On the impact of disproportional samples in credit scoring models: An application to a Brazilian bank data

Statistical methods have been widely employed to assess the capabilities of credit scoring classification models in order to reduce the risk of wrong decisions when granting credit facilities to clients. The predictive quality of a classification model can be evaluated based on measures such as sensitivity, specificity, predictive values, accuracy, correlation coefficients and information theoretical measures, such as relative entropy and mutual information. In this paper we analyze the performance of a naive logistic regression model (Hosmer & Lemeshow, 1989) and a logistic regression with state-dependent sample selection model (Cramer, 2004) applied to simulated data. Also, as a case study, the methodology is illustrated on a data set extracted from a Brazilian bank portfolio. Our simulation results so far revealed that there is no statistically significant difference in terms of predictive capacity between the naive logistic regression models and the logistic regression with state-dependent sample selection models. However, there is strong difference between the distributions of the estimated default probabilities from these two statistical modeling techniques, with the naive logistic regression models always underestimating such probabilities, particularly in the presence of balanced samples. (C) 2012 Elsevier Ltd. All rights reserved.

A contribution for developing more efficient dynamic modelling algorithms of parallel robots

Parallel kinematic structures are considered very adequate architectures for positioning and orienti ng the tools of robotic mechanisms. However, developing dynamic models for this kind of systems is sometimes a difficult task. In fact, the direct application of traditional methods of robotics, for modelling and analysing such systems, usually does not lead to efficient and systematic algorithms. This work addre sses this issue: to present a modular approach to generate the dynamic model and through some convenient modifications, how we can make these methods more applicable to parallel structures as well. Kane’s formulati on to obtain the dynamic equations is shown to be one of the easiest ways to deal with redundant coordinates and kinematic constraints, so that a suitable c hoice of a set of coordinates allows the remaining of the modelling procedure to be computer aided. The advantages of this approach are discussed in the modelling of a 3-dof parallel asymmetric mechanisms.

New Improved Version of J 1 ...J 4 Interferometry Method and its Application to Nanometric Vibration Measurements

Piezoelectric ceramics, such as PZT, can generate subnanometric displacements, bu t in order to generate multi- micrometric displacements, they should be either driven by high electric voltages (hundreds of volts ), or operate at a mechanical resonant frequency (in narrow band), or have large dimensions (tens of centimeters). A piezoelectric flextensional actuator (PFA) is a device with small dimensions that can be driven by reduced voltages and can operate in the nano- and micro scales. Interferometric techniques are very adequate for the characterization of these devices, because there is no mechanical contact in the measurement process, and it has high sensitivity, bandwidth and dynamic range. A low cost open-loop homodyne Michelson interferometer is utilized in this work to experimentally detect the nanovi brations of PFAs, based on the spectral analysis of the interfero metric signal. By employing the well known J 1 ...J 4 phase demodulation method, a new and improved version is proposed, which presents the following characteristics: is direct, self-consistent, is immune to fading, and does not present phase ambiguity problems. The proposed method has resolution that is similar to the modified J 1 ...J 4 method (0.18 rad); however, differently from the former, its dynamic range is 20% larger, does not demand Bessel functions algebraic sign correction algorithms and there are no singularities when the static phase shift between the interferometer arms is equal to an integer multiple of  /2 rad. Electronic noise and random phase drifts due to ambient perturbations are taken into account in the analysis of the method. The PFA nanopositioner characterization was based on the analysis of linearity betw een the applied voltage and the resulting displacement, on the displacement frequency response and determination of main resonance frequencies.

