Software tools for stochastic programming: A Stochastic Programming Integrated Environment (SPInE)

SP models combine the paradigm of dynamic linear programming with modelling of random parameters, providing optimal decisions which hedge against future uncertainties. Advances in hardware as well as software techniques and solution methods have made SP a viable optimisation tool. We identify a growing need for modelling systems which support the creation and investigation of SP problems. Our SPInE system integrates a number of components which include a flexible modelling tool (based on stochastic extensions of the algebraic modelling languages AMPL and MPL), stochastic solvers, as well as special purpose scenario generators and database tools. We introduce an asset/liability management model and illustrate how SPInE can be used to create and process this model as a multistage SP application

Experimental investigation of an interior search method within a simple framework

A steepest gradient method for solving Linear Programming (LP) problems, followed by a procedure for purifying a non-basic solution to an improved extreme point solution have been embedded within an otherwise simplex based optimiser. The algorithm is designed to be hybrid in nature and exploits many aspects of sparse matrix and revised simplex technology. The interior search step terminates at a boundary point which is usually non-basic. This is then followed by a series of minor pivotal steps which lead to a basic feasible solution with a superior objective function value. It is concluded that the procedures discussed in this paper are likely to have three possible applications, which are (i) improving a non-basic feasible solution to a superior extreme point solution, (iii) an improved starting point for the revised simplex method, and (iii) an efficient implementation of the multiple price strategy of the revised simplex method

A rigorous evaluation of crossover and mutation in genetic programming

The role of crossover and mutation in Genetic Programming (GP) has been the subject of much debate since the emergence of the field. In this paper, we contribute new empirical evidence to this argument using a rigorous and principled experimental method applied to six problems common in the GP literature. The approach tunes the algorithm parameters to enable a fair and objective comparison of two different GP algorithms, the first using a combination of crossover and reproduction, and secondly using a combination of mutation and reproduction. We find that crossover does not significantly outperform mutation on most of the problems examined. In addition, we demonstrate that the use of a straightforward Design of Experiments methodology is effective at tuning GP algorithm parameters

Collision-free inverse kinematics of the redundant seven-link manipulator used in a cucumber picking robot

The paper presents results of research on an inverse kinematics algorithm that has been used in a functional model of a cucumber-harvesting robot consisting of a redundant P6R manipulator. Within a first generic approach, the inverse kinematics problem was reformulated as a non-linear programming problem and solved with a Genetic Algorithm (GA). Although solutions were easily obtained, the considerable calculation time needed to solve the problem prevented on-line implementation. To circumvent this problem, a second, less generic, approach was developed which consisted of a mixed numerical-analytic solution of the inverse kinematics problem exploiting the particular structure of the P6R manipulator. Using the latter approach, calculation time was considerably reduced. During the early stages of the cucumber-harvesting project, this inverse kinematics algorithm was used off-line to evaluate the ability of the robot to harvest cucumbers using 3D-information obtained from a cucumber crop in a real greenhouse. Thereafter, the algorithm was employed successfully in a functional model of the cucumber harvester to determine if cucumbers were hanging within the reachable workspace of the robot and to determine a collision-free harvest posture to be used for motion control of the manipulator during harvesting. The inverse kinematics algorithm is presented and demonstrated with some illustrative examples of cucumber harvesting, both off-line during the design phase as well as on-line during a field test

Curriculum Guidelines for Undergraduate Programs in Data Science

The Park City Math Institute (PCMI) 2016 Summer Undergraduate Faculty Program met for the purpose of composing guidelines for undergraduate programs in Data Science. The group consisted of 25 undergraduate faculty from a variety of institutions in the U.S., primarily from the disciplines of mathematics, statistics and computer science. These guidelines are meant to provide some structure for institutions planning for or revising a major in Data Science

Solving Large-Scale Optimization Problems Related to Bell's Theorem

Impossibility of finding local realistic models for quantum correlations due to entanglement is an important fact in foundations of quantum physics, gaining now new applications in quantum information theory. We present an in-depth description of a method of testing the existence of such models, which involves two levels of optimization: a higher-level non-linear task and a lower-level linear programming (LP) task. The article compares the performances of the existing implementation of the method, where the LPs are solved with the simplex method, and our new implementation, where the LPs are solved with a matrix-free interior point method. We describe in detail how the latter can be applied to our problem, discuss the basic scenario and possible improvements and how they impact on overall performance. Significant performance advantage of the matrix-free interior point method over the simplex method is confirmed by extensive computational results. The new method is able to solve problems which are orders of magnitude larger. Consequently, the noise resistance of the non-classicality of correlations of several types of quantum states, which has never been computed before, can now be efficiently determined. An extensive set of data in the form of tables and graphics is presented and discussed. The article is intended for all audiences, no quantum-mechanical background is necessary.Comment: 19 pages, 7 tables, 1 figur

Masters Students' Experiences of Learning to Program: An Empirical Model

The investigation reported here examined how Masters students experience learning to program. The phenomenographic research approach adopted permitted the analysis of 1) how students go about learning to program, that is the ‘Act’ of learning to program, and 2) what students understand by ‘programming’, that is the ‘Object’ of learning to program. Analysis of data from twenty-three participants identified five different experiences of the Act of learning to program and five different experiences of the Object of learning to program. Together the findings comprise an empirical model of the learning to program experience amongst the participating students. We suggest how our findings are significant for programming teachers and offer tools to explore students’ views