Parallel computing, interval derivative methods, heuristic algorithms, and their implementation in a numerical solver, for deterministic global optimization

A deterministic global optimization algorithm based on augmented Lagrangian is proposed for solving the nonlinear programming with cone constraints, which is often encountered in technical design and operational research. At each outer iteration, the method requires the -global minimization of the augmented Lagrangian of problems with cone constraints, where. The convergence to an-global minimizer of the original problem is proved. Key words: Global optimization, augmented Lagrangians, cone optimization, algorithms.

Many planning problems involve choosing a set of optimal decisions for a system in the face of uncertainty of elements that may play a central role in the way the system is analyzed and operated. During the past decade, there has been a renewed interest in the modelling, analysis, and solution of such problems due to a remarkable development of both new theoretical results and novel computational techniques in stochastic optimization. A prominent approach is to develop upper and lower bounding approximations to the problem along with procedures to sharpen bounds until an acceptable tolerance is satisfied. The contributions of this dissertation are concerned with the latter approach. The thesis first studies the stochastic linear programming problem with randomness in both the objective coefficients and the constraints. A convex concave saddle property of the value function is utilized to derive new bounding techniques which generalize previously known results. These approximations require discretizing bounded domains of the random variables in such a way that tight upper and lower bounds result. Such techniques will prove attractive with the recent advances in large scale linear programming. The above results are also extended to obtain new upper and lower bounds when the domains of random variables are unbounded. While these bounds are tight, the approximating models are large-scale deterministic linear programs. In particular, with a proposed order-cone decomposition for the domains, these linear programs are well-structured, thus enabling one to use efficient techniques for solution, such as parallel computation. The thesis next considers convex stochastic programs. Using aggregation concepts from the deterministic literature, new bounds are developed for the problem which are computable using standard convex programming algorithms. Finally, the discussion is focused on a stochastic convex program arising in a certain resource allocation problem. Exploiting the problem structure, bounds are developed via the Karush-Kuhn-Tucker conditions. Rather than discretizing domains, these approximations advocate replacing difficult multidimensional integrals by a series of simple univariate integrals. Such practice allows one to preserve differentiability properties so that smooth convex programming methods can be applied for solution.

We consider here the average deviation as the most important objective when designing numerical techniques and algorithms. We call that a Bayesian approach. We start by describing the Bayesian approach to the continu­ ous global optimization. Then we show how to apply the results to the adaptation of parameters of randomized techniques of optimiza­ tion. We assume that there exists a simple function which roughly predicts the consequences of decisions. We call it heuristics. We define the probability of a decision by a randomized decision func­ tion depending on heuristics. We fix this decision function, except for some parameters that we call the decision parameters. We repeat the randomized decision procedure several times given the decision parameters and regard the best outcome as a result. We optimize the decision parameters to make the search more efficient. Thus we replace the original optimization problem by an auxiliary problem of continuous stochastic optimization. We solve the auxiliary problem by the Bayesian methods of global op­ timization. Therefore we call the approach as the Bayesian one. We discuss the advantages and disadvantages of the Bayesian approach. We describe the applications to some of discrete pro-

Decomposition based approaches are recalled from primal and dual point of view. The possibility of building partially disaggregated reduced master problems is investigated. This extends the idea of aggregated-versus-disaggregated formulation to a gradual choice of alternative level of aggregation. Partial aggregation is applied to the linear multicommodity minimum cost flow problem. The possibility of having only partially aggregated bundles opens a wide range of alternatives with different trade-offs between the number of iterations and the required computation for solving it. This trade-off is explored for several sets of instances and the results are compared with the ones obtained by directly solving the natural node-arc formulation. An iterative solution process to the route assignment problem is proposed, based on the well-known Frank Wolfe algorithm. In order to provide a first feasible solution to the Frank Wolfe algorithm, a linear multicommodity min-cost flow problem is solved to optimality by using the decomposition techniques mentioned above. Solutions of this problem are useful for network orientation and design, especially in relation with public transportation systems as the Personal Rapid Transit. A single-commodity robust network design problem is addressed. In this, an undirected graph with edge costs is given together with a discrete set of balance matrices, representing different supply/demand scenarios. The goal is to determine the minimum cost installation of capacities on the edges such that the flow exchange is feasible for every scenario. A set of new instances that are computationally hard for the natural flow formulation are solved by means of a new heuristic algorithm. Finally, an efficient decomposition-based heuristic approach for a large scale stochastic unit commitment problem is presented. The addressed real-world stochastic problem employs at its core a deterministic unit commitment planning model developed by the California Independent System Operator (ISO).