Parameters and algorithms to evaluate cardiac mechanics by conductance catheter

This work is structured as follows: In Section 1 we discuss the clinical problem of heart failure. In particular, we present the phenomenon known as ventricular mechanical dyssynchrony: its impact on cardiac function, the therapy for its treatment and the methods for its quantification. Specifically, we describe the conductance catheter and its use for the measurement of dyssynchrony. At the end of the Section 1, we propose a new set of indexes to quantify the dyssynchrony that are studied and validated thereafter. In Section 2 we describe the studies carried out in this work: we report the experimental protocols, we present and discuss the results obtained. Finally, we report the overall conclusions drawn from this work and we try to envisage future works and possible clinical applications of our results. Ancillary studies that were carried out during this work mainly to investigate several aspects of cardiac resynchronization therapy (CRT) are mentioned in Appendix. -------- Ventricular mechanical dyssynchrony plays a regulating role already in normal physiology but is especially important in pathological conditions, such as hypertrophy, ischemia, infarction, or heart failure (Chapter 1,2.). Several prospective randomized controlled trials supported the clinical efficacy and safety of cardiac resynchronization therapy (CRT) in patients with moderate or severe heart failure and ventricular dyssynchrony. CRT resynchronizes ventricular contraction by simultaneous pacing of both left and right ventricle (biventricular pacing) (Chapter 1.). Currently, the conductance catheter method has been used extensively to assess global systolic and diastolic ventricular function and, more recently, the ability of this instrument to pick-up multiple segmental volume signals has been used to quantify mechanical ventricular dyssynchrony. Specifically, novel indexes based on volume signals acquired with the conductance catheter were introduced to quantify dyssynchrony (Chapter 3,4.). Present work was aimed to describe the characteristics of the conductancevolume signals, to investigate the performance of the indexes of ventricular dyssynchrony described in literature and to introduce and validate improved dyssynchrony indexes. Morevoer, using the conductance catheter method and the new indexes, the clinical problem of the ventricular pacing site optimization was addressed and the measurement protocol to adopt for hemodynamic tests on cardiac pacing was investigated. In accordance to the aims of the work, in addition to the classical time-domain parameters, a new set of indexes has been extracted, based on coherent averaging procedure and on spectral and cross-spectral analysis (Chapter 4.). Our analyses were carried out on patients with indications for electrophysiologic study or device implantation (Chapter 5.). For the first time, besides patients with heart failure, indexes of mechanical dyssynchrony based on conductance catheter were extracted and studied in a population of patients with preserved ventricular function, providing information on the normal range of such a kind of values. By performing a frequency domain analysis and by applying an optimized coherent averaging procedure (Chapter 6.a.), we were able to describe some characteristics of the conductance-volume signals (Chapter 6.b.). We unmasked the presence of considerable beat-to-beat variations in dyssynchrony that seemed more frequent in patients with ventricular dysfunction and to play a role in discriminating patients. These non-recurrent mechanical ventricular non-uniformities are probably the expression of the substantial beat-to-beat hemodynamic variations, often associated with heart failure and due to cardiopulmonary interaction and conduction disturbances. We investigated how the coherent averaging procedure may affect or refine the conductance based indexes; in addition, we proposed and tested a new set of indexes which quantify the non-periodic components of the volume signals. Using the new set of indexes we studied the acute effects of the CRT and the right ventricular pacing, in patients with heart failure and patients with preserved ventricular function. In the overall population we observed a correlation between the hemodynamic changes induced by the pacing and the indexes of