Decomposition and reformulation of integer linear programming problems

This thesis deals with an investigation of Decomposition and Reformulation to solve Integer Linear Programming Problems. This method is often a very successful approach computationally, producing high-quality solutions for well-structured combinatorial optimization problems like vehicle routing, cutting stock, p-median and generalized assignment . However, until now the method has always been tailored to the specific problem under investigation. The principal innovation of this thesis is to develop a new framework able to apply this concept to a generic MIP problem. The new approach is thus capable of auto-decomposition and autoreformulation of the input problem applicable as a resolving black box algorithm and works as a complement and alternative to the normal resolving techniques. The idea of Decomposing and Reformulating (usually called in literature Dantzig and Wolfe Decomposition DWD) is, given a MIP, to convexify one (or more) subset(s) of constraints (slaves) and working on the partially convexified polyhedron(s) obtained. For a given MIP several decompositions can be defined depending from what sets of constraints we want to convexify. In this thesis we mainly reformulate MIPs using two sets of variables: the original variables and the extended variables (representing the exponential extreme points). The master constraints consist of the original constraints not included in any slaves plus the convexity constraint(s) and the linking constraints(ensuring that each original variable can be viewed as linear combination of extreme points of the slaves). The solution procedure consists of iteratively solving the reformulated MIP (master) and checking (pricing) if a variable of reduced costs exists, and in which case adding it to the master and solving it again (columns generation), or otherwise stopping the procedure. The advantage of using DWD is that the reformulated relaxation gives bounds stronger than the original LP relaxation, in addition it can be incorporated in a Branch and bound scheme (Branch and Price) in order to solve the problem to optimality. If the computational time for the pricing problem is reasonable this leads in practice to a stronger speed up in the solution time, specially when the convex hull of the slaves is easy to compute, usually because of its special structure.

Enhanced Mixed Integer Programming Techniques and Routing Problems

Mixed integer programming is up today one of the most widely used techniques for dealing with hard optimization problems. On the one side, many practical optimization problems arising from real-world applications (such as, e.g., scheduling, project planning, transportation, telecommunications, economics and finance, timetabling, etc) can be easily and effectively formulated as Mixed Integer linear Programs (MIPs). On the other hand, 50 and more years of intensive research has dramatically improved on the capability of the current generation of MIP solvers to tackle hard problems in practice. However, many questions are still open and not fully understood, and the mixed integer programming community is still more than active in trying to answer some of these questions. As a consequence, a huge number of papers are continuously developed and new intriguing questions arise every year. When dealing with MIPs, we have to distinguish between two different scenarios. The first one happens when we are asked to handle a general MIP and we cannot assume any special structure for the given problem. In this case, a Linear Programming (LP) relaxation and some integrality requirements are all we have for tackling the problem, and we are ``forced" to use some general purpose techniques. The second one happens when mixed integer programming is used to address a somehow structured problem. In this context, polyhedral analysis and other theoretical and practical considerations are typically exploited to devise some special purpose techniques. This thesis tries to give some insights in both the above mentioned situations. The first part of the work is focused on general purpose cutting planes, which are probably the key ingredient behind the success of the current generation of MIP solvers. Chapter 1 presents a quick overview of the main ingredients of a branch-and-cut algorithm, while Chapter 2 recalls some results from the literature in the context of disjunctive cuts and their connections with Gomory mixed integer cuts. Chapter 3 presents a theoretical and computational investigation of disjunctive cuts. In particular, we analyze the connections between different normalization conditions (i.e., conditions to truncate the cone associated with disjunctive cutting planes) and other crucial aspects as cut rank, cut density and cut strength. We give a theoretical characterization of weak rays of the disjunctive cone that lead to dominated cuts, and propose a practical method to possibly strengthen those cuts arising from such weak extremal solution. Further, we point out how redundant constraints can affect the quality of the generated disjunctive cuts, and discuss possible ways to cope with them. Finally, Chapter 4 presents some preliminary ideas in the context of multiple-row cuts. Very recently, a series of papers have brought the attention to the possibility of generating cuts using more than one row of the simplex tableau at a time. Several interesting theoretical results have been presented in this direction, often revisiting and recalling other important results discovered more than 40 years ago. However, is not clear at all how these results can be exploited in practice. As stated, the chapter is a still work-in-progress and simply presents a possible way for generating two-row cuts from the simplex tableau arising from lattice-free triangles and some preliminary computational results. The second part of the thesis is instead focused on the heuristic and exact exploitation of integer programming techniques for hard combinatorial optimization problems in the context of routing applications. Chapters 5 and 6 present an integer linear programming local search algorithm for Vehicle Routing Problems (VRPs). The overall procedure follows a general destroy-and-repair paradigm (i.e., the current solution is first randomly destroyed and then repaired in the attempt of finding a new improved solution) where a class of exponential neighborhoods are iteratively explored by heuristically solving an integer programming formulation through a general purpose MIP solver. Chapters 7 and 8 deal with exact branch-and-cut methods. Chapter 7 presents an extended formulation for the Traveling Salesman Problem with Time Windows (TSPTW), a generalization of the well known TSP where each node must be visited within a given time window. The polyhedral approaches proposed for this problem in the literature typically follow the one which has been proven to be extremely effective in the classical TSP context. Here we present an overall (quite) general idea which is based on a relaxed discretization of time windows. Such an idea leads to a stronger formulation and to stronger valid inequalities which are then separated within the classical branch-and-cut framework. Finally, Chapter 8 addresses the branch-and-cut in the context of Generalized Minimum Spanning Tree Problems (GMSTPs) (i.e., a class of NP-hard generalizations of the classical minimum spanning tree problem). In this chapter, we show how some basic ideas (and, in particular, the usage of general purpose cutting planes) can be useful to improve on branch-and-cut methods proposed in the literature.

