Data Flow Analysis and the Linear Programming Model

* The research is supported partly by INTAS: 04-77-7173 project, http://www.intas.be

Method of Linear Programming as an Idea for High School Curriculum

2010 Mathematics Subject Classification: 97D40, 97M10, 97M40, 97N60, 97N80, 97R80

Algebraic duality theorems for infinite LP problems

In this paper we consider a primal-dual infinite linear programming problem-pair, i.e. LPs on infinite dimensional spaces with infinitely many constraints. We present two duality theorems for the problem-pair: a weak and a strong duality theorem. We do not assume any topology on the vector spaces, therefore our results are algebraic duality theorems. As an application, we consider transferable utility cooperative games with arbitrarily many players.

Integer Linear Programming for Sequence Problems: A general approach to reduce the problem size

Sequence problems belong to the most challenging interdisciplinary topics of the actuality. They are ubiquitous in science and daily life and occur, for example, in form of DNA sequences encoding all information of an organism, as a text (natural or formal) or in form of a computer program. Therefore, sequence problems occur in many variations in computational biology (drug development), coding theory, data compression, quantitative and computational linguistics (e.g. machine translation). In recent years appeared some proposals to formulate sequence problems like the closest string problem (CSP) and the farthest string problem (FSP) as an Integer Linear Programming Problem (ILPP). In the present talk we present a general novel approach to reduce the size of the ILPP by grouping isomorphous columns of the string matrix together. The approach is of practical use, since the solution of sequence problems is very time consuming, in particular when the sequences are long.

Magma-Driven Multiple Dike Propagation and Fracture Toughness of Crustal Rocks

Dike swarms consisting of tens to thousands of subparallel dikes are commonly observed at Earth's surface, raising the possibility of simultaneous propagation of two or more dikes at various stages of a swarm's development. The behavior of multiple propagating dikes differs from that of a single dike owing to the interacting stress fields associated with each dike. We analyze an array of parallel, periodically spaced dikes that grow simultaneously from an overpressured source into a semi-infinite, linear elastic host rock. To simplify the analysis, we assume steady state (constant velocity) magma flow and dike propagation. We use a perturbation method to analyze the coupled, nonlinear problem of multiple dike propagation and magma transport. The stress intensity factor at the dike tips and the opening displacements of the dike surfaces are calculated. The numerical results show that dike spacing has a profound effect on the behavior of dike propagation. The stress intensity factors at the tips of parallel dikes decrease with a decrease in dike spacing and are significantly smaller than that for a single dike with the same length. The reduced stress intensity factor indicates that, compared to a single dike, propagation of parallel dikes is more likely to be arrested under otherwise the same conditions. It also implies that fracture toughness of the host rock in a high confining pressure environment may not be as high as inferred from the propagation of a single dike. Our numerical results suggest fracture toughness values on the order of 100 MPa root m. The opening displacements for parallel dikes are smaller than that for a single dike, which results in higher magma pressure gradients in parallel dikes and lower flux of magma transport.

Quantitative stability of linear infinite inequality systems under block perturbations with applications to convex systems

The original motivation for this paper was to provide an efficient quantitative analysis of convex infinite (or semi-infinite) inequality systems whose decision variables run over general infinite-dimensional (resp. finite-dimensional) Banach spaces and that are indexed by an arbitrary fixed set J. Parameter perturbations on the right-hand side of the inequalities are required to be merely bounded, and thus the natural parameter space is l ∞(J). Our basic strategy consists of linearizing the parameterized convex system via splitting convex inequalities into linear ones by using the Fenchel–Legendre conjugate. This approach yields that arbitrary bounded right-hand side perturbations of the convex system turn on constant-by-blocks perturbations in the linearized system. Based on advanced variational analysis, we derive a precise formula for computing the exact Lipschitzian bound of the feasible solution map of block-perturbed linear systems, which involves only the system’s data, and then show that this exact bound agrees with the coderivative norm of the aforementioned mapping. In this way we extend to the convex setting the results of Cánovas et al. (SIAM J. Optim. 20, 1504–1526, 2009) developed for arbitrary perturbations with no block structure in the linear framework under the boundedness assumption on the system’s coefficients. The latter boundedness assumption is removed in this paper when the decision space is reflexive. The last section provides the aimed application to the convex case.

