A filter inexact-restoration method for nonlinear programming

A new iterative algorithm based on the inexact-restoration (IR) approach combined with the filter strategy to solve nonlinear constrained optimization problems is presented. The high level algorithm is suggested by Gonzaga et al. (SIAM J. Optim. 14:646–669, 2003) but not yet implement—the internal algorithms are not proposed. The filter, a new concept introduced by Fletcher and Leyffer (Math. Program. Ser. A 91:239–269, 2002), replaces the merit function avoiding the penalty parameter estimation and the difficulties related to the nondifferentiability. In the IR approach two independent phases are performed in each iteration, the feasibility and the optimality phases. The line search filter is combined with the first one phase to generate a “more feasible” point, and then it is used in the optimality phase to reach an “optimal” point. Numerical experiences with a collection of AMPL problems and a performance comparison with IPOPT are provided.

Parallel programming in biomedical signal processing

Dissertação para obtenção do Grau de Mestre em Engenharia Biomédica

Localização Ótima de Aparelhos de Corte Normalmente Abertos e Normalmente Fechados em Redes de Distribuição

Tipicamente as redes elétricas de distribuição apresentam uma topologia parcialmente malhada e são exploradas radialmente. A topologia radial é obtida através da abertura das malhas nos locais que otimizam o ponto de operação da rede, através da instalação de aparelhos de corte que operam normalmente abertos. Para além de manterem a topologia radial, estes equipamentos possibilitam também a transferência de cargas entre saídas, aquando da ocorrência de defeitos. As saídas radiais são ainda dotadas de aparelhos de corte que operam normalmente fechados, estes têm como objetivo maximizar a fiabilidade e isolar defeitos, minimizando a área afetada pelos mesmos. Assim, na presente dissertação são desenvolvidos dois algoritmos determinísticos para a localização ótima de aparelhos de corte normalmente abertos e fechados, minimizando a potência ativa de perdas e o custo da energia não distribuída. O algoritmo de localização de aparelhos de corte normalmente abertos visa encontrar a topologia radial ótima que minimiza a potência ativa de perdas. O método é desenvolvido em ambiente Matlab – Tomlab, e é formulado como um problema de programação quadrática inteira mista. A topologia radial ótima é garantida através do cálculo de um trânsito de potências ótimo baseado no modelo DC. A função objetivo é dada pelas perdas por efeito de Joule. Por outro lado o problema é restringido pela primeira lei de Kirchhoff, limites de geração das subestações, limites térmicos dos condutores, trânsito de potência unidirecional e pela condição de radialidade. Os aparelhos de corte normalmente fechados são localizados ao longo das saídas radiais obtidas pelo anterior algoritmo, e permite minimizar o custo da energia não distribuída. No limite é possível localizar um aparelho de corte normalmente fechado em todas as linhas de uma rede de distribuição, sendo esta a solução que minimiza a energia não distribuída. No entanto, tendo em conta que a cada aparelho de corte está associado um investimento, é fundamental encontrar um equilíbrio entre a melhoria de fiabilidade e o investimento. Desta forma, o algoritmo desenvolvido avalia os benefícios obtidos com a instalação de aparelhos de corte normalmente fechados, e retorna o número e a localização dos mesmo que minimiza o custo da energia não distribuída. Os métodos apresentados são testados em duas redes de distribuição reais, exploradas com um nível de tensão de 15 kV e 30 kV, respetivamente. A primeira rede é localizada no distrito do Porto e é caraterizada por uma topologia mista e urbana. A segunda rede é localizada no distrito de Bragança e é caracterizada por uma topologia maioritariamente aérea e rural.

Data-centric concurrency control on the java programming language

Dissertação para obtenção do Grau de Mestre em Engenharia Informática

Child programming: an adequate domain specific language for programming specific robots

Dissertação para obtenção do Grau de Mestre em Engenharia Informática

Towards an algorithmic skeleton framework for programming the Intel R Xeon PhiTM processor

