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.

Hidden vorticity in binary Bose-Einstein condensates

We consider a binary Bose-Einstein condensate (BEC) described by a system of two-dimensional (2D) Gross-Pitaevskii equations with the harmonic-oscillator trapping potential. The intraspecies interactions are attractive, while the interaction between the species may have either sign. The same model applies to the copropagation of bimodal beams in photonic-crystal fibers. We consider a family of trapped hidden-vorticity (HV) modes in the form of bound states of two components with opposite vorticities S(1,2) = +/- 1, the total angular momentum being zero. A challenging problem is the stability of the HV modes. By means of a linear-stability analysis and direct simulations, stability domains are identified in a relevant parameter plane. In direct simulations, stable HV modes feature robustness against large perturbations, while unstable ones split into fragments whose number is identical to the azimuthal index of the fastest growing perturbation eigenmode. Conditions allowing for the creation of the HV modes in the experiment are discussed too. For comparison, a similar but simpler problem is studied in an analytical form, viz., the modulational instability of an HV state in a one-dimensional (1D) system with periodic boundary conditions (this system models a counterflow in a binary BEC mixture loaded into a toroidal trap or a bimodal optical beam coupled into a cylindrical shell). We demonstrate that the stabilization of the 1D HV modes is impossible, which stresses the significance of the stabilization of the HV modes in the 2D setting.

Localized modes of binary mixtures of Bose-Einstein condensates in nonlinear optical lattices

The properties of the localized states of a two-component Bose-Einstein condensate confined in a nonlinear periodic potential (nonlinear optical lattice) are investigated. We discuss the existence of different types of solitons and study their stability by means of analytical and numerical approaches. The symmetry properties of the localized states with respect to nonlinear optical lattices are also investigated. We show that nonlinear optical lattices allow the existence of bright soliton modes with equal symmetry in both components and bright localized modes of mixed symmetry type, as well as dark-bright bound states and bright modes on periodic backgrounds. In spite of the quasi-one-dimensional nature of the problem, the fundamental symmetric localized modes undergo a delocalizing transition when the strength of the nonlinear optical lattice is varied. This transition is associated with the existence of an unstable solution, which exhibits a shrinking (decaying) behavior for slightly overcritical (undercritical) variations in the number of atoms.

A Fault-Tolerant Manipulator Robot Based on H(2), H(infinity), and Mixed H(2)/H(infinity) Markovian Controls

This paper develops a Markovian jump model to describe the fault occurrence in a manipulator robot of three joints. This model includes the changes of operation points and the probability that a fault occurs in an actuator. After a fault, the robot works as a manipulator with free joints. Based on the developed model, a comparative study among three Markovian controllers, H(2), H(infinity), and mixed H(2)/H(infinity) is presented, applied in an actual manipulator robot subject to one and two consecutive faults.

Influence of support material on the immobilization of biomass for the degradation of linear alkylbenzene sulfonate in anaerobic reactors

Two horizontal-flow anaerobic immobilized biomass reactors (HAIB) were used to study the degradation of the LAS surfactant: one filled with charcoal (HAIB1) and the other with a mixed bed of expanded clay and polyurethane foam (HAIB2). The reactors were fed with synthetic substrate supplemented with 14 mg l(-1) of LAS, kept at 30 +/- 2 degrees C and operated with a hydraulic retention time (HRT) of 12 h. The surfactant was quantified by HPLC. Spatial variation analyses were done to quantify organic matter and LAS consumption along the reactor length. The presence of the surfactant in the load did not affect the removal of organic matter (COD), which was close to 90% in both reactors for an influent COD of 550 ring l(-1). The results of a mass balance indicated that 28% of all LAS added to HAIB1 was removed by degradation. HAIB2 presented 27% degradation. Molecular biology techniques revealed microorgan isms belonging the uncultured Holophaga sp., uncultured delta Proteobacterium, uncultured Verrucomicrobium sp., Bacteroides sp. and uncultured gamma Proteobacterium sp. The reactor with biomass immobilized on charcoal presented lower adsorption and a higher kinetic degradation coefficient. So, it was the most suitable support for LAS anaerobic treatment. (c) 2008 Elsevier Ltd. All rights reserved.

