Mateda-2.0: Estimation of Distribution Algorithms in MATLAB

This paper describes Mateda-2.0, a MATLAB package for estimation of distribution algorithms (EDAs). This package can be used to solve single and multi-objective discrete and continuous optimization problems using EDAs based on undirected and directed probabilistic graphical models. The implementation contains several methods commonly employed by EDAs. It is also conceived as an open package to allow users to incorporate different combinations of selection, learning, sampling, and local search procedures. Additionally, it includes methods to extract, process and visualize the structures learned by the probabilistic models. This way, it can unveil previously unknown information about the optimization problem domain. Mateda-2.0 also incorporates a module for creating and validating function models based on the probabilistic models learned by EDAs.

Optimal uncertainty quantification via convex optimization and relaxation

Many engineering applications face the problem of bounding the expected value of a quantity of interest (performance, risk, cost, etc.) that depends on stochastic uncertainties whose probability distribution is not known exactly. Optimal uncertainty quantification (OUQ) is a framework that aims at obtaining the best bound in these situations by explicitly incorporating available information about the distribution. Unfortunately, this often leads to non-convex optimization problems that are numerically expensive to solve.

This thesis emphasizes on efficient numerical algorithms for OUQ problems. It begins by investigating several classes of OUQ problems that can be reformulated as convex optimization problems. Conditions on the objective function and information constraints under which a convex formulation exists are presented. Since the size of the optimization problem can become quite large, solutions for scaling up are also discussed. Finally, the capability of analyzing a practical system through such convex formulations is demonstrated by a numerical example of energy storage placement in power grids.

When an equivalent convex formulation is unavailable, it is possible to find a convex problem that provides a meaningful bound for the original problem, also known as a convex relaxation. As an example, the thesis investigates the setting used in Hoeffding's inequality. The naive formulation requires solving a collection of non-convex polynomial optimization problems whose number grows doubly exponentially. After structures such as symmetry are exploited, it is shown that both the number and the size of the polynomial optimization problems can be reduced significantly. Each polynomial optimization problem is then bounded by its convex relaxation using sums-of-squares. These bounds are found to be tight in all the numerical examples tested in the thesis and are significantly better than Hoeffding's bounds.

GPU-accelerated optimization of fuel treatments for mitigating wildfire hazard

Fuel treatment is considered a suitable way to mitigate the hazard related to potential wildfires on a landscape. However, designing an optimal spatial layout of treatment units represents a difficult optimization problem. In fact, budget constraints, the probabilistic nature of fire spread and interactions among the different area units composing the whole treatment, give rise to challenging search spaces on typical landscapes. In this paper we formulate such optimization problem with the objective of minimizing the extension of land characterized by high fire hazard. Then, we propose a computational approach that leads to a spatially-optimized treatment layout exploiting Tabu Search and General-Purpose computing on Graphics Processing Units (GPGPU). Using an application example, we also show that the proposed methodology can provide high-quality design solutions in low computing time. © 2013 The Authors. Published by Elsevier B.V.

Design optimization of the APF DTL in the SSC-linac

A linear accelerator as a new injector for the SSC (Separated Sector Cyclotron) of the HIRFL (Heavy ton Research Facility Lanzhou) is being designed. The DTL (Drift-Tube-Linac) has been designed to accelerate U-238(34+) from 0.140 MeV/u to 0.97 MeV/u. To the first accelerating tank which accelerates U-238(34+) to 0.54 MeV/u, the approach of Alternating-Phase-Focusing (APF) is applied. The phase array is obtained by coupling optimization software Dakota and beam optics code LINREV. With the hybrid of Multi-objective Genetic Algorithm (MOGA) and a pattern search method, an optimum array of asynchronous phases is determined. The final growth, both transversely and longitudinally, can meet the design requirements. In this paper, the deign optimization of the APF DTL is presented.

