GAMS MINLP Solver comparisons and some improvements to the AlphaECP algorithm

I doktorsavhandlingen undersöks förmågan att lösa hos ett antal lösare för optimeringsproblem och ett antal svårigheter med att göra en rättvis lösarjämförelse avslöjas. Dessutom framläggs några förbättringar som utförts på en av lösarna som heter GAMS/AlphaECP. Optimering innebär, i det här sammanhanget, att finna den bästa möjliga lösningen på ett problem. Den undersökta klassen av problem kan karaktäriseras som svårlöst och förekommer inom ett flertal industriområden. Målet har varit att undersöka om det finns en lösare som är universellt snabbare och hittar lösningar med högre kvalitet än någon av de andra lösarna. Det kommersiella optimeringssystemet GAMS (General Algebraic Modeling System) och omfattande problembibliotek har använts för att jämföra lösare. Förbättringarna som presenterats har utförts på GAMS/AlphaECP lösaren som baserar sig på skärplansmetoden Extended Cutting Plane (ECP). ECP-metoden har utvecklats främst av professor Tapio Westerlund på Anläggnings- och systemteknik vid Åbo Akademi.

Presence of ductal carcinoma in situ confers an improved prognosis for patients with T1N0M0 invasive breast carcinoma

We have retrospectively analyzed a series of 155 sequential cases of T1N0M0 ductal carcinomas of which 51 tumors had a ductal carcinoma in situ (DCIS) component for correlation between the presence of DCIS and clinicopathological variables, recurrence and patient survival. No correlations between the presence of DCIS and age, menopausal status, size, estrogen or progesterone receptors were found. High-grade infiltrative tumors tended not to present a DCIS component (P = 0.08). Patients with tumors associated with DCIS form a subgroup with few recurrences (P = 0.003) and good survival (P = 0.008). When tumors were classified by size, an association between large tumors (>1.0 cm) and increased recurrence and shortened overall survival was found. The presence of DCIS in this subgroup significantly reduced the relative risk of death.

Sequential Machine learning Approaches for Portfolio Management

Cette thèse envisage un ensemble de méthodes permettant aux algorithmes d'apprentissage statistique de mieux traiter la nature séquentielle des problèmes de gestion de portefeuilles financiers. Nous débutons par une considération du problème général de la composition d'algorithmes d'apprentissage devant gérer des tâches séquentielles, en particulier celui de la mise-à-jour efficace des ensembles d'apprentissage dans un cadre de validation séquentielle. Nous énumérons les desiderata que des primitives de composition doivent satisfaire, et faisons ressortir la difficulté de les atteindre de façon rigoureuse et efficace. Nous poursuivons en présentant un ensemble d'algorithmes qui atteignent ces objectifs et présentons une étude de cas d'un système complexe de prise de décision financière utilisant ces techniques. Nous décrivons ensuite une méthode générale permettant de transformer un problème de décision séquentielle non-Markovien en un problème d'apprentissage supervisé en employant un algorithme de recherche basé sur les K meilleurs chemins. Nous traitons d'une application en gestion de portefeuille où nous entraînons un algorithme d'apprentissage à optimiser directement un ratio de Sharpe (ou autre critère non-additif incorporant une aversion au risque). Nous illustrons l'approche par une étude expérimentale approfondie, proposant une architecture de réseaux de neurones spécialisée à la gestion de portefeuille et la comparant à plusieurs alternatives. Finalement, nous introduisons une représentation fonctionnelle de séries chronologiques permettant à des prévisions d'être effectuées sur un horizon variable, tout en utilisant un ensemble informationnel révélé de manière progressive. L'approche est basée sur l'utilisation des processus Gaussiens, lesquels fournissent une matrice de covariance complète entre tous les points pour lesquels une prévision est demandée. Cette information est utilisée à bon escient par un algorithme qui transige activement des écarts de cours (price spreads) entre des contrats à terme sur commodités. L'approche proposée produit, hors échantillon, un rendement ajusté pour le risque significatif, après frais de transactions, sur un portefeuille de 30 actifs.

