886 resultados para Linear programming
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In the framework of iBench research project, our previous work created a domain specific language TRAFFIC [6] that facilitates specification, programming, and maintenance of distributed applications over a network. It allows safety property to be formalized in terms of types and subtyping relations. Extending upon our previous work, we add Hindley-Milner style polymorphism [8] with constraints [9] to the type system of TRAFFIC. This allows a programmer to use for-all quantifier to describe types of network components, escalating power and expressiveness of types to a new level that was not possible before with propositional subtyping relations. Furthermore, we design our type system with a pluggable constraint system, so it can adapt to different application needs while maintaining soundness. In this paper, we show the soundness of the type system, which is not syntax-directed but is easier to do typing derivation. We show that there is an equivalent syntax-directed type system, which is what a type checker program would implement to verify the safety of a network flow. This is followed by discussion on several constraint systems: polymorphism with subtyping constraints, Linear Programming, and Constraint Handling Rules (CHR) [3]. Finally, we provide some examples to illustrate workings of these constraint systems.
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In many real world situations, we make decisions in the presence of multiple, often conflicting and non-commensurate objectives. The process of optimizing systematically and simultaneously over a set of objective functions is known as multi-objective optimization. In multi-objective optimization, we have a (possibly exponentially large) set of decisions and each decision has a set of alternatives. Each alternative depends on the state of the world, and is evaluated with respect to a number of criteria. In this thesis, we consider the decision making problems in two scenarios. In the first scenario, the current state of the world, under which the decisions are to be made, is known in advance. In the second scenario, the current state of the world is unknown at the time of making decisions. For decision making under certainty, we consider the framework of multiobjective constraint optimization and focus on extending the algorithms to solve these models to the case where there are additional trade-offs. We focus especially on branch-and-bound algorithms that use a mini-buckets algorithm for generating the upper bound at each node of the search tree (in the context of maximizing values of objectives). Since the size of the guiding upper bound sets can become very large during the search, we introduce efficient methods for reducing these sets, yet still maintaining the upper bound property. We define a formalism for imprecise trade-offs, which allows the decision maker during the elicitation stage, to specify a preference for one multi-objective utility vector over another, and use such preferences to infer other preferences. The induced preference relation then is used to eliminate the dominated utility vectors during the computation. For testing the dominance between multi-objective utility vectors, we present three different approaches. The first is based on a linear programming approach, the second is by use of distance-based algorithm (which uses a measure of the distance between a point and a convex cone); the third approach makes use of a matrix multiplication, which results in much faster dominance checks with respect to the preference relation induced by the trade-offs. Furthermore, we show that our trade-offs approach, which is based on a preference inference technique, can also be given an alternative semantics based on the well known Multi-Attribute Utility Theory. Our comprehensive experimental results on common multi-objective constraint optimization benchmarks demonstrate that the proposed enhancements allow the algorithms to scale up to much larger problems than before. For decision making problems under uncertainty, we describe multi-objective influence diagrams, based on a set of p objectives, where utility values are vectors in Rp, and are typically only partially ordered. These can be solved by a variable elimination algorithm, leading to a set of maximal values of expected utility. If the Pareto ordering is used this set can often be prohibitively large. We consider approximate representations of the Pareto set based on ϵ-coverings, allowing much larger problems to be solved. In addition, we define a method for incorporating user trade-offs, which also greatly improves the efficiency.
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We describe a general technique for determining upper bounds on maximal values (or lower bounds on minimal costs) in stochastic dynamic programs. In this approach, we relax the nonanticipativity constraints that require decisions to depend only on the information available at the time a decision is made and impose a "penalty" that punishes violations of nonanticipativity. In applications, the hope is that this relaxed version of the problem will be simpler to solve than the original dynamic program. The upper bounds provided by this dual approach complement lower bounds on values that may be found by simulating with heuristic policies. We describe the theory underlying this dual approach and establish weak duality, strong duality, and complementary slackness results that are analogous to the duality results of linear programming. We also study properties of good penalties. Finally, we demonstrate the use of this dual approach in an adaptive inventory control problem with an unknown and changing demand distribution and in valuing options with stochastic volatilities and interest rates. These are complex problems of significant practical interest that are quite difficult to solve to optimality. In these examples, our dual approach requires relatively little additional computation and leads to tight bounds on the optimal values. © 2010 INFORMS.
