GRASP with Hybrid Path Relinking for Bi-Objective Winner Determination in Combinatorial Transportation Auctions

The procurement of transportation services via large-scale combinatorial auctions involves a couple of complex decisions whose outcome highly influences the performance of the tender process. This paper examines the shipper's task of selecting a subset of the submitted bids which efficiently trades off total procurement cost against expected carrier performance. To solve this bi-objective winner determination problem, we propose a Pareto-based greedy randomized adaptive search procedure (GRASP). As a post-optimizer we use a path relinking procedure which is hybridized with branch-and-bound. Several variants of this algorithm are evaluated by means of artificial test instances which comply with important real-world characteristics. The two best variants prove superior to a previously published Pareto-based evolutionary algorithm.

An application of combinatorial optimization in the printing industry

Offset printing is a common method to produce large amounts of printed matter. We consider a real-world offset printing process that is used to imprint customer-specific designs on napkin pouches. The print- ing technology used yields a number of specific constraints. The planning problem consists of allocating designs to printing-plate slots such that the given customer demand for each design is fulfilled, all technologi- cal and organizational constraints are met and the total overproduction and setup costs are minimized. We formulate this planning problem as a mixed-binary linear program, and we develop a multi-pass matching-based savings heuristic. We report computational results for a set of problem instances devised from real-world data.

Planning of a make-to-order production process in the printing industry

Offset printing is a common method to produce large amounts of printed matter. We consider a real-world offset printing process that is used to imprint customer-specific designs on napkin pouches. The production equipment used gives rise to various technological constraints. The planning problem consists of allocating designs to printing-plate slots such that the given customer demand for each design is fulfilled, all technological and organizational constraints are met and the total overproduction and setup costs are minimized. We formulate this planning problem as a mixed-binary linear program, and we develop a multi-pass matching-based savings heuristic. We report computational results for a set of problem instances devised from real-world data.

Connecting red cells in a bichromatic Voronoi diagram

Let S be a set of n + m sites, of which n are red and have weight wR, and m are blue and weigh wB. The objective of this paper is to calculate the minimum value of wR such that the union of the red Voronoi cells in the weighted Voronoi diagram of S is a connected set. The problem is solved for the multiplicatively-weighted Voronoi diagram in O((n+m)^2 log(nm)) time and for the additively-weighted Voronoi diagram in O(nmlog(nm)) time.

Agreement in wider environments with weaker assumptions.

The set agreement problem states that from n proposed values at most n?1 can be decided. Traditionally, this problem is solved using a failure detector in asynchronous systems where processes may crash but do not recover, where processes have different identities, and where all processes initially know the membership. In this paper we study the set agreement problem and the weakest failure detector L used to solve it in asynchronous message passing systems where processes may crash and recover, with homonyms (i.e., processes may have equal identities) and without a complete initial knowledge of the membership.

Simulación de procesos químicos (curso 2011-2012)

Apuntes en formato html que incluyen los siguientes temas de la parte de simulación en la asignatura «simulación y optimización de procesos químicos» TEMA 1. Introducción 1.1 Introducción. 1.2 Desarrollo histórico de la simulación de procesos. Relación entre simulación optimización y síntesis de procesos. 1.3 Tipos de simuladores: Modular secuencial. Modular simultáneo. Basada en ecuaciones. TEMA 2. Simulación Modular Secuencial 2.1 Descomposición de diagramas de flujo (flowsheeting) 2.2 Métodos basados en las matrices booleanas Localización de redes cíclicas máximas. Algoritmo de Sargent y Westerberg. Algoritmo de Tarjan. 2.3 Selección de las corrientes de corte: 2.3.1 Caso general planteamiento como un "set-covering problem" (algoritmo de Pho y Lapidus) 2.3.2 Número mínimo de corrientes de corte (algoritmo de Barkley y Motard) 2.3.3 Conjunto de corrientes de corte no redundante (Algoritmo de Upadhye y Grens) TEMA 3. Simulación Modular Simultánea 3.1 Efecto de las estrategias tipo cuasi Newton sobre la convergencia de los diagramas de flujo. TEMA 4. Simulación Basada en Ecuaciones 4.1 Introducción. Métodos de factorización de matrices dispersas. Métodos a priori y métodos locales. 4.2 Métodos locales: Criterio de Markowitz. 4.3 Métodos a priori: 4.3.1 Triangularización por bloques: a. Base de salida admisible (transversal completo). b. Aplicación de los algoritmos de Sargent y Tarjan a matrices dispersas. c. Reordenación. 4.3.2 Transformación en matriz triangular bordeada. 4.4 Fase numerica. Algoritmo RANKI 4.5 Comparación entre los diferentes sistemas de simulación. Ventajas e Inconvenientes. TEMA 5. Grados de libertad y variables de diseño de un diagrama de flujo 5.1 Teorema de Duhem y regla de las fases 5.2 Grados de libertad de un equipo 5.3 Grados de libertad de un diagrama de flujo 5.4 Elección de las variables de diseño.

