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In the context of project management, the attention given to project portfolio management has increased in recent years. The use of mathematical programming for portfolio management is also on the rise, because it integrates the project interactions with the multiple objectives of portfolio management into a single model. Among the possible objectives, recent studies have paid special attention to the emerging objective of future preparedness, which has not yet been incorporated into the existing mathematical models. This paper presents a mixed-integer nonlinear optimization model for portfolio selection that considers four main performance measures for project management, namely, value maximization, strategic alignment, balance, and future preparedness. Given the importance of the last measure, the purpose of this paper is to provide a more complete model that provides the marginal contribution and the best combination of projects according to the needs of the company. The model is tested using real data from two companies, one in Brazil and one in Canada, and the results obtained are coherent with their respective practices. [ABSTRACT FROM AUTHOR]

Caching at mobile devices and leveraging device-to-device (D2D) communication are two promising approaches to support massive content delivery over wireless networks. The analysis of cache-enabled wireless networks is usually carried out by assuming that devices are uniformly distributed, however, in social networks, mobile devices are intrinsically grouped into disjoint clusters. In this regards, this paper proposes a spatiotemporal mathematical model that tracks the service requests arrivals and account for the clustered devices geometry. Two kinds of devices are assumed, particularly, content clients and content providers. Content providers are assumed to have a surplus memory which is exploited to proactively cache contents from a known library, following a random probabilistic caching scheme. Content clients can retrieve a requested content from the nearest content provider in their proximity (cluster), or, as a last resort, the base station (BS). The developed spatiotemporal model is leveraged to formulate a joint optimization problem of the content caching and spectrum partitioning in order to minimize the average service delay. Due to the high complexity of the optimization problem, the caching and spectrum partitioning problems are decoupled and solved iteratively using the block coordinate descent (BCD) optimization technique. To this end, an optimal and suboptimal solutions are obtained for the bandwidth partitioning and probabilistic caching subproblems, respectively. Numerical results highlight the superiority of the proposed scheme over conventional caching schemes under equal and optimized bandwidth allocations. Particularly, it is shown that the average service delay is reduced by nearly 100% and 350%, compared to the Zipf and uniform caching schemes under equal bandwidth allocations, respectively. [ABSTRACT FROM AUTHOR]

Proactive scheduling aims at the generation of robust baseline schedules, which has been studied for many years with the assumption that activity splitting is not allowed. In this paper, we focus on the proactive resource-constrained project scheduling problem in which each activity can be split at discrete time instants under the constraints of a maximum number of splitting and a minimum period of continuous execution. In this problem, setup times are also considered. A mathematical model is established and analyzed, of which two properties and one lemma are proposed. As the problem is proved to be ${\text{NP}}$ -hard in the strong sense, for solving the model, we develop a genetic algorithm (GA) in which the two proposed properties and the lemma are applied as local search operators. After linearizing the proposed model, we use a commercial mathematical programming solver as a benchmark to solve the problem. From the computational results, we find that the developed GA is effective and efficient in solving the defined problem, and activity splitting improves robustness. With the growth of the maximum number of splitting, the decline in the minimum execution time, the decrease in the setup times, and the extension of the project due date, robustness increases. [ABSTRACT FROM AUTHOR]

To resolve one of uncertainty features, randomness, in ontologies, this paper shows how to characterize uncertainty of concepts from a statistical viewpoint. In addition, with a focus on indirect entities, which are computed from direct entities through mathematical models, the uncertainties propagated from those direct entities are important and should be quantified. Thus, a novel algorithm, named Stochastic Reduced Order Model (SROM), is presented to be applied to quantify the ontological uncertainty propagation in presence of multiple input entities. This SROM-based method could approximate the statistics of indirect entities accurately and efficiently by using a very small amount of samples of input entities. The computational cost is considerably reduced while guaranteeing a reasonable degree of accuracy. Furthermore, the predicted statistics of output entities could be regarded as high-level information and be beneficial for other ontological operations, such as ontology filtering and ontology reasoning. The implementation of the SROM algorithm is non-intrusive to the mathematical model; therefore, this algorithm could be applicable to quantify uncertainty in ontologies with any mathematical relationships. [ABSTRACT FROM AUTHOR]

