Column Generation Algorithms for Nonlinear Optimization II: Numerical Investigations

García et al. present a class of column generation (CG) algorithms for nonlinear programs. Its main motivation from a theoretical viewpoint is that under some circumstances, finite convergence can be achieved, in much the same way as for the classic simplicial decomposition method; the main practical motivation is that within the class there are certain nonlinear column generation problems that can accelerate the convergence of a solution approach which generates a sequence of feasible points. This algorithm can, for example, accelerate simplicial decomposition schemes by making the subproblems nonlinear. This paper complements the theoretical study on the asymptotic and finite convergence of these methods given in [1] with an experimental study focused on their computational efficiency. Three types of numerical experiments are conducted. The first group of test problems has been designed to study the parameters involved in these methods. The second group has been designed to investigate the role and the computation of the prolongation of the generated columns to the relative boundary. The last one has been designed to carry out a more complete investigation of the difference in computational efficiency between linear and nonlinear column generation approaches. In order to carry out this investigation, we consider two types of test problems: the first one is the nonlinear, capacitated single-commodity network flow problem of which several large-scale instances with varied degrees of nonlinearity and total capacity are constructed and investigated, and the second one is a combined traffic assignment model

Experimental results on advanced inertial fusion schemes obtained within the HiPER project

This paper presents de results of experiments conducted within the Work Package 10 (fusion experimental programme) of the HiPER project. The aim of these experiments was to study the physics relevant for advanced ignition schemes for inertial confinement fusion, i.e. the fast ignition and the shock ignition. Such schemes allow to achieve a higher fusion gain compared to the indirect drive approach adopted in the National Ignition Facility in United States, which is important for the future inertial fusion energy reactors and for realising the inertial fusion with smaller facilities

A mathematical framework for new fault detection schemes in nonlinear stochastic continuous-time dynamical systems

n this work, a mathematical unifying framework for designing new fault detection schemes in nonlinear stochastic continuous-time dynamical systems is developed. These schemes are based on a stochastic process, called the residual, which reflects the system behavior and whose changes are to be detected. A quickest detection scheme for the residual is proposed, which is based on the computed likelihood ratios for time-varying statistical changes in the Ornstein–Uhlenbeck process. Several expressions are provided, depending on a priori knowledge of the fault, which can be employed in a proposed CUSUM-type approximated scheme. This general setting gathers different existing fault detection schemes within a unifying framework, and allows for the definition of new ones. A comparative simulation example illustrates the behavior of the proposed schemes.

The first renewable forward market mechanisms in the Iberian Electricity Market

A description of the first renewable forward market mechanisms in the Iberian Electricity Market is provided. A contract for difference mechanism is available in Spain since March 2011between the last resort suppliers and the special regime (renewables and cogeneration) settling the price differences between the equilibrium price of the forward regulated auctions for the last resort supply and the spot price of the corresponding delivery period. Regulated auctions of baseload futures of the Portuguese zone in which the Portuguese last resort supplier sells the special regime production exist since December 2011. The experience gained from renewables auctions in Latin America could be used in the Iberian Electricity market, complementing these first market mechanisms. Introduction of renewable auctions at least for the most mature technologies (i.e. wind) in Spain and Portugal providing a fair price for the renewable generation will be of utmost importance in the short term to diminish the tariff deficit caused by the massive deployment of the feed-in-tariff scheme. Liquidity in the forward markets will also increase as a result of the entry of renewable generation companies intending to maximize their profits due to gradual suppression of feed in tariff schemes.

Diffusion Gradient Temporal Difference for Cooperative Reinforcement Learning with Linear Function Approximation

We introduce a diffusion-based algorithm in which multiple agents cooperate to predict a common and global statevalue function by sharing local estimates and local gradient information among neighbors. Our algorithm is a fully distributed implementation of the gradient temporal difference with linear function approximation, to make it applicable to multiagent settings. Simulations illustrate the benefit of cooperation in learning, as made possible by the proposed algorithm.

