Parallel algorithm for solving integer linear programs

Linear programs, or LPs, are often used in optimization problems, such as improving manufacturing efficiency of maximizing the yield from limited resources. The most common method for solving LPs is the Simplex Method, which will yield a solution, if one exists, but over the real numbers. From a purely numerical standpoint, it will be an optimal solution, but quite often we desire an optimal integer solution. A linear program in which the variables are also constrained to be integers is called an integer linear program or ILP. It is the focus of this report to present a parallel algorithm for solving ILPs. We discuss a serial algorithm using a breadth-first branch-and-bound search to check the feasible solution space, and then extend it into a parallel algorithm using a client-server model. In the parallel mode, the search may not be truly breadth-first, depending on the solution time for each node in the solution tree. Our search takes advantage of pruning, often resulting in super-linear improvements in solution time. Finally, we present results from sample ILPs, describe a few modifications to enhance the algorithm and improve solution time, and offer suggestions for future work.

PREDICTIVE VARIABLES FOR WEIGHT CHANGE 2 YEARS FOLLOWING PARTICIPATION IN A WEIGHT LOSS INTERVENTION PROGRAM

A historical prospective study was designed to assess the man weight status of subjects who participated in a behavioral weight reduction program in 1983 and to determine whether there was an association between the dependent variable weight change and any of 31 independent variables after a 2 year follow-up period. Data was obtained by abstracting the subjects records and from a follow-up questionnaire administered 2 years following program participation. Five hundred nine subjects (386 females and 123 males) of 1460 subjects who participated in the program, completed and returned the questionnaire. Results showed that mean weight was significantly different (p < 0.001) between the measurement at baseline and after a 2 year follow-up period. The mean weight loss of the group was 5.8 pounds, 10.7 pounds for males and 4.2 pounds for females after a 2 year follow-up period. A total of 63.9% of the group, 69.9% of males and 61.9% of females were still below their initial weight after the 2 year follow-up period. Sixteen of the 31 variables assessed utilizing bivariate analyses were found to be significantly (p (LESSTHEQ) 0.05) associated with weight change after a 2 year follow-up period. These variables were then entered into a multivariate linear regression model. A total of 37.9% of the variance of the dependent variable, weight change, was accounted for by all 16 variables. Eight of these variables were found to be significantly (p (LESSTHEQ) 0.05) predictive of weight change in the stepwise multivariate process accounting for 37.1% of the variance. These variables included: Two baseline variables (percent over ideal body weight at enrollment and occupation) and six follow-up variables (feeling in control of eating habits, percent of body weight lost during treatment, frequency of weight measurement, physical activity, eating in response to emotions, and number of pounds of weight gain needed to resume a diet). It was concluded that a greater amount of emphasis should be placed on the six follow-up variables by clinicians involved in the treatment of obesity, and by the subjects themselves to enhance their chances of success at long-term weight loss. ^

An MBLP model for scheduling assessment centers

Firms aim at assigning qualified and motivated people to jobs. Human resources managers often conduct assessment centers before making such personnel decisions. By means of an assessment center, the potential and skills of job applicants can be assessed more objectively. For the scheduling of such assessment centers, we present a formulation as a mixed-binary linear program and report on computational results for four real-life examples.

A linear relational DEA model to evaluate two-stage processes with shared inputs

Two-stage data envelopment analysis (DEA) efficiency models identify the efficient frontier of a two-stage production process. In some two-stage processes, the inputs to the first stage are shared by the second stage, known as shared inputs. This paper proposes a new relational linear DEA model for dealing with measuring the efficiency score of two-stage processes with shared inputs under constant returns-to-scale assumption. Two case studies of banking industry and university operations are taken as two examples to illustrate the potential applications of the proposed approach.

Aging and fluctuation-dissipation ratio in a nonequilibrium q-state lattice model

A generalized version of the nonequilibrium linear Glauber model with q states in d dimensions is introduced and analyzed. The model is fully symmetric, its dynamics being invariant under all permutations of the q states. Exact expressions for the two-time autocorrelation and response functions on a d-dimensional lattice are obtained. In the stationary regime, the fluctuation-dissipation theorem holds, while in the transient the aging is observed with the fluctuation-dissipation ratio leading to the value predicted for the linear Glauber model.

Contribution margin model applied to the marketing planning of a container liner carrier

The implementation of confidential contracts between a container liner carrier and its customers, because of the Ocean Shipping Reform Act (OSRA) 1998, demands a revision in the methodology applied in the carrier's planning of marketing and sales. The marketing and sales planning process should be more scientific and with a better use of operational research tools considering the selection of the customers under contracts, the duration of the contracts, the freight, and the container imbalances of these contracts are basic factors for the carrier's yield. This work aims to develop a decision support system based on a linear programming model to generate the business plan for a container liner carrier, maximizing the contribution margin of its freight.