Security is an issue of paramount importance, yet is it a significant challenge for wireless communications, which becomes more intricate when facing a full duplex (FD) active eavesdropper capable of performing eavesdropping and jamming simultaneously. In this paper, we investigate the physical layer security issue in the presence of an FD active eavesdropper, who launches jamming attacks to further improve the eavesdropping. The jamming, however, also results in self-interference at the eavesdropper itself. This security problem is formulated within a hierarchical game framework where the eavesdropper acts as the leader and the legitimate user is the follower. In particular, we first investigate the follower’s secrecy rate maximization problem and derive the optimal legitimate transmission strategy. Then, the leader’s wiretap rate maximization is expressed as a mathematical program with equilibrium constraints (MPEC). Leveraging the concavity of the follower’s problem, we transform the MPEC problem into a single-level optimization and obtain the jamming power allocation strategy by applying the primal-dual interior-point method. Moreover, we analyze the situations where only partial channel state information is available at the legitimate user and the corresponding impacts on the game. Finally, we present extensive simulation results to validate our theoretical analysis. [ABSTRACT FROM PUBLISHER]

This paper points out the abstract similarities between problems arising in programming, discrete systems analysis in engineering, and network flow problems in operations research. The highly developed techniques of analyzing discrete systems of two terminal elements in electrical engineering become applicable to analyzing the complexity and execution time of computer programs. Similarly, the concept of the cost-oriented flows in network flow problems has significance in determining execution times in program segments. The abstract similarities explored in this paper are predicated on the concept of a flowgraph, which is a dual graph of a more traditional view of a computer program as a control graph. This slightly different view- point of computer programs results in the abstract similarity to discrete systems which suggests many new ideas and permits the use of results from the well-developed fields of electrical engineering and operations research. [ABSTRACT FROM AUTHOR]

The optimal reactive dispatch problem is a nonlinear programming problem containing continuous and discrete control variables. Owing to the difficulty caused by discrete variables, this problem is usually solved assuming all variables as continuous variables, therefore the original discrete variables are rounded off to the closest discrete value. This approach may provide solutions far from optimal or even unfeasible solutions. This paper presents an efficient handling of discrete variables by penalty function so that the problem becomes continuous and differentiable. Simulations with the IEEE test systems were performed showing the efficiency of the proposed approach. [ABSTRACT FROM PUBLISHER]

The first of this two-paper series proposes a methodology to characterize generation investment equilibria in a pool-based network-constrained electricity market, where the producers behave strategically. To this end, the investment problem of each strategic producer is represented using a bilevel model, whose upper-level problem determines the optimal investment and the supply offering curves to maximize its profit, and whose several lower-level problems represent different market clearing scenarios. This model is transformed into a mathematical program with equilibrium constraint (MPEC) through replacing the lower-level problems by their optimality conditions. The joint consideration of all producer MPECs, one per producer, constitutes an equilibrium problem with equilibrium constraints (EPEC). To identify the solutions of this EPEC, each MPEC problem is replaced by its Karush-Kuhn-Tucker (KKT) conditions, which are in turn linearized. The resulting mixed-integer linear system of equalities and inequalities allows determining the EPEC equilibria through an auxiliary MILP problem. [ABSTRACT FROM PUBLISHER]

The value of a project to a client can be measured in part by the level of quality associated with the completed project. Quality is acknowledged to be an important component of project management, but its joint relationship with time and cost previously has not been modeled. This paper introduces the notion of a quality function for individual tasks and uses the functional form of the bivariate normal (after also evaluating a bivariate logistic form), to model quality at the task level. Using real data from two case studies, a translation agency and a software development company, the quality function is specified and incorporated into a mathematical programming model that allows quality to be explicitly considered in project planning and scheduling. An alternative model formulation leads to the creation of quality level curves that enable managers to evaluate the nonlinear tradeoffs between quality, time, and cost for each of the example projects. The results of these analyses lead to specific decisions about the planned values for these three fundamental dimensions at the task level and provide insights for project planning and scheduling that can be gained through improved understanding of the choices and tradeoffs. [ABSTRACT FROM PUBLISHER]

