An aggregate measure of financial ratios using a multiplicative DEA model

This paper examines the problems in the definition of the General Non-Parametric Corporate Performance (GNCP) and introduces a multiplicative linear programming as an alternative model for corporate performance. We verified and tested a statistically significant difference between the two models based on the application of 27 UK industries using six performance ratios. Our new model is found to be a more robust performance model than the previous standard Data Envelopment Analysis (DEA) model.

Structural optimization

The non-linear programming algorithms for the minimum weight design of structural frames are presented in this thesis. The first, which is applied to rigidly jointed and pin jointed plane frames subject to deflexion constraints, consists of a search in a feasible design space. Successive trial designs are developed so that the feasibility and the optimality of the designs are improved simultaneously. It is found that this method is restricted lo the design of structures with few unknown variables. The second non-linear programming algorithm is presented .in a general form. This consists of two types of search, one improving feasibility and the other optimality. The method speeds up the 'feasible direction' approach by obtaining a constant weight direction vector that is influenced by dominating constraints. For pin jointed plane and space frames this method is used to obtain a 'minimum weight' design which satisfies restrictions on stresses and deflexions. The matrix force method enables the design requirements to be expressed in a general form and the design problem is automatically formulated within the computer. Examples are given to explain the method and the design criteria are extended to include member buckling. Fundamental theorems are proposed and proved to confirm that structures are inter-related. These theorems are applicable to linear elastic structures and facilitate the prediction of the behaviour of one structure from the results of analysing another, more general, or related structure. It becomes possible to evaluate the significance of each member in the behaviour of a structure and the problem of minimum weight design is extended to include shape. A method is proposed to design structures of optimum shape with stress and deflexion limitations. Finally a detailed investigation is carried out into the design of structures to study the factors that influence their shape.

Multiple criteria optimization of contemporary logistics distribution network problems

In the contemporary customer-driven supply chain, maximization of customer service plays an equally important role as minimization of costs for a company to retain and increase its competitiveness. This article develops a multiple-criteria optimization approach, combining the analytic hierarchy process (AHP) and an integer linear programming (ILP) model, to aid the design of an optimal logistics distribution network. The proposed approach outperforms traditional cost-based optimization techniques because it considers both quantitative and qualitative factors and also aims at maximizing the benefits of deliverer and customers. In the approach, the AHP is used to determine the relative importance weightings or priorities of alternative warehouses with respect to some critical customer-oriented criteria. The results of AHP prioritization are utilized as the input of the ILP model, the objective of which is to select the best warehouses at the lowest possible cost. In this article, two commercial packages are used: including Expert Choice and LINDO.

On the k-anonymization of time-varying and multi-layer social graphs

The popularity of online social media platforms provides an unprecedented opportunity to study real-world complex networks of interactions. However, releasing this data to researchers and the public comes at the cost of potentially exposing private and sensitive user information. It has been shown that a naive anonymization of a network by removing the identity of the nodes is not sufficient to preserve users’ privacy. In order to deal with malicious attacks, k -anonymity solutions have been proposed to partially obfuscate topological information that can be used to infer nodes’ identity. In this paper, we study the problem of ensuring k anonymity in time-varying graphs, i.e., graphs with a structure that changes over time, and multi-layer graphs, i.e., graphs with multiple types of links. More specifically, we examine the case in which the attacker has access to the degree of the nodes. The goal is to generate a new graph where, given the degree of a node in each (temporal) layer of the graph, such a node remains indistinguishable from other k-1 nodes in the graph. In order to achieve this, we find the optimal partitioning of the graph nodes such that the cost of anonymizing the degree information within each group is minimum. We show that this reduces to a special case of a Generalized Assignment Problem, and we propose a simple yet effective algorithm to solve it. Finally, we introduce an iterated linear programming approach to enforce the realizability of the anonymized degree sequences. The efficacy of the method is assessed through an extensive set of experiments on synthetic and real-world graphs.

Non-stationary stochastic inventory lot-sizing with emission and service level constraints in a carbon cap-and-trade system

Firms worldwide are taking major initiatives to reduce the carbon footprint of their supply chains in response to the growing governmental and consumer pressures. In real life, these supply chains face stochastic and non-stationary demand but most of the studies on inventory lot-sizing problem with emission concerns consider deterministic demand. In this paper, we study the inventory lot-sizing problem under non-stationary stochastic demand condition with emission and cycle service level constraints considering carbon cap-and-trade regulatory mechanism. Using a mixed integer linear programming model, this paper aims to investigate the effects of emission parameters, product- and system-related features on the supply chain performance through extensive computational experiments to cover general type business settings and not a specific scenario. Results show that cycle service level and demand coefficient of variation have significant impacts on total cost and emission irrespective of level of demand variability while the impact of product's demand pattern is significant only at lower level of demand variability. Finally, results also show that increasing value of carbon price reduces total cost, total emission and total inventory and the scope of emission reduction by increasing carbon price is greater at higher levels of cycle service level and demand coefficient of variation. The analysis of results helps supply chain managers to take right decision in different demand and service level situations.

