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.

Geometric and Combinatorial Aspects of NonEquilibrium Statistical Mechanics

Non-Equilibrium Statistical Mechanics is a broad subject. Grossly speaking, it deals with systems which have not yet relaxed to an equilibrium state, or else with systems which are in a steady non-equilibrium state, or with more general situations. They are characterized by external forcing and internal fluxes, resulting in a net production of entropy which quantifies dissipation and the extent by which, by the Second Law of Thermodynamics, time-reversal invariance is broken. In this thesis we discuss some of the mathematical structures involved with generic discrete-state-space non-equilibrium systems, that we depict with networks in all analogous to electrical networks. We define suitable observables and derive their linear regime relationships, we discuss a duality between external and internal observables that reverses the role of the system and of the environment, we show that network observables serve as constraints for a derivation of the minimum entropy production principle. We dwell on deep combinatorial aspects regarding linear response determinants, which are related to spanning tree polynomials in graph theory, and we give a geometrical interpretation of observables in terms of Wilson loops of a connection and gauge degrees of freedom. We specialize the formalism to continuous-time Markov chains, we give a physical interpretation for observables in terms of locally detailed balanced rates, we prove many variants of the fluctuation theorem, and show that a well-known expression for the entropy production due to Schnakenberg descends from considerations of gauge invariance, where the gauge symmetry is related to the freedom in the choice of a prior probability distribution. As an additional topic of geometrical flavor related to continuous-time Markov chains, we discuss the Fisher-Rao geometry of nonequilibrium decay modes, showing that the Fisher matrix contains information about many aspects of non-equilibrium behavior, including non-equilibrium phase transitions and superposition of modes. We establish a sort of statistical equivalence principle and discuss the behavior of the Fisher matrix under time-reversal. To conclude, we propose that geometry and combinatorics might greatly increase our understanding of nonequilibrium phenomena.

A moment symbolic representation of Lévy processes with applications

By using a symbolic method, known in the literature as the classical umbral calculus, a symbolic representation of Lévy processes is given and a new family of time-space harmonic polynomials with respect to such processes, which includes and generalizes the exponential complete Bell polynomials, is introduced. The usefulness of time-space harmonic polynomials with respect to Lévy processes is that it is a martingale the stochastic process obtained by replacing the indeterminate x of the polynomials with a Lévy process, whereas the Lévy process does not necessarily have this property. Therefore to find such polynomials could be particularly meaningful for applications. This new family includes Hermite polynomials, time-space harmonic with respect to Brownian motion, Poisson-Charlier polynomials with respect to Poisson processes, Laguerre and actuarial polynomials with respect to Gamma processes , Meixner polynomials of the first kind with respect to Pascal processes, Euler, Bernoulli, Krawtchuk, and pseudo-Narumi polynomials with respect to suitable random walks. The role played by cumulants is stressed and brought to the light, either in the symbolic representation of Lévy processes and their infinite divisibility property, either in the generalization, via umbral Kailath-Segall formula, of the well-known formulae giving elementary symmetric polynomials in terms of power sum symmetric polynomials. The expression of the family of time-space harmonic polynomials here introduced has some connections with the so-called moment representation of various families of multivariate polynomials. Such moment representation has been studied here for the first time in connection with the time-space harmonic property with respect to suitable symbolic multivariate Lévy processes. In particular, multivariate Hermite polynomials and their properties have been studied in connection with a symbolic version of the multivariate Brownian motion, while multivariate Bernoulli and Euler polynomials are represented as powers of multivariate polynomials which are time-space harmonic with respect to suitable multivariate Lévy processes.

Enhancing the efficiency of solar concentrators by controlled optical aberrations

The diameters of traditional dish concentrators can reach several tens of meters, the construction of monolithic mirrors being difficult at these scales: cheap flat reflecting facets mounted on a common frame generally reproduce a paraboloidal surface. When a standard imaging mirror is coupled with a PV dense array, problems arise since the solar image focused is intrinsically circular. Moreover, the corresponding irradiance distribution is bell-shaped in contrast with the requirement of having all the cells under the same illumination. Mismatch losses occur when interconnected cells experience different conditions, in particular in series connections. In this PhD Thesis, we aim at solving these issues by a multidisciplinary approach, exploiting optical concepts and applications developed specifically for astronomical use, where the improvement of the image quality is a very important issue. The strategy we propose is to boost the spot uniformity acting uniquely on the primary reflector and avoiding the big mirrors segmentation into numerous smaller elements that need to be accurately mounted and aligned. In the proposed method, the shape of the mirrors is analytically described by the Zernike polynomials and its optimization is numerically obtained to give a non-imaging optics able to produce a quasi-square spot, spatially uniform and with prescribed concentration level. The freeform primary optics leads to a substantial gain in efficiency without secondary optics. Simple electrical schemes for the receiver are also required. The concept has been investigated theoretically modeling an example of CPV dense array application, including the development of non-optical aspects as the design of the detector and of the supporting mechanics. For the method proposed and the specific CPV system described, a patent application has been filed in Italy with the number TO2014A000016. The patent has been developed thanks to the collaboration between the University of Bologna and INAF (National Institute for Astrophysics).

