MPI parallel programming of mixed integer optimization problems using CPLEX with COIN-OR

The aim of this technical report is to present some detailed explanations in order to help to understand and use the Message Passing Interface (MPI) parallel programming for solving several mixed integer optimization problems. We have developed a C++ experimental code that uses the IBM ILOG CPLEX optimizer within the COmputational INfrastructure for Operations Research (COIN-OR) and MPI parallel computing for solving the optimization models under UNIX-like systems. The computational experience illustrates how can we solve 44 optimization problems which are asymmetric with respect to the number of integer and continuous variables and the number of constraints. We also report a comparative with the speedup and efficiency of several strategies implemented for some available number of threads.

Scenario Cluster Lagrangian Decomposition in two stage stochastic mixed 0-1 optimization

In this paper we introduce four scenario Cluster based Lagrangian Decomposition (CLD) procedures for obtaining strong lower bounds to the (optimal) solution value of two-stage stochastic mixed 0-1 problems. At each iteration of the Lagrangian based procedures, the traditional aim consists of obtaining the solution value of the corresponding Lagrangian dual via solving scenario submodels once the nonanticipativity constraints have been dualized. Instead of considering a splitting variable representation over the set of scenarios, we propose to decompose the model into a set of scenario clusters. We compare the computational performance of the four Lagrange multiplier updating procedures, namely the Subgradient Method, the Volume Algorithm, the Progressive Hedging Algorithm and the Dynamic Constrained Cutting Plane scheme for different numbers of scenario clusters and different dimensions of the original problem. Our computational experience shows that the CLD bound and its computational effort depend on the number of scenario clusters to consider. In any case, our results show that the CLD procedures outperform the traditional LD scheme for single scenarios both in the quality of the bounds and computational effort. All the procedures have been implemented in a C++ experimental code. A broad computational experience is reported on a test of randomly generated instances by using the MIP solvers COIN-OR and CPLEX for the auxiliary mixed 0-1 cluster submodels, this last solver within the open source engine COIN-OR. We also give computational evidence of the model tightening effect that the preprocessing techniques, cut generation and appending and parallel computing tools have in stochastic integer optimization. Finally, we have observed that the plain use of both solvers does not provide the optimal solution of the instances included in the testbed with which we have experimented but for two toy instances in affordable elapsed time. On the other hand the proposed procedures provide strong lower bounds (or the same solution value) in a considerably shorter elapsed time for the quasi-optimal solution obtained by other means for the original stochastic problem.

Algorithms for colour image processing based on neurological models

373 p. : il., gráf., fot., tablas

Measurements of Flow Patterns and Velocities of Gas -Water Two -Phase Flows Using Electrical Resistance Imaging

This paper presents a measurement of flow patterns and flow velocities of gas-water two-phase flows based on the technique of electrical resistance tomography (ERT) in a 40m horizontal flow loop. A single-plane and dual-plane ERT sensor on conductive ring technique were used to gather sufficient information for the implementation of flow characteristics particularly flow pattern recognition and air cavity velocity measurement. A fast data collection strategy was applied to the dual-plane ERT sensor and an iterative algorithm was used for image reconstruction. Results, in respect to flow patterns and velocity maps, are reported.

Transition Between Detonation and Deflagration in a Tube with a Cavity

In this paper, the transition of a detonation from deflagration was investigated numerically while a detonation wave propagates in a tube with a sudden change in cross section, referred to as the expansion cavity. The dispersion-controlled scheme was adopted to solve Euler equations of axis-symmetric flows implemented with detailed chemical reaction kinetics of hydrogen-oxygen (or hydrogen-air) mixture. The fractional step method was applied to treat the stiff problems of chemical reaction flow. It is observed that phenomena of detonation quenching and reigniting appear when the planar detonation front diffracts at the vertex of the expansion cavity entrance. Numerical results show that detonation front in mixture of higher sensitivity keeps its substantial coupled structure when it propagates into the expansion cavity. However, the leading shock wave decouples with the combustion zone if mixture of lower sensitivity was set as the initial gas.

Determination of plastic properties by instrumented spherical indentation: Expanding cavity model and similarity solution approach

The present paper aims to develop a robust spherical indentation-based method to extract material plastic properties. For this purpose, a new consideration of-piling-up effect is incorporated into the expanding cavity model; an extensive numerical study on the similarity Solution has also been performed. As a consequence, two semi-theoretical relations between the indentation response and material plastic properties are derived, with which plastic properties of materials can be identified from a single instrumented spherical indentation curve, the advantage being that this approach no longer needs estimations of contact radius with given elastic modulus. Moreover, the inconvenience in using multiple indenters with different tip angles can be avoided. Comprehensive sensitivity analyses show that the present algorithm is reliable. Also, by experimental verification performed oil three typical materials, good agreement of the material properties between those obtained from the reverse algorithm and experimental data is obtained.