A parallelizable algorithmic framework for solving large scale multi-stage stochastic mixed 0-1 problems under uncertainty

Preprint submitted to Computers & Operations Researchmulti-stage stochastic mixed 0-1 optimization, nonsymmetric scenario trees, implicit and explicit nonanticipativity constraints, splitting variable and compact representations, scenario cluster partitioning

A note on the implementation of the BFC-MSMIP algorithm in C++ by using COIN-OR as an optimization engine

The aim of this technical report is to present some detailed explanations in order to help to understand and use the algorithm Branch and Fix Coordination for solving MultiStage Mixed Integer Problems (BFC- MSMIP). We have developed an algorithmic approach implemented in a C++ experimental code that uses the optimization engine COmputational INfrastructure for Operations Research (COIN-OR) for solving the auxiliary linear and mixed 0-1 submodels. Now, we give the computational and implementational descrip- tion in order to use this open optimization software not only in the implementation of our procedure but also in similar schemes to be developed by the users.nonanticipativity constraints, cluster partitioning, COIN-OR library, branch-and-fix coordination, multi-stage stochastic mixed 0-1 programming

Scenario Cluster Lagrangian Decomposition in two stage stochastic mixed 0-1 optimization

In this paper we introduce four scenario Cluster based Lagrangian Decomposition (CLD) procedures for obtaining strong lower bounds to the (optimal) solution value of two-stage stochastic mixed 0-1 problems. At each iteration of the Lagrangian based procedures, the traditional aim consists of obtaining the solution value of the corresponding Lagrangian dual via solving scenario submodels once the nonanticipativity constraints have been dualized. Instead of considering a splitting variable representation over the set of scenarios, we propose to decompose the model into a set of scenario clusters. We compare the computational performance of the four Lagrange multiplier updating procedures, namely the Subgradient Method, the Volume Algorithm, the Progressive Hedging Algorithm and the Dynamic Constrained Cutting Plane scheme for different numbers of scenario clusters and different dimensions of the original problem. Our computational experience shows that the CLD bound and its computational effort depend on the number of scenario clusters to consider. In any case, our results show that the CLD procedures outperform the traditional LD scheme for single scenarios both in the quality of the bounds and computational effort. All the procedures have been implemented in a C++ experimental code. A broad computational experience is reported on a test of randomly generated instances by using the MIP solvers COIN-OR and CPLEX for the auxiliary mixed 0-1 cluster submodels, this last solver within the open source engine COIN-OR. We also give computational evidence of the model tightening effect that the preprocessing techniques, cut generation and appending and parallel computing tools have in stochastic integer optimization. Finally, we have observed that the plain use of both solvers does not provide the optimal solution of the instances included in the testbed with which we have experimented but for two toy instances in affordable elapsed time. On the other hand the proposed procedures provide strong lower bounds (or the same solution value) in a considerably shorter elapsed time for the quasi-optimal solution obtained by other means for the original stochastic problem

On solving two stage stochastic linear problems by using a new approach, Cluster Benders Decomposition

The optimization of stochastic linear problems, via scenario analysis, based on Benders decomposition requires to appending feasibility and/or optimality cuts to the master problem until the iterative procedure reaches the optimal solution. The cuts are identified by solving the auxiliary submodels attached to the scenarios. In this work, we propose a so-called scenario cluster decomposition approach for dealing with the feasibility cut identification in the Benders method for solving large-scale two stage stochastic linear problems. The scenario tree is decomposed into a set of scenario clusters and tighter feasibility cuts are obtained by solving the auxiliary submodel for each cluster instead of each individual scenario. Then, this scenario cluster based scheme allows us to define tighter feasibility cuts that yield feasible second stage decisions in reasonable time consuming. Some computational experience by using the free software COIN-OR is reported to show the favorable performance of the new approach over traditional Benders decomposition.This research has been partially supported by the projects ECO2008-00777/ECON from the Ministry of Education and Science, PLANIN, MTM14087-C04-01 from the Ministry of Science and Innovation, Grupo de Investigación IT-347-10 from the Basque Government, and the project RIESGOS CM from the Comunidad de Madrid, Spain

