Tatonnement Mechanisms for Combinatorial Exchanges

Combinatorial exchanges are double sided marketplaces with multiple sellers and multiple buyers trading with the help of combinatorial bids. The allocation and other associated problems in such exchanges are known to be among the hardest to solve among all economic mechanisms. It has been shown that the problems of surplus maximization or volume maximization in combinatorial exchanges are inapproximable even with free disposal. In this paper, the surplus maximization problem is formulated as an integer linear programming problem and we propose a Lagrangian relaxation based heuristic to find a near optimal solution. We develop computationally efficient tâtonnement mechanisms for clearing combinatorial exchanges where the Lagrangian multipliers can be interpreted as the prices of the items set by the exchange in each iteration. Our mechanisms satisfy Individual-rationality and Budget-nonnegativity properties. The computational experiments performed on representative data sets show that the proposed heuristic produces a feasible solution with negligible optimality gap.

Efficient Algorithms for Combinatorial Auctions with Volume Discounts Arising in Web Service Composition

Web services are now a key ingredient of software services offered by software enterprises. Many standardized web services are now available as commodity offerings from web service providers. An important problem for a web service requester is the web service composition problem which involves selecting the right mix of web service offerings to execute an end-to-end business process. Web service offerings are now available in bundled form as composite web services and more recently, volume discounts are also on offer, based on the number of executions of web services requested. In this paper, we develop efficient algorithms for the web service composition problem in the presence of composite web service offerings and volume discounts. We model this problem as a combinatorial auction with volume discounts. We first develop efficient polynomial time algorithms when the end-to-end service involves a linear workflow of web services. Next we develop efficient polynomial time algorithms when the end-to-end service involves a tree workflow of web services.

Spectral Finite Element Modeling of Complex Structures for Applications in Real-time Structural Health Monitoring

In this paper we discuss the recent progresses in spectral finite element modeling of complex structures and its application in real-time structural health monitoring system based on sensor-actuator network and near real-time computation of Damage Force Indicator (DFI) vector. A waveguide network formalism is developed by mapping the original variational problem into the variational problem involving product spaces of 1D waveguides. Numerical convergence is studied using a h()-refinement scheme, where is the wavelength of interest. Computational issues towards successful implementation of this method with SHM system are discussed.

Development of novel multiple quantummethodologies for the analyses of complex protonNMR spectra of scalar coupled spins

One of the significant advancements in Nuclear Magnetic Resonance spectroscopy (NMR) in combating the problem of spectral complexity for deriving the structure and conformational information is the incorporation of additional dimension and to spread the information content in a two dimensional space. This approach together with the manipulation of the dynamics of nuclear spins permitted the designing of appropriate pulse sequences leading to the evolution of diverse multidimensional NMR experiments. The desired spectral information can now be extracted in a simplified and an orchestrated manner. The indirect detection of multiple quantum (MQ) NMR frequencies is a step in this direction. The MQ technique has been extensively used in the study of molecules aligned in liquid crystalline media to reduce spectral complexity and to determine molecular geometries. Unlike in dipolar coupled systems, the size of the network of scalar coupled spins is not big in isotropic solutions and the MQ 1H detection is not routinely employed,although there are specific examples of spin topology filtering. In this brief review, we discuss our recent studies on the development and application of multiple quantum correlation and resolved techniques for the analyses of proton NMR spectra of scalar coupled spins.

Structural Insights into Saccharomyces cerevisiae Msh4-Msh5 Complex Function Using Homology Modeling

