Exact and heuristic algorithms for the integrated planning of multi-energy systems

The aim of this thesis is to present exact and heuristic algorithms for the integrated planning of multi-energy systems. The idea is to disaggregate the energy system, starting first with its core the Central Energy System, and then to proceed towards the Decentral part. Therefore, a mathematical model for the generation expansion operations to optimize the performance of a Central Energy System system is first proposed. To ensure that the proposed generation operations are compatible with the network, some extensions of the existing network are considered as well. All these decisions are evaluated both from an economic viewpoint and from an environmental perspective, as specific constraints related to greenhouse gases emissions are imposed in the formulation. Then, the thesis presents an optimization model for solar organic Rankine cycle in the context of transactive energy trading. In this study, the impact that this technology can have on the peer-to-peer trading application in renewable based community microgrids is inspected. Here the consumer becomes a prosumer and engages actively in virtual trading with other prosumers at the distribution system level. Moreover, there is an investigation of how different technological parameters of the solar Organic Rankine Cycle may affect the final solution. Finally, the thesis introduces a tactical optimization model for the maintenance operations’ scheduling phase of a Combined Heat and Power plant. Specifically, two types of cleaning operations are considered, i.e., online cleaning and offline cleaning. Furthermore, a piecewise linear representation of the electric efficiency variation curve is included. Given the challenge of solving the tactical management model, a heuristic algorithm is proposed. The heuristic works by solving the daily operational production scheduling problem, based on the final consumer’s demand and on the electricity prices. The aggregate information from the operational problem is used to derive maintenance decisions at a tactical level.

Heuristic algorithms for the Capacitated Location-Routing Problem and the Multi-Depot Vehicle Routing Problem

The Capacitated Location-Routing Problem (CLRP) is a NP-hard problem since it generalizes two well known NP-hard problems: the Capacitated Facility Location Problem (CFLP) and the Capacitated Vehicle Routing Problem (CVRP). The Multi-Depot Vehicle Routing Problem (MDVRP) is known to be a NP-hard since it is a generalization of the well known Vehicle Routing Problem (VRP), arising with one depot. This thesis addresses heuristics algorithms based on the well-know granular search idea introduced by Toth and Vigo (2003) to solve the CLRP and the MDVRP. Extensive computational experiments on benchmark instances for both problems have been performed to determine the effectiveness of the proposed algorithms. This work is organized as follows: Chapter 1 describes a detailed overview and a methodological review of the literature for the the Capacitated Location-Routing Problem (CLRP) and the Multi-Depot Vehicle Routing Problem (MDVRP). Chapter 2 describes a two-phase hybrid heuristic algorithm to solve the CLRP. Chapter 3 shows a computational comparison of heuristic algorithms for the CLRP. Chapter 4 presents a hybrid granular tabu search approach for solving the MDVRP.

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.

Exact Algorithms for Different Classes of Vehicle Routing Problems

We deal with five problems arising in the field of logistics: the Asymmetric TSP (ATSP), the TSP with Time Windows (TSPTW), the VRP with Time Windows (VRPTW), the Multi-Trip VRP (MTVRP), and the Two-Echelon Capacitated VRP (2E-CVRP). The ATSP requires finding a lest-cost Hamiltonian tour in a digraph. We survey models and classical relaxations, and describe the most effective exact algorithms from the literature. A survey and analysis of the polynomial formulations is provided. The considered algorithms and formulations are experimentally compared on benchmark instances. The TSPTW requires finding, in a weighted digraph, a least-cost Hamiltonian tour visiting each vertex within a given time window. We propose a new exact method, based on new tour relaxations and dynamic programming. Computational results on benchmark instances show that the proposed algorithm outperforms the state-of-the-art exact methods. In the VRPTW, a fleet of identical capacitated vehicles located at a depot must be optimally routed to supply customers with known demands and time window constraints. Different column generation bounding procedures and an exact algorithm are developed. The new exact method closed four of the five open Solomon instances. The MTVRP is the problem of optimally routing capacitated vehicles located at a depot to supply customers without exceeding maximum driving time constraints. Two set-partitioning-like formulations of the problem are introduced. Lower bounds are derived and embedded into an exact solution method, that can solve benchmark instances with up to 120 customers. The 2E-CVRP requires designing the optimal routing plan to deliver goods from a depot to customers by using intermediate depots. The objective is to minimize the sum of routing and handling costs. A new mathematical formulation is introduced. Valid lower bounds and an exact method are derived. Computational results on benchmark instances show that the new exact algorithm outperforms the state-of-the-art exact methods.