MCOIN: a novel heuristic for determining TFBS motif width

This thesis focuses on the development and analysis of general methods for the design of optimal discrete PID control strategies for multivariable glass furnace processes, where standard genetic algorithms (SGAs) are applied to optimise specially formulated objective functions. Furthermore, a strong emphasis is given on the realistic model parameters identi cation method, which is illustrated to be applicable to a wide range of higher order model parameters identi cation problems. A complete, realistic and continuous excess oxygen model with nonlinearity effect was developed and the model parameters were identified. The developed excess oxygen model consisted of three sub-models to characterise the real plant response. The developed excess oxygen model was evaluated and compared with real plant dynamic response data, which illustrated the high degree of accuracy of the developed model. A new technique named predetermined time constant approximation was proposed to make an assumption on the initial value of a predetermined time constant, whose motive is to facilitate the SGAs to explore and exploit an optimal value for higher order of continuous model's parameters identi cation. Also, the proposed predetermined time constant approximation technique demonstrated that the population diversity is well sustained while exploring the feasible search region and exploiting to an optimal value. In general, the proposed method improves the SGAs convergence rate towards the global optimum and illustrated the effectiveness. An automatic tuning of decentralised discrete PID controllers for multivariable processes, based on SGAs, was proposed. The main improvement of the proposed technique is the ability to enhance the control robustness and to optimise discrete PID parameters by compensating the loop interaction of a multivariable process. This is attained by adding the individually optimised objective function of glass temperature and excess oxygen processes as one objective function, to include the total effect of the loop interaction by applying step inputs on both set points, temperature and excess oxygen, at two different time periods in one simulation. The effectiveness of the proposed tuning technique was supported by a number of simulation results using two other SGAs conventional tuning techniques with 1st and 2nd order control oriented models. It was illustrated that, in all cases, the resulting discrete PID control parameters completely satisfied all performance specifications. A new technique to minimise the fuel consumption for glass furnace processes while sustaining the glass temperature is proposed. This proposed technique is achieved by reducing the excess oxygen within the optimum thermal efficiency region within 1.7% to 3.2%, which is approximately equal to about 10% to 20% of excess air. Therefore, by reducing the excess oxygen set point within the optimum region, 2.45% to 2%, the fuel consumption is minimised from 0:002942kg/sec to 0:002868kg/sec while the thermal efficiency of the glass temperature is sustained at the desired set point (1550K). In addition, a reduction in excess oxygen within methane combustion guidelines will assure that undesirable emissions are in control throughout the combustion process. The efficiencies of the proposed technique were supported by a number of simulation results applying the three SGAs controller tuning techniques. It was illustrated that, in all cases, the fraction of excess oxygen reduction results in a great minimisation of fuel consumption over long plant operating periods.

