Minimizing the Number of Optical Amplifiers Needed to Support a Multi-Wavelength Optical LAN/MAN

Optical networks based on passive star couplers and employing wavelength-division multiplexing (WDhf) have been proposed for deployment in local and metropolitan areas. Amplifiers are required in such networks to compensate for the power losses due to splitting and attenuation. However, an optical amplifier has constraints on the maximum gain and the maximum output power it can supply; thus optical amplifier placement becomes a challenging problem. The general problem of minimizing the total amplifier count, subject to the device constraints, is a mixed-integer non-linear problem. Previous studies have attacked the amplifier placement problem by adding the “artificial” constraint that all wavelengths, which are present at a particular point in a fiber, be at the same power level. In this paper, we present a method to solve the minimum amplifier- placement problem while avoiding the equally powered- wavelength constraint. We demonstrate that, by allowing signals to operate at different power levels, our method can reduce the number of amplifiers required in several small to medium-sized networks.

Survivable Virtual Topology Routing under Shared Risk Link Groups in WDM Networks

Network survivability is one of the most important issues in the design of optical WDM networks. In this work we study the problem of survivable routing of a virtual topology on a physical topology with Shared Risk Link Groups (SRLG). The survivable virtual topology routing problem against single-link failures in the physical topology is proved to be NP-complete in [1]. We prove that survivable virtual topology routing problem against SRLG/node failures is also NP-complete. We present an improved integer linear programming (ILP) formulation (in comparison to [1]) for computing the survivable routing under SRLG/node failures. Using an ILP solver, we computed the survivable virtual topology routing against link and SRLG failures for small and medium sized networks efficiently. As even our improved ILP formulation becomes intractable for large networks, we present a congestion-based heuristic and a tabu search heuristic (which uses the congestion-based heuristic solution as the initial solution) for computing survivable routing of a virtual topology. Our experimental results show that tabu search heuristic coupled with the congestion based heuristic (used as initial solution) provides fast and near-optimal solutions.

Survivable Traffic Grooming with Path Protection at the Connection Level in WDM Mesh Networks

Survivable traffic grooming (STG) is a promising approach to provide reliable and resource-efficient multigranularity connection services in wavelength division multiplexing (WDM) optical networks. In this paper, we study the STG problem in WDM mesh optical networks employing path protection at the connection level. Both dedicated protection and shared protection schemes are considered. Given the network resources, the objective of the STG problem is to maximize network throughput. To enable survivability under various kinds of single failures such as fiber cut and duct cut, we consider the general shared risk link group (SRLG) diverse routing constraints. We first resort to the integer linear programming (ILP) approach to obtain optimal solutions. To address its high computational complexity, we then propose three efficient heuristics, namely separated survivable grooming algorithm (SSGA), integrated survivable grooming algorithm (ISGA) and tabu search survivable grooming algorithm (TSGA). While SSGA and ISGA correspond to an overlay network model and a peer network model respectively, TSGA further improves the grooming results from SSGA and ISGA by incorporating the effective tabu search method. Numerical results show that the heuristics achieve comparable solutions to the ILP approach, which uses significantly longer running times than the heuristics.

A relaxed constant positive linear dependence constraint qualification and applications

In this work we introduce a relaxed version of the constant positive linear dependence constraint qualification (CPLD) that we call RCPLD. This development is inspired by a recent generalization of the constant rank constraint qualification by Minchenko and Stakhovski that was called RCRCQ. We show that RCPLD is enough to ensure the convergence of an augmented Lagrangian algorithm and that it asserts the validity of an error bound. We also provide proofs and counter-examples that show the relations of RCRCQ and RCPLD with other known constraint qualifications. In particular, RCPLD is strictly weaker than CPLD and RCRCQ, while still stronger than Abadie's constraint qualification. We also verify that the second order necessary optimality condition holds under RCRCQ.

