Mathematical Programming Models for Influence Maximization on Social Networks

In this dissertation, we apply mathematical programming techniques (i.e., integer programming and polyhedral combinatorics) to develop exact approaches for influence maximization on social networks. We study four combinatorial optimization problems that deal with maximizing influence at minimum cost over a social network. To our knowl- edge, all previous work to date involving influence maximization problems has focused on heuristics and approximation. We start with the following viral marketing problem that has attracted a significant amount of interest from the computer science literature. Given a social network, find a target set of customers to seed with a product. Then, a cascade will be caused by these initial adopters and other people start to adopt this product due to the influence they re- ceive from earlier adopters. The idea is to find the minimum cost that results in the entire network adopting the product. We first study a problem called the Weighted Target Set Selection (WTSS) Prob- lem. In the WTSS problem, the diffusion can take place over as many time periods as needed and a free product is given out to the individuals in the target set. Restricting the number of time periods that the diffusion takes place over to be one, we obtain a problem called the Positive Influence Dominating Set (PIDS) problem. Next, incorporating partial incentives, we consider a problem called the Least Cost Influence Problem (LCIP). The fourth problem studied is the One Time Period Least Cost Influence Problem (1TPLCIP) which is identical to the LCIP except that we restrict the number of time periods that the diffusion takes place over to be one. We apply a common research paradigm to each of these four problems. First, we work on special graphs: trees and cycles. Based on the insights we obtain from special graphs, we develop efficient methods for general graphs. On trees, first, we propose a polynomial time algorithm. More importantly, we present a tight and compact extended formulation. We also project the extended formulation onto the space of the natural vari- ables that gives the polytope on trees. Next, building upon the result for trees---we derive the polytope on cycles for the WTSS problem; as well as a polynomial time algorithm on cycles. This leads to our contribution on general graphs. For the WTSS problem and the LCIP, using the observation that the influence propagation network must be a directed acyclic graph (DAG), the strong formulation for trees can be embedded into a formulation on general graphs. We use this to design and implement a branch-and-cut approach for the WTSS problem and the LCIP. In our computational study, we are able to obtain high quality solutions for random graph instances with up to 10,000 nodes and 20,000 edges (40,000 arcs) within a reasonable amount of time.

Exact solutions for the agricultural and the two-dimensional packing problems

Objectives and study method: The objective of this study is to develop exact algorithms that can be used as management tools for the agricultural production planning and to obtain exact solutions for two of the most well known twodimensional packing problems: the strip packing problem and the bin packing problem. For the agricultural production planning problem we propose a new hierarchical scheme of three stages to improve the current agricultural practices. The objective of the first stage is to delineate rectangular and homogeneous management zones into the farmer’s plots considering the physical and chemical soil properties. This is an important task because the soil properties directly affect the agricultural production planning. The methodology for this stage is based on a new method called “Positions and Covering” that first generates all the possible positions in which the plot can be delineated. Then, we use a mathematical model of linear programming to obtain the optimal physical and chemical management zone delineation of the plot. In the second stage the objective is to determine the optimal crop pattern that maximizes the farmer’s profit taken into account the previous management zones delineation. In this case, the crop pattern is affected by both management zones delineation, physical and chemical. A mixed integer linear programming is used to solve this stage. The objective of the last stage is to determine in real-time the amount of water to irrigate in each crop. This stage takes as input the solution of the crop planning stage, the atmospheric conditions (temperature, radiation, etc.), the humidity level in plots, and the physical management zones of plots, just to name a few. This procedure is made in real-time during each irrigation period. A linear programming is used to solve this problem. A breakthrough happen when we realize that we could propose some adaptations of the P&C methodology to obtain optimal solutions for the two-dimensional packing problem and the strip packing. We empirically show that our methodologies are efficient on instances based on real data for both problems: agricultural and two-dimensional packing problems. Contributions and conclusions: The exact algorithms showed in this study can be used in the making-decision support for agricultural planning and twodimensional packing problems. For the agricultural planning problem, we show that the implementation of the new hierarchical approach can improve the farmer profit between 5.27% until 8.21% through the optimization of the natural resources. An important characteristic of this problem is that the soil properties (physical and chemical) and the real-time factors (climate, humidity level, evapotranspiration, etc.) are incorporated. With respect to the two-dimensional packing problems, one of the main contributions of this study is the fact that we have demonstrate that many of the best solutions founded in literature by others approaches (heuristics approaches) are the optimal solutions. This is very important because some of these solutions were up to now not guarantee to be the optimal solutions.

Coordinated Scheduling of Wind-Thermal Gencos in Day-Ahead Markets

This paper presents a stochastic mixed-integer linear programming approach for solving the self-scheduling problem of a price-taker thermal and wind power producer taking part in a pool-based electricity market. Uncertainty on electricity price and wind power is considered through a set of scenarios. Thermal units are modeled by variable costs, start-up costs and technical operating constraints, such as: ramp up/down limits and minimum up/down time limits. An efficient mixed-integer linear program is presented to develop the offering strategies of the coordinated production of thermal and wind energy generation, aiming to maximize the expected profit. A case study with data from the Iberian Electricity Market is presented and results are discussed to show the effectiveness of the proposed approach.