Dear SCPE Reader, We present a selection of papers which are extensions of papers presented at the 7-th International Symposium on Parallel and Distributed Computing, 1–5 July 2008, in Krakow, Poland. The motivation for publishing the selection in the SCPE Journal was, on the one hand, to present the flavour of the research reported at the conference and on the other hand to present some of the most relevant topics currently focused on the research on parallel and distributed computing in general. The selection contains only 6 papers out of about 60 presented at the conference, and thus, is far from covering all relevant topics represented at the ISPDC 2008. This is because not all of the invited authors were patient enough to accept a fairly long paper publishing process. Nevertheless, we hope that the presented papers will bring you closer to the research covered by the ISPDC conferences and will encourage you to participate in future ISPDC editions. The first paper ``The Impact of Workload Variability on Load Balancing Algorithms'' is by Marta Beltran and Antonio Guzman from King Juan Carlos University in Spain. It concerns an important topic of load balancing in cluster systems, namely adaptativity of the load balancing algorithms to changes of the workload in the system. Adequate accounting for additional load in the hosting system is of great relevance for correct optimization effects. The paper presents a thorough formal analysis of the workload variability metrics and their influence on the quality of load balancing algorithms. Four basic activities appearing in load balancing algorithms are identified, and based on them some algorithmic solutions are proposed to correctly deal with workload variability in system load balancing. The problem of dynamic load balancing algorithms robustness has been discussed. Two different robustness metrics sensitive to the applied type of opimization: local task-oriented or a global one enable selecting task remote execution or migration as load balancing operations. The proposed approach is illustrated with experiments. The second paper ``Model-Driven Engineering and Formal Validation of High-Performance Embedded Systems'' is by Abdoulaye Gamatie, Eric Rutten, Huafeng Yu, Pierre Boulet, Jean-Luc Dekeyser, from University of Lille and INRIA in France. The paper is concerned with a very advanced methodology of designing correct parallel embedded systems for intensive data-parallel computing. In their previous research, the authors of the paper designed the GASPARD embedded system design framework. It is based on the hardware/software co-design approach through model-driven engineering. The framework is based on an UML-like model specification language in which hardware and software elements are modelled using a component approach with special mechanisms for repetitive structures. This paper tries to combine the modelling framework of GASPARD with the mechanisms of synchronous languages to achieve design verifiability provided for such languages. The paper shows how GASPARD models can be translated into synchronous models based on data flow equations in order to formally check their correctness. The proposed approach is illustrated with an example of a video processing system. The third paper ``Relations Between Several Parallel Computational Models'' is by Stephan Bruda and Yuanqiao Zhang from Bishop’s University in Canada. The paper is concerned with theoretical aspects of shared memory systems described by the parallel random access machine PRAM model and aims in studying performance properties of different types of PRAM systems. The attention is focussed on analysing the computational power of two more sophisticated PRAM models (Combining CRCW and Broadcast Selective Reduction), which include data reduction in case of concurrent writes. The paper shows that these two models have equivalent computational power, which is a new result comparing the existing literature. The performance of both models applied to reconfigurable multiple bus machines was studied as a possible architectural solution for current VLSI processor implementations. It was shown that in such systems under reasonable assumptions concurrent-write does not enhance performance comparing the exclusive-write model. Another result important for the VLSI technology is that the Combining CRCW PRAM model (in which data of concurrent writes are arthmetically or logically combined before write) and the exclusive-write on directed reconfigurable busses perform in equivalent way under strong real-time requirements. The fourth paper ``Experiences with Mesh-Like Computations Using Prediction Binary Trees'' is by Gennaro Cordasco, Biagio Cosenza, Rosario de Chiara, Ugo Erra and Vittorio Scarano from the University ``degli Studi'' of Salerno and the University ``degli Studi della Biasilicata'' of Potenza in Italy. The paper concerns optimization methods for mesh-like computations in clusters of processors. The computations are perfomed assuming a phase-like program execution control using a tiling approach which reduces inter-processor communication. A temporal coherence is also assumed, which means that task sizes provide similar execution times in consecutive phases. Temporary coherent computations are structured in a Prediction Binary Tree, in which leaves represent computing tiles to be mapped to processors. A phase-by-phase semi-static load balancing is introduced to the scheduling algorithm. The scheduling algorithm is equipped with a predictor, which estimates the computation time of next phase tiles based on previous execution times and modifies the tiles to achieve balanced execution in phases. For this, two heuristics are used to leverage on data locality in processors. The proposed approach is illustrated by the example of interactive rendering with Parallel Ray Tracing algorithm. The fifth paper ``The Influence of the IBM pSeries Servers Virtualization Mechanism on Dynamic Resource Allocation in AIX 5L'' is by Maciej Mlynski from ASpartner Limited in Poland. The paper concerns a very up-to-date problem of system virtualization and presents the results of research carried on IBM pSeries servers. IBM is strongly developing the virtualization technique especially on IBM pSeries servers enabling an improved and flexible sharing of system resources between applications. The paper investigates novel facilities for dynamic resource management such as micro-partitioning and partition load manager. They enable dynamic creation of workload logical partitions of system resources and their dynamic mangement. It includes run-time resource re-alocation between logical partitions including setting of sharing specifications as well as run-time adding/removing/setting parameters of resources in the system. It remains an open question how to properly tune parameters of the operating system using the provided virtualization facilities to obtain the best efficiency for a given application program. The paper presents the results of experiments which study the effects of tuning the disk subsystem parameters under the IBM AIX 5L operating system with the use of the provided virtualization facilities on the resulting application execution performance. The results show that even small deterioration in the resource pool status requires an immediate adaptation of the operating system parameters to maintain the required performance. The sixth paper ``HeteroPBLAS: A Set of Parallel Basic Linear Algebra Subprograms Optimized for Heterogeneous Computational Clusters'' is by Ravi Reddy, Alexey Lastovetsky and Pedro Alonso from University College Dublin in Ireland and Polytechnic University of Valencia in Spain. The paper concerns the methodology for parallelization of linear algebra computations for execution in heterogeneous cluster environments. The design of the HeteroPBLAS library (Parallel Basic Linear Algebra Subprograms) for heterogeneous computational clusters is presented. The main contribution of the paper is the automation of the parallelization and optimization of the PBLAS, which is done by means of a special user interface and the underlying set of functions. An important element is here a performance model that is based on program code instrumentation, which determines parameters of the application and the executive heterogeneous platform relevant for execution performance of parallel code. The parameter values specified for or returned by execution of the performance model functions are next used for generation and optimal mapping of the parallel code of the library subroutines. The proposed approach is illustrated by experimental results of execution of optimized HeteroPBLAS programs on homogeneous and heterogeneous computing clusters. Marek Tudruj