Optimal reactive power flow via the modified barrier Lagrangian function approach

A new approach called the Modified Barrier Lagrangian Function (MBLF) to solve the Optimal Reactive Power Flow problem is presented. In this approach, the inequality constraints are treated by the Modified Barrier Function (MBF) method, which has a finite convergence property: i.e. the optimal solution in the MBF method can actually be in the bound of the feasible set. Hence, the inequality constraints can be precisely equal to zero. Another property of the MBF method is that the barrier parameter does not need to be driven to zero to attain the solution. Therefore, the conditioning of the involved Hessian matrix is greatly enhanced. In order to show this, a comparative analysis of the numeric conditioning of the Hessian matrix of the MBLF approach, by the decomposition in singular values, is carried out. The feasibility of the proposed approach is also demonstrated with comparative tests to Interior Point Method (IPM) using various IEEE test systems and two networks derived from Brazilian generation/transmission system. The results show that the MBLF method is computationally more attractive than the IPM in terms of speed, number of iterations and numerical conditioning. (C) 2011 Elsevier B.V. All rights reserved.

Three time-based scale formulations for the two-stage lot sizing and scheduling in process industries

In this paper, we propose three novel mathematical models for the two-stage lot-sizing and scheduling problems present in many process industries. The problem shares a continuous or quasi-continuous production feature upstream and a discrete manufacturing feature downstream, which must be synchronized. Different time-based scale representations are discussed. The first formulation encompasses a discrete-time representation. The second one is a hybrid continuous-discrete model. The last formulation is based on a continuous-time model representation. Computational tests with state-of-the-art MIP solver show that the discrete-time representation provides better feasible solutions in short running time. On the other hand, the hybrid model achieves better solutions for longer computational times and was able to prove optimality more often. The continuous-type model is the most flexible of the three for incorporating additional operational requirements, at a cost of having the worst computational performance. Journal of the Operational Research Society (2012) 63, 1613-1630. doi:10.1057/jors.2011.159 published online 7 March 2012

Optimization of Large-Scale Hydrothermal System Operation

This paper presents the development of a mathematical model to optimize the management and operation of the Brazilian hydrothermal system. The system consists of a large set of individual hydropower plants and a set of aggregated thermal plants. The energy generated in the system is interconnected by a transmission network so it can be transmitted to centers of consumption throughout the country. The optimization model offered is capable of handling different types of constraints, such as interbasin water transfers, water supply for various purposes, and environmental requirements. Its overall objective is to produce energy to meet the country's demand at a minimum cost. Called HIDROTERM, the model integrates a database with basic hydrological and technical information to run the optimization model, and provides an interface to manage the input and output data. The optimization model uses the General Algebraic Modeling System (GAMS) package and can invoke different linear as well as nonlinear programming solvers. The optimization model was applied to the Brazilian hydrothermal system, one of the largest in the world. The system is divided into four subsystems with 127 active hydropower plants. Preliminary results under different scenarios of inflow, demand, and installed capacity demonstrate the efficiency and utility of the model. From this and other case studies in Brazil, the results indicate that the methodology developed is suitable to different applications, such as planning operation, capacity expansion, and operational rule studies, and trade-off analysis among multiple water users. DOI: 10.1061/(ASCE)WR.1943-5452.0000149. (C) 2012 American Society of Civil Engineers.

Augmented Lagrangian method with nonmonotone penalty parameters for constrained optimization

At each outer iteration of standard Augmented Lagrangian methods one tries to solve a box-constrained optimization problem with some prescribed tolerance. In the continuous world, using exact arithmetic, this subproblem is always solvable. Therefore, the possibility of finishing the subproblem resolution without satisfying the theoretical stopping conditions is not contemplated in usual convergence theories. However, in practice, one might not be able to solve the subproblem up to the required precision. This may be due to different reasons. One of them is that the presence of an excessively large penalty parameter could impair the performance of the box-constraint optimization solver. In this paper a practical strategy for decreasing the penalty parameter in situations like the one mentioned above is proposed. More generally, the different decisions that may be taken when, in practice, one is not able to solve the Augmented Lagrangian subproblem will be discussed. As a result, an improved Augmented Lagrangian method is presented, which takes into account numerical difficulties in a satisfactory way, preserving suitable convergence theory. Numerical experiments are presented involving all the CUTEr collection test problems.

