Column Generation Algorithms for Nonlinear Optimization II: Numerical Investigations

García et al. present a class of column generation (CG) algorithms for nonlinear programs. Its main motivation from a theoretical viewpoint is that under some circumstances, finite convergence can be achieved, in much the same way as for the classic simplicial decomposition method; the main practical motivation is that within the class there are certain nonlinear column generation problems that can accelerate the convergence of a solution approach which generates a sequence of feasible points. This algorithm can, for example, accelerate simplicial decomposition schemes by making the subproblems nonlinear. This paper complements the theoretical study on the asymptotic and finite convergence of these methods given in [1] with an experimental study focused on their computational efficiency. Three types of numerical experiments are conducted. The first group of test problems has been designed to study the parameters involved in these methods. The second group has been designed to investigate the role and the computation of the prolongation of the generated columns to the relative boundary. The last one has been designed to carry out a more complete investigation of the difference in computational efficiency between linear and nonlinear column generation approaches. In order to carry out this investigation, we consider two types of test problems: the first one is the nonlinear, capacitated single-commodity network flow problem of which several large-scale instances with varied degrees of nonlinearity and total capacity are constructed and investigated, and the second one is a combined traffic assignment model

Parallel Algorithms for FE-BE Coupling

When non linear physical systems of infinite extent are modelled, such as tunnels and perforations, it is necessary to simulate suitably the solution in the infinite as well as the non linearity. The finite element method (FEM) is a well known procedure for simulating the non linear behavior. However, the treatment of the infinite field with domain truncations is often questionable. On the other hand, the boundary element method (BEM) is suitable to simulate the infinite behavior without truncations. Because of this, by the combination of both methods, suitable use of the advantages of each one may be obtained. Several possibilities of FEM-BEM coupling and their performance in some practical cases are discussed in this paper. Parallelizable coupling algorithms based on domain decomposition are developed and compared with the most traditional coupling methods.

Numerical methods for option pricing.

This thesis aims to introduce some fundamental concepts underlying option valuation theory including implementation of computational tools. In many cases analytical solution for option pricing does not exist, thus the following numerical methods are used: binomial trees, Monte Carlo simulations and finite difference methods. First, an algorithm based on Hull and Wilmott is written for every method. Then these algorithms are improved in different ways. For the binomial tree both speed and memory usage is significantly improved by using only one vector instead of a whole price storing matrix. Computational time in Monte Carlo simulations is reduced by implementing a parallel algorithm (in C) which is capable of improving speed by a factor which equals the number of processors used. Furthermore, MatLab code for Monte Carlo was made faster by vectorizing simulation process. Finally, obtained option values are compared to those obtained with popular finite difference methods, and it is discussed which of the algorithms is more appropriate for which purpose.

Orthogonal MCMC algorithms

Monte Carlo (MC) methods are widely used in signal processing, machine learning and stochastic optimization. A well-known class of MC methods are Markov Chain Monte Carlo (MCMC) algorithms. In this work, we introduce a novel parallel interacting MCMC scheme, where the parallel chains share information using another MCMC technique working on the entire population of current states. These parallel ?vertical? chains are led by random-walk proposals, whereas the ?horizontal? MCMC uses a independent proposal, which can be easily adapted by making use of all the generated samples. Numerical results show the advantages of the proposed sampling scheme in terms of mean absolute error, as well as robustness w.r.t. to initial values and parameter choice.

Parallel relaxed and extrapolated algorithms for computing PageRank

In this paper, parallel Relaxed and Extrapolated algorithms based on the Power method for accelerating the PageRank computation are presented. Different parallel implementations of the Power method and the proposed variants are analyzed using different data distribution strategies. The reported experiments show the behavior and effectiveness of the designed algorithms for realistic test data using either OpenMP, MPI or an hybrid OpenMP/MPI approach to exploit the benefits of shared memory inside the nodes of current SMP supercomputers.

Parallel algorithms for network routing problems and recurrences /

"Grant no. US NSF MCS75-21758."

On Jacobi and Jacobi-like algorithms for a parallel computer /

Includes bibliographies.

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.

Combining algorithms to predict bacterial protein sub-cellular location:parallel versus concurrent implementations

We describe a novel and potentially important tool for candidate subunit vaccine selection through in silico reverse-vaccinology. A set of Bayesian networks able to make individual predictions for specific subcellular locations is implemented in three pipelines with different architectures: a parallel implementation with a confidence level-based decision engine and two serial implementations with a hierarchical decision structure, one initially rooted by prediction between membrane types and another rooted by soluble versus membrane prediction. The parallel pipeline outperformed the serial pipeline, but took twice as long to execute. The soluble-rooted serial pipeline outperformed the membrane-rooted predictor. Assessment using genomic test sets was more equivocal, as many more predictions are made by the parallel pipeline, yet the serial pipeline identifies 22 more of the 74 proteins of known location.