Analysis and design of multirate synchronous sampling schemes for sparse multiband signals

We consider the problem of developing efficient sampling schemes for multiband sparse signals. Previous results on multicoset sampling implementations that lead to universal sampling patterns (which guarantee perfect reconstruction), are based on a set of appropriate interleaved analog to digital converters, all of them operating at the same sampling frequency. In this paper we propose an alternative multirate synchronous implementation of multicoset codes, that is, all the analog to digital converters in the sampling scheme operate at different sampling frequencies, without need of introducing any delay. The interleaving is achieved through the usage of different rates, whose sum is significantly lower than the Nyquist rate of the multiband signal. To obtain universal patterns the sampling matrix is formulated and analyzed. Appropriate choices of the parameters, that is the block length and the sampling rates, are also proposed.

Popularity based distribution schemes for P2P assisted streaming of VoD contents

The Video on Demand (VoD) service is becoming a dominant service in the telecommunication market due to the great convenience regarding the choice of content items and their independent viewing time. However, it comes with the downsides of high server storage and capacity demands because of the large variety of content items and the high amount of traffic generated for serving all requests. Storing part of the popular contents on the peers brings certain advantages but, it still has issues regarding the overall traffic in the core of the network and the scalability. Therefore, we propose a P2P assisted model for streaming VoD contents that takes advantage of the clients unused uplink and storage capacity to serve requests of other clients and we present popularity based schemes for distribution of both the popular and unpopular contents on the peers. The proposed model and the schemes prove to reduce the streaming traffic in the core of the network, improve the responsiveness of the system and increase its scalability.

Benchmarking of calculation schemes in Apollo2 and COBAYA3 for VVER lattices

This paper presents solutions of the NURISP VVER lattice benchmark using APOLLO2, TRIPOLI4 and COBAYA3 pin-by-pin. The main objective is to validate MOC based calculation schemes for pin-by-pin cross-section generation with APOLLO2 against TRIPOLI4 reference results. A specific objective is to test the APOLLO2 generated cross-sections and interface discontinuity factors in COBAYA3 pin-by-pin calculations with unstructured mesh. The VVER-1000 core consists of large hexagonal assemblies with 2mm inter-assembly water gaps which require the use of unstructured meshes in the pin-by-pin core simulators. The considered 2D benchmark problems include 19-pin clusters, fuel assemblies and 7-assembly clusters. APOLLO2 calculation schemes with the step characteristic method (MOC) and the higher-order Linear Surface MOC have been tested. The comparison of APOLLO2 vs.TRIPOLI4 results shows a very close agreement. The 3D lattice solver in COBAYA3 uses transport corrected multi-group diffusion approximation with interface discontinuity factors of GET or Black Box Homogenization type. The COBAYA3 pin-by-pin results in 2, 4 and 8 energy groups are close to the reference solutions when using side-dependent interface discontinuity factors.

Managing drought economic effects through insurance schemes based on local water availability.

In many arid or semi-arid Mediterranean regions, agriculture is dependent on irrigation. When hydrological drought phenomena occur, farmers suffer from water shortages, incurring important economic losses. Yet, there is not agricultural insurance available for lack of irrigation water. This work attempts to evaluate hydrological drought risk and its economic impact on crop production in order to provide the basis for the design of drought insurance for irrigated arable crops. With this objective a model that relates water availability with expected yields is developed. Crop water requirements are calculated from evapotranspiration, effective rainfall and soil water balance. FAO?s methodology and AquaCrop software have been used to establish the relationship between water allocations and crop yields. The analysis is applied to the irrigation zone ?Riegos de Bardenas?, which is located in the Ebro river basin, northeast Spain, to the main arable crops in the area. Results show the fair premiums of different hydrological drought insurance products. Whole-farm insurance or irrigation district insurance should be preferable to crop specific insurance due to the drought management strategies used by farmers.