Optimal combination of energy crops under different policy scenarios:the case of Northern Greece

Energy crops production is considered as environmentally benign and socially acceptable, offering ecological benefits over fossil fuels through their contribution to the reduction of greenhouse gases and acidifying emissions. Energy crops are subjected to persistent policy support by the EU, despite their limited or even marginally negative impact on the greenhouse effect. The present study endeavors to optimize the agricultural income generated by energy crops in a remote and disadvantageous region, with the assistance of linear programming. The optimization concerns the income created from soybean, sunflower (proxy for energy crop), and corn. Different policy scenarios imposed restrictions on the value of the subsidies as a proxy for EU policy tools, the value of inputs (costs of capital and labor) and different irrigation conditions. The results indicate that the area and the imports per energy crop remain unchanged, independently of the policy scenario enacted. Furthermore, corn cultivation contributes the most to iFncome maximization, whereas the implemented CAP policy plays an incremental role in uptaking an energy crop. A key implication is that alternative forms of motivation should be provided to the farmers beyond the financial ones in order the extensive use of energy crops to be achieved.

Parallel implementation of image segmentation algorithms on a network of transputers

Image segmentation is one of the most computationally intensive operations in image processing and computer vision. This is because a large volume of data is involved and many different features have to be extracted from the image data. This thesis is concerned with the investigation of practical issues related to the implementation of several classes of image segmentation algorithms on parallel architectures. The Transputer is used as the basic building block of hardware architectures and Occam is used as the programming language. The segmentation methods chosen for implementation are convolution, for edge-based segmentation; the Split and Merge algorithm for segmenting non-textured regions; and the Granlund method for segmentation of textured images. Three different convolution methods have been implemented. The direct method of convolution, carried out in the spatial domain, uses the array architecture. The other two methods, based on convolution in the frequency domain, require the use of the two-dimensional Fourier transform. Parallel implementations of two different Fast Fourier Transform algorithms have been developed, incorporating original solutions. For the Row-Column method the array architecture has been adopted, and for the Vector-Radix method, the pyramid architecture. The texture segmentation algorithm, for which a system-level design is given, demonstrates a further application of the Vector-Radix Fourier transform. A novel concurrent version of the quad-tree based Split and Merge algorithm has been implemented on the pyramid architecture. The performance of the developed parallel implementations is analysed. Many of the obtained speed-up and efficiency measures show values close to their respective theoretical maxima. Where appropriate comparisons are drawn between different implementations. The thesis concludes with comments on general issues related to the use of the Transputer system as a development tool for image processing applications; and on the issues related to the engineering of concurrent image processing applications.

Multi-threaded parallel numerical modelling of femtosecond pulse propagation in laser machining

Femtosecond laser microfabrication has emerged over the last decade as a 3D flexible technology in photonics. Numerical simulations provide an important insight into spatial and temporal beam and pulse shaping during the course of extremely intricate nonlinear propagation (see e.g. [1,2]). Electromagnetics of such propagation is typically described in the form of the generalized Non-Linear Schrdinger Equation (NLSE) coupled with Drude model for plasma [3]. In this paper we consider a multi-threaded parallel numerical solution for a specific model which describes femtosecond laser pulse propagation in transparent media [4, 5]. However our approach can be extended to similar models. The numerical code is implemented in NVIDIA Graphics Processing Unit (GPU) which provides an effitient hardware platform for multi-threded computing. We compare the performance of the described below parallel code implementated for GPU using CUDA programming interface [3] with a serial CPU version used in our previous papers [4,5]. © 2011 IEEE.

Multi-threaded parallel simulation of non-local non-linear problems in ultrashort laser pulse propagation in the presence of plasma

We describe a parallel multi-threaded approach for high performance modelling of wide class of phenomena in ultrafast nonlinear optics. Specific implementation has been performed using the highly parallel capabilities of a programmable graphics processor. © 2011 SPIE.