Seepage criteria based optimal design of water retaining structures with reliability quantification utilizing surrogate model linked simulation-optimization approach

This paper studies a class of renewable resource allocation problems for the processing of dynamically arriving tasks with deterministic deadlines. This class of problems has many applications, however, it conforms to neither the standard resource allocation model nor the standard optimal control model. A new problem formulation has to be developed and analyzed to provide a satisfactory solution. In this paper, a new formulation is presented. By augmenting the state variabls, the problem is converted into a Markovian decision problem. It can then be treated, at least in principle, by using the stochastic dynamic programming (SDP) method. However, since the system dynamics involves the evolution of sets (of tasks and resources), the implementation of the dynamic programming equation is by no means straightforward. For a problem with infinite planning horizon, the optimal strategy is shown to be stationary under mild conditions. An SDP algorithm based on a successive approximation technique is developed to obtain the optimal stationary strategy. The implementation of the algorithm employs a special coding scheme to handle set variables, and utilizes a dominance property for computational efficiency. Effects of key system parameters on optimal decisions are investigated and analyzed through numerical examples. As the computational complexity of the algorithm is of exponential increase, practical applications of the algorithm is limited to problems of moderate size. Two heuristic rules are therefore investigated and compared to the optimal policy.

We have developed a new derivative-free algorithm based on Radial Basis Functions (RBFs). Derivative-free optimization is an active field of research and several algorithms have been proposed recently. Problems of this nature in the industrial setting are quite frequent. The reason is that in a number of applications the optimization process contains simulation packages which are treated as black boxes. The development of our own algorithm was originally motivated by an application in biomedical imaging: the medical image registration problem. The particular characteristics of this problem have incited us to develop a new optimization algorithm based on trust-region methods. However it has been designed to be generic and to be applied to a wide range of problems. The main originality of our approach is the use of RBFs to build the models. In particular we have adapted the existing theory based on quadratic models to our own models and developed new procedures especially designed for models based on RBFs. We have tested our algorithm called BOOSTERS against state-of-the-art methods (UOBYQA, NEWUOA, DFO). On the medical image registration problem, BOOSTERS appears to be the method of choice. The tests on problems from the CUTEr collection show that BOOSTERS is comparable to, but not better than other methods on small problems (size 2-20). It is performing very well for medium size problems (20-80). Moreover, it is able to solve problems of dimension 200, which is considered very large in derivative-free optimization. We have also developed a new class of algorithms combining the robustness of derivative-free algorithms with the faster rate of convergence characterizing Newtonlike-methods. In fact, they define a new class of algorithms lying between derivative-free optimization and quasi-Newton methods. These algorithms are built on the skeleton of our derivative-free algorithm but they can incorporate the gradient when it is available. They can be interpreted as a way of doping derivative-free algorithms with derivatives. If the derivatives are available at each iteration, then our method can be seen as an alternative to quasi-Newton methods. At the opposite, if the derivatives are never evaluated, then the algorithm is totally similar to BOOSTERS. It is a very interesting alternative to existing methods for problems whose objective function is expensive to evaluate and when the derivatives are not available. In this situation, the gradient can be approximated by finite differences and its costs corresponds to n additional function evaluations assuming that Rn is the domain of definition of the objective function. We have compared our method with CFSQP and BTRA, two gradient-based algorithms, and the results show that our doped method performs best. We have also a theoretical analysis of the medical image registration problem based on maximization of mutual information. Most of the current research in this field is concentrated on registration based on nonlinear image transformation. However, little attention has been paid to the theoretical properties of the optimization problem. In our analysis, we focus on the continuity and the differentiability of the objective function. We show in particular that performing a registration without extension of the reference image may lead to discontinuities in the objective function. But we demonstrate that, under some mild assumptions, the function is differentiable almost everywhere. Our analysis is important from an optimization point of view and conditions the choice of a solver. The usual practice is to use generic optimization packages without worrying about the differentiability of the objective function. But the use of gradient-based methods when the objective function is not differentiable may result in poor performance or even in absence of convergence. One of our objectives with this analysis is also that practitioners become aware of these problems and to propose them new algorithms having a potential interest for their applications.