Independence in CLP Languages

Studying independence of goals has proven very useful in the context of logic programming. In particular, it has provided a formal basis for powerful automatic parallelization tools, since independence ensures that two goals may be evaluated in parallel while preserving correctness and eciency. We extend the concept of independence to constraint logic programs (CLP) and prove that it also ensures the correctness and eciency of the parallel evaluation of independent goals. Independence for CLP languages is more complex than for logic programming as search space preservation is necessary but no longer sucient for ensuring correctness and eciency. Two additional issues arise. The rst is that the cost of constraint solving may depend upon the order constraints are encountered. The second is the need to handle dynamic scheduling. We clarify these issues by proposing various types of search independence and constraint solver independence, and show how they can be combined to allow dierent optimizations, from parallelism to intelligent backtracking. Sucient conditions for independence which can be evaluated \a priori" at run-time are also proposed. Our study also yields new insights into independence in logic programming languages. In particular, we show that search space preservation is not only a sucient but also a necessary condition for ensuring correctness and eciency of parallel execution

Versatile Graphene-Based Platform for Robust Nanobiohybrid Interfaces

Technologically useful and robust graphene-based interfaces for devices require the introduction of highly selective, stable, and covalently bonded functionalities on the graphene surface, whilst essentially retaining the electronic properties of the pristine layer. This work demonstrates that highly controlled, ultrahigh vacuum covalent chemical functionalization of graphene sheets with a thiol-terminated molecule provides a robust and tunable platform for the development of hybrid nanostructures in different environments. We employ this facile strategy to covalently couple two representative systems of broad interest: metal nanoparticles, via S-metal bonds, and thiol-modified DNA aptamers, via disulfide bridges. Both systems, which have been characterized by a multi-technique approach, remain firmly anchored to the graphene surface even after several washing cycles. Atomic force microscopy images demonstrate that the conjugated aptamer retains the functionality required to recognize a target protein. This methodology opens a new route to the integration of high-quality graphene layers into diverse technological platforms, including plasmonics, optoelectronics, or biosensing. With respect to the latter, the viability of a thiol-functionalized chemical vapor deposition graphene-based solution-gated field-effect transistor array was assessed

Evaluation of Tree Species for Biomass Energy Production in Northwest Spain

This work was funded by the TRIBIONOR Project (Reference CTQ2013-45155-R) and the coal mining company HUNOSA GROUP supported by the HUNOSA CHAIR at the University of Oviedo (Project Reference SV-17-HUNOSA-1). The authors acknowledge the helpful co-operation of Hunosa staff in this study. The TRIBIONOR Project (CTQ2013-45155-R) is funded by the National Program for Research, Development and Innovation in Society Challenges, within the framework of the National Plan for Scientific and Technical Research and Innovation 2013–2016 from the State Research Agency (Ministry of Economy, Industry and Competitiveness), co-financed with FEDER Funds. The authors gratefully acknowledge the Government of the Principality of Asturias for supporting Ana Álvarez with a fellowship within the Severo Ochoa Program.Peer reviewedPublisher PD

Intraductal papillary mucinous neoplasms (IPMN) of the pancreas: clinico-pathologic results

Background: intraductal papillary mucinous neoplasm (IPMN) shows a series of lesions which evolve from benign lesions –adenoma– to invasive carcinoma. Aim: to analyze the clinical and pathological results of 15 patients diagnosed of IPMN, and surgically treated according to the guidelines of International Consensus Conference. Material and methods: a retrospective analysis of 15 patients surgically treated between March 1993 and September 2009, according to the International Consensus recommendation. Demographic, diagnostic tools, surgical report, pathologic database and actuarial survival were analyzed with a follow-up from one and a half month through nine years. Results: 6 patients underwent pancreaticoduodenectomies, 4 total pancreatectomies, 2 body or central pancreatectomies, 2 partial pancreatectomies (enucleation) and 1 distal pancreatectomy. A morbidity of 46 and 0% hospital mortality were assessed, with a median length hospital stay of 10 days. In five cases, the IPMN was combined type (both main and branch pancreatic ducts involved) in four main duct-type and branch duct-type in the another six as well. Several atypia (IPMN carcinoma in situ) was observed in 2 patients and invasive carcinoma with negative lymph nodes was identified in 3 patients. A patient without invasive carcinoma died at 66 months of follow-up for pancreas adenocarcinoma. The actuarial survival up to recurrence or death was 105,133 months with a range of follow-up from 1 month and a half until 9 years. Conclusions: IPMN main duct or mixed type warrants complete resection due to its incidence of invasive carcinoma or precursor lesions of malignancy as well. Due to its multifocal pattern, patients should be followed in long-term surveillance. The management of asymptomatic IPMN type branch less than 3 cm is controversial