Using interior point algorithms for the solution of linear programs with special structural features

Linear Programming (LP) is a powerful decision making tool extensively used in various economic and engineering activities. In the early stages the success of LP was mainly due to the efficiency of the simplex method. After the appearance of Karmarkar's paper, the focus of most research was shifted to the field of interior point methods. The present work is concerned with investigating and efficiently implementing the latest techniques in this field taking sparsity into account. The performance of these implementations on different classes of LP problems is reported here. The preconditional conjugate gradient method is one of the most powerful tools for the solution of the least square problem, present in every iteration of all interior point methods. The effect of using different preconditioners on a range of problems with various condition numbers is presented. Decomposition algorithms has been one of the main fields of research in linear programming over the last few years. After reviewing the latest decomposition techniques, three promising methods were chosen the implemented. Sparsity is again a consideration and suggestions have been included to allow improvements when solving problems with these methods. Finally, experimental results on randomly generated data are reported and compared with an interior point method. The efficient implementation of the decomposition methods considered in this study requires the solution of quadratic subproblems. A review of recent work on algorithms for convex quadratic was performed. The most promising algorithms are discussed and implemented taking sparsity into account. The related performance of these algorithms on randomly generated separable and non-separable problems is also reported.

Direct femtosecond laser inscription in transparent dielectrics

Since 1996 direct femtosecond inscription in transparent dielectrics has become the subject of intensive research. This enabling technology significantly expands the technological boundaries for direct fabrication of 3D structures in a wide variety of materials. It allows modification of non-photosensitive materials, which opens the door to numerous practical applications. In this work we explored the direct femtosecond inscription of waveguides and demonstrated at least one order of magnitude enhancement in the most critical parameter - the induced contrast of the refractive index in a standard borosilicate optical glass. A record high induced refractive contrast of 2.5×10-2 is demonstrated. The waveguides fabricated possess one of the lowest losses, approaching level of Fresnel reflection losses at the glassair interface. High refractive index contrast allows the fabrication of curvilinear waveguides with low bend losses. We also demonstrated the optimisation of the inscription regimes in BK7 glass over a broad range of experimental parameters and observed a counter-intuitive increase of the induced refractive index contrast with increasing translation speed of a sample. Examples of inscription in a number of transparent dielectrics hosts using high repetition rate fs laser system (both glasses and crystals) are also presented. Sub-wavelength scale periodic inscription inside any material often demands supercritical propagation regimes, when pulse peak power is more than the critical power for selffocusing, sometimes several times higher than the critical power. For a sub-critical regime, when the pulse peak power is less than the critical power for self-focusing, we derive analytic expressions for Gaussian beam focusing in the presence of Kerr non-linearity as well as for a number of other beam shapes commonly used in experiments, including astigmatic and ring-shaped ones. In the part devoted to the fabrication of periodic structures, we report on recent development of our point-by-point method, demonstrating the shortest periodic perturbation created in the bulk of a pure fused silica sample, by using third harmonics (? =267 nm) of fundamental laser frequency (? =800 nm) and 1 kHz femtosecond laser system. To overcome the fundamental limitations of the point-by-point method we suggested and experimentally demonstrated the micro-holographic inscription method, which is based on using the combination of a diffractive optical element and standard micro-objectives. Sub-500 nm periodic structures with a much higher aspect ratio were demonstrated. From the applications point of view, we demonstrate examples of photonics devices by direct femtosecond fabrication method, including various vectorial bend-sensors fabricated in standard optical fibres, as well as a highly birefringent long-period gratings by direct modulation method. To address the intrinsic limitations of femtosecond inscription at very shallow depths we suggested the hybrid mask-less lithography method. The method is based on precision ablation of a thin metal layer deposited on the surface of the sample to create a mask. After that an ion-exchange process in the melt of Ag-containing salts allows quick and low-cost fabrication of shallow waveguides and other components of integrated optics. This approach covers the gap in direct fs inscription of shallow waveguide. Perspectives and future developments of direct femtosecond micro-fabrication are also discussed.

Femtosecond inscription of the first order Bragg gratings in pure fused silica

The fabrication of sub-micron periodic structures beyond diffraction limit is a major motivation for the present paper. We describe the fabrication of the periodic structure of 25 mm long with a pitch size of 260 nm which is less than a third of the wavelength used. This is the smallest reported period of the periodic structure inscribed by direct point-by-point method. A prototype of the add-drop filter, which utilizes such gratings, was demonstrated in one stage fabrication process of femtosecond inscription, in the bulk fused silica.

