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We consider a generalized version of the rooted connected facility location problem which occurs in planning of telecommunication networks with both survivability and hop-length constraints. Given a set of client nodes, a set of potential facility nodes including one predetermined root facility, a set of optional Steiner nodes, and the set of the potential connections among these nodes, that task is to decide which facilities to open, how to assign the clients to the open facilities, and how to interconnect the open facilities in such a way, that the resulting network contains at least edge-disjoint paths, each containing at most H edges, between the root and each open facility and that the total cost for opening facilities and installing connections is minimal. We study two IP models for this problem and present a branch-and-cut algorithm based on Benders decomposition for nding its solution. Finally, we report computational results.
In the connected facility location problem with buy-at-bulk edge costs we are given a set of clients with positive demands and a set of potential facilities with opening costs in an undirected graph with edge lengths obeying the triangle inequality. Moreover, we are given a set of access cable types, each with a cost per unit length and a capacity such that the cost per capacity decreases from small to large cables, and a core cable type of innite capacity. The task is to open some facilities and to connect them by a Steiner tree using core cables, and to build a forest network using access cables such that the edge capacities suce to simultaneously route all client demands unsplit to the open facilities. The objective is to minimize the total cost of opening facilities, building the core Steiner tree, and installing the access cables. In this paper, we devise a constant-factor approximation algorithm for this problem based on a random sampling technique.
We consider a generalization of the connected facility location problem where the clients must be connected to the open facilities via shared capacitated (tree) networks instead of independent shortest paths. This problem arises in the planning of ber optic telecommunication access networks, for example. Given a set of clients with positive demands, a set of potential facilities with opening costs, a set of capacitated access cable types, and a core cable type of innite capacity, one has to decide which facilities to open, how to interconnect them using a Steiner tree of innite capacity core cables, and which access cable types to install on which potential edges such that these edges form a forest and the installed capacities suce to simultaneously route the client demands to the open facilities via single paths. The objective is to minimize the total cost of opening facilities, building the core Steiner tree among them, and installing the access cables. In this paper, we devise a constant-factor approximation algorithm for problem instances where the access cable types obey economies of scale. In the special case where only multiples of a single cable type can be installed on the access edges, a variant of our algorithm achieves a performance guarantee of 6.72.
This paper presents efficient computational techniques for solving an optimization problem in cardiac defibrillation governed by the monodomain equations. Time-dependent electrical currents injected at different spatial positions act as the control. Inexact Newton-CG methods are used, with reduced gradient computation by adjoint solves. In order to reduce the computational complexity, adaptive mesh refinement for state and adjoint equations is performed. To reduce the high storage and bandwidth demand imposed by adjoint gradient and Hessian-vector evaluations, a lossy compression technique for storing trajectory data is applied. An adaptive choice of quantization tolerance based on error estimates is developed in order to ensure convergence. The efficiency of the proposed approach is demonstrated on numerical examples.
In this paper a condition number for linear-quadratic two-stage stochastic optimization problems is introduced as the Lipschitz modulus of the multifunction assigning to a (discrete) probability distribution the solution set of the problem. Being the outer norm of the Mordukhovich coderivative of this multifunction, the condition number can be estimated from above explicitly in terms of the problem data by applying appropriate calculus rules. Here, a chain rule for the extended partial second-order subdifferential recently proved by Mordukhovich and Rockafellar plays a crucial role. The obtained results are illustrated for the example of two-stage stochastic optimization problems with simple recourse.
The chemical master equation is a fundamental equation in chemical kinetics. It is an adequate substitute for the classical reaction-rate equations whenever stochastic effects become relevant. In the present paper we give a simple argument showing that the solutions of a large class of chemical master equations, including all those in which elementary reactions between two and more molecules do not generate a larger number of molecules than existed before,
are bounded in weighted $\ell_1$-spaces. As an illustration for the implications of this kind of regularity we analyze the effect of truncating the state space. This leads to an error analysis of the finite state projection of the chemical master equation, an approximation that underlies many numerical methods.
A mixed-integer stochastic nonlinear optimization problem with joint probabilistic constraints
(2013)
We illustrate the solution of a mixed-integer stochastic nonlinear optimization problem in an application of power management. In this application, a coupled system consisting of a hydro power station and a wind farm is considered. The objective is to satisfy the local energy demand and sell any surplus energy on a spot market for a short time horizon. Generation of wind energy is assumed to be random, so that demand satisfaction is modeled by a joint probabilistic constraint taking into account the multivariate distribution. The turbine is forced to either operate between given positive limits or to be shut down. This introduces additional binary decisions. The numerical solution procedure is presented and results are illustrated.
We present new residual estimates based on Kato's square root theorem for spectral approximations of diagonalizable non-self-adjoint differential operators of convection-diffusion-reaction type. These estimates are incorporated as part of an hp-adaptive finite element algorithm for practical spectral computations, where it is shown that the
resulting a posteriori error estimates are reliable. Provided experiments demonstrate the efficiency and reliability of our approach.
The huge number of elementary flux modes (EFM) in genome-scale metabolic networks makes analysis based on elementary flux modes intrinsically difficult. However, it has been shown that the elementary flux modes with optimal yield often contain highly redundant information. The set of optimal-yield elementary flux modes can be compressed using modules. Up to now, this compression was only possible by first enumerating the whole set of all optimal-yield elementary flux modes.
We present a direct method for computing modules of the thermodynamically constrained optimal flux space of a metabolic network. This method can be used to decompose the set of optimal-yield elementary flux modes in a modular way and to speed up their computation. In addition, it provides a new form of coupling information that is not obtained by classical flux coupling analysis. We illustrate our approach on a set of model organisms.
Constraint-based analysis of metabolic networks has become a widely used approach in computational systems biology.
In the simplest form, a metabolic network is represented by a stoichiometric matrix and thermodynamic information on the irreversibility of certain reactions.
Then one studies the set of all steady-state flux vectors satisfying these stoichiometric and thermodynamic constraints.
We introduce a new lattice-theoretic framework for the computational analysis of metabolic networks, which focuses on the support of the flux vectors,
i.e., we consider only the qualitative information whether or not a certain reaction is active, but not its specific flux rate.
Our lattice-theoretic view includes classical metabolic pathway analysis as a special case, but turns out to be much more flexible and general,
with a wide range of possible applications.
We show how important concepts from metabolic pathway analysis, such as blocked reactions, flux coupling, or elementary modes, can be generalized to arbitrary lattice-based models. We develop corresponding general algorithms and present a number of computational results.