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.

New Rigorous Decomposition Methods for Mixed-integer Linear and Nonlinear Programming

Process systems design, operation and synthesis problems under uncertainty can readily be formulated as two-stage stochastic mixed-integer linear and nonlinear (nonconvex) programming (MILP and MINLP) problems. These problems, with a scenario based formulation, lead to large-scale MILPs/MINLPs that are well structured. The first part of the thesis proposes a new finitely convergent cross decomposition method (CD), where Benders decomposition (BD) and Dantzig-Wolfe decomposition (DWD) are combined in a unified framework to improve the solution of scenario based two-stage stochastic MILPs. This method alternates between DWD iterations and BD iterations, where DWD restricted master problems and BD primal problems yield a sequence of upper bounds, and BD relaxed master problems yield a sequence of lower bounds. A variant of CD, which includes multiple columns per iteration of DW restricted master problem and multiple cuts per iteration of BD relaxed master problem, called multicolumn-multicut CD is then developed to improve solution time. Finally, an extended cross decomposition method (ECD) for solving two-stage stochastic programs with risk constraints is proposed. In this approach, a CD approach at the first level and DWD at a second level is used to solve the original problem to optimality. ECD has a computational advantage over a bilevel decomposition strategy or solving the monolith problem using an MILP solver. The second part of the thesis develops a joint decomposition approach combining Lagrangian decomposition (LD) and generalized Benders decomposition (GBD), to efficiently solve stochastic mixed-integer nonlinear nonconvex programming problems to global optimality, without the need for explicit branch and bound search. In this approach, LD subproblems and GBD subproblems are systematically solved in a single framework. The relaxed master problem obtained from the reformulation of the original problem, is solved only when necessary. A convexification of the relaxed master problem and a domain reduction procedure are integrated into the decomposition framework to improve solution efficiency. Using case studies taken from renewable resource and fossil-fuel based application in process systems engineering, it can be seen that these novel decomposition approaches have significant benefit over classical decomposition methods and state-of-the-art MILP/MINLP global optimization solvers.

Linear and nonlinear thermal instability of Newtonian and non-Newtonian fluid saturated porous media

The present work aims to investigate the influence of different aspects, such as non-standard steady solutions, complex fluid rheologies and non-standard porous-channel geometries, on the stability of a Darcy-Bénard system. In order to do so, both linear and nonlinear stability theories are considered. A linear analysis focuses on studying the dynamics of the single disturbance wave present in the system, while its nonlinear counterpart takes into consideration the interactions among the single modes. The scope of the stability analysis is to obtain information regarding the transition from an equilibrium solution to another one, and also information regarding the transition nature and the emergent solution after the transition. The disturbance governing equations are solved analytically, whenever possible, and numerical by considering different approaches. Among other important results, it is found that a cylinder cross-section does not affect the thermal instability threshold, but just the linear pattern selection for dilatant and pseudoplastic fluid saturated porous media. A new rheological model is proposed as a solution for singular issues involving the power-law model. Also, a generalised class of one parameter basic solutions is proposed as an alternative description of the isoflux Darcy--Bénard problem. Its stability is investigated.

"Suddenly I get into the zone": Examining discontinuities and nonlinear changes in flow experiences at work

Work-related flow is defined as a sudden and enjoyable merging of action and awareness that represents a peak experience in the daily lives of workers. Employees" perceptions of challenge and skill and their subjective experiences in terms of enjoyment, interest and absorption were measured using the experience sampling method, yielding a total of 6981 observations from a sample of 60 employees. Linear and nonlinear approaches were applied in order to model both continuous and sudden changes. According to the R2, AICc and BIC indexes, the nonlinear dynamical systems model (i.e. cusp catastrophe model) fit the data better than the linear and logistic regression models. Likewise, the cusp catastrophe model appears to be especially powerful for modelling those cases of high levels of flow. Overall, flow represents a nonequilibrium condition that combines continuous and abrupt changes across time. Research and intervention efforts concerned with this process should focus on the variable of challenge, which, according to our study, appears to play a key role in the abrupt changes observed in work-related flow.

