PERFORMANCE OF THE MODEL CALLED ACQUANETXL IN THE ALLOCATION OF WATER IN COMPLEX WATER RESOURCE SYSTEMS

This article presents a tool for the allocation analysis of complex systems of water resources, called AcquaNetXL, developed in the form of spreadsheet in which a model of linear optimization and another nonlinear were incorporated. The AcquaNetXL keeps the concepts and attributes of a decision support system. In other words, it straightens out the communication between the user and the computer, facilitates the understanding and the formulation of the problem, the interpretation of the results and it also gives a support in the process of decision making, turning it into a clear and organized process. The performance of the algorithms used for solving the problems of water allocation was satisfactory especially for the linear model.

On the Filtering Problem for Continuous-Time Markov Jump Linear Systems with no Observation of the Markov Chain

We consider in this paper the optimal stationary dynamic linear filtering problem for continuous-time linear systems subject to Markovian jumps in the parameters (LSMJP) and additive noise (Wiener process). It is assumed that only an output of the system is available and therefore the values of the jump parameter are not accessible. It is a well known fact that in this setting the optimal nonlinear filter is infinite dimensional, which makes the linear filtering a natural numerically, treatable choice. The goal is to design a dynamic linear filter such that the closed loop system is mean square stable and minimizes the stationary expected value of the mean square estimation error. It is shown that an explicit analytical solution to this optimal filtering problem is obtained from the stationary solution associated to a certain Riccati equation. It is also shown that the problem can be formulated using a linear matrix inequalities (LMI) approach, which can be extended to consider convex polytopic uncertainties on the parameters of the possible modes of operation of the system and on the transition rate matrix of the Markov process. As far as the authors are aware of this is the first time that this stationary filtering problem (exact and robust versions) for LSMJP with no knowledge of the Markov jump parameters is considered in the literature. Finally, we illustrate the results with an example.

Some heuristic algorithms for total tardiness minimization in a flowshop with blocking

The flowshop scheduling problem with blocking in-process is addressed in this paper. In this environment, there are no buffers between successive machines: therefore intermediate queues of jobs waiting in the system for their next operations are not allowed. Heuristic approaches are proposed to minimize the total tardiness criterion. A constructive heuristic that explores specific characteristics of the problem is presented. Moreover, a GRASP-based heuristic is proposed and Coupled with a path relinking strategy to search for better outcomes. Computational tests are presented and the comparisons made with an adaptation of the NEH algorithm and with a branch-and-bound algorithm indicate that the new approaches are promising. (c) 2007 Elsevier Ltd. All rights reserved.

QUADRANT-SEARCHING: A NEW TECHNIQUE TO REDUCE THE SEARCH SPACE OF THE INVERSE PROBLEM OF EIT USING BEM TO THE DIRECT PROBLEM

The image reconstruction using the EIT (Electrical Impedance Tomography) technique is a nonlinear and ill-posed inverse problem which demands a powerful direct or iterative method. A typical approach for solving the problem is to minimize an error functional using an iterative method. In this case, an initial solution close enough to the global minimum is mandatory to ensure the convergence to the correct minimum in an appropriate time interval. The aim of this paper is to present a new, simple and low cost technique (quadrant-searching) to reduce the search space and consequently to obtain an initial solution of the inverse problem of EIT. This technique calculates the error functional for four different contrast distributions placing a large prospective inclusion in the four quadrants of the domain. Comparing the four values of the error functional it is possible to get conclusions about the internal electric contrast. For this purpose, initially we performed tests to assess the accuracy of the BEM (Boundary Element Method) when applied to the direct problem of the EIT and to verify the behavior of error functional surface in the search space. Finally, numerical tests have been performed to verify the new technique.

A hybrid case adaptation approach for case-based reasoning

Case-Based Reasoning is a methodology for problem solving based on past experiences. This methodology tries to solve a new problem by retrieving and adapting previously known solutions of similar problems. However, retrieved solutions, in general, require adaptations in order to be applied to new contexts. One of the major challenges in Case-Based Reasoning is the development of an efficient methodology for case adaptation. The most widely used form of adaptation employs hand coded adaptation rules, which demands a significant knowledge acquisition and engineering effort. An alternative to overcome the difficulties associated with the acquisition of knowledge for case adaptation has been the use of hybrid approaches and automatic learning algorithms for the acquisition of the knowledge used for the adaptation. We investigate the use of hybrid approaches for case adaptation employing Machine Learning algorithms. The approaches investigated how to automatically learn adaptation knowledge from a case base and apply it to adapt retrieved solutions. In order to verify the potential of the proposed approaches, they are experimentally compared with individual Machine Learning techniques. The results obtained indicate the potential of these approaches as an efficient approach for acquiring case adaptation knowledge. They show that the combination of Instance-Based Learning and Inductive Learning paradigms and the use of a data set of adaptation patterns yield adaptations of the retrieved solutions with high predictive accuracy.