Calmness of the Feasible Set Mapping for Linear Inequality Systems

In this paper we deal with parameterized linear inequality systems in the n-dimensional Euclidean space, whose coefficients depend continuosly on an index ranging in a compact Hausdorff space. The paper is developed in two different parametric settings: the one of only right-hand-side perturbations of the linear system, and that in which both sides of the system can be perturbed. Appealing to the backgrounds on the calmness property, and exploiting the specifics of the current linear structure, we derive different characterizations of the calmness of the feasible set mapping, and provide an operative expresion for the calmness modulus when confined to finite systems. In the paper, the role played by the Abadie constraint qualification in relation to calmness is clarified, and illustrated by different examples. We point out that this approach has the virtue of tackling the calmness property exclusively in terms of the system’s data.

New glimpses on convex infinite optimization duality

Given a convex optimization problem (P) in a locally convex topological vector space X with an arbitrary number of constraints, we consider three possible dual problems of (P), namely, the usual Lagrangian dual (D), the perturbational dual (Q), and the surrogate dual (Δ), the last one recently introduced in a previous paper of the authors (Goberna et al., J Convex Anal 21(4), 2014). As shown by simple examples, these dual problems may be all different. This paper provides conditions ensuring that inf(P)=max(D), inf(P)=max(Q), and inf(P)=max(Δ) (dual equality and existence of dual optimal solutions) in terms of the so-called closedness regarding to a set. Sufficient conditions guaranteeing min(P)=sup(Q) (dual equality and existence of primal optimal solutions) are also provided, for the nominal problems and also for their perturbational relatives. The particular cases of convex semi-infinite optimization problems (in which either the number of constraints or the dimension of X, but not both, is finite) and linear infinite optimization problems are analyzed. Finally, some applications to the feasibility of convex inequality systems are described.

Modelo de programação linear para otimização econômica do projeto de irrigação Baixo Acaraú - CE

The present work had as objective uses a model of lineal programming algorithm to optimize the use of the water in the District of Irrigation Baixo Acarau-CE proposing the best combination of crop types and areas established of 8,0 ha. The model aim maximize the net benefit of small farmer, incorporating the constraints in water and land availability, and constraints on the market. Considering crop types and the constraints, the study lead to the following conclusions: 1. The water availability in the District was not a limiting resources, while all available land was assigned in six of the seven cultivation plans analyzed. Furthermore, water availability was a restrictive factor as compared with land only when its availability was made to reduce to 60% of its actual value; 2. The combination of soursop and melon plants was the one that presented the largest net benefit, corresponding to R$ 5,250.00/ha/yr. The planting area for each crop made up to 50% of the area of the plot; 3. The plan that suggests the substitution of the cultivation of the soursop, since a decrease in annual net revenue of 5.87%. However, the plan that contemplates the simultaneous substitution of both soursop and melon produced the lowest liquid revenue, with reduction of 33.8%.

Stability in Linear Optimization Under Perturbations of the Left-Hand Side Coefficients

This paper studies stability properties of linear optimization problems with finitely many variables and an arbitrary number of constraints, when only left hand side coefficients can be perturbed. The coefficients of the constraints are assumed to be continuous functions with respect to an index which ranges on certain compact Hausdorff topological space, and these properties are preserved by the admissible perturbations. More in detail, the paper analyzes the continuity properties of the feasible set, the optimal set and the optimal value, as well as the preservation of desirable properties (boundedness, uniqueness) of the feasible and of the optimal sets, under sufficiently small perturbations.