Transition in homogeneously heated inclined plane parallel shear flows

The transition of internally heated inclined plane parallel shear flows is examined numerically for the case of finite values of the Prandtl number Pr. We show that as the strength of the homogeneously distributed heat source is increased the basic flow loses stability to two-dimensional perturbations of the transverse roll type in a Hopf bifurcation for the vertical orientation of the fluid layer, whereas perturbations of the longitudinal roll type are most dangerous for a wide range of the value of the angle of inclination. In the case of the horizontal inclination transverse roll and longitudinal roll perturbations share the responsibility for the prime instability. Following the linear stability analysis for the general inclination of the fluid layer our attention is focused on a numerical study of the finite amplitude secondary travelling-wave solutions (TW) that develop from the perturbations of the transverse roll type for the vertical inclination of the fluid layer. The stability of the secondary TW against three-dimensional perturbations is also examined and our study shows that for Pr=0.71 the secondary instability sets in as a quasi-periodic mode, while for Pr=7 it is phase-locked to the secondary TW. The present study complements and extends the recent study by Nagata and Generalis (2002) in the case of vertical inclination for Pr=0.

Transition in plane parallel shear flows heated internally

The stability of internally heated inclined plane parallel shear flows is examined numerically for the case of finite value of the Prandtl number, Pr. The transition in a vertical channel has already been studied for 0≤Pr≤100 with or without the application of an external pressure gradient, where the secondary flow takes the form of travelling waves (TWs) that are spanwise-independent (see works of Nagata and Generalis). In this work, in contrast to work already reported (J. Heat Trans. T. ASME 124 (2002) 635-642), we examine transition where the secondary flow takes the form of longitudinal rolls (LRs), which are independent of the steamwise direction, for Pr=7 and for a specific value of the angle of inclination of the fluid layer without the application of an external pressure gradient. We find possible bifurcation points of the secondary flow by performing a linear stability analysis that determines the neutral curve, where the basic flow, which can have two inflection points, loses stability. The linear stability of the secondary flow against three-dimensional perturbations is also examined numerically for the same value of the angle of inclination by employing Floquet theory. We identify possible bifurcation points for the tertiary flow and show that the bifurcation can be either monotone or oscillatory. © 2003 Académie des sciences. Published by Elsevier SAS. All rights reserved.

High performance numerical modeling of ultra-short laser pulse propagation based on multithreaded parallel hardware

The focus of this study is development of parallelised version of severely sequential and iterative numerical algorithms based on multi-threaded parallel platform such as a graphics processing unit. This requires design and development of a platform-specific numerical solution that can benefit from the parallel capabilities of the chosen platform. Graphics processing unit was chosen as a parallel platform for design and development of a numerical solution for a specific physical model in non-linear optics. This problem appears in describing ultra-short pulse propagation in bulk transparent media that has recently been subject to several theoretical and numerical studies. The mathematical model describing this phenomenon is a challenging and complex problem and its numerical modeling limited on current modern workstations. Numerical modeling of this problem requires a parallelisation of an essentially serial algorithms and elimination of numerical bottlenecks. The main challenge to overcome is parallelisation of the globally non-local mathematical model. This thesis presents a numerical solution for elimination of numerical bottleneck associated with the non-local nature of the mathematical model. The accuracy and performance of the parallel code is identified by back-to-back testing with a similar serial version.

Parallel Problem Solving from Nature – PPSN XIV:14th International Conference, Edinburgh, UK, September 17-21, 2016, Proceedings

This book constitutes the refereed proceedings of the 14th International Conference on Parallel Problem Solving from Nature, PPSN 2016, held in Edinburgh, UK, in September 2016. The total of 93 revised full papers were carefully reviewed and selected from 224 submissions. The meeting began with four workshops which offered an ideal opportunity to explore specific topics in intelligent transportation Workshop, landscape-aware heuristic search, natural computing in scheduling and timetabling, and advances in multi-modal optimization. PPSN XIV also included sixteen free tutorials to give us all the opportunity to learn about new aspects: gray box optimization in theory; theory of evolutionary computation; graph-based and cartesian genetic programming; theory of parallel evolutionary algorithms; promoting diversity in evolutionary optimization: why and how; evolutionary multi-objective optimization; intelligent systems for smart cities; advances on multi-modal optimization; evolutionary computation in cryptography; evolutionary robotics - a practical guide to experiment with real hardware; evolutionary algorithms and hyper-heuristics; a bridge between optimization over manifolds and evolutionary computation; implementing evolutionary algorithms in the cloud; the attainment function approach to performance evaluation in EMO; runtime analysis of evolutionary algorithms: basic introduction; meta-model assisted (evolutionary) optimization. The papers are organized in topical sections on adaption, self-adaption and parameter tuning; differential evolution and swarm intelligence; dynamic, uncertain and constrained environments; genetic programming; multi-objective, many-objective and multi-level optimization; parallel algorithms and hardware issues; real-word applications and modeling; theory; diversity and landscape analysis.