The Msh4-Msh5 protein complex in eukaryotes is involved in stabilizing Holliday junctions and its progenitors to facilitate crossing over during Meiosis I. These functions of the Msh4-Msh5 complex are essential for proper chromosomal segregation during the first meiotic division. The Msh4/5 proteins are homologous to the bacterial mismatch repair protein MutS and other MutS homologs (Msh2, Msh3, Msh6). Saccharomyces cerevisiae msh4/5 point mutants were identified recently that show two fold reduction in crossing over, compared to wild-type without affecting chromosome segregation. Three distinct classes of msh4/5 point mutations could be sorted based on their meiotic phenotypes. These include msh4/5 mutations that have a) crossover and viability defects similar to msh4/5 null mutants; b) intermediate defects in crossing over and viability and c) defects only in crossing over. The absence of a crystal structure for the Msh4-Msh5 complex has hindered an understanding of the structural aspects of Msh4-Msh5 function as well as molecular explanation for the meiotic defects observed in msh4/5 mutations. To address this problem, we generated a structural model of the S. cerevisiae Msh4-Msh5 complex using homology modeling. Further, structural analysis tailored with evolutionary information is used to predict sites with potentially critical roles in Msh4-Msh5 complex formation, DNA binding and to explain asymmetry within the Msh4-Msh5 complex. We also provide a structural rationale for the meiotic defects observed in the msh4/5 point mutations. The mutations are likely to affect stability of the Msh4/5 proteins and/or interactions with DNA. The Msh4-Msh5 model will facilitate the design and interpretation of new mutational data as well as structural studies of this important complex involved in meiotic chromosome segregation.

On stellated spheres and a tightness criterion for combinatorial manifolds

We introduce k-stellated spheres and consider the class W-k(d) of triangulated d-manifolds, all of whose vertex links are k-stellated, and its subclass W-k*; (d), consisting of the (k + 1)-neighbourly members of W-k(d). We introduce the mu-vector of any simplicial complex and show that, in the case of 2-neighbourly simplicial complexes, the mu-vector dominates the vector of Betti numbers componentwise; the two vectors are equal precisely for tight simplicial complexes. We are able to estimate/compute certain alternating sums of the components of the mu-vector of any 2-neighbourly member of W-k(d) for d >= 2k. As a consequence of this theory, we prove a lower bound theorem for such triangulated manifolds, and we determine the integral homology type of members of W-k*(d) for d >= 2k + 2. As another application, we prove that, when d not equal 2k + 1, all members of W-k*(d) are tight. We also characterize the tight members of W-k*(2k + 1) in terms of their kth Betti numbers. These results more or less answer a recent question of Effenberger, and also provide a uniform and conceptual tightness proof for all except two of the known tight triangulated manifolds. We also prove a lower bound theorem for homology manifolds in which the members of W-1(d) provide the equality case. This generalizes a result (the d = 4 case) due to Walkup and Kuhnel. As a consequence, it is shown that every tight member of W-1 (d) is strongly minimal, thus providing substantial evidence in favour of a conjecture of Kuhnel and Lutz asserting that tight homology manifolds should be strongly minimal. (C) 2013 Elsevier Ltd. All rights reserved.

Rotation Numbers Of Invariant Manifolds Around Unstable Periodic Orbits For The Diamagnetic Kepler Problem

In this paper, a method to construct topological template in terms of symbolic dynamics for the diamagnetic Kepler problem is proposed. To confirm the topological template, rotation numbers of invariant manifolds around unstable periodic orbits in a phase space are taken as an object of comparison. The rotation numbers are determined from the definition and connected with symbolic sequences encoding the periodic orbits in a reduced Poincare section. Only symbolic codes with inverse ordering in the forward mapping can contribute to the rotation of invariant manifolds around the periodic orbits. By using symbolic ordering, the reduced Poincare section is constricted along stable manifolds and a topological template, which preserves the ordering of forward sequences and can be used to extract the rotation numbers, is established. The rotation numbers computed from the topological template are the same as those computed from their original definition.

The plane problem of collinear rigid lines under arbitrary loads

The elastic plane problem of collinear rigid lines under arbitrary loads is dealt with. Applying the Riemann-Schwarz symmetry principle integrated with the analysis of the singularity of complex stress functions, the general formulation is presented, and the closed-form solutions to several problems of practical importance are given, which include some published results as the special cases. Lastly the stress distribution in the immediate vicinity of the rigid line end is examined.

Complex stress functions and plastic zone sizes for notch cracks subjected to various loading conditions

In this paper, the conformal mapping method is used to solve the plane problem of an infinite plate containing a central lip-shaped notch subjected to biaxial loading at a remote boundary or a surface uniform pressure on the notch. The stress intensity factors KI and KII are obtained by the derived complex stress functions. The simple analytical expressions can be applied to the situation of cracks originating from a circular or an elliptical notch. The plastic zone sizes for such notch cracks are subsequently evaluated in light of the Dugdale strip yield concept. The results are consistent with available numerical data.