Experimental study on bridge damage identification based on wavelet packet energy curvature difference method

Among those damage identification methods, the Wavelet Packet Energy Curvature Difference (WPECD) Method is an effective one. However, most of the existing methods rely on numerical simulation and are unverified via experiment, and very few of them have been applied to practice. In this paper, the validity of WPECD in structural damage identification is verified by a numerical example. A damage simulation experiment is taken on a real replaced girder at the Ziya River New Bridge in Cangzhou. Two damage cases are applied and the acceleration responses at the measuring points are obtained, based on which the damages are identified with the WPECD Method, and the influence of wavelet function and decomposition level is studied. The results show that the WPECD Method can identify structure damage efficiently and can be put into practice.

Fault isolation schemes for a class of continuous-time stochastic dynamical systems

In this paper a new method for fault isolation in a class of continuous-time stochastic dynamical systems is proposed. The method is framed in the context of model-based analytical redundancy, consisting in the generation of a residual signal by means of a diagnostic observer, for its posterior analysis. Once a fault has been detected, and assuming some basic a priori knowledge about the set of possible failures in the plant, the isolation task is then formulated as a type of on-line statistical classification problem. The proposed isolation scheme employs in parallel different hypotheses tests on a statistic of the residual signal, one test for each possible fault. This isolation method is characterized by deriving for the unidimensional case, a sufficient isolability condition as well as an upperbound of the probability of missed isolation. Simulation examples illustrate the applicability of the proposed scheme.

A framework for the analysis and optimization of delay in multiview video coding schemes

Esta tesis presenta un novedoso marco de referencia para el análisis y optimización del retardo de codificación y descodificación para vídeo multivista. El objetivo de este marco de referencia es proporcionar una metodología sistemática para el análisis del retardo en codificadores y descodificadores multivista y herramientas útiles en el diseño de codificadores/descodificadores para aplicaciones con requisitos de bajo retardo. El marco de referencia propuesto caracteriza primero los elementos que tienen influencia en el comportamiento del retardo: i) la estructura de predicción multivista, ii) el modelo hardware del codificador/descodificador y iii) los tiempos de proceso de cuadro. En segundo lugar, proporciona algoritmos para el cálculo del retardo de codificación/ descodificación de cualquier estructura arbitraria de predicción multivista. El núcleo de este marco de referencia consiste en una metodología para el análisis del retardo de codificación/descodificación multivista que es independiente de la arquitectura hardware del codificador/descodificador, completada con un conjunto de modelos que particularizan este análisis del retardo con las características de la arquitectura hardware del codificador/descodificador. Entre estos modelos, aquellos basados en teoría de grafos adquieren especial relevancia debido a su capacidad de desacoplar la influencia de los diferentes elementos en el comportamiento del retardo en el codificador/ descodificador, mediante una abstracción de su capacidad de proceso. Para revelar las posibles aplicaciones de este marco de referencia, esta tesis presenta algunos ejemplos de su utilización en problemas de diseño que afectan a codificadores y descodificadores multivista. Este escenario de aplicación cubre los siguientes casos: estrategias para el diseño de estructuras de predicción que tengan en consideración requisitos de retardo además del comportamiento tasa-distorsión; diseño del número de procesadores y análisis de los requisitos de velocidad de proceso en codificadores/ descodificadores multivista dado un retardo objetivo; y el análisis comparativo del comportamiento del retardo en codificadores multivista con diferentes capacidades de proceso e implementaciones hardware. ABSTRACT This thesis presents a novel framework for the analysis and optimization of the encoding and decoding delay for multiview video. The objective of this framework is to provide a systematic methodology for the analysis of the delay in multiview encoders and decoders and useful tools in the design of multiview encoders/decoders for applications with low delay requirements. The proposed framework characterizes firstly the elements that have an influence in the delay performance: i) the multiview prediction structure ii) the hardware model of the encoder/decoder and iii) frame processing times. Secondly, it provides algorithms for the computation of the encoding/decoding delay of any arbitrary multiview prediction structure. The core of this framework consists in a methodology for the analysis of the multiview encoding/decoding delay that is independent of the hardware architecture of the encoder/decoder, which is completed with a set of models that particularize this delay analysis with the characteristics of the hardware architecture of the encoder/decoder. Among these models, the ones based in graph theory acquire special relevance due to their capacity to detach the influence of the different elements in the delay performance of the encoder/decoder, by means of an abstraction of its processing capacity. To reveal possible applications of this framework, this thesis presents some examples of its utilization in design problems that affect multiview encoders and decoders. This application scenario covers the following cases: strategies for the design of prediction structures that take into consideration delay requirements in addition to the rate-distortion performance; design of number of processors and analysis of processor speed requirements in multiview encoders/decoders given a target delay; and comparative analysis of the encoding delay performance of multiview encoders with different processing capabilities and hardware implementations.

