Constraint solving over multi-valued logics - application to digital circuits

Due to usage conditions, hazardous environments or intentional causes, physical and virtual systems are subject to faults in their components, which may affect their overall behaviour. In a ‘black-box’ agent modelled by a set of propositional logic rules, in which just a subset of components is externally visible, such faults may only be recognised by examining some output function of the agent. A (fault-free) model of the agent’s system provides the expected output given some input. If the real output differs from that predicted output, then the system is faulty. However, some faults may only become apparent in the system output when appropriate inputs are given. A number of problems regarding both testing and diagnosis thus arise, such as testing a fault, testing the whole system, finding possible faults and differentiating them to locate the correct one. The corresponding optimisation problems of finding solutions that require minimum resources are also very relevant in industry, as is minimal diagnosis. In this dissertation we use a well established set of benchmark circuits to address such diagnostic related problems and propose and develop models with different logics that we formalise and generalise as much as possible. We also prove that all techniques generalise to agents and to multiple faults. The developed multi-valued logics extend the usual Boolean logic (suitable for faultfree models) by encoding values with some dependency (usually on faults). Such logics thus allow modelling an arbitrary number of diagnostic theories. Each problem is subsequently solved with CLP solvers that we implement and discuss, together with a new efficient search technique that we present. We compare our results with other approaches such as SAT (that require substantial duplication of circuits), showing the effectiveness of constraints over multi-valued logics, and also the adequacy of a general set constraint solver (with special inferences over set functions such as cardinality) on other problems. In addition, for an optimisation problem, we integrate local search with a constructive approach (branch-and-bound) using a variety of logics to improve an existing efficient tool based on SAT and ILP.

The achievable region approach to the optimal control of stochastic systems

The achievable region approach seeks solutions to stochastic optimisation problems by: (i) characterising the space of all possible performances(the achievable region) of the system of interest, and (ii) optimisingthe overall system-wide performance objective over this space. This isradically different from conventional formulations based on dynamicprogramming. The approach is explained with reference to a simpletwo-class queueing system. Powerful new methodologies due to the authorsand co-workers are deployed to analyse a general multiclass queueingsystem with parallel servers and then to develop an approach to optimalload distribution across a network of interconnected stations. Finally,the approach is used for the first time to analyse a class of intensitycontrol problems.

Artificial evolution on network structures : how time and space influence dynamics

