27 resultados para Convex optimization problem
em AMS Tesi di Dottorato - Alm@DL - Università di Bologna
Resumo:
Many combinatorial problems coming from the real world may not have a clear and well defined structure, typically being dirtied by side constraints, or being composed of two or more sub-problems, usually not disjoint. Such problems are not suitable to be solved with pure approaches based on a single programming paradigm, because a paradigm that can effectively face a problem characteristic may behave inefficiently when facing other characteristics. In these cases, modelling the problem using different programming techniques, trying to ”take the best” from each technique, can produce solvers that largely dominate pure approaches. We demonstrate the effectiveness of hybridization and we discuss about different hybridization techniques by analyzing two classes of problems with particular structures, exploiting Constraint Programming and Integer Linear Programming solving tools and Algorithm Portfolios and Logic Based Benders Decomposition as integration and hybridization frameworks.
Resumo:
The wheel - rail contact analysis plays a fundamental role in the multibody modeling of railway vehicles. A good contact model must provide an accurate description of the global contact phenomena (contact forces and torques, number and position of the contact points) and of the local contact phenomena (position and shape of the contact patch, stresses and displacements). The model has also to assure high numerical efficiency (in order to be implemented directly online within multibody models) and a good compatibility with commercial multibody software (Simpack Rail, Adams Rail). The wheel - rail contact problem has been discussed by several authors and many models can be found in the literature. The contact models can be subdivided into two different categories: the global models and the local (or differential) models. Currently, as regards the global models, the main approaches to the problem are the so - called rigid contact formulation and the semi – elastic contact description. The rigid approach considers the wheel and the rail as rigid bodies. The contact is imposed by means of constraint equations and the contact points are detected during the dynamic simulation by solving the nonlinear algebraic differential equations associated to the constrained multibody system. Indentation between the bodies is not permitted and the normal contact forces are calculated through the Lagrange multipliers. Finally the Hertz’s and the Kalker’s theories allow to evaluate the shape of the contact patch and the tangential forces respectively. Also the semi - elastic approach considers the wheel and the rail as rigid bodies. However in this case no kinematic constraints are imposed and the indentation between the bodies is permitted. The contact points are detected by means of approximated procedures (based on look - up tables and simplifying hypotheses on the problem geometry). The normal contact forces are calculated as a function of the indentation while, as in the rigid approach, the Hertz’s and the Kalker’s theories allow to evaluate the shape of the contact patch and the tangential forces. Both the described multibody approaches are computationally very efficient but their generality and accuracy turn out to be often insufficient because the physical hypotheses behind these theories are too restrictive and, in many circumstances, unverified. In order to obtain a complete description of the contact phenomena, local (or differential) contact models are needed. In other words wheel and rail have to be considered elastic bodies governed by the Navier’s equations and the contact has to be described by suitable analytical contact conditions. The contact between elastic bodies has been widely studied in literature both in the general case and in the rolling case. Many procedures based on variational inequalities, FEM techniques and convex optimization have been developed. This kind of approach assures high generality and accuracy but still needs very large computational costs and memory consumption. Due to the high computational load and memory consumption, referring to the current state of the art, the integration between multibody and differential modeling is almost absent in literature especially in the railway field. However this integration is very important because only the differential modeling allows an accurate analysis of the contact problem (in terms of contact forces and torques, position and shape of the contact patch, stresses and displacements) while the multibody modeling is the standard in the study of the railway dynamics. In this thesis some innovative wheel – rail contact models developed during the Ph. D. activity will be described. Concerning the global models, two new models