A hybrid-mixed finite element formulation for the geometrically exact analysis of three-dimensional framed structures

This paper addresses the development of a hybrid-mixed finite element formulation for the quasi-static geometrically exact analysis of three-dimensional framed structures with linear elastic behavior. The formulation is based on a modified principle of stationary total complementary energy, involving, as independent variables, the generalized vectors of stress-resultants and displacements and, in addition, a set of Lagrange multipliers defined on the element boundaries. The finite element discretization scheme adopted within the framework of the proposed formulation leads to numerical solutions that strongly satisfy the equilibrium differential equations in the elements, as well as the equilibrium boundary conditions. This formulation consists, therefore, in a true equilibrium formulation for large displacements and rotations in space. Furthermore, this formulation is objective, as it ensures invariance of the strain measures under superposed rigid body rotations, and is not affected by the so-called shear-locking phenomenon. Also, the proposed formulation produces numerical solutions which are independent of the path of deformation. To validate and assess the accuracy of the proposed formulation, some benchmark problems are analyzed and their solutions compared with those obtained using the standard two-node displacement/ rotation-based formulation.

Robust integration of real time optimization with linear model predictive control

Here, we study the stable integration of real time optimization (RTO) with model predictive control (MPC) in a three layer structure. The intermediate layer is a quadratic programming whose objective is to compute reachable targets to the MPC layer that lie at the minimum distance to the optimum set points that are produced by the RTO layer. The lower layer is an infinite horizon MPC with guaranteed stability with additional constraints that force the feasibility and convergence of the target calculation layer. It is also considered the case in which there is polytopic uncertainty in the steady state model considered in the target calculation. The dynamic part of the MPC model is also considered unknown but it is assumed to be represented by one of the models of a discrete set of models. The efficiency of the methods presented here is illustrated with the simulation of a low order system. (C) 2010 Elsevier Ltd. All rights reserved.

Effect of inulin on growth and acidification performance of different probiotic bacteria in co-cultures and mixed culture with Streptococcus thermophilus

Inulin was used as a prebiotic to improve the quality and consistency of skim milk fermented by Lactobacillus acidophilus (La), Lactobacillus rhamnosus (Lr), Lactobacillus bulgaricus (Lb) and Bifidobacterium lactis (BI) with Streptococcus thermophilus (St), either in binary co-cultures or in cocktail containing all microorganisms. We compared, either in the presence of 40 mg inulin g(-1) or not, the results of the maximum acidification rate (V(max)) and the times to reach it (t(max)), to reach pH 5.0 (t(PH5.0)) and to complete the fermentation (t(f)). Post-acidification, lactic acid formation and cell counts were also compared after either 1 day (D1) or 7 days of storage at 4 degrees C (N). In co-culture, inulin addition to the milk increased V(max), decreased t(max) and t(f), favored post-acidification and exerted a bifidogenic effect. S. thermophilus proved to stimulate the metabolism of the other lactic bacteria and enhanced the product features. After D7, a significant prebiotic effect of inulin was observed in all co-cultures. Either after D1 or D7, the enumerations of Lr and BI in mixed culture markedly decreased compared to their respective co-cultures because of greater competition for the same substrates. (C) 2008 Elsevier Ltd. All rights reserved.

Rough Notes on Programming AVR Microcontrollers in C

These notes follow on from the material that you studied in CSSE1000 Introduction to Computer Systems. There you studied details of logic gates, binary numbers and instruction set architectures using the Atmel AVR microcontroller family as an example. In your present course (METR2800 Team Project I), you need to get on to designing and building an application which will include such a microcontroller. These notes focus on programming an AVR microcontroller in C and provide a number of example programs to illustrate the use of some of the AVR peripheral devices.

Optimal release strategies for biological control agents: an application of stochastic dynamic programming to population management

1. Establishing biological control agents in the field is a major step in any classical biocontrol programme, yet there are few general guidelines to help the practitioner decide what factors might enhance the establishment of such agents. 2. A stochastic dynamic programming (SDP) approach, linked to a metapopulation model, was used to find optimal release strategies (number and size of releases), given constraints on time and the number of biocontrol agents available. By modelling within a decision-making framework we derived rules of thumb that will enable biocontrol workers to choose between management options, depending on the current state of the system. 3. When there are few well-established sites, making a few large releases is the optimal strategy. For other states of the system, the optimal strategy ranges from a few large releases, through a mixed strategy (a variety of release sizes), to many small releases, as the probability of establishment of smaller inocula increases. 4. Given that the probability of establishment is rarely a known entity, we also strongly recommend a mixed strategy in the early stages of a release programme, to accelerate learning and improve the chances of finding the optimal approach.

Binary games with many players

We examine a problem with n players each facing the same binary choice. One choice is superior to the other. The simple assumption of competition - that an individual's payoff falls with a rise in the number of players making the same choice, guarantees the existence of a unique symmetric equilibrium (involving mixed strategies). As n increases, there are two opposing effects. First, events in the middle of the distribution - where a player finds itself having made the same choice as many others - become more likely, but the payoffs in these events fall. In opposition, events in the tails of the distribution - where a player finds itself having made the same choice as few others - become less likely, but the payoffs in these events remain high. We provide a sufficient condition (strong competition) under which an increase in the number of players leads to a reduction in the equilibrium probability that the superior choice is made.

A zero-augmented gamma mixed model for longitudinal data with many zeros

In many occupational safety interventions, the objective is to reduce the injury incidence as well as the mean claims cost once injury has occurred. The claims cost data within a period typically contain a large proportion of zero observations (no claim). The distribution thus comprises a point mass at 0 mixed with a non-degenerate parametric component. Essentially, the likelihood function can be factorized into two orthogonal components. These two components relate respectively to the effect of covariates on the incidence of claims and the magnitude of claims, given that claims are made. Furthermore, the longitudinal nature of the intervention inherently imposes some correlation among the observations. This paper introduces a zero-augmented gamma random effects model for analysing longitudinal data with many zeros. Adopting the generalized linear mixed model (GLMM) approach reduces the original problem to the fitting of two independent GLMMs. The method is applied to evaluate the effectiveness of a workplace risk assessment teams program, trialled within the cleaning services of a Western Australian public hospital.

Segregation in binary and ternary liquid fluidized beds

The mechanism underlying segregation in liquid fluidized beds is investigated in this paper, A binary fluidized bed system not at a stable equilibrium condition. is modelled in the literature as forming a mixed part-corresponding to stable mixture-at the bottom of the bed and a pure layer of excess components always floating on the mixed part. On the basis of this model: (0 comprehensive criteria for binary particles of any type to mix/segregate, and (ii) mixing, segregation regime map in terms of size ratio and density ratio of the particles for a given fluidizing medium, are established in this work. Therefore, knowing the properties of given particles, a second type of particles can be chosen in order to avoid or to promote segregation according to the particular process requirements. The model is then advanced for multicomponent fluidized beds and validated against experimental results observed for ternary fluidized beds. (C) 2002 Elsevier Science B.V. All rights reserved.

Mixed gas equilibrium adsorption on zeolites and energetic heterogeneity of adsorption volume

A model for binary mixture adsorption accounting for energetic heterogeneity and intermolecular interactions is proposed in this paper. The model is based on statistical thermodynamics, and it is able to describe molecular rearrangement of a mixture in a nonuniform adsorption field inside a cavity. The Helmholtz free energy obtained in the framework of this approach has upper and lower limits, which define a permissible range in which all possible solutions will be found. One limit corresponds to a completely chaotic distribution of molecules within a cavity, while the other corresponds to a maximum ordered molecular structure. Comparison of the nearly ideal O-2-N-2-zeolite NaX system at ambient temperature with the system Of O-2-N-2-zeolite CaX at 144 K has shown that a decrease of temperature leads to a molecular rearrangement in the cavity volume, which results from the difference in the fluid-solid interactions. The model is able to describe this behavior and therefore allows predicting mixture adsorption more accurately compared to those assuming energetic uniformity of the adsorption volume. Another feature of the model is its ability to correctly describe the negative deviations from Raoult's law exhibited by the O-2-N-2-CaX system at 144 K. Analysis of the highly nonideal CO2-C2H6-zeolite NaX system has shown that the spatial molecular rearrangement in separate cavities is induced by not only the ion-quadrupole interaction of the CO2 molecule but also the significant difference in molecular size and the difference between the intermolecular interactions of molecules of the same species and those of molecules of different species. This leads to the highly ordered structure of this system.

A new MILP based approach for unit commitment in power production planning

This paper presents a complete, quadratic programming formulation of the standard thermal unit commitment problem in power generation planning, together with a novel iterative optimisation algorithm for its solution. The algorithm, based on a mixed-integer formulation of the problem, considers piecewise linear approximations of the quadratic fuel cost function that are dynamically updated in an iterative way, converging to the optimum; this avoids the requirement of resorting to quadratic programming, making the solution process much quicker. From extensive computational tests on a broad set of benchmark instances of this problem, the algorithm was found to be flexible and capable of easily incorporating different problem constraints. Indeed, it is able to tackle ramp constraints, which although very important in practice were rarely considered in previous publications. Most importantly, optimal solutions were obtained for several well-known benchmark instances, including instances of practical relevance, that are not yet known to have been solved to optimality. Computational experiments and their results showed that the method proposed is both simple and extremely effective.