Inscription of in-fibre photonic devices by an infrared femtosecond laser

In this work, a point by point method for the inscription of fibre Bragg gratings using a tightly focused infrared femtosecond laser is implemented for the first time. Fibre Bragg gratings are wavelength-selective, retro-reflectors which have become a key component in optical communications as well as offering great potential as a sensing tool. Standard methods of fabrication are based on UV inscription in fibre with a photosensitive core. Despite the high quality of the gratings, a number of disadvantages are associated with UV inscription, in particular, the requirements of a photosensitive fibre, the low thermal stability and the need to remove the protective coating prior to inscription. By combining the great flexibility offered by the point by point method with the advantages inherent to inscription by an infrared femtosecond laser, the previous disadvantages are overcome. The method here introduced, allows a fast inscription process at a rate of ~1mm/s, gratings of lengths between 1cm and 2cm exhibiting reflections in excess of 99%. Physical dimensions of these gratings differ significantly from those inscribed by other methods, in this case the grating is confined to a fraction of the cross section of the core, leading to strong and controllable birefringence and polarisation dependent loss. Finally, an investigation of the potential for their exploitation towards novel applications is carried out, devices such as directional bend sensors inscribed in single-mode fibre, superimposed but non-overlapping gratings, and single-mode, single-polarisation fibre lasers, were designed, fabricated and characterised based on point by point femtosecond inscription.

Femtosecond inscription of the first order Bragg gratings in pure fused silica

The fabrication of sub-micron periodic structures beyond diffraction limit is a major motivation for the present paper. We describe the fabrication of the periodic structure of 25 mm long with a pitch size of 260 nm which is less than a third of the wavelength used. This is the smallest reported period of the periodic structure inscribed by direct point-by-point method. A prototype of the add-drop filter, which utilizes such gratings, was demonstrated in one stage fabrication process of femtosecond inscription, in the bulk fused silica.

An Exploration of parametric software cost estimating models for Jackson Systems Development

Most parametric software cost estimation models used today evolved in the late 70's and early 80's. At that time, the dominant software development techniques being used were the early 'structured methods'. Since then, several new systems development paradigms and methods have emerged, one being Jackson Systems Development (JSD). As current cost estimating methods do not take account of these developments, their non-universality means they cannot provide adequate estimates of effort and hence cost. In order to address these shortcomings two new estimation methods have been developed for JSD projects. One of these methods JSD-FPA, is a top-down estimating method, based on the existing MKII function point method. The other method, JSD-COCOMO, is a sizing technique which sizes a project, in terms of lines of code, from the process structure diagrams and thus provides an input to the traditional COCOMO method.The JSD-FPA method allows JSD projects in both the real-time and scientific application areas to be costed, as well as the commercial information systems applications to which FPA is usually applied. The method is based upon a three-dimensional view of a system specification as opposed to the largely data-oriented view traditionally used by FPA. The method uses counts of various attributes of a JSD specification to develop a metric which provides an indication of the size of the system to be developed. This size metric is then transformed into an estimate of effort by calculating past project productivity and utilising this figure to predict the effort and hence cost of a future project. The effort estimates produced were validated by comparing them against the effort figures for six actual projects.The JSD-COCOMO method uses counts of the levels in a process structure chart as the input to an empirically derived model which transforms them into an estimate of delivered source code instructions.

Line-by-line fiber Bragg grating made by femtosecond laser

In this letter, we report on the inscription of a fourth-order fiber Bragg grating made line-by-line in the optical fiber using a femtosecond laser. Strong Bragg resonance (~17 dB) and low insertion loss (~0.5 dB) were obtained with only 2000 periods. Measured refractive index change of these inscribed lines reaches up to 7 × 10-3. The grating was fully characterized and the low insertion loss together with low polarization-dependent loss were realized compared to gratings made by the point-by-point method. The high temperature annealing experiment shows the grating can survive up to at least 800°C.

Time complexity and convergence analysis of domain theoretic Picard method

We present an implementation of the domain-theoretic Picard method for solving initial value problems (IVPs) introduced by Edalat and Pattinson [1]. Compared to Edalat and Pattinson's implementation, our algorithm uses a more efficient arithmetic based on an arbitrary precision floating-point library. Despite the additional overestimations due to floating-point rounding, we obtain a similar bound on the convergence rate of the produced approximations. Moreover, our convergence analysis is detailed enough to allow a static optimisation in the growth of the precision used in successive Picard iterations. Such optimisation greatly improves the efficiency of the solving process. Although a similar optimisation could be performed dynamically without our analysis, a static one gives us a significant advantage: we are able to predict the time it will take the solver to obtain an approximation of a certain (arbitrarily high) quality.