dyssynchrony, and this may have practical implications for hemodynamic-guided device implantation. The optimal ventricular pacing site for patients with conventional indications for pacing remains controversial. The majority of them do not meet current clinical indications for CRT pacing. Thus, we carried out an analysis to compare the impact of several ventricular pacing sites on global and regional ventricular function and dyssynchrony (Chapter 6.c.). We observed that right ventricular pacing worsens cardiac function in patients with and without ventricular dysfunction unless the pacing site is optimized. CRT preserves left ventricular function in patients with normal ejection fraction and improves function in patients with poor ejection fraction despite no clinical indication for CRT. Moreover, the analysis of the results obtained using new indexes of regional dyssynchrony, suggests that pacing site may influence overall global ventricular function depending on its relative effects on regional function and synchrony. Another clinical problem that has been investigated in this work is the optimal right ventricular lead location for CRT (Chapter 6.d.). Similarly to the previous analysis, using novel parameters describing local synchrony and efficiency, we tested the hypothesis and we demonstrated that biventricular pacing with alternative right ventricular pacing sites produces acute improvement of ventricular systolic function and improves mechanical synchrony when compared to standard right ventricular pacing. Although no specific right ventricular location was shown to be superior during CRT, the right ventricular pacing site that produced the optimal acute hemodynamic response varied between patients. Acute hemodynamic effects of cardiac pacing are conventionally evaluated after stabilization episodes. The applied duration of stabilization periods in most cardiac pacing studies varied considerably. With an ad hoc protocol (Chapter 6.e.) and indexes of mechanical dyssynchrony derived by conductance catheter we demonstrated that the usage of stabilization periods during evaluation of cardiac pacing may mask early changes in systolic and diastolic intra-ventricular dyssynchrony. In fact, at the onset of ventricular pacing, the main dyssynchrony and ventricular performance changes occur within a 10s time span, initiated by the changes in ventricular mechanical dyssynchrony induced by aberrant conduction and followed by a partial or even complete recovery. It was already demonstrated in normal animals that ventricular mechanical dyssynchrony may act as a physiologic modulator of cardiac performance together with heart rate, contractile state, preload and afterload. The present observation, which shows the compensatory mechanism of mechanical dyssynchrony, suggests that ventricular dyssynchrony may be regarded as an intrinsic cardiac property, with baseline dyssynchrony at increased level in heart failure patients. To make available an independent system for cardiac output estimation, in order to confirm the results obtained with conductance volume method, we developed and validated a novel technique to apply the Modelflow method (a method that derives an aortic flow waveform from arterial pressure by simulation of a non-linear three-element aortic input impedance model, Wesseling et al. 1993) to the left ventricular pressure signal, instead of the arterial pressure used in the classical approach (Chapter 7.). The results confirmed that in patients without valve abnormalities, undergoing conductance catheter evaluations, the continuous monitoring of cardiac output using the intra-ventricular pressure signal is reliable. Thus, cardiac output can be monitored quantitatively and continuously with a simple and low-cost method. During this work, additional studies were carried out to investigate several areas of uncertainty of CRT. The results of these studies are briefly presented in Appendix: the long-term survival in patients treated with CRT in clinical practice, the effects of CRT in patients with mild symptoms of heart failure and in very old patients, the limited thoracotomy as a second choice alternative to transvenous implant for CRT delivery, the evolution and prognostic significance of diastolic filling pattern in CRT, the selection of candidates to CRT with echocardiographic criteria and the prediction of response to the therapy.

