SOMS: SurrOgate MultiStart algorithm for use with nonlinear programming for global optimization

SOMS is a general surrogate-based multistart algorithm, which is used in combination with any local optimizer to find global optima for computationally expensive functions with multiple local minima. SOMS differs from previous multistart methods in that a surrogate approximation is used by the multistart algorithm to help reduce the number of function evaluations necessary to identify the most promising points from which to start each nonlinear programming local search. SOMS’s numerical results are compared with four well-known methods, namely, Multi-Level Single Linkage (MLSL), MATLAB’s MultiStart, MATLAB’s GlobalSearch, and GLOBAL. In addition, we propose a class of wavy test functions that mimic the wavy nature of objective functions arising in many black-box simulations. Extensive comparisons of algorithms on the wavy testfunctions and on earlier standard global-optimization test functions are done for a total of 19 different test problems. The numerical results indicate that SOMS performs favorably in comparison to alternative methods and does especially well on wavy functions when the number of function evaluations allowed is limited.

Context-Oriented Programming

Context-dependent behavior is becoming increasingly important for a wide range of application domains, from pervasive computing to common business applications. Unfortunately, mainstream programming languages do not provide mechanisms that enable software entities to adapt their behavior dynamically to the current execution context. This leads developers to adopt convoluted designs to achieve the necessary runtime flexibility. We propose a new programming technique called Context-oriented Programming (COP) which addresses this problem. COP treats context explicitly, and provides mechanisms to dynamically adapt behavior in reaction to changes in context, even after system deployment at runtime. In this paper we lay the foundations of COP, show how dynamic layer activation enables multi-dimensional dispatch, illustrate the application of COP by examples in several language extensions, and demonstrate that COP is largely independent of other commitments to programming style.

A nonlinear QCT-based finite element model validation study for the human femur tested in two configurations in vitro

Purpose Femoral fracture is a common medical problem in osteoporotic individuals. Bone mineral density (BMD) is the gold standard measure to evaluate fracture risk in vivo. Quantitative computed tomography (QCT)-based homogenized voxel finite element (hvFE) models have been proved to be more accurate predictors of femoral strength than BMD by adding geometrical and material properties. The aim of this study was to evaluate the ability of hvFE models in predicting femoral stiffness, strength and failure location for a large number of pairs of human femora tested in two different loading scenarios. Methods Thirty-six pairs of femora were scanned with QCT and total proximal BMD and BMC were evaluated. For each pair, one femur was positioned in one-legged stance configuration (STANCE) and the other in a sideways configuration (SIDE). Nonlinear hvFE models were generated from QCT images by reproducing the same loading configurations imposed in the experiments. For experiments and models, the structural properties (stiffness and ultimate load), the failure location and the motion of the femoral head were computed and compared. Results In both configurations, hvFE models predicted both stiffness (R2=0.82 for STANCE and R2=0.74 for SIDE) and femoral ultimate load (R2=0.80 for STANCE and R2=0.85 for SIDE) better than BMD and BMC. Moreover, the models predicted qualitatively well the failure location (66% of cases) and the motion of the femoral head. Conclusions The subject specific QCT-based nonlinear hvFE model cannot only predict femoral apparent mechanical properties better than densitometric measures, but can additionally provide useful qualitative information about failure location.

Loop formulation of the supersymmetric nonlinear O(N) sigma model

We derive the fermion loop formulation for the supersymmetric nonlinear O(N) sigma model by performing a hopping expansion using Wilson fermions. In this formulation the fermionic contribution to the partition function becomes a sum over all possible closed non-oriented fermion loop configurations. The interaction between the bosonic and fermionic degrees of freedom is encoded in the constraints arising from the supersymmetry and induces flavour changing fermion loops. For N ≥ 3 this leads to fermion loops which are no longer self-avoiding and hence to a potential sign problem. Since we use Wilson fermions the bare mass needs to be tuned to the chiral point. For N = 2 we determine the critical point and present boson and fermion masses in the critical regime.

A mixed-integer linear programming approach to the optimization of event-bus schedules: a scheduling application in the tourism sector

This paper deals with “The Enchanted Journey,” which is a daily event tour booked by Bollywood-film fans. During the tour, the participants visit original sites of famous Bollywood films at various locations in Switzerland; moreover, the tour includes stops for lunch and shopping. Each day, up to five buses operate the tour. For operational reasons, however, two or more buses cannot stay at the same location simultaneously. Further operative constraints include time windows for all activities and precedence constraints between some activities. The planning problem is how to compute a feasible schedule for each bus. We implement a two-step hierarchical approach. In the first step, we minimize the total waiting time; in the second step, we minimize the total travel time of all buses. We present a basic formulation of this problem as a mixed-integer linear program. We enhance this basic formulation by symmetry-breaking constraints, which reduces the search space without loss of generality. We report on computational results obtained with the Gurobi Solver. Our numerical results show that all relevant problem instances can be solved using the basic formulation within reasonable CPU time, and that the symmetry-breaking constraints reduce that CPU time considerably.

Index Tracking Using Data-Mining Techniques and Mixed-Binary Linear Programming

Index tracking has become one of the most common strategies in asset management. The index-tracking problem consists of constructing a portfolio that replicates the future performance of an index by including only a subset of the index constituents in the portfolio. Finding the most representative subset is challenging when the number of stocks in the index is large. We introduce a new three-stage approach that at first identifies promising subsets by employing data-mining techniques, then determines the stock weights in the subsets using mixed-binary linear programming, and finally evaluates the subsets based on cross validation. The best subset is returned as the tracking portfolio. Our approach outperforms state-of-the-art methods in terms of out-of-sample performance and running times.