Knots and links in lens spaces

The aim of this dissertation is to improve the knowledge of knots and links in lens spaces. If the lens space L(p,q) is defined as a 3-ball with suitable boundary identifications, then a link in L(p,q) can be represented by a disk diagram, i.e. a regular projection of the link on a disk. In this contest, we obtain a complete finite set of Reidemeister-type moves establishing equivalence, up to ambient isotopy. Moreover, the connections of this new diagram with both grid and band diagrams for links in lens spaces are shown. A Wirtinger-type presentation for the group of the link and a diagrammatic method giving the first homology group are described. A class of twisted Alexander polynomials for links in lens spaces is computed, showing its correlation with Reidemeister torsion. One of the most important geometric invariants of links in lens spaces is the lift in 3-sphere of a link L in L(p,q), that is the counterimage of L under the universal covering of L(p,q). Starting from the disk diagram of the link, we obtain a diagram of the lift in the 3-sphere. Using this construction it is possible to find different knots and links in L(p,q) having equivalent lifts, hence we cannot distinguish different links in lens spaces only from their lift. The two final chapters investigate whether several existing invariants for links in lens spaces are essential, i.e. whether they may assume different values on links with equivalent lift. Namely, we consider the fundamental quandle, the group of the link, the twisted Alexander polynomials, the Kauffman Bracket Skein Module and an HOMFLY-PT-type invariant.

Frequency domain analysis of stationary time series

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

Quantum integrability as a new method for exact results on N=2 supersymmetric gauge theories and black holes

In this thesis I show a triple new connection we found between quantum integrability, N=2 supersymmetric gauge theories and black holes perturbation theory. I use the approach of the ODE/IM correspondence between Ordinary Differential Equations (ODE) and Integrable Models (IM), first to connect basic integrability functions - the Baxter’s Q, T and Y functions - to the gauge theory periods. This fundamental identification allows several new results for both theories, for example: an exact non linear integral equation (Thermodynamic Bethe Ansatz, TBA) for the gauge periods; an interpretation of the integrability functional relations as new exact R-symmetry relations for the periods; new formulas for the local integrals of motion in terms of gauge periods. This I develop in all details at least for the SU(2) gauge theory with Nf=0,1,2 matter flavours. Still through to the ODE/IM correspondence, I connect the mathematically precise definition of quasinormal modes of black holes (having an important role in gravitational waves’ obervations) with quantization conditions on the Q, Y functions. In this way I also give a mathematical explanation of the recently found connection between quasinormal modes and N=2 supersymmetric gauge theories. Moreover, it follows a new simple and effective method to numerically compute the quasinormal modes - the TBA - which I compare with other standard methods. The spacetimes for which I show these in all details are in the simplest Nf=0 case the D3 brane in the Nf=1,2 case a generalization of extremal Reissner-Nordström (charged) black holes. Then I begin treating also the Nf=3,4 theories and argue on how our integrability-gauge-gravity correspondence can generalize to other types of black holes in either asymptotically flat (Nf=3) or Anti-de-Sitter (Nf=4) spacetime. Finally I begin to show the extension to a 4-fold correspondence with also Conformal Field Theory (CFT), through the renowned AdS/CFT correspondence.

Decompositions of powers of quadratic forms

We analyze the Waring decompositions of the powers of any quadratic form over the field of complex numbers. Our main objective is to provide detailed information about their rank and border rank. These forms are of significant importance because of the classical decomposition expressing the space of polynomials of a fixed degree as a direct sum of the spaces of harmonic polynomials multiplied by a power of the quadratic form. Using the fact that the spaces of harmonic polynomials are irreducible representations of the special orthogonal group over the field of complex numbers, we show that the apolar ideal of the s-th power of a non-degenerate quadratic form in n variables is generated by the set of harmonic polynomials of degree s+1. We also generalize and improve upon some of the results about real decompositions, provided by B. Reznick in his notes from 1992, focusing on possibly minimal decompositions and providing new ones, both real and complex. We investigate the rank of the second power of a non-degenerate quadratic form in n variables, which is equal to (n^2+n+2)/2 in most cases. We also study the border rank of any power of an arbitrary ternary non-degenerate quadratic form, which we determine explicitly using techniques of apolarity and a specific subscheme contained in its apolar ideal. Based on results about smoothability, we prove that the smoothable rank of the s-th power of such form corresponds exactly to its border rank and to the rank of its middle catalecticant matrix, which is equal to (s+1)(s+2)/2.

The combinatorics of Hilbert-Poincaré series of matroids

In this thesis we explore the combinatorial properties of several polynomials arising in matroid theory. Our main motivation comes from the problem of computing them in an efficient way and from a collection of conjectures, mainly the real-rootedness and the monotonicity of their coefficients with respect to weak maps. Most of these polynomials can be interpreted as Hilbert--Poincaré series of graded vector spaces associated to a matroid and thus some combinatorial properties can be inferred via combinatorial algebraic geometry (non-negativity, palindromicity, unimodality); one of our goals is also to provide purely combinatorial interpretations of these properties, for example by redefining these polynomials as poset invariants (via the incidence algebra of the lattice of flats); moreover, by exploiting the bases polytopes and the valuativity of these invariants with respect to matroid decompositions, we are able to produce efficient closed formulas for every paving matroid, a class that is conjectured to be predominant among all matroids. One last goal is to extend part of our results to a higher categorical level, by proving analogous results on the original graded vector spaces via abelian categorification or on equivariant versions of these polynomials.