Design of multiunit electronic exchanges through decomposition

In this paper, we exploit the idea of decomposition to match buyers and sellers in an electronic exchange for trading large volumes of homogeneous goods, where the buyers and sellers specify marginal-decreasing piecewise constant price curves to capture volume discounts. Such exchanges are relevant for automated trading in many e-business applications. The problem of determining winners and Vickrey prices in such exchanges is known to have a worst-case complexity equal to that of as many as (1 + m + n) NP-hard problems, where m is the number of buyers and n is the number of sellers. Our method proposes the overall exchange problem to be solved as two separate and simpler problems: 1) forward auction and 2) reverse auction, which turns out to be generalized knapsack problems. In the proposed approach, we first determine the quantity of units to be traded between the sellers and the buyers using fast heuristics developed by us. Next, we solve a forward auction and a reverse auction using fully polynomial time approximation schemes available in the literature. The proposed approach has worst-case polynomial time complexity. and our experimentation shows that the approach produces good quality solutions to the problem. Note to Practitioners- In recent times, electronic marketplaces have provided an efficient way for businesses and consumers to trade goods and services. The use of innovative mechanisms and algorithms has made it possible to improve the efficiency of electronic marketplaces by enabling optimization of revenues for the marketplace and of utilities for the buyers and sellers. In this paper, we look at single-item, multiunit electronic exchanges. These are electronic marketplaces where buyers submit bids and sellers ask for multiple units of a single item. We allow buyers and sellers to specify volume discounts using suitable functions. Such exchanges are relevant for high-volume business-to-business trading of standard products, such as silicon wafers, very large-scale integrated chips, desktops, telecommunications equipment, commoditized goods, etc. The problem of determining winners and prices in such exchanges is known to involve solving many NP-hard problems. Our paper exploits the familiar idea of decomposition, uses certain algorithms from the literature, and develops two fast heuristics to solve the problem in a near optimal way in worst-case polynomial time.

Mesh Simplification Based on Edge Collapsing Could Improve Computational Efficiency in Near Infrared Optical Tomographic Imaging

The diffusion equation-based modeling of near infrared light propagation in tissue is achieved by using finite-element mesh for imaging real-tissue types, such as breast and brain. The finite-element mesh size (number of nodes) dictates the parameter space in the optical tomographic imaging. Most commonly used finite-element meshing algorithms do not provide the flexibility of distinct nodal spacing in different regions of imaging domain to take the sensitivity of the problem into consideration. This study aims to present a computationally efficient mesh simplification method that can be used as a preprocessing step to iterative image reconstruction, where the finite-element mesh is simplified by using an edge collapsing algorithm to reduce the parameter space at regions where the sensitivity of the problem is relatively low. It is shown, using simulations and experimental phantom data for simple meshes/domains, that a significant reduction in parameter space could be achieved without compromising on the reconstructed image quality. The maximum errors observed by using the simplified meshes were less than 0.27% in the forward problem and 5% for inverse problem.

Automatic decomposition of unstructured meshes employing genetic algorithms for parallel FEM computations

Parallel execution of computational mechanics codes requires efficient mesh-partitioning techniques. These mesh-partitioning techniques divide the mesh into specified number of submeshes of approximately the same size and at the same time, minimise the interface nodes of the submeshes. This paper describes a new mesh partitioning technique, employing Genetic Algorithms. The proposed algorithm operates on the deduced graph (dual or nodal graph) of the given finite element mesh rather than directly on the mesh itself. The algorithm works by first constructing a coarse graph approximation using an automatic graph coarsening method. The coarse graph is partitioned and the results are interpolated onto the original graph to initialise an optimisation of the graph partition problem. In practice, hierarchy of (usually more than two) graphs are used to obtain the final graph partition. The proposed partitioning algorithm is applied to graphs derived from unstructured finite element meshes describing practical engineering problems and also several example graphs related to finite element meshes given in the literature. The test results indicate that the proposed GA based graph partitioning algorithm generates high quality partitions and are superior to spectral and multilevel graph partitioning algorithms.

Topology-Guided Tessellation Of Quadratic Elements

Topology-based methods have been successfully used for the analysis and visualization of piecewise-linear functions defined on triangle meshes. This paper describes a mechanism for extending these methods to piecewise-quadratic functions defined on triangulations of surfaces. Each triangular patch is tessellated into monotone regions, so that existing algorithms for computing topological representations of piecewise-linear functions may be applied directly to the piecewise-quadratic function. In particular, the tessellation is used for computing the Reeb graph, a topological data structure that provides a succinct representation of level sets of the function.