Constraint handling rules. Compositional semantics and program transformation

This thesis intends to investigate two aspects of Constraint Handling Rules (CHR). It proposes a compositional semantics and a technique for program transformation. CHR is a concurrent committed-choice constraint logic programming language consisting of guarded rules, which transform multi-sets of atomic formulas (constraints) into simpler ones until exhaustion [Frü06] and it belongs to the declarative languages family. It was initially designed for writing constraint solvers but it has recently also proven to be a general purpose language, being as it is Turing equivalent [SSD05a]. Compositionality is the first CHR aspect to be considered. A trace based compositional semantics for CHR was previously defined in [DGM05]. The reference operational semantics for such a compositional model was the original operational semantics for CHR which, due to the propagation rule, admits trivial non-termination. In this thesis we extend the work of [DGM05] by introducing a more refined trace based compositional semantics which also includes the history. The use of history is a well-known technique in CHR which permits us to trace the application of propagation rules and consequently it permits trivial non-termination avoidance [Abd97, DSGdlBH04]. Naturally, the reference operational semantics, of our new compositional one, uses history to avoid trivial non-termination too. Program transformation is the second CHR aspect to be considered, with particular regard to the unfolding technique. Said technique is an appealing approach which allows us to optimize a given program and in more detail to improve run-time efficiency or spaceconsumption. Essentially it consists of a sequence of syntactic program manipulations which preserve a kind of semantic equivalence called qualified answer [Frü98], between the original program and the transformed ones. The unfolding technique is one of the basic operations which is used by most program transformation systems. It consists in the replacement of a procedure-call by its definition. In CHR every conjunction of constraints can be considered as a procedure-call, every CHR rule can be considered as a procedure and the body of said rule represents the definition of the call. While there is a large body of literature on transformation and unfolding of sequential programs, very few papers have addressed this issue for concurrent languages. We define an unfolding rule, show its correctness and discuss some conditions in which it can be used to delete an unfolded rule while preserving the meaning of the original program. Finally, confluence and termination maintenance between the original and transformed programs are shown. This thesis is organized in the following manner. Chapter 1 gives some general notion about CHR. Section 1.1 outlines the history of programming languages with particular attention to CHR and related languages. Then, Section 1.2 introduces CHR using examples. Section 1.3 gives some preliminaries which will be used during the thesis. Subsequentely, Section 1.4 introduces the syntax and the operational and declarative semantics for the first CHR language proposed. Finally, the methodologies to solve the problem of trivial non-termination related to propagation rules are discussed in Section 1.5. Chapter 2 introduces a compositional semantics for CHR where the propagation rules are considered. In particular, Section 2.1 contains the definition of the semantics. Hence, Section 2.2 presents the compositionality results. Afterwards Section 2.3 expounds upon the correctness results. Chapter 3 presents a particular program transformation known as unfolding. This transformation needs a particular syntax called annotated which is introduced in Section 3.1 and its related modified operational semantics !0t is presented in Section 3.2. Subsequently, Section 3.3 defines the unfolding rule and prove its correctness. Then, in Section 3.4 the problems related to the replacement of a rule by its unfolded version are discussed and this in turn gives a correctness condition which holds for a specific class of rules. Section 3.5 proves that confluence and termination are preserved by the program modifications introduced. Finally, Chapter 4 concludes by discussing related works and directions for future work.

Management and routing algorithms for ad-hoc and sensor networks

Large scale wireless adhoc networks of computers, sensors, PDAs etc. (i.e. nodes) are revolutionizing connectivity and leading to a paradigm shift from centralized systems to highly distributed and dynamic environments. An example of adhoc networks are sensor networks, which are usually composed by small units able to sense and transmit to a sink elementary data which are successively processed by an external machine. Recent improvements in the memory and computational power of sensors, together with the reduction of energy consumptions, are rapidly changing the potential of such systems, moving the attention towards datacentric sensor networks. A plethora of routing and data management algorithms have been proposed for the network path discovery ranging from broadcasting/floodingbased approaches to those using global positioning systems (GPS). We studied WGrid, a novel decentralized infrastructure that organizes wireless devices in an adhoc manner, where each node has one or more virtual coordinates through which both message routing and data management occur without reliance on either flooding/broadcasting operations or GPS. The resulting adhoc network does not suffer from the deadend problem, which happens in geographicbased routing when a node is unable to locate a neighbor closer to the destination than itself. WGrid allow multidimensional data management capability since nodes' virtual coordinates can act as a distributed database without needing neither special implementation or reorganization. Any kind of data (both single and multidimensional) can be distributed, stored and managed. We will show how a location service can be easily implemented so that any search is reduced to a simple query, like for any other data type. WGrid has then been extended by adopting a replication methodology. We called the resulting algorithm WRGrid. Just like WGrid, WRGrid acts as a distributed database without needing neither special implementation nor reorganization and any kind of data can be distributed, stored and managed. We have evaluated the benefits of replication on data management, finding out, from experimental results, that it can halve the average number of hops in the network. The direct consequence of this fact are a significant improvement on energy consumption and a workload balancing among sensors (number of messages routed by each node). Finally, thanks to the replications, whose number can be arbitrarily chosen, the resulting sensor network can face sensors disconnections/connections, due to failures of sensors, without data loss. Another extension to {WGrid} is {W*Grid} which extends it by strongly improving network recovery performance from link and/or device failures that may happen due to crashes or battery exhaustion of devices or to temporary obstacles. W*Grid guarantees, by construction, at least two disjoint paths between each couple of nodes. This implies that the recovery in W*Grid occurs without broadcasting transmissions and guaranteeing robustness while drastically reducing the energy consumption. An extensive number of simulations shows the efficiency, robustness and traffic road of resulting networks under several scenarios of device density and of number of coordinates. Performance analysis have been compared to existent algorithms in order to validate the results.