A novel detection method for determining a surgeon's fatigue and hand tremor

The thesis presents new methodology and algorithms that can be used to analyse and measure the hand tremor and fatigue of surgeons while performing surgery. This will assist them in deriving useful information about their fatigue levels, and make them aware of the changes in their tool point accuracies. This thesis proposes that muscular changes of surgeons, which occur through a day of operating, can be monitored using Electromyography (EMG) signals. The multi-channel EMG signals are measured at different muscles in the upper arm of surgeons. The dependence of EMG signals has been examined to test the hypothesis that EMG signals are coupled with and dependent on each other. The results demonstrated that EMG signals collected from different channels while mimicking an operating posture are independent. Consequently, single channel fatigue analysis has been performed. In measuring hand tremor, a new method for determining the maximum tremor amplitude using Principal Component Analysis (PCA) and a new technique to detrend acceleration signals using Empirical Mode Decomposition algorithm were introduced. This tremor determination method is more representative for surgeons and it is suggested as an alternative fatigue measure. This was combined with the complexity analysis method, and applied to surgically captured data to determine if operating has an effect on a surgeon’s fatigue and tremor levels. It was found that surgical tremor and fatigue are developed throughout a day of operating and that this could be determined based solely on their initial values. Finally, several Nonlinear AutoRegressive with eXogenous inputs (NARX) neural networks were evaluated. The results suggest that it is possible to monitor surgeon tremor variations during surgery from their EMG fatigue measurements.

Symmetric operating point for increasing the extinction ratio of semiconductor based optical loop mirrors

Terahertz optical asymmetric demultiplexors (TOADs) use a semiconductor optical amplifier in an interferometer to create an all-optical switch and have potential uses in many optical networking applications. Here we demonstrate and compare experimentally a novel and simple method of dramatically increasing the extinction ratio of the device using a symmetrical configuration as compared to a ‘traditional’ configuration. The new configuration is designed to suppress the occurrence of self-switching in the device thus allowing signal pulses to be used at higher power levels. Using the proposed configuration an increase in extinction ratio of 10 dB has been measured on the transmitted port whilst benefiting from an improved input signal power handling capability.

Micro-fabrication of advanced photonic devices by means of direct point-by-point femtosecond inscription in silica

We present recent results on experimental micro-fabrication and numerical modeling of advanced photonic devices by means of direct writing by femtosecond laser. Transverse inscription geometry was routinely used to inscribe and modify photonic devices based on waveguiding structures. Typically, standard commercially available fibers were used as a template with a pre-fabricated waveguide. Using a direct, point-by-point inscription by infrared femtosecond laser, a range of fiber-based photonic devices was fabricated including Fiber Bragg Gratings (FBG) and Long Period Gratings (LPG). Waveguides with a core of a couple of microns, periodic structures, and couplers have been also fabricated in planar geometry using the same method.

Micro-fabrication of advanced photonic devices by means of direct point-by-point femtosecond inscription in silica

We present recent results on experimental micro-fabrication and numerical modeling of advanced photonic devices by means of direct writing by femtosecond laser. Transverse inscription geometry was routinely used to inscribe and modify photonic devices based on waveguiding structures. Typically, standard commercially available fibers were used as a template with a pre-fabricated waveguide. Using a direct, point-by-point inscription by infrared femtosecond laser, a range of fiber-based photonic devices was fabricated including Fiber Bragg Gratings (FBG) and Long Period Gratings (LPG). Waveguides with a core of a couple of microns, periodic structures, and couplers have been also fabricated in planar geometry using the same method.

Large scale organisational intervention to improve patient safety in four UK hospitals:mixed method evaluation