Virtual earthquake engineering laboratory with physics-based degrading materials on parallel computers

Gaussian processes (Kriging) are interpolating data-driven models that are frequently applied in various disciplines. Often, Gaussian processes are trained on datasets and are subsequently embedded as surrogate models in optimization problems. These optimization problems are nonconvex and global optimization is desired. However, previous literature observed computational burdens limiting deterministic global optimization to Gaussian processes trained on few data points. We propose a reduced-space formulation for deterministic global optimization with trained Gaussian processes embedded. For optimization, the branch-and-bound solver branches only on the free variables and McCormick relaxations are propagated through explicit Gaussian process models. The approach also leads to significantly smaller and computationally cheaper subproblems for lower and upper bounding. To further accelerate convergence, we derive envelopes of common covariance functions for GPs and tight relaxations of acquisition functions used in Bayesian optimization including expected improvement, probability of improvement, and lower confidence bound. In total, we reduce computational time by orders of magnitude compared to state-of-the-art methods, thus overcoming previous computational burdens. We demonstrate the performance and scaling of the proposed method and apply it to Bayesian optimization with global optimization of the acquisition function and chance-constrained programming. The Gaussian process models, acquisition functions, and training scripts are available open-source within the “MeLOn—MachineLearning Models for Optimization” toolbox (https://git.rwth-aachen.de/avt.svt/public/MeLOn).

Proteins are cellular macromolecules made up of linear chains of amino acids that adopt a unique three-dimensional structure to carry out specific biological functions. Amongst various computational approaches developed for Protein Structure Prediction (PSP), ab initio methods perform the prediction without prior knowledge of known structures. However, due to huge computational complexity incurred by these methods, simplified hydrophobic-polar (HP) models are often used for the investigations. Despite this simplicity, PSP continues to be a hard combinatorial optimization problem requiring development of efficient heuristic search techniques. Memetic algorithm (MA), with its flexible architecture, encompasses the strength of both local and global search and has shown promise in solving problems with complex search landscape, including PSP. This thesis is focused on developing an effective ab initio technique under a suitable MA framework for solving the PSP problem using low resolution HP models. To enhance the effectiveness of the MA, a mechanism is devised to include knowledge from the problem domain by exploiting the concept of hydrophobic-core (H-core) formation. The size of the maximal possible H-core is estimated and the approximation is validated by our proposed deterministic search technique. Further, a new knowledge-based initial population generation technique ensures generating conformations which are not only valid, but also maintain diversity in the population. This helps to commence the search with good seeds leading towards faster convergence. While solving the PSP problem using MA, the greatest intricacy arises from the complex nature of its multi-modal landscape. Like all the evolutionary algorithms (EAs), MAs have the tendency to get trapped into local minima due to selection pressure and genetic drift induced by the genetic operators, and techniques are necessary to surmount this difficulty. A novel parental selection technique called “Adaptive Strategy for Assortative Mating” is developed that dynamically distributes the re production opportunity among the individuals of the population to boost the effectiveness of cross-over. Further, a new survival selection strategy, namely “Sib-based Survival Selection”, prevents the rapid spread of genetic material from a particular individual to other members in the population, ensuring the concurrent preservation of several potential solutions, and restricting premature convergence. A new diversification mechanism, namely “Memory-based Diversification”, systematically diversifies the population by introducing new genetic material whenever it gets stuck at local peaks and allows it to proceed for further progress. An extensive experimental analysis is also reported on the influence of all three techniques proposed to maintain the diversity of population. Furthermore, in order to carry out the conformational search efficiently, especially with the increase in sequence length, the optimization technique is designed such that it provides an effective balance between exploration and exploitation. A robust Multimodal Memetic Framework has been developed where optimization is accomplished in hierarchical stages. The population of each stage is partitioned into three different states: an Exploratory state to locate promising peaks, an Exploitative state to fine-tune the solutions found in the Exploratory state of the previous stage, and finally, a Central state to carry out the formation of potential solutions to explore the undiscovered regions. Non-identical genetic operators have been implemented in each state to balance the exploration and exploitation by employing necessary selection pressure and diversity. A non-isomorphic encoding based technique has been developed to capture the sub-structures that are representing a particular region. Furthermore, a novel local search technique exploits already explored fit individuals by employing the knowledge of sub-structures. The efficacy of the proposed framework is demonstrated with an adequate number of distinctive data sets and comparison with state-of-the-art methods.

