Spectral estimates and preconditioning for saddle point systems arising from optimization problems

In this thesis, we consider the problem of solving large and sparse linear systems of saddle point type stemming from optimization problems. The focus of the thesis is on iterative methods, and new preconditioning srategies are proposed, along with novel spectral estimtates for the matrices involved.

Development of a model-based transient calibration process for diesel engine electronic control module tables – Part 2: modelling and optimization

This is the second part of a study investigating a model-based transient calibration process for diesel engines. The first part addressed the data requirements and data processing required for empirical transient emission and torque models. The current work focuses on modelling and optimization. The unexpected result of this investigation is that when trained on transient data, simple regression models perform better than more powerful methods such as neural networks or localized regression. This result has been attributed to extrapolation over data that have estimated rather than measured transient air-handling parameters. The challenges of detecting and preventing extrapolation using statistical methods that work well with steady-state data have been explained. The concept of constraining the distribution of statistical leverage relative to the distribution of the starting solution to prevent extrapolation during the optimization process has been proposed and demonstrated. Separate from the issue of extrapolation is preventing the search from being quasi-static. Second-order linear dynamic constraint models have been proposed to prevent the search from returning solutions that are feasible if each point were run at steady state, but which are unrealistic in a transient sense. Dynamic constraint models translate commanded parameters to actually achieved parameters that then feed into the transient emission and torque models. Combined model inaccuracies have been used to adjust the optimized solutions. To frame the optimization problem within reasonable dimensionality, the coefficients of commanded surfaces that approximate engine tables are adjusted during search iterations, each of which involves simulating the entire transient cycle. The resulting strategy, different from the corresponding manual calibration strategy and resulting in lower emissions and efficiency, is intended to improve rather than replace the manual calibration process.

Initial cord blood unit volume affects mononuclear cell and CD34+ cell-processing efficiency in a non-linear fashion

Umbilical cord blood (UCB) is a source of hematopoietic stem cells that initially was used exclusively for the hematopoietic reconstitution of pediatric patients. It is now suggested for use for adults as well, a fact that increases the pressure to obtain units with high cellularity. Therefore, the optimization of UCB processing is a priority.

Parallel algorithm for solving integer linear programs

Linear programs, or LPs, are often used in optimization problems, such as improving manufacturing efficiency of maximizing the yield from limited resources. The most common method for solving LPs is the Simplex Method, which will yield a solution, if one exists, but over the real numbers. From a purely numerical standpoint, it will be an optimal solution, but quite often we desire an optimal integer solution. A linear program in which the variables are also constrained to be integers is called an integer linear program or ILP. It is the focus of this report to present a parallel algorithm for solving ILPs. We discuss a serial algorithm using a breadth-first branch-and-bound search to check the feasible solution space, and then extend it into a parallel algorithm using a client-server model. In the parallel mode, the search may not be truly breadth-first, depending on the solution time for each node in the solution tree. Our search takes advantage of pruning, often resulting in super-linear improvements in solution time. Finally, we present results from sample ILPs, describe a few modifications to enhance the algorithm and improve solution time, and offer suggestions for future work.

Portfolio-optimization models for small investors

Since 2010, the client base of online-trading service providers has grown significantly. Such companies enable small investors to access the stock market at advantageous rates. Because small investors buy and sell stocks in moderate amounts, they should consider fixed transaction costs, integral transaction units, and dividends when selecting their portfolio. In this paper, we consider the small investor’s problem of investing capital in stocks in a way that maximizes the expected portfolio return and guarantees that the portfolio risk does not exceed a prescribed risk level. Portfolio-optimization models known from the literature are in general designed for institutional investors and do not consider the specific constraints of small investors. We therefore extend four well-known portfolio-optimization models to make them applicable for small investors. We consider one nonlinear model that uses variance as a risk measure and three linear models that use the mean absolute deviation from the portfolio return, the maximum loss, and the conditional value-at-risk as risk measures. We extend all models to consider piecewise-constant transaction costs, integral transaction units, and dividends. In an out-of-sample experiment based on Swiss stock-market data and the cost structure of the online-trading service provider Swissquote, we apply both the basic models and the extended models; the former represent the perspective of an institutional investor, and the latter the perspective of a small investor. The basic models compute portfolios that yield on average a slightly higher return than the portfolios computed with the extended models. However, all generated portfolios yield on average a higher return than the Swiss performance index. There are considerable differences between the four risk measures with respect to the mean realized portfolio return and the standard deviation of the realized portfolio return.

