868 resultados para Lagrangian bounds in optimization problems


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We consider a mechanical problem concerning a 2D axisymmetric body moving forward on the plane and making slow turns of fixed magnitude about its axis of symmetry. The body moves through a medium of non-interacting particles at rest, and collisions of particles with the body's boundary are perfectly elastic (billiard-like). The body has a blunt nose: a line segment orthogonal to the symmetry axis. It is required to make small cavities with special shape on the nose so as to minimize its aerodynamic resistance. This problem of optimizing the shape of the cavities amounts to a special case of the optimal mass transfer problem on the circle with the transportation cost being the squared Euclidean distance. We find the exact solution for this problem when the amplitude of rotation is smaller than a fixed critical value, and give a numerical solution otherwise. As a by-product, we get explicit description of the solution for a class of optimal transfer problems on the circle.

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There is considerable interest in the use of genetic algorithms to solve problems arising in the areas of scheduling and timetabling. However, the classical genetic algorithm paradigm is not well equipped to handle the conflict between objectives and constraints that typically occurs in such problems. In order to overcome this, successful implementations frequently make use of problem specific knowledge. This paper is concerned with the development of a GA for a nurse rostering problem at a major UK hospital. The structure of the constraints is used as the basis for a co-evolutionary strategy using co-operating sub-populations. Problem specific knowledge is also used to define a system of incentives and disincentives, and a complementary mutation operator. Empirical results based on 52 weeks of live data show how these features are able to improve an unsuccessful canonical GA to the point where it is able to provide a practical solution to the problem.

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This thesis presents approximation algorithms for some NP-Hard combinatorial optimization problems on graphs and networks; in particular, we study problems related to Network Design. Under the widely-believed complexity-theoretic assumption that P is not equal to NP, there are no efficient (i.e., polynomial-time) algorithms that solve these problems exactly. Hence, if one desires efficient algorithms for such problems, it is necessary to consider approximate solutions: An approximation algorithm for an NP-Hard problem is a polynomial time algorithm which, for any instance of the problem, finds a solution whose value is guaranteed to be within a multiplicative factor of the value of an optimal solution to that instance. We attempt to design algorithms for which this factor, referred to as the approximation ratio of the algorithm, is as small as possible. The field of Network Design comprises a large class of problems that deal with constructing networks of low cost and/or high capacity, routing data through existing networks, and many related issues. In this thesis, we focus chiefly on designing fault-tolerant networks. Two vertices u,v in a network are said to be k-edge-connected if deleting any set of k − 1 edges leaves u and v connected; similarly, they are k-vertex connected if deleting any set of k − 1 other vertices or edges leaves u and v connected. We focus on building networks that are highly connected, meaning that even if a small number of edges and nodes fail, the remaining nodes will still be able to communicate. A brief description of some of our results is given below. We study the problem of building 2-vertex-connected networks that are large and have low cost. Given an n-node graph with costs on its edges and any integer k, we give an O(log n log k) approximation for the problem of finding a minimum-cost 2-vertex-connected subgraph containing at least k nodes. We also give an algorithm of similar approximation ratio for maximizing the number of nodes in a 2-vertex-connected subgraph subject to a budget constraint on the total cost of its edges. Our algorithms are based on a pruning process that, given a 2-vertex-connected graph, finds a 2-vertex-connected subgraph of any desired size and of density comparable to the input graph, where the density of a graph is the ratio of its cost to the number of vertices it contains. This pruning algorithm is simple and efficient, and is likely to find additional applications. Recent breakthroughs on vertex-connectivity have made use of algorithms for element-connectivity problems. We develop an algorithm that, given a graph with some vertices marked as terminals, significantly simplifies the graph while preserving the pairwise element-connectivity of all terminals; in fact, the resulting graph is bipartite. We believe that our simplification/reduction algorithm will be a useful tool in many settings. We illustrate its applicability by giving algorithms to find many trees that each span a given terminal set, while being disjoint on edges and non-terminal vertices; such problems have applications in VLSI design and other areas. We also use this reduction algorithm to analyze simple algorithms for single-sink network design problems with high vertex-connectivity requirements; we give an O(k log n)-approximation for the problem of k-connecting a given set of terminals to a common sink. We study similar problems in which different types of links, of varying capacities and costs, can be used to connect nodes; assuming there are economies of scale, we give algorithms to construct low-cost networks with sufficient capacity or bandwidth to simultaneously support flow from each terminal to the common sink along many vertex-disjoint paths. We further investigate capacitated network design, where edges may have arbitrary costs and capacities. Given a connectivity requirement R_uv for each pair of vertices u,v, the goal is to find a low-cost network which, for each uv, can support a flow of R_uv units of traffic between u and v. We study several special cases of this problem, giving both algorithmic and hardness results. In addition to Network Design, we consider certain Traveling Salesperson-like problems, where the goal is to find short walks that visit many distinct vertices. We give a (2 + epsilon)-approximation for Orienteering in undirected graphs, achieving the best known approximation ratio, and the first approximation algorithm for Orienteering in directed graphs. We also give improved algorithms for Orienteering with time windows, in which vertices must be visited between specified release times and deadlines, and other related problems. These problems are motivated by applications in the fields of vehicle routing, delivery and transportation of goods, and robot path planning.