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p.55-64
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This paper presents a formalism for representing temporal knowledge in legal discourse that allows an explicit expression of time and event occurrences. The fundamental time structure is characterized as a well‐ordered discrete set of primitive times, i.e. non‐decomposable intervals with positive duration or points with zero duration), from which decomposable intervals can be constructed. The formalism supports a full representation of both absolute and relative temporal knowledge, and a formal mechanism for checking the temporal consistency of a given set of legal statements is provided. The general consistency checking algorithm which addresses both absolute and relative temporal knowledge turns out to be a linear programming problem, while in the special case where only relative temporal relations are involved, it becomes a simple question of searching for cycles in the graphical representation of the corresponding legal text.
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We study the two-machine flow shop problem with an uncapacitated interstage transporter. The jobs have to be split into batches, and upon completion on the first machine, each batch has to be shipped to the second machine by a transporter. The best known heuristic for the problem is a –approximation algorithm that outputs a two-shipment schedule. We design a –approximation algorithm that finds schedules with at most three shipments, and this ratio cannot be improved, unless schedules with more shipments are created. This improvement is achieved due to a thorough analysis of schedules with two and three shipments by means of linear programming. We formulate problems of finding an optimal schedule with two or three shipments as integer linear programs and develop strongly polynomial algorithms that find solutions to their continuous relaxations with a small number of fractional variables
Resumo:
We study the two-machine flow shop problem with an uncapacitated interstage transporter. The jobs have to be split into batches, and upon completion on the first machine, each batch has to be shipped to the second machine by a transporter. The best known heuristic for the problem is a –approximation algorithm that outputs a two-shipment schedule. We design a –approximation algorithm that finds schedules with at most three shipments, and this ratio cannot be improved, unless schedules with more shipments are created. This improvement is achieved due to a thorough analysis of schedules with two and three shipments by means of linear programming. We formulate problems of finding an optimal schedule with two or three shipments as integer linear programs and develop strongly polynomial algorithms that find solutions to their continuous relaxations with a small number of fractional variables.
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Incidence calculus is a mechanism for probabilistic reasoning in which sets of possible worlds, called incidences, are associated with axioms, and probabilities are then associated with these sets. Inference rules are used to deduce bounds on the incidence of formulae which are not axioms, and bounds for the probability of such a formula can then be obtained. In practice an assignment of probabilities directly to axioms may be given, and it is then necessary to find an assignment of incidence which will reproduce these probabilities. We show that this task of assigning incidences can be viewed as a tree searching problem, and two techniques for performing this research are discussed. One of these is a new proposal involving a depth first search, while the other incorporates a random element. A Prolog implementation of these methods has been developed. The two approaches are compared for efficiency and the significance of their results are discussed. Finally we discuss a new proposal for applying techniques from linear programming to incidence calculus.
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Call control features (e.g., call-divert, voice-mail) are primitive options to which users can subscribe off-line to personalise their service. The configuration of a feature subscription involves choosing and sequencing features from a catalogue and is subject to constraints that prevent undesirable feature interactions at run-time. When the subscription requested by a user is inconsistent, one problem is to find an optimal relaxation, which is a generalisation of the feedback vertex set problem on directed graphs, and thus it is an NP-hard task. We present several constraint programming formulations of the problem. We also present formulations using partial weighted maximum Boolean satisfiability and mixed integer linear programming. We study all these formulations by experimentally comparing them on a variety of randomly generated instances of the feature subscription problem.
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In this paper, we propose a novel finite impulse response (FIR) filter design methodology that reduces the number of operations with a motivation to reduce power consumption and enhance performance. The novelty of our approach lies in the generation of filter coefficients such that they conform to a given low-power architecture, while meeting the given filter specifications. The proposed algorithm is formulated as a mixed integer linear programming problem that minimizes chebychev error and synthesizes coefficients which consist of pre-specified alphabets. The new modified coefficients can be used for low-power VLSI implementation of vector scaling operations such as FIR filtering using computation sharing multiplier (CSHM). Simulations in 0.25um technology show that CSHM FIR filter architecture can result in 55% power and 34% speed improvement compared to carry save multiplier (CSAM) based filters.
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The development of appropriate Electric Vehicle (EV) charging strategies has been identified as an effective way to accommodate an increasing number of EVs on Low Voltage (LV) distribution networks. Most research studies to date assume that future charging facilities will be capable of regulating charge rates continuously, while very few papers consider the more realistic situation of EV chargers that support only on-off charging functionality. In this work, a distributed charging algorithm applicable to on-off based charging systems is presented. Then, a modified version of the algorithm is proposed to incorporate real power system constraints. Both algorithms are compared with uncontrolled and centralized charging strategies from the perspective of both utilities and customers. © 2013 IEEE.
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This work presents novel algorithms for learning Bayesian networks of bounded treewidth. Both exact and approximate methods are developed. The exact method combines mixed integer linear programming formulations for structure learning and treewidth computation. The approximate method consists in sampling k-trees (maximal graphs of treewidth k), and subsequently selecting, exactly or approximately, the best structure whose moral graph is a subgraph of that k-tree. The approaches are empirically compared to each other and to state-of-the-art methods on a collection of public data sets with up to 100 variables.
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Traditional internal combustion engine vehicles are a major contributor to global greenhouse gas emissions and other air pollutants, such as particulate matter and nitrogen oxides. If the tail pipe point emissions could be managed centrally without reducing the commercial and personal user functionalities, then one of the most attractive solutions for achieving a significant reduction of emissions in the transport sector would be the mass deployment of electric vehicles. Though electric vehicle sales are still hindered by battery performance, cost and a few other technological bottlenecks, focused commercialisation and support from government policies are encouraging large scale electric vehicle adoptions. The mass proliferation of plug-in electric vehicles is likely to bring a significant additional electric load onto the grid creating a highly complex operational problem for power system operators. Electric vehicle batteries also have the ability to act as energy storage points on the distribution system. This double charge and storage impact of many uncontrollable small kW loads, as consumers will want maximum flexibility, on a distribution system which was originally not designed for such operations has the potential to be detrimental to grid balancing. Intelligent scheduling methods if established correctly could smoothly integrate electric vehicles onto the grid. Intelligent scheduling methods will help to avoid cycling of large combustion plants, using expensive fossil fuel peaking plant, match renewable generation to electric vehicle charging and not overload the distribution system causing a reduction in power quality. In this paper, a state-of-the-art review of scheduling methods to integrate plug-in electric vehicles are reviewed, examined and categorised based on their computational techniques. Thus, in addition to various existing approaches covering analytical scheduling, conventional optimisation methods (e.g. linear, non-linear mixed integer programming and dynamic programming), and game theory, meta-heuristic algorithms including genetic algorithm and particle swarm optimisation, are all comprehensively surveyed, offering a systematic reference for grid scheduling considering intelligent electric vehicle integration.
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The introduction of the Tesla in 2008 has demonstrated to the public of the potential of electric vehicles in terms of reducing fuel consumption and green-house gas from the transport sector. It has brought electric vehicles back into the spotlight worldwide at a moment when fossil fuel prices were reaching unexpected high due to increased demand and strong economic growth. The energy storage capabilities from of fleets of electric vehicles as well as the potentially random discharging and charging offers challenges to the grid in terms of operation and control. Optimal scheduling strategies are key to integrating large numbers of electric vehicles and the smart grid. In this paper, state-of-the-art optimization methods are reviewed on scheduling strategies for the grid integration with electric vehicles. The paper starts with a concise introduction to analytical charging strategies, followed by a review of a number of classical numerical optimization methods, including linear programming, non-linear programming, dynamic programming as well as some other means such as queuing theory. Meta-heuristic techniques are then discussed to deal with the complex, high-dimensional and multi-objective scheduling problem associated with stochastic charging and discharging of electric vehicles. Finally, future research directions are suggested.
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“Branch-and-cut” algorithm is one of the most efficient exact approaches to solve mixed integer programs. This algorithm combines the advantages of a pure branch-and-bound approach and cutting planes scheme. Branch-and-cut algorithm computes the linear programming relaxation of the problem at each node of the search tree which is improved by the use of cuts, i.e. by the inclusion of valid inequalities. It should be taken into account that selection of strongest cuts is crucial for their effective use in branch-and-cut algorithm. In this thesis, we focus on the derivation and use of cutting planes to solve general mixed integer problems, and in particular inventory problems combined with other problems such as distribution, supplier selection, vehicle routing, etc. In order to achieve this goal, we first consider substructures (relaxations) of such problems which are obtained by the coherent loss of information. The polyhedral structure of those simpler mixed integer sets is studied to derive strong valid inequalities. Finally those strong inequalities are included in the cutting plane algorithms to solve the general mixed integer problems. We study three mixed integer sets in this dissertation. The first two mixed integer sets arise as a subproblem of the lot-sizing with supplier selection, the network design and the vendor-managed inventory routing problems. These sets are variants of the well-known single node fixed-charge network set where a binary or integer variable is associated with the node. The third set occurs as a subproblem of mixed integer sets where incompatibility between binary variables is considered. We generate families of valid inequalities for those sets, identify classes of facet-defining inequalities, and discuss the separation problems associated with the inequalities. Then cutting plane frameworks are implemented to solve some mixed integer programs. Preliminary computational experiments are presented in this direction.