Non-Cardiac Surgery in Developing Countries: Epidemiological Aspects and Economical Opportunities - The Case of Brazil

Background: Worldwide distribution of surgical interventions is unequal. Developed countries account for the majority of surgeries and information about non-cardiac operations in developing countries is scarce. The purpose of our study was to describe the epidemiological data of non-cardiac surgeries performed in Brazil in the last years. Methods and Findings: This is a retrospective cohort study that investigated the time window from 1995 to 2007. We collected information from DATASUS, a national public health system database. The following variables were studied: number of surgeries, in-hospital expenses, blood transfusion related costs, length of stay and case fatality rates. The results were presented as sum, average and percentage. The trend analysis was performed by linear regression model. There were 32,659,513 non-cardiac surgeries performed in Brazil in thirteen years. An increment of 20.42% was observed in the number of surgeries in this period and nowadays nearly 3 million operations are performed annually. The cost of these procedures has increased tremendously in the last years. The increment of surgical cost was almost 200%. The total expenses related to surgical hospitalizations were more than $10 billion in all these years. The yearly cost of surgical procedures to public health system was more than $1.27 billion for all surgical hospitalizations, and in average, U$445.24 per surgical procedure. The total cost of blood transfusion was near $98 million in all years and annually approximately $10 million were spent in perioperative transfusion. The surgical mortality had an increment of 31.11% in the period. Actually, in 2007, the surgical mortality in Brazil was 1.77%. All the variables had a significant increment along the studied period: r square (r(2)) = 0.447 for the number of surgeries (P = 0.012), r(2) = 0.439 for in-hospital expenses (P = 0.014) and r(2) = 0.907 for surgical mortality (P = 0.0055). Conclusion: The volume of surgical procedures has increased substantially in Brazil through the past years. The expenditure related to these procedures and its mortality has also increased as the number of operations. Better planning of public health resource and strategies of investment are needed to supply the crescent demand of surgery in Brazil.

Real time optimization (RTO) with model predictive control (MPC)

This paper studies a simplified methodology to integrate the real time optimization (RTO) of a continuous system into the model predictive controller in the one layer strategy. The gradient of the economic objective function is included in the cost function of the controller. Optimal conditions of the process at steady state are searched through the use of a rigorous non-linear process model, while the trajectory to be followed is predicted with the use of a linear dynamic model, obtained through a plant step test. The main advantage of the proposed strategy is that the resulting control/optimization problem can still be solved with a quadratic programming routine at each sampling step. Simulation results show that the approach proposed may be comparable to the strategy that solves the full economic optimization problem inside the MPC controller where the resulting control problem becomes a non-linear programming problem with a much higher computer load. (C) 2010 Elsevier Ltd. All rights reserved.

Likelihood-based estimation of the regression model with scrambled responses

A significant problem in the collection of responses to potentially sensitive questions, such as relating to illegal, immoral or embarrassing activities, is non-sampling error due to refusal to respond or false responses. Eichhorn & Hayre (1983) suggested the use of scrambled responses to reduce this form of bias. This paper considers a linear regression model in which the dependent variable is unobserved but for which the sum or product with a scrambling random variable of known distribution, is known. The performance of two likelihood-based estimators is investigated, namely of a Bayesian estimator achieved through a Markov chain Monte Carlo (MCMC) sampling scheme, and a classical maximum-likelihood estimator. These two estimators and an estimator suggested by Singh, Joarder & King (1996) are compared. Monte Carlo results show that the Bayesian estimator outperforms the classical estimators in almost all cases, and the relative performance of the Bayesian estimator improves as the responses become more scrambled.

Classification model based on Raman spectra of selected morphological and biochemical tissue constituents for identification of atherosclerosis in human coronary arteries

This study presents the results of Raman spectroscopy applied to the classification of arterial tissue based on a simplified model using basal morphological and biochemical information extracted from the Raman spectra of arteries. The Raman spectrograph uses an 830-nm diode laser, imaging spectrograph, and a CCD camera. A total of 111 Raman spectra from arterial fragments were used to develop the model, and those spectra were compared to the spectra of collagen, fat cells, smooth muscle cells, calcification, and cholesterol in a linear fit model. Non-atherosclerotic (NA), fatty and fibrous-fatty atherosclerotic plaques (A) and calcified (C) arteries exhibited different spectral signatures related to different morphological structures presented in each tissue type. Discriminant analysis based on Mahalanobis distance was employed to classify the tissue type with respect to the relative intensity of each compound. This model was subsequently tested prospectively in a set of 55 spectra. The simplified diagnostic model showed that cholesterol, collagen, and adipocytes were the tissue constituents that gave the best classification capability and that those changes were correlated to histopathology. The simplified model, using spectra obtained from a few tissue morphological and biochemical constituents, showed feasibility by using a small amount of variables, easily extracted from gross samples.