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Evaluation of the quality of the environment is essential for human wellness as pollutants in trace amounts can cause serious health problem. Nitrosamines are a group of compounds that are considered potential carcinogens and can be found in drinking water (as disinfection byproducts), foods, beverages and cosmetics. To monitor the level of these compounds to minimize daily intakes, fast and reliable analytical techniques are required. As these compounds are relatively highly polar, extraction and enrichment from environmental samples (aqueous) are challenging. Also, the trend of analytical techniques toward the reduction of sample size and minimization of organic solvent use demands new methods of analysis. In light of fulfilling these requirements, a new method of online preconcentration tailored to an electrokinetic chromatography is introduced. In this method, electroosmotic flow (EOF) was suppressed to increase the interaction time between analyte and micellar phase, therefore the only force to mobilize the neutral analytes is the interaction of analyte with moving micelles. In absence of EOF, polarity of applied potential was switched (negative or positive) to force (anionic or cationic) micelles to move toward the detector. To avoid the excessive band broadening due to longer analysis time caused by slow moving micelles, auxiliary pressure was introduced to boost the micelle movement toward the detector using an in house designed and built apparatus. Applying the external auxiliary pressure significantly reduced the analysis times without compromising separation efficiency. Parameters, such as type of surfactants, composition of background electrolyte (BGE), type of capillary, matrix effect, organic modifiers, etc., were evaluated in optimization of the method. The enrichment factors for targeted analytes were impressive, particularly; cationic surfactants were shown to be suitable for analysis of nitrosamines due to their ability to act as hydrogen bond donors. Ammonium perfluorooctanoate (APFO) also showed remarkable results in term of peak shapes and number of theoretical plates. It was shown that the separation results were best when a high conductivity sample was paired with a BGE of lower conductivity. Using higher surfactant concentrations (up to 200 mM SDS) than usual (50 mM SDS) for micellar electrokinetic chromatography (MEKC) improved the sweeping. A new method for micro-extraction and enrichment of highly polar neutral analytes (N-Nitrosamines in particular) based on three-phase drop micro-extraction was introduced and its performance studied. In this method, a new device using some easy-to-find components was fabricated and its operation and application demonstrated. Compared to conventional extraction methods (liquid-liquid extraction), consumption of organic solvents and operation times were significantly lower.

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There is considerable interest in the use of genetic algorithms to solve problems arising in the areas of scheduling and timetabling. However, the classical genetic algorithm paradigm is not well equipped to handle the conflict between objectives and constraints that typically occurs in such problems. In order to overcome this, successful implementations frequently make use of problem specific knowledge. This paper is concerned with the development of a GA for a nurse rostering problem at a major UK hospital. The structure of the constraints is used as the basis for a co-evolutionary strategy using co-operating sub-populations. Problem specific knowledge is also used to define a system of incentives and disincentives, and a complementary mutation operator. Empirical results based on 52 weeks of live data show how these features are able to improve an unsuccessful canonical GA to the point where it is able to provide a practical solution to the problem.