Network assimilation methodology and sectorization of water distribution systems by graph mining and optimization algorithm

Water Distribution Networks (WDNs) play a vital importance rule in communities, ensuring well-being band supporting economic growth and productivity. The need for greater investment requires design choices will impact on the efficiency of management in the coming decades. This thesis proposes an algorithmic approach to address two related problems:(i) identify the fundamental asset of large WDNs in terms of main infrastructure;(ii) sectorize large WDNs into isolated sectors in order to respect the minimum service to be guaranteed to users. Two methodologies have been developed to meet these objectives and subsequently they were integrated to guarantee an overall process which allows to optimize the sectorized configuration of WDN taking into account the needs to integrated in a global vision the two problems (i) and (ii). With regards to the problem (i), the methodology developed introduces the concept of primary network to give an answer with a dual approach, of connecting main nodes of WDN in terms of hydraulic infrastructures (reservoirs, tanks, pumps stations) and identifying hypothetical paths with the minimal energy losses. This primary network thus identified can be used as an initial basis to design the sectors. The sectorization problem (ii) has been faced using optimization techniques by the development of a new dedicated Tabu Search algorithm able to deal with real case studies of WDNs. For this reason, three new large WDNs models have been developed in order to test the capabilities of the algorithm on different and complex real cases. The developed methodology also allows to automatically identify the deficient parts of the primary network and dynamically includes new edges in order to support a sectorized configuration of the WDN. The application of the overall algorithm to the new real case studies and to others from literature has given applicable solutions even in specific complex situations.

