A computational comparison of different algorithms for very large p-median problems

In this paper, we propose a new method for solving large scale p-median problem instances based on real data. We compare different approaches in terms of runtime, memory footprint and quality of solutions obtained. In order to test the different methods on real data, we introduce a new benchmark for the p-median problem based on real Swedish data. Because of the size of the problem addressed, up to 1938 candidate nodes, a number of algorithms, both exact and heuristic, are considered. We also propose an improved hybrid version of a genetic algorithm called impGA. Experiments show that impGA behaves as well as other methods for the standard set of medium-size problems taken from Beasley’s benchmark, but produces comparatively good results in terms of quality, runtime and memory footprint on our specific benchmark based on real Swedish data.

An exact series solution for the vibration analysis of cylindrical shells with arbitrary boundary conditions

In this paper, an exact series solution for the vibration analysis of circular cylindrical shells with arbitrary boundary conditions is obtained, using the elastic equations based on Flügge's theory. Each of the three displacements is represented by a Fourier series and auxiliary functions and sought in a strong form by letting the solution exactly satisfy both the governing differential equations and the boundary conditions on a point-wise basis. Since the series solution has to be truncated for numerical implementation, the term exactly satisfying should be understood as a satisfaction with arbitrary precision. One of the important advantages of this approach is that it can be universally applied to shells with a variety of different boundary conditions, without the need of making any corresponding modifications to the solution algorithms and implementation procedures as typically required in other techniques. Furthermore, the current method can be easily used to deal with more complicated boundary conditions such as point supports, partial supports, and non-uniform elastic restraints. Numerical examples are presented regarding the modal parameters of shells with various boundary conditions. The capacity and reliability of this solution method are demonstrated through these examples. © 2012 Elsevier Ltd. All rights reserved.

Algorithms for network design and routing problems

In this thesis we study three combinatorial optimization problems belonging to the classes of Network Design and Vehicle Routing problems that are strongly linked in the context of the design and management of transportation networks: the Non-Bifurcated Capacitated Network Design Problem (NBP), the Period Vehicle Routing Problem (PVRP) and the Pickup and Delivery Problem with Time Windows (PDPTW). These problems are NP-hard and contain as special cases some well known difficult problems such as the Traveling Salesman Problem and the Steiner Tree Problem. Moreover, they model the core structure of many practical problems arising in logistics and telecommunications. The NBP is the problem of designing the optimum network to satisfy a given set of traffic demands. Given a set of nodes, a set of potential links and a set of point-to-point demands called commodities, the objective is to select the links to install and dimension their capacities so that all the demands can be routed between their respective endpoints, and the sum of link fixed costs and commodity routing costs is minimized. The problem is called non- bifurcated because the solution network must allow each demand to follow a single path, i.e., the flow of each demand cannot be splitted. Although this is the case in many real applications, the NBP has received significantly less attention in the literature than other capacitated network design problems that allow bifurcation. We describe an exact algorithm for the NBP that is based on solving by an integer programming solver a formulation of the problem strengthened by simple valid inequalities and four new heuristic algorithms. One of these heuristics is an adaptive memory metaheuristic, based on partial enumeration, that could be applied to a wider class of structured combinatorial optimization problems. In the PVRP a fleet of vehicles of identical capacity must be used to service a set of customers over a planning period of several days. Each customer specifies a service frequency, a set of allowable day-combinations and a quantity of product that the customer must receive every time he is visited. For example, a customer may require to be visited twice during a 5-day period imposing that these visits take place on Monday-Thursday or Monday-Friday or Tuesday-Friday. The problem consists in simultaneously assigning a day- combination to each customer and in designing the vehicle routes for each day so that each customer is visited the required number of times, the number of routes on each day does not exceed the number of vehicles available, and the total cost of the routes over the period is minimized. We also consider a tactical variant of this problem, called Tactical Planning Vehicle Routing Problem, where customers require to be visited on a specific day of the period but a penalty cost, called service cost, can be paid to postpone the visit to a later day than that required. At our knowledge all the algorithms proposed in the literature for the PVRP are heuristics. In this thesis we present for the first time an exact algorithm for the PVRP that is based on different relaxations of a set partitioning-like formulation. The effectiveness of the proposed algorithm is tested on a set of instances from the literature and on a new set of instances. Finally, the PDPTW is to service a set of transportation requests using a fleet of identical vehicles of limited capacity located at a central depot. Each request specifies a pickup location and a delivery location and requires that a given quantity of load is transported from the pickup location to the delivery location. Moreover, each location can be visited only within an associated time window. Each vehicle can perform at most one route and the problem is to satisfy all the requests using the available vehicles so that each request is serviced by a single vehicle, the load on each vehicle does not exceed the capacity, and all locations are visited according to their time window. We formulate the PDPTW as a set partitioning-like problem with additional cuts and we propose an exact algorithm based on different relaxations of the mathematical formulation and a branch-and-cut-and-price algorithm. The new algorithm is tested on two classes of problems from the literature and compared with a recent branch-and-cut-and-price algorithm from the literature.

Formulations and Algorithms for Routing Problems

Combinatorial Optimization is a branch of optimization that deals with the problems where the set of feasible solutions is discrete. Routing problem is a well studied branch of Combinatorial Optimization that concerns the process of deciding the best way of visiting the nodes (customers) in a network. Routing problems appear in many real world applications including: Transportation, Telephone or Electronic data Networks. During the years, many solution procedures have been introduced for the solution of different Routing problems. Some of them are based on exact approaches to solve the problems to optimality and some others are based on heuristic or metaheuristic search to find optimal or near optimal solutions. There is also a less studied method, which combines both heuristic and exact approaches to face different problems including those in the Combinatorial Optimization area. The aim of this dissertation is to develop some solution procedures based on the combination of heuristic and Integer Linear Programming (ILP) techniques for some important problems in Routing Optimization. In this approach, given an initial feasible solution to be possibly improved, the method follows a destruct-and-repair paradigm, where the given solution is randomly destroyed (i.e., customers are removed in a random way) and repaired by solving an ILP model, in an attempt to find a new improved solution.

New path integral simulation algorithms and their application to creep in the quantum sine-Gordon chain

A path integral simulation algorithm which includes a higher-order Trotter approximation (HOA)is analyzed and compared to an approach which includes the correct quantum mechanical pair interaction (effective Propagator (EPr)). It is found that the HOA algorithmconverges to the quantum limit with increasing Trotter number P as P^{-4}, while the EPr algorithm converges as P^{-2}.The convergence rate of the HOA algorithm is analyzed for various physical systemssuch as a harmonic chain,a particle in a double-well potential, gaseous argon, gaseous helium and crystalline argon. A new expression for the estimator for the pair correlation function in the HOA algorithm is derived. A new path integral algorithm, the hybrid algorithm, is developed.It combines an exact treatment of the quadratic part of the Hamiltonian and thehigher-order Trotter expansion techniques.For the discrete quantum sine-Gordon chain (DQSGC), it is shown that this algorithm works more efficiently than all other improved path integral algorithms discussed in this work. The new simulation techniques developed in this work allow the analysis of theDQSGC and disordered model systems in the highly quantum mechanical regime using path integral molecular dynamics (PIMD)and adiabatic centroid path integral molecular dynamics (ACPIMD).The ground state phonon dispersion relation is calculated for the DQSGC by the ACPIMD method.It is found that the excitation gap at zero wave vector is reduced by quantum fluctuations. Two different phases exist: One phase with a finite excitation gap at zero wave vector, and a gapless phase where the excitation gap vanishes.The reaction of the DQSGC to an external driving force is analyzed at T=0.In the gapless phase the system creeps if a small force is applied, and in the phase with a gap the system is pinned. At a critical force, the systems undergo a depinning transition in both phases and flow is induced. The analysis of the DQSGC is extended to models with disordered substrate potentials. Three different cases are analyzed: Disordered substrate potentials with roughness exponent H=0, H=1/2,and a model with disordered bond length. For all models, the ground state phonon dispersion relation is calculated.

