Computational experience in all-integer, binary variable, integer programming problems using Gomory's all-integer algorithm,

Bibliographical footnotes.

Dynamic Programming Approaches for Estimating and Applying Large-scale Discrete Choice Models

People go through their life making all kinds of decisions, and some of these decisions affect their demand for transportation, for example, their choices of where to live and where to work, how and when to travel and which route to take. Transport related choices are typically time dependent and characterized by large number of alternatives that can be spatially correlated. This thesis deals with models that can be used to analyze and predict discrete choices in large-scale networks. The proposed models and methods are highly relevant for, but not limited to, transport applications. We model decisions as sequences of choices within the dynamic discrete choice framework, also known as parametric Markov decision processes. Such models are known to be difficult to estimate and to apply to make predictions because dynamic programming problems need to be solved in order to compute choice probabilities. In this thesis we show that it is possible to explore the network structure and the flexibility of dynamic programming so that the dynamic discrete choice modeling approach is not only useful to model time dependent choices, but also makes it easier to model large-scale static choices. The thesis consists of seven articles containing a number of models and methods for estimating, applying and testing large-scale discrete choice models. In the following we group the contributions under three themes: route choice modeling, large-scale multivariate extreme value (MEV) model estimation and nonlinear optimization algorithms. Five articles are related to route choice modeling. We propose different dynamic discrete choice models that allow paths to be correlated based on the MEV and mixed logit models. The resulting route choice models become expensive to estimate and we deal with this challenge by proposing innovative methods that allow to reduce the estimation cost. For example, we propose a decomposition method that not only opens up for possibility of mixing, but also speeds up the estimation for simple logit models, which has implications also for traffic simulation. Moreover, we compare the utility maximization and regret minimization decision rules, and we propose a misspecification test for logit-based route choice models. The second theme is related to the estimation of static discrete choice models with large choice sets. We establish that a class of MEV models can be reformulated as dynamic discrete choice models on the networks of correlation structures. These dynamic models can then be estimated quickly using dynamic programming techniques and an efficient nonlinear optimization algorithm. Finally, the third theme focuses on structured quasi-Newton techniques for estimating discrete choice models by maximum likelihood. We examine and adapt switching methods that can be easily integrated into usual optimization algorithms (line search and trust region) to accelerate the estimation process. The proposed dynamic discrete choice models and estimation methods can be used in various discrete choice applications. In the area of big data analytics, models that can deal with large choice sets and sequential choices are important. Our research can therefore be of interest in various demand analysis applications (predictive analytics) or can be integrated with optimization models (prescriptive analytics). Furthermore, our studies indicate the potential of dynamic programming techniques in this context, even for static models, which opens up a variety of future research directions.

Bayesian Dependence Tests for Continuous, Binary and Mixed Continuous-Binary Variables

Tests for dependence of continuous, discrete and mixed continuous-discrete variables are ubiquitous in science. The goal of this paper is to derive Bayesian alternatives to frequentist null hypothesis significance tests for dependence. In particular, we will present three Bayesian tests for dependence of binary, continuous and mixed variables. These tests are nonparametric and based on the Dirichlet Process, which allows us to use the same prior model for all of them. Therefore, the tests are “consistent” among each other, in the sense that the probabilities that variables are dependent computed with these tests are commensurable across the different types of variables being tested. By means of simulations with artificial data, we show the effectiveness of the new tests.

Dynamic Programming Approaches for Estimating and Applying Large-scale Discrete Choice Models