Efficient algorithms for computing Reeb graphs

The Reeb graph tracks topology changes in level sets of a scalar function and finds applications in scientific visualization and geometric modeling. We describe an algorithm that constructs the Reeb graph of a Morse function defined on a 3-manifold. Our algorithm maintains connected components of the two dimensional levels sets as a dynamic graph and constructs the Reeb graph in O(nlogn+nlogg(loglogg)3) time, where n is the number of triangles in the tetrahedral mesh representing the 3-manifold and g is the maximum genus over all level sets of the function. We extend this algorithm to construct Reeb graphs of d-manifolds in O(nlogn(loglogn)3) time, where n is the number of triangles in the simplicial complex that represents the d-manifold. Our result is a significant improvement over the previously known O(n2) algorithm. Finally, we present experimental results of our implementation and demonstrate that our algorithm for 3-manifolds performs efficiently in practice.

Singular value decomposition based computationally efficient algorithm for rapid dynamic near-infrared diffuse optical tomography

Purpose: A computationally efficient algorithm (linear iterative type) based on singular value decomposition (SVD) of the Jacobian has been developed that can be used in rapid dynamic near-infrared (NIR) diffuse optical tomography. Methods: Numerical and experimental studies have been conducted to prove the computational efficacy of this SVD-based algorithm over conventional optical image reconstruction algorithms. Results: These studies indicate that the performance of linear iterative algorithms in terms of contrast recovery (quantitation of optical images) is better compared to nonlinear iterative (conventional) algorithms, provided the initial guess is close to the actual solution. The nonlinear algorithms can provide better quality images compared to the linear iterative type algorithms. Moreover, the analytical and numerical equivalence of the SVD-based algorithm to linear iterative algorithms was also established as a part of this work. It is also demonstrated that the SVD-based image reconstruction typically requires O(NN2) operations per iteration, as contrasted with linear and nonlinear iterative methods that, respectively, requir O(NN3) and O(NN6) operations, with ``NN'' being the number of unknown parameters in the optical image reconstruction procedure. Conclusions: This SVD-based computationally efficient algorithm can make the integration of image reconstruction procedure with the data acquisition feasible, in turn making the rapid dynamic NIR tomography viable in the clinic to continuously monitor hemodynamic changes in the tissue pathophysiology.

Adaptive load control of the central processor in a distributed system with a star topology

The author presents adaptive control techniques for controlling the flow of real-time jobs from the peripheral processors (PPs) to the central processor (CP) of a distributed system with a star topology. He considers two classes of flow control mechanisms: (1) proportional control, where a certain proportion of the load offered to each PP is sent to the CP, and (2) threshold control, where there is a maximum rate at which each PP can send jobs to the CP. The problem is to obtain good algorithms for dynamically adjusting the control level at each PP in order to prevent overload of the CP, when the load offered by the PPs is unknown and varying. The author formulates the problem approximately as a standard system control problem in which the system has unknown parameters that are subject to change. Using well-known techniques (e.g., naive-feedback-controller and stochastic approximation techniques), he derives adaptive controls for the system control problem. He demonstrates the efficacy of these controls in the original problem by using the control algorithms in simulations of a queuing model of the CP and the load controls.