Algorithms for network design and routing problems

In this thesis we study three combinatorial optimization problems belonging to the classes of Network Design and Vehicle Routing problems that are strongly linked in the context of the design and management of transportation networks: the Non-Bifurcated Capacitated Network Design Problem (NBP), the Period Vehicle Routing Problem (PVRP) and the Pickup and Delivery Problem with Time Windows (PDPTW). These problems are NP-hard and contain as special cases some well known difficult problems such as the Traveling Salesman Problem and the Steiner Tree Problem. Moreover, they model the core structure of many practical problems arising in logistics and telecommunications. The NBP is the problem of designing the optimum network to satisfy a given set of traffic demands. Given a set of nodes, a set of potential links and a set of point-to-point demands called commodities, the objective is to select the links to install and dimension their capacities so that all the demands can be routed between their respective endpoints, and the sum of link fixed costs and commodity routing costs is minimized. The problem is called non- bifurcated because the solution network must allow each demand to follow a single path, i.e., the flow of each demand cannot be splitted. Although this is the case in many real applications, the NBP has received significantly less attention in the literature than other capacitated network design problems that allow bifurcation. We describe an exact algorithm for the NBP that is based on solving by an integer programming solver a formulation of the problem strengthened by simple valid inequalities and four new heuristic algorithms. One of these heuristics is an adaptive memory metaheuristic, based on partial enumeration, that could be applied to a wider class of structured combinatorial optimization problems. In the PVRP a fleet of vehicles of identical capacity must be used to service a set of customers over a planning period of several days. Each customer specifies a service frequency, a set of allowable day-combinations and a quantity of product that the customer must receive every time he is visited. For example, a customer may require to be visited twice during a 5-day period imposing that these visits take place on Monday-Thursday or Monday-Friday or Tuesday-Friday. The problem consists in simultaneously assigning a day- combination to each customer and in designing the vehicle routes for each day so that each customer is visited the required number of times, the number of routes on each day does not exceed the number of vehicles available, and the total cost of the routes over the period is minimized. We also consider a tactical variant of this problem, called Tactical Planning Vehicle Routing Problem, where customers require to be visited on a specific day of the period but a penalty cost, called service cost, can be paid to postpone the visit to a later day than that required. At our knowledge all the algorithms proposed in the literature for the PVRP are heuristics. In this thesis we present for the first time an exact algorithm for the PVRP that is based on different relaxations of a set partitioning-like formulation. The effectiveness of the proposed algorithm is tested on a set of instances from the literature and on a new set of instances. Finally, the PDPTW is to service a set of transportation requests using a fleet of identical vehicles of limited capacity located at a central depot. Each request specifies a pickup location and a delivery location and requires that a given quantity of load is transported from the pickup location to the delivery location. Moreover, each location can be visited only within an associated time window. Each vehicle can perform at most one route and the problem is to satisfy all the requests using the available vehicles so that each request is serviced by a single vehicle, the load on each vehicle does not exceed the capacity, and all locations are visited according to their time window. We formulate the PDPTW as a set partitioning-like problem with additional cuts and we propose an exact algorithm based on different relaxations of the mathematical formulation and a branch-and-cut-and-price algorithm. The new algorithm is tested on two classes of problems from the literature and compared with a recent branch-and-cut-and-price algorithm from the literature.

Design and Computation of Warped Time-Frequency Transforms

In this work we introduce an analytical approach for the frequency warping transform. Criteria for the design of operators based on arbitrary warping maps are provided and an algorithm carrying out a fast computation is defined. Such operators can be used to shape the tiling of time-frequency plane in a flexible way. Moreover, they are designed to be inverted by the application of their adjoint operator. According to the proposed mathematical model, the frequency warping transform is computed by considering two additive operators: the first one represents its nonuniform Fourier transform approximation and the second one suppresses aliasing. The first operator is known to be analytically characterized and fast computable by various interpolation approaches. A factorization of the second operator is found for arbitrary shaped non-smooth warping maps. By properly truncating the operators involved in the factorization, the computation turns out to be fast without compromising accuracy.

Determination of bioactive and potentially toxic compounds in food: raw material analysis and shelf life evaluation