Probabilistic approaches in civil engineering: generation of random fields and structural identification with genetic algorithms

The inherent stochastic character of most of the physical quantities involved in engineering models has led to an always increasing interest for probabilistic analysis. Many approaches to stochastic analysis have been proposed. However, it is widely acknowledged that the only universal method available to solve accurately any kind of stochastic mechanics problem is Monte Carlo Simulation. One of the key parts in the implementation of this technique is the accurate and efficient generation of samples of the random processes and fields involved in the problem at hand. In the present thesis an original method for the simulation of homogeneous, multi-dimensional, multi-variate, non-Gaussian random fields is proposed. The algorithm has proved to be very accurate in matching both the target spectrum and the marginal probability. The computational efficiency and robustness are very good too, even when dealing with strongly non-Gaussian distributions. What is more, the resulting samples posses all the relevant, welldefined and desired properties of “translation fields”, including crossing rates and distributions of extremes. The topic of the second part of the thesis lies in the field of non-destructive parametric structural identification. Its objective is to evaluate the mechanical characteristics of constituent bars in existing truss structures, using static loads and strain measurements. In the cases of missing data and of damages that interest only a small portion of the bar, Genetic Algorithm have proved to be an effective tool to solve the problem.

Multiobjective genetic algorithms applied to heat transfer problems

In the present work, the multi-objective optimization by genetic algorithms is investigated and applied to heat transfer problems. Firstly, the work aims to compare different reproduction processes employed by genetic algorithms and two new promising processes are suggested. Secondly, in this work two heat transfer problems are studied under the multi-objective point of view. Specifically, the two cases studied are the wavy fins and the corrugated wall channel. Both these cases have already been studied by a single objective optimizer. Therefore, this work aims to extend the previous works in a more comprehensive study.

Ottimizzazione delle reti di distribuzione idrica tramite algoritmi genetici multi-obiettivo

Water distribution networks optimization is a challenging problem due to the dimension and the complexity of these systems. Since the last half of the twentieth century this field has been investigated by many authors. Recently, to overcome discrete nature of variables and non linearity of equations, the research has been focused on the development of heuristic algorithms. This algorithms do not require continuity and linearity of the problem functions because they are linked to an external hydraulic simulator that solve equations of mass continuity and of energy conservation of the network. In this work, a NSGA-II (Non-dominating Sorting Genetic Algorithm) has been used. This is a heuristic multi-objective genetic algorithm based on the analogy of evolution in nature. Starting from an initial random set of solutions, called population, it evolves them towards a front of solutions that minimize, separately and contemporaneously, all the objectives. This can be very useful in practical problems where multiple and discordant goals are common. Usually, one of the main drawback of these algorithms is related to time consuming: being a stochastic research, a lot of solutions must be analized before good ones are found. Results of this thesis about the classical optimal design problem shows that is possible to improve results modifying the mathematical definition of objective functions and the survival criterion, inserting good solutions created by a Cellular Automata and using rules created by classifier algorithm (C4.5). This part has been tested using the version of NSGA-II supplied by Centre for Water Systems (University of Exeter, UK) in MATLAB® environment. Even if orientating the research can constrain the algorithm with the risk of not finding the optimal set of solutions, it can greatly improve the results. Subsequently, thanks to CINECA help, a version of NSGA-II has been implemented in C language and parallelized: results about the global parallelization show the speed up, while results about the island parallelization show that communication among islands can improve the optimization. Finally, some tests about the optimization of pump scheduling have been carried out. In this case, good results are found for a small network, while the solutions of a big problem are affected by the lack of constraints on the number of pump switches. Possible future research is about the insertion of further constraints and the evolution guide. In the end, the optimization of water distribution systems is still far from a definitive solution, but the improvement in this field can be very useful in reducing the solutions cost of practical problems, where the high number of variables makes their management very difficult from human point of view.