FTCS finite difference scheme GPGPU parallel computing for the heat conduction equation = Programación en paralelo GPGPU del método en diferencias finitas FTCS para la ecuación del calor

En el presente artículo se muestran las ventajas de la programación en paralelo resolviendo numéricamente la ecuación del calor en dos dimensiones a través del método de diferencias finitas explícito centrado en el espacio FTCS. De las conclusiones de este trabajo se pone de manifiesto la importancia de la programación en paralelo para tratar problemas grandes, en los que se requiere un elevado número de cálculos, para los cuales la programación secuencial resulta impracticable por el elevado tiempo de ejecución. En la primera sección se describe brevemente los conceptos básicos de programación en paralelo. Seguidamente se resume el método de diferencias finitas explícito centrado en el espacio FTCS aplicado a la ecuación parabólica del calor. Seguidamente se describe el problema de condiciones de contorno y valores iniciales específico al que se va a aplicar el método de diferencias finitas FTCS, proporcionando pseudocódigos de una implementación secuencial y dos implementaciones en paralelo. Finalmente tras la discusión de los resultados se presentan algunas conclusiones. In this paper the advantages of parallel computing are shown by solving the heat conduction equation in two dimensions with the forward in time central in space (FTCS) finite difference method. Two different levels of parallelization are consider and compared with traditional serial procedures. We show in this work the importance of parallel computing when dealing with large problems that are impractical or impossible to solve them with a serial computing procedure. In the first section a summary of parallel computing approach is presented. Subsequently, the forward in time central in space (FTCS) finite difference method for the heat conduction equation is outline, describing how the heat flow equation is derived in two dimensions and the particularities of the finite difference numerical technique considered. Then, a specific initial boundary value problem is solved by the FTCS finite difference method and serial and parallel pseudo codes are provided. Finally after results are discussed some conclusions are presented.

Neurite, a finite difference large scale parallel program for the simulation of the electrical signal propagation in neurites under mechanical loading

With the growing body of research on traumatic brain injury and spinal cord injury, computational neuroscience has recently focused its modeling efforts on neuronal functional deficits following mechanical loading. However, in most of these efforts, cell damage is generally only characterized by purely mechanistic criteria, function of quantities such as stress, strain or their corresponding rates. The modeling of functional deficits in neurites as a consequence of macroscopic mechanical insults has been rarely explored. In particular, a quantitative mechanically based model of electrophysiological impairment in neuronal cells has only very recently been proposed (Jerusalem et al., 2013). In this paper, we present the implementation details of Neurite: the finite difference parallel program used in this reference. Following the application of a macroscopic strain at a given strain rate produced by a mechanical insult, Neurite is able to simulate the resulting neuronal electrical signal propagation, and thus the corresponding functional deficits. The simulation of the coupled mechanical and electrophysiological behaviors requires computational expensive calculations that increase in complexity as the network of the simulated cells grows. The solvers implemented in Neurite-explicit and implicit-were therefore parallelized using graphics processing units in order to reduce the burden of the simulation costs of large scale scenarios. Cable Theory and Hodgkin-Huxley models were implemented to account for the electrophysiological passive and active regions of a neurite, respectively, whereas a coupled mechanical model accounting for the neurite mechanical behavior within its surrounding medium was adopted as a link between lectrophysiology and mechanics (Jerusalem et al., 2013). This paper provides the details of the parallel implementation of Neurite, along with three different application examples: a long myelinated axon, a segmented dendritic tree, and a damaged axon. The capabilities of the program to deal with large scale scenarios, segmented neuronal structures, and functional deficits under mechanical loading are specifically highlighted.