The Intel R Xeon PhiTM is the first processor based on Intel’s MIC (Many Integrated Cores) architecture. It is a co-processor specially tailored for data-parallel computations, whose basic architectural design is similar to the ones of GPUs (Graphics Processing Units), leveraging the use of many integrated low computational cores to perform parallel computations. The main novelty of the MIC architecture, relatively to GPUs, is its compatibility with the Intel x86 architecture. This enables the use of many of the tools commonly available for the parallel programming of x86-based architectures, which may lead to a smaller learning curve. However, programming the Xeon Phi still entails aspects intrinsic to accelerator-based computing, in general, and to the MIC architecture, in particular. In this thesis we advocate the use of algorithmic skeletons for programming the Xeon Phi. Algorithmic skeletons abstract the complexity inherent to parallel programming, hiding details such as resource management, parallel decomposition, inter-execution flow communication, thus removing these concerns from the programmer’s mind. In this context, the goal of the thesis is to lay the foundations for the development of a simple but powerful and efficient skeleton framework for the programming of the Xeon Phi processor. For this purpose we build upon Marrow, an existing framework for the orchestration of OpenCLTM computations in multi-GPU and CPU environments. We extend Marrow to execute both OpenCL and C++ parallel computations on the Xeon Phi. We evaluate the newly developed framework, several well-known benchmarks, like Saxpy and N-Body, will be used to compare, not only its performance to the existing framework when executing on the co-processor, but also to assess the performance on the Xeon Phi versus a multi-GPU environment.

Machine ethics via logic programming

Machine ethics is an interdisciplinary field of inquiry that emerges from the need of imbuing autonomous agents with the capacity of moral decision-making. While some approaches provide implementations in Logic Programming (LP) systems, they have not exploited LP-based reasoning features that appear essential for moral reasoning. This PhD thesis aims at investigating further the appropriateness of LP, notably a combination of LP-based reasoning features, including techniques available in LP systems, to machine ethics. Moral facets, as studied in moral philosophy and psychology, that are amenable to computational modeling are identified, and mapped to appropriate LP concepts for representing and reasoning about them. The main contributions of the thesis are twofold. First, novel approaches are proposed for employing tabling in contextual abduction and updating – individually and combined – plus a LP approach of counterfactual reasoning; the latter being implemented on top of the aforementioned combined abduction and updating technique with tabling. They are all important to model various issues of the aforementioned moral facets. Second, a variety of LP-based reasoning features are applied to model the identified moral facets, through moral examples taken off-the-shelf from the morality literature. These applications include: (1) Modeling moral permissibility according to the Doctrines of Double Effect (DDE) and Triple Effect (DTE), demonstrating deontological and utilitarian judgments via integrity constraints (in abduction) and preferences over abductive scenarios; (2) Modeling moral reasoning under uncertainty of actions, via abduction and probabilistic LP; (3) Modeling moral updating (that allows other – possibly overriding – moral rules to be adopted by an agent, on top of those it currently follows) via the integration of tabling in contextual abduction and updating; and (4) Modeling moral permissibility and its justification via counterfactuals, where counterfactuals are used for formulating DDE.

Quadratic programming versus second order con programming in portfolio optimization

Despite the extensive literature in finding new models to replace the Markowitz model or trying to increase the accuracy of its input estimations, there is less studies about the impact on the results of using different optimization algorithms. This paper aims to add some research to this field by comparing the performance of two optimization algorithms in drawing the Markowitz Efficient Frontier and in real world investment strategies. Second order cone programming is a faster algorithm, appears to be more efficient, but is impossible to assert which algorithm is better. Quadratic Programming often shows superior performance in real investment strategies.

Implementação de um modelo de geometric semantic genetic programming para aplicação naval

Recaí sob a responsabilidade da Marinha Portuguesa a gestão da Zona Económica Exclusiva de Portugal, assegurando a sua segurança da mesma face a atividades criminosas. Para auxiliar a tarefa, é utilizado o sistema Oversee, utilizado para monitorizar a posição de todas as embarcações presentes na área afeta, permitindo a rápida intervenção da Marinha Portuguesa quando e onde necessário. No entanto, o sistema necessita de transmissões periódicas constantes originadas nas embarcações para operar corretamente – casos as transmissões sejam interrompidas, deliberada ou acidentalmente, o sistema deixa de conseguir localizar embarcações, dificultando a intervenção da Marinha. A fim de colmatar esta falha, é proposto adicionar ao sistema Oversee a capacidade de prever as posições futuras de uma embarcação com base no seu trajeto até à cessação das transmissões. Tendo em conta os grandes volumes de dados gerados pelo sistema (históricos de posições), a área de Inteligência Artificial apresenta uma possível solução para este problema. Atendendo às necessidades de resposta rápida do problema abordado, o algoritmo de Geometric Semantic Genetic Programming baseado em referências de Vanneschi et al. apresenta-se como uma possível solução, tendo já produzido bons resultados em problemas semelhantes. O presente trabalho de tese pretende integrar o algoritmo de Geometric Semantic Genetic Programming desenvolvido com o sistema Oversee, a fim de lhe conceder capacidades preditivas. Adicionalmente, será realizado um processo de análise de desempenho a fim de determinar qual a ideal parametrização do algoritmo. Pretende-se com esta tese fornecer à Marinha Portuguesa uma ferramenta capaz de auxiliar o controlo da Zona Económica Exclusiva Portuguesa, permitindo a correta intervenção da Marinha em casos onde o atual sistema não conseguiria determinar a correta posição da embarcação em questão.