belonging to the semi – elastic approach will be presented; the models satisfy the following specifics: 1) the models have to be 3D and to consider all the six relative degrees of freedom between wheel and rail 2) the models have to consider generic railway tracks and generic wheel and rail profiles 3) the models have to assure a general and accurate handling of the multiple contact without simplifying hypotheses on the problem geometry; in particular the models have to evaluate the number and the position of the contact points and, for each point, the contact forces and torques 4) the models have to be implementable directly online within the multibody models without look - up tables 5) the models have to assure computation times comparable with those of commercial multibody software (Simpack Rail, Adams Rail) and compatible with RT and HIL applications 6) the models have to be compatible with commercial multibody software (Simpack Rail, Adams Rail). The most innovative aspect of the new global contact models regards the detection of the contact points. In particular both the models aim to reduce the algebraic problem dimension by means of suitable analytical techniques. This kind of reduction allows to obtain an high numerical efficiency that makes possible the online implementation of the new procedure and the achievement of performance comparable with those of commercial multibody software. At the same time the analytical approach assures high accuracy and generality. Concerning the local (or differential) contact models, one new model satisfying the following specifics will be presented: 1) the model has to be 3D and to consider all the six relative degrees of freedom between wheel and rail 2) the model has to consider generic railway tracks and generic wheel and rail profiles 3) the model has to assure a general and accurate handling of the multiple contact without simplifying hypotheses on the problem geometry; in particular the model has to able to calculate both the global contact variables (contact forces and torques) and the local contact variables (position and shape of the contact patch, stresses and displacements) 4) the model has to be implementable directly online within the multibody models 5) the model has to assure high numerical efficiency and a reduced memory consumption in order to achieve a good integration between multibody and differential modeling (the base for the local contact models) 6) the model has to be compatible with commercial multibody software (Simpack Rail, Adams Rail). In this case the most innovative aspects of the new local contact model regard the contact modeling (by means of suitable analytical conditions) and the implementation of the numerical algorithms needed to solve the discrete problem arising from the discretization of the original continuum problem. Moreover, during the development of the local model, the achievement of a good compromise between accuracy and efficiency turned out to be very important to obtain a good integration between multibody and differential modeling. At this point the contact models has been inserted within a 3D multibody model of a railway vehicle to obtain a complete model of the wagon. The railway vehicle chosen as benchmark is the Manchester Wagon the physical and geometrical characteristics of which are easily available in the literature. The model of the whole railway vehicle (multibody model and contact model) has been implemented in the Matlab/Simulink environment. The multibody model has been implemented in SimMechanics, a Matlab toolbox specifically designed for multibody dynamics, while, as regards the contact models, the CS – functions have been used; this particular Matlab architecture allows to efficiently connect the Matlab/Simulink and the C/C++ environment. The 3D multibody model of the same vehicle (this time equipped with a standard contact model based on the semi - elastic approach) has been then implemented also in Simpack Rail, a commercial multibody software for railway vehicles widely tested and validated. Finally numerical simulations of the vehicle dynamics have been carried out on many different railway tracks with the aim of evaluating the performances of the whole model. The comparison between the results obtained by the Matlab/ Simulink model and those obtained by the Simpack Rail model has allowed an accurate and reliable validation of the new contact models. In conclusion to this brief introduction to my Ph. D. thesis, we would like to thank Trenitalia and the Regione Toscana for the support provided during all the Ph. D. activity. Moreover we would also like to thank the INTEC GmbH, the society the develops the software Simpack Rail, with which we are currently working together to develop innovative toolboxes specifically designed for the wheel rail contact analysis.