Ottimizzazione delle reti di distribuzione idrica tramite algoritmi genetici multi-obiettivo

Water distribution networks optimization is a challenging problem due to the dimension and the complexity of these systems. Since the last half of the twentieth century this field has been investigated by many authors. Recently, to overcome discrete nature of variables and non linearity of equations, the research has been focused on the development of heuristic algorithms. This algorithms do not require continuity and linearity of the problem functions because they are linked to an external hydraulic simulator that solve equations of mass continuity and of energy conservation of the network. In this work, a NSGA-II (Non-dominating Sorting Genetic Algorithm) has been used. This is a heuristic multi-objective genetic algorithm based on the analogy of evolution in nature. Starting from an initial random set of solutions, called population, it evolves them towards a front of solutions that minimize, separately and contemporaneously, all the objectives. This can be very useful in practical problems where multiple and discordant goals are common. Usually, one of the main drawback of these algorithms is related to time consuming: being a stochastic research, a lot of solutions must be analized before good ones are found. Results of this thesis about the classical optimal design problem shows that is possible to improve results modifying the mathematical definition of objective functions and the survival criterion, inserting good solutions created by a Cellular Automata and using rules created by classifier algorithm (C4.5). This part has been tested using the version of NSGA-II supplied by Centre for Water Systems (University of Exeter, UK) in MATLAB® environment. Even if orientating the research can constrain the algorithm with the risk of not finding the optimal set of solutions, it can greatly improve the results. Subsequently, thanks to CINECA help, a version of NSGA-II has been implemented in C language and parallelized: results about the global parallelization show the speed up, while results about the island parallelization show that communication among islands can improve the optimization. Finally, some tests about the optimization of pump scheduling have been carried out. In this case, good results are found for a small network, while the solutions of a big problem are affected by the lack of constraints on the number of pump switches. Possible future research is about the insertion of further constraints and the evolution guide. In the end, the optimization of water distribution systems is still far from a definitive solution, but the improvement in this field can be very useful in reducing the solutions cost of practical problems, where the high number of variables makes their management very difficult from human point of view.

Models and Algorihtm for the Optimization of Real-World Routing and Logistics Problems

Logistics involves planning, managing, and organizing the flows of goods from the point of origin to the point of destination in order to meet some requirements. Logistics and transportation aspects are very important and represent a relevant costs for producing and shipping companies, but also for public administration and private citizens. The optimization of resources and the improvement in the organization of operations is crucial for all branches of logistics, from the operation management to the transportation. As we will have the chance to see in this work, optimization techniques, models, and algorithms represent important methods to solve the always new and more complex problems arising in different segments of logistics. Many operation management and transportation problems are related to the optimization class of problems called Vehicle Routing Problems (VRPs). In this work, we consider several real-world deterministic and stochastic problems that are included in the wide class of the VRPs, and we solve them by means of exact and heuristic methods. We treat three classes of real-world routing and logistics problems. We deal with one of the most important tactical problems that arises in the managing of the bike sharing systems, that is the Bike sharing Rebalancing Problem (BRP). We propose models and algorithms for real-world earthwork optimization problems. We describe the 3DP process and we highlight several optimization issues in 3DP. Among those, we define the problem related to the tool path definition in the 3DP process, the 3D Routing Problem (3DRP), which is a generalization of the arc routing problem. We present an ILP model and several heuristic algorithms to solve the 3DRP.

