Tightening piecewise McCormick relaxations for bilinear problems

A proactive/reactive mass screening approach with uncertain symptomatic cases

We study the problem of mass screening of heterogeneous populations under limited testing budget. Mass screening is an essential tool that arises in various settings, e.g., the COVID-19 pandemic. The objective of mass screening is to classify the entire population as positive or negative for a disease as efficiently and accurately as possible. Under limited budget, testing facilities need to allocate a portion of the budget to target sub-populations (i.e., proactive screening) while reserving the remaining budget to screen for symptomatic cases (i.e., reactive screening). This paper addresses this decision problem by taking advantage of accessible population-level risk information to identify the optimal set of sub-populations for proactive/reactive screening. The framework also incorporates two widely used testing schemes: Individual and Dorfman group testing. By leveraging the special structure of the resulting bilinear optimization problem, we identify key structural properties, which in turn enable us to develop efficient solution schemes. Furthermore, we extend the model to accommodate customized testing schemes across different sub-populations and introduce a highly efficient heuristic solution algorithm for the generalized model. We conduct a comprehensive case study on COVID-19 in the US, utilizing geographically-based data. Numerical results demonstrate a significant improvement of up to 52% in total misclassifications compared to conventional screening strategies. In addition, our case study offers valuable managerial insights regarding the allocation of proactive/reactive measures and budget across diverse geographic regions.

Bilinear optimization of protein structure prediction: An exact approach via AB off-lattice model

Protein structure prediction (PSP) remains a central challenge in computational biology due to its inherent complexity and high dimensionality. While numerous heuristic approaches have appeared in the literature, their success varies. The AB off-lattice model, which characterizes proteins as sequences of A (hydrophobic) and B (hydrophilic) beads, presents a simplified perspective on PSP. This work presents a mathematical optimization-based methodology capitalizing on the off-lattice AB model. Dissecting the inherent non-linearities of the energy landscape of protein folding allowed for formulating the PSP as a bilinear optimization problem. This formulation was achieved by introducing auxiliary variables and constraints that encapsulate the nuanced relationship between the protein's conformational space and its energy landscape. The proposed bilinear model exhibited notable accuracy in pinpointing the global minimum energy conformations on a benchmark dataset presented by the Protein Data Bank (PDB). Compared to traditional heuristic-based methods, this bilinear approach yielded exact solutions, reducing the likelihood of local minima entrapment. This research highlights the potential of reframing the traditionally non-linear protein structure prediction problem into a bilinear optimization problem through the off-lattice AB model. Such a transformation offers a route toward methodologies that can determine the global solution, challenging current PSP paradigms. Exploration into hybrid models, merging bilinear optimization and heuristic components, might present an avenue for balancing accuracy with computational efficiency.

A Multi-Timescale Bilinear Model for Optimization and Control of HVAC Systems with Consistency

Reducing the energy consumption of the heating, ventilation, and air conditioning (HVAC) systems while ensuring users’ comfort is of both academic and practical significance. However, the-state-of-the-art of the optimization model of the HVAC system is that either the thermal dynamic model is simplified as a linear model, or the optimization model of the HVAC system is single-timescale, which leads to heavy computation burden. To balance the practicality and the overhead of computation, in this paper, a multi-timescale bilinear model of HVAC systems is proposed. To guarantee the consistency of models in different timescales, the fast timescale model is built first with a bilinear form, and then the slow timescale model is induced from the fast one, specifically, with a bilinear-like form. After a simplified replacement made for the bilinear-like part, this problem can be solved by a convexification method. Extensive numerical experiments have been conducted to validate the effectiveness of this model.

An Optimization Framework for Codes Classification and Performance Evaluation of RISC Microprocessors

Pipelines, in Reduced Instruction Set Computer (RISC) microprocessors, are expected to provide increased throughputs in most cases. However, there are a few instructions, and therefore entire assembly language codes, that execute faster and hazard-free without pipelines. It is usual for the compilers to generate codes from high level description that are more suitable for the underlying hardware to maintain symmetry with respect to performance; this, however, is not always guaranteed. Therefore, instead of trying to optimize the description to suit the processor design, we try to determine the more suitable processor variant for the given code during compile time, and dynamically reconfigure the system accordingly. In doing so, however, we first need to classify each code according to its suitability to a different processor variant. The latter, in turn, gives us confidence in performance symmetry against various types of codes—this is the primary contribution of the proposed work. We first develop mathematical performance models of three conventional microprocessor designs, and propose a symmetry-improving nonlinear optimization method to achieve code-to-design mapping. Our analysis is based on four different architectures and 324,000 different assembly language codes, each with between 10 and 1000 instructions with different percentages of commonly seen instruction types. Our results suggest that in the sub-micron era, where execution time of each instruction is merely in a few nanoseconds, codes accumulating as low as 5% (or above) hazard causing instructions execute more swiftly on processors without pipelines.

Recent Developments and Challenges in Optimization-Based Process Synthesis

This article first reviews recent developments in process synthesis and discusses some of the major challenges in the theory and practice in this area. Next, the article reviews key concepts in optimization-based conceptual design, namely superstructure representations, multilevel models, optimization methods, and modeling environments. A brief review of the synthesis of major subsystems and flowsheets is presented. Finally, the article closes with a critical assessment and future research challenges for the process synthesis area.