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This study investigates the structure and intensity of the surface pathways connecting to and from the central areas of the large-scale convergence regions of the eastern Pacific Ocean. Surface waters are traced with numerical Lagrangian particles transported in the velocity field of three different ocean models with horizontal resolutions that range from ¼° to 1/32°. The connections resulting from the large-scale convergent Ekman dynamics agree qualitatively but are strongly modulated by eddy variability that introduces meridional asymmetry in the amplitude of transport. Lagrangian forward-in-time integrations are used to analyze the fate of particles originating from the central regions of the convergence zones and highlight specific outflows not yet reported for the southeastern Pacific when using the currents at the highest resolutions (1/12° and 1/32°). The meridional scales of these outflows are comparable to the characteristic width of the fine-scale striation of mean currents.

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There is considerable interest in the use of genetic algorithms to solve problems arising in the areas of scheduling and timetabling. However, the classical genetic algorithm paradigm is not well equipped to handle the conflict between objectives and constraints that typically occurs in such problems. In order to overcome this, successful implementations frequently make use of problem specific knowledge. This paper is concerned with the development of a GA for a nurse rostering problem at a major UK hospital. The structure of the constraints is used as the basis for a co-evolutionary strategy using co-operating sub-populations. Problem specific knowledge is also used to define a system of incentives and disincentives, and a complementary mutation operator. Empirical results based on 52 weeks of live data show how these features are able to improve an unsuccessful canonical GA to the point where it is able to provide a practical solution to the problem.

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This dissertation mainly focuses on coordinated pricing and inventory management problems, where the related background is provided in Chapter 1. Several periodic-review models are then discussed in Chapters 2,3,4 and 5, respectively. Chapter 2 analyzes a deterministic single-product model, where a price adjustment cost incurs if the current selling price is changed from the previous period. We develop exact algorithms for the problem under different conditions and find out that computation complexity varies significantly associated with the cost structure. %Moreover, our numerical study indicates that dynamic pricing strategies may outperform static pricing strategies even when price adjustment cost accounts for a significant portion of the total profit. Chapter 3 develops a single-product model in which demand of a period depends not only on the current selling price but also on past prices through the so-called reference price. Strongly polynomial time algorithms are designed for the case without no fixed ordering cost, and a heuristic is proposed for the general case together with an error bound estimation. Moreover, our illustrates through numerical studies that incorporating reference price effect into coordinated pricing and inventory models can have a significant impact on firms' profits. Chapter 4 discusses the stochastic version of the model in Chapter 3 when customers are loss averse. It extends the associated results developed in literature and proves that the reference price dependent base-stock policy is proved to be optimal under a certain conditions. Instead of dealing with specific problems, Chapter 5 establishes the preservation of supermodularity in a class of optimization problems. This property and its extensions include several existing results in the literature as special cases, and provide powerful tools as we illustrate their applications to several operations problems: the stochastic two-product model with cross-price effects, the two-stage inventory control model, and the self-financing model.

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Older adults frequently report that they can hear what they have been told but cannot understand the meaning. This is particularly true in noisy conditions, where the additional challenge of suppressing irrelevant noise (i.e. a competing talker) adds another layer of difficulty to their speech understanding. Hearing aids improve speech perception in quiet, but their success in noisy environments has been modest, suggesting that peripheral hearing loss may not be the only factor in the older adult’s perceptual difficulties. Recent animal studies have shown that auditory synapses and cells undergo significant age-related changes that could impact the integrity of temporal processing in the central auditory system. Psychoacoustic studies carried out in humans have also shown that hearing loss can explain the decline in older adults’ performance in quiet compared to younger adults, but these psychoacoustic measurements are not accurate in describing auditory deficits in noisy conditions. These results would suggest that temporal auditory processing deficits could play an important role in explaining the reduced ability of older adults to process speech in noisy environments. The goals of this dissertation were to understand how age affects neural auditory mechanisms and at which level in the auditory system these changes are particularly relevant for explaining speech-in-noise problems. Specifically, we used non-invasive neuroimaging techniques to tap into the midbrain and the cortex in order to analyze how auditory stimuli are processed in younger (our standard) and older adults. We will also attempt to investigate a possible interaction between processing carried out in the midbrain and cortex.

