Hydrocarbon field size distributions: a case study in mixed integer nonlinear programming

Of key importance to oil and gas companies is the size distribution of fields in the areas that they are drilling. Recent arguments suggest that there are many more fields yet to be discovered in mature provinces than had previously been thought because the underlying distribution is monotonic not peaked. According to this view the peaked nature of the distribution for discovered fields reflects not the underlying distribution but the effect of economic truncation. This paper contributes to the discussion by analysing up-to-date exploration and discovery data for two mature provinces using the discovery-process model, based on sampling without replacement and implicitly including economic truncation effects. The maximum likelihood estimation involved generates a high-dimensional mixed-integer nonlinear optimization problem. A highly efficient solution strategy is tested, exploiting the separable structure and handling the integer constraints by treating the problem as a masked allocation problem in dynamic programming.

Three parallel programming paradigms: Comparisons on an archetypal PDE computation

Three paradigms for distributed-memory parallel computation that free the application programmer from the details of message passing are compared for an archetypal structured scientific computation -- a nonlinear, structured-grid partial differential equation boundary value problem -- using the same algorithm on the same hardware. All of the paradigms -- parallel languages represented by the Portland Group's HPF, (semi-)automated serial-to-parallel source-to-source translation represented by CAP-Tools from the University of Greenwich, and parallel libraries represented by Argonne's PETSc -- are found to be easy to use for this problem class, and all are reasonably effective in exploiting concurrency after a short learning curve. The level of involvement required by the application programmer under any paradigm includes specification of the data partitioning, corresponding to a geometrically simple decomposition of the domain of the PDE. Programming in SPMD style for the PETSc library requires writing only the routines that discretize the PDE and its Jacobian, managing subdomain-to-processor mappings (affine global-to-local index mappings), and interfacing to library solver routines. Programming for HPF requires a complete sequential implementation of the same algorithm as a starting point, introduction of concurrency through subdomain blocking (a task similar to the index mapping), and modest experimentation with rewriting loops to elucidate to the compiler the latent concurrency. Programming with CAPTools involves feeding the same sequential implementation to the CAPTools interactive parallelization system, and guiding the source-to-source code transformation by responding to various queries about quantities knowable only at runtime. Results representative of "the state of the practice" for a scaled sequence of structured grid problems are given on three of the most important contemporary high-performance platforms: the IBM SP, the SGI Origin 2000, and the CRAYY T3E.

Approximation Algorithms for a Symmetric Quadratic Knapsack Problem and its Scheduling Applications

We consider a knapsack problem to minimize a symmetric quadratic function. We demonstrate that this symmetric quadratic knapsack problem is relevant to two problems of single machine scheduling: the problem of minimizing the weighted sum of the completion times with a single machine non-availability interval under the non-resumable scenario; and the problem of minimizing the total weighted earliness and tardiness with respect to a common small due date. We develop a polynomial-time approximation algorithm that delivers a constant worst-case performance ratio for a special form of the symmetric quadratic knapsack problem. We adapt that algorithm to our scheduling problems and achieve a better performance. For the problems under consideration no fixed-ratio approximation algorithms have been previously known.

An improved approximation algorithm for the two-machine flow shop scheduling problem with an interstage transporter

We study the two-machine flow shop problem with an uncapacitated interstage transporter. The jobs have to be split into batches, and upon completion on the first machine, each batch has to be shipped to the second machine by a transporter. The best known heuristic for the problem is a –approximation algorithm that outputs a two-shipment schedule. We design a –approximation algorithm that finds schedules with at most three shipments, and this ratio cannot be improved, unless schedules with more shipments are created. This improvement is achieved due to a thorough analysis of schedules with two and three shipments by means of linear programming. We formulate problems of finding an optimal schedule with two or three shipments as integer linear programs and develop strongly polynomial algorithms that find solutions to their continuous relaxations with a small number of fractional variables

An approximation algorithm for the two-machine flow shop with a single transporter

We study the two-machine flow shop problem with an uncapacitated interstage transporter. The jobs have to be split into batches, and upon completion on the first machine, each batch has to be shipped to the second machine by a transporter. The best known heuristic for the problem is a –approximation algorithm that outputs a two-shipment schedule. We design a –approximation algorithm that finds schedules with at most three shipments, and this ratio cannot be improved, unless schedules with more shipments are created. This improvement is achieved due to a thorough analysis of schedules with two and three shipments by means of linear programming. We formulate problems of finding an optimal schedule with two or three shipments as integer linear programs and develop strongly polynomial algorithms that find solutions to their continuous relaxations with a small number of fractional variables.