Combinatorial and Robust Optimisation Models and Algorithms for Railway Applications

This thesis deals with an investigation of combinatorial and robust optimisation models to solve railway problems. Railway applications represent a challenging area for operations research. In fact, most problems in this context can be modelled as combinatorial optimisation problems, in which the number of feasible solutions is finite. Yet, despite the astonishing success in the field of combinatorial optimisation, the current state of algorithmic research faces severe difficulties with highly-complex and data-intensive applications such as those dealing with optimisation issues in large-scale transportation networks. One of the main issues concerns imperfect information. The idea of Robust Optimisation, as a way to represent and handle mathematically systems with not precisely known data, dates back to 1970s. Unfortunately, none of those techniques proved to be successfully applicable in one of the most complex and largest in scale (transportation) settings: that of railway systems. Railway optimisation deals with planning and scheduling problems over several time horizons. Disturbances are inevitable and severely affect the planning process. Here we focus on two compelling aspects of planning: robust planning and online (real-time) planning.

Efficient solutions to factored MDPs with imprecise transition probabilities

When modeling real-world decision-theoretic planning problems in the Markov Decision Process (MDP) framework, it is often impossible to obtain a completely accurate estimate of transition probabilities. For example, natural uncertainty arises in the transition specification due to elicitation of MOP transition models from an expert or estimation from data, or non-stationary transition distributions arising from insufficient state knowledge. In the interest of obtaining the most robust policy under transition uncertainty, the Markov Decision Process with Imprecise Transition Probabilities (MDP-IPs) has been introduced to model such scenarios. Unfortunately, while various solution algorithms exist for MDP-IPs, they often require external calls to optimization routines and thus can be extremely time-consuming in practice. To address this deficiency, we introduce the factored MDP-IP and propose efficient dynamic programming methods to exploit its structure. Noting that the key computational bottleneck in the solution of factored MDP-IPs is the need to repeatedly solve nonlinear constrained optimization problems, we show how to target approximation techniques to drastically reduce the computational overhead of the nonlinear solver while producing bounded, approximately optimal solutions. Our results show up to two orders of magnitude speedup in comparison to traditional ""flat"" dynamic programming approaches and up to an order of magnitude speedup over the extension of factored MDP approximate value iteration techniques to MDP-IPs while producing the lowest error of any approximation algorithm evaluated. (C) 2011 Elsevier B.V. All rights reserved.

Robustness and Recoverability in Transport Logistics

Abstract Transport is the foundation of any economy: it boosts economic growth, creates wealth, enhances trade, geographical accessibility and the mobility of people. Transport is also a key ingredient for a high quality of life, making places accessible and bringing people together. The future prosperity of our world will depend on the ability of all of its regions to remain fully and competitively integrated in the world economy. Efficient transport is vital in making this happen. Operations research can help in efficiently planning the design and operating transport systems. Planning and operational processes are fields that are rich in combinatorial optimization problems. These problems can be analyzed and solved through the application of mathematical models and optimization techniques, which may lead to an improvement in the performance of the transport system, as well as to a reduction in the time required for solving these problems. The latter aspect is important, because it increases the flexibility of the system: the system can adapt in a faster way to changes in the environment (i.e.: weather conditions, crew illness, failures, etc.). These disturbing changes (called disruptions) often enforce the schedule to be adapted. The direct consequences are delays and cancellations, implying many schedule adjustments and huge costs. Consequently, robust schedules and recovery plans must be developed in order to fight against disruptions. This dissertation makes contributions to two different fields: rail and air applications. Robust planning and recovery methods are presented. In the field of railway transport we develop several mathematical models which answer to RENFE’s (the major railway operator in Spain) needs: 1. We study the rolling stock assignment problem: here, we introduce some robust aspects in order to ameliorate some operations which are likely to fail. Once the rolling stock assignment is known, we propose a robust routing model which aims at identifying the train units’ sequences while minimizing the expected delays and human resources needed to perform the sequences. 2. It is widely accepted that the sequential solving approach produces solutions that are not global optima. Therefore, we develop an integrated and robust model to determine the train schedule and rolling stock assignment. We also propose an integrated model to study the rolling stock circulations. Circulations are determined by the rolling stock assignment and routing of the train units. 3. Although our aim is to develop robust plans, disruptions will be likely to occur and recovery methods will be needed. Therefore, we propose a recovery method which aims to recover the train schedule and rolling stock assignment in an integrated fashion all while considering the passenger demand. In the field of air transport we develop several mathematical models which answer to IBERIA’s (the major airline in Spain) needs: 1. We look at the airline-scheduling problem and develop an integrated approach that optimizes schedule design, fleet assignment and passenger use so as to reduce costs and create fewer incompatibilities between decisions. Robust itineraries are created to ameliorate misconnected passengers. 2. Air transport operators are continuously facing competition from other air operators and different modes of transport (e.g., High Speed Rail). Consequently, airline profitability is critically influenced by the airline’s ability to estimate passenger demands and construct profitable flight schedules. We consider multi-modal competition including airline and rail, and develop a new approach that estimates the demand associated with a given schedule; and generates airline schedules and fleet assignments using an integrated schedule design and fleet assignment optimization model that captures the impacts of schedule decisions on passenger demand.

DEVELOPMENT OF A BEAM-SPECIFIC PLANNING TARGET VOLUME AND A ROBUST PLAN ANALYSIS TOOL FOR PROTON THERAPY

Proton therapy is growing increasingly popular due to its superior dose characteristics compared to conventional photon therapy. Protons travel a finite range in the patient body and stop, thereby delivering no dose beyond their range. However, because the range of a proton beam is heavily dependent on the tissue density along its beam path, uncertainties in patient setup position and inherent range calculation can degrade thedose distribution significantly. Despite these challenges that are unique to proton therapy, current management of the uncertainties during treatment planning of proton therapy has been similar to that of conventional photon therapy. The goal of this dissertation research was to develop a treatment planning method and a planevaluation method that address proton-specific issues regarding setup and range uncertainties. Treatment plan designing method adapted to proton therapy: Currently, for proton therapy using a scanning beam delivery system, setup uncertainties are largely accounted for by geometrically expanding a clinical target volume (CTV) to a planning target volume (PTV). However, a PTV alone cannot adequately account for range uncertainties coupled to misaligned patient anatomy in the beam path since it does not account for the change in tissue density. In order to remedy this problem, we proposed a beam-specific PTV (bsPTV) that accounts for the change in tissue density along the beam path due to the uncertainties. Our proposed method was successfully implemented, and its superiority over the conventional PTV was shown through a controlled experiment.. Furthermore, we have shown that the bsPTV concept can be incorporated into beam angle optimization for better target coverage and normal tissue sparing for a selected lung cancer patient. Treatment plan evaluation method adapted to proton therapy: The dose-volume histogram of the clinical target volume (CTV) or any other volumes of interest at the time of planning does not represent the most probable dosimetric outcome of a given plan as it does not include the uncertainties mentioned earlier. Currently, the PTV is used as a surrogate of the CTV’s worst case scenario for target dose estimation. However, because proton dose distributions are subject to change under these uncertainties, the validity of the PTV analysis method is questionable. In order to remedy this problem, we proposed the use of statistical parameters to quantify uncertainties on both the dose-volume histogram and dose distribution directly. The robust plan analysis tool was successfully implemented to compute both the expectation value and its standard deviation of dosimetric parameters of a treatment plan under the uncertainties. For 15 lung cancer patients, the proposed method was used to quantify the dosimetric difference between the nominal situation and its expected value under the uncertainties.