Formulations and Algorithms for Routing Problems

Combinatorial Optimization is a branch of optimization that deals with the problems where the set of feasible solutions is discrete. Routing problem is a well studied branch of Combinatorial Optimization that concerns the process of deciding the best way of visiting the nodes (customers) in a network. Routing problems appear in many real world applications including: Transportation, Telephone or Electronic data Networks. During the years, many solution procedures have been introduced for the solution of different Routing problems. Some of them are based on exact approaches to solve the problems to optimality and some others are based on heuristic or metaheuristic search to find optimal or near optimal solutions. There is also a less studied method, which combines both heuristic and exact approaches to face different problems including those in the Combinatorial Optimization area. The aim of this dissertation is to develop some solution procedures based on the combination of heuristic and Integer Linear Programming (ILP) techniques for some important problems in Routing Optimization. In this approach, given an initial feasible solution to be possibly improved, the method follows a destruct-and-repair paradigm, where the given solution is randomly destroyed (i.e., customers are removed in a random way) and repaired by solving an ILP model, in an attempt to find a new improved solution.

Algorithms for UAS insertion in civil air space

One of the most interesting challenge of the next years will be the Air Space Systems automation. This process will involve different aspects as the Air Traffic Management, the Aircrafts and Airport Operations and the Guidance and Navigation Systems. The use of UAS (Uninhabited Aerial System) for civil mission will be one of the most important steps in this automation process. In civil air space, Air Traffic Controllers (ATC) manage the air traffic ensuring that a minimum separation between the controlled aircrafts is always provided. For this purpose ATCs use several operative avoidance techniques like holding patterns or rerouting. The use of UAS in these context will require the definition of strategies for a common management of piloted and piloted air traffic that allow the UAS to self separate. As a first employment in civil air space we consider a UAS surveillance mission that consists in departing from a ground base, taking pictures over a set of mission targets and coming back to the same ground base. During all mission a set of piloted aircrafts fly in the same airspace and thus the UAS has to self separate using the ATC avoidance as anticipated. We consider two objective, the first consists in the minimization of the air traffic impact over the mission, the second consists in the minimization of the impact of the mission over the air traffic. A particular version of the well known Travelling Salesman Problem (TSP) called Time-Dependant-TSP has been studied to deal with traffic problems in big urban areas. Its basic idea consists in a cost of the route between two clients depending on the period of the day in which it is crossed. Our thesis supports that such idea can be applied to the air traffic too using a convenient time horizon compatible with aircrafts operations. The cost of a UAS sub-route will depend on the air traffic that it will meet starting such route in a specific moment and consequently on the avoidance maneuver that it will use to avoid that conflict. The conflict avoidance is a topic that has been hardly developed in past years using different approaches. In this thesis we purpose a new approach based on the use of ATC operative techniques that makes it possible both to model the UAS problem using a TDTSP framework both to use an Air Traffic Management perspective. Starting from this kind of mission, the problem of the UAS insertion in civil air space is formalized as the UAS Routing Problem (URP). For this reason we introduce a new structure called Conflict Graph that makes it possible to model the avoidance maneuvers and to define the arc cost function of the departing time. Two Integer Linear Programming formulations of the problem are proposed. The first is based on a TDTSP formulation that, unfortunately, is weaker then the TSP formulation. Thus a new formulation based on a TSP variation that uses specific penalty to model the holdings is proposed. Different algorithms are presented: exact algorithms, simple heuristics used as Upper Bounds on the number of time steps used, and metaheuristic algorithms as Genetic Algorithm and Simulated Annealing. Finally an air traffic scenario has been simulated using real air traffic data in order to test our algorithms. Graphic Tools have been used to represent the Milano Linate air space and its air traffic during different days. Such data have been provided by ENAV S.p.A (Italian Agency for Air Navigation Services).