Contributions to exact approaches in combinatorial optimization

The focus of this thesis is to contribute to the development of new, exact solution approaches to different combinatorial optimization problems. In particular, we derive dedicated algorithms for a special class of Traveling Tournament Problems (TTPs), the Dial-A-Ride Problem (DARP), and the Vehicle Routing Problem with Time Windows and Temporal Synchronized Pickup and Delivery (VRPTWTSPD). Furthermore, we extend the concept of using dual-optimal inequalities for stabilized Column Generation (CG) and detail its application to improved CG algorithms for the cutting stock problem, the bin packing problem, the vertex coloring problem, and the bin packing problem with conflicts. In all approaches, we make use of some knowledge about the structure of the problem at hand to individualize and enhance existing algorithms. Specifically, we utilize knowledge about the input data (TTP), problem-specific constraints (DARP and VRPTWTSPD), and the dual solution space (stabilized CG). Extensive computational results proving the usefulness of the proposed methods are reported.

Control algorithms for large scale adaptive optics

In this dissertation, the problem of creating effective large scale Adaptive Optics (AO) systems control algorithms for the new generation of giant optical telescopes is addressed. The effectiveness of AO control algorithms is evaluated in several respects, such as computational complexity, compensation error rejection and robustness, i.e. reasonable insensitivity to the system imperfections. The results of this research are summarized as follows: 1. Robustness study of Sparse Minimum Variance Pseudo Open Loop Controller (POLC) for multi-conjugate adaptive optics (MCAO). The AO system model that accounts for various system errors has been developed and applied to check the stability and performance of the POLC algorithm, which is one of the most promising approaches for the future AO systems control. It has been shown through numerous simulations that, despite the initial assumption that the exact system knowledge is necessary for the POLC algorithm to work, it is highly robust against various system errors. 2. Predictive Kalman Filter (KF) and Minimum Variance (MV) control algorithms for MCAO. The limiting performance of the non-dynamic Minimum Variance and dynamic KF-based phase estimation algorithms for MCAO has been evaluated by doing Monte-Carlo simulations. The validity of simple near-Markov autoregressive phase dynamics model has been tested and its adequate ability to predict the turbulence phase has been demonstrated both for single- and multiconjugate AO. It has also been shown that there is no performance improvement gained from the use of the more complicated KF approach in comparison to the much simpler MV algorithm in the case of MCAO. 3. Sparse predictive Minimum Variance control algorithm for MCAO. The temporal prediction stage has been added to the non-dynamic MV control algorithm in such a way that no additional computational burden is introduced. It has been confirmed through simulations that the use of phase prediction makes it possible to significantly reduce the system sampling rate and thus overall computational complexity while both maintaining the system stable and effectively compensating for the measurement and control latencies.

An improved bit parallel exact maximum clique algorithm

This paper describes new improvements for BB-MaxClique (San Segundo et al. in Comput Oper Resour 38(2):571–581, 2011 ), a leading maximum clique algorithm which uses bit strings to efficiently compute basic operations during search by bit masking. Improvements include a recently described recoloring strategy in Tomita et al. (Proceedings of the 4th International Workshop on Algorithms and Computation. Lecture Notes in Computer Science, vol 5942. Springer, Berlin, pp 191–203, 2010 ), which is now integrated in the bit string framework, as well as different optimization strategies for fast bit scanning. Reported results over DIMACS and random graphs show that the new variants improve over previous BB-MaxClique for a vast majority of cases. It is also established that recoloring is mainly useful for graphs with high densities.

Gaussian processes for classification: mean field algorithms:mean-field algorithms

We derive a mean field algorithm for binary classification with Gaussian processes which is based on the TAP approach originally proposed in Statistical Physics of disordered systems. The theory also yields an approximate leave-one-out estimator for the generalization error which is computed with no extra computational cost. We show that from the TAP approach, it is possible to derive both a simpler 'naive' mean field theory and support vector machines (SVM) as limiting cases. For both mean field algorithms and support vectors machines, simulation results for three small benchmark data sets are presented. They show 1. that one may get state of the art performance by using the leave-one-out estimator for model selection and 2. the built-in leave-one-out estimators are extremely precise when compared to the exact leave-one-out estimate. The latter result is a taken as a strong support for the internal consistency of the mean field approach.