GIS application in water resources master planning

Due to water scarcity, it is important to organize and regulate water resources utilization to satisfy the conflicting water demands and needs. This paper aims to describe a comprehensive methodology for managing the water sector of a defined urbanized region, using the robust capabilities of a Geographic Information System (GIS). The proposed methodology is based on finding alternatives to cover the gap between recent supplies and future demands. Nablus which is a main governorate located in the north of West Bank, Palestine, was selected as case study because this area is classified as arid to semi-arid area. In fact, GIS integrates hardware, software, and data for capturing, managing, analyzing, and displaying all forms of geographic information. The resulted plan of Nablus represents an example of the proposed methodology implementation and a valid framework for the elaboration of a water master plan.

Development of a methodology to incorporate risk and uncertainty in electricity power planning

Dissertação de mestrado em Engenharia Industrial

Segmentation of Head and Neck Lymph Node Regions for Radiotherapy Planning Using Active Contour-Based Atlas Registration

In this paper, we present the segmentation of the headand neck lymph node regions using a new active contourbased atlas registration model. We propose to segment thelymph node regions without directly including them in theatlas registration process; instead, they are segmentedusing the dense deformation field computed from theregistration of the atlas structures with distinctboundaries. This approach results in robust and accuratesegmentation of the lymph node regions even in thepresence of significant anatomical variations between theatlas-image and the patient's image to be segmented. Wealso present a quantitative evaluation of lymph noderegions segmentation using various statistical as well asgeometrical metrics: sensitivity, specificity, dicesimilarity coefficient and Hausdorff distance. Acomparison of the proposed method with two other state ofthe art methods is presented. The robustness of theproposed method to the atlas selection, in segmenting thelymph node regions, is also evaluated.

Generative Temporal Planning with Complex Processes

Autonomous vehicles are increasingly being used in mission-critical applications, and robust methods are needed for controlling these inherently unreliable and complex systems. This thesis advocates the use of model-based programming, which allows mission designers to program autonomous missions at the level of a coach or wing commander. To support such a system, this thesis presents the Spock generative planner. To generate plans, Spock must be able to piece together vehicle commands and team tactics that have a complex behavior represented by concurrent processes. This is in contrast to traditional planners, whose operators represent simple atomic or durative actions. Spock represents operators using the RMPL language, which describes behaviors using parallel and sequential compositions of state and activity episodes. RMPL is useful for controlling mobile autonomous missions because it allows mission designers to quickly encode expressive activity models using object-oriented design methods and an intuitive set of activity combinators. Spock also is significant in that it uniformly represents operators and plan-space processes in terms of Temporal Plan Networks, which support temporal flexibility for robust plan execution. Finally, Spock is implemented as a forward progression optimal planner that walks monotonically forward through plan processes, closing any open conditions and resolving any conflicts. This thesis describes the Spock algorithm in detail, along with example problems and test results.

Demand of children in Colombia : guessing or planning

El artículo analiza los determinantes de la presencia de hijos no deseados en Colombia. Se utiliza la información de la Encuesta Nacional de Demografía y Salud (ENDS, 2005), específicamente para las mujeres de 40 años o más. Dadas las características especiales de la variable que se analiza, se utilizan modelos de conteo para verificar si determinadas características socioeconómicas como la educación o el estrato económico explican la presencia de hijos no deseados. Se encuentra que la educación de la mujer y el área de residencia son determinantes significativos de los nacimientos no planeados. Además, la relación negativa entre el número de hijos no deseados y la educación de la mujer arroja implicaciones clave en materia de política social.