Long-term survivor mixture model with random effects: application to a multi-centre clinical trial of carcinoma

A mixture model incorporating long-term survivors has been adopted in the field of biostatistics where some individuals may never experience the failure event under study. The surviving fractions may be considered as cured. In most applications, the survival times are assumed to be independent. However, when the survival data are obtained from a multi-centre clinical trial, it is conceived that the environ mental conditions and facilities shared within clinic affects the proportion cured as well as the failure risk for the uncured individuals. It necessitates a long-term survivor mixture model with random effects. In this paper, the long-term survivor mixture model is extended for the analysis of multivariate failure time data using the generalized linear mixed model (GLMM) approach. The proposed model is applied to analyse a numerical data set from a multi-centre clinical trial of carcinoma as an illustration. Some simulation experiments are performed to assess the applicability of the model based on the average biases of the estimates formed. Copyright (C) 2001 John Wiley & Sons, Ltd.

Prediction of Golgi Type II membrane proteins based on their transmembrane domains

Motivation: A major issue in cell biology today is how distinct intracellular regions of the cell, like the Golgi Apparatus, maintain their unique composition of proteins and lipids. The cell differentially separates Golgi resident proteins from proteins that move through the organelle to other subcellular destinations. We set out to determine if we could distinguish these two types of transmembrane proteins using computational approaches. Results: A new method has been developed to predict Golgi membrane proteins based on their transmembrane domains. To establish the prediction procedure, we took the hydrophobicity values and frequencies of different residues within the transmembrane domains into consideration. A simple linear discriminant function was developed with a small number of parameters derived from a dataset of Type II transmembrane proteins of known localization. This can discriminate between proteins destined for Golgi apparatus or other locations (post-Golgi) with a success rate of 89.3% or 85.2%, respectively on our redundancy-reduced data sets.

Nonlinear mixture model for hyperspectral unmixing

Proceedings of International Conference - SPIE 7477, Image and Signal Processing for Remote Sensing XV - 28 September 2009

A Multiple Criteria Utility-based Approa h for the Unit Commitment with Wind Power and Pumped Storage Hydro

The integration of wind power in eletricity generation brings new challenges to unit commitment due to the random nature of wind speed. For this particular optimisation problem, wind uncertainty has been handled in practice by means of conservative stochastic scenario-based optimisation models, or through additional operating reserve settings. However, generation companies may have different attitudes towards operating costs, load curtailment, or waste of wind energy, when considering the risk caused by wind power variability. Therefore, alternative and possibly more adequate approaches should be explored. This work is divided in two main parts. Firstly we survey the main formulations presented in the literature for the integration of wind power in the unit commitment problem (UCP) and present an alternative model for the wind-thermal unit commitment. We make use of the utility theory concepts to develop a multi-criteria stochastic model. The objectives considered are the minimisation of costs, load curtailment and waste of wind energy. Those are represented by individual utility functions and aggregated in a single additive utility function. This last function is adequately linearised leading to a mixed-integer linear program (MILP) model that can be tackled by general-purpose solvers in order to find the most preferred solution. In the second part we discuss the integration of pumped-storage hydro (PSH) units in the UCP with large wind penetration. Those units can provide extra flexibility by using wind energy to pump and store water in the form of potential energy that can be generated after during peak load periods. PSH units are added to the first model, yielding a MILP model with wind-hydro-thermal coordination. Results showed that the proposed methodology is able to reflect the risk profiles of decision makers for both models. By including PSH units, the results are significantly improved.

Encapsulation and controlled release of bioactive compounds in lactoferrin-glycomacropeptide nanohydrogels : curcumin and caffeine as model compounds

Curcumin and caffeine (used as lipophilic and hydrophilic model compounds, respectively) were successfully encapsulated in lactoferrin-glycomacropeptide (Lf-GMP) nanohydrogels by thermal gelation showing high encapsulation efficiencies (>90 %). FTIR spectroscopy confirmed the encapsulation of bioactive compounds in Lf-GMP nanohydrogels and revealed that according to the encapsulated compound different interactions occur with the nanohydrogel matrix. The successful encapsulation of bioactive compounds in Lf-GMP nanohydrogels was also confirmed by fluorescence measurements and confocal laser scanning microscopy. TEM images showed that loaded nanohydrogels maintain their spherical shape with sizes of 112 and 126 nm for curcumin and caffeine encapsulated in Lf-GMP nanohydrogels, respectively; in both cases a polydispersity of 0.2 was obtained. The release mechanisms of bioactive compounds through Lf-GMP nanohydrogels were evaluated at pH 2 and pH 7, by fitting the Linear Superimposition Model to the experimental data. The bioactive compounds release was found to be pH-dependent: at pH 2, relaxation is the governing phenomenon for curcumin and caffeine compounds and at pH 7 Ficks diffusion is the main mechanism of caffeine release while curcumin was not released through Lf-GMP nanohydrogels.