Application-oriented Mixed Integer Non-Linear Programming

In the most recent years there is a renovate interest for Mixed Integer Non-Linear Programming (MINLP) problems. This can be explained for different reasons: (i) the performance of solvers handling non-linear constraints was largely improved; (ii) the awareness that most of the applications from the real-world can be modeled as an MINLP problem; (iii) the challenging nature of this very general class of problems. It is well-known that MINLP problems are NP-hard because they are the generalization of MILP problems, which are NP-hard themselves. However, MINLPs are, in general, also hard to solve in practice. We address to non-convex MINLPs, i.e. having non-convex continuous relaxations: the presence of non-convexities in the model makes these problems usually even harder to solve. The aim of this Ph.D. thesis is to give a flavor of different possible approaches that one can study to attack MINLP problems with non-convexities, with a special attention to real-world problems. In Part 1 of the thesis we introduce the problem and present three special cases of general MINLPs and the most common methods used to solve them. These techniques play a fundamental role in the resolution of general MINLP problems. Then we describe algorithms addressing general MINLPs. Parts 2 and 3 contain the main contributions of the Ph.D. thesis. In particular, in Part 2 four different methods aimed at solving different classes of MINLP problems are presented. Part 3 of the thesis is devoted to real-world applications: two different problems and approaches to MINLPs are presented, namely Scheduling and Unit Commitment for Hydro-Plants and Water Network Design problems. The results show that each of these different methods has advantages and disadvantages. Thus, typically the method to be adopted to solve a real-world problem should be tailored on the characteristics, structure and size of the problem. Part 4 of the thesis consists of a brief review on tools commonly used for general MINLP problems, constituted an integral part of the development of this Ph.D. thesis (especially the use and development of open-source software). We present the main characteristics of solvers for each special case of MINLP.

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.

Designing and Programming Organizational Infrastructures for Agents situated in Artifact-based Environments

Actual trends in software development are pushing the need to face a multiplicity of diverse activities and interaction styles characterizing complex and distributed application domains, in such a way that the resulting dynamics exhibits some grade of order, i.e. in terms of evolution of the system and desired equilibrium. Autonomous agents and Multiagent Systems are argued in literature as one of the most immediate approaches for describing such a kind of challenges. Actually, agent research seems to converge towards the definition of renewed abstraction tools aimed at better capturing the new demands of open systems. Besides agents, which are assumed as autonomous entities purposing a series of design objectives, Multiagent Systems account new notions as first-class entities, aimed, above all, at modeling institutional/organizational entities, placed for normative regulation, interaction and teamwork management, as well as environmental entities, placed as resources to further support and regulate agent work. The starting point of this thesis is recognizing that both organizations and environments can be rooted in a unifying perspective. Whereas recent research in agent systems seems to account a set of diverse approaches to specifically face with at least one aspect within the above mentioned, this work aims at proposing a unifying approach where both agents and their organizations can be straightforwardly situated in properly designed working environments. In this line, this work pursues reconciliation of environments with sociality, social interaction with environment based interaction, environmental resources with organizational functionalities with the aim to smoothly integrate the various aspects of complex and situated organizations in a coherent programming approach. Rooted in Agents and Artifacts (A&A) meta-model, which has been recently introduced both in the context of agent oriented software engineering and programming, the thesis promotes the notion of Embodied Organizations, characterized by computational infrastructures attaining a seamless integration between agents, organizations and environmental entities.

Hybrid constraint programming and metaheuristic methods for large scale optimization problems

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.

Theoretical and implementation aspects in the mechanization of the metatheory of programming languages

Interactive theorem provers are tools designed for the certification of formal proofs developed by means of man-machine collaboration. Formal proofs obtained in this way cover a large variety of logical theories, ranging from the branches of mainstream mathematics, to the field of software verification. The border between these two worlds is marked by results in theoretical computer science and proofs related to the metatheory of programming languages. This last field, which is an obvious application of interactive theorem proving, poses nonetheless a serious challenge to the users of such tools, due both to the particularly structured way in which these proofs are constructed, and to difficulties related to the management of notions typical of programming languages like variable binding. This thesis is composed of two parts, discussing our experience in the development of the Matita interactive theorem prover and its use in the mechanization of the metatheory of programming languages. More specifically, part I covers: - the results of our effort in providing a better framework for the development of tactics for Matita, in order to make their implementation and debugging easier, also resulting in a much clearer code; - a discussion of the implementation of two tactics, providing infrastructure for the unification of constructor forms and the inversion of inductive predicates; we point out interactions between induction and inversion and provide an advancement over the state of the art. In the second part of the thesis, we focus on aspects related to the formalization of programming languages. We describe two works of ours: - a discussion of basic issues we encountered in our formalizations of part 1A of the Poplmark challenge, where we apply the extended inversion principles we implemented for Matita; - a formalization of an algebraic logical framework, posing more complex challenges, including multiple binding and a form of hereditary substitution; this work adopts, for the encoding of binding, an extension of Masahiko Sato's canonical locally named representation we designed during our visit to the Laboratory for Foundations of Computer Science at the University of Edinburgh, under the supervision of Randy Pollack.

