Developments in linear and integer programming

In this review we describe recent developments in linear and integer (linear) programming. For over 50 years Operational Research practitioners have made use of linear optimisation models to aid decision making and over this period the size of problems that can be solved has increased dramatically, the time required to solve problems has decreased substantially and the flexibility of modelling and solving systems has increased steadily. Large models are no longer confined to large computers, and the flexibility of optimisation systems embedded in other decision support tools has made on-line decision making using linear programming a reality (and using integer programming a possibility). The review focuses on recent developments in algorithms, software and applications and investigates some connections between linear optimisation and other technologies

A Probabilistic model of meetings that combines words and discourse features

(c) 2008 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other users, including reprinting/ republishing this material for advertising or promotional purposes, creating new collective works for resale or redistribution to servers or lists, or reuse of any copyrighted components of this work in other works.This is the author's accepted version of this article. The final published version can be found here: http://dx.doi.org/10.1109/TASL.2008.92586

Aquatic surveys: Glyn Rhonwy Quarries Q1 and Q6

The Glyn Rhonwy Pumped Storage scheme is a proposed hydroelectric facility within Glyn Rhonwy Quarry, a disused slate quarry north-west of Llanberis, Gwynedd. The scheme requires the creation of two large water reservoirs utilising the existing quarries Q1 (SH5595060552) and Q6 (SH5665060855) which will be sealed and dammed to enable increase retention capacity. Water for the scheme will be abstracted from the adjacent Llyn Padarn, a Site of Special Scientific Interest (SSSI hereafter) to fill the upper reservoir. Both Q1 and Q6 currently hold permanent water and it is understood this may require release to Llyn Padarn during the construction phase and once operational, Llyn Padarn could also receive water from the scheme during periods of overflow

Theory of Tunneling for Rough Junctions

A formally exact expression for the tunneling current, for its separation into specular and diffuse components, and for its directionality, is given for a thick tunnel junction with rough interfaces in terms of the properties of appropriately defined scattering amplitudes. An approximate evaluation yields the relative magnitudes of the specular and diffuse components, and the angular dependence of the diffuse component, in terms of certain statistical properties of the junction interfaces.Comment: 4 page

Reductions of Hidden Information Sources

In all but special circumstances, measurements of time-dependent processes reflect internal structures and correlations only indirectly. Building predictive models of such hidden information sources requires discovering, in some way, the internal states and mechanisms. Unfortunately, there are often many possible models that are observationally equivalent. Here we show that the situation is not as arbitrary as one would think. We show that generators of hidden stochastic processes can be reduced to a minimal form and compare this reduced representation to that provided by computational mechanics--the epsilon-machine. On the way to developing deeper, measure-theoretic foundations for the latter, we introduce a new two-step reduction process. The first step (internal-event reduction) produces the smallest observationally equivalent sigma-algebra and the second (internal-state reduction) removes sigma-algebra components that are redundant for optimal prediction. For several classes of stochastic dynamical systems these reductions produce representations that are equivalent to epsilon-machines.Comment: 12 pages, 4 figures; 30 citations; Updates at http://www.santafe.edu/~cm

Discrete Particle Swarm Optimization for the minimum labelling Steiner tree problem

Particle Swarm Optimization is an evolutionary method inspired by the social behaviour of individuals inside swarms in nature. Solutions of the problem are modelled as members of the swarm which fly in the solution space. The evolution is obtained from the continuous movement of the particles that constitute the swarm submitted to the effect of the inertia and the attraction of the members who lead the swarm. This work focuses on a recent Discrete Particle Swarm Optimization for combinatorial optimization, called Jumping Particle Swarm Optimization. Its effectiveness is illustrated on the minimum labelling Steiner tree problem: given an undirected labelled connected graph, the aim is to find a spanning tree covering a given subset of nodes, whose edges have the smallest number of distinct labels

Mean-risk models using two risk measures: A multi-objective approach

This paper proposes a model for portfolio optimisation, in which distributions are characterised and compared on the basis of three statistics: the expected value, the variance and the CVaR at a specified confidence level. The problem is multi-objective and transformed into a single objective problem in which variance is minimised while constraints are imposed on the expected value and CVaR. In the case of discrete random variables, the problem is a quadratic program. The mean-variance (mean-CVaR) efficient solutions that are not dominated with respect to CVaR (variance) are particular efficient solutions of the proposed model. In addition, the model has efficient solutions that are discarded by both mean-variance and mean-CVaR models, although they may improve the return distribution. The model is tested on real data drawn from the FTSE 100 index. An analysis of the return distribution of the chosen portfolios is presented

Joint 3D estimation of vehicles and scene flow

driving. While much progress has been made in recent years, imaging conditions in natural outdoor environments are still very challenging for current reconstruction and recognition methods. In this paper, we propose a novel unified approach which reasons jointly about 3D scene flow as well as the pose, shape and motion of vehicles in the scene. Towards this goal, we incorporate a deformable CAD model into a slanted-plane conditional random field for scene flow estimation and enforce shape consistency between the rendered 3D models and the parameters of all superpixels in the image. The association of superpixels to objects is established by an index variable which implicitly enables model selection. We evaluate our approach on the challenging KITTI scene flow dataset in terms of object and scene flow estimation. Our results provide a prove of concept and demonstrate the usefulness of our method. © 2015 Copernicus GmbH. All Rights Reserved

Gaussian process for activity modeling and anomaly detection

Complex activity modeling and identification of anomaly is one of the most interesting and desired capabilities for automated video behavior analysis. A number of different approaches have been proposed in the past to tackle this problem. There are two main challenges for activity modeling and anomaly detection: 1) most existing approaches require sufficient data and supervision for learning; 2) the most interesting abnormal activities arise rarely and are ambiguous among typical activities, i.e. hard to be precisely defined. In this paper, we propose a novel approach to model complex activities and detect anomalies by using non-parametric Gaussian Process (GP) models in a crowded and complicated traffic scene. In comparison with parametric models such as HMM, GP models are nonparametric and have their advantages. Our GP models exploit implicit spatial-temporal dependence among local activity patterns. The learned GP regression models give a probabilistic prediction of regional activities at next time interval based on observations at present. An anomaly will be detected by comparing the actual observations with the prediction at real time. We verify the effectiveness and robustness of the proposed model on the QMUL Junction Dataset. Furthermore, we provide a publicly available manually labeled ground truth of this data set

An iterative inference procedure applying conditional random fields for simultaneous classification of land cover and land use

Land cover and land use exhibit strong contextual dependencies. We propose a novel approach for the simultaneous classification of land cover and land use, where semantic and spatial context is considered. The image sites for land cover and land use classification form a hierarchy consisting of two layers: a land cover layer and a land use layer. We apply Conditional Random Fields (CRF) at both layers. The layers differ with respect to the image entities corresponding to the nodes, the employed features and the classes to be distinguished. In the land cover layer, the nodes represent super-pixels; in the land use layer, the nodes correspond to objects from a geospatial database. Both CRFs model spatial dependencies between neighbouring image sites. The complex semantic relations between land cover and land use are integrated in the classification process by using contextual features. We propose a new iterative inference procedure for the simultaneous classification of land cover and land use, in which the two classification tasks mutually influence each other. This helps to improve the classification accuracy for certain classes. The main idea of this approach is that semantic context helps to refine the class predictions, which, in turn, leads to more expressive context information. Thus, potentially wrong decisions can be reversed at later stages. The approach is designed for input data based on aerial images. Experiments are carried out on a test site to evaluate the performance of the proposed method. We show the effectiveness of the iterative inference procedure and demonstrate that a smaller size of the super-pixels has a positive influence on the classification result