A new interior-point approach for large two-stage stochastic problems

Two-stage stochastic models give rise to very large optimization problems. Several approaches havebeen devised for efficiently solving them, including interior-point methods (IPMs). However, usingIPMs, the linking columns associated to first-stage decisions cause excessive fill-in for the solutionof the normal equations. This downside is usually alleviated if variable splitting is applied to first-stage variables. This work presents a specialized IPM that applies variable splitting and exploits thestructure of the deterministic equivalent of the stochastic problem. The specialized IPM combinesCholesky factorizations and preconditioned conjugate gradients for solving the normal equations.This specialized IPM outperforms other approaches when the number of first-stage variables is largeenough. This paper provides computational results for two stochastic problems: (1) a supply chainsystem and (2) capacity expansion in an electric system. Both linear and convex quadratic formu-lations were used, obtaining instances of up to 38 million variables and six million constraints. Thecomputational results show that our procedure is more efficient than alternative state-of-the-art IPMimplementations (e.g., CPLEX) and other specialized solvers for stochastic optimizationPeer ReviewedPreprin

Na opinião dos cientistas: existem regras na pesquisa? Estudo piloto sobre as regras mais propagadas da pesquisa científica

Sociologists, ethnologists, philosophers among others have tried to identify the norms or rules that govern scientific research; however, so far, they have not been widely accepted by scientists. This team followed a different path to identify the rules that govern scientific work by asking researchers if, in their opinion, there are rules in scientific research, and, if so, what they are. An opinion poll was conducted among 270 scientists who received academic training at universities in Mexico, Europe, and the United States, and who work at three universities in Mexico. The instrument is based on a social psychology theory that divides memories into spontaneous and assisted, and a dichotomous probability distribution was used to identify variations. Between eight and nine out of ten researchers from physical, biological, and social sciences recognized that there are four rules for research: to study reality as it is, have a critical attitude, have a methodological aptitude, and express willingness to openly publish results. Despite the heterogeneity of the disciplines researchers practice and the variety of their academic training, there is a consensus among scientists about the validity of such rules to conduct scientific research, although most of the time they do not mention them spontaneously.Los sociólogos, etnólogos, filósofos entre otros han tratado de identificar las normas o reglas que rigen la investigación científica; sin embargo, hasta ahora, no han sido ampliamente aceptadas por los científicos. Este equipo siguió un camino diferente para identificar las reglas que rigen el trabajo del científico, preguntó a los investigadores: ¿Si en su opinión existen reglas en la investigación científica? Y si es así, ¿Cuáles son? Se realizó una encuesta exploratoria de opinión a 270 científicos que recibieron capacitación académica en universidades de México, Europa, EE. UU., y que trabajan de tiempo completo en tres universidades de México. El instrumento se sustentó en una teoría de psicología social que divide los recuerdos en espontáneos y asistidos, y se utilizó una distribución de probabilidad dicotómica para identificar sus variaciones. Entre ocho y nueve de cada diez investigadores de las ciencias físicas, biológicas y sociales reconocieron que las reglas para la investigación son cuatro: estudiar la realidad tal como es, poseer actitud crítica, aptitud metodológica y disposición para publicar sus resultados abiertamente. A pesar de la heterogeneidad de las disciplinas que practican y la variedad de la formación académica de los investigadores existe un consenso general sobre la validez de tales reglas para llevar a cabo la investigación científica, aunque la mayoría de las veces no las mencionan de forma espontánea.Os sociólogos, etnólogos, filósofos, entre outros, tentaram identificar as normas ou regras que regem a pesquisa científica; porém, até agora, não foram amplamente aceitas pelos cientistas. Esta equipe seguiu um caminho diferente para identificar as regras que regem o trabalho científico, perguntando aos pesquisadores: “Na sua opinião existem regras na pesquisa científica? E, caso existam, quais são elas?” Foi realizada uma enquete exploratória de opinião com 270 cientistas que receberam capacitação acadêmica em universidades do México, da Europa, dos EE. UU., e que trabalham período completo em três universidades do México. O instrumento baseou-se em uma teoria de psicologia social que divide as lembranças em espontâneas e assistidas, e foi utilizada uma distribuição de probabilidade dicotômica para identificar suas variações. Entre oito e nove de cada dez pesquisadores das ciências físicas, biológicas e sociais reconheceram que as regras para a pesquisa são quatro: estudar a realidade tal como ela é, possuir atitude crítica, aptidão metodológica e disposição para publicar seus resultados abertamente. Apesar da heterogeneidade das disciplinas que praticam e a variedade da formação acadêmica dos pesquisadores, existe um consenso geral sobre a validez de tais regras para levar a cabo a pesquisa científica, ainda que a maioria das vezes não seja mencionada de maneira espontânea

O paradoxo da excessiva pressão acadêmica aplicada em algumas Instituições de Ensino Superior.