A hybrid approach to learn with imbalanced classes using evolutionary algorithms

There is an increasing interest in the application of Evolutionary Algorithms (EAs) to induce classification rules. This hybrid approach can benefit areas where classical methods for rule induction have not been very successful. One example is the induction of classification rules in imbalanced domains. Imbalanced data occur when one or more classes heavily outnumber other classes. Frequently, classical machine learning (ML) classifiers are not able to learn in the presence of imbalanced data sets, inducing classification models that always predict the most numerous classes. In this work, we propose a novel hybrid approach to deal with this problem. We create several balanced data sets with all minority class cases and a random sample of majority class cases. These balanced data sets are fed to classical ML systems that produce rule sets. The rule sets are combined creating a pool of rules and an EA is used to build a classifier from this pool of rules. This hybrid approach has some advantages over undersampling, since it reduces the amount of discarded information, and some advantages over oversampling, since it avoids overfitting. The proposed approach was experimentally analysed and the experimental results show an improvement in the classification performance measured as the area under the receiver operating characteristics (ROC) curve.

Reduced gradient method combined with augmented Lagrangian and barrier for the optimal power flow problem

A new approach for solving the optimal power flow (OPF) problem is established by combining the reduced gradient method and the augmented Lagrangian method with barriers and exploring specific characteristics of the relations between the variables of the OPF problem. Computer simulations on IEEE 14-bus and IEEE 30-bus test systems illustrate the method. (c) 2007 Elsevier Inc. All rights reserved.

On the cutting stock problem under stochastic demand

This paper addresses the one-dimensional cutting stock problem when demand is a random variable. The problem is formulated as a two-stage stochastic nonlinear program with recourse. The first stage decision variables are the number of objects to be cut according to a cutting pattern. The second stage decision variables are the number of holding or backordering items due to the decisions made in the first stage. The problem`s objective is to minimize the total expected cost incurred in both stages, due to waste and holding or backordering penalties. A Simplex-based method with column generation is proposed for solving a linear relaxation of the resulting optimization problem. The proposed method is evaluated by using two well-known measures of uncertainty effects in stochastic programming: the value of stochastic solution-VSS-and the expected value of perfect information-EVPI. The optimal two-stage solution is shown to be more effective than the alternative wait-and-see and expected value approaches, even under small variations in the parameters of the problem.

GRASP heuristic with path-relinking for the multi-plant capacitated lot sizing problem

This paper addresses the independent multi-plant, multi-period, and multi-item capacitated lot sizing problem where transfers between the plants are allowed. This is an NP-hard combinatorial optimization problem and few solution methods have been proposed to solve it. We develop a GRASP (Greedy Randomized Adaptive Search Procedure) heuristic as well as a path-relinking intensification procedure to find cost-effective solutions for this problem. In addition, the proposed heuristics is used to solve some instances of the capacitated lot sizing problem with parallel machines. The results of the computational tests show that the proposed heuristics outperform other heuristics previously described in the literature. The results are confirmed by statistical tests. (C) 2009 Elsevier B.V. All rights reserved.

Heuristics for the one-dimensional cutting stock problem with limited multiple stock lengths

This paper deals with the classical one-dimensional integer cutting stock problem, which consists of cutting a set of available stock lengths in order to produce smaller ordered items. This process is carried out in order to optimize a given objective function (e.g., minimizing waste). Our study deals with a case in which there are several stock lengths available in limited quantities. Moreover, we have focused on problems of low demand. Some heuristic methods are proposed in order to obtain an integer solution and compared with others. The heuristic methods are empirically analyzed by solving a set of randomly generated instances and a set of instances from the literature. Concerning the latter. most of the optimal solutions of these instances are known, therefore it was possible to compare the solutions. The proposed methods presented very small objective function value gaps. (C) 2008 Elsevier Ltd. All rights reserved.

Evolutionary model trees for handling continuous classes in machine learning

Model trees are a particular case of decision trees employed to solve regression problems. They have the advantage of presenting an interpretable output, helping the end-user to get more confidence in the prediction and providing the basis for the end-user to have new insight about the data, confirming or rejecting hypotheses previously formed. Moreover, model trees present an acceptable level of predictive performance in comparison to most techniques used for solving regression problems. Since generating the optimal model tree is an NP-Complete problem, traditional model tree induction algorithms make use of a greedy top-down divide-and-conquer strategy, which may not converge to the global optimal solution. In this paper, we propose a novel algorithm based on the use of the evolutionary algorithms paradigm as an alternate heuristic to generate model trees in order to improve the convergence to globally near-optimal solutions. We call our new approach evolutionary model tree induction (E-Motion). We test its predictive performance using public UCI data sets, and we compare the results to traditional greedy regression/model trees induction algorithms, as well as to other evolutionary approaches. Results show that our method presents a good trade-off between predictive performance and model comprehensibility, which may be crucial in many machine learning applications. (C) 2010 Elsevier Inc. All rights reserved.

