A Merit Function for Variational Inequalities Applied to Equilibrium Problems

In this note, we introduce a new continuously differentiable merit functionfor solving variational inequalities. Our function is closely related to theaugmented lagrangian function for nonlinear optimization problems. We solvetwo equilibrium problems and obtain numerical results making use of aquasi-Newton method. Our computational experience shows that the new functionperforms quite well.     

Distribution system minimum loss reconfiguration in the Hyper-Cube Ant Colony Optimization framework

This paper presents an original application of the Ant Colony Optimization concepts to the optimal reconfiguration of distribution systems, with the objective of minimizing the distribution system losses in the presence of a set of structural and operational constraints. The proposed algorithm starts from the current configuration of the system and proceeds by progressively introducing variations in the configuration according to local and global heuristic rules developed within the Hyper-Cube Ant Colony Optimization framework. Results of numerical tests carried out on a classical system and on a large real urban distribution system are presented to show the effectiveness of the proposed approach.     

EDEN: An Intelligent Software Environment for Diagnosis of Discrete-Event Systems

A software environment, called EDEN, that prototypes a recent approach to model-based diagnosis of discrete-event systems, is presented. The environment integrates a specification language, called SMILE, a model base, and a diagnostic engine. SMILE enables the user to create libraries of models and systems, which are permanently stored in the model base, wherein both final and intermediate results of the diagnostic sessions are hosted as well. Given the observation of a physical system gathered during its reaction to an external event, the diagnostic engine performs the a posteriori reconstruction of all the possible evolutions of the system over time and, then, draws candidate diagnoses out of them. The diagnostic method is described using a simplified example within the domain of power transmission networks. Strong points of the method include compositional modeling, support for model update, ability to focus on any sub-system, amenability to parallel execution, management of multiple faults, and broad notions of system and observation.     

Determinization and minimization of finite acyclic automata by incremental techniques

The determinization of a nondeterministic finite automaton (FA) is the process of generating a deterministic FA (DFA) equivalent to (sharing the same regular language of) . The minimization of is the process of generating the minimal DFA equivalent to . Classical algorithms for determinization and minimization are available in the literature for several decades. However, they operate monolithically, assuming that the FA to be either determinized or minimized is given once and for all. By contrast, we consider determinization and minimization in a dynamic context, where augments over time: after each augmentation, determinization and minimization of into is required. Using classical monolithic algorithms to solve this problem is bound to poor performance. An algorithm for incremental determinization and minimization of acyclic finite automata, called IDMA, is proposed. Despite being conceived within the narrow domain of model‐based diagnosis and monitoring of active systems, the algorithm is general‐purpose in nature. Experimental evidence indicates that IDMA is far more efficient than classical algorithms in solving incremental determinization and minimization problems. Copyright © 2015 John Wiley & Sons, Ltd.     

A comparison of atmospheric phase delay estimated by ASAR and MERIS over the Campania area

Propagation delay through the atmosphere is a key problem in coherent processing of synthetic aperture radar (SAR) data. Modern multitemporal interferometric techniques compensate the atmospheric phase delay contribution by analysing a stack of data. However, assessment of the achieved accuracy of the retrieved atmospheric component is still an open issue. In this work we report the results of an experiment carried out over a wide area aimed at comparing the zenith delay (ZD) estimated by radar and multispectral sensors. In particular, we refer to the instruments onboard the Envisat satellite and specifically to the Advanced Synthetic Aperture Radar (ASAR) and Multispectral Medium Resolution Imaging Spectrometer (MERIS) sensors that simultaneously acquire data along the same orbit. The study is preliminary to the possible exploitation of the MERIS water vapour product for compensating the atmospheric phase delay signals in a long series of acquisitions used in the multipass differential interferometric synthetic aperture radar (DInSAR) techniques to achieve higher accuracy and/or to extend the applicability of the technique to emergency situations, as well as to the possible use of SAR interferometry in meteorological applications.     

Interplay between upsampling and regularization for provider fairness in recommender systems

User Modeling and User-Adapted Interaction - Considering the impact of recommendations on item providers is one of the duties of multi-sided recommender systems. Item providers are key stakeholders...     

Automated Parallelization of Discrete State-Space Generation

We consider the problem of generating a large state-space in a distributed fashion. Unlike previously proposed solutions that partition the set of reachable states according to a hashing function provided by the user, we explore heuristic methods that completely automate the process. The first step is an initial random walk through the state space to initialize a search tree, duplicated in each processor. Then, the reachability graph is built in a distributed way, using the search tree to assign each newly found state to classes assigned to the available processors. Furthermore, we explore two remapping criteria that attempt to balance memory usage or future workload, respectively. We show how the cost of computing the global snapshot required for remapping will scale up for system sizes in the foreseeable future. An extensive set of results is presented to support our conclusions that remapping is extremely beneficial.     

Model Predictive Control of Glucose Concentration Based on Signal Temporal Logic Specifications with Unknown-Meals Occurrence

Abstract

The glycemia regulation is a significant challenge in the Artificial Pancreas (AP) scenario. Several control systems have been developed in the last years, many of them requiring meal announcements. Therefore, if the patients skip the meal announcement or make a mistake in the estimation of the amount of carbohydrates, the control performance will be negatively affected. In this extended version of our previous work, we present a Model Predictive Controller (MPC) for the AP in which the meal is treated as a disturbance to be estimated by an Unknown Input Observer (UIO). The MPC constraints are expressed in terms of Signal Temporal Logic (STL) specifications. Indeed, in the AP some requirements result in hard constraints (in particular, absolutely avoid hypoglycemia and absolutely avoid severe hyperglycemia) and some other in soft constraints (avoid a prolonged hyperglycemia) and STL is suitable for expressing such requirements. The achieved results are obtained using the BluSTL toolbox, which allows to synthesize model predictive controllers with STL constraints. We report simulations showing that the proposed approach, avoiding unnecessary restrictions, provides safe trajectories in correspondence of higher unknown disturbance.     

Models and Simulations for Portfolio Rebalancing

In 1950 Markowitz first formalized the portfolio optimization problem in terms of mean return and variance. Since then, the mean-variance model has played a crucial role in single-period portfolio optimization theory and practice. In this paper we study the optimal portfolio selection problem in a multi-period framework, by considering fixed and proportional transaction costs and evaluating how much they affect a re-investment strategy. Specifically, we modify the single-period portfolio optimization model, based on the Conditional Value at Risk (CVaR) as measure of risk, to introduce portfolio rebalancing. The aim is to provide investors and financial institutions with an effective tool to better exploit new information made available by the market. We then suggest a procedure to use the proposed optimization model in a multi-period framework. Extensive computational results based on different historical data sets from German Stock Exchange Market (XETRA) are presented.