On Characterizations of Proper Efficiency for Nonconvex Multiobjective Optimization

In this paper, nonconvex multiobjective optimization problems are studied. New characterizations of a properly efficient solution in the sense of Geoffrion's are established in terms of the stability of one scalar optimization problem and the existence of an exact penalty function of a scalar constrained program, respectively. One of the characterizations is applied to derive necessary conditions for a properly efficient control-parameter pair of a nonconvex multiobjective discrete optimal control problem with linear constraints.     

Parametric and Non Homogeneous Semi-Markov Process for HIV Control

In AIDS control, physicians have a growing need to use pragmatically useful and interpretable tools in their daily medical taking care of patients. Semi-Markov process seems to be well adapted to model the evolution of HIV-1 infected patients. In this study, we introduce and define a non homogeneous semi-Markov (NHSM) model in continuous time. Then the problem of finding the equations that describe the biological evolution of patient is studied and the interval transition probabilities are computed. A parametric approach is used and the maximum likelihood estimators of the process are given. A Monte Carlo algorithm is presented for realizing non homogeneous semi-Markov trajectories. As results, interval transition probabilities are computed for distinct times and follow-up has an impact on the evolution of patients.      

Speedup estimates for some variants of the parallel implementations of the branch-and-bound method

The efficiency of parallel implementations of the branch-and-bound method in discrete optimization problems is considered. A theoretical analysis and comparison of two parallel implementations of this method is performed. A mathematical model of the computation process is constructed and used to obtain estimates of the maximum possible speedup. Examples of problems in which none of these two parallel implementations can speed up the computations are considered.     

Time Consistent Dynamic Risk Measures

We introduce the time-consistency concept that is inspired by the so-called “principle of optimality” of dynamic programming and demonstrate – via an example – that the conditional value-at-risk (CVaR) need not be time-consistent in a multi-stage case. Then, we give the formulation of the target-percentile risk measure which is time-consistent and hence more suitable in the multi-stage investment context. Finally, we also generalize the value-at-risk and CVaR to multi-stage risk measures based on the theory and structure of the target-percentile risk measure.     

Generic Transport Aft-body Drag Reduction using Active Flow Control

Active flow-separation control is an effective and efficient mean for drag reduction and unsteady load alleviation resulting from locally or massively separated flow. Such a situation occurs in configurations where the aerodynamic performance is of secondary importance to functionality. The performance of heavy transport helicopters and aeroplanes, having a large, and almost flat, aft loading ramp suffer from the poor aerodynamics of the aft body. Hence, a combined experimental and numerical investigation was undertaken on a generic transport aeroplane/helicopter configuration. The experimental study provided surface pressures, direct drag measurements, surface and smoke flow visualization. The baseline flow was numerically analyzed, using finite volume solutions of the RANS equations. The baseline flow around the model was insensitive to the Reynolds number in the range it was tested. The flow separating from the aft body was characterized by two main sources of drag and unsteadiness. The first is a separation bubble residing at the lower ramp corner and the second is a pair of vortex systems developing and separating from the sides of the ramp. As the model incidence is decreased, the pair of vortex systems also penetrates deeper towards the centerline of the ramp, decreasing the pressure and increasing the drag. As expected, the ramp lower corner bubble was highly receptive to periodic excitation introduced from four addressable piezo-fluidic actuators situated at the ramp lower corner. Total drag was reduced by 3–11%, depending on the model incidence. There are indications that the flow in the wake of the model is also significantly steadier when the bubble at the lower ramp corner is eliminated. The vortex system is tighter and steadier when the ramp-corner bubble is eliminated.     

Stratifiable Families of Extremals and Sufficient Conditions for Optimality in Optimal Control Problems

It is shown that, if a parametrized fämily of extremals F can be stratified in a way compatible with the flow map generated by F, then those trajectories of the family which realize the minimal values of the cost in F are indeed optimal in comparison with all trajectories which lie in the region R covered by the trajectories of F. It is not assumed that F is a field covering the state space injectively. As illustration, an optimal synthesis is constructed for a system where the flow of extremals exhibits a simple cusp singularity.     

Fermi, Majorana and the Statistical Model of Atoms

We give an account of the appearance and first developments of the statistical model of atoms proposed by Thomas and Fermi, focusing on the main results achieved by Fermi and his group in Rome. Particular attention is addressed to the unknown contribution to this subject by Majorana, anticipating some important results reached later by leading physicists.     

Optimal Control of Magnetohydrodynamic Equations with State Constraint

This work is concerned with the maximum principle for optimal control problem governed by magnetohydrodynamic equations, which describe the motion of a viscous incompressible conducting fluid in a magnetic field and consist of a subtle coupling of the Navier-Stokes equation of viscous incompressible fluid flow and the Maxwell equation of electromagnetic field. An integral type state constraint is considered.     

Approximating schedules for dynamic process graphs efficiently

A model for parallel and distributed programs, the dynamic process graph (DPG), is investigated under graph-theoretic and complexity aspects. Such graphs embed constructors for parallel programs, synchronization mechanisms as well as conditional branches. They are capable of representing all possible executions of a parallel or distributed program in a very compact way. The size of this representation can be as small as logarithmic with respect to the size of any execution of the program.

In a preceding paper [A. Jakoby, et al., Scheduling dynamic graphs, in: Proc. 16th Symposium on Theoretical Aspects in Computer Science STACS'99, LNCS, vol. 1563, Springer, 1999, pp. 383–392] we have analysed the expressive power of the general model and various variants of it. We have considered the scheduling problem for DPGs given enough parallelism taking into account communication delays between processors when exchanging data. Given a DPG the question arises whether it can be executed (that means whether the corresponding parallel program has been specified correctly), and what is its minimum schedule length.

In this paper we study a subclass of dynamic process graphs called -output DPGs, which are appropriate in many situations, and investigate their expressive power. In a previous paper we have shown that the problem to determine the minimum schedule length is still intractable for this subclass, namely this problem is -complete as is the general case. Here we will investigate structural properties of the executions of such graphs. A natural graph-theoretic conjecture that executions must always split into components that are isomorphic to subgraphs turns out to be wrong. We are able to prove a weaker property. This implies a quadratic upper bound on the schedule length that may be necessary in the worst case, in contrast to the general case, where the optimal schedule length may be exponential with respect to the size of the representing DPG. Making this bound constructive, we obtain an approximation to a -complete problem. Computing such a schedule and then executing the program can be done on a parallel machine in polynomial time in a highly distributive fashion.