Restless bandits, linear programming relaxations and a primal-dual index heuristic

We develop a mathematical programming approach for the classicalPSPACE - hard restless bandit problem in stochastic optimization.We introduce a hierarchy of n (where n is the number of bandits)increasingly stronger linear programming relaxations, the lastof which is exact and corresponds to the (exponential size)formulation of the problem as a Markov decision chain, while theother relaxations provide bounds and are efficiently computed. Wealso propose a priority-index heuristic scheduling policy fromthe solution to the first-order relaxation, where the indices aredefined in terms of optimal dual variables. In this way wepropose a policy and a suboptimality guarantee. We report resultsof computational experiments that suggest that the proposedheuristic policy is nearly optimal. Moreover, the second-orderrelaxation is found to provide strong bounds on the optimalvalue.

The effectiveness of assessment learning objects produced using pair programming

Pair Programming is a technique from the software development method eXtreme Programming (XP) whereby two programmers work closely together to develop a piece of software. A similar approach has been used to develop a set of Assessment Learning Objects (ALO). Three members of academic staff have developed a set of ALOs for a total of three different modules (two with overlapping content). In each case a pair programming approach was taken to the development of the ALO. In addition to demonstrating the efficiency of this approach in terms of staff time spent developing the ALOs, a statistical analysis of the outcomes for students who made use of the ALOs is used to demonstrate the effectiveness of the ALOs produced via this method.

Designing and Programming Organizational Infrastructures for Agents situated in Artifact-based Environments

Actual trends in software development are pushing the need to face a multiplicity of diverse activities and interaction styles characterizing complex and distributed application domains, in such a way that the resulting dynamics exhibits some grade of order, i.e. in terms of evolution of the system and desired equilibrium. Autonomous agents and Multiagent Systems are argued in literature as one of the most immediate approaches for describing such a kind of challenges. Actually, agent research seems to converge towards the definition of renewed abstraction tools aimed at better capturing the new demands of open systems. Besides agents, which are assumed as autonomous entities purposing a series of design objectives, Multiagent Systems account new notions as first-class entities, aimed, above all, at modeling institutional/organizational entities, placed for normative regulation, interaction and teamwork management, as well as environmental entities, placed as resources to further support and regulate agent work. The starting point of this thesis is recognizing that both organizations and environments can be rooted in a unifying perspective. Whereas recent research in agent systems seems to account a set of diverse approaches to specifically face with at least one aspect within the above mentioned, this work aims at proposing a unifying approach where both agents and their organizations can be straightforwardly situated in properly designed working environments. In this line, this work pursues reconciliation of environments with sociality, social interaction with environment based interaction, environmental resources with organizational functionalities with the aim to smoothly integrate the various aspects of complex and situated organizations in a coherent programming approach. Rooted in Agents and Artifacts (A&A) meta-model, which has been recently introduced both in the context of agent oriented software engineering and programming, the thesis promotes the notion of Embodied Organizations, characterized by computational infrastructures attaining a seamless integration between agents, organizations and environmental entities.

A Case Based approach to assess Waiting Time Prediction at an Intensive Care Unity

Waiting time at an intensive care unity stands for a key feature in the assessment of healthcare quality. Nevertheless, its estimation is a difficult task, not only due to the different factors with intricate relations among them, but also with respect to the available data, which may be incomplete, self-contradictory or even unknown. However, its prediction not only improves the patients’ satisfaction but also enhance the quality of the healthcare being provided. To fulfill this goal, this work aims at the development of a decision support system that allows one to predict how long a patient should remain at an emergency unit, having into consideration all the remarks that were just stated above. It is built on top of a Logic Programming approach to knowledge representation and reasoning, complemented with a Case Base approach to computing.

A Case-base Approach to Workforces’ Satisfaction Assessment

It is well known that human resources play a valuable role in a sustainable organizational development. Indeed, this work will focus on the development of a decision support system to assess workers’ satisfaction based on factors related to human resources management practices. The framework is built on top of a Logic Programming approach to Knowledge Representation and Reasoning, complemented with a Case Based approach to computing. The proposed solution is unique in itself, once it caters for the explicit treatment of incomplete, unknown, or even self-contradictory information, either in terms of a qualitative or quantitative setting. Furthermore, clustering methods based on similarity analysis among cases were used to distinguish and aggregate collections of historical data or knowledge in order to reduce the search space, therefore enhancing the cases retrieval and the overall computational process.