DNA Simulation of Genetic Algorithms: Fitness Computation

* This work has been partially supported by Spanish Project TIC2003-9319-c03-03 “Neural Networks and Networks of Evolutionary Processors”.

Congenital nasolacrimal duct obstruction:Comparison of two different treatment algorithms

Purpose: To clarify the most appropriate treatment regimen for congenital nasolacrimal duct obstruction (CNLDO). Methods: A retrospective observational analysis was performed of patients undergoing probing with or without intubation to treat CNLDO in a single institution (Royal Victoria Hospital, Belfast) from 2006 to 2011. Results: Based on exclusion criteria, 246 eyes of 177 patients (aged 0 to 9.8 years with a mean age of 2.1 years) were included in this study: 187 (76%) eyes had successful outcome at first intervention with primary probing, whereas 56 (23%) eyes underwent secondary intervention. There were no significant differences by gender, age, or obstruction complexity between the successful and unsuccessful patients with first intervention. For those patients requiring secondary intervention, 16 of 24 (67%) eyes had successful probing, whereas 22 of 24 (92%) had successful intubation. Patients with intubation as a secondary procedure were significantly more likely to have a successful outcome (P = .037). Statistical analysis was performed using the Fisher's exact test and Barnard's exact test. Conclusions: Primary probing for CNLDO has a high success rate that is not adversely affected by increasing age. This study also indicates that if initial probing is unsuccessful, nasolacrimal intubation rather than repeat probing yields a significantly higher success rate.

Convex Optimization Algorithms and Statistical Bounds for Learning Structured Models

Thesis (Ph.D.)--University of Washington, 2016-08

Phylogenetic inference's algorithms

Phylogenetic inference consist in the search of an evolutionary tree to explain the best way possible genealogical relationships of a set of species. Phylogenetic analysis has a large number of applications in areas such as biology, ecology, paleontology, etc. There are several criterias which has been defined in order to infer phylogenies, among which are the maximum parsimony and maximum likelihood. The first one tries to find the phylogenetic tree that minimizes the number of evolutionary steps needed to describe the evolutionary history among species, while the second tries to find the tree that has the highest probability of produce the observed data according to an evolutionary model. The search of a phylogenetic tree can be formulated as a multi-objective optimization problem, which aims to find trees which satisfy simultaneously (and as much as possible) both criteria of parsimony and likelihood. Due to the fact that these criteria are different there won't be a single optimal solution (a single tree), but a set of compromise solutions. The solutions of this set are called "Pareto Optimal". To find this solutions, evolutionary algorithms are being used with success nowadays.This algorithms are a family of techniques, which aren’t exact, inspired by the process of natural selection. They usually find great quality solutions in order to resolve convoluted optimization problems. The way this algorithms works is based on the handling of a set of trial solutions (trees in the phylogeny case) using operators, some of them exchanges information between solutions, simulating DNA crossing, and others apply aleatory modifications, simulating a mutation. The result of this algorithms is an approximation to the set of the “Pareto Optimal” which can be shown in a graph with in order that the expert in the problem (the biologist when we talk about inference) can choose the solution of the commitment which produces the higher interest. In the case of optimization multi-objective applied to phylogenetic inference, there is open source software tool, called MO-Phylogenetics, which is designed for the purpose of resolving inference problems with classic evolutionary algorithms and last generation algorithms. REFERENCES [1] C.A. Coello Coello, G.B. Lamont, D.A. van Veldhuizen. Evolutionary algorithms for solving multi-objective problems. Spring. Agosto 2007 [2] C. Zambrano-Vega, A.J. Nebro, J.F Aldana-Montes. MO-Phylogenetics: a phylogenetic inference software tool with multi-objective evolutionary metaheuristics. Methods in Ecology and Evolution. En prensa. Febrero 2016.