Abstract The main objective of this work is to show how the choice of the temporal dimension and of the spatial structure of the population influences an artificial evolutionary process. In the field of Artificial Evolution we can observe a common trend in synchronously evolv¬ing panmictic populations, i.e., populations in which any individual can be recombined with any other individual. Already in the '90s, the works of Spiessens and Manderick, Sarma and De Jong, and Gorges-Schleuter have pointed out that, if a population is struc¬tured according to a mono- or bi-dimensional regular lattice, the evolutionary process shows a different dynamic with respect to the panmictic case. In particular, Sarma and De Jong have studied the selection pressure (i.e., the diffusion of a best individual when the only selection operator is active) induced by a regular bi-dimensional structure of the population, proposing a logistic modeling of the selection pressure curves. This model supposes that the diffusion of a best individual in a population follows an exponential law. We show that such a model is inadequate to describe the process, since the growth speed must be quadratic or sub-quadratic in the case of a bi-dimensional regular lattice. New linear and sub-quadratic models are proposed for modeling the selection pressure curves in, respectively, mono- and bi-dimensional regu¬lar structures. These models are extended to describe the process when asynchronous evolutions are employed. Different dynamics of the populations imply different search strategies of the resulting algorithm, when the evolutionary process is used to solve optimisation problems. A benchmark of both discrete and continuous test problems is used to study the search characteristics of the different topologies and updates of the populations. In the last decade, the pioneering studies of Watts and Strogatz have shown that most real networks, both in the biological and sociological worlds as well as in man-made structures, have mathematical properties that set them apart from regular and random structures. In particular, they introduced the concepts of small-world graphs, and they showed that this new family of structures has interesting computing capabilities. Populations structured according to these new topologies are proposed, and their evolutionary dynamics are studied and modeled. We also propose asynchronous evolutions for these structures, and the resulting evolutionary behaviors are investigated. Many man-made networks have grown, and are still growing incrementally, and explanations have been proposed for their actual shape, such as Albert and Barabasi's preferential attachment growth rule. However, many actual networks seem to have undergone some kind of Darwinian variation and selection. Thus, how these networks might have come to be selected is an interesting yet unanswered question. In the last part of this work, we show how a simple evolutionary algorithm can enable the emrgence o these kinds of structures for two prototypical problems of the automata networks world, the majority classification and the synchronisation problems. Synopsis L'objectif principal de ce travail est de montrer l'influence du choix de la dimension temporelle et de la structure spatiale d'une population sur un processus évolutionnaire artificiel. Dans le domaine de l'Evolution Artificielle on peut observer une tendence à évoluer d'une façon synchrone des populations panmictiques, où chaque individu peut être récombiné avec tout autre individu dans la population. Déjà dans les année '90, Spiessens et Manderick, Sarma et De Jong, et Gorges-Schleuter ont observé que, si une population possède une structure régulière mono- ou bi-dimensionnelle, le processus évolutionnaire montre une dynamique différente de celle d'une population panmictique. En particulier, Sarma et De Jong ont étudié la pression de sélection (c-à-d la diffusion d'un individu optimal quand seul l'opérateur de sélection est actif) induite par une structure régulière bi-dimensionnelle de la population, proposant une modélisation logistique des courbes de pression de sélection. Ce modèle suppose que la diffusion d'un individu optimal suit une loi exponentielle. On montre que ce modèle est inadéquat pour décrire ce phénomène, étant donné que la vitesse de croissance doit obéir à une loi quadratique ou sous-quadratique dans le cas d'une structure régulière bi-dimensionnelle. De nouveaux modèles linéaires et sous-quadratique sont proposés pour des structures mono- et bi-dimensionnelles. Ces modèles sont étendus pour décrire des processus évolutionnaires asynchrones. Différentes dynamiques de la population impliquent strategies différentes de recherche de l'algorithme résultant lorsque le processus évolutionnaire est utilisé pour résoudre des problèmes d'optimisation. Un ensemble de problèmes discrets et continus est utilisé pour étudier les charactéristiques de recherche des différentes topologies et mises à jour des populations. Ces dernières années, les études de Watts et Strogatz ont montré que beaucoup de réseaux, aussi bien dans les mondes biologiques et sociologiques que dans les structures produites par l'homme, ont des propriétés mathématiques qui les séparent à la fois des structures régulières et des structures aléatoires. En particulier, ils ont introduit la notion de graphe sm,all-world et ont montré que cette nouvelle famille de structures possède des intéressantes propriétés dynamiques. Des populations ayant ces nouvelles topologies sont proposés, et leurs dynamiques évolutionnaires sont étudiées et modélisées. Pour des populations ayant ces structures, des méthodes d'évolution asynchrone sont proposées, et la dynamique résultante est étudiée. Beaucoup de réseaux produits par l'homme se sont formés d'une façon incrémentale, et des explications pour leur forme actuelle ont été proposées, comme le preferential attachment de Albert et Barabàsi. Toutefois, beaucoup de réseaux existants doivent être le produit d'un processus de variation et sélection darwiniennes. Ainsi, la façon dont ces structures ont pu être sélectionnées est une question intéressante restée sans réponse. Dans la dernière partie de ce travail, on montre comment un simple processus évolutif artificiel permet à ce type de topologies d'émerger dans le cas de deux problèmes prototypiques des réseaux d'automates, les tâches de densité et de synchronisation.

Evolutionary computing in search-based software engineering

This master’s thesis aims to study and represent from literature how evolutionary algorithms are used to solve different search and optimisation problems in the area of software engineering. Evolutionary algorithms are methods, which imitate the natural evolution process. An artificial evolution process evaluates fitness of each individual, which are solution candidates. The next population of candidate solutions is formed by using the good properties of the current population by applying different mutation and crossover operations. Different kinds of evolutionary algorithm applications related to software engineering were searched in the literature. Applications were classified and represented. Also the necessary basics about evolutionary algorithms were presented. It was concluded, that majority of evolutionary algorithm applications related to software engineering were about software design or testing. For example, there were applications about classifying software production data, project scheduling, static task scheduling related to parallel computing, allocating modules to subsystems, N-version programming, test data generation and generating an integration test order. Many applications were experimental testing rather than ready for real production use. There were also some Computer Aided Software Engineering tools based on evolutionary algorithms.