Age Prediction through Pelvis X-Ray Images - A Case Based approach to Problem Solving

It is well known that the dimensions of the pelvic bones depend on the gender and vary with the age of the individual. Indeed, and as a matter of fact, this work will focus on the development of an intelligent decision support system to predict individual’s age based on pelvis’ dimensions criteria. On the one hand, some basic image processing technics were applied in order to extract the relevant features from pelvic X-rays. On the other hand, the computational framework presented here was built on top of a Logic Programming approach to knowledge representation and reasoning, that caters for the handling of incomplete, unknown, or even self-contradictory information, complemented with a Case Base approach to computing.

An Artificial Intelligence Approach to Individuals' Age Assessment

A link between patterns of pelvic growth and human life history is supported by the finding that, cross-culturally, variation in maturation rates of female pelvis are correlated with variation in ages of menarche and first reproduction, i.e., it is well known that the human dimensions of the pelvic bones depend on the gender and vary with the age. Indeed, one feature in which humans appear to be unique is the prolonged growth of the pelvis after the age of sexual maturity. Both the total superoinferior length and mediolateral breadth of the pelvis continues to grow markedly after puberty, and do not reach adult proportions until the late teens years. This continuation of growth is accomplished by relatively late fusion of the separate centers of ossification that form the bones of the pelvis. Hence, in this work we will focus on the development of an intelligent decision support system to predict individual’s age based on a pelvis' dimensions criteria. Some basic image processing techniques were applied in order to extract the relevant features from pelvic X-rays, being the computational framework built on top of a Logic Programming approach to Knowledge Representation and Reasoning that caters for the handling of incomplete, unknown, or even self-contradictory information, complemented with a Case Base approach to computing.

An Integrated Soft Computing Approach to Hughes Syndrome Risk Assessment

The AntiPhospholipid Syndrome (APS) is an acquired autoimmune disorder induced by high levels of antiphospholipid antibodies that cause arterial and veins thrombosis, as well as pregnancy-related complications and morbidity, as clinical manifestations. This autoimmune hypercoagulable state, usually known as Hughes syndrome, has severe consequences for the patients, being one of the main causes of thrombotic disorders and death. Therefore, it is required to be preventive; being aware of how probable is to have that kind of syndrome. Despite the updated of antiphospholipid syndrome classification, the diagnosis remains difficult to establish. Additional research on clinically relevant antibodies and standardization of their quantification are required in order to improve the antiphospholipid syndrome risk assessment. Thus, this work will focus on the development of a diagnosis decision support system in terms of a formal agenda built on a Logic Programming approach to knowledge representation and reasoning, complemented with a computational framework based on Artificial Neural Networks. The proposed model allows for improving the diagnosis, classifying properly the patients that really presented this pathology (sensitivity higher than 85%), as well as classifying the absence of APS (specificity close to 95%).

A novel continuous time representation for the scheduling of pipeline systems with pumping yield rate constraints

Pipeline systems play a key role in the petroleum business. These operational systems provide connection between ports and/or oil fields and refineries (upstream), as well as between these and consumer markets (downstream). The purpose of this work is to propose a novel MINLP formulation based on a continuous time representation for the scheduling of multiproduct pipeline systems that must supply multiple consumer markets. Moreover, it also considers that the pipeline operates intermittently and that the pumping costs depend on the booster stations yield rates, which in turn may generate different flow rates. The proposed continuous time representation is compared with a previously developed discrete time representation [Rejowski, R., Jr., & Pinto, J. M. (2004). Efficient MILP formulations and valid cuts for multiproduct pipeline scheduling. Computers and Chemical Engineering, 28, 1511] in terms of solution quality and computational performance. The influence of the number of time intervals that represents the transfer operation is studied and several configurations for the booster stations are tested. Finally, the proposed formulation is applied to a larger case, in which several booster configurations with different numbers of stages are tested. (C) 2007 Elsevier Ltd. All rights reserved.