People go through their life making all kinds of decisions, and some of these decisions affect their demand for transportation, for example, their choices of where to live and where to work, how and when to travel and which route to take. Transport related choices are typically time dependent and characterized by large number of alternatives that can be spatially correlated. This thesis deals with models that can be used to analyze and predict discrete choices in large-scale networks. The proposed models and methods are highly relevant for, but not limited to, transport applications. We model decisions as sequences of choices within the dynamic discrete choice framework, also known as parametric Markov decision processes. Such models are known to be difficult to estimate and to apply to make predictions because dynamic programming problems need to be solved in order to compute choice probabilities. In this thesis we show that it is possible to explore the network structure and the flexibility of dynamic programming so that the dynamic discrete choice modeling approach is not only useful to model time dependent choices, but also makes it easier to model large-scale static choices. The thesis consists of seven articles containing a number of models and methods for estimating, applying and testing large-scale discrete choice models. In the following we group the contributions under three themes: route choice modeling, large-scale multivariate extreme value (MEV) model estimation and nonlinear optimization algorithms. Five articles are related to route choice modeling. We propose different dynamic discrete choice models that allow paths to be correlated based on the MEV and mixed logit models. The resulting route choice models become expensive to estimate and we deal with this challenge by proposing innovative methods that allow to reduce the estimation cost. For example, we propose a decomposition method that not only opens up for possibility of mixing, but also speeds up the estimation for simple logit models, which has implications also for traffic simulation. Moreover, we compare the utility maximization and regret minimization decision rules, and we propose a misspecification test for logit-based route choice models. The second theme is related to the estimation of static discrete choice models with large choice sets. We establish that a class of MEV models can be reformulated as dynamic discrete choice models on the networks of correlation structures. These dynamic models can then be estimated quickly using dynamic programming techniques and an efficient nonlinear optimization algorithm. Finally, the third theme focuses on structured quasi-Newton techniques for estimating discrete choice models by maximum likelihood. We examine and adapt switching methods that can be easily integrated into usual optimization algorithms (line search and trust region) to accelerate the estimation process. The proposed dynamic discrete choice models and estimation methods can be used in various discrete choice applications. In the area of big data analytics, models that can deal with large choice sets and sequential choices are important. Our research can therefore be of interest in various demand analysis applications (predictive analytics) or can be integrated with optimization models (prescriptive analytics). Furthermore, our studies indicate the potential of dynamic programming techniques in this context, even for static models, which opens up a variety of future research directions.

Development of new scenario decomposition techniques for linear and nonlinear stochastic programming

Une approche classique pour traiter les problèmes d’optimisation avec incertitude à deux- et multi-étapes est d’utiliser l’analyse par scénario. Pour ce faire, l’incertitude de certaines données du problème est modélisée par vecteurs aléatoires avec des supports finis spécifiques aux étapes. Chacune de ces réalisations représente un scénario. En utilisant des scénarios, il est possible d’étudier des versions plus simples (sous-problèmes) du problème original. Comme technique de décomposition par scénario, l’algorithme de recouvrement progressif est une des méthodes les plus populaires pour résoudre les problèmes de programmation stochastique multi-étapes. Malgré la décomposition complète par scénario, l’efficacité de la méthode du recouvrement progressif est très sensible à certains aspects pratiques, tels que le choix du paramètre de pénalisation et la manipulation du terme quadratique dans la fonction objectif du lagrangien augmenté. Pour le choix du paramètre de pénalisation, nous examinons quelques-unes des méthodes populaires, et nous proposons une nouvelle stratégie adaptive qui vise à mieux suivre le processus de l’algorithme. Des expériences numériques sur des exemples de problèmes stochastiques linéaires multi-étapes suggèrent que la plupart des techniques existantes peuvent présenter une convergence prématurée à une solution sous-optimale ou converger vers la solution optimale, mais avec un taux très lent. En revanche, la nouvelle stratégie paraît robuste et efficace. Elle a convergé vers l’optimalité dans toutes nos expériences et a été la plus rapide dans la plupart des cas. Pour la question de la manipulation du terme quadratique, nous faisons une revue des techniques existantes et nous proposons l’idée de remplacer le terme quadratique par un terme linéaire. Bien que qu’il nous reste encore à tester notre méthode, nous avons l’intuition qu’elle réduira certaines difficultés numériques et théoriques de la méthode de recouvrement progressif.