New Optimization Algorithms for Structural Reliability Analysis

Solution of structural reliability problems by the First Order method require optimization algorithms to find the smallest distance between a limit state function and the origin of standard Gaussian space. The Hassofer-Lind-Rackwitz-Fiessler (HLRF) algorithm, developed specifically for this purpose, has been shown to be efficient but not robust, as it fails to converge for a significant number of problems. On the other hand, recent developments in general (augmented Lagrangian) optimization techniques have not been tested in aplication to structural reliability problems. In the present article, three new optimization algorithms for structural reliability analysis are presented. One algorithm is based on the HLRF, but uses a new differentiable merit function with Wolfe conditions to select step length in linear search. It is shown in the article that, under certain assumptions, the proposed algorithm generates a sequence that converges to the local minimizer of the problem. Two new augmented Lagrangian methods are also presented, which use quadratic penalties to solve nonlinear problems with equality constraints. Performance and robustness of the new algorithms is compared to the classic augmented Lagrangian method, to HLRF and to the improved HLRF (iHLRF) algorithms, in the solution of 25 benchmark problems from the literature. The new proposed HLRF algorithm is shown to be more robust than HLRF or iHLRF, and as efficient as the iHLRF algorithm. The two augmented Lagrangian methods proposed herein are shown to be more robust and more efficient than the classical augmented Lagrangian method.

The boundedness of penalty parameters in an augmented Lagrangian method with constrained subproblems

Augmented Lagrangian methods are effective tools for solving large-scale nonlinear programming problems. At each outer iteration, a minimization subproblem with simple constraints, whose objective function depends on updated Lagrange multipliers and penalty parameters, is approximately solved. When the penalty parameter becomes very large, solving the subproblem becomes difficult; therefore, the effectiveness of this approach is associated with the boundedness of the penalty parameters. In this paper, it is proved that under more natural assumptions than the ones employed until now, penalty parameters are bounded. For proving the new boundedness result, the original algorithm has been slightly modified. Numerical consequences of the modifications are discussed and computational experiments are presented.

Mapping virtual networks onto substrate networks

Network virtualization is a promising technique for building the Internet of the future since it enables the low cost introduction of new features into network elements. An open issue in such virtualization is how to effect an efficient mapping of virtual network elements onto those of the existing physical network, also called the substrate network. Mapping is an NP-hard problem and existing solutions ignore various real network characteristics in order to solve the problem in a reasonable time frame. This paper introduces new algorithms to solve this problem based on 0–1 integer linear programming, algorithms based on a whole new set of network parameters not taken into account by previous proposals. Approximative algorithms proposed here allow the mapping of virtual networks on large network substrates. Simulation experiments give evidence of the efficiency of the proposed algorithms.

Structural analysis of combinatorial optimization problem characteristics and their resolution using hybrid approaches

Many combinatorial problems coming from the real world may not have a clear and well defined structure, typically being dirtied by side constraints, or being composed of two or more sub-problems, usually not disjoint. Such problems are not suitable to be solved with pure approaches based on a single programming paradigm, because a paradigm that can effectively face a problem characteristic may behave inefficiently when facing other characteristics. In these cases, modelling the problem using different programming techniques, trying to ”take the best” from each technique, can produce solvers that largely dominate pure approaches. We demonstrate the effectiveness of hybridization and we discuss about different hybridization techniques by analyzing two classes of problems with particular structures, exploiting Constraint Programming and Integer Linear Programming solving tools and Algorithm Portfolios and Logic Based Benders Decomposition as integration and hybridization frameworks.