Exploration vs exploitation in differential evolution

Differential Evolution (DE) is a tool for efficient optimisation, and it belongs to the class of evolutionary algorithms, which include Evolution Strategies and Genetic Algorithms. DE algorithms work well when the population covers the entire search space, and they have shown to be effective on a large range of classical optimisation problems. However, an undesirable behaviour was detected when all the members of the population are in a basin of attraction of a local optimum (local minimum or local maximum), because in this situation the population cannot escape from it. This paper proposes a modification of the standard mechanisms in DE algorithm in order to change the exploration vs. exploitation balance to improve its behaviour.

Multi-Objective Pipe Smoothing Genetic Algorithm For Water Distribution Network Design

This paper describes the formulation of a Multi-objective Pipe Smoothing Genetic Algorithm (MOPSGA) and its application to the least cost water distribution network design problem. Evolutionary Algorithms have been widely utilised for the optimisation of both theoretical and real-world non-linear optimisation problems, including water system design and maintenance problems. In this work we present a pipe smoothing based approach to the creation and mutation of chromosomes which utilises engineering expertise with the view to increasing the performance of the algorithm whilst promoting engineering feasibility within the population of solutions. MOPSGA is based upon the standard Non-dominated Sorting Genetic Algorithm-II (NSGA-II) and incorporates a modified population initialiser and mutation operator which directly targets elements of a network with the aim to increase network smoothness (in terms of progression from one diameter to the next) using network element awareness and an elementary heuristic. The pipe smoothing heuristic used in this algorithm is based upon a fundamental principle employed by water system engineers when designing water distribution pipe networks where the diameter of any pipe is never greater than the sum of the diameters of the pipes directly upstream resulting in the transition from large to small diameters from source to the extremities of the network. MOPSGA is assessed on a number of water distribution network benchmarks from the literature including some real-world based, large scale systems. The performance of MOPSGA is directly compared to that of NSGA-II with regard to solution quality, engineering feasibility (network smoothness) and computational efficiency. MOPSGA is shown to promote both engineering and hydraulic feasibility whilst attaining good infrastructure costs compared to NSGA-II.

Métodos de geração de colunas para problemas de atribuição

Este trabalho apresenta métodos de geração de colunas para dois importantes problemas de atribuição: o Problema Generalizado de Atribuição (PGA) e o Problema de Atribuição de Antenas a Comutadores (PAAC). O PGA é um dos mais representativos problemas de Otimização Combinatória e consiste em otimizar a atribuição de n tarefas a m agentes, de forma que cada tarefa seja atribuída a exatamente um agente e a capacidade de cada agente seja respeitada. O PAAC consiste em atribuir n antenas a m comutadores em uma rede de telefonia celular, de forma a minimizar os custos de cabeamento entre antenas e comutadores e os custos de transferência de chamadas entre comutadores. A abordagem tradicional de geração de colunas é comparada com as propostas neste trabalho, que utilizam a relaxação lagrangeana/surrogate. São apresentados testes computacionais que demonstram a efetividade dos algoritmos propostos.

Bilevel approach for optimal location and contract pricing of distributed generation in radial distribution systems using mixed-integer linear programming

In this study, a novel approach for the optimal location and contract pricing of distributed generation (DG) is presented. Such an approach is designed for a market environment in which the distribution company (DisCo) can buy energy either from the wholesale energy market or from the DG units within its network. The location and contract pricing of DG is determined by the interaction between the DisCo and the owner of the distributed generators. The DisCo intends to minimise the payments incurred in meeting the expected demand, whereas the owner of the DG intends to maximise the profits obtained from the energy sold to the DisCo. This two-agent relationship is modelled in a bilevel scheme. The upper-level optimisation is for determining the allocation and contract prices of the DG units, whereas the lower-level optimisation is for modelling the reaction of the DisCo. The bilevel programming problem is turned into an equivalent single-level mixed-integer linear optimisation problem using duality properties, which is then solved using commercially available software. Results show the robustness and efficiency of the proposed model compared with other existing models. As regards to contract pricing, the proposed approach allowed to find better solutions than those reported in previous works. © The Institution of Engineering and Technology 2013.