Bidding Decision of Wind-Thermal GenCo in Day-Ahead Market

This paper deals with the self-scheduling problem of a price-taker having wind and thermal power production and assisted by a cyber-physical system for supporting management decisions in a day-ahead electric energy market. The self-scheduling is regarded as a stochastic mixed-integer linear programming problem. Uncertainties on electricity price and wind power are considered through a set of scenarios. Thermal units are modelled by start-up and variable costs, furthermore constraints are considered, such as: ramp up/down and minimum up/down time limits. The stochastic mixed-integer linear programming problem allows a decision support for strategies advantaging from an effective wind and thermal mixed bidding. A case study is presented using data from the Iberian electricity market.

Bidding strategy of wind-thermal energy producers

This paper presents a stochastic mixed-integer linear programming approach for solving the self-scheduling problem of a price-taker thermal and wind power producer taking part in a pool-based electricity market. Uncertainty on electricity price and wind power is considered through a set of scenarios. Thermal units are modelled by variable costs, start-up costs and technical operating constraints, such as: forbidden operating zones, ramp up/down limits and minimum up/down time limits. An efficient mixed-integer linear program is presented to develop the offering strategies of the coordinated production of thermal and wind energy generation, having as a goal the maximization of profit. A case study with data from the Iberian Electricity Market is presented and results are discussed to show the effectiveness of the proposed approach.

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.

A novel continuous time representation for the scheduling of pipeline systems with pumping yield rate constraints

Pipeline systems play a key role in the petroleum business. These operational systems provide connection between ports and/or oil fields and refineries (upstream), as well as between these and consumer markets (downstream). The purpose of this work is to propose a novel MINLP formulation based on a continuous time representation for the scheduling of multiproduct pipeline systems that must supply multiple consumer markets. Moreover, it also considers that the pipeline operates intermittently and that the pumping costs depend on the booster stations yield rates, which in turn may generate different flow rates. The proposed continuous time representation is compared with a previously developed discrete time representation [Rejowski, R., Jr., & Pinto, J. M. (2004). Efficient MILP formulations and valid cuts for multiproduct pipeline scheduling. Computers and Chemical Engineering, 28, 1511] in terms of solution quality and computational performance. The influence of the number of time intervals that represents the transfer operation is studied and several configurations for the booster stations are tested. Finally, the proposed formulation is applied to a larger case, in which several booster configurations with different numbers of stages are tested. (C) 2007 Elsevier Ltd. All rights reserved.

Mathematical methods for spatially cohesive reserve design

The problem of designing spatially cohesive nature reserve systems that meet biodiversity objectives is formulated as a nonlinear integer programming problem. The multiobjective function minimises a combination of boundary length, area and failed representation of the biological attributes we are trying to conserve. The task is to reserve a subset of sites that best meet this objective. We use data on the distribution of habitats in the Northern Territory, Australia, to show how simulated annealing and a greedy heuristic algorithm can be used to generate good solutions to such large reserve design problems, and to compare the effectiveness of these methods.

Investment optimization in distribution network based on fuzzy outage parameters

This paper presents a methodology that aims to increase the probability of delivering power to any load point of the electrical distribution system by identifying new investments in distribution components. The methodology is based on statistical failure and repair data of the distribution power system components and it uses fuzzy-probabilistic modelling for system component outage parameters. Fuzzy membership functions of system component outage parameters are obtained by statistical records. A mixed integer non-linear optimization technique is developed to identify adequate investments in distribution networks components that allow increasing the availability level for any customer in the distribution system at minimum cost for the system operator. To illustrate the application of the proposed methodology, the paper includes a case study that considers a real distribution network.

Planeamento do consumo de energia eléctrica

O objectivo deste trabalho é optimizar o planeamento de produção tendo como meta a redução do custo total da energia eléctrica consumida. Este trabalho está dividido em 3 etapas distintas: na 1ª etapa foi feito um levantamento do problema, das restrições do mesmo e da escolha do modelo para a sua resolução. Na etapa seguinte, fez-se a escolha da ferramenta a usar, que foi o Xpress, e fez-se a implementação do problema nessa mesma ferramenta. E por fim, na 3ª etapa, foi feita a validação do modelo e análise das soluções obtidas com comparações com que o era feito antes. Recorrendo a programação inteira foi desenvolvido um modelo de optimização para atingir o objectivo em causa e consequentemente foi escrito o código que reflectisse o modelo matemático. Todos os passos necessários à sua implementação foram concluídos e validados com comparação com o que antes se fazia, notando-se assim melhorias ao nível de eficiência energética na ordem dos 8%, mas também uma melhoria no aproveitamento de recursos humanos e tempo que eram despendidos para desenvolver planos de produção de forma manual. Essa melhoria temporal que se compreende entre quatro a seis horas semanais pode ser aplicada noutras actividades da empresa com maior valor acrescentado.