Designing well-structured websites to facilitate effective user navigation has long been a challenge. A primary reason is that the web developers' understanding of how a website should be structured can be considerably different from that of the users. While various methods have been proposed to relink webpages to improve navigability using user navigation data, the completely reorganized new structure can be highly unpredictable, and the cost of disorienting users after the changes remains unanalyzed. This paper addresses how to improve a website without introducing substantial changes. Specifically, we propose a mathematical programming model to improve the user navigation on a website while minimizing alterations to its current structure. Results from extensive tests conducted on a publicly available real data set indicate that our model not only significantly improves the user navigation with very few changes, but also can be effectively solved. We have also tested the model on large synthetic data sets to demonstrate that it scales up very well. In addition, we define two evaluation metrics and use them to assess the performance of the improved website using the real data set. Evaluation results confirm that the user navigation on the improved structure is indeed greatly enhanced. More interestingly, we find that heavily disoriented users are more likely to benefit from the improved structure than the less disoriented users. [ABSTRACT FROM AUTHOR]

This paper develops theoretical results regarding noisy 1-bit compressed sensing and sparse binomial regression. We demonstrate that a single convex program gives an accurate estimate of the signal, or coefficient vector, for both of these models. We show that an s-sparse signal in \BBR^n can be accurately estimated from m = O(s\log (n/s)) single-bit measurements using a simple convex program. This remains true even if each measurement bit is flipped with probability nearly 1/2. Worst-case (adversarial) noise can also be accounted for, and uniform results that hold for all sparse inputs are derived as well. In the terminology of sparse logistic regression, we show that O(s \log (2n/s)) Bernoulli trials are sufficient to estimate a coefficient vector in \BBR^n which is approximately s-sparse. Moreover, the same convex program works for virtually all generalized linear models, in which the link function may be unknown. To our knowledge, these are the first results that tie together the theory of sparse logistic regression to 1-bit compressed sensing. Our results apply to general signal structures aside from sparsity; one only needs to know the size of the set K where signals reside. The size is given by the mean width of K, a computable quantity whose square serves as a robust extension of the dimension. [ABSTRACT FROM AUTHOR]

Solution approaches to chance constrained programming (CCP) have been recently developed and applied in many areas for optimization under uncertainty. Due to the nonlinear model with multiple uncertain variables as well as multiple output constraints, CCP has not been directly applied to optimal power flow (OPF) under uncertainty. The objective of this paper is twofold. First, we introduce the CCP approach to OPF under uncertainty and analyze the computational complexity of the chance constrained OPF. Second, the effectiveness of implementing a back-mapping approach and a linear approximation of the nonlinear model equations to solve the formulated CCP problem is investigated. Load power uncertainties are considered as multivariate random variables with correlated normal distribution. Based on both the nonlinear and the linearized model, results of a five-bus system and the IEEE 30-bus test system are presented to demonstrate the scope of chance constrained OPF. [ABSTRACT FROM PUBLISHER]

This paper proposes an active-reactive power dispatch procedure that is expressed via a bilevel optimization problem whose upper and lower level criteria are, respectively, the minimum opportunity cost and minimum offered price of active power. It analyzes the impact of minimizing such criteria on system operation, and it investigates the behavior of marginal prices and opportunity costs and their use in mechanisms to compensate generators for power provision. The bilevel problem is solved using a version of interior point methods derived for mathematical programs with complementarity constraints. Results obtained with three test systems are analyzed. [ABSTRACT FROM PUBLISHER]