Risk attitude, planting conditions and the value of seasonal forecasts to a dryland wheat grower

The value of a seasonal forecasting system based on phases of the Southern Oscillation was estimated for a representative dryland wheat grower in the vicinity of Goondiwindi. In particular the effects on this estimate of risk attitude and planting conditions were examined. A recursive stochastic programming approach was used to identify the grower's utility-maximising action set in the event of each of the climate patterns over the period 1894-1991 recurring In the imminent season. The approach was repeated with and without use of the forecasts. The choices examined were, at planting, nitrogen application rate and cultivar and, later in the season, choices of proceeding with or abandoning each wheat activity, The value of the forecasting system was estimated as the maximum amount the grower could afford to pay for its use without expected utility being lowered relative to its non use.

A risk-averse optimization model for trading wind energy in a market environment under uncertainty

In this paper, a stochastic programming approach is proposed for trading wind energy in a market environment under uncertainty. Uncertainty in the energy market prices is the main cause of high volatility of profits achieved by power producers. The volatile and intermittent nature of wind energy represents another source of uncertainty. Hence, each uncertain parameter is modeled by scenarios, where each scenario represents a plausible realization of the uncertain parameters with an associated occurrence probability. Also, an appropriate risk measurement is considered. The proposed approach is applied on a realistic case study, based on a wind farm in Portugal. Finally, conclusions are duly drawn. (C) 2011 Elsevier Ltd. All rights reserved.

Real-time energy resources scheduling considering intensive wind penetration

The use of distributed energy resources, based on natural intermittent power sources, like wind generation, in power systems imposes the development of new adequate operation management and control methodologies. A short-term Energy Resource Management (ERM) methodology performed in two phases is proposed in this paper. The first one addresses the day-ahead ERM scheduling and the second one deals with the five-minute ahead ERM scheduling. The ERM scheduling is a complex optimization problem due to the high quantity of variables and constraints. In this paper the main goal is to minimize the operation costs from the point of view of a virtual power player that manages the network and the existing resources. The optimization problem is solved by a deterministic mixedinteger non-linear programming approach. A case study considering a distribution network with 33 bus, 66 distributed generation, 32 loads with demand response contracts and 7 storage units and 1000 electric vehicles has been implemented in a simulator developed in the field of the presented work, in order to validate the proposed short-term ERM methodology considering the dynamic power system behavior.

Short-term scheduling considering five-minute and hour-ahead energy resource management

The introduction of new distributed energy resources, based on natural intermittent power sources, in power systems imposes the development of new adequate operation management and control methods. This paper proposes a short-term Energy Resource Management (ERM) methodology performed in two phases. The first one addresses the hour-ahead ERM scheduling and the second one deals with the five-minute ahead ERM scheduling. Both phases consider the day-ahead resource scheduling solution. The ERM scheduling is formulated as an optimization problem that aims to minimize the operation costs from the point of view of a virtual power player that manages the network and the existing resources. The optimization problem is solved by a deterministic mixed-integer non-linear programming approach and by a heuristic approach based on genetic algorithms. A case study considering a distribution network with 33 bus, 66 distributed generation, 32 loads with demand response contracts and 7 storage units has been implemented in a PSCADbased simulator developed in the field of the presented work, in order to validate the proposed short-term ERM methodology considering the dynamic power system behavior.

Comparison between deterministic and meta-heuristic methods applied to ancillary services dispatch

This paper proposes two meta-heuristics (Genetic Algorithm and Evolutionary Particle Swarm Optimization) for solving a 15 bid-based case of Ancillary Services Dispatch in an Electricity Market. A Linear Programming approach is also included for comparison purposes. A test case based on the dispatch of Regulation Down, Regulation Up, Spinning Reserve and Non-Spinning Reserve services is used to demonstrate that the use of meta-heuristics is suitable for solving this kind of optimization problem. Faster execution times and lower computational resources requirements are the most relevant advantages of the used meta-heuristics when compared with the Linear Programming approach.

Optimal offering strategies for wind power producers considering uncertainty and risk

This paper provides a two-stage stochastic programming approach for the development of optimal offering strategies for wind power producers. Uncertainty is related to electricity market prices and wind power production. A hybrid intelligent approach, combining wavelet transform, particle swarm optimization and adaptive-network-based fuzzy inference system, is used in this paper to generate plausible scenarios. Also, risk aversion is explicitly modeled using the conditional value-at-risk methodology. Results from a realistic case study, based on a wind farm in Portugal, are provided and analyzed. Finally, conclusions are duly drawn.