Distributed nonlinear optimization algorithms for general network problems

There are a number of large networks which occur in many problems dealing with the flow of power, communication signals, water, gas, transportable goods, etc. Both design and planning of these networks involve optimization problems. The first part of this paper introduces the common characteristics of a nonlinear network (the network may be linear, the objective function may be non linear, or both may be nonlinear). The second part develops a mathematical model trying to put together some important constraints based on the abstraction for a general network. The third part deals with solution procedures; it converts the network to a matrix based system of equations, gives the characteristics of the matrix and suggests two solution procedures, one of them being a new one. The fourth part handles spatially distributed networks and evolves a number of decomposition techniques so that we can solve the problem with the help of a distributed computer system. Algorithms for parallel processors and spatially distributed systems have been described.There are a number of common features that pertain to networks. A network consists of a set of nodes and arcs. In addition at every node, there is a possibility of an input (like power, water, message, goods etc) or an output or none. Normally, the network equations describe the flows amoungst nodes through the arcs. These network equations couple variables associated with nodes. Invariably, variables pertaining to arcs are constants; the result required will be flows through the arcs. To solve the normal base problem, we are given input flows at nodes, output flows at nodes and certain physical constraints on other variables at nodes and we should find out the flows through the network (variables at nodes will be referred to as across variables).The optimization problem involves in selecting inputs at nodes so as to optimise an objective function; the objective may be a cost function based on the inputs to be minimised or a loss function or an efficiency function. The above mathematical model can be solved using Lagrange Multiplier technique since the equalities are strong compared to inequalities. The Lagrange multiplier technique divides the solution procedure into two stages per iteration. Stage one calculates the problem variables % and stage two the multipliers lambda. It is shown that the Jacobian matrix used in stage one (for solving a nonlinear system of necessary conditions) occurs in the stage two also.A second solution procedure has also been imbedded into the first one. This is called total residue approach. It changes the equality constraints so that we can get faster convergence of the iterations.Both solution procedures are found to coverge in 3 to 7 iterations for a sample network.The availability of distributed computer systems — both LAN and WAN — suggest the need for algorithms to solve the optimization problems. Two types of algorithms have been proposed — one based on the physics of the network and the other on the property of the Jacobian matrix. Three algorithms have been deviced, one of them for the local area case. These algorithms are called as regional distributed algorithm, hierarchical regional distributed algorithm (both using the physics properties of the network), and locally distributed algorithm (a multiprocessor based approach with a local area network configuration). The approach used was to define an algorithm that is faster and uses minimum communications. These algorithms are found to converge at the same rate as the non distributed (unitary) case.

Parallel implementation of alternate quadrant interlocking factorisation method on star topology

This paper discusses the parallel implementation of the solution of a set of linear equations using the Alternative Quadrant Interlocking Factorisation Methods (AQIF), on a star topology. Both the AQIF and LU decomposition methods are mapped onto star topology on an IBM SP2 system, with MPI as the internode communicator. Performance parameters such as speedup, efficiency have been obtained through experimental and theoretical means. The studies demonstrate (i) a mismatch of 15% between the theoretical and experimental results, (ii) scalability of the AQIF algorithm, and (iii) faster executing AQIF algorithm.

Efficient algorithms for learning kernels from multiple similarity matrices with general convex loss functions

In this paper we consider the problem of learning an n × n kernel matrix from m(1) similarity matrices under general convex loss. Past research have extensively studied the m = 1 case and have derived several algorithms which require sophisticated techniques like ACCP, SOCP, etc. The existing algorithms do not apply if one uses arbitrary losses and often can not handle m > 1 case. We present several provably convergent iterative algorithms, where each iteration requires either an SVM or a Multiple Kernel Learning (MKL) solver for m > 1 case. One of the major contributions of the paper is to extend the well knownMirror Descent(MD) framework to handle Cartesian product of psd matrices. This novel extension leads to an algorithm, called EMKL, which solves the problem in O(m2 log n 2) iterations; in each iteration one solves an MKL involving m kernels and m eigen-decomposition of n × n matrices. By suitably defining a restriction on the objective function, a faster version of EMKL is proposed, called REKL,which avoids the eigen-decomposition. An alternative to both EMKL and REKL is also suggested which requires only an SVMsolver. Experimental results on real world protein data set involving several similarity matrices illustrate the efficacy of the proposed algorithms.

A new parallel overlapped domain decomposition method for nonlinear dynamic finite element analysis

In this paper a new parallel algorithm for nonlinear transient dynamic analysis of large structures has been presented. An unconditionally stable Newmark-beta method (constant average acceleration technique) has been employed for time integration. The proposed parallel algorithm has been devised within the broad framework of domain decomposition techniques. However, unlike most of the existing parallel algorithms (devised for structural dynamic applications) which are basically derived using nonoverlapped domains, the proposed algorithm uses overlapped domains. The parallel overlapped domain decomposition algorithm proposed in this paper has been formulated by splitting the mass, damping and stiffness matrices arises out of finite element discretisation of a given structure. A predictor-corrector scheme has been formulated for iteratively improving the solution in each step. A computer program based on the proposed algorithm has been developed and implemented with message passing interface as software development environment. PARAM-10000 MIMD parallel computer has been used to evaluate the performances. Numerical experiments have been conducted to validate as well as to evaluate the performance of the proposed parallel algorithm. Comparisons have been made with the conventional nonoverlapped domain decomposition algorithms. Numerical studies indicate that the proposed algorithm is superior in performance to the conventional domain decomposition algorithms. (C) 2003 Elsevier Ltd. All rights reserved.