"Bioactive compounds" are extranutritional constituents that typically occur in small quantities in food. They are being intensively studied to evaluate their effects on health. Bioactive compounds include both water soluble compounds, such as phenolics, and lipidic substances such as n-3 fatty acids, tocopherols and sterols. Phenolic compounds, tocopherols and sterols are present in all plants and have been studied extensively in cereals, nuts and oil. n-3 fatty acids are present in fish and all around the vegetable kingdom. The aim of the present work was the determination of bioactive and potentially toxic compounds in cereal based foods and nuts. The first section of this study was focused on the determination of bioactive compounds in cereals. Because of that the different forms of phytosterols were investigated in hexaploid and tetraploid wheats. Hexaploid cultivars were the best source of esterified sterols (40.7% and 37.3% of total sterols for Triticum aestivum and Triticum spelta, respectively). Significant amounts of free sterols (65.5% and 60.7% of total sterols for Triticum durum and Triticum dicoccon, respectively) were found in the tetraploid cultivars. Then, free and bound phenolic compounds were identified in barley flours. HPLCESI/ MSD analysis in negative and positive ion mode established that barley free flavan-3- ols and proanthocyanidins were four dimers and four trimers having (epi)catechin and/or (epi)gallocatechin (C and/or GC) subunits. Hydroxycinnamic acids and their derivatives were the main bound phenols in barley flours. The results obtained demonstrated that barley flours were rich in phenolic compounds that showed high antioxidant activity. The study also examined the relationships between phenolic compounds and lipid oxidation of bakery. To this purpose, the investigated barley flours were used in the bakery production. The formulated oven products presented an interesting content of phenolic compounds, but they were not able to contain the lipid oxidation. Furthermore, the influence of conventional packaging on lipid oxidation of pasta was evaluated in n-3 enriched spaghetti and egg spaghetti. The results proved that conventional packaging was not appropriated to preserve pasta from lipid oxidation; in fact, pasta that was exposed to light showed a high content of potentially toxic compounds derived from lipid oxidation (such as peroxide, oxidized fatty acids and COPs). In the second section, the content of sterols, phenolic compounds, n-3 fatty acids and tocopherols in walnuts were reported. Rapid analytical techniques were used to analyze the lipid fraction and to characterize phenolic compounds in walnuts. Total lipid chromatogram was used for the simultaneous determination of the profile of sterols and tocopherols. Linoleic and linolenic acids were the most representative n-6 and n-3 essential dietary fatty acids present in these nuts. Walnuts contained substantial amounts of γ- and δ-tocopherol, which explained their antioxidant properties. Sitosterol, Δ5-avenasterol and campesterol were the major free sterols found. Capillary electrophoresis coupled to DAD and microTOF was utilized to determine phenolic content of walnut. A new compound in walnut ((2E,4E)- 8-hydroxy-2,7-dimethyl-2,4-decadiene-1,10-dioic acid 6-O-β-D-glucopiranosyl ester, [M−H]− 403.161m/z) with a structure similar to glansreginins was also identified. Phenolic compounds corresponded to 14–28% of total polar compounds quantified. Aglycone and glycosylated ellagic acid represented the principal components and account for 64–75% of total phenols in walnuts. However, the sum of glansreginins A, B and ((2E,4E)-8-hydroxy- 2,7-dimethyl-2,4-decadiene-1,10-dioic acid 6-O-β-D-glucopiranosyl ester was in the range of 72–86% of total quantified compounds.

Oblique ionograms automatic scaling and eikonal based ray tracing

A method for automatic scaling of oblique ionograms has been introduced. This method also provides a rejection procedure for ionograms that are considered to lack sufficient information, depicting a very good success rate. Observing the Kp index of each autoscaled ionogram, can be noticed that the behavior of the autoscaling program does not depend on geomagnetic conditions. The comparison between the values of the MUF provided by the presented software and those obtained by an experienced operator indicate that the procedure developed for detecting the nose of oblique ionogram traces is sufficiently efficient and becomes much more efficient as the quality of the ionograms improves. These results demonstrate the program allows the real-time evaluation of MUF values associated with a particular radio link through an oblique radio sounding. The automatic recognition of a part of the trace allows determine for certain frequencies, the time taken by the radio wave to travel the path between the transmitter and receiver. The reconstruction of the ionogram traces, suggests the possibility of estimating the electron density between the transmitter and the receiver, from an oblique ionogram. The showed results have been obtained with a ray-tracing procedure based on the integration of the eikonal equation and using an analytical ionospheric model with free parameters. This indicates the possibility of applying an adaptive model and a ray-tracing algorithm to estimate the electron density in the ionosphere between the transmitter and the receiver An additional study has been conducted on a high quality ionospheric soundings data set and another algorithm has been designed for the conversion of an oblique ionogram into a vertical one, using Martyn's theorem. This allows a further analysis of oblique soundings, throw the use of the INGV Autoscala program for the automatic scaling of vertical ionograms.

Methods for integrating machine learning and constrained optimization

In the framework of industrial problems, the application of Constrained Optimization is known to have overall very good modeling capability and performance and stands as one of the most powerful, explored, and exploited tool to address prescriptive tasks. The number of applications is huge, ranging from logistics to transportation, packing, production, telecommunication, scheduling, and much more. The main reason behind this success is to be found in the remarkable effort put in the last decades by the OR community to develop realistic models and devise exact or approximate methods to solve the largest variety of constrained or combinatorial optimization problems, together with the spread of computational power and easily accessible OR software and resources. On the other hand, the technological advancements lead to a data wealth never seen before and increasingly push towards methods able to extract useful knowledge from them; among the data-driven methods, Machine Learning techniques appear to be one of the most promising, thanks to its successes in domains like Image Recognition, Natural Language Processes and playing games, but also the amount of research involved. The purpose of the present research is to study how Machine Learning and Constrained Optimization can be used together to achieve systems able to leverage the strengths of both methods: this would open the way to exploiting decades of research on resolution techniques for COPs and constructing models able to adapt and learn from available data. In the first part of this work, we survey the existing techniques and classify them according to the type, method, or scope of the integration; subsequently, we introduce a novel and general algorithm devised to inject knowledge into learning models through constraints, Moving Target. In the last part of the thesis, two applications stemming from real-world projects and done in collaboration with Optit will be presented.