Objectives: To conduct an independent evaluation of the first phase of the Health Foundation's Safer Patients Initiative (SPI), and to identify the net additional effect of SPI and any differences in changes in participating and non-participating NHS hospitals. Design: Mixed method evaluation involving five substudies, before and after design. Setting: NHS hospitals in United Kingdom. Participants: Four hospitals (one in each country in the UK) participating in the first phase of the SPI (SPI1); 18 control hospitals. Intervention: The SPI1 was a compound (multicomponent) organisational intervention delivered over 18 months that focused on improving the reliability of specific frontline care processes in designated clinical specialties and promoting organisational and cultural change. Results: Senior staff members were knowledgeable and enthusiastic about SPI1. There was a small (0.08 points on a 5 point scale) but significant (P<0.01) effect in favour of the SPI1 hospitals in one of 11 dimensions of the staff questionnaire (organisational climate). Qualitative evidence showed only modest penetration of SPI1 at medical ward level. Although SPI1 was designed to engage staff from the bottom up, it did not usually feel like this to those working on the wards, and questions about legitimacy of some aspects of SPI1 were raised. Of the five components to identify patients at risk of deterioration - monitoring of vital signs (14 items); routine tests (three items); evidence based standards specific to certain diseases (three items); prescribing errors (multiple items from the British National Formulary); and medical history taking (11 items) - there was little net difference between control and SPI1 hospitals, except in relation to quality of monitoring of acute medical patients, which improved on average over time across all hospitals. Recording of respiratory rate increased to a greater degree in SPI1 than in control hospitals; in the second six hours after admission recording increased from 40% (93) to 69% (165) in control hospitals and from 37% (141) to 78% (296) in SPI1 hospitals (odds ratio for "difference in difference" 2.1, 99% confidence interval 1.0 to 4.3; P=0.008). Use of a formal scoring system for patients with pneumonia also increased over time (from 2% (102) to 23% (111) in control hospitals and from 2% (170) to 9% (189) in SPI1 hospitals), which favoured controls and was not significant (0.3, 0.02 to 3.4; P=0.173). There were no improvements in the proportion of prescription errors and no effects that could be attributed to SPI1 in non-targeted generic areas (such as enhanced safety culture). On some measures, the lack of effect could be because compliance was already high at baseline (such as use of steroids in over 85% of cases where indicated), but even when there was more room for improvement (such as in quality of medical history taking), there was no significant additional net effect of SPI1. There were no changes over time or between control and SPI1 hospitals in errors or rates of adverse events in patients in medical wards. Mortality increased from 11% (27) to 16% (39) among controls and decreased from17%(63) to13%(49) among SPI1 hospitals, but the risk adjusted difference was not significant (0.5, 0.2 to 1.4; P=0.085). Poor care was a contributing factor in four of the 178 deaths identified by review of case notes. The survey of patients showed no significant differences apart from an increase in perception of cleanliness in favour of SPI1 hospitals. Conclusions The introduction of SPI1 was associated with improvements in one of the types of clinical process studied (monitoring of vital signs) and one measure of staff perceptions of organisational climate. There was no additional effect of SPI1 on other targeted issues nor on other measures of generic organisational strengthening.

A meshless method for an inverse two-phase one-dimensional nonlinear Stefan problem

We extend a meshless method of fundamental solutions recently proposed by the authors for the one-dimensional two-phase inverse linear Stefan problem, to the nonlinear case. In this latter situation the free surface is also considered unknown which is more realistic from the practical point of view. Building on the earlier work, the solution is approximated in each phase by a linear combination of fundamental solutions to the heat equation. The implementation and analysis are more complicated in the present situation since one needs to deal with a nonlinear minimization problem to identify the free surface. Furthermore, the inverse problem is ill-posed since small errors in the input measured data can cause large deviations in the desired solution. Therefore, regularization needs to be incorporated in the objective function which is minimized in order to obtain a stable solution. Numerical results are presented and discussed. © 2014 IMACS.

Polynomial function intervals for floating-point software verification

The focus of our work is the verification of tight functional properties of numerical programs, such as showing that a floating-point implementation of Riemann integration computes a close approximation of the exact integral. Programmers and engineers writing such programs will benefit from verification tools that support an expressive specification language and that are highly automated. Our work provides a new method for verification of numerical software, supporting a substantially more expressive language for specifications than other publicly available automated tools. The additional expressivity in the specification language is provided by two constructs. First, the specification can feature inclusions between interval arithmetic expressions. Second, the integral operator from classical analysis can be used in the specifications, where the integration bounds can be arbitrary expressions over real variables. To support our claim of expressivity, we outline the verification of four example programs, including the integration example mentioned earlier. A key component of our method is an algorithm for proving numerical theorems. This algorithm is based on automatic polynomial approximation of non-linear real and real-interval functions defined by expressions. The PolyPaver tool is our implementation of the algorithm and its source code is publicly available. In this paper we report on experiments using PolyPaver that indicate that the additional expressivity does not come at a performance cost when comparing with other publicly available state-of-the-art provers. We also include a scalability study that explores the limits of PolyPaver in proving tight functional specifications of progressively larger randomly generated programs. © 2014 Springer International Publishing Switzerland.