Optimization models and methods for real-time transportation planning in forestry

Lors du transport du bois de la forêt vers les usines, de nombreux événements imprévus peuvent se produire, événements qui perturbent les trajets prévus (par exemple, en raison des conditions météo, des feux de forêt, de la présence de nouveaux chargements, etc.). Lorsque de tels événements ne sont connus que durant un trajet, le camion qