Unconstrained optimization with MINTOOLKIT for GNU octave

The paper documents MINTOOLKIT for GNU Octave. MINTOOLKIT provides functions for minimization and numeric differentiation. The main algorithms are BFGS, LBFGS, and simulated annealing. Examples are given.

Bidding at sequential first-price auctions with(out) supply uncertainty: a laboratory analysis

We report on a series of experiments that test the effects of an uncertain supply on the formation of bids and prices in sequential first-price auctions with private-independent values and unit-demands. Supply is assumed uncertain when buyers do not know the exact number of units to be sold (i.e., the length of the sequence). Although we observe a non-monotone behavior when supply is certain and an important overbidding, the data qualitatively support our price trend predictions and the risk neutral Nash equilibrium model of bidding for the last stage of a sequence, whether supply is certain or not. Our study shows that behavior in these markets changes significantly with the presence of an uncertain supply, and that it can be explained by assuming that bidders formulate pessimistic beliefs about the occurrence of another stage.

Sequential formation of coalitions through bilateral agreements

We study a sequential protocol of endogenous coalition formation based on a process of bilateral agreements among the players. We apply the game to a Cournot environment with linear demand and constant average costs. We show that the final outcome of any Subgame Perfect Equilibrium of the game is the grand coalition, provided the initial number of firms is high enough and they are sufficiently patient.

Welfare comparisons: sequential procedures for heterogenous populations

Some analysts use sequential dominance criteria, and others use equivalence scales in combination with non-sequential dominance tests, to make welfare comparisons of oint distributions of income and needs. In this paper we present a new sequential procedure hich copes with situations in which sequential dominance fails. We also demonstrate that there commendations deriving from the sequential approach are valid for distributions of equivalent income whatever equivalence scale the analyst might adopt. Thus the paper marries together the sequential and equivalizing approaches, seen as alternatives in much previous literature. All results are specified in forms which allow for demographic differences in the populations being compared.

Análisis de rendimiento de aplicaciones paralelas de memoria compartida: problema N-body

Este trabajo analiza el rendimiento de cuatro nodos de cómputo multiprocesador de memoria compartida para resolver el problema N-body. Se paraleliza el algoritmo serie, y se codifica usando el lenguaje C extendido con OpenMP. El resultado son dos variantes que obedecen a dos criterios de optimización diferentes: minimizar los requisitos de memoria y minimizar el volumen de cómputo. Posteriormente, se realiza un proceso de análisis de las prestaciones del programa sobre los nodos de cómputo. Se modela el rendimiento de las variantes secuenciales y paralelas de la aplicación, y de los nodos de cómputo; se instrumentan y ejecutan los programas para obtener resultados en forma de varias métricas; finalmente se muestran e interpretan los resultados, proporcionando claves que explican ineficiencias y cuellos de botella en el rendimiento y posibles líneas de mejora. La experiencia de este estudio concreto ha permitido esbozar una incipiente metodología de análisis de rendimiento, identificación de problemas y sintonización de algoritmos a nodos de cómputo multiprocesador de memoria compartida.

Analysis and optimization of the satellite-to-plane link of an aeronautical global system

En aquest projecte s’ha analitzat i optimitzat l’enllaç satèl·lit amb avió per a un sistema aeronàutic global. Aquest nou sistema anomenat ANTARES està dissenyat per a comunicar avions amb estacions base mitjançant un satèl·lit. Aquesta és una iniciativa on hi participen institucions oficials en l’aviació com ara l’ECAC i que és desenvolupat en una col·laboració europea d’universitats i empreses. El treball dut a terme en el projecte compren bàsicament tres aspectes. El disseny i anàlisi de la gestió de recursos. La idoneïtat d’utilitzar correcció d’errors en la capa d’enllaç i en cas que sigui necessària dissenyar una opció de codificació preliminar. Finalment, estudiar i analitzar l’efecte de la interferència co-canal en sistemes multifeix. Tots aquests temes són considerats només per al “forward link”. L’estructura que segueix el projecte és primer presentar les característiques globals del sistema, després centrar-se i analitzar els temes mencionats per a poder donar resultats i extreure conclusions.

Patent policy, patent pools, and the accumulation of claims in sequential innovation

We present a dynamic model where the accumulation of patents generates an increasing number of claims on sequential innovation. We compare innovation activity under three regimes -patents, no-patents, and patent pools- and find that none of them can reach the first best. We find that the first best can be reached through a decentralized tax-subsidy mechanism, by which innovators receive a subsidy when they innovate, and are taxed with subsequent innovations. This finding implies that optimal transfers work in the exact opposite way as traditional patents. Finally, we consider patents of finite duration and determine the optimal patent length.

Line search multilevel optimization as computational methods for dense optical flow

We evaluate the performance of different optimization techniques developed in the context of optical flowcomputation with different variational models. In particular, based on truncated Newton methods (TN) that have been an effective approach for large-scale unconstrained optimization, we develop the use of efficient multilevel schemes for computing the optical flow. More precisely, we evaluate the performance of a standard unidirectional multilevel algorithm - called multiresolution optimization (MR/OPT), to a bidrectional multilevel algorithm - called full multigrid optimization (FMG/OPT). The FMG/OPT algorithm treats the coarse grid correction as an optimization search direction and eventually scales it using a line search. Experimental results on different image sequences using four models of optical flow computation show that the FMG/OPT algorithm outperforms both the TN and MR/OPT algorithms in terms of the computational work and the quality of the optical flow estimation.

An algorithm for semi-infinite polynomial optimization

"Vegeu el resum a l'inici del document del fitxer adjunt."

A linear optimization technique for graph pebbling

Graph pebbling is a network model for studying whether or not a given supply of discrete pebbles can satisfy a given demand via pebbling moves. A pebbling move across an edge of a graph takes two pebbles from one endpoint and places one pebble at the other endpoint; the other pebble is lost in transit as a toll. It has been shown that deciding whether a supply can meet a demand on a graph is NP-complete. The pebbling number of a graph is the smallest t such that every supply of t pebbles can satisfy every demand of one pebble. Deciding if the pebbling number is at most k is NP 2 -complete. In this paper we develop a tool, called theWeight Function Lemma, for computing upper bounds and sometimes exact values for pebbling numbers with the assistance of linear optimization. With this tool we are able to calculate the pebbling numbers of much larger graphs than in previous algorithms, and much more quickly as well. We also obtain results for many families of graphs, in many cases by hand, with much simpler and remarkably shorter proofs than given in previously existing arguments (certificates typically of size at most the number of vertices times the maximum degree), especially for highly symmetric graphs. Here we apply theWeight Function Lemma to several specific graphs, including the Petersen, Lemke, 4th weak Bruhat, Lemke squared, and two random graphs, as well as to a number of infinite families of graphs, such as trees, cycles, graph powers of cycles, cubes, and some generalized Petersen and Coxeter graphs. This partly answers a question of Pachter, et al., by computing the pebbling exponent of cycles to within an asymptotically small range. It is conceivable that this method yields an approximation algorithm for graph pebbling.

A parameter-free approach for solving combinatorial optimization problems through biased randomization of efficient heuristics

This paper discusses the use of probabilistic or randomized algorithms for solving combinatorial optimization problems. Our approach employs non-uniform probability distributions to add a biased random behavior to classical heuristics so a large set of alternative good solutions can be quickly obtained in a natural way and without complex conguration processes. This procedure is especially useful in problems where properties such as non-smoothness or non-convexity lead to a highly irregular solution space, for which the traditional optimization methods, both of exact and approximate nature, may fail to reach their full potential. The results obtained are promising enough to suggest that randomizing classical heuristics is a powerful method that can be successfully applied in a variety of cases.

On the stability of the optimal value and the optimal set in optimization problems

The paper develops a stability theory for the optimal value and the optimal set mapping of optimization problems posed in a Banach space. The problems considered in this paper have an arbitrary number of inequality constraints involving lower semicontinuous (not necessarily convex) functions and one closed abstract constraint set. The considered perturbations lead to problems of the same type as the nominal one (with the same space of variables and the same number of constraints), where the abstract constraint set can also be perturbed. The spaces of functions involved in the problems (objective and constraints) are equipped with the metric of the uniform convergence on the bounded sets, meanwhile in the space of closed sets we consider, coherently, the Attouch-Wets topology. The paper examines, in a unified way, the lower and upper semicontinuity of the optimal value function, and the closedness, lower and upper semicontinuity (in the sense of Berge) of the optimal set mapping. This paper can be seen as a second part of the stability theory presented in [17], where we studied the stability of the feasible set mapping (completed here with the analysis of the Lipschitz-like property).

Route optimization and customization using real geographical data in Android mobile devices

Nowadays, there are several services and applications that allow users to locate and move to different tourist areas using a mobile device. These systems can be used either by internet or downloading an application in concrete places like a visitors centre. Although such applications are able to facilitate the location and the search for points of interest, in most cases, these services and applications do not meet the needs of each user. This paper aims to provide a solution by studying the main projects, services and applications, their routing algorithms and their treatment of the real geographical data in Android mobile devices, focusing on the data acquisition and treatment to improve the routing searches in off-line environments.

Algorithm creation and optimization for the crew pairing problem

Algoritmo que optimiza y crea pairings para tripulaciones de líneas aéreas mediante la posterior programación en Java.

Optimization of floor cleaning coverage performance of a random path-planning mobile robot

Floor cleaning is a typical robot application. There are several mobile robots aviable in the market for domestic applications most of them with random path-planning algorithms. In this paper we study the cleaning coverage performances of a random path-planning mobile robot and propose an optimized control algorithm, some methods to estimate the are of the room, the evolution of the cleaning and the time needed for complete coverage.