Development of new scenario decomposition techniques for linear and nonlinear stochastic programming

Une approche classique pour traiter les problèmes d’optimisation avec incertitude à deux- et multi-étapes est d’utiliser l’analyse par scénario. Pour ce faire, l’incertitude de certaines données du problème est modélisée par vecteurs aléatoires avec des supports finis spécifiques aux étapes. Chacune de ces réalisations représente un scénario. En utilisant des scénarios, il est possible d’étudier des versions plus simples (sous-problèmes) du problème original. Comme technique de décomposition par scénario, l’algorithme de recouvrement progressif est une des méthodes les plus populaires pour résoudre les problèmes de programmation stochastique multi-étapes. Malgré la décomposition complète par scénario, l’efficacité de la méthode du recouvrement progressif est très sensible à certains aspects pratiques, tels que le choix du paramètre de pénalisation et la manipulation du terme quadratique dans la fonction objectif du lagrangien augmenté. Pour le choix du paramètre de pénalisation, nous examinons quelques-unes des méthodes populaires, et nous proposons une nouvelle stratégie adaptive qui vise à mieux suivre le processus de l’algorithme. Des expériences numériques sur des exemples de problèmes stochastiques linéaires multi-étapes suggèrent que la plupart des techniques existantes peuvent présenter une convergence prématurée à une solution sous-optimale ou converger vers la solution optimale, mais avec un taux très lent. En revanche, la nouvelle stratégie paraît robuste et efficace. Elle a convergé vers l’optimalité dans toutes nos expériences et a été la plus rapide dans la plupart des cas. Pour la question de la manipulation du terme quadratique, nous faisons une revue des techniques existantes et nous proposons l’idée de remplacer le terme quadratique par un terme linéaire. Bien que qu’il nous reste encore à tester notre méthode, nous avons l’intuition qu’elle réduira certaines difficultés numériques et théoriques de la méthode de recouvrement progressif.

Hidden vorticity in binary Bose-Einstein condensates

We consider a binary Bose-Einstein condensate (BEC) described by a system of two-dimensional (2D) Gross-Pitaevskii equations with the harmonic-oscillator trapping potential. The intraspecies interactions are attractive, while the interaction between the species may have either sign. The same model applies to the copropagation of bimodal beams in photonic-crystal fibers. We consider a family of trapped hidden-vorticity (HV) modes in the form of bound states of two components with opposite vorticities S(1,2) = +/- 1, the total angular momentum being zero. A challenging problem is the stability of the HV modes. By means of a linear-stability analysis and direct simulations, stability domains are identified in a relevant parameter plane. In direct simulations, stable HV modes feature robustness against large perturbations, while unstable ones split into fragments whose number is identical to the azimuthal index of the fastest growing perturbation eigenmode. Conditions allowing for the creation of the HV modes in the experiment are discussed too. For comparison, a similar but simpler problem is studied in an analytical form, viz., the modulational instability of an HV state in a one-dimensional (1D) system with periodic boundary conditions (this system models a counterflow in a binary BEC mixture loaded into a toroidal trap or a bimodal optical beam coupled into a cylindrical shell). We demonstrate that the stabilization of the 1D HV modes is impossible, which stresses the significance of the stabilization of the HV modes in the 2D setting.

Phase diagram of a model for a binary mixture of nematic molecules on a Bethe lattice

We investigate the phase diagram of a discrete version of the Maier-Saupe model with the inclusion of additional degrees of freedom to mimic a distribution of rodlike and disklike molecules. Solutions of this problem on a Bethe lattice come from the analysis of the fixed points of a set of nonlinear recursion relations. Besides the fixed points associated with isotropic and uniaxial nematic structures, there is also a fixed point associated with a biaxial nematic structure. Due to the existence of large overlaps of the stability regions, we resorted to a scheme to calculate the free energy of these structures deep in the interior of a large Cayley tree. Both thermodynamic and dynamic-stability analyses rule out the presence of a biaxial phase, in qualitative agreement with previous mean-field results.