Resumo:
This work presents hybrid Constraint Programming (CP) and metaheuristic methods for the solution of Large Scale Optimization Problems; it aims at integrating concepts and mechanisms from the metaheuristic methods to a CP-based tree search environment in order to exploit the advantages of both approaches. The modeling and solution of large scale combinatorial optimization problem is a topic which has arisen the interest of many researcherers in the Operations Research field; combinatorial optimization problems are widely spread in everyday life and the need of solving difficult problems is more and more urgent. Metaheuristic techniques have been developed in the last decades to effectively handle the approximate solution of combinatorial optimization problems; we will examine metaheuristics in detail, focusing on the common aspects of different techniques. Each metaheuristic approach possesses its own peculiarities in designing and guiding the solution process; our work aims at recognizing components which can be extracted from metaheuristic methods and re-used in different contexts. In particular we focus on the possibility of porting metaheuristic elements to constraint programming based environments, as constraint programming is able to deal with feasibility issues of optimization problems in a very effective manner. Moreover, CP offers a general paradigm which allows to easily model any type of problem and solve it with a problem-independent framework, differently from local search and metaheuristic methods which are highly problem specific. In this work we describe the implementation of the Local Branching framework, originally developed for Mixed Integer Programming, in a CP-based environment. Constraint programming specific features are used to ease the search process, still mantaining an absolute generality of the approach. We also propose a search strategy called Sliced Neighborhood Search, SNS, that iteratively explores slices of large neighborhoods of an incumbent solution by performing CP-based tree search and encloses concepts from metaheuristic techniques. SNS can be used as a stand alone search strategy, but it can alternatively be embedded in existing strategies as intensification and diversification mechanism. In particular we show its integration within the CP-based local branching. We provide an extensive experimental evaluation of the proposed approaches on instances of the Asymmetric Traveling Salesman Problem and of the Asymmetric Traveling Salesman Problem with Time Windows. The proposed approaches achieve good results on practical size problem, thus demonstrating the benefit of integrating metaheuristic concepts in CP-based frameworks.
Resumo:
Traditionally, the study of internal combustion engines operation has focused on the steady-state performance. However, the daily driving schedule of automotive engines is inherently related to unsteady conditions. There are various operating conditions experienced by (diesel) engines that can be classified as transient. Besides the variation of the engine operating point, in terms of engine speed and torque, also the warm up phase can be considered as a transient condition. Chapter 2 has to do with this thermal transient condition; more precisely the main issue is the performance of a Selective Catalytic Reduction (SCR) system during cold start and warm up phases of the engine. The proposal of the underlying work is to investigate and identify optimal exhaust line heating strategies, to provide a fast activation of the catalytic reactions on SCR. Chapters 3 and 4 focus the attention on the dynamic behavior of the engine, when considering typical driving conditions. The common approach to dynamic optimization involves the solution of a single optimal-control problem. However, this approach requires the availability of models that are valid throughout the whole engine operating range and actuator ranges. In addition, the result of the optimization is meaningful only if the model is very accurate. Chapter 3 proposes a methodology to circumvent those demanding requirements: an iteration between transient measurements to refine a purpose-built model and a dynamic optimization which is constrained to the model validity region. Moreover all numerical methods required to implement this procedure are presented. Chapter 4 proposes an approach to derive a transient feedforward control system in an automated way. It relies on optimal control theory to solve a dynamic optimization problem for fast transients. From the optimal solutions, the relevant information is extracted and stored in maps spanned by the engine speed and the torque gradient.
Resumo:
Reinforcement Learning (RL) provides a powerful framework to address sequential decision-making problems in which the transition dynamics is unknown or too complex to be represented. The RL approach is based on speculating what is the best decision to make given sample estimates obtained from previous interactions, a recipe that led to several breakthroughs in various domains, ranging from game playing to robotics. Despite their success, current RL methods hardly generalize from one task to another, and achieving the kind of generalization obtained through unsupervised pre-training in non-sequential problems seems unthinkable. Unsupervised RL has recently emerged as a way to improve generalization of RL methods. Just as its non-sequential counterpart, the unsupervised RL framework comprises two phases: An unsupervised pre-training phase, in which the agent interacts with the environment without external feedback, and a supervised fine-tuning phase, in which the agent aims to efficiently solve a task in the same environment by exploiting the knowledge acquired during pre-training. In this thesis, we study unsupervised RL via state entropy maximization, in which the agent makes use of the unsupervised interactions to pre-train a policy that maximizes the entropy of its induced state distribution. First, we provide a theoretical characterization of the learning problem by considering a convex RL formulation that subsumes state entropy maximization. Our analysis shows that maximizing the state entropy in finite trials is inherently harder than RL. Then, we study the state entropy maximization problem from an optimization perspective. Especially, we show that the primal formulation of the corresponding optimization problem can be (approximately) addressed through tractable linear programs. Finally, we provide the first practical methodologies for state entropy maximization in complex domains, both when the pre-training takes place in a single environment as well as multiple environments.