Systematic delay-driven power optimisation and power-driven delay optimisation of combinational circuits

With the proliferation of mobile wireless communication and embedded systems, the energy efficiency becomes a major design constraint. The dissipated energy is often referred as the product of power dissipation and the input-output delay. Most of electronic design automation techniques focus on optimising only one of these parameters either power or delay. Industry standard design flows integrate systematic methods of optimising either area or timing while for power consumption optimisation one often employs heuristics which are characteristic to a specific design. In this work we answer three questions in our quest to provide a systematic approach to joint power and delay Optimisation. The first question of our research is: How to build a design flow which incorporates academic and industry standard design flows for power optimisation? To address this question, we use a reference design flow provided by Synopsys and integrate in this flow academic tools and methodologies. The proposed design flow is used as a platform for analysing some novel algorithms and methodologies for optimisation in the context of digital circuits. The second question we answer is: Is possible to apply a systematic approach for power optimisation in the context of combinational digital circuits? The starting point is a selection of a suitable data structure which can easily incorporate information about delay, power, area and which then allows optimisation algorithms to be applied. In particular we address the implications of a systematic power optimisation methodologies and the potential degradation of other (often conflicting) parameters such as area or the delay of implementation. Finally, the third question which this thesis attempts to answer is: Is there a systematic approach for multi-objective optimisation of delay and power? A delay-driven power and power-driven delay optimisation is proposed in order to have balanced delay and power values. This implies that each power optimisation step is not only constrained by the decrease in power but also the increase in delay. Similarly, each delay optimisation step is not only governed with the decrease in delay but also the increase in power. The goal is to obtain multi-objective optimisation of digital circuits where the two conflicting objectives are power and delay. The logic synthesis and optimisation methodology is based on AND-Inverter Graphs (AIGs) which represent the functionality of the circuit. The switching activities and arrival times of circuit nodes are annotated onto an AND-Inverter Graph under the zero and a non-zero-delay model. We introduce then several reordering rules which are applied on the AIG nodes to minimise switching power or longest path delay of the circuit at the pre-technology mapping level. The academic Electronic Design Automation (EDA) tool ABC is used for the manipulation of AND-Inverter Graphs. We have implemented various combinatorial optimisation algorithms often used in Electronic Design Automation such as Simulated Annealing and Uniform Cost Search Algorithm. Simulated Annealing (SMA) is a probabilistic meta heuristic for the global optimization problem of locating a good approximation to the global optimum of a given function in a large search space. We used SMA to probabilistically decide between moving from one optimised solution to another such that the dynamic power is optimised under given delay constraints and the delay is optimised under given power constraints. A good approximation to the global optimum solution of energy constraint is obtained. Uniform Cost Search (UCS) is a tree search algorithm used for traversing or searching a weighted tree, tree structure, or graph. We have used Uniform Cost Search Algorithm to search within the AIG network, a specific AIG node order for the reordering rules application. After the reordering rules application, the AIG network is mapped to an AIG netlist using specific library cells. Our approach combines network re-structuring, AIG nodes reordering, dynamic power and longest path delay estimation and optimisation and finally technology mapping to an AIG netlist. A set of MCNC Benchmark circuits and large combinational circuits up to 100,000 gates have been used to validate our methodology. Comparisons for power and delay optimisation are made with the best synthesis scripts used in ABC. Reduction of 23% in power and 15% in delay with minimal overhead is achieved, compared to the best known ABC results. Also, our approach is also implemented on a number of processors with combinational and sequential components and significant savings are achieved.

Fast divide-and-conquer algorithms for preemptive scheduling problems with controllable processing times - a polymatroid optimization approach

We consider a variety of preemptive scheduling problems with controllable processing times on a single machine and on identical/uniform parallel machines, where the objective is to minimize the total compression cost. In this paper, we propose fast divide-and-conquer algorithms for these scheduling problems. Our approach is based on the observation that each scheduling problem we discuss can be formulated as a polymatroid optimization problem. We develop a novel divide-and-conquer technique for the polymatroid optimization problem and then apply it to each scheduling problem. We show that each scheduling problem can be solved in $ \O({\rm T}_{\rm feas}(n) \times\log n)$ time by using our divide-and-conquer technique, where n is the number of jobs and Tfeas(n) denotes the time complexity of the corresponding feasible scheduling problem with n jobs. This approach yields faster algorithms for most of the scheduling problems discussed in this paper.