A Cryptosystem Using the Concepts of Algebraic Geometric Code

Cryptosystem using linear codes was developed in 1978 by Mc-Eliece. Later in 1985 Niederreiter and others developed a modified version of cryptosystem using concepts of linear codes. But these systems were not used frequently because of its larger key size. In this study we were designing a cryptosystem using the concepts of algebraic geometric codes with smaller key size. Error detection and correction can be done efficiently by simple decoding methods using the cryptosystem developed. Approach: Algebraic geometric codes are codes, generated using curves. The cryptosystem use basic concepts of elliptic curves cryptography and generator matrix. Decrypted information takes the form of a repetition code. Due to this complexity of decoding procedure is reduced. Error detection and correction can be carried out efficiently by solving a simple system of linear equations, there by imposing the concepts of security along with error detection and correction. Results: Implementation of the algorithm is done on MATLAB and comparative analysis is also done on various parameters of the system. Attacks are common to all cryptosystems. But by securely choosing curve, field and representation of elements in field, we can overcome the attacks and a stable system can be generated. Conclusion: The algorithm defined here protects the information from an intruder and also from the error in communication channel by efficient error correction methods.

“Improved Feature Extraction and Classification Techniques for Multispectral Brain Magnetic Resonance Images”

Magnetic Resonance Imaging (MRI) is a multi sequence medical imaging technique in which stacks of images are acquired with different tissue contrasts. Simultaneous observation and quantitative analysis of normal brain tissues and small abnormalities from these large numbers of different sequences is a great challenge in clinical applications. Multispectral MRI analysis can simplify the job considerably by combining unlimited number of available co-registered sequences in a single suite. However, poor performance of the multispectral system with conventional image classification and segmentation methods makes it inappropriate for clinical analysis. Recent works in multispectral brain MRI analysis attempted to resolve this issue by improved feature extraction approaches, such as transform based methods, fuzzy approaches, algebraic techniques and so forth. Transform based feature extraction methods like Independent Component Analysis (ICA) and its extensions have been effectively used in recent studies to improve the performance of multispectral brain MRI analysis. However, these global transforms were found to be inefficient and inconsistent in identifying less frequently occurred features like small lesions, from large amount of MR data. The present thesis focuses on the improvement in ICA based feature extraction techniques to enhance the performance of multispectral brain MRI analysis. Methods using spectral clustering and wavelet transforms are proposed to resolve the inefficiency of ICA in identifying small abnormalities, and problems due to ICA over-completeness. Effectiveness of the new methods in brain tissue classification and segmentation is confirmed by a detailed quantitative and qualitative analysis with synthetic and clinical, normal and abnormal, data. In comparison to conventional classification techniques, proposed algorithms provide better performance in classification of normal brain tissues and significant small abnormalities.

Algebraic Geometric Codes and their relation to Cryptography using Elliptic Curves

Communication is the process of transmitting data across channel. Whenever data is transmitted across a channel, errors are likely to occur. Coding theory is a stream of science that deals with finding efficient ways to encode and decode data, so that any likely errors can be detected and corrected. There are many methods to achieve coding and decoding. One among them is Algebraic Geometric Codes that can be constructed from curves. Cryptography is the science ol‘ security of transmitting messages from a sender to a receiver. The objective is to encrypt message in such a way that an eavesdropper would not be able to read it. A eryptosystem is a set of algorithms for encrypting and decrypting for the purpose of the process of encryption and decryption. Public key eryptosystem such as RSA and DSS are traditionally being prel‘en‘ec| for the purpose of secure communication through the channel. llowever Elliptic Curve eryptosystem have become a viable altemative since they provide greater security and also because of their usage of key of smaller length compared to other existing crypto systems. Elliptic curve cryptography is based on group of points on an elliptic curve over a finite field. This thesis deals with Algebraic Geometric codes and their relation to Cryptography using elliptic curves. Here Goppa codes are used and the curves used are elliptic curve over a finite field. We are relating Algebraic Geometric code to Cryptography by developing a cryptographic algorithm, which includes the process of encryption and decryption of messages. We are making use of fundamental properties of Elliptic curve cryptography for generating the algorithm and is used here to relate both.

Multi-objective assembly job shop scheduling using genetic algorithm and tabu search

Assembly job shop scheduling problem (AJSP) is one of the most complicated combinatorial optimization problem that involves simultaneously scheduling the processing and assembly operations of complex structured products. The problem becomes even more complicated if a combination of two or more optimization criteria is considered. This thesis addresses an assembly job shop scheduling problem with multiple objectives. The objectives considered are to simultaneously minimizing makespan and total tardiness. In this thesis, two approaches viz., weighted approach and Pareto approach are used for solving the problem. However, it is quite difficult to achieve an optimal solution to this problem with traditional optimization approaches owing to the high computational complexity. Two metaheuristic techniques namely, genetic algorithm and tabu search are investigated in this thesis for solving the multiobjective assembly job shop scheduling problems. Three algorithms based on the two metaheuristic techniques for weighted approach and Pareto approach are proposed for the multi-objective assembly job shop scheduling problem (MOAJSP). A new pairing mechanism is developed for crossover operation in genetic algorithm which leads to improved solutions and faster convergence. The performances of the proposed algorithms are evaluated through a set of test problems and the results are reported. The results reveal that the proposed algorithms based on weighted approach are feasible and effective for solving MOAJSP instances according to the weight assigned to each objective criterion and the proposed algorithms based on Pareto approach are capable of producing a number of good Pareto optimal scheduling plans for MOAJSP instances.