Constraint based methods for allocation and scheduling of periodic applications

This work presents exact algorithms for the Resource Allocation and Cyclic Scheduling Problems (RA&CSPs). Cyclic Scheduling Problems arise in a number of application areas, such as in hoist scheduling, mass production, compiler design (implementing scheduling loops on parallel architectures), software pipelining, and in embedded system design. The RA&CS problem concerns time and resource assignment to a set of activities, to be indefinitely repeated, subject to precedence and resource capacity constraints. In this work we present two constraint programming frameworks facing two different types of cyclic problems. In first instance, we consider the disjunctive RA&CSP, where the allocation problem considers unary resources. Instances are described through the Synchronous Data-flow (SDF) Model of Computation. The key problem of finding a maximum-throughput allocation and scheduling of Synchronous Data-Flow graphs onto a multi-core architecture is NP-hard and has been traditionally solved by means of heuristic (incomplete) algorithms. We propose an exact (complete) algorithm for the computation of a maximum-throughput mapping of applications specified as SDFG onto multi-core architectures. Results show that the approach can handle realistic instances in terms of size and complexity. Next, we tackle the Cyclic Resource-Constrained Scheduling Problem (i.e. CRCSP). We propose a Constraint Programming approach based on modular arithmetic: in particular, we introduce a modular precedence constraint and a global cumulative constraint along with their filtering algorithms. Many traditional approaches to cyclic scheduling operate by fixing the period value and then solving a linear problem in a generate-and-test fashion. Conversely, our technique is based on a non-linear model and tackles the problem as a whole: the period value is inferred from the scheduling decisions. The proposed approaches have been tested on a number of non-trivial synthetic instances and on a set of realistic industrial instances achieving good results on practical size problem.

Sviluppo di metodologie di localizzazione nel contesto del Comprehensive Nuclear Test-Ban Treaty