Cell Coverage Optimization for the Multicell Massive MIMO Uplink

We investigate the cell coverage optimization problem for the massive multiple-input multiple-output (MIMO) uplink. By deploying tilt-adjustable antenna arrays at the base stations, cell coverage optimization can become a promising technique which is able to strike a compromise between covering cell-edge users and pilot contamination suppression. We formulate a detailed description of this optimization problem by maximizing the cell throughput, which is shown to be mainly determined by the user distribution within several key geometrical regions. Then, the formulated problem is applied to different example scenarios: for a network with hexagonal shaped cells and uniformly distributed users, we derive an analytical lower bound of the ergodic throughput in the objective cell, based on which, it is shown that the optimal choice for the cell coverage should ensure that the coverage of different cells does not overlap; for a more generic network with sectoral shaped cells and non-uniformly distributed users, we propose an analytical approximation of the ergodic throughput. After that, a practical coverage optimization algorithm is proposed, where the optimal solution can be easily obtained through a simple one-dimensional line searching within a confined searching region. Our numerical results show that the proposed coverage optimization method is able to greatly increase the system throughput in macrocells for the massive MIMO uplink transmission, compared with the traditional schemes where the cell coverage is fixed.

A short-term risk management tool applied to OMEL electricity market using particle swarm optimization

Short-term risk management is highly dependent on long-term contractual decisions previously established; risk aversion factor of the agent and short-term price forecast accuracy. Trying to give answers to that problem, this paper provides a different approach for short-term risk management on electricity markets. Based on long-term contractual decisions and making use of a price range forecast method developed by the authors, the short-term risk management tool presented here has as main concern to find the optimal spot market strategies that a producer should have for a specific day in function of his risk aversion factor, with the objective to maximize the profits and simultaneously to practice the hedge against price market volatility. Due to the complexity of the optimization problem, the authors make use of Particle Swarm Optimization (PSO) to find the optimal solution. Results from realistic data, namely from OMEL electricity market, are presented and discussed in detail.

Multi-apprentice learning for meta-heuristics parameter tuning in a multi agent scheduling system

The scheduling problem is considered in complexity theory as a NP-hard combinatorial optimization problem. Meta-heuristics proved to be very useful in the resolution of this class of problems. However, these techniques require parameter tuning which is a very hard task to perform. A Case-based Reasoning module is proposed in order to solve the parameter tuning problem in a Multi-Agent Scheduling System. A computational study is performed in order to evaluate the proposed CBR module performance.

Filters method in direct search optimization, new measures to admissibility

Constrained nonlinear optimization problems are usually solved using penalty or barrier methods combined with unconstrained optimization methods. Another alternative used to solve constrained nonlinear optimization problems is the lters method. Filters method, introduced by Fletcher and Ley er in 2002, have been widely used in several areas of constrained nonlinear optimization. These methods treat optimization problem as bi-objective attempts to minimize the objective function and a continuous function that aggregates the constraint violation functions. Audet and Dennis have presented the rst lters method for derivative-free nonlinear programming, based on pattern search methods. Motivated by this work we have de- veloped a new direct search method, based on simplex methods, for general constrained optimization, that combines the features of the simplex method and lters method. This work presents a new variant of these methods which combines the lters method with other direct search methods and are proposed some alternatives to aggregate the constraint violation functions.

Increase of the Delivered Power Probability in Distribution Networks using Pareto DC Programming

A methodology to increase the probability of delivering power to any load point through the identification of new investments in distribution network components is proposed in this paper. The method minimizes the investment cost as well as the cost of energy not supplied in the network. A DC optimization model based on mixed integer non-linear programming is developed considering the Pareto front technique in order to identify the adequate investments in distribution networks components which allow increasing the probability of delivering power for any customer in the distribution system at the minimum possible cost for the system operator, while minimizing the energy not supplied cost. Thus, a multi-objective problem is formulated. To illustrate the application of the proposed methodology, the paper includes a case study which considers a 180 bus distribution network

Approches générales de résolution pour les problèmes multi-attributs de tournées de véhicules et confection d'horaires

Thèse réalisée en cotutelle entre l'Université de Montréal et l'Université de Technologie de Troyes

Tactical Vehicle Routing Planning with Application to Milk Collection and Distribution