Symmetry in Scalar Field Topology

Study of symmetric or repeating patterns in scalar fields is important in scientific data analysis because it gives deep insights into the properties of the underlying phenomenon. Though geometric symmetry has been well studied within areas like shape processing, identifying symmetry in scalar fields has remained largely unexplored due to the high computational cost of the associated algorithms. We propose a computationally efficient algorithm for detecting symmetric patterns in a scalar field distribution by analysing the topology of level sets of the scalar field. Our algorithm computes the contour tree of a given scalar field and identifies subtrees that are similar. We define a robust similarity measure for comparing subtrees of the contour tree and use it to group similar subtrees together. Regions of the domain corresponding to subtrees that belong to a common group are extracted and reported to be symmetric. Identifying symmetry in scalar fields finds applications in visualization, data exploration, and feature detection. We describe two applications in detail: symmetry-aware transfer function design and symmetry-aware isosurface extraction.

Theory and Algorithms for Hop-Count-Based Localization with Random Geometric Graph Models of Dense Sensor Networks

Wireless sensor networks can often be viewed in terms of a uniform deployment of a large number of nodes in a region of Euclidean space. Following deployment, the nodes self-organize into a mesh topology with a key aspect being self-localization. Having obtained a mesh topology in a dense, homogeneous deployment, a frequently used approximation is to take the hop distance between nodes to be proportional to the Euclidean distance between them. In this work, we analyze this approximation through two complementary analyses. We assume that the mesh topology is a random geometric graph on the nodes; and that some nodes are designated as anchors with known locations. First, we obtain high probability bounds on the Euclidean distances of all nodes that are h hops away from a fixed anchor node. In the second analysis, we provide a heuristic argument that leads to a direct approximation for the density function of the Euclidean distance between two nodes that are separated by a hop distance h. This approximation is shown, through simulation, to very closely match the true density function. Localization algorithms that draw upon the preceding analyses are then proposed and shown to perform better than some of the well-known algorithms present in the literature. Belief-propagation-based message-passing is then used to further enhance the performance of the proposed localization algorithms. To our knowledge, this is the first usage of message-passing for hop-count-based self-localization.

Evaluation of document binarization using eigen value decomposition

A necessary step for the recognition of scanned documents is binarization, which is essentially the segmentation of the document. In order to binarize a scanned document, we can find several algorithms in the literature. What is the best binarization result for a given document image? To answer this question, a user needs to check different binarization algorithms for suitability, since different algorithms may work better for different type of documents. Manually choosing the best from a set of binarized documents is time consuming. To automate the selection of the best segmented document, either we need to use ground-truth of the document or propose an evaluation metric. If ground-truth is available, then precision and recall can be used to choose the best binarized document. What is the case, when ground-truth is not available? Can we come up with a metric which evaluates these binarized documents? Hence, we propose a metric to evaluate binarized document images using eigen value decomposition. We have evaluated this measure on DIBCO and H-DIBCO datasets. The proposed method chooses the best binarized document that is close to the ground-truth of the document.

Efficient simulation of unitary operators by combining two numerical algorithms: An NMR simulation of the mirror-inversion propagator of an XY spin chain

Precise experimental implementation of unitary operators is one of the most important tasks for quantum information processing. Numerical optimization techniques are widely used to find optimized control fields to realize a desired unitary operator. However, finding high-fidelity control pulses to realize an arbitrary unitary operator in larger spin systems is still a difficult task. In this work, we demonstrate that a combination of the GRAPE algorithm, which is a numerical pulse optimization technique, and a unitary operator decomposition algorithm Ajoy et al., Phys. Rev. A 85, 030303 (2012)] can realize unitary operators with high experimental fidelity. This is illustrated by simulating the mirror-inversion propagator of an XY spin chain in a five-spin dipolar coupled nuclear spin system. Further, this simulation has been used to demonstrate the transfer of entangled states from one end of the spin chain to the other end.