Self-adjoint extensions and spectral analysis in the generalized Kratzer problem

We present a mathematically rigorous quantum-mechanical treatment of a one-dimensional non-relativistic motion of a particle in the potential field V(x) = g(1)x(-1) + g(2)x(-2), x is an element of R(+) = [0, infinity). For g(2) > 0 and g(1) < 0, the potential is known as the Kratzer potential V(K)(x) and is usually used to describe molecular energy and structure, interactions between different molecules and interactions between non-bonded atoms. We construct all self-adjoint Schrodinger operators with the potential V(x) and represent rigorous solutions of the corresponding spectral problems. Solving the first part of the problem, we use a method of specifying self-adjoint extensions by (asymptotic) self-adjoint boundary conditions. Solving spectral problems, we follow Krein`s method of guiding functionals. This work is a continuation of our previous works devoted to the Coulomb, Calogero and Aharonov-Bohm potentials.

A novel MAP-MRF approach for multispectral image contextual classification using combination of suboptimal iterative algorithms

In this paper we present a novel approach for multispectral image contextual classification by combining iterative combinatorial optimization algorithms. The pixel-wise decision rule is defined using a Bayesian approach to combine two MRF models: a Gaussian Markov Random Field (GMRF) for the observations (likelihood) and a Potts model for the a priori knowledge, to regularize the solution in the presence of noisy data. Hence, the classification problem is stated according to a Maximum a Posteriori (MAP) framework. In order to approximate the MAP solution we apply several combinatorial optimization methods using multiple simultaneous initializations, making the solution less sensitive to the initial conditions and reducing both computational cost and time in comparison to Simulated Annealing, often unfeasible in many real image processing applications. Markov Random Field model parameters are estimated by Maximum Pseudo-Likelihood (MPL) approach, avoiding manual adjustments in the choice of the regularization parameters. Asymptotic evaluations assess the accuracy of the proposed parameter estimation procedure. To test and evaluate the proposed classification method, we adopt metrics for quantitative performance assessment (Cohen`s Kappa coefficient), allowing a robust and accurate statistical analysis. The obtained results clearly show that combining sub-optimal contextual algorithms significantly improves the classification performance, indicating the effectiveness of the proposed methodology. (C) 2010 Elsevier B.V. All rights reserved.

PARALLEL ALGORITHMS FOR MAXIMAL CLIQUES IN CIRCLE GRAPHS AND UNRESTRICTED DEPTH SEARCH

We present parallel algorithms on the BSP/CGM model, with p processors, to count and generate all the maximal cliques of a circle graph with n vertices and m edges. To count the number of all the maximal cliques, without actually generating them, our algorithm requires O(log p) communication rounds with O(nm/p) local computation time. We also present an algorithm to generate the first maximal clique in O(log p) communication rounds with O(nm/p) local computation, and to generate each one of the subsequent maximal cliques this algorithm requires O(log p) communication rounds with O(m/p) local computation. The maximal cliques generation algorithm is based on generating all maximal paths in a directed acyclic graph, and we present an algorithm for this problem that uses O(log p) communication rounds with O(m/p) local computation for each maximal path. We also show that the presented algorithms can be extended to the CREW PRAM model.

U-curve: A branch-and-bound optimization algorithm for U-shaped cost functions on Boolean lattices applied to the feature selection problem

This paper presents the formulation of a combinatorial optimization problem with the following characteristics: (i) the search space is the power set of a finite set structured as a Boolean lattice; (ii) the cost function forms a U-shaped curve when applied to any lattice chain. This formulation applies for feature selection in the context of pattern recognition. The known approaches for this problem are branch-and-bound algorithms and heuristics that explore partially the search space. Branch-and-bound algorithms are equivalent to the full search, while heuristics are not. This paper presents a branch-and-bound algorithm that differs from the others known by exploring the lattice structure and the U-shaped chain curves of the search space. The main contribution of this paper is the architecture of this algorithm that is based on the representation and exploration of the search space by new lattice properties proven here. Several experiments, with well known public data, indicate the superiority of the proposed method to the sequential floating forward selection (SFFS), which is a popular heuristic that gives good results in very short computational time. In all experiments, the proposed method got better or equal results in similar or even smaller computational time. (C) 2009 Elsevier Ltd. All rights reserved.