Modelling, simulation and control of rotary-wing aircraft in multi-agent scenario

The topic of this thesis is the design and the implementation of mathematical models and control system algorithms for rotary-wing unmanned aerial vehicles to be used in cooperative scenarios. The use of rotorcrafts has many attractive advantages, since these vehicles have the capability to take-off and land vertically, to hover and to move backward and laterally. Rotary-wing aircraft missions require precise control characteristics due to their unstable and heavy coupling aspects. As a matter of fact, flight test is the most accurate way to evaluate flying qualities and to test control systems. However, it may be very expensive and/or not feasible in case of early stage design and prototyping. A good compromise is made by a preliminary assessment performed by means of simulations and a reduced flight testing campaign. Consequently, having an analytical framework represents an important stage for simulations and control algorithm design. In this work mathematical models for various helicopter configurations are implemented. Different flight control techniques for helicopters are presented with theoretical background and tested via simulations and experimental flight tests on a small-scale unmanned helicopter. The same platform is used also in a cooperative scenario with a rover. Control strategies, algorithms and their implementation to perform missions are presented for two main scenarios. One of the main contributions of this thesis is to propose a suitable control system made by a classical PID baseline controller augmented with L1 adaptive contribution. In addition a complete analytical framework and the study of the dynamics and the stability of a synch-rotor are provided. At last, the implementation of cooperative control strategies for two main scenarios that include a small-scale unmanned helicopter and a rover.

Coordinated Control of Robotic Swarms in Unknown Environments

This thesis gathers the work carried out by the author in the last three years of research and it concerns the study and implementation of algorithms to coordinate and control a swarm of mobile robots moving in unknown environments. In particular, the author's attention is focused on two different approaches in order to solve two different problems. The first algorithm considered in this work deals with the possibility of decomposing a main complex task in many simple subtasks by exploiting the decentralized implementation of the so called \emph{Null Space Behavioral} paradigm. This approach to the problem of merging different subtasks with assigned priority is slightly modified in order to handle critical situations that can be detected when robots are moving through an unknown environment. In fact, issues can occur when one or more robots got stuck in local minima: a smart strategy to avoid deadlock situations is provided by the author and the algorithm is validated by simulative analysis. The second problem deals with the use of concepts borrowed from \emph{graph theory} to control a group differential wheel robots by exploiting the Laplacian solution of the consensus problem. Constraints on the swarm communication topology have been introduced by the use of a range and bearing platform developed at the Distributed Intelligent Systems and Algorithms Laboratory (DISAL), EPFL (Lausanne, CH) where part of author's work has been carried out. The control algorithm is validated by demonstration and simulation analysis and, later, is performed by a team of four robots engaged in a formation mission. To conclude, the capabilities of the algorithm based on the local solution of the consensus problem for differential wheel robots are demonstrated with an application scenario, where nine robots are engaged in a hunting task.

Verso una sociologia della sostenibilità: il caso delle Città in Transizione. Prospettive e limiti di un percorso bottom-up