An application of combinatorial optimization in the printing industry

Offset printing is a common method to produce large amounts of printed matter. We consider a real-world offset printing process that is used to imprint customer-specific designs on napkin pouches. The print- ing technology used yields a number of specific constraints. The planning problem consists of allocating designs to printing-plate slots such that the given customer demand for each design is fulfilled, all technologi- cal and organizational constraints are met and the total overproduction and setup costs are minimized. We formulate this planning problem as a mixed-binary linear program, and we develop a multi-pass matching-based savings heuristic. We report computational results for a set of problem instances devised from real-world data.

Portfolio-optimization models for small investors

Since 2010, the client base of online-trading service providers has grown significantly. Such companies enable small investors to access the stock market at advantageous rates. Because small investors buy and sell stocks in moderate amounts, they should consider fixed transaction costs, integral transaction units, and dividends when selecting their portfolio. In this paper, we consider the small investor’s problem of investing capital in stocks in a way that maximizes the expected portfolio return and guarantees that the portfolio risk does not exceed a prescribed risk level. Portfolio-optimization models known from the literature are in general designed for institutional investors and do not consider the specific constraints of small investors. We therefore extend four well-known portfolio-optimization models to make them applicable for small investors. We consider one nonlinear model that uses variance as a risk measure and three linear models that use the mean absolute deviation from the portfolio return, the maximum loss, and the conditional value-at-risk as risk measures. We extend all models to consider piecewise-constant transaction costs, integral transaction units, and dividends. In an out-of-sample experiment based on Swiss stock-market data and the cost structure of the online-trading service provider Swissquote, we apply both the basic models and the extended models; the former represent the perspective of an institutional investor, and the latter the perspective of a small investor. The basic models compute portfolios that yield on average a slightly higher return than the portfolios computed with the extended models. However, all generated portfolios yield on average a higher return than the Swiss performance index. There are considerable differences between the four risk measures with respect to the mean realized portfolio return and the standard deviation of the realized portfolio return.

PV self-consumption optimization with storage and Active DSM for the residential sector

With the rising prices of the retail electricity and the decreasing cost of the PV technology, grid parity with commercial electricity will soon become a reality in Europe. This fact, together with less attractive PV feed-in-tariffs in the near future and incentives to promote self-consumption suggest, that new operation modes for the PV Distributed Generation should be explored; differently from the traditional approach which is only based on maximizing the exported electricity to the grid. The smart metering is experiencing a growth in Europe and the United States but the possibilities of its use are still uncertain, in our system we propose their use to manage the storage and to allow the user to know their electrical power and energy balances. The ADSM has many benefits studied previously but also it has important challenges, in this paper we can observe and ADSM implementation example where we propose a solution to these challenges. In this paper we study the effects of the Active Demand-Side Management (ADSM) and storage systems in the amount of consumed local electrical energy. It has been developed on a prototype of a self-sufficient solar house called “MagicBox” equipped with grid connection, PV generation, lead–acid batteries, controllable appliances and smart metering. We carried out simulations for long-time experiments (yearly studies) and real measures for short and mid-time experiments (daily and weekly studies). Results show the relationship between the electricity flows and the storage capacity, which is not linear and becomes an important design criterion.

PSO and neural networks: Optimal combination to solve non linear complex problems

Swarm colonies reproduce social habits. Working together in a group to reach a predefined goal is a social behaviour occurring in nature. Linear optimization problems have been approached by different techniques based on natural models. In particular, Particles Swarm optimization is a meta-heuristic search technique that has proven to be effective when dealing with complex optimization problems. This paper presents and develops a new method based on different penalties strategies to solve complex problems. It focuses on the training process of the neural networks, the constraints and the election of the parameters to ensure successful results and to avoid the most common obstacles when searching optimal solutions.

An Interval-based Multiobjective Approach to Feature Subset Selection Using Joint Modeling of Objectives and Variables

This paper studies feature subset selection in classification using a multiobjective estimation of distribution algorithm. We consider six functions, namely area under ROC curve, sensitivity, specificity, precision, F1 measure and Brier score, for evaluation of feature subsets and as the objectives of the problem. One of the characteristics of these objective functions is the existence of noise in their values that should be appropriately handled during optimization. Our proposed algorithm consists of two major techniques which are specially designed for the feature subset selection problem. The first one is a solution ranking method based on interval values to handle the noise in the objectives of this problem. The second one is a model estimation method for learning a joint probabilistic model of objectives and variables which is used to generate new solutions and advance through the search space. To simplify model estimation, l1 regularized regression is used to select a subset of problem variables before model learning. The proposed algorithm is compared with a well-known ranking method for interval-valued objectives and a standard multiobjective genetic algorithm. Particularly, the effects of the two new techniques are experimentally investigated. The experimental results show that the proposed algorithm is able to obtain comparable or better performance on the tested datasets.

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

Towards the Natural Optimization with Particle Swarm Optimization.