Microwave lenses such as the Bootlace/Rotman lenses are designed by placing physical ports of lens input on the theoretical phase centers. These phase center positions are calculated using geometrical optic method under the assumptions of perfect cylindrical waves and true time delay. A real physical lens does not satisfy these conditions due to different port implementation approaches and mutual coupling effects. Full wave investigations and measurements have indicated strong variation at both phase and amplitude couplings between the input and output ports. Efficient theoretical models predicting both phase and amplitude performances are still in great demand to perform advanced lens optimization. The full wave simulation demonstrates accurate results. However, it is not convenient in optimization iterations due to its high computational cost and sophisticated programming process. Based on a ray tracing concept recently explored by the authors, this paper extends its design and formulate a suitable approach for general lens simulation. A microwave lens is systematically treated by hybrid of a flexible tapered port model and multiple-ray-path coupling approach. This method leads to designing the minimum return loss tapered port and fast lens simulation of reasonable accuracy. The predicted results of amplitude, phase couplings, array factors are validated by both full wave simulation and measurement. The comparison shows that the proposed method is fast, accurate and sufficient to predict various microwave lens parameters. This concept can be extended to designing stripline and waveguide lenses as well. [ABSTRACT FROM AUTHOR]

The weighted multi-commodity multistate unreliable network (WMMUN) is an extension of the multistate network. It is a new network composed of multistate unreliable components (such as arcs and nodes) with various weight capacities which is able to transmit different types of commodities. Currently, the method used to calculate the direct WMMUN reliability is derived from algorithms based on D-minimal path (D-MP). The best-known method may fail to find real D-MPs, and therefore requires more comparison and verification. A very simple algorithm based on the sequential decomposition method has been developed for finding all real D-MPs before calculating the WMMUN reliability. The relationships among the different versions of WMMUN reliability problems have also been clarified. The correctness and computational complexity of the proposed algorithm will be analysed and proven in this paper. An example will be given to illustrate how the WMMUN reliability is evaluated using the proposed algorithm. Computational results compare favorably with existing methods in terms of the running time, the number of d-MPs, and the number of D-MP candidates. [ABSTRACT FROM AUTHOR]

This paper provides a methodology to assist a strategic producer in making informed decisions on generation investment. A single target year is considered with demand variations modeled through blocks. The strategic behavior of the producer is represented through a bilevel model: the upper-level considers both investment decisions and strategic production actions and the lower-level corresponds to market clearing. Prices are obtained as dual variables of power balance equations. Rival uncertainties (on offering and investment) are characterized through scenarios. The resulting model is a large-scale mixed-integer LP problem solvable using currently available branch-and-cut techniques. Results pertaining to an illustrative example and a case study are reported and discussed. [ABSTRACT FROM PUBLISHER]

This paper presents a single-instruction-multiple-data (SIMD) based implementation of the transient stability simulation on the Graphics Processing Unit (GPU). Two programming models to implement the standard method of the transient stability simulation are proposed and implemented on a single GPU. In the first model the CPU is responsible for part of the simulation, while the onerous computations were offloaded to the GPU, creating a hybrid GPU-CPU simulator. In the second model, the GPU performs all the computations, while the CPU simply monitors the flow of the simulation. The accuracy of the proposed methods are validated using the PSS/E software for several large test systems. A substantial increase in speed was observed for the GPU-based simulations. [ABSTRACT FROM AUTHOR]

Optimal reactive power flow applications often model large numbers of discrete shunt devices as continuous variables, which are rounded to their nearest discrete value at the final iteration. This can degrade optimality. This paper presents novel methods based on probabilistic and adaptive threshold approaches that can extend existing security constrained optimal reactive power flow methods to effectively solve large-scale network problems involving discrete shunt devices. Loss reduction solutions from the proposed techniques were compared to solutions from the mixed integer nonlinear mathematical programming algorithm (MINLP) using modified IEEE standard networks up to 118 buses. The proposed techniques were also applied to practical large-scale network models of Great Britain. The results show that the proposed techniques can achieve improved loss minimization solutions when compared to the standard rounding method. [ABSTRACT FROM AUTHOR]