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Natural language processing has achieved great success in a wide range of ap- plications, producing both commercial language services and open-source language tools. However, most methods take a static or batch approach, assuming that the model has all information it needs and makes a one-time prediction. In this disser- tation, we study dynamic problems where the input comes in a sequence instead of all at once, and the output must be produced while the input is arriving. In these problems, predictions are often made based only on partial information. We see this dynamic setting in many real-time, interactive applications. These problems usually involve a trade-off between the amount of input received (cost) and the quality of the output prediction (accuracy). Therefore, the evaluation considers both objectives (e.g., plotting a Pareto curve). Our goal is to develop a formal understanding of sequential prediction and decision-making problems in natural language processing and to propose efficient solutions. Toward this end, we present meta-algorithms that take an existent batch model and produce a dynamic model to handle sequential inputs and outputs. Webuild our framework upon theories of Markov Decision Process (MDP), which allows learning to trade off competing objectives in a principled way. The main machine learning techniques we use are from imitation learning and reinforcement learning, and we advance current techniques to tackle problems arising in our settings. We evaluate our algorithm on a variety of applications, including dependency parsing, machine translation, and question answering. We show that our approach achieves a better cost-accuracy trade-off than the batch approach and heuristic-based decision- making approaches. We first propose a general framework for cost-sensitive prediction, where dif- ferent parts of the input come at different costs. We formulate a decision-making process that selects pieces of the input sequentially, and the selection is adaptive to each instance. Our approach is evaluated on both standard classification tasks and a structured prediction task (dependency parsing). We show that it achieves similar prediction quality to methods that use all input, while inducing a much smaller cost. Next, we extend the framework to problems where the input is revealed incremen- tally in a fixed order. We study two applications: simultaneous machine translation and quiz bowl (incremental text classification). We discuss challenges in this set- ting and show that adding domain knowledge eases the decision-making problem. A central theme throughout the chapters is an MDP formulation of a challenging problem with sequential input/output and trade-off decisions, accompanied by a learning algorithm that solves the MDP.

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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.

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This manuscript presents three approaches : analytical, experimental and numerical, to study the behaviour of a flexible membrane tidal energy converter. This technology, developed by the EEL Energy company, is based on periodic deformations of a pre-stressed flexible structure. Energy converters, located on each side of the device, are set into motion by the wave-like motion. In the analytical model, the membrane is represented by a linear beam model at one dimension and the flow by a 3 dimensions potential fluid. The fluid forces are evaluated by the elongated body theory. Energy is dissipated all over the length of the membrane. A 20th scale experimental prototype has been designed with micro-dampers to simulate the power take-off. Trials have allowed to validate the undulating membrane energy converter concept. A numerical model has been developed. Each element of the device is represented and the energy dissipation is done by dampers element with a damping law linear to damper velocity. Comparison of the three approaches validates their ability to represent the membrane behaviour without damping. The energy dissipation applied with the analytical model is clearly different from the two other models because of the location (where the energy is dissipated) and damping law. The two others show a similar behaviour and the same order of power take off repartition but value of power take off are underestimated by the numerical model. This three approaches have allowed to put forward key-parameters on which depend the behaviour of the membrane and the parametric study highlights the complementarity and the advantage of developing three approaches in parallel to answer industrial optimization problems. To make the link between trials in flume tank and sea trials, a 1/6th prototype has been built. To do so, the change of scale was studied. The behaviour of both prototypes is compared and differences could be explained by differences of boundary conditions and confinement effects. To evaluated membrane long-term behaviour at sea, a method of ageing accelerated by temperature and fatigue tests have been carried out on prototype materials samples submerged in sea water.