Exact solutions to the short sea shipping distribution problem

Short sea shipping has several advantages over other means of transportation, recognized by EU members. The maritime transportation could be dealt like a combination of two well-known problems: the container stowage problem and routing planning problem. The integration of these two well-known problems results in a new problem CSSRP (Container stowage and ship routing problem) that is also an hard combinatorial optimization problem. The aim of this work is to solve the CSSRP using a mixed integer programming model. It is proved that regardless the complexity of this problem, optimal solutions could be achieved in a reduced computational time. For testing the mathematical model some problems based on real data were generated and a sensibility analysis was performed.

Airport ground movement

Worldwide air traffic tends to increase and for many airports it is no longer an op-tion to expand terminals and runways, so airports are trying to maximize their op-erational efficiency. Many airports already operate near their maximal capacity. Peak hours imply operational bottlenecks and cause chained delays across flights impacting passengers, airlines and airports. Therefore there is a need for the opti-mization of the ground movements at the airports. The ground movement prob-lem consists of routing the departing planes from the gate to the runway for take-off, and the arriving planes from the runway to the gate, and to schedule their movements. The main goal is to minimize the time spent by the planes during their ground movements while respecting all the rules established by the Ad-vanced Surface Movement, Guidance and Control Systems of the International Civil Aviation. Each aircraft event (arrival or departing authorization) generates a new environment and therefore a new instance of the Ground Movement Prob-lem. The optimization approach proposed is based on an Iterated Local Search and provides a fast heuristic solution for each real-time event generated instance granting all safety regulations. Preliminary computational results are reported for real data comparing the heuristic solutions with the solutions obtained using a mixed-integer programming approach.

Model predictive control applied to a supply chain management problem

Supply chains are ubiquitous in any commercial delivery systems. The exchange of goods and services, from different supply points to distinct destinations scattered along a given geographical area, requires the management of stocks and vehicles fleets in order to minimize costs while maintaining good quality services. Even if the operating conditions remain constant over a given time horizon, managing a supply chain is a very complex task. Its complexity increases exponentially with both the number of network nodes and the dynamical operational changes. Moreover, the management system must be adaptive in order to easily cope with several disturbances such as machinery and vehicles breakdowns or changes in demand. This work proposes the use of a model predictive control paradigm in order to tackle the above referred issues. The obtained simulation results suggest that this strategy promotes an easy tasks rescheduling in case of disturbances or anticipated changes in operating conditions. © Springer International Publishing Switzerland 2017

ADVERTISEMENT ALLOCATION AND TRUST MECHANISMS DESIGN IN SOCIAL NETWORKS

Social network sites (SNS), such as Facebook, Google+ and Twitter, have attracted hundreds of millions of users daily since their appearance. Within SNS, users connect to each other, express their identity, disseminate information and form cooperation by interacting with their connected peers. The increasing popularity and ubiquity of SNS usage and the invaluable user behaviors and connections give birth to many applications and business models. We look into several important problems within the social network ecosystem. The first one is the SNS advertisement allocation problem. The other two are related to trust mechanisms design in social network setting, including local trust inference and global trust evaluation. In SNS advertising, we study the problem of advertisement allocation from the ad platform's angle, and discuss its differences with the advertising model in the search engine setting. By leveraging the connection between social networks and hyperbolic geometry, we propose to solve the problem via approximation using hyperbolic embedding and convex optimization. A hyperbolic embedding method, \hcm, is designed for the SNS ad allocation problem, and several components are introduced to realize the optimization formulation. We show the advantages of our new approach in solving the problem compared to the baseline integer programming (IP) formulation. In studying the problem of trust mechanisms in social networks, we consider the existence of distrust (i.e. negative trust) relationships, and differentiate between the concept of local trust and global trust in social network setting. In the problem of local trust inference, we propose a 2-D trust model. Based on the model, we develop a semiring-based trust inference framework. In global trust evaluation, we consider a general setting with conflicting opinions, and propose a consensus-based approach to solve the complex problem in signed trust networks.

Multi-level, Multi-stage and Stochastic Optimization Models for Energy Conservation in Buildings for Federal, State and Local Agencies