Neural correlations during brain activation in arithmetical tasks – an approach using electroencephalographic data

Dissertação apresentada na Faculdade de Ciências e Tecnologiea da Universidade Nova de Lisboa, para obtenção do Grau de Mestre em Engenharia Biomédica

Basis set and electron correlation effects on initial convergence for vibrational nonlinear optical properties of conjugated organic molecules

The level of ab initio theory which is necessary to compute reliable values for the static and dynamic (hyper)polarizabilities of three medium size π-conjugated organic nonlinear optical (NLO) molecules is investigated. With the employment of field-induced coordinates in combination with a finite field procedure, the calculations were made possible. It is stated that to obtain reasonable values for the various individual contributions to the (hyper)polarizability, it is necessary to include electron correlation. Based on the results, the convergence of the usual perturbation treatment for vibrational anharmonicity was examined

Simulating maize phenology as a function of air temperature with a linear and a nonlinear model

The objective of this study was to adapt a nonlinear model (Wang and Engel - WE) for simulating the phenology of maize (Zea mays L.), and to evaluate this model and a linear one (thermal time), in order to predict developmental stages of a field-grown maize variety. A field experiment, during 2005/2006 and 2006/2007 was conducted in Santa Maria, RS, Brazil, in two growing seasons, with seven sowing dates each. Dates of emergence, silking, and physiological maturity of the maize variety BRS Missões were recorded in six replications in each sowing date. Data collected in 2005/2006 growing season were used to estimate the coefficients of the two models, and data collected in the 2006/2007 growing season were used as independent data set for model evaluations. The nonlinear WE model accurately predicted the date of silking and physiological maturity, and had a lower root mean square error (RMSE) than the linear (thermal time) model. The overall RMSE for silking and physiological maturity was 2.7 and 4.8 days with WE model, and 5.6 and 8.3 days with thermal time model, respectively.

STUDIES ON THE STRESS FLUCTUATIONS IN SHEARED STOKESIAN SUSPENSIONS USING CHAOS THEORY AND NONLINEAR DYNAMICS

The thesis report results obtained from a detailed analysis of the fluctuations of the rheological parameters viz. shear and normal stresses, simulated by means of the Stokesian Dynamics method, of a macroscopically homogeneous sheared suspension of neutrally buoyant non-Brownian suspension of identical spheres in the Couette gap between two parallel walls in the limit of vanishingly small Reynolds numbers using the tools of non-linear dynamics and chaos theory for a range of particle concentration and Couette gaps. The thesis used the tools of nonlinear dynamics and chaos theory viz. average mutual information, space-time separation plots, visual recurrence analysis, principal component analysis, false nearest-neighbor technique, correlation integrals, computation of Lyapunov exponents for a range of area fraction of particles and for different Couette gaps. The thesis observed that one stress component can be predicted using another stress component at the same area fraction. This implies a type of synchronization of one stress component with another stress component. This finding suggests us to further analysis of the synchronization of stress components with another stress component at the same or different area fraction of particles. The different model equations of stress components for different area fraction of particles hints at the possible existence a general formula for stress fluctuations with area fraction of particle as a parameter

Basis set and electron correlation effects on initial convergence for vibrational nonlinear optical properties of conjugated organic molecules

The level of ab initio theory which is necessary to compute reliable values for the static and dynamic (hyper)polarizabilities of three medium size π-conjugated organic nonlinear optical (NLO) molecules is investigated. With the employment of field-induced coordinates in combination with a finite field procedure, the calculations were made possible. It is stated that to obtain reasonable values for the various individual contributions to the (hyper)polarizability, it is necessary to include electron correlation. Based on the results, the convergence of the usual perturbation treatment for vibrational anharmonicity was examined

A virtual experiment for the detection of specific features in the frequency response of a coupled nonlinear and linear oscillator

This paper presents an investigation into some practical issues that may be present in a real experiment, when trying to validate the theoretical frequency response curve of a two degree-of-freedom nonlinear system consisting of coupled linear and nonlinear oscillators. Some specific features, such as detached resonance curves, have been theoretically predicted in multi degree-of-freedom nonlinear oscillators, when subject to harmonic excitation, and the system parameters have been shown to be fundamental in achieving such features. When based on a simplified model, approximate analytical expression for the frequency response curves may be derived, which may be validated by the numerical solutions. In a real experiment, however, the practical achievability of such features was previously shown to be greatly affected by small disturbances induced by gravity and inertia, which led to some solutions becoming unstable which had been predicted to be stable. In this work a practical system configuration is proposed where such effects are reduced so that the previous limitations are overcome. A virtual experiment is carried out where a detailed multi-body model of the oscillator is assembled and the effects on the system response are investigated.