Algorithms for Geometric Matching, Clustering, and Covering

With the popularization of GPS-enabled devices such as mobile phones, location data are becoming available at an unprecedented scale. The locations may be collected from many different sources such as vehicles moving around a city, user check-ins in social networks, and geo-tagged micro-blogging photos or messages. Besides the longitude and latitude, each location record may also have a timestamp and additional information such as the name of the location. Time-ordered sequences of these locations form trajectories, which together contain useful high-level information about people's movement patterns.

The first part of this thesis focuses on a few geometric problems motivated by the matching and clustering of trajectories. We first give a new algorithm for computing a matching between a pair of curves under existing models such as dynamic time warping (DTW). The algorithm is more efficient than standard dynamic programming algorithms both theoretically and practically. We then propose a new matching model for trajectories that avoids the drawbacks of existing models. For trajectory clustering, we present an algorithm that computes clusters of subtrajectories, which correspond to common movement patterns. We also consider trajectories of check-ins, and propose a statistical generative model, which identifies check-in clusters as well as the transition patterns between the clusters.

The second part of the thesis considers the problem of covering shortest paths in a road network, motivated by an EV charging station placement problem. More specifically, a subset of vertices in the road network are selected to place charging stations so that every shortest path contains enough charging stations and can be traveled by an EV without draining the battery. We first introduce a general technique for the geometric set cover problem. This technique leads to near-linear-time approximation algorithms, which are the state-of-the-art algorithms for this problem in either running time or approximation ratio. We then use this technique to develop a near-linear-time algorithm for this

shortest-path cover problem.

GRASP and statistical bounds for heuristic solutions to combinatorial problems

The quality of a heuristic solution to a NP-hard combinatorial problem is hard to assess. A few studies have advocated and tested statistical bounds as a method for assessment. These studies indicate that statistical bounds are superior to the more widely known and used deterministic bounds. However, the previous studies have been limited to a few metaheuristics and combinatorial problems and, hence, the general performance of statistical bounds in combinatorial optimization remains an open question. This work complements the existing literature on statistical bounds by testing them on the metaheuristic Greedy Randomized Adaptive Search Procedures (GRASP) and four combinatorial problems. Our findings confirm previous results that statistical bounds are reliable for the p-median problem, while we note that they also seem reliable for the set covering problem. For the quadratic assignment problem, the statistical bounds has previously been found reliable when obtained from the Genetic algorithm whereas in this work they found less reliable. Finally, we provide statistical bounds to four 2-path network design problem instances for which the optimum is currently unknown.

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.

Étude de la médiane de permutations sous la distance de Kendall-Tau

La distance de Kendall-τ compte le nombre de paires en désaccord entre deux permuta- tions. La distance d’une permutation à un ensemble est simplement la somme des dis- tances entre cette permutation et les permutations de l’ensemble. À partir d’un ensemble donné de permutations, notre but est de trouver la permutation, appelée médiane, qui minimise cette distance à l’ensemble. Le problème de la médiane de permutations sous la distance de Kendall-τ, trouve son application en bio-informatique, en science politique, en télécommunication et en optimisation. Ce problème d’apparence simple est prouvé difficile à résoudre. Dans ce mémoire, nous présentons plusieurs approches pour résoudre le problème, pour trouver une bonne solution approximative, pour le séparer en classes caractéristiques, pour mieux com- prendre sa compléxité, pour réduire l’espace de recheche et pour accélérer les calculs. Nous présentons aussi, vers la fin du mémoire, une généralisation de ce problème et nous l’étudions avec ces mêmes approches. La majorité du travail de ce mémoire se situe dans les trois articles qui le composent et est complémenté par deux chapitres servant à les lier.