Variational approach to the closure problem of turbulence theory

A new method is proposed to solve the closure problem of turbulence theory and to drive the Kolmogorov law in an Eulerian framework. Instead of using complex Fourier components of velocity field as modal parameters, a complete set of independent real parameters and dynamic equations are worked out to describe the dynamic states of a turbulence. Classical statistical mechanics is used to study the statistical behavior of the turbulence. An approximate stationary solution of the Liouville equation is obtained by a perturbation method based on a Langevin-Fokker-Planck (LFP) model. The dynamic damping coefficient eta of the LFP model is treated as an optimum control parameter to minimize the error of the perturbation solution; this leads to a convergent integral equation for eta to replace the divergent response equation of Kraichnan's direct-interaction (DI) approximation, thereby solving the closure problem without appealing to a Lagrangian formulation. The Kolmogorov constant Ko is evaluated numerically, obtaining Ko = 1.2, which is compatible with the experimental data given by Gibson and Schwartz, (1963).

The Linear Ordering Problem Revisited

The Linear Ordering Problem is a popular combinatorial optimisation problem which has been extensively addressed in the literature. However, in spite of its popularity, little is known about the characteristics of this problem. This paper studies a procedure to extract static information from an instance of the problem, and proposes a method to incorporate the obtained knowledge in order to improve the performance of local search-based algorithms. The procedure introduced identifies the positions where the indexes cannot generate local optima for the insert neighbourhood, and thus global optima solutions. This information is then used to propose a restricted insert neighbourhood that discards the insert operations which move indexes to positions where optimal solutions are not generated. In order to measure the efficiency of the proposed restricted insert neighbourhood system, two state-of-the-art algorithms for the LOP that include local search procedures have been modified. Conducted experiments confirm that the restricted versions of the algorithms outperform the classical designs systematically. The statistical test included in the experimentation reports significant differences in all the cases, which validates the efficiency of our proposal.

Mathematical study of complex networks : brain, internet, and power grid

The dissertation is concerned with the mathematical study of various network problems. First, three real-world networks are considered: (i) the human brain network (ii) communication networks, (iii) electric power networks. Although these networks perform very different tasks, they share similar mathematical foundations. The high-level goal is to analyze and/or synthesis each of these systems from a “control and optimization” point of view. After studying these three real-world networks, two abstract network problems are also explored, which are motivated by power systems. The first one is “flow optimization over a flow network” and the second one is “nonlinear optimization over a generalized weighted graph”. The results derived in this dissertation are summarized below.

Brain Networks: Neuroimaging data reveals the coordinated activity of spatially distinct brain regions, which may be represented mathematically as a network of nodes (brain regions) and links (interdependencies). To obtain the brain connectivity network, the graphs associated with the correlation matrix and the inverse covariance matrix—describing marginal and conditional dependencies between brain regions—have been proposed in the literature. A question arises as to whether any of these graphs provides useful information about the brain connectivity. Due to the electrical properties of the brain, this problem will be investigated in the context of electrical circuits. First, we consider an electric circuit model and show that the inverse covariance matrix of the node voltages reveals the topology of the circuit. Second, we study the problem of finding the topology of the circuit based on only measurement. In this case, by assuming that the circuit is hidden inside a black box and only the nodal signals are available for measurement, the aim is to find the topology of the circuit when a limited number of samples are available. For this purpose, we deploy the graphical lasso technique to estimate a sparse inverse covariance matrix. It is shown that the graphical lasso may find most of the circuit topology if the exact covariance matrix is well-conditioned. However, it may fail to work well when this matrix is ill-conditioned. To deal with ill-conditioned matrices, we propose a small modification to the graphical lasso algorithm and demonstrate its performance. Finally, the technique developed in this work will be applied to the resting-state fMRI data of a number of healthy subjects.

Communication Networks: Congestion control techniques aim to adjust the transmission rates of competing users in the Internet in such a way that the network resources are shared efficiently. Despite the progress in the analysis and synthesis of the Internet congestion control, almost all existing fluid models of congestion control assume that every link in the path of a flow observes the original source rate. To address this issue, a more accurate model is derived in this work for the behavior of the network under an arbitrary congestion controller, which takes into account of the effect of buffering (queueing) on data flows. Using this model, it is proved that the well-known Internet congestion control algorithms may no longer be stable for the common pricing schemes, unless a sufficient condition is satisfied. It is also shown that these algorithms are guaranteed to be stable if a new pricing mechanism is used.