This article is a critical reflection on the performance of educational systems with claims of high academic demand that make excessive academic pressure their flag and the consequences that this has on their educational system and their students. This approach allowed us to establish the objective of this research in the following terms: What elements should Higher Education centers that are said to be of excellence take into account in order for the student to develop their full academic and intellectual potential? It is an analysis that uses the theory of probabilities to show that trying to eliminate the beta error (β), false negative (students who should not belong to the institution), entails subtracting significant groups of students who should belong (alpha error [α], false positive). It is recommended to stop seeing this issue as an individual challenge and face it as a social and institutional problem.Este artículo es una reflexión crítica sobre el desempeño de los sistemas educativos con pretensiones de alta exigencia académica que hacen de la excesiva presión académica su bandera, y las consecuencias que tiene en su sistema educativo y en los estudiantes. Este planteamiento permitió establecer el objetivo de este artículo a partir de la siguiente pregunta: ¿Qué elementos deben tener en cuenta los centros de Educación Superior que se dicen de excelencia para que el alumno desarrolle todo su potencial académico e intelectual? Se trata de un análisis que recurre a la teoría de las probabilidades para mostrar que intentar eliminar el error beta (β), falso negativo (estudiantes que no debieran pertenecer en la institución), conlleva sustraer a grupos significativos de estudiantes que deberían permanecer (error alfa [α], falso positivo). Se hace una recomendación para dejar de ver este tema como un desafío individual y enfrentarlo como un problema social e institucional.Este artigo é uma reflexão crítica sobre o desempenho dos sistemas educacionais com reivindicações de alta demanda acadêmica que fazem da pressão acadêmica excessiva sua bandeira e as consequências que isso tem sobre seu sistema educacional e seus alunos. Essa abordagem nos permitiu estabelecer o objetivo desta revisão nos seguintes termos: Quais elementos os centros de ensino superior considerados de excelência devem levar em conta para que o aluno desenvolva todo o seu potencial acadêmico e intelectual? É uma análise que usa a teoria das probabilidades para mostrar que tentar eliminar o erro beta (β), falso negativo (alunos que não deveriam pertencer à instituição), implica subtrair grupos significativos de alunos que deveriam pertencer (erro alfa [α], falso positivo). É feita uma recomendação para deixar de ver esta questão como um desafio individual e encarála como um problema social e institucional

Distribución de alimentos perecederos en el Centro Histórico de la Ciudad de México

Distribución de alimentos perecederos en el Centro Histórico de la Ciudad de Méxic

A new interior-point approach for large separable convex quadratic two-stage stochastic problems

Two-stage stochastic models give rise to very large optimization problems. Several approaches havebeen devised for efficiently solving them, including interior-point methods (IPMs). However, usingIPMs, the linking columns associated to first-stage decisions cause excessive fill-in for the solutionof the normal equations. This downside is usually alleviated if variable splitting is applied to first-stage variables. This work presents a specialized IPM that applies variable splitting and exploits thestructure of the deterministic equivalent of the stochastic problem. The specialized IPM combinesCholesky factorizations and preconditioned conjugate gradients for solving the normal equations.This specialized IPM outperforms other approaches when the number of first-stage variables is largeenough. This paper provides computational results for two stochastic problems: (1) a supply chainsystem and (2) capacity expansion in an electric system. Both linear and convex quadratic formu-lations were used, obtaining instances of up to 38 million variables and six million constraints. Thecomputational results show that our procedure is more efficient than alternative state-of-the-art IPMimplementations (e.g., CPLEX) and other specialized solvers for stochastic optimization.This work has been supported by the grants MINECO/FEDER MTM2015-65362-R andMCIU/AEI/FEDER RTI2018-097580-B-I00. The second author was supported by theCONACyT (Consejo Nacional de Ciencia y Tecnologia, México) grant CVU-394291. Wealso thank the two anonymous reviewers, whose suggestions and comments improved thequality of the paper.Peer ReviewedPostprint (published version

A new interior-point approach for large two-stage stochastic problems

Two-stage stochastic models give rise to very large optimization problems. Several approaches havebeen devised for efficiently solving them, including interior-point methods (IPMs). However, usingIPMs, the linking columns associated to first-stage decisions cause excessive fill-in for the solutionof the normal equations. This downside is usually alleviated if variable splitting is applied to first-stage variables. This work presents a specialized IPM that applies variable splitting and exploits thestructure of the deterministic equivalent of the stochastic problem. The specialized IPM combinesCholesky factorizations and preconditioned conjugate gradients for solving the normal equations.This specialized IPM outperforms other approaches when the number of first-stage variables is largeenough. This paper provides computational results for two stochastic problems: (1) a supply chainsystem and (2) capacity expansion in an electric system. Both linear and convex quadratic formu-lations were used, obtaining instances of up to 38 million variables and six million constraints. Thecomputational results show that our procedure is more efficient than alternative state-of-the-art IPMimplementations (e.g., CPLEX) and other specialized solvers for stochastic optimizationPeer Reviewe