Understanding the ""Antikick"" in the Merger of Binary Black Holes

The generation of a large recoil velocity from the inspiral and merger of binary black holes represents one of the most exciting results of numerical-relativity calculations. While many aspects of this process have been investigated and explained, the ""antikick,"" namely, the sudden deceleration after the merger, has not yet found a simple explanation. We show that the antikick can be understood in terms of the radiation from a deformed black hole where the anisotropic curvature distribution on the horizon correlates with the direction and intensity of the recoil. Our analysis is focused on Robinson-Trautman spacetimes and allows us to measure both the energies and momenta radiated in a gauge-invariant manner. At the same time, this simpler setup provides the qualitative and quantitative features of merging black holes, opening the way to a deeper understanding of the nonlinear dynamics of black-hole spacetimes.

Thermo-solvatochromism in binary mixtures of water and ionic liquids: on the relative importance of solvophobic interactions

The thermo-solvatochromism of 2,6-dibromo-4-[(E)-2-(1-methylpyridinium-4-yl)ethenyl] phenolate, MePMBr(2), has been studied in mixtures of water, W, with ionic liquids, ILs, in the temperature range of 10 to 60 degrees C, where feasible. The objectives of the study were to test the applicability of a recently introduced solvation model, and to assess the relative importance of solute-solvent solvophobic interactions. The ILs were 1-allyl-3-alkylimidazolium chlorides, where the alkyl groups are methyl, 1-butyl, and 1-hexyl, respectively. The equilibrium constants for the interaction of W and the ILs were calculated from density data; they were found to be linearly dependent on N(C), the number of carbon atoms of the alkyl group; van't Hoff equation (log K versus 1/T) applied satisfactorily. Plots of the empirical solvent polarities, E(T) (MePMBr(2)) in kcal mol(-1), versus the mole fraction of water in the binary mixture, chi(w), showed non-linear, i.e., non-ideal behavior. The dependence of E(T) (MePMBr(2)) on chi(w), has been conveniently quantified in terms of solvation by W, IL, and the ""complex"" solvent IL-W. The non-ideal behavior is due to preferential solvation by the IL and, more efficiently, by IL-W. The deviation from linearity increases as a function of increasing N(C) of the IL, and is stronger than that observed for solvation of MePMBr(2) by aqueous 1-propanol, a solvent whose lipophilicity is 12.8 to 52.1 times larger than those of the ILs investigated. The dependence on N(C) is attributed to solute-solvent solvophobic interactions, whose relative contribution to solvation are presumably greater than that in mixtures of water and 1-propanol.

Effect of inulin on growth and acidification performance of different probiotic bacteria in co-cultures and mixed culture with Streptococcus thermophilus

Inulin was used as a prebiotic to improve the quality and consistency of skim milk fermented by Lactobacillus acidophilus (La), Lactobacillus rhamnosus (Lr), Lactobacillus bulgaricus (Lb) and Bifidobacterium lactis (BI) with Streptococcus thermophilus (St), either in binary co-cultures or in cocktail containing all microorganisms. We compared, either in the presence of 40 mg inulin g(-1) or not, the results of the maximum acidification rate (V(max)) and the times to reach it (t(max)), to reach pH 5.0 (t(PH5.0)) and to complete the fermentation (t(f)). Post-acidification, lactic acid formation and cell counts were also compared after either 1 day (D1) or 7 days of storage at 4 degrees C (N). In co-culture, inulin addition to the milk increased V(max), decreased t(max) and t(f), favored post-acidification and exerted a bifidogenic effect. S. thermophilus proved to stimulate the metabolism of the other lactic bacteria and enhanced the product features. After D7, a significant prebiotic effect of inulin was observed in all co-cultures. Either after D1 or D7, the enumerations of Lr and BI in mixed culture markedly decreased compared to their respective co-cultures because of greater competition for the same substrates. (C) 2008 Elsevier Ltd. All rights reserved.

Rough Notes on Programming AVR Microcontrollers in C

These notes follow on from the material that you studied in CSSE1000 Introduction to Computer Systems. There you studied details of logic gates, binary numbers and instruction set architectures using the Atmel AVR microcontroller family as an example. In your present course (METR2800 Team Project I), you need to get on to designing and building an application which will include such a microcontroller. These notes focus on programming an AVR microcontroller in C and provide a number of example programs to illustrate the use of some of the AVR peripheral devices.