Combinatorial and Robust Optimisation Models and Algorithms for Railway Applications

This thesis deals with an investigation of combinatorial and robust optimisation models to solve railway problems. Railway applications represent a challenging area for operations research. In fact, most problems in this context can be modelled as combinatorial optimisation problems, in which the number of feasible solutions is finite. Yet, despite the astonishing success in the field of combinatorial optimisation, the current state of algorithmic research faces severe difficulties with highly-complex and data-intensive applications such as those dealing with optimisation issues in large-scale transportation networks. One of the main issues concerns imperfect information. The idea of Robust Optimisation, as a way to represent and handle mathematically systems with not precisely known data, dates back to 1970s. Unfortunately, none of those techniques proved to be successfully applicable in one of the most complex and largest in scale (transportation) settings: that of railway systems. Railway optimisation deals with planning and scheduling problems over several time horizons. Disturbances are inevitable and severely affect the planning process. Here we focus on two compelling aspects of planning: robust planning and online (real-time) planning.

Application-oriented Mixed Integer Non-Linear Programming

In the most recent years there is a renovate interest for Mixed Integer Non-Linear Programming (MINLP) problems. This can be explained for different reasons: (i) the performance of solvers handling non-linear constraints was largely improved; (ii) the awareness that most of the applications from the real-world can be modeled as an MINLP problem; (iii) the challenging nature of this very general class of problems. It is well-known that MINLP problems are NP-hard because they are the generalization of MILP problems, which are NP-hard themselves. However, MINLPs are, in general, also hard to solve in practice. We address to non-convex MINLPs, i.e. having non-convex continuous relaxations: the presence of non-convexities in the model makes these problems usually even harder to solve. The aim of this Ph.D. thesis is to give a flavor of different possible approaches that one can study to attack MINLP problems with non-convexities, with a special attention to real-world problems. In Part 1 of the thesis we introduce the problem and present three special cases of general MINLPs and the most common methods used to solve them. These techniques play a fundamental role in the resolution of general MINLP problems. Then we describe algorithms addressing general MINLPs. Parts 2 and 3 contain the main contributions of the Ph.D. thesis. In particular, in Part 2 four different methods aimed at solving different classes of MINLP problems are presented. Part 3 of the thesis is devoted to real-world applications: two different problems and approaches to MINLPs are presented, namely Scheduling and Unit Commitment for Hydro-Plants and Water Network Design problems. The results show that each of these different methods has advantages and disadvantages. Thus, typically the method to be adopted to solve a real-world problem should be tailored on the characteristics, structure and size of the problem. Part 4 of the thesis consists of a brief review on tools commonly used for general MINLP problems, constituted an integral part of the development of this Ph.D. thesis (especially the use and development of open-source software). We present the main characteristics of solvers for each special case of MINLP.

Bioimaging of animal embryogenesis: mathematical methods and computational algorithms

Some fundamental biological processes such as embryonic development have been preserved during evolution and are common to species belonging to different phylogenetic positions, but are nowadays largely unknown. The understanding of cell morphodynamics leading to the formation of organized spatial distribution of cells such as tissues and organs can be achieved through the reconstruction of cells shape and position during the development of a live animal embryo. We design in this work a chain of image processing methods to automatically segment and track cells nuclei and membranes during the development of a zebrafish embryo, which has been largely validates as model organism to understand vertebrate development, gene function and healingrepair mechanisms in vertebrates. The embryo is previously labeled through the ubiquitous expression of fluorescent proteins addressed to cells nuclei and membranes, and temporal sequences of volumetric images are acquired with laser scanning microscopy. Cells position is detected by processing nuclei images either through the generalized form of the Hough transform or identifying nuclei position with local maxima after a smoothing preprocessing step. Membranes and nuclei shapes are reconstructed by using PDEs based variational techniques such as the Subjective Surfaces and the Chan Vese method. Cells tracking is performed by combining informations previously detected on cells shape and position with biological regularization constraints. Our results are manually validated and reconstruct the formation of zebrafish brain at 7-8 somite stage with all the cells tracked starting from late sphere stage with less than 2% error for at least 6 hours. Our reconstruction opens the way to a systematic investigation of cellular behaviors, of clonal origin and clonal complexity of brain organs, as well as the contribution of cell proliferation modes and cell movements to the formation of local patterns and morphogenetic fields.

