieve near budget balance by first collecting payments according to the celebrated VCG mechanism, and then returning as much of the collected money as rebates. Our focus on linear rebate functions allows for easy implementation. The resulting convex optimization problem is solved via relaxation to a randomized linear programming problem, for which several efficient solvers exist. This relaxation is enabled by constraint sampling. Keeping practitioners in mind, we identify the number of samples that assures a desired level of ``near-feasibility'' with the desired confidence level. Our methodology will occasionally require subsidy from outside the system. We however demonstrate via simulation that, if the mechanism is repeated several times over independent instances, then past surplus can support the subsidy requirements. We also extend our results to situations where the strategic users' utility functions are not known to the allocating entity, a common situation in the context of internet users and other problems.

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Bid optimization is now becoming quite popular in sponsored search auctions on the Web. Given a keyword and the maximum willingness to pay of each advertiser interested in the keyword, the bid optimizer generates a profile of bids for the advertisers with the objective of maximizing customer retention without compromising the revenue of the search engine. In this paper, we present a bid optimization algorithm that is based on a Nash bargaining model where the first player is the search engine and the second player is a virtual agent representing all the bidders. We make the realistic assumption that each bidder specifies a maximum willingness to pay values and a discrete, finite set of bid values. We show that the Nash bargaining solution for this problem always lies on a certain edge of the convex hull such that one end point of the edge is the vector of maximum willingness to pay of all the bidders. We show that the other endpoint of this edge can be computed as a solution of a linear programming problem. We also show how the solution can be transformed to a bid profile of the advertisers.

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Fault-tolerance is due to the semiconductor technology development important, not only for safety-critical systems but also for general-purpose (non-safety critical) systems. However, instead of guaranteeing that deadlines always are met, it is for general-purpose systems important to minimize the average execution time (AET) while ensuring fault-tolerance. For a given job and a soft (transient) error probability, we define mathematical formulas for AET that includes bus communication overhead for both voting (active replication) and rollback-recovery with checkpointing (RRC). And, for a given multi-processor system-on-chip (MPSoC), we define integer linear programming (ILP) models that minimize AET including bus communication overhead when: (1) selecting the number of checkpoints when using RRC, (2) finding the number of processors and job-to-processor assignment when using voting, and (3) defining fault-tolerance scheme (voting or RRC) per job and defining its usage for each job. Experiments demonstrate significant savings in AET.

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The Radius of Direct attraction of a discrete neural network is a measure of stability of the network. it is known that Hopfield networks designed using Hebb's Rule have a radius of direct attraction of Omega(n/p) where n is the size of the input patterns and p is the number of them. This lower bound is tight if p is no larger than 4. We construct a family of such networks with radius of direct attraction Omega(n/root plog p), for any p greater than or equal to 5. The techniques used to prove the result led us to the first polynomial-time algorithm for designing a neural network with maximum radius of direct attraction around arbitrary input patterns. The optimal synaptic matrix is computed using the ellipsoid method of linear programming in conjunction with an efficient separation oracle. Restrictions of symmetry and non-negative diagonal entries in the synaptic matrix can be accommodated within this scheme.

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An improvised algorithm is presented for optimal VAr allocation in a large power system using a linear programming technique. The proposed method requires less computer memory than those algorithms currently available.

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This paper presents a method for minimizing the sum of the square of voltage deviations by a least-square minimization technique, and thus improving the voltage profile in a given system by adjusting control variables, such as tap position of transformers, reactive power injection of VAR sources and generator excitations. The control variables and dependent variables are related by a matrix J whose elements are computed as the sensitivity matrix. Linear programming is used to calculate voltage increments that minimize transmission losses. The active and reactive power optimization sub-problems are solved separately taking advantage of the loose coupling between the two problems. The proposed algorithm is applied to IEEE 14-and 30-bus systems and numerical results are presented. The method is computationally fast and promises to be suitable for implementation in real-time dispatch centres.

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This paper proposes a new approach for solving the state estimation problem. The approach is aimed at producing a robust estimator that rejects bad data, even if they are associated with leverage-point measurements. This is achieved by solving a sequence of Linear Programming (LP) problems. Optimization is carried via a new algorithm which is a combination of “upper bound optimization technique" and “an improved algorithm for discrete linear approximation". In this formulation of the LP problem, in addition to the constraints corresponding to the measurement set, constraints corresponding to bounds of state variables are also involved, which enables the LP problem more efficient in rejecting bad data, even if they are associated with leverage-point measurements. Results of the proposed estimator on IEEE 39-bus system and a 24-bus EHV equivalent system of the southern Indian grid are presented for illustrative purpose.