The non-emergency patient transport modelled as a team orienteering problem

This work presents an improved model to solve the non-emergency patients transport (NEPT) service issues given the new rules recently established in Portugal. The model follows the same principle of the Team Orienteering Problem by selecting the patients to be included in the routes attending the maximum reduction in costs when compared with individual transportation. This model establishes the best sets of patients to be transported together. The model was implemented in AMPL and a compact formulation was solved using NEOS Server. A heuristic procedure based on iteratively solving Orienteering Problems is presented, and this heuristic provides good results in terms of accuracy and computation time. Euclidean instances as well as asymmetric real data gathered from Google maps were used, and the model has a promising performance mainly with asymmetric cost matrices.

Logic programming and artificial neural networks in breast cancer detection

About 90% of breast cancers do not cause or are capable of producing death if detected at an early stage and treated properly. Indeed, it is still not known a specific cause for the illness. It may be not only a beginning, but also a set of associations that will determine the onset of the disease. Undeniably, there are some factors that seem to be associated with the boosted risk of the malady. Pondering the present study, different breast cancer risk assessment models where considered. It is our intention to develop a hybrid decision support system under a formal framework based on Logic Programming for knowledge representation and reasoning, complemented with an approach to computing centered on Artificial Neural Networks, to evaluate the risk of developing breast cancer and the respective Degree-of-Confidence that one has on such a happening.

MOEA/VAN: Multiobjective Evolutionary Algorithm based on Vector Angle Neighborhood

Natural selection favors the survival and reproduction of organisms that are best adapted to their environment. Selection mechanism in evolutionary algorithms mimics this process, aiming to create environmental conditions in which artificial organisms could evolve solving the problem at hand. This paper proposes a new selection scheme for evolutionary multiobjective optimization. The similarity measure that defines the concept of the neighborhood is a key feature of the proposed selection. Contrary to commonly used approaches, usually defined on the basis of distances between either individuals or weight vectors, it is suggested to consider the similarity and neighborhood based on the angle between individuals in the objective space. The smaller the angle, the more similar individuals. This notion is exploited during the mating and environmental selections. The convergence is ensured by minimizing distances from individuals to a reference point, whereas the diversity is preserved by maximizing angles between neighboring individuals. Experimental results reveal a highly competitive performance and useful characteristics of the proposed selection. Its strong diversity preserving ability allows to produce a significantly better performance on some problems when compared with stat-of-the-art algorithms.

Towards the design and implementation of aspect-oriented programming for spreadsheets

A spreadsheet usually starts as a simple and singleuser software artifact, but, as frequent as in other software systems, quickly evolves into a complex system developed by many actors. Often, different users work on different aspects of the same spreadsheet: while a secretary may be only involved in adding plain data to the spreadsheet, an accountant may define new business rules, while an engineer may need to adapt the spreadsheet content so it can be used by other software systems.Unfortunately,spreadsheetsystemsdonotoffermodular mechanisms, and as a consequence, some of the previous tasks may be defined by adding intrusive “code” to the spreadsheet. In this paper we go through the design and implementation of an aspect-oriented language for spreadsheets so that users can work on different aspects of a spreadsheet in a modular way. For example, aspects can be defined in order to introduce new business rules to an existing spreadsheet, or to manipulate the spreadsheet data to be ported to another system. Aspects are defined as aspect-oriented program specifications that are dynamically woven into the underlying spreadsheet by an aspect weaver. In this aspect-oriented style of spreadsheet development, differentusers develop,orreuse,aspects withoutaddingintrusive code to the original spreadsheet. Such code is added/executed by the spreadsheet weaving mechanism proposed in this paper.

Metaphorisms in programming

This paper introduces the metaphorism pattern of relational specification and addresses how specification following this pattern can be refined into recursive programs. Metaphorisms express input-output relationships which preserve relevant information while at the same time some intended optimization takes place. Text processing, sorting, representation changers, etc., are examples of metaphorisms. The kind of metaphorism refinement proposed in this paper is a strategy known as change of virtual data structure. It gives sufficient conditions for such implementations to be calculated using relation algebra and illustrates the strategy with the derivation of quicksort as example.