The Choice of Expedient Regulatory Controls on Housing Market Using Short-Term Equilibria Model

Khutoretsky dealt with the problem of maximising a linear utility function (MUF) over the set of short-term equilibria in a housing market by reducing it to a linear programming problem, and suggested a combinatorial algorithm for this problem. Two approaches to the market adjustment were considered: the funding of housing construction and the granting of housing allowances. In both cases, locally optimal regulatory measures can be developed using the corresponding dual prices. The optimal effects (with the regulation expenditures restricted by an amount K) can be found using specialised models based on MUF: a model M1 for choice of the optimum structure of investment in housing construction, and a model M2 for optimum distribution of housing allowances. The linear integer optimisation problems corresponding to these models are initially difficult but can be solved after slight modifications of the parameters. In particular, the necessary modification of K does not exceed the maximum construction cost of one dwelling (for M1) or the maximum size of one housing allowance (for M2). The result is particularly useful since slight modification of K is not essential in practice.

Electricity price forecasting accounting for renewable energies: optimal combined forecasts

Electricity price forecasting is an interesting problem for all the agents involved in electricity market operation. For instance, every profit maximisation strategy is based on the computation of accurate one-day-ahead forecasts, which is why electricity price forecasting has been a growing field of research in recent years. In addition, the increasing concern about environmental issues has led to a high penetration of renewable energies, particularly wind. In some European countries such as Spain, Germany and Denmark, renewable energy is having a deep impact on the local power markets. In this paper, we propose an optimal model from the perspective of forecasting accuracy, and it consists of a combination of several univariate and multivariate time series methods that account for the amount of energy produced with clean energies, particularly wind and hydro, which are the most relevant renewable energy sources in the Iberian Market. This market is used to illustrate the proposed methodology, as it is one of those markets in which wind power production is more relevant in terms of its percentage of the total demand, but of course our method can be applied to any other liberalised power market. As far as our contribution is concerned, first, the methodology proposed by García-Martos et al(2007 and 2012) is generalised twofold: we allow the incorporation of wind power production and hydro reservoirs, and we do not impose the restriction of using the same model for 24h. A computational experiment and a Design of Experiments (DOE) are performed for this purpose. Then, for those hours in which there are two or more models without statistically significant differences in terms of their forecasting accuracy, a combination of forecasts is proposed by weighting the best models(according to the DOE) and minimising the Mean Absolute Percentage Error (MAPE). The MAPE is the most popular accuracy metric for comparing electricity price forecasting models. We construct the combi nation of forecasts by solving several nonlinear optimisation problems that allow computation of the optimal weights for building the combination of forecasts. The results are obtained by a large computational experiment that entails calculating out-of-sample forecasts for every hour in every day in the period from January 2007 to Decem ber 2009. In addition, to reinforce the value of our methodology, we compare our results with those that appear in recent published works in the field. This comparison shows the superiority of our methodology in terms of forecasting accuracy.

Grouping genetic operators for the delineation of functional areas based on spatial interaction

The delineation of functional economic areas, or market areas, is a problem of high practical relevance, since the delineation of functional sets such as economic areas in the US, Travel-to-Work Areas in the United Kingdom, and their counterparts in other OECD countries are the basis of many statistical operations and policy making decisions at local level. This is a combinatorial optimisation problem defined as the partition of a given set of indivisible spatial units (covering a territory) into regions characterised by being (a) self-contained and (b) cohesive, in terms of spatial interaction data (flows, relationships). Usually, each region must reach a minimum size and self-containment level, and must be continuous. Although these optimisation problems have been typically solved through greedy methods, a recent strand of the literature in this field has been concerned with the use of evolutionary algorithms with ad hoc operators. Although these algorithms have proved to be successful in improving the results of some of the more widely applied official procedures, they are so time consuming that cannot be applied directly to solve real-world problems. In this paper we propose a new set of group-based mutation operators, featuring general operations over disjoint groups, tailored to ensure that all the constraints are respected during the operation to improve efficiency. A comparative analysis of our results with those from previous approaches shows that the proposed algorithm systematically improves them in terms of both quality and processing time, something of crucial relevance since it allows dealing with most large, real-world problems in reasonable time.