Design of a Compact Genetic Microstrip Antenna with improved performance

In this paper the design issues of compact genetic microstrip antennas for mobile applications has been investigated. The antennas designed using Genetic Algorithms (GA) have an arbitrary shape and occupies less area (compact) compared to the traditionally designed antenna for the same frequency but with poor performance. An attempt has been made to improve the performance of the genetic microstrip antenna by optimizing the ground plane (GP) to have a fish bone like structure. The genetic antenna with the GP optimized is even better compared to the traditional and the genetic antenna.

An Improved Technique for Evolving Wavelet Coefficients for Fingerprint Image Compression

In this paper, an improved technique for evolving wavelet coefficients refined for compression and reconstruction of fingerprint images is presented. The FBI fingerprint compression standard [1, 2] uses the cdf 9/7 wavelet filter coefficients. Lifting scheme is an efficient way to represent classical wavelets with fewer filter coefficients [3, 4]. Here Genetic algorithm (GA) is used to evolve better lifting filter coefficients for cdf 9/7 wavelet to compress and reconstruct fingerprint images with better quality. Since the lifting filter coefficients are few in numbers compared to the corresponding classical wavelet filter coefficients, they are evolved at a faster rate using GA. A better reconstructed image quality in terms of Peak-Signal-to-Noise-Ratio (PSNR) is achieved with the best lifting filter coefficients evolved for a compression ratio 16:1. These evolved coefficients perform well for other compression ratios also.

A computer-algebraic approach to the study of the symmetry properties of molecules and clusters

This thesis work is dedicated to use the computer-algebraic approach for dealing with the group symmetries and studying the symmetry properties of molecules and clusters. The Maple package Bethe, created to extract and manipulate the group-theoretical data and to simplify some of the symmetry applications, is introduced. First of all the advantages of using Bethe to generate the group theoretical data are demonstrated. In the current version, the data of 72 frequently applied point groups can be used, together with the data for all of the corresponding double groups. The emphasize of this work is placed to the applications of this package in physics of molecules and clusters. Apart from the analysis of the spectral activity of molecules with point-group symmetry, it is demonstrated how Bethe can be used to understand the field splitting in crystals or to construct the corresponding wave functions. Several examples are worked out to display (some of) the present features of the Bethe program. While we cannot show all the details explicitly, these examples certainly demonstrate the great potential in applying computer algebraic techniques to study the symmetry properties of molecules and clusters. A special attention is placed in this thesis work on the flexibility of the Bethe package, which makes it possible to implement another applications of symmetry. This implementation is very reasonable, because some of the most complicated steps of the possible future applications are already realized within the Bethe. For instance, the vibrational coordinates in terms of the internal displacement vectors for the Wilson's method and the same coordinates in terms of cartesian displacement vectors as well as the Clebsch-Gordan coefficients for the Jahn-Teller problem are generated in the present version of the program. For the Jahn-Teller problem, moreover, use of the computer-algebraic tool seems to be even inevitable, because this problem demands an analytical access to the adiabatic potential and, therefore, can not be realized by the numerical algorithm. However, the ability of the Bethe package is not exhausted by applications, mentioned in this thesis work. There are various directions in which the Bethe program could be developed in the future. Apart from (i) studying of the magnetic properties of materials and (ii) optical transitions, interest can be pointed out for (iii) the vibronic spectroscopy, and many others. Implementation of these applications into the package can make Bethe a much more powerful tool.

Computations in Relative Algebraic K-Groups

Let G be finite group and K a number field or a p-adic field with ring of integers O_K. In the first part of the manuscript we present an algorithm that computes the relative algebraic K-group K_0(O_K[G],K) as an abstract abelian group. We solve the discrete logarithm problem, both in K_0(O_K[G],K) and the locally free class group cl(O_K[G]). All algorithms have been implemented in MAGMA for the case K = \IQ. In the second part of the manuscript we prove formulae for the torsion subgroup of K_0(\IZ[G],\IQ) for large classes of dihedral and quaternion groups.