Since the first underground nuclear explosion, carried out in 1958, the analysis of seismic signals generated by these sources has allowed seismologists to refine the travel times of seismic waves through the Earth and to verify the accuracy of the location algorithms (the ground truth for these sources was often known). Long international negotiates have been devoted to limit the proliferation and testing of nuclear weapons. In particular the Treaty for the comprehensive nuclear test ban (CTBT), was opened to signatures in 1996, though, even if it has been signed by 178 States, has not yet entered into force, The Treaty underlines the fundamental role of the seismological observations to verify its compliance, by detecting and locating seismic events, and identifying the nature of their sources. A precise definition of the hypocentral parameters represents the first step to discriminate whether a given seismic event is natural or not. In case that a specific event is retained suspicious by the majority of the State Parties, the Treaty contains provisions for conducting an on-site inspection (OSI) in the area surrounding the epicenter of the event, located through the International Monitoring System (IMS) of the CTBT Organization. An OSI is supposed to include the use of passive seismic techniques in the area of the suspected clandestine underground nuclear test. In fact, high quality seismological systems are thought to be capable to detect and locate very weak aftershocks triggered by underground nuclear explosions in the first days or weeks following the test. This PhD thesis deals with the development of two different seismic location techniques: the first one, known as the double difference joint hypocenter determination (DDJHD) technique, is aimed at locating closely spaced events at a global scale. The locations obtained by this method are characterized by a high relative accuracy, although the absolute location of the whole cluster remains uncertain. We eliminate this problem introducing a priori information: the known location of a selected event. The second technique concerns the reliable estimates of back azimuth and apparent velocity of seismic waves from local events of very low magnitude recorded by a trypartite array at a very local scale. For the two above-mentioned techniques, we have used the crosscorrelation technique among digital waveforms in order to minimize the errors linked with incorrect phase picking. The cross-correlation method relies on the similarity between waveforms of a pair of events at the same station, at the global scale, and on the similarity between waveforms of the same event at two different sensors of the try-partite array, at the local scale. After preliminary tests on the reliability of our location techniques based on simulations, we have applied both methodologies to real seismic events. The DDJHD technique has been applied to a seismic sequence occurred in the Turkey-Iran border region, using the data recorded by the IMS. At the beginning, the algorithm was applied to the differences among the original arrival times of the P phases, so the cross-correlation was not used. We have obtained that the relevant geometrical spreading, noticeable in the standard locations (namely the locations produced by the analysts of the International Data Center (IDC) of the CTBT Organization, assumed as our reference), has been considerably reduced by the application of our technique. This is what we expected, since the methodology has been applied to a sequence of events for which we can suppose a real closeness among the hypocenters, belonging to the same seismic structure. Our results point out the main advantage of this methodology: the systematic errors affecting the arrival times have been removed or at least reduced. The introduction of the cross-correlation has not brought evident improvements to our results: the two sets of locations (without and with the application of the cross-correlation technique) are very similar to each other. This can be commented saying that the use of the crosscorrelation has not substantially improved the precision of the manual pickings. Probably the pickings reported by the IDC are good enough to make the random picking error less important than the systematic error on travel times. As a further justification for the scarce quality of the results given by the cross-correlation, it should be remarked that the events included in our data set don’t have generally a good signal to noise ratio (SNR): the selected sequence is composed of weak events ( magnitude 4 or smaller) and the signals are strongly attenuated because of the large distance between the stations and the hypocentral area. In the local scale, in addition to the cross-correlation, we have performed a signal interpolation in order to improve the time resolution. The algorithm so developed has been applied to the data collected during an experiment carried out in Israel between 1998 and 1999. The results pointed out the following relevant conclusions: a) it is necessary to correlate waveform segments corresponding to the same seismic phases; b) it is not essential to select the exact first arrivals; and c) relevant information can be also obtained from the maximum amplitude wavelet of the waveforms (particularly in bad SNR conditions). Another remarkable point of our procedure is that its application doesn’t demand a long time to process the data, and therefore the user can immediately check the results. During a field survey, such feature will make possible a quasi real-time check allowing the immediate optimization of the array geometry, if so suggested by the results at an early stage.

Management and routing algorithms for ad-hoc and sensor networks

Large scale wireless adhoc networks of computers, sensors, PDAs etc. (i.e. nodes) are revolutionizing connectivity and leading to a paradigm shift from centralized systems to highly distributed and dynamic environments. An example of adhoc networks are sensor networks, which are usually composed by small units able to sense and transmit to a sink elementary data which are successively processed by an external machine. Recent improvements in the memory and computational power of sensors, together with the reduction of energy consumptions, are rapidly changing the potential of such systems, moving the attention towards datacentric sensor networks. A plethora of routing and data management algorithms have been proposed for the network path discovery ranging from broadcasting/floodingbased approaches to those using global positioning systems (GPS). We studied WGrid, a novel decentralized infrastructure that organizes wireless devices in an adhoc manner, where each node has one or more virtual coordinates through which both message routing and data management occur without reliance on either flooding/broadcasting operations or GPS. The resulting adhoc network does not suffer from the deadend problem, which happens in geographicbased routing when a node is unable to locate a neighbor closer to the destination than itself. WGrid allow multidimensional data management capability since nodes' virtual coordinates can act as a distributed database without needing neither special implementation or reorganization. Any kind of data (both single and multidimensional) can be distributed, stored and managed. We will show how a location service can be easily implemented so that any search is reduced to a simple query, like for any other data type. WGrid has then been extended by adopting a replication methodology. We called the resulting algorithm WRGrid. Just like WGrid, WRGrid acts as a distributed database without needing neither special implementation nor reorganization and any kind of data can be distributed, stored and managed. We have evaluated the benefits of replication on data management, finding out, from experimental results, that it can halve the average number of hops in the network. The direct consequence of this fact are a significant improvement on energy consumption and a workload balancing among sensors (number of messages routed by each node). Finally, thanks to the replications, whose number can be arbitrarily chosen, the resulting sensor network can face sensors disconnections/connections, due to failures of sensors, without data loss. Another extension to {WGrid} is {W*Grid} which extends it by strongly improving network recovery performance from link and/or device failures that may happen due to crashes or battery exhaustion of devices or to temporary obstacles. W*Grid guarantees, by construction, at least two disjoint paths between each couple of nodes. This implies that the recovery in W*Grid occurs without broadcasting transmissions and guaranteeing robustness while drastically reducing the energy consumption. An extensive number of simulations shows the efficiency, robustness and traffic road of resulting networks under several scenarios of device density and of number of coordinates. Performance analysis have been compared to existent algorithms in order to validate the results.