Resumo:
Let’s put ourselves in the shoes of an energy company. Our fleet of electricity production plants mainly includes gas, hydroelectric and waste-to-energy plants. We also sold contracts for the supply of gas and electricity. For each year we have to plan the trading of the volumes needed by the plants and customers: better to fix the price of these volumes in advance with the so-called forward contracts, instead of waiting for the delivery months, exposing ourselves to price uncertainty. Here’s the thing: trying to keep uncertainty under control in a market that has never shown such extreme scenarios as in recent years: a pandemic, a worsening climate crisis and a war that is affecting economies around the world have made the energy market more volatile than ever. How to make decisions in such uncertain contexts? There is an optimization problem: given a year, we need to choose the optimal planning of volume trading times, to meet the needs of our portfolio at the best prices, taking into account the liquidity constraints given by the market and the risk constraints imposed by the company. Algorithms are needed for the generation of market scenarios over a finite time horizon, that is, a probabilistic distribution that allows a view of all the dates between now and the end of the year of interest. Algorithms are needed to solve the optimization problem: we have proposed more than one and compared them; a very simple one, which avoids considering part of the complexity, moving on to a scenario approach and finally a reinforcement learning approach.
Resumo:
This thesis focuses on two aspects of European economic integration: exchange rate stabilization between non-euro Countries and the Euro Area, and real and nominal convergence of Central and Eastern European Countries. Each Chapter covers these aspects from both a theoretical and empirical perspective. Chapter 1 investigates whether the introduction of the euro was accompanied by a shift in the de facto exchange rate policy of European countries outside the euro area, using methods recently developed by the literature to detect "Fear of Floating" episodes. I find that European Inflation Targeters have tried to stabilize the euro exchange rate, after its introduction; fixed exchange rate arrangements, instead, apart from official policy changes, remained stable. Finally, the euro seems to have gained a relevant role as a reference currency even outside Europe. Chapter 2 proposes an approach to estimate Central Bank preferences starting from the Central Bank's optimization problem within a small open economy, using Sweden as a case study, to find whether stabilization of the exchange rate played a role in the Monetary Policy rule of the Riksbank. The results show that it did not influence interest rate setting; exchange rate stabilization probably occurred as a result of increased economic integration and business cycle convergence. Chapter 3 studies the interactions between wages in the public sector, the traded private sector and the closed sector in ten EU Transition Countries. The theoretical literature on wage spillovers suggests that the traded sector should be the leader in wage setting, with non-traded sectors wages adjusting. We show that large heterogeneity across countries is present, and sheltered and public sector wages are often leaders in wage determination. This result is relevant from a policy perspective since wage spillovers, leading to costs growing faster than productivity, may affect the international cost competitiveness of the traded sector.