Étude de la médiane de permutations sous la distance de Kendall-Tau

La distance de Kendall-τ compte le nombre de paires en désaccord entre deux permuta- tions. La distance d’une permutation à un ensemble est simplement la somme des dis- tances entre cette permutation et les permutations de l’ensemble. À partir d’un ensemble donné de permutations, notre but est de trouver la permutation, appelée médiane, qui minimise cette distance à l’ensemble. Le problème de la médiane de permutations sous la distance de Kendall-τ, trouve son application en bio-informatique, en science politique, en télécommunication et en optimisation. Ce problème d’apparence simple est prouvé difficile à résoudre. Dans ce mémoire, nous présentons plusieurs approches pour résoudre le problème, pour trouver une bonne solution approximative, pour le séparer en classes caractéristiques, pour mieux com- prendre sa compléxité, pour réduire l’espace de recheche et pour accélérer les calculs. Nous présentons aussi, vers la fin du mémoire, une généralisation de ce problème et nous l’étudions avec ces mêmes approches. La majorité du travail de ce mémoire se situe dans les trois articles qui le composent et est complémenté par deux chapitres servant à les lier.

Frames: a maximum entropy statistical estimate of the inverse problem

A maximum entropy statistical treatment of an inverse problem concerning frame theory is presented. The problem arises from the fact that a frame is an overcomplete set of vectors that defines a mapping with no unique inverse. Although any vector in the concomitant space can be expressed as a linear combination of frame elements, the coefficients of the expansion are not unique. Frame theory guarantees the existence of a set of coefficients which is “optimal” in a minimum norm sense. We show here that these coefficients are also “optimal” from a maximum entropy viewpoint.

Implementing slot-based task-splitting multiprocessor scheduling

Consider the problem of scheduling a set of sporadic tasks on a multiprocessor system to meet deadlines using a task-splitting scheduling algorithm. Task-splitting (also called semi-partitioning) scheduling algorithms assign most tasks to just one processor but a few tasks are assigned to two or more processors, and they are dispatched in a way that ensures that a task never executes on two or more processors simultaneously. A particular type of task-splitting algorithms, called slot-based task-splitting dispatching, is of particular interest because of its ability to schedule tasks with high processor utilizations. Unfortunately, no slot-based task-splitting algorithm has been implemented in a real operating system so far. In this paper we discuss and propose some modifications to the slot-based task-splitting algorithm driven by implementation concerns, and we report the first implementation of this family of algorithms in a real operating system running Linux kernel version 2.6.34. We have also conducted an extensive range of experiments on a 4-core multicore desktop PC running task-sets with utilizations of up to 88%. The results show that the behavior of our implementation is in line with the theoretical framework behind it.

Practical aspects of slot-based task- splitting dispatching in its schedulability analysis

Consider the problem of scheduling a set of sporadic tasks on a multiprocessor system to meet deadlines using a tasksplitting scheduling algorithm. Task-splitting (also called semipartitioning) scheduling algorithms assign most tasks to just one processor but a few tasks are assigned to two or more processors, and they are dispatched in a way that ensures that a task never executes on two or more processors simultaneously. A certain type of task-splitting algorithms, called slot-based task-splitting, is of particular interest because of its ability to schedule tasks at high processor utilizations. We present a new schedulability analysis for slot-based task-splitting scheduling algorithms that takes the overhead into account and also a new task assignment algorithm.

Local-global splitting for spatiotemporal-adaptive multiscale methods

We present a novel spatiotemporal-adaptive Multiscale Finite Volume (MsFV) method, which is based on the natural idea that the global coarse-scale problem has longer characteristic time than the local fine-scale problems. As a consequence, the global problem can be solved with larger time steps than the local problems. In contrast to the pressure-transport splitting usually employed in the standard MsFV approach, we propose to start directly with a local-global splitting that allows to locally retain the original degree of coupling. This is crucial for highly non-linear systems or in the presence of physical instabilities. To obtain an accurate and efficient algorithm, we devise new adaptive criteria for global update that are based on changes of coarse-scale quantities rather than on fine-scale quantities, as it is routinely done before in the adaptive MsFV method. By means of a complexity analysis we show that the adaptive approach gives a noticeable speed-up with respect to the standard MsFV algorithm. In particular, it is efficient in case of large upscaling factors, which is important for multiphysics problems. Based on the observation that local time stepping acts as a smoother, we devise a self-correcting algorithm which incorporates the information from previous times to improve the quality of the multiscale approximation. We present results of multiphase flow simulations both for Darcy-scale and multiphysics (hybrid) problems, in which a local pore-scale description is combined with a global Darcy-like description. The novel spatiotemporal-adaptive multiscale method based on the local-global splitting is not limited to porous media flow problems, but it can be extended to any system described by a set of conservation equations.