942 resultados para Convex programming


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Acknowledgements Financial support for composing this article was obtained from the Agriculture and Horticulture Development Board (AHDB, Beef and Lamb), UK. Concept of review was also initiated from discussions originating from EU COST Action FA1201, Epiconcept: Epigenetics and Periconception Environment

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General note: Title and date provided by Bettye Lane.

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Nucleic Acid hairpins have been a subject of study for the last four decades. They are composed of single strand that is

hybridized to itself, and the central section forming an unhybridized loop. In nature, they stabilize single stranded RNA, serve as nucleation

sites for RNA folding, protein recognition signals, mRNA localization and regulation of mRNA degradation. On the other hand,

DNA hairpins in biological contexts have been studied with respect to forming cruciform structures that can regulate gene expression.

The use of DNA hairpins as fuel for synthetic molecular devices, including locomotion, was proposed and experimental demonstrated in 2003. They

were interesting because they bring to the table an on-demand energy/information supply mechanism.

The energy/information is hidden (from hybridization) in the hairpin’s loop, until required.

The energy/information is harnessed by opening the stem region, and exposing the single stranded loop section.

The loop region is now free for possible hybridization and help move the system into a thermodynamically favourable state.

The hidden energy and information coupled with

programmability provides another functionality, of selectively choosing what reactions to hide and

what reactions to allow to proceed, that helps develop a topological sequence of events.

Hairpins have been utilized as a source of fuel for many different DNA devices. In this thesis, we program four different

molecular devices using DNA hairpins, and experimentally validate them in the

laboratory. 1) The first device: A

novel enzyme-free autocatalytic self-replicating system composed entirely of DNA that operates isothermally. 2) The second

device: Time-Responsive Circuits using DNA have two properties: a) asynchronous: the final output is always correct

regardless of differences in the arrival time of different inputs.

b) renewable circuits which can be used multiple times without major degradation of the gate motifs

(so if the inputs change over time, the DNA-based circuit can re-compute the output correctly based on the new inputs).

3) The third device: Activatable tiles are a theoretical extension to the Tile assembly model that enhances

its robustness by protecting the sticky sides of tiles until a tile is partially incorporated into a growing assembly.

4) The fourth device: Controlled Amplification of DNA catalytic system: a device such that the amplification

of the system does not run uncontrollably until the system runs out of fuel, but instead achieves a finite

amount of gain.

Nucleic acid circuits with the ability

to perform complex logic operations have many potential practical applications, for example the ability to achieve point of care diagnostics.

We discuss the designs of our DNA Hairpin molecular devices, the results we have obtained, and the challenges we have overcome

to make these truly functional.

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I explore and analyze a problem of finding the socially optimal capital requirements for financial institutions considering two distinct channels of contagion: direct exposures among the institutions, as represented by a network and fire sales externalities, which reflect the negative price impact of massive liquidation of assets.These two channels amplify shocks from individual financial institutions to the financial system as a whole and thus increase the risk of joint defaults amongst the interconnected financial institutions; this is often referred to as systemic risk. In the model, there is a trade-off between reducing systemic risk and raising the capital requirements of the financial institutions. The policymaker considers this trade-off and determines the optimal capital requirements for individual financial institutions. I provide a method for finding and analyzing the optimal capital requirements that can be applied to arbitrary network structures and arbitrary distributions of investment returns.

In particular, I first consider a network model consisting only of direct exposures and show that the optimal capital requirements can be found by solving a stochastic linear programming problem. I then extend the analysis to financial networks with default costs and show the optimal capital requirements can be found by solving a stochastic mixed integer programming problem. The computational complexity of this problem poses a challenge, and I develop an iterative algorithm that can be efficiently executed. I show that the iterative algorithm leads to solutions that are nearly optimal by comparing it with lower bounds based on a dual approach. I also show that the iterative algorithm converges to the optimal solution.

Finally, I incorporate fire sales externalities into the model. In particular, I am able to extend the analysis of systemic risk and the optimal capital requirements with a single illiquid asset to a model with multiple illiquid assets. The model with multiple illiquid assets incorporates liquidation rules used by the banks. I provide an optimization formulation whose solution provides the equilibrium payments for a given liquidation rule.

I further show that the socially optimal capital problem using the ``socially optimal liquidation" and prioritized liquidation rules can be formulated as a convex and convex mixed integer problem, respectively. Finally, I illustrate the results of the methodology on numerical examples and

discuss some implications for capital regulation policy and stress testing.

