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INFORMS Nashville – 2016

75

2 - Generating And Solving The Large Scale AC-security Constrained

Optimal Power Flow Problems In Parallel

Feng Qiang, Argonne National Laboratory, Lemont, IL, 60439,

United States,

fqiang@anl.gov

, Cosmin G Petra,

Joseph A Huchette, Miles Lubin, Mihai Anitescu

In this talk, we present an integrated approach for the modelling and solution of

the AC-SCOPF problems using StructJuMP, a newly developed parallel extension

of JuMP for modelling large scale optimization problems in Julia and PIPS

optimization solver for HPC platforms. We will present a thorough study of the

the parallel performance of StructJuMP and PIPS for large scale AC-SCOPF

instances on hundreds of nodes.

3 - Paraxpress: A Massively Parallelized MIP Solver Designed To Run

On The Largest Supercomputers

Yuji Shinano, Zuse Institute Berlin, Takustrasse 7, Berlin, 14195,

Germany,

shinano@zib.de

, Timo Berthold, Stefan Heinz

The Ubiquity Generator (UG) is a framework for the external parallelization of

MIP solvers. It was used to develop ParaSCIP, a distributed memory, massively

parallel version of the open source solver SCIP, that runs on up to 80,000 cores in

parallel. In this talk, we introduce ParaXpress, for which one of the fastest

commercial MIP solvers, the FICO Xpress-Optimizer, has been parallelized by UG.

Combining the internal shared-memory parallelization of Xpress and the external

parallelization of UG, we aim at a new order of magnitude for supercomputer

core-usage in MIP solving.

SC19

106B-MCC

Computation and Theory in Network Optimization

and Analysis

Sponsored: Computing

Sponsored Session

Chair: Cole Smith, Clemson University, Clemson University, Clemson,

SC, 29634, United States,

jcsmith@clemson.edu

1 - Models And Algorithms For Maximum Proportional Flow

Problems With Semicontinuous Restrictions

Robert Mark Curry, Clemson University, Clemson, SC,

United States,

rmcurry@g.clemson.edu

, Cole Smith

We consider a variation of the multi-source, multi-sink maximum flow problem

in which flow must emanate from the source nodes according to a prescribed rate,

while flow arrives to the sink nodes at another given rate. Additionally, we

restrict flow variables to be semicontinuous, in which the flow must either be 0 or

no less than some lower bound. We call this problem the semicontinuous

maximum proportional flow problem (SC-MPFP) since the amount of outgoing

flow must leave the source nodes and arrive at the sink nodes according to a

given proportional pattern. To solve the SC-MPFP, we decompose the formulation

and employ a Branch-and-Price algorithm.

2 - Enumeration Algorithms For Infrastructure Resilience Analysis

W Matthew Carlyle, Naval Postgraduate School,

mcarlyle@nps.edu,

David Alderson

We propose a functional definition of infrastructure resilience based on

parametric analysis of two-stage (attacker-defender) and three-stage (defender-

attacker-defender) models that require enumeration of a potentially enormous

number of optimization problems. We present computational techniques that use

bounding arguments to significantly limit the enumeration while still providing

useful measures of infrastructure resilience and support the use of faster heuristic

algorithms for the most difficult of these problems.

3 - Faster Algorithms For The Time-cost-tradeoff Problem And

Minimum Cost K-flow Problems With A New

All-min-Cuts Procedure

Dorit S. Hochbaum, University of California, Berkeley, Berkeley,

CA, United States,

hochbaum@ieor.berkeley.edu

We explore surprising links between the time-cost-tradeoff (TCT) problem in

project management and the minimum cost flow problem (MCF) leading to faster

algorithms for both problems. The algorithm relies on a new procedure all-min-

cuts procedure, which for a given maximum flow, is capable of generating all

minimum cuts of equal value very efficiently. This results in faster strongly

polynomial algorithms for unit capacity MCF, the K-MCF problem and uniform

costs TCT and match the complexity of the fastest algorithm for the assignment

problem.

SC20

106C-MCC

Novel Dimension Reduction Techniques for High

Dimensional Data Using Information Complexity

Invited: Tutorial

Invited Session

Chair: Hamparsum Bozdogan, University of Tenneesse-Knoxville, Oper

and Mgmt Sci, Knoxville, TN, 37996, United States,

bozdogan@utk.edu

1 - Novel Dimension Reduction Techniques For High Dimensional

Data Using Information Complexity

Hamparsum Bozdogan, University of Tennessee-Knoxville,

Oper and Mgmt Sci, Knoxville, TN, 37996, United States,

bozdogan@utk.edu

, Esra Pamukcu

This tutorial introduces and develops two computationally feasible intelligent

feature extraction techniques that addresses the potentially daunting statistical

and combinatorial problems. First part of the tutorial employs a three-way hybrid

between: Probabilistic Principal Component Analysis (PPCA) to reduce the

dimensionality of the dependent variables; Multivariate regression (MVR) models

that account for misspecification of the distributional assumption to determine a

predictive operating model for glass composition for automobiles; and uses the

genetic algorithm (GA) as the optimizer along with the misspecification-resistant

form of Bozdogan’s ICOMP as the fitness function. Second part of the tutorial is

devoted to dimension reduction via a novel Adaptive Elastic Net (AEN) regression

model to reduce the dimension of a Japanese stock index called TOPIX as the

response to build a best predictive model when we have “large p, small n”

problem. Our results show the remarkable dimension reduction in both of these

real-life examples of wide datasets, which demonstrates the versatility and the

utility of the two proposed novel statistical data modeling techniques.

SC21

107A-MCC

Monitoring and Prevention of Healthcare

Associated Infections

Sponsored: Health Applications

Sponsored Session

Chair: Eduardo Perez, Texas State University, 1, San Marcos, TX, 1,

United States,

eduardopr@txstate.edu

1 - Optimal Pooling Strategies For Nucleic Acid Testing Of Donated

Blood Considering Viral Load Growth Curves And Donor

Characteristics

Hadi El-Amine, Virginia Tech, Blacksburg, VA, United States,

hadi@vt.edu

, Hadi El-Amine, George Mason University, Fairfax,

VA, 22030, United States,

hadi@vt.edu

, Ebru Korular Bish,

Douglas R Bish

Blood product safety, in terms of being free of transfusion-transmittable infections

(TTIs), is crucial. Nucleic Acid Testing (NAT) technology enables earlier detection

of infections but is more expensive, hence, most blood centers administer NAT to

pools of blood samples from multiple donors. Since some donor characteristics are

uncertain, we develop a chance-constrained model that determines the optimal

NAT pool sizes for various TTIs, considering both non-universal (where first-time

donors undergo more extensive screening), and universal (i.e., common testing

for all donors) strategies, so as to minimize the TTI risk, while remaining within

the testing budget with a high probability.

2 - Infection Control In Outpatient Clinics:

The Risk- Efficiency Tradeoff

Cory Stasko, Massachusetts Institute of Technology,

cstasko@mit.edu

,

As HAIs remain a major problem and U.S. healthcare shifts towards outpatient,

understanding the risk of HAIs in this environment is important. For a particular

clinic, we simulate the potential impacts of two interventions: 1) improving hand

hygiene, and 2) separating likely infectious patients from other patients. By

creating an integrated discrete event and agent based model to simulate patient

flow and the spread of infections, we examine how these two domains interact,

testing 891 intervention combinations in terms of wait time, infection exposures,

and implementability. Interdependent effects and the tradeoff between risk

reduction and operational efficiency are discussed.

SC21