Model-based groupware solution for distributed real-time collaborative 4D planning via teamwork

Construction planning plays a fundamental role in construction project management that requires team working among planners from a diverse range of disciplines and in geographically dispersed working situations. Model-based four-dimensional (4D) computer-aided design (CAD) groupware, though considered a possible approach to supporting collaborative planning, is still short of effective collaborative mechanisms for teamwork due to methodological, technological and social challenges. Targeting this problem, this paper proposes a model-based groupware solution to enable a group of multidisciplinary planners to perform real-time collaborative 4D planning across the Internet. In the light of the interactive definition method, and its computer-supported collaborative work (CSCW) design analysis, the paper discusses the realization of interactive collaborative mechanisms from software architecture, application mode, and data exchange protocol. These mechanisms have been integrated into a groupware solution, which was validated by a planning team in a truly geographically dispersed condition. Analysis of the validation results revealed that the proposed solution is feasible for real-time collaborative 4D planning to gain a robust construction plan through collaborative teamwork. The realization of this solution triggers further considerations about its enhancement for wider groupware applications.

Addressing uncertainty in adaptation planning for agriculture

We present a framework for prioritizing adaptation approaches at a range of timeframes. The framework is illustrated by four case studies from developing countries, each with associated characterization of uncertainty. Two cases on near-term adaptation planning in Sri Lanka and on stakeholder scenario exercises in East Africa show how the relative utility of capacity vs. impact approaches to adaptation planning differ with level of uncertainty and associated lead time. An additional two cases demonstrate that it is possible to identify uncertainties that are relevant to decision making in specific timeframes and circumstances. The case on coffee in Latin America identifies altitudinal thresholds at which incremental vs. transformative adaptation pathways are robust options. The final case uses three crop–climate simulation studies to demonstrate how uncertainty can be characterized at different time horizons to discriminate where robust adaptation options are possible. We find that impact approaches, which use predictive models, are increasingly useful over longer lead times and at higher levels of greenhouse gas emissions. We also find that extreme events are important in determining predictability across a broad range of timescales. The results demonstrate the potential for robust knowledge and actions in the face of uncertainty.

The calculative turn in land value capture: lessons from the English planning system

For over three decades, negotiated planning obligations have been the primary form of land value capture in England. Diffusing and evolving over the last decade, a significant policy innovation has been the use of financial calculations to estimate the extent to which policies on planning obligations for actual, proposed development projects and in plan making affect the financial viability of development. This paper assesses the extent to which the use of financial appraisals has provided a robust, just and practical procedure to support land value capture. It is concluded that development viability appraisals are saturated with intrinsic uncertainty and that land value capture that is based on such calculations is, to some extent, capricious. In addition, clear incentives for developers and land owners to bias viability calculations, the economic dependence of many viability consultants on developers and land owners, a lack of transparency, contested or ambiguous guidance and the opportunities created by input uncertainty for bias are further failings. It is argued that how viability calculations are applied has been, is being and will continue to be shaped by power relations.

Robust linear mixed models with skew-normal independent distributions from a Bayesian perspective

Linear mixed models were developed to handle clustered data and have been a topic of increasing interest in statistics for the past 50 years. Generally. the normality (or symmetry) of the random effects is a common assumption in linear mixed models but it may, sometimes, be unrealistic, obscuring important features of among-subjects variation. In this article, we utilize skew-normal/independent distributions as a tool for robust modeling of linear mixed models under a Bayesian paradigm. The skew-normal/independent distributions is an attractive class of asymmetric heavy-tailed distributions that includes the skew-normal distribution, skew-t, skew-slash and the skew-contaminated normal distributions as special cases, providing an appealing robust alternative to the routine use of symmetric distributions in this type of models. The methods developed are illustrated using a real data set from Framingham cholesterol study. (C) 2009 Elsevier B.V. All rights reserved.

Automated Intervertebral Disc Detection from Low Resolution, Sparse MRI Images for the Planning of Scan Geometries

Robust and accurate identification of intervertebral discs from low resolution, sparse MRI scans is essential for the automated scan planning of the MRI spine scan. This paper presents a graphical model based solution for the detection of both the positions and orientations of intervertebral discs from low resolution, sparse MRI scans. Compared with the existing graphical model based methods, the proposed method does not need a training process using training data and it also has the capability to automatically determine the number of vertebrae visible in the image. Experiments on 25 low resolution, sparse spine MRI data sets verified its performance.