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People go through their life making all kinds of decisions, and some of these decisions affect their demand for transportation, for example, their choices of where to live and where to work, how and when to travel and which route to take. Transport related choices are typically time dependent and characterized by large number of alternatives that can be spatially correlated. This thesis deals with models that can be used to analyze and predict discrete choices in large-scale networks. The proposed models and methods are highly relevant for, but not limited to, transport applications. We model decisions as sequences of choices within the dynamic discrete choice framework, also known as parametric Markov decision processes. Such models are known to be difficult to estimate and to apply to make predictions because dynamic programming problems need to be solved in order to compute choice probabilities. In this thesis we show that it is possible to explore the network structure and the flexibility of dynamic programming so that the dynamic discrete choice modeling approach is not only useful to model time dependent choices, but also makes it easier to model large-scale static choices. The thesis consists of seven articles containing a number of models and methods for estimating, applying and testing large-scale discrete choice models. In the following we group the contributions under three themes: route choice modeling, large-scale multivariate extreme value (MEV) model estimation and nonlinear optimization algorithms. Five articles are related to route choice modeling. We propose different dynamic discrete choice models that allow paths to be correlated based on the MEV and mixed logit models. The resulting route choice models become expensive to estimate and we deal with this challenge by proposing innovative methods that allow to reduce the estimation cost. For example, we propose a decomposition method that not only opens up for possibility of mixing, but also speeds up the estimation for simple logit models, which has implications also for traffic simulation. Moreover, we compare the utility maximization and regret minimization decision rules, and we propose a misspecification test for logit-based route choice models. The second theme is related to the estimation of static discrete choice models with large choice sets. We establish that a class of MEV models can be reformulated as dynamic discrete choice models on the networks of correlation structures. These dynamic models can then be estimated quickly using dynamic programming techniques and an efficient nonlinear optimization algorithm. Finally, the third theme focuses on structured quasi-Newton techniques for estimating discrete choice models by maximum likelihood. We examine and adapt switching methods that can be easily integrated into usual optimization algorithms (line search and trust region) to accelerate the estimation process. The proposed dynamic discrete choice models and estimation methods can be used in various discrete choice applications. In the area of big data analytics, models that can deal with large choice sets and sequential choices are important. Our research can therefore be of interest in various demand analysis applications (predictive analytics) or can be integrated with optimization models (prescriptive analytics). Furthermore, our studies indicate the potential of dynamic programming techniques in this context, even for static models, which opens up a variety of future research directions.

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The convex hull describes the extent or shape of a set of data and is used ubiquitously in computational geometry. Common algorithms to construct the convex hull on a finite set of n points (x,y) range from O(nlogn) time to O(n) time. However, it is often the case that a heuristic procedure is applied to reduce the original set of n points to a set of s < n points which contains the hull and so accelerates the final hull finding procedure. We present an algorithm to precondition data before building a 2D convex hull with integer coordinates, with three distinct advantages. First, for all practical purposes, it is linear; second, no explicit sorting of data is required and third, the reduced set of s points is constructed such that it forms an ordered set that can be directly pipelined into an O(n) time convex hull algorithm. Under these criteria a fast (or O(n)) pre-conditioner in principle creates a fast convex hull (approximately O(n)) for an arbitrary set of points. The paper empirically evaluates and quantifies the acceleration generated by the method against the most common convex hull algorithms. An extra acceleration of at least four times when compared to previous existing preconditioning methods is found from experiments on a dataset.

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The convex hull describes the extent or shape of a set of data and is used ubiquitously in computational geometry. Common algorithms to construct the convex hull on a finite set of n points (x,y) range from O(nlogn) time to O(n) time. However, it is often the case that a heuristic procedure is applied to reduce the original set of n points to a set of s < n points which contains the hull and so accelerates the final hull finding procedure. We present an algorithm to precondition data before building a 2D convex hull with integer coordinates, with three distinct advantages. First, for all practical purposes, it is linear; second, no explicit sorting of data is required and third, the reduced set of s points is constructed such that it forms an ordered set that can be directly pipelined into an O(n) time convex hull algorithm. Under these criteria a fast (or O(n)) pre-conditioner in principle creates a fast convex hull (approximately O(n)) for an arbitrary set of points. The paper empirically evaluates and quantifies the acceleration generated by the method against the most common convex hull algorithms. An extra acceleration of at least four times when compared to previous existing preconditioning methods is found from experiments on a dataset.

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Structured parallel programming, and in particular programming models using the algorithmic skeleton or parallel design pattern concepts, are increasingly considered to be the only viable means of supporting effective development of scalable and efficient parallel programs. Structured parallel programming models have been assessed in a number of works in the context of performance. In this paper we consider how the use of structured parallel programming models allows knowledge of the parallel patterns present to be harnessed to address both performance and energy consumption. We consider different features of structured parallel programming that may be leveraged to impact the performance/energy trade-off and we discuss a preliminary set of experiments validating our claims.

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The Commercial and Industrial Network improvement and programming policy reflected in this summary report was adopted for use in future highway programming by the Transportation Commission on November 5, 1991. The Iowa Department of Transportation, as directed by the Legislature, has established a 2,331-mile network of commercial and industrial highways and is directing a significant amount of primary construction funding resources toward improvements to this network. This summary outlines the technical needs assessment for improvements on the Commercial and Industrial Network for the next 20-year period. The portions of the network which require four-lane capacity, as well as major improvements to the two-lane sections, are graphically displayed. Detailed improvement needs and costs are listed in tabular form for the first two five-year periods (1992-1996 and 1997-2001). It is essential to note that these improvement needs are the result of a technical assessment and do not imply any funding commitment.

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Thesis (Ph.D.)--University of Washington, 2016-08