Formulations and Algorithms for Routing Problems

Combinatorial Optimization is a branch of optimization that deals with the problems where the set of feasible solutions is discrete. Routing problem is a well studied branch of Combinatorial Optimization that concerns the process of deciding the best way of visiting the nodes (customers) in a network. Routing problems appear in many real world applications including: Transportation, Telephone or Electronic data Networks. During the years, many solution procedures have been introduced for the solution of different Routing problems. Some of them are based on exact approaches to solve the problems to optimality and some others are based on heuristic or metaheuristic search to find optimal or near optimal solutions. There is also a less studied method, which combines both heuristic and exact approaches to face different problems including those in the Combinatorial Optimization area. The aim of this dissertation is to develop some solution procedures based on the combination of heuristic and Integer Linear Programming (ILP) techniques for some important problems in Routing Optimization. In this approach, given an initial feasible solution to be possibly improved, the method follows a destruct-and-repair paradigm, where the given solution is randomly destroyed (i.e., customers are removed in a random way) and repaired by solving an ILP model, in an attempt to find a new improved solution.

Algorithms for UAS insertion in civil air space

One of the most interesting challenge of the next years will be the Air Space Systems automation. This process will involve different aspects as the Air Traffic Management, the Aircrafts and Airport Operations and the Guidance and Navigation Systems. The use of UAS (Uninhabited Aerial System) for civil mission will be one of the most important steps in this automation process. In civil air space, Air Traffic Controllers (ATC) manage the air traffic ensuring that a minimum separation between the controlled aircrafts is always provided. For this purpose ATCs use several operative avoidance techniques like holding patterns or rerouting. The use of UAS in these context will require the definition of strategies for a common management of piloted and piloted air traffic that allow the UAS to self separate. As a first employment in civil air space we consider a UAS surveillance mission that consists in departing from a ground base, taking pictures over a set of mission targets and coming back to the same ground base. During all mission a set of piloted aircrafts fly in the same airspace and thus the UAS has to self separate using the ATC avoidance as anticipated. We consider two objective, the first consists in the minimization of the air traffic impact over the mission, the second consists in the minimization of the impact of the mission over the air traffic. A particular version of the well known Travelling Salesman Problem (TSP) called Time-Dependant-TSP has been studied to deal with traffic problems in big urban areas. Its basic idea consists in a cost of the route between two clients depending on the period of the day in which it is crossed. Our thesis supports that such idea can be applied to the air traffic too using a convenient time horizon compatible with aircrafts operations. The cost of a UAS sub-route will depend on the air traffic that it will meet starting such route in a specific moment and consequently on the avoidance maneuver that it will use to avoid that conflict. The conflict avoidance is a topic that has been hardly developed in past years using different approaches. In this thesis we purpose a new approach based on the use of ATC operative techniques that makes it possible both to model the UAS problem using a TDTSP framework both to use an Air Traffic Management perspective. Starting from this kind of mission, the problem of the UAS insertion in civil air space is formalized as the UAS Routing Problem (URP). For this reason we introduce a new structure called Conflict Graph that makes it possible to model the avoidance maneuvers and to define the arc cost function of the departing time. Two Integer Linear Programming formulations of the problem are proposed. The first is based on a TDTSP formulation that, unfortunately, is weaker then the TSP formulation. Thus a new formulation based on a TSP variation that uses specific penalty to model the holdings is proposed. Different algorithms are presented: exact algorithms, simple heuristics used as Upper Bounds on the number of time steps used, and metaheuristic algorithms as Genetic Algorithm and Simulated Annealing. Finally an air traffic scenario has been simulated using real air traffic data in order to test our algorithms. Graphic Tools have been used to represent the Milano Linate air space and its air traffic during different days. Such data have been provided by ENAV S.p.A (Italian Agency for Air Navigation Services).

Referee Assignment Problem Case: Italian Volleyball Championships

This thesis addresses the formulation of a referee assignment problem for the Italian Volleyball Serie A Championships. The problem has particular constraints such as a referee must be assigned to different teams in a given period of times, and the minimal/maximal level of workload for each referee is obtained by considering cost and profit in the objective function. The problem has been solved through an exact method by using an integer linear programming formulation and a clique based decomposition for improving the computing time. Extensive computational experiments on real-world instances have been performed to determine the effectiveness of the proposed approach.