This paper shows the Particle Swarm Optimization algorithm with a Differential Evolution. Each candidate solution is sampled in the interval [?5, 5] D where D indicates the dimension of the search space, and the evolution is performed with a classical PSO algorithm and a classical DE/x/1 algorithm according to a random threshold. Moreover, this paper provides concepts to deal with non-linear optimization through the use of PSO.

Modeling and optimization of frequencies on congested bus lines

In this paper some mathematical programming models are exposed in order to set the number of services on a specified system of bus lines, which are intended to assist high demand levels which may arise because of the disruption of Rapid Transit services or during the celebration of massive events. By means of this model two types of basic magnitudes can be determined, basically: a) the number of bus units assigned to each line and b) the number of services that should be assigned to those units. In these models, passenger flow assignment to lines can be considered of the system optimum type, in the sense that the assignment of units and of services is carried out minimizing a linear combination of operation costs and total travel time of users. The models consider delays experienced by buses as a consequence of the get in/out of the passengers, queueing at stations and the delays that passengers experience waiting at the stations. For the case of a congested strategy based user optimal passenger assignment model with strict capacities on the bus lines, the use of the method of successive averages is shown.

SolarPaces 2013: Innovations on direct steam generation in linear fresnel collectors

Direct Steam Generation (DSG) in Linear Fresnel (LF) solar collectors is being consolidated as a feasible technology for Concentrating Solar Power (CSP) plants. The competitiveness of this technology relies on the following main features: water as heat transfer fluid (HTF) in Solar Field (SF), obtaining high superheated steam temperatures and pressures at turbine inlet (500ºC and 90 bar), no heat tracing required to avoid HTF freezing, no HTF degradation, no environmental impacts, any heat exchanger between SF and Balance Of Plant (BOP), and low cost installation and maintenance. Regarding to LF solar collectors, were recently developed as an alternative to Parabolic Trough Collector (PTC) technology. The main advantages of LF are: the reduced collector manufacturing cost and maintenance, linear mirrors shapes versus parabolic mirror, fixed receiver pipes (no ball joints reducing leaking for high pressures), lower susceptibility to wind damages, and light supporting structures allowing reduced driving devices. Companies as Novatec, Areva, Solar Euromed, etc., are investing in LF DSG technology and constructing different pilot plants to demonstrate the benefits and feasibility of this solution for defined locations and conditions (Puerto Errado 1 and 2 in Murcia Spain, Lidellin Newcastle Australia, Kogran Creek in South West Queensland Australia, Kimberlina in Bakersfield California USA, Llo Solar in Pyrénées France,Dhursar in India,etc). There are several critical decisions that must be taken in order to obtain a compromise and optimization between plant performance, cost, and durability. Some of these decisions go through the SF design: proper thermodynamic operational parameters, receiver material selection for high pressures, phase separators and recirculation pumps number and location, pipes distribution to reduce the amount of tubes (reducing possible leaks points and transient time, etc.), etc. Attending to these aspects, the correct design parameters selection and its correct assessment are the main target for designing DSG LF power plants. For this purpose in the recent few years some commercial software tools were developed to simulatesolar thermal power plants, the most focused on LF DSG design are Thermoflex and System Advisor Model (SAM). Once the simulation tool is selected,it is made the study of the proposed SFconfiguration that constitutes the main innovation of this work, and also a comparison with one of the most typical state-of-the-art configuration. The transient analysis must be simulated with high detail level, mainly in the BOP during start up, shut down, stand by, and partial loads are crucial, to obtain the annual plant performance. An innovative SF configurationwas proposed and analyzed to improve plant performance. Finally it was demonstrated thermal inertia and BOP regulation mode are critical points in low sun irradiation day plant behavior, impacting in annual performance depending on power plant location.

A multi-criteria optimization and decision-making approach for improvement of food engineering processes.

The objective of this study was to propose a multi-criteria optimization and decision-making technique to solve food engineering problems. This technique was demostrated using experimental data obtained on osmotic dehydratation of carrot cubes in a sodium chloride solution. The Aggregating Functions Approach, the Adaptive Random Search Algorithm, and the Penalty Functions Approach were used in this study to compute the initial set of non-dominated or Pareto-optimal solutions. Multiple non-linear regression analysis was performed on a set of experimental data in order to obtain particular multi-objective functions (responses), namely water loss, solute gain, rehydration ratio, three different colour criteria of rehydrated product, and sensory evaluation (organoleptic quality). Two multi-criteria decision-making approaches, the Analytic Hierarchy Process (AHP) and the Tabular Method (TM), were used simultaneously to choose the best alternative among the set of non-dominated solutions. The multi-criteria optimization and decision-making technique proposed in this study can facilitate the assessment of criteria weights, giving rise to a fairer, more consistent, and adequate final compromised solution or food process. This technique can be useful to food scientists in research and education, as well as to engineers involved in the improvement of a variety of food engineering processes.