Engineering Agent-Oriented Technologies and Programming Languages for Computer Programming and Software Development

Mainstream hardware is becoming parallel, heterogeneous, and distributed on every desk, every home and in every pocket. As a consequence, in the last years software is having an epochal turn toward concurrency, distribution, interaction which is pushed by the evolution of hardware architectures and the growing of network availability. This calls for introducing further abstraction layers on top of those provided by classical mainstream programming paradigms, to tackle more effectively the new complexities that developers have to face in everyday programming. A convergence it is recognizable in the mainstream toward the adoption of the actor paradigm as a mean to unite object-oriented programming and concurrency. Nevertheless, we argue that the actor paradigm can only be considered a good starting point to provide a more comprehensive response to such a fundamental and radical change in software development. Accordingly, the main objective of this thesis is to propose Agent-Oriented Programming (AOP) as a high-level general purpose programming paradigm, natural evolution of actors and objects, introducing a further level of human-inspired concepts for programming software systems, meant to simplify the design and programming of concurrent, distributed, reactive/interactive programs. To this end, in the dissertation first we construct the required background by studying the state-of-the-art of both actor-oriented and agent-oriented programming, and then we focus on the engineering of integrated programming technologies for developing agent-based systems in their classical application domains: artificial intelligence and distributed artificial intelligence. Then, we shift the perspective moving from the development of intelligent software systems, toward general purpose software development. Using the expertise maturated during the phase of background construction, we introduce a general-purpose programming language named simpAL, which founds its roots on general principles and practices of software development, and at the same time provides an agent-oriented level of abstraction for the engineering of general purpose software systems.

A farm-level programming model to compare the atmospheric impact of conventional and organic farming

A model is developed to represent the activity of a farm using the method of linear programming. Two are the main components of the model, the balance of soil fertility and the livestock nutrition. According to the first, the farm is supposed to have a total requirement of nitrogen, which is to be accomplished either through internal sources (manure) or through external sources (fertilisers). The second component describes the animal husbandry as having a nutritional requirement which must be satisfied through the internal production of arable crops or the acquisition of feed from the market. The farmer is supposed to maximise total net income from the agricultural and the zoo-technical activities by choosing one rotation among those available for climate and acclivity. The perspective of the analysis is one of a short period: the structure of the farm is supposed to be fixed without possibility to change the allocation of permanent crops and the amount of animal husbandry. The model is integrated with an environmental module that describes the role of the farm within the carbon-nitrogen cycle. On the one hand the farm allows storing carbon through the photosynthesis of the plants and the accumulation of carbon in the soil; on the other some activities of the farm emit greenhouse gases into the atmosphere. The model is tested for some representative farms of the Emilia-Romagna region, showing to be capable to give different results for conventional and organic farming and providing first results concerning the different atmospheric impact. Relevant data about the representative farms and the feasible rotations are extracted from the FADN database, with an integration of the coefficients from the literature.

Portfolio Approaches in Constraint Programming

Recent research has shown that the performance of a single, arbitrarily efficient algorithm can be significantly outperformed by using a portfolio of —possibly on-average slower— algorithms. Within the Constraint Programming (CP) context, a portfolio solver can be seen as a particular constraint solver that exploits the synergy between the constituent solvers of its portfolio for predicting which is (or which are) the best solver(s) to run for solving a new, unseen instance. In this thesis we examine the benefits of portfolio solvers in CP. Despite portfolio approaches have been extensively studied for Boolean Satisfiability (SAT) problems, in the more general CP field these techniques have been only marginally studied and used. We conducted this work through the investigation, the analysis and the construction of several portfolio approaches for solving both satisfaction and optimization problems. We focused in particular on sequential approaches, i.e., single-threaded portfolio solvers always running on the same core. We started from a first empirical evaluation on portfolio approaches for solving Constraint Satisfaction Problems (CSPs), and then we improved on it by introducing new data, solvers, features, algorithms, and tools. Afterwards, we addressed the more general Constraint Optimization Problems (COPs) by implementing and testing a number of models for dealing with COP portfolio solvers. Finally, we have come full circle by developing sunny-cp: a sequential CP portfolio solver that turned out to be competitive also in the MiniZinc Challenge, the reference competition for CP solvers.