Oggetto di indagine del lavoro è il movimento ambientalista e culturale delle Città in Transizione che rappresentano esperimenti di ri-localizzazione delle risorse volte a preparare le comunità (paesi, città, quartieri) ad affrontare la duplice sfida del cambiamento climatico e del picco del petrolio. A partire dal Regno Unito, la rete delle Transition Towns si è in pochi anni estesa significativamente e conta oggi più di mille iniziative. L’indagine di tale movimento ha richiesto in prima battuta di focalizzare l’attenzione sul campo disciplinare della sociologia dell’ambiente. L’attenzione si è concentrata sul percorso di riconoscimento che ha reso la sociologia dell’ambiente una branca autonoma e sul percorso teorico-concettuale che ha caratterizzato la profonda spaccatura paradigmatica proposta da Catton e Dunlap, che hanno introdotto nel dibattito sociologico il Nuovo Paradigma Ecologico, prendendo le distanze dalla tradizionale visione antropocentrica della sociologia classica. Vengono poi presentate due delle più influenti prospettive teoriche della disciplina, quella del Treadmill of Production e la più attuale teoria della modernizzazione ecologica. La visione che viene adottata nel lavoro di tesi è quella proposta da Spaargaren, fautore della teoria della modernizzazione ecologica, secondo il quale la sociologia dell’ambiente può essere collocata in uno spazio intermedio che sta tra le scienze ambientali e la sociologia generale, evidenziando una vocazione interdisciplinare richiamata anche dal dibattito odierno sulla sostenibilità. Ma le evidenze empiriche progressivamente scaturite dallo studio di questo movimento che si autodefinisce culturale ed ambientalista hanno richiesto una cornice teorica più ampia, quella della modernità riflessiva e della società del rischio, in grado di fornire categorie concettuali spendibili nella descrizione dei problemi ambientali e nell’indagine del mutamento socio-culturale e dei suoi attori. I riferimenti empirici dello studio sono tre specifiche realtà locali in Transizione: York in Transition per il Regno Unito, Monteveglio (Bo) e Scandiano (Re) in Transizione per l’Italia.

Spectrum Sensing Algorithms for Cognitive Radio Applications

Future wireless communications systems are expected to be extremely dynamic, smart and capable to interact with the surrounding radio environment. To implement such advanced devices, cognitive radio (CR) is a promising paradigm, focusing on strategies for acquiring information and learning. The first task of a cognitive systems is spectrum sensing, that has been mainly studied in the context of opportunistic spectrum access, in which cognitive nodes must implement signal detection techniques to identify unused bands for transmission. In the present work, we study different spectrum sensing algorithms, focusing on their statistical description and evaluation of the detection performance. Moving from traditional sensing approaches we consider the presence of practical impairments, and analyze algorithm design. Far from the ambition of cover the broad spectrum of spectrum sensing, we aim at providing contributions to the main classes of sensing techniques. In particular, in the context of energy detection we studied the practical design of the test, considering the case in which the noise power is estimated at the receiver. This analysis allows to deepen the phenomenon of the SNR wall, providing the conditions for its existence and showing that presence of the SNR wall is determined by the accuracy of the noise power estimation process. In the context of the eigenvalue based detectors, that can be adopted by multiple sensors systems, we studied the practical situation in presence of unbalances in the noise power at the receivers. Then, we shift the focus from single band detectors to wideband sensing, proposing a new approach based on information theoretic criteria. This technique is blind and, requiring no threshold setting, can be adopted even if the statistical distribution of the observed data in not known exactly. In the last part of the thesis we analyze some simple cooperative localization techniques based on weighted centroid strategies.

Frequency domain analysis of stationary time series

This thesis provides a necessary and sufficient condition for asymptotic efficiency of a nonparametric estimator of the generalised autocovariance function of a Gaussian stationary random process. The generalised autocovariance function is the inverse Fourier transform of a power transformation of the spectral density, and encompasses the traditional and inverse autocovariance functions. Its nonparametric estimator is based on the inverse discrete Fourier transform of the same power transformation of the pooled periodogram. The general result is then applied to the class of Gaussian stationary ARMA processes and its implications are discussed. We illustrate that for a class of contrast functionals and spectral densities, the minimum contrast estimator of the spectral density satisfies a Yule-Walker system of equations in the generalised autocovariance estimator. Selection of the pooling parameter, which characterizes the nonparametric estimator of the generalised autocovariance, controlling its resolution, is addressed by using a multiplicative periodogram bootstrap to estimate the finite-sample distribution of the estimator. A multivariate extension of recently introduced spectral models for univariate time series is considered, and an algorithm for the coefficients of a power transformation of matrix polynomials is derived, which allows to obtain the Wold coefficients from the matrix coefficients characterizing the generalised matrix cepstral models. This algorithm also allows the definition of the matrix variance profile, providing important quantities for vector time series analysis. A nonparametric estimator based on a transformation of the smoothed periodogram is proposed for estimation of the matrix variance profile.