Algorithms for scheduling parallel batch processing machines with non-identical job ready times

This research is motivated by a practical application observed at a printed circuit board (PCB) manufacturing facility. After assembly, the PCBs (or jobs) are tested in environmental stress screening (ESS) chambers (or batch processing machines) to detect early failures. Several PCBs can be simultaneously tested as long as the total size of all the PCBs in the batch does not violate the chamber capacity. PCBs from different production lines arrive dynamically to a queue in front of a set of identical ESS chambers, where they are grouped into batches for testing. Each line delivers PCBs that vary in size and require different testing (or processing) times. Once a batch is formed, its processing time is the longest processing time among the PCBs in the batch, and its ready time is given by the PCB arriving last to the batch. ESS chambers are expensive and a bottleneck. Consequently, its makespan has to be minimized. ^ A mixed-integer formulation is proposed for the problem under study and compared to a formulation recently published. The proposed formulation is better in terms of the number of decision variables, linear constraints and run time. A procedure to compute the lower bound is proposed. For sparse problems (i.e. when job ready times are dispersed widely), the lower bounds are close to optimum. ^ The problem under study is NP-hard. Consequently, five heuristics, two metaheuristics (i.e. simulated annealing (SA) and greedy randomized adaptive search procedure (GRASP)), and a decomposition approach (i.e. column generation) are proposed—especially to solve problem instances which require prohibitively long run times when a commercial solver is used. Extensive experimental study was conducted to evaluate the different solution approaches based on the solution quality and run time. ^ The decomposition approach improved the lower bounds (or linear relaxation solution) of the mixed-integer formulation. At least one of the proposed heuristic outperforms the Modified Delay heuristic from the literature. For sparse problems, almost all the heuristics report a solution close to optimum. GRASP outperforms SA at a higher computational cost. The proposed approaches are viable to implement as the run time is very short. ^

Algorithms for efficient transaction management and consistent queries in client -server semantic object-oriented parallel databases

Large read-only or read-write transactions with a large read set and a small write set constitute an important class of transactions used in such applications as data mining, data warehousing, statistical applications, and report generators. Such transactions are best supported with optimistic concurrency, because locking of large amounts of data for extended periods of time is not an acceptable solution. The abort rate in regular optimistic concurrency algorithms increases exponentially with the size of the transaction. The algorithm proposed in this dissertation solves this problem by using a new transaction scheduling technique that allows a large transaction to commit safely with significantly greater probability that can exceed several orders of magnitude versus regular optimistic concurrency algorithms. A performance simulation study and a formal proof of serializability and external consistency of the proposed algorithm are also presented.^ This dissertation also proposes a new query optimization technique (lazy queries). Lazy Queries is an adaptive query execution scheme which optimizes itself as the query runs. Lazy queries can be used to find an intersection of sub-queries in a very efficient way, which does not require full execution of large sub-queries nor does it require any statistical knowledge about the data.^ An efficient optimistic concurrency control algorithm used in a massively parallel B-tree with variable-length keys is introduced. B-trees with variable-length keys can be effectively used in a variety of database types. In particular, we show how such a B-tree was used in our implementation of a semantic object-oriented DBMS. The concurrency control algorithm uses semantically safe optimistic virtual "locks" that achieve very fine granularity in conflict detection. This algorithm ensures serializability and external consistency by using logical clocks and backward validation of transactional queries. A formal proof of correctness of the proposed algorithm is also presented. ^

Numerical Simulations for the Design of Novel Integrated Parallel Reception, Excitation, and Shimming (iPRES) Coil Arrays

Magnetic field inhomogeneity results in image artifacts including signal loss, image blurring and distortions, leading to decreased diagnostic accuracy. Conventional multi-coil (MC) shimming method employs both RF coils and shimming coils, whose mutual interference induces a tradeoff between RF signal-to-noise (SNR) ratio and shimming performance. To address this issue, RF coils were integrated with direct-current (DC) shim coils to shim field inhomogeneity while concurrently emitting and receiving RF signal without being blocked by the shim coils. The currents applied to the new coils, termed iPRES (integrated parallel reception, excitation and shimming), were optimized in the numerical simulation to improve the shimming performance. The objectives of this work is to offer a guideline for designing the optimal iPRES coil arrays to shim the abdomen.

In this thesis work, the main field () inhomogeneity was evaluated by root mean square error (RMSE). To investigate the shimming abilities of iPRES coil arrays, a set of the human abdomen MRI data was collected for the numerical simulations. Thereafter, different simplified iPRES(N) coil arrays were numerically modeled, including a 1-channel iPRES coil and 8-channel iPRES coil arrays. For 8-channel iPRES coil arrays, each RF coil was split into smaller DC loops in the x, y and z direction to provide extra shimming freedom. Additionally, the number of DC loops in a RF coil was increased from 1 to 5 to find the optimal divisions in z direction. Furthermore, switches were numerically implemented into iPRES coils to reduce the number of power supplies while still providing similar shimming performance with equivalent iPRES coil arrays.

The optimizations demonstrate that the shimming ability of an iPRES coil array increases with number of DC loops per RF coil. Furthermore, the z direction divisions tend to be more effective in reducing field inhomogeneity than the x and y divisions. Moreover, the shimming performance of an iPRES coil array gradually reach to a saturation level when the number of DC loops per RF coil is large enough. Finally, when switches were numerically implemented in the iPRES(4) coil array, the number of power supplies can be reduced from 32 to 8 while keeping the shimming performance similar to iPRES(3) and better than iPRES(1). This thesis work offers a guidance for the designs of iPRES coil arrays.