Measurement efficiency and productivity in SAS/OR

This paper explores the use of the optimisation procedures in SAS/OR software with application to the measurement of efficiency and productivity of decision-making units (DMUs) using data envelopment analysis (DEA) techniques. DEA was originally introduced by Charnes et al. [J. Oper. Res. 2 (1978) 429] is a linear programming method for assessing the efficiency and productivity of DMUs. Over the last two decades, DEA has gained considerable attention as a managerial tool for measuring performance of organisations and it has widely been used for assessing the efficiency of public and private sectors such as banks, airlines, hospitals, universities and manufactures. As a result, new applications with more variables and more complicated models are being introduced. Further to successive development of DEA a non-parametric productivity measure, Malmquist index, has been introduced by Fare et al. [J. Prod. Anal. 3 (1992) 85]. Employing Malmquist index, productivity growth can be decomposed into technical change and efficiency change. On the other hand, the SAS is a powerful software and it is capable of running various optimisation problems such as linear programming with all types of constraints. To facilitate the use of DEA and Malmquist index by SAS users, a SAS/MALM code was implemented in the SAS programming language. The SAS macro developed in this paper selects the chosen variables from a SAS data file and constructs sets of linear-programming models based on the selected DEA. An example is given to illustrate how one could use the code to measure the efficiency and productivity of organisations.

Aerodynamic optimization using Adjoint methods and parametric CAD models

This paper describes an implementation of a method capable of integrating parametric, feature based, CAD models based on commercial software (CATIA) with the SU2 software framework. To exploit the adjoint based methods for aerodynamic optimisation within the SU2, a formulation to obtain geometric sensitivities directly from the commercial CAD parameterisation is introduced, enabling the calculation of gradients with respect to CAD based design variables. To assess the accuracy and efficiency of the alternative approach, two aerodynamic optimisation problems are investigated: an inviscid, 3D, problem with multiple constraints, and a 2D high-lift aerofoil, viscous problem without any constraints. Initial results show the new parameterisation obtaining reliable optimums, with similar levels of performance of the software native parameterisations. In the final paper, details of computing CAD sensitivities will be provided, including accuracy as well as linking geometric sensitivities to aerodynamic objective functions and constraints; the impact in the robustness of the overall method will be assessed and alternative parameterisations will be included.

Partnering Strategies for Fitness Evaluation in a Pyramidal Evolutionary Algorithm

This paper combines the idea of a hierarchical distributed genetic algorithm with different inter-agent partnering strategies. Cascading clusters of sub-populations are built from bottom up, with higher-level sub-populations optimising larger parts of the problem. Hence higher-level sub-populations search a larger search space with a lower resolution whilst lower-level sub-populations search a smaller search space with a higher resolution. The effects of different partner selection schemes for (sub-)fitness evaluation purposes are examined for two multiple-choice optimisation problems. It is shown that random partnering strategies perform best by providing better sampling and more diversity.

'On the Application of Hierarchical Coevolutionary Genetic Algorithms: Recombination and Evaluation Partners'

This paper examines the use of a hierarchical coevolutionary genetic algorithm under different partnering strategies. Cascading clusters of sub-populations are built from the bottom up, with higher-level sub-populations optimising larger parts of the problem. Hence higher-level sub-populations potentially search a larger search space with a lower resolution whilst lower-level sub-populations search a smaller search space with a higher resolution. The effects of different partner selection schemes amongst the sub-populations on solution quality are examined for two constrained optimisation problems. We examine a number of recombination partnering strategies in the construction of higher-level individuals and a number of related schemes for evaluating sub-solutions. It is shown that partnering strategies that exploit problem-specific knowledge are superior and can counter inappropriate (sub-) fitness measurements.