Electrical Power Networks: Optimal power flow (OPF) has been one of the most studied problems for power systems since its introduction by Carpentier in 1962. This problem is concerned with finding an optimal operating point of a power network minimizing the total power generation cost subject to network and physical constraints. It is well known that OPF is computationally hard to solve due to the nonlinear interrelation among the optimization variables. The objective is to identify a large class of networks over which every OPF problem can be solved in polynomial time. To this end, a convex relaxation is proposed, which solves the OPF problem exactly for every radial network and every meshed network with a sufficient number of phase shifters, provided power over-delivery is allowed. The concept of “power over-delivery” is equivalent to relaxing the power balance equations to inequality constraints.

Flow Networks: In this part of the dissertation, the minimum-cost flow problem over an arbitrary flow network is considered. In this problem, each node is associated with some possibly unknown injection, each line has two unknown flows at its ends related to each other via a nonlinear function, and all injections and flows need to satisfy certain box constraints. This problem, named generalized network flow (GNF), is highly non-convex due to its nonlinear equality constraints. Under the assumption of monotonicity and convexity of the flow and cost functions, a convex relaxation is proposed, which always finds the optimal injections. A primary application of this work is in the OPF problem. The results of this work on GNF prove that the relaxation on power balance equations (i.e., load over-delivery) is not needed in practice under a very mild angle assumption.

Generalized Weighted Graphs: Motivated by power optimizations, this part aims to find a global optimization technique for a nonlinear optimization defined over a generalized weighted graph. Every edge of this type of graph is associated with a weight set corresponding to the known parameters of the optimization (e.g., the coefficients). The motivation behind this problem is to investigate how the (hidden) structure of a given real/complex valued optimization makes the problem easy to solve, and indeed the generalized weighted graph is introduced to capture the structure of an optimization. Various sufficient conditions are derived, which relate the polynomial-time solvability of different classes of optimization problems to weak properties of the generalized weighted graph such as its topology and the sign definiteness of its weight sets. As an application, it is proved that a broad class of real and complex optimizations over power networks are polynomial-time solvable due to the passivity of transmission lines and transformers.

Studies on the complex formation of iron with humic substances [Translation from: Vom Wasser 53, 243-247, 1979]

Most of the humic substances which occur in natural waters have an iron content of a few percent, indicated by the mg/1 content of organically-bonded carbon. This iron is apparently bound in a complex with the humic substances, for it quite plainly differs in its chemical and physico-chemical properties from what one would expect from the purely inorganic iron-water system. The deviations range from the solubility to the redox behaviour, and thus are frequently the basis of analytical and technical difficulties. The key to the solution of most of this problem lies in a better understanding of the aforementioned bonds between the iron and the humic substances. This paper studies the iron content of the humic substance concentration from a bog lake sample and the complexing of iron by humic substances from the surface of the bog lake.

The complex angular momentum theory of the production of three particles in collisions of two strongly interacting particles at high energy

The problem of the continuation to complex values of the angular momentum of the partial wave amplitude is examined for the simplest production process, that of two particles → three particles. The presence of so-called "anomalous singularities" complicates the procedure followed relative to that used for quasi two-body scattering amplitudes. The anomalous singularities are shown to lead to exchange degenerate amplitudes with possible poles in much the same way as "normal" singularities lead to the usual signatured amplitudes. The resulting exchange-degenerate trajectories would also be expected to occur in two-body amplitudes.

The representation of the production amplitude in terms of the singularities of the partial wave amplitude is then developed and applied to the high energy region, with attention being paid to the emergence of "double Regge" terms. Certain new results are obtained for the behavior of the amplitude at zero momentum transfer, and some predictions of polarization and minima in momentum transfer distributions are made. A calculation of the polarization of the ρ^o meson in the reaction π ^- p → π ^- ρ^op at high energy with small momentum transfer to the proton is compared with data taken at 25 Gev by W. D. Walker and collaborators. The result is favorable, although limited by the statistics of the available data.