Einsatz von rückgekoppelten mehrstufigen selbstorganisierenden Karten in der Windenergie Leistungsprognose

In dieser Arbeit wird ein Verfahren zum Einsatz neuronaler Netzwerke vorgestellt, das auf iterative Weise Klassifikation und Prognoseschritte mit dem Ziel kombiniert, bessere Ergebnisse der Prognose im Vergleich zu einer einmaligen hintereinander Ausführung dieser Schritte zu erreichen. Dieses Verfahren wird am Beispiel der Prognose der Windstromerzeugung abhängig von der Wettersituation erörtert. Eine Verbesserung wird in diesem Rahmen mit einzelnen Ausreißern erreicht. Verschiedene Aspekte werden in drei Kapiteln diskutiert: In Kapitel 1 werden die verwendeten Daten und ihre elektronische Verarbeitung vorgestellt. Die Daten bestehen zum einen aus Windleistungshochrechnungen für die Bundesrepublik Deutschland der Jahre 2011 und 2012, welche als Transparenzanforderung des Erneuerbaren Energiegesetzes durch die Übertragungsnetzbetreiber publiziert werden müssen. Zum anderen werden Wetterprognosen, die der Deutsche Wetterdienst im Rahmen der Grundversorgung kostenlos bereitstellt, verwendet. Kapitel 2 erläutert zwei aus der Literatur bekannte Verfahren - Online- und Batchalgorithmus - zum Training einer selbstorganisierenden Karte. Aus den dargelegten Verfahrenseigenschaften begründet sich die Wahl des Batchverfahrens für die in Kapitel 3 erläuterte Methode. Das in Kapitel 3 vorgestellte Verfahren hat im modellierten operativen Einsatz den gleichen Ablauf, wie eine Klassifikation mit anschließender klassenspezifischer Prognose. Bei dem Training des Verfahrens wird allerdings iterativ vorgegangen, indem im Anschluss an das Training der klassenspezifischen Prognose ermittelt wird, zu welcher Klasse der Klassifikation ein Eingabedatum gehören sollte, um mit den vorliegenden klassenspezifischen Prognosemodellen die höchste Prognosegüte zu erzielen. Die so gewonnene Einteilung der Eingaben kann genutzt werden, um wiederum eine neue Klassifikationsstufe zu trainieren, deren Klassen eine verbesserte klassenspezifisch Prognose ermöglichen.

An O(N) Algorithm for Three-Dimensional N-Body Simulations

We develop an algorithm that computes the gravitational potentials and forces on N point-masses interacting in three-dimensional space. The algorithm, based on analytical techniques developed by Rokhlin and Greengard, runs in order N time. In contrast to other fast N-body methods such as tree codes, which only approximate the interaction potentials and forces, this method is exact ?? computes the potentials and forces to within any prespecified tolerance up to machine precision. We present an implementation of the algorithm for a sequential machine. We numerically verify the algorithm, and compare its speed with that of an O(N2) direct force computation. We also describe a parallel version of the algorithm that runs on the Connection Machine in order 0(logN) time. We compare experimental results with those of the sequential implementation and discuss how to minimize communication overhead on the parallel machine.

An improved method for discovering link criticality in transport networks

Quantitatively assessing the importance or criticality of each link in a network is of practical value to operators, as that can help them to increase the network's resilience, provide more efficient services, or improve some other aspect of the service. Betweenness is a graph-theoretical measure of centrality that can be applied to communication networks to evaluate link importance. However, as we illustrate in this paper, the basic definition of betweenness centrality produces inaccurate estimations as it does not take into account some aspects relevant to networking, such as the heterogeneity in link capacity or the difference between node-pairs in their contribution to the total traffic. A new algorithm for discovering link centrality in transport networks is proposed in this paper. It requires only static or semi-static network and topology attributes, and yet produces estimations of good accuracy, as verified through extensive simulations. Its potential value is demonstrated by an example application. In the example, the simple shortest-path routing algorithm is improved in such a way that it outperforms other more advanced algorithms in terms of blocking ratio

Using TerraSAR-X data for improved urban flood model validation.

Urban flood inundation models require considerable data for their parameterisation, calibration and validation. TerraSAR-X should be suitable for urban flood detection because of its high resolution in stripmap/spotlight modes. The paper describes ongoing work on a project to assess how well TerraSAR-X can detect flooded regions in urban areas, and how well these can constrain the parameters of an urban flood model. The study uses a TerraSAR-X image of a 1-in-150 year flood near Tewkesbury, UK , in 2007, for which contemporaneous aerial photography exists for validation. The DLR SETES SAR simulator was used in conjunction with LiDAR data to estimate regions of the image in which water would not be visible due to shadow or layover caused by buildings and vegetation. An algorithm for the delineation of flood water in urban areas is described, together with its validation using the aerial photographs.