Algorithms for network design and routing problems

In this thesis we study three combinatorial optimization problems belonging to the classes of Network Design and Vehicle Routing problems that are strongly linked in the context of the design and management of transportation networks: the Non-Bifurcated Capacitated Network Design Problem (NBP), the Period Vehicle Routing Problem (PVRP) and the Pickup and Delivery Problem with Time Windows (PDPTW). These problems are NP-hard and contain as special cases some well known difficult problems such as the Traveling Salesman Problem and the Steiner Tree Problem. Moreover, they model the core structure of many practical problems arising in logistics and telecommunications. The NBP is the problem of designing the optimum network to satisfy a given set of traffic demands. Given a set of nodes, a set of potential links and a set of point-to-point demands called commodities, the objective is to select the links to install and dimension their capacities so that all the demands can be routed between their respective endpoints, and the sum of link fixed costs and commodity routing costs is minimized. The problem is called non- bifurcated because the solution network must allow each demand to follow a single path, i.e., the flow of each demand cannot be splitted. Although this is the case in many real applications, the NBP has received significantly less attention in the literature than other capacitated network design problems that allow bifurcation. We describe an exact algorithm for the NBP that is based on solving by an integer programming solver a formulation of the problem strengthened by simple valid inequalities and four new heuristic algorithms. One of these heuristics is an adaptive memory metaheuristic, based on partial enumeration, that could be applied to a wider class of structured combinatorial optimization problems. In the PVRP a fleet of vehicles of identical capacity must be used to service a set of customers over a planning period of several days. Each customer specifies a service frequency, a set of allowable day-combinations and a quantity of product that the customer must receive every time he is visited. For example, a customer may require to be visited twice during a 5-day period imposing that these visits take place on Monday-Thursday or Monday-Friday or Tuesday-Friday. The problem consists in simultaneously assigning a day- combination to each customer and in designing the vehicle routes for each day so that each customer is visited the required number of times, the number of routes on each day does not exceed the number of vehicles available, and the total cost of the routes over the period is minimized. We also consider a tactical variant of this problem, called Tactical Planning Vehicle Routing Problem, where customers require to be visited on a specific day of the period but a penalty cost, called service cost, can be paid to postpone the visit to a later day than that required. At our knowledge all the algorithms proposed in the literature for the PVRP are heuristics. In this thesis we present for the first time an exact algorithm for the PVRP that is based on different relaxations of a set partitioning-like formulation. The effectiveness of the proposed algorithm is tested on a set of instances from the literature and on a new set of instances. Finally, the PDPTW is to service a set of transportation requests using a fleet of identical vehicles of limited capacity located at a central depot. Each request specifies a pickup location and a delivery location and requires that a given quantity of load is transported from the pickup location to the delivery location. Moreover, each location can be visited only within an associated time window. Each vehicle can perform at most one route and the problem is to satisfy all the requests using the available vehicles so that each request is serviced by a single vehicle, the load on each vehicle does not exceed the capacity, and all locations are visited according to their time window. We formulate the PDPTW as a set partitioning-like problem with additional cuts and we propose an exact algorithm based on different relaxations of the mathematical formulation and a branch-and-cut-and-price algorithm. The new algorithm is tested on two classes of problems from the literature and compared with a recent branch-and-cut-and-price algorithm from the literature.