Energy Conservation Measure (ECM) project selection is made difficult given real-world constraints, limited resources to implement savings retrofits, various suppliers in the market and project financing alternatives. Many of these energy efficient retrofit projects should be viewed as a series of investments with annual returns for these traditionally risk-averse agencies. Given a list of ECMs available, federal, state and local agencies must determine how to implement projects at lowest costs. The most common methods of implementation planning are suboptimal relative to cost. Federal, state and local agencies can obtain greater returns on their energy conservation investment over traditional methods, regardless of the implementing organization. This dissertation outlines several approaches to improve the traditional energy conservations models. Any public buildings in regions with similar energy conservation goals in the United States or internationally can also benefit greatly from this research. Additionally, many private owners of buildings are under mandates to conserve energy e.g., Local Law 85 of the New York City Energy Conservation Code requires any building, public or private, to meet the most current energy code for any alteration or renovation. Thus, both public and private stakeholders can benefit from this research. The research in this dissertation advances and presents models that decision-makers can use to optimize the selection of ECM projects with respect to the total cost of implementation. A practical application of a two-level mathematical program with equilibrium constraints (MPEC) improves the current best practice for agencies concerned with making the most cost-effective selection leveraging energy services companies or utilities. The two-level model maximizes savings to the agency and profit to the energy services companies (Chapter 2). An additional model presented leverages a single congressional appropriation to implement ECM projects (Chapter 3). Returns from implemented ECM projects are used to fund additional ECM projects. In these cases, fluctuations in energy costs and uncertainty in the estimated savings severely influence ECM project selection and the amount of the appropriation requested. A risk aversion method proposed imposes a minimum on the number of “of projects completed in each stage. A comparative method using Conditional Value at Risk is analyzed. Time consistency was addressed in this chapter. This work demonstrates how a risk-based, stochastic, multi-stage model with binary decision variables at each stage provides a much more accurate estimate for planning than the agency’s traditional approach and deterministic models. Finally, in Chapter 4, a rolling-horizon model allows for subadditivity and superadditivity of the energy savings to simulate interactive effects between ECM projects. The approach makes use of inequalities (McCormick, 1976) to re-express constraints that involve the product of binary variables with an exact linearization (related to the convex hull of those constraints). This model additionally shows the benefits of learning between stages while remaining consistent with the single congressional appropriations framework.

Train scheduling and rolling stock assignment in high speed trains

The Train Timetabling Problem (TTP) has been widely studied for freight and passenger rail systems. A lesser effort has been devoted to the study of high-speed rail systems. A modeling issue that has to be addressed is to model departure time choice of passengers on railway services. Passengers who use these systems attempt to travel at predetermined hours due to their daily life necessities (e.g., commuter trips). We incorporate all these features into TTP focusing on high-speed railway systems. We propose a Rail Scheduling and Rolling Stock (RSch-RS) model for timetable planning of high-speed railway systems. This model is composed of two essential elements: i) an infrastructure model for representing the railway network: it includes capacity constraints of the rail network and the Rolling-Stock constraints; and ii) a demand model that defines how the passengers choose the departure time. The resulting model is a mixed-integer programming model which objective function attempts to maximize the profit for the rail operator

Exact Combinatorial Optimization with Graph Convolutional Neural Networks

Combinatorial optimization problems are typically tackled by the branch-and-bound paradigm. We propose to learn a variable selection policy for branch-and-bound in mixed-integer linear programming, by imitation learning on a diversified variant of the strong branching expert rule. We encode states as bipartite graphs and parameterize the policy as a graph convolutional neural network. Experiments on a series of synthetic problems demonstrate that our approach produces policies that can improve upon expert-designed branching rules on large problems, and generalize to instances significantly larger than seen during training.

Asymmetries in Adversarial Settings

Even without formal guarantees of their effectiveness, adversarial attacks against Machine Learning models frequently fool new defenses. We identify six key asymmetries that contribute to this phenomenon and formulate four guidelines to build future-proof defenses by preventing such asymmetries. We also prove that attacking a classifier is NP-complete, while defending from such attacks is Sigma_2^P-complete. We then introduce Counter-Attack (CA), an asymmetry-free metadefense that determines whether a model is robust on a given input by estimating its distance from the decision boundary. Under specific assumptions CA can provide theoretical detection guarantees. Additionally, we prove that while CA is NP-complete, fooling CA is Sigma_2^P-complete. Even when using heuristic relaxations, we show that our method can reliably identify non-robust points. As part of our experimental evaluation, we introduce UG100, a new dataset obtained by applying a provably optimal attack to six limited-scale networks (three for MNIST and three for CIFAR10), each trained in three different manners.

Design and management of a supply chain: a joint location-inventory problem under uncertainty (Part A)

In this paper, a joint location-inventory model is proposed that simultaneously optimises strategic supply chain design decisions such as facility location and customer allocation to facilities, and tactical-operational inventory management and production scheduling decisions. All this is analysed in a context of demand uncertainty and supply uncertainty. While demand uncertainty stems from potential fluctuations in customer demands over time, supply-side uncertainty is associated with the risk of “disruption” to which facilities may be subject. The latter is caused by external factors such as natural disasters, strikes, changes of ownership and information technology security incidents. The proposed model is formulated as a non-linear mixed integer programming problem to minimise the expected total cost, which includes four basic cost items: the fixed cost of locating facilities at candidate sites, the cost of transport from facilities to customers, the cost of working inventory, and the cost of safety stock. Next, since the optimisation problem is very complex and the number of evaluable instances is very low, a "matheuristic" solution is presented. This approach has a twofold objective: on the one hand, it considers a larger number of facilities and customers within the network in order to reproduce a supply chain configuration that more closely reflects a real-world context; on the other hand, it serves to generate a starting solution and perform a series of iterations to try to improve it. Thanks to this algorithm, it was possible to obtain a solution characterised by a lower total system cost than that observed for the initial solution. The study concludes with some reflections and the description of possible future insights.

Fleet Management System for Search and Rescue Operations

Over one million people lost their lives in the last twenty years from natural disasters like wildfires, earthquakes and man-made disasters. In such scenarios the usage of a fleet of robots aims at the parallelization of the workload and thus increasing speed and capabilities to complete time sensitive missions. This work focuses on the development of a dynamic fleet management system, which consists in the management of multiple agents cooperating in order to accomplish tasks. We presented a Mixed Integer Programming problem for the management and planning of mission’s tasks. The problem was solved using both an exact and a heuristic approach. The latter is based on the idea of solving iteratively smaller instances of the complete problem. Alongside, a fast and efficient algorithm for estimation of travel times between tasks is proposed. Experimental results demonstrate that the proposed heuristic approach is able to generate quality solutions, within specific time limits, compared to the exact one.

Scheduling of head-dependent cascaded hydro systems: Mixed-integer quadratic programming approach

This paper is on the problem of short-term hydro, scheduling, particularly concerning head-dependent cascaded hydro systems. We propose a novel mixed-integer quadratic programming approach, considering not only head-dependency, but also discontinuous operating regions and discharge ramping constraints. Thus, an enhanced short-term hydro scheduling is provided due to the more realistic modeling presented in this paper. Numerical results from two case studies, based on Portuguese cascaded hydro systems, illustrate the proficiency of the proposed approach.

Optimal scheduling of a renewable micro-grid in an isolated load area using mixed-integer linear programming

In the energy management of the isolated operation of small power system, the economic scheduling of the generation units is a crucial problem. Applying right timing can maximize the performance of the supply. The optimal operation of a wind turbine, a solar unit, a fuel cell and a storage battery is searched by a mixed-integer linear programming implemented in General Algebraic Modeling Systems (GAMS). A Virtual Power Producer (VPP) can optimal operate the generation units, assured the good functioning of equipment, including the maintenance, operation cost and the generation measurement and control. A central control at system allows a VPP to manage the optimal generation and their load control. The application of methodology to a real case study in Budapest Tech, demonstrates the effectiveness of this method to solve the optimal isolated dispatch of the DC micro-grid renewable energy park. The problem has been converged in 0.09 s and 30 iterations.

Mixed integer non linear programming and artificial neural network based approach to ancillary services dispatch in competitive electricity markets

Ancillary services represent a good business opportunity that must be considered by market players. This paper presents a new methodology for ancillary services market dispatch. The method considers the bids submitted to the market and includes a market clearing mechanism based on deterministic optimization. An Artificial Neural Network is used for day-ahead prediction of Regulation Down, regulation-up, Spin Reserve and Non-Spin Reserve requirements. Two test cases based on California Independent System Operator data concerning dispatch of Regulation Down, Regulation Up, Spin Reserve and Non-Spin Reserve services are included in this paper to illustrate the application of the proposed method: (1) dispatch considering simple bids; (2) dispatch considering complex bids.

Non emergency patients transport - a mixed integer linear programming

This work presents a model and a heuristic to solve the non-emergency patients transport (NEPT) service issues given the new rules recently established in Portugal. The model follows the same principle of the Team Orienteering Problem by selecting the patients to be included in the routes attending the maximum reduction in costs when compared with individual transportation. This model establishes the best sets of patients to be transported together. The model was implemented in AMPL and a compact formulation was solved using NEOS Server. A heuristic procedure based on iteratively solving problems with one vehicle was presented, and this heuristic provides good results in terms of accuracy and computation time.

Multiobjective short-term planning of electric power distribution systems using NSGA-II

This paper presents a mixed integer nonlinear programming multiobjective model for short-term planning of distribution networks that considers in an integrated manner the following planning activities: allocation of capacitor banks; voltage regulators; the cable replacement of branches and feeders. The objective functions considered in the proposed model are: to minimize operational and investment costs and minimize the voltage deviations in the the network buses, subject to a set of technical and operational constraints. A multiobjective genetic algorithm based on a Non-Dominated Sorting Genetic Algorithm (NSGA-II) is proposed to solve this model. The proposed mathematical model and solution methodology is validated testing a medium voltage distribution system with 135 buses. © 2013 Brazilian Society for Automatics - SBA.