Hammerstein–Wiener models constitute a significant class of block-structured dynamic models, as they approximate process nonlinearities on the basis of input–output data without requiring identification of a full nonlinear process model. Optimization problems with Hammerstein–Wiener models embedded are nonconvex, and thus local optimization methods may obtain suboptimal solutions. In this work, we develop a deterministic global optimization strategy that exploits the specific structure of Hammerstein–Wiener models to extend existing theory on global optimization of systems with linear dynamics. At first, we discuss alternative formulations of the dynamic optimization problem with Hammerstein–Wiener models embedded, demonstrating that careful selection of the optimization variables of the problem can offer significant numerical advantages to the solution approach. Then, we develop convex relaxations for the proposed optimization problem and discuss implementation aspects to obtain the global solution focusing on a control parametrization technique. Finally, we apply our optimization strategy to case studies comprising both offline and online dynamic optimization problems. The results confirm an improved computational performance of the proposed solution approach over alternative options not exploiting the linear dynamics for all considered examples. They also underline the tractability of deterministic global dynamic optimization when using few control intervals in online applications like nonlinear model predictive control.

During the last three decades, the research area of systems engineering has emerged as a domain of fundamental importance and major impact within chemical engineering, as well as a cornerstone area in interdisciplinary research initiatives with computer science, operations research, applied mathematics, materials and life sciences. This is attributed to the unique characteristics of systems engineering which are the combination of analysis and synthesis for the design, optimization, and operation of processes and products. The product and process discovery research efforts are founded on fundamental advances in mathematical modeling, optimization theory and algorithms, and insights derived either from existing operations and/or from biology, chemistry, and physics. The fundamental advances are epitomized through new theoretical, algorithmic, and modeling frameworks for (a) mixed-integer linear and nonlinear optimization, (b) deterministic global optimization, and (c) dynamic simulation and optimization. The proposed modeling and optimization approaches have multiscale applications ranging from macroscopic to mesoscopic to microscopic systems, and which provide a natural and fundamental link between systems engineering, computational chemistry, computational biology and systems biology. Approaches based on mixed-integer linear and nonlinear optimization which were typically identified with process synthesis, scheduling and planning applications, have entered the domains of gene regulatory networks, metabolic networks, signal transduction networks, beta-sheet topology prediction in proteins, de novo peptide and protein design, DNA recombination, phase problem in X-ray crystallography, side chain optimization in protein prediction, peptide identification via tandem mass spectroscopy. Approaches based on deterministic global optimization associated with process design, synthesis, scheduling, and pooling/blending applications, are now in the main stream of product design, structure prediction in protein folding, dynamics of protein folding, NMR protein structure refinement, and de novo protein design. Approaches based on dynamic models and large scale optimization which were identified with process models and their applications, are suited for metabolic and signal transduction networks. As a result, a synergism between systems engineering, computational biology, and systems biology has evolved gradually, opened new research avenues and has reached the stage where fascinating research contributions address important questions in computational biology with methods and tools from systems engineering which combine mathematical rigor with key biological insights. This article provides a perspective on the challenges and opportunities that emerge from the fundamental developments in the research fields of systems engineering and computational biology. The advances in the areas of deterministic global optimization and process scheduling are introduced first, followed by their respective research opportunities. The revolution of genomics is discussed next with a particular focus on the advances and challenges in the areas of structure prediction in protein folding, de novo peptide and protein design, and peptide and protein identification via tandem mass spectroscopy. This article is based on material presented as an invited talk at the session on “The Future of Chemical Engineering Research III” during the 2004 annual AIChE meeting.