Resumo:
MultiProcessor Systems-on-Chip (MPSoC) are the core of nowadays and next generation computing platforms. Their relevance in the global market continuously increase, occupying an important role both in everydaylife products (e.g. smartphones, tablets, laptops, cars) and in strategical market sectors as aviation, defense, robotics, medicine. Despite of the incredible performance improvements in the recent years processors manufacturers have had to deal with issues, commonly called “Walls”, that have hindered the processors development. After the famous “Power Wall”, that limited the maximum frequency of a single core and marked the birth of the modern multiprocessors system-on-chip, the “Thermal Wall” and the “Utilization Wall” are the actual key limiter for performance improvements. The former concerns the damaging effects of the high temperature on the chip caused by the large power densities dissipation, whereas the second refers to the impossibility of fully exploiting the computing power of the processor due to the limitations on power and temperature budgets. In this thesis we faced these challenges by developing efficient and reliable solutions able to maximize performance while limiting the maximum temperature below a fixed critical threshold and saving energy. This has been possible by exploiting the Model Predictive Controller (MPC) paradigm that solves an optimization problem subject to constraints in order to find the optimal control decisions for the future interval. A fully-distributedMPC-based thermal controller with a far lower complexity respect to a centralized one has been developed. The control feasibility and interesting properties for the simplification of the control design has been proved by studying a partial differential equation thermal model. Finally, the controller has been efficiently included in more complex control schemes able to minimize energy consumption and deal with mixed-criticalities tasks
Resumo:
In rural and isolated areas without cellular coverage, Satellite Communication (SatCom) is the best candidate to complement terrestrial coverage. However, the main challenge for future generations of wireless networks will be to meet the growing demand for new services while dealing with the scarcity of frequency spectrum. As a result, it is critical to investigate more efficient methods of utilizing the limited bandwidth; and resource sharing is likely the only choice. The research community’s focus has recently shifted towards the interference management and exploitation paradigm to meet the increasing data traffic demands. In the Downlink (DL) and Feedspace (FS), LEO satellites with an on-board antenna array can offer service to numerous User Terminals (UTs) (VSAT or Handhelds) on-ground in FFR schemes by using cutting-edge digital beamforming techniques. Considering this setup, the adoption of an effective user scheduling approach is a critical aspect given the unusually high density of User terminals on the ground as compared to the on-board available satellite antennas. In this context, one possibility is that of exploiting clustering algorithms for scheduling in LEO MU-MIMO systems in which several users within the same group are simultaneously served by the satellite via Space Division Multiplexing (SDM), and then these different user groups are served in different time slots via Time Division Multiplexing (TDM). This thesis addresses this problem by defining a user scheduling problem as an optimization problem and discusses several algorithms to solve it. In particular, focusing on the FS and user service link (i.e., DL) of a single MB-LEO satellite operating below 6 GHz, the user scheduling problem in the Frequency Division Duplex (FDD) mode is addressed. The proposed State-of-the-Art scheduling approaches are based on graph theory. The proposed solution offers high performance in terms of per-user capacity, Sum-rate capacity, SINR, and Spectral Efficiency.
Resumo:
Riding the wave of recent groundbreaking achievements, artificial intelligence (AI) is currently the buzzword on everybody’s lips and, allowing algorithms to learn from historical data, Machine Learning (ML) emerged as its pinnacle. The multitude of algorithms, each with unique strengths and weaknesses, highlights the absence of a universal solution and poses a challenging optimization problem. In response, automated machine learning (AutoML) navigates vast search spaces within minimal time constraints. By lowering entry barriers, AutoML emerged as promising the democratization of AI, yet facing some challenges. In data-centric AI, the discipline of systematically engineering data used to build an AI system, the challenge of configuring data pipelines is rather simple. We devise a methodology for building effective data pre-processing pipelines in supervised learning as well as a data-centric AutoML solution for unsupervised learning. In human-centric AI, many current AutoML tools were not built around the user but rather around algorithmic ideas, raising ethical and social bias concerns. We contribute by deploying AutoML tools aiming at complementing, instead of replacing, human intelligence. In particular, we provide solutions for single-objective and multi-objective optimization and showcase the challenges and potential of novel interfaces featuring large language models. Finally, there are application areas that rely on numerical simulators, often related to earth observations, they tend to be particularly high-impact and address important challenges such as climate change and crop life cycles. We commit to coupling these physical simulators with (Auto)ML solutions towards a physics-aware AI. Specifically, in precision farming, we design a smart irrigation platform that: allows real-time monitoring of soil moisture, predicts future moisture values, and estimates water demand to schedule the irrigation.