Probabilistic approaches in civil engineering: generation of random fields and structural identification with genetic algorithms

The inherent stochastic character of most of the physical quantities involved in engineering models has led to an always increasing interest for probabilistic analysis. Many approaches to stochastic analysis have been proposed. However, it is widely acknowledged that the only universal method available to solve accurately any kind of stochastic mechanics problem is Monte Carlo Simulation. One of the key parts in the implementation of this technique is the accurate and efficient generation of samples of the random processes and fields involved in the problem at hand. In the present thesis an original method for the simulation of homogeneous, multi-dimensional, multi-variate, non-Gaussian random fields is proposed. The algorithm has proved to be very accurate in matching both the target spectrum and the marginal probability. The computational efficiency and robustness are very good too, even when dealing with strongly non-Gaussian distributions. What is more, the resulting samples posses all the relevant, welldefined and desired properties of “translation fields”, including crossing rates and distributions of extremes. The topic of the second part of the thesis lies in the field of non-destructive parametric structural identification. Its objective is to evaluate the mechanical characteristics of constituent bars in existing truss structures, using static loads and strain measurements. In the cases of missing data and of damages that interest only a small portion of the bar, Genetic Algorithm have proved to be an effective tool to solve the problem.

A new snowfall detection algorithm for high latitude regions based on a combination of active and passive sensors

Precipitation retrieval over high latitudes, particularly snowfall retrieval over ice and snow, using satellite-based passive microwave spectrometers, is currently an unsolved problem. The challenge results from the large variability of microwave emissivity spectra for snow and ice surfaces, which can mimic, to some degree, the spectral characteristics of snowfall. This work focuses on the investigation of a new snowfall detection algorithm specific for high latitude regions, based on a combination of active and passive sensors able to discriminate between snowing and non snowing areas. The space-borne Cloud Profiling Radar (on CloudSat), the Advanced Microwave Sensor units A and B (on NOAA-16) and the infrared spectrometer MODIS (on AQUA) have been co-located for 365 days, from October 1st 2006 to September 30th, 2007. CloudSat products have been used as truth to calibrate and validate all the proposed algorithms. The methodological approach followed can be summarised into two different steps. In a first step, an empirical search for a threshold, aimed at discriminating the case of no snow, was performed, following Kongoli et al. [2003]. This single-channel approach has not produced appropriate results, a more statistically sound approach was attempted. Two different techniques, which allow to compute the probability above and below a Brightness Temperature (BT) threshold, have been used on the available data. The first technique is based upon a Logistic Distribution to represent the probability of Snow given the predictors. The second technique, defined Bayesian Multivariate Binary Predictor (BMBP), is a fully Bayesian technique not requiring any hypothesis on the shape of the probabilistic model (such as for instance the Logistic), which only requires the estimation of the BT thresholds. The results obtained show that both methods proposed are able to discriminate snowing and non snowing condition over the Polar regions with a probability of correct detection larger than 0.5, highlighting the importance of a multispectral approach.

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.