A semi-empirical approach to optimise the quantity of drying aids required to spray dry sugar-rich foods

A semi-empirical linear equation has been developed to optimise the amount of maltodextrin additive (DE 6) required to successfully spray dry a sugar-rich product on the basis of its composition. Based on spray drying experiments, drying index values for individual sugars (sucrose, glucose, frutose) and citric acid were determined, and us;ng these index values an equation for model mixtures of these components was established. This equation has been tested with two sugar-rich natural products, pineapple juice and honey. The relationship was found to be valid for these products.

On a generalized Laguerre operational matrix of fractional integration

A new operationalmatrix of fractional integration of arbitrary order for generalized Laguerre polynomials is derived.The fractional integration is described in the Riemann-Liouville sense.This operational matrix is applied together with generalized Laguerre tau method for solving general linearmultitermfractional differential equations (FDEs).Themethod has the advantage of obtaining the solution in terms of the generalized Laguerre parameter. In addition, only a small dimension of generalized Laguerre operational matrix is needed to obtain a satisfactory result. Illustrative examples reveal that the proposedmethod is very effective and convenient for linear multiterm FDEs on a semi-infinite interval.

Increase of the Delivered Power Probability in Distribution Networks using Pareto DC Programming

A methodology to increase the probability of delivering power to any load point through the identification of new investments in distribution network components is proposed in this paper. The method minimizes the investment cost as well as the cost of energy not supplied in the network. A DC optimization model based on mixed integer non-linear programming is developed considering the Pareto front technique in order to identify the adequate investments in distribution networks components which allow increasing the probability of delivering power for any customer in the distribution system at the minimum possible cost for the system operator, while minimizing the energy not supplied cost. Thus, a multi-objective problem is formulated. To illustrate the application of the proposed methodology, the paper includes a case study which considers a 180 bus distribution network

Aplicação de um modelo de programação linear inteira mista (PLIM) na expansão da rede de distribuição de energia elétrica em Angola

Em Angola, apenas cerca de 30% da população tem acesso à energia elétrica, nível que decresce para valores inferiores a 10% em zonas rurais mais remotas. Este problema é agravado pelo facto de, na maioria dos casos, as infraestruturas existentes se encontrarem danificadas ou não acompanharem o desenvolvimento da região. Em particular na capital angolana, Luanda que, sendo a menor província de Angola, é a que regista atualmente a maior densidade populacional. Com uma população de cerca de 5 milhões de habitantes, não só há frequentemente problemas relacionados com a falha do fornecimento de energia elétrica como há ainda uma percentagem considerável de municípios onde a rede elétrica ainda nem sequer chegou. O governo de Angola, no seu esforço de crescimento e aproveitamento das suas enormes potencialidades, definiu o setor energético como um dos fatores críticos para o desenvolvimento sustentável do país, tendo assumido que este é um dos eixos prioritários até 2016. Existem objetivos claros quanto à reabilitação e expansão das infraestruturas do setor elétrico, aumentando a capacidade instalada do país e criando uma rede nacional adequada, com o intuito não só de melhorar a qualidade e fiabilidade da rede já existente como de a aumentar. Este trabalho de dissertação consistiu no levantamento de dados reais relativamente à rede de distribuição de energia elétrica de Luanda, na análise e planeamento do que é mais premente fazer relativamente à sua expansão, na escolha dos locais onde é viável localizar novas subestações, na modelação adequada do problema real e na proposta de uma solução ótima para a expansão da rede existente. Depois de analisados diferentes modelos matemáticos aplicados ao problema de expansão de redes de distribuição de energia elétrica encontrados na literatura, optou-se por um modelo de programação linear inteira mista (PLIM) que se mostrou adequado. Desenvolvido o modelo do problema, o mesmo foi resolvido por recurso a software de otimização Analytic Solver e CPLEX. Como forma de validação dos resultados obtidos, foi implementada a solução de rede no simulador PowerWorld 8.0 OPF, software este que permite a simulação da operação do sistema de trânsito de potências.