Sparse differential resultant formulas: between the linear and the nonlinear case

A matrix representation of the sparse differential resultant is the basis for efficient computation algorithms, whose study promises a great contribution to the development and applicability of differential elimination techniques. It is shown how sparse linear differential resultant formulas provide bounds for the order of derivation, even in the nonlinear case, and they also provide (in many cases) the bridge with results in the nonlinear algebraic case.

Dynamical Heterogeneity and Nonlinear Susceptibility in Short-Ranged Attractive Supercooled Liquids

Recent work has demonstrated the strong qualitative differences between the dynamics near a glass transition driven by short-ranged repulsion and one governed by short-ranged attraction. Here, we study in detail the behavior of non-linear, higher-order correlation functions that measure the growth of length scales associated with dynamical heterogeneity in both types of systems. We find that this measure is qualitatively different in the repulsive and attractive cases with regards to the wave vector dependence as well as the time dependence of the standard non-linear four-point dynamical susceptibility. We discuss the implications of these results for the general understanding of dynamical heterogeneity in glass-forming liquids.

Multiple linear and principal component regressions for modelling ecotoxicity bioassay response

The ecotoxicological response of the living organisms in an aquatic system depends on the physical, chemical and bacteriological variables, as well as the interactions between them. An important challenge to scientists is to understand the interaction and behaviour of factors involved in a multidimensional process such as the ecotoxicological response.With this aim, multiple linear regression (MLR) and principal component regression were applied to the ecotoxicity bioassay response of Chlorella vulgaris and Vibrio fischeri in water collected at seven sites of Leça river during five monitoring campaigns (February, May, June, August and September of 2006). The river water characterization included the analysis of 22 physicochemical and 3 microbiological parameters. The model that best fitted the data was MLR, which shows: (i) a negative correlation with dissolved organic carbon, zinc and manganese, and a positive one with turbidity and arsenic, regarding C. vulgaris toxic response; (ii) a negative correlation with conductivity and turbidity and a positive one with phosphorus, hardness, iron, mercury, arsenic and faecal coliforms, concerning V. fischeri toxic response. This integrated assessment may allow the evaluation of the effect of future pollution abatement measures over the water quality of Leça River.

Measurement of the correlation between flow harmonics of different order in lead-lead collisions at root S-NN=2.76 TeV with the ATLAS detector

Correlations between the elliptic or triangular flow coefficients vm (m=2 or 3) and other flow harmonics vn (n=2 to 5) are measured using sNN−−−−√=2.76 TeV Pb+Pb collision data collected in 2010 by the ATLAS experiment at the LHC, corresponding to an integrated lumonisity of 7 μb−1. The vm-vn correlations are measured in midrapidity as a function of centrality, and, for events within the same centrality interval, as a function of event ellipticity or triangularity defined in a forward rapidity region. For events within the same centrality interval, v3 is found to be anticorrelated with v2 and this anticorrelation is consistent with similar anticorrelations between the corresponding eccentricities ϵ2 and ϵ3. On the other hand, it is observed that v4 increases strongly with v2, and v5 increases strongly with both v2 and v3. The trend and strength of the vm-vn correlations for n=4 and 5 are found to disagree with ϵm-ϵn correlations predicted by initial-geometry models. Instead, these correlations are found to be consistent with the combined effects of a linear contribution to vn and a nonlinear term that is a function of v22 or of v2v3, as predicted by hydrodynamic models. A simple two-component fit is used to separate these two contributions. The extracted linear and nonlinear contributions to v4 and v5 are found to be consistent with previously measured event-plane correlations.