De nombreux problèmes pratiques qui se posent dans dans le domaine de la logistique, peuvent être modélisés comme des problèmes de tournées de véhicules. De façon générale, cette famille de problèmes implique la conception de routes, débutant et se terminant à un dépôt, qui sont utilisées pour distribuer des biens à un nombre de clients géographiquement dispersé dans un contexte où les coûts associés aux routes sont minimisés. Selon le type de problème, un ou plusieurs dépôts peuvent-être présents. Les problèmes de tournées de véhicules sont parmi les problèmes combinatoires les plus difficiles à résoudre. Dans cette thèse, nous étudions un problème d’optimisation combinatoire, appartenant aux classes des problèmes de tournées de véhicules, qui est liée au contexte des réseaux de transport. Nous introduisons un nouveau problème qui est principalement inspiré des activités de collecte de lait des fermes de production, et de la redistribution du produit collecté aux usines de transformation, pour la province de Québec. Deux variantes de ce problème sont considérées. La première, vise la conception d’un plan tactique de routage pour le problème de la collecte-redistribution de lait sur un horizon donné, en supposant que le niveau de la production au cours de l’horizon est fixé. La deuxième variante, vise à fournir un plan plus précis en tenant compte de la variation potentielle de niveau de production pouvant survenir au cours de l’horizon considéré. Dans la première partie de cette thèse, nous décrivons un algorithme exact pour la première variante du problème qui se caractérise par la présence de fenêtres de temps, plusieurs dépôts, et une flotte hétérogène de véhicules, et dont l’objectif est de minimiser le coût de routage. À cette fin, le problème est modélisé comme un problème multi-attributs de tournées de véhicules. L’algorithme exact est basé sur la génération de colonnes impliquant un algorithme de plus court chemin élémentaire avec contraintes de ressources. Dans la deuxième partie, nous concevons un algorithme exact pour résoudre la deuxième variante du problème. À cette fin, le problème est modélisé comme un problème de tournées de véhicules multi-périodes prenant en compte explicitement les variations potentielles du niveau de production sur un horizon donné. De nouvelles stratégies sont proposées pour résoudre le problème de plus court chemin élémentaire avec contraintes de ressources, impliquant dans ce cas une structure particulière étant donné la caractéristique multi-périodes du problème général. Pour résoudre des instances de taille réaliste dans des temps de calcul raisonnables, une approche de résolution de nature heuristique est requise. La troisième partie propose un algorithme de recherche adaptative à grands voisinages où de nombreuses nouvelles stratégies d’exploration et d’exploitation sont proposées pour améliorer la performances de l’algorithme proposé en termes de la qualité de la solution obtenue et du temps de calcul nécessaire.

A Numerically efficient power optimization scheme for coded OFDM systems in achieving minimum frame error rate

Coded OFDM is a transmission technique that is used in many practical communication systems. In a coded OFDM system, source data are coded, interleaved and multiplexed for transmission over many frequency sub-channels. In a conventional coded OFDM system, the transmission power of each subcarrier is the same regardless of the channel condition. However, some subcarrier can suffer deep fading with multi-paths and the power allocated to the faded subcarrier is likely to be wasted. In this paper, we compute the FER and BER bounds of a coded OFDM system given as convex functions for a given channel coder, inter-leaver and channel response. The power optimization is shown to be a convex optimization problem that can be solved numerically with great efficiency. With the proposed power optimization scheme, near-optimum power allocation for a given coded OFDM system and channel response to minimize FER or BER under a constant transmission power constraint is obtained

Reinforcement Learning Solution for Unit Commitment Problem Considering Minimum Start Up and Shut Down Times

Unit Commitment Problem (UCP) in power system refers to the problem of determining the on/ off status of generating units that minimize the operating cost during a given time horizon. Since various system and generation constraints are to be satisfied while finding the optimum schedule, UCP turns to be a constrained optimization problem in power system scheduling. Numerical solutions developed are limited for small systems and heuristic methodologies find difficulty in handling stochastic cost functions associated with practical systems. This paper models Unit Commitment as a multi stage decision making task and an efficient Reinforcement Learning solution is formulated considering minimum up time /down time constraints. The correctness and efficiency of the developed solutions are verified for standard test systems