Resumo:
Several decision and control tasks in cyber-physical networks can be formulated as large- scale optimization problems with coupling constraints. In these "constraint-coupled" problems, each agent is associated to a local decision variable, subject to individual constraints. This thesis explores the use of primal decomposition techniques to develop tailored distributed algorithms for this challenging set-up over graphs. We first develop a distributed scheme for convex problems over random time-varying graphs with non-uniform edge probabilities. The approach is then extended to unknown cost functions estimated online. Subsequently, we consider Mixed-Integer Linear Programs (MILPs), which are of great interest in smart grid control and cooperative robotics. We propose a distributed methodological framework to compute a feasible solution to the original MILP, with guaranteed suboptimality bounds, and extend it to general nonconvex problems. Monte Carlo simulations highlight that the approach represents a substantial breakthrough with respect to the state of the art, thus representing a valuable solution for new toolboxes addressing large-scale MILPs. We then propose a distributed Benders decomposition algorithm for asynchronous unreliable networks. The framework has been then used as starting point to develop distributed methodologies for a microgrid optimal control scenario. We develop an ad-hoc distributed strategy for a stochastic set-up with renewable energy sources, and show a case study with samples generated using Generative Adversarial Networks (GANs). We then introduce a software toolbox named ChoiRbot, based on the novel Robot Operating System 2, and show how it facilitates simulations and experiments in distributed multi-robot scenarios. Finally, we consider a Pickup-and-Delivery Vehicle Routing Problem for which we design a distributed method inspired to the approach of general MILPs, and show the efficacy through simulations and experiments in ChoiRbot with ground and aerial robots.
Resumo:
This PhD thesis has been proposed to validate and then apply innovative analytical methodologies for the determination of compounds with harmful impact on human health, such as biogenic amines and ochratoxin A in wines. Therefore, the influence of production technology (pH, amino acids precursor and use of different malolactic starters) on biogenic amines content in wines was evaluated. An HPLC method for simultaneous determination of amino acids and amines with precolumnderivatization with 9-Fluorenyl-methoxycarbonyl chloride (FMOC-Cl) and UV detection was developed. Initially, the influence of pH, time of derivatization, gradient profile were studied. In order to improve the separation of amino acids and amines and reduce the time of analysis, it was decided to study the influence of different flows and the use of different columns in the chromatographic method. Firstly, a C18 Luna column was used and later two monolithic columns Chromolith in series. It appeared to be suitable for an easy, precise and accurate determination of a relatively large number of amino acids and amines in wines. This method was then applied on different wines produced in the Emilia Romagna region. The investigation permitted to discriminate between red and white wines. Amino acids content is related to the winemaking process. Biogenic amines content in these wines does not represent a possible toxicological problem for human health. The results of the study of influence of technologies and wine composition demonstrated that pH of wines and amino acids content are the most important factors. Particularly wines with pH > 3,5 show higher concentration of biogenic amines than wines with lower pH. The enrichment of wines by nutrients also influences the content of some biogenic amines that are higher in wines added with amino acids precursors. In this study, amino acids and biogenic amines are not statistically affected by strain of lactic acid bacteria inoculated as a starter for malolactic fermentation. An evaluation of different clean-up (SPE-MycoSep; IACs and LLE) and determination methods (HPLC and ELISA) of ochratoxin A was carried out. The results obtained proved that the SPE clean-up are reliable at the same level while the LLE procedures shows lowest recovery. The ELISA method gave a lower determination and a low reproducibility than HPLC method.
Resumo:
In this thesis we present some combinatorial optimization problems, suggest models and algorithms for their effective solution. For each problem,we give its description, followed by a short literature review, provide methods to solve it and, finally, present computational results and comparisons with previous works to show the effectiveness of the proposed approaches. The considered problems are: the Generalized Traveling Salesman Problem (GTSP), the Bin Packing Problem with Conflicts(BPPC) and the Fair Layout Problem (FLOP).
Resumo:
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.
Resumo:
This thesis proposes a solution for board cutting in the wood industry with the aim of usage minimization and machine productivity. The problem is dealt with as a Two-Dimensional Cutting Stock Problem and specific Combinatorial Optimization methods are used to solve it considering the features of the real problem.