Optimização do corte de chapas

O presente trabalho visa denotar a importância de ferramentas e técnicas utilizadas como apoio à tomada de decisão. Foi proposto um problema de corte cujo objectivo primordial procura minimizar o desperdício gerado resultante do processo de obtenção de um produto, utilizando um caso representativo de um produto em chapa, fabricado por uma empresa que conta três décadas de laboração contínua, proposeram-se e realizaram-se estudos no sentido de solucionar recursos causadores de desperdício. Neste trabalho aplicou-se um problema de corte bi-dimensional a uma indústria que recorre ao fabrico de produtos em chapa, por forma a minimizar o desperdício relativo ao processo utilizado. Propôs-se quatro alternativas à solução actual realizada na empresa, que passa pela disposição e combinação de vários tipos de cortes-padrão que podem ser executados nas diferentes dimensões de matéria-prima disponibilizada. Estas alternativas têm como vantagem apresentar reduções que se traduzam significativas para os custos implícitos à realização do processo produtivo. Os estudos computacionais praticados mostraram que as soluções propostas como alternativa obtiveram melhores resultados que os obtidos pela empresa, excepto num caso.

Spinning reserve and emission unit commitment through stochastic optimization

This paper proposes a stochastic mixed-integer linear approach to deal with a short-term unit commitment problem with uncertainty on a deregulated electricity market that includes day-ahead bidding and bilateral contracts. The proposed approach considers the typically operation constraints on the thermal units and a spinning reserve. The uncertainty is due to the electricity prices, which are modeled by a scenario set, allowing an acceptable computation. Moreover, emission allowances are considered in a manner to allow for the consideration of environmental constraints. A case study to illustrate the usefulness of the proposed approach is presented and an assessment of the cost for the spinning reserve is obtained by a comparison between the situation with and without spinning reserve.

Spinning reserve and emission unit commitment through stochastic optimization

This paper proposes a stochastic mixed-integer linear approach to deal with a short-term unit commitment problem with uncertainty on a deregulated electricity market that includes day-ahead bidding and bilateral contracts. The proposed approach considers the typically operation constraints on the thermal units and a spinning reserve. The uncertainty is due to the electricity prices, which are modeled by a scenario set, allowing an acceptable computation. Moreover, emission allowances are considered in a manner to allow for the consideration of environmental constraints. A case study to illustrate the usefulness of the proposed approach is presented and an assessment of the cost for the spinning reserve is obtained by a comparison between the situation with and without spinning reserve.

Analysis of the domain of applicability of an algorithm for a resources system selection problem for Distributed/Agile/Virtual Enterprises integration

The process of resources systems selection takes an important part in Distributed/Agile/Virtual Enterprises (D/A/V Es) integration. However, the resources systems selection is still a difficult matter to solve in a D/A/VE, as it is pointed out in this paper. Globally, we can say that the selection problem has been equated from different aspects, originating different kinds of models/algorithms to solve it. In order to assist the development of a web prototype tool (broker tool), intelligent and flexible, that integrates all the selection model activities and tools, and with the capacity to adequate to each D/A/V E project or instance (this is the major goal of our final project), we intend in this paper to show: a formulation of a kind of resources selection problem and the limitations of the algorithms proposed to solve it. We formulate a particular case of the problem as an integer programming, which is solved using simplex and branch and bound algorithms, and identify their performance limitations (in terms of processing time) based on simulation results. These limitations depend on the number of processing tasks and on the number of pre-selected resources per processing tasks, defining the domain of applicability of the algorithms for the problem studied. The limitations detected open the necessity of the application of other kind of algorithms (approximate solution algorithms) outside the domain of applicability founded for the algorithms simulated. However, for a broker tool it is very important the knowledge of algorithms limitations, in order to, based on problem features, develop and select the most suitable algorithm that guarantees a good performance.

Problema de atribuição de vigilâncias de exames a docentes

O presente trabalho foi realizado com o intuito de resolver o problema de alocação de vigilantes a exames do Instituto Superior de Engenharia do Porto, no departamento de Engenharia Mecânica. O modelo apresentado faz a atribuição das vigilâncias de uma forma hierárquica, utilizando vários critérios, desde a regência da unidade curricular até à simples vigilância. Devido ao facto de estar implementado informaticamente, apresenta reduzidos tempos na formulação e obtenção de uma solução, o que o torna uma boa ferramenta para a criação de cenários alternativos. Em suma, o modelo proposto neste trabalho apresenta soluções de melhor qualidade, em que a distribuição de afetações é proporcional entre os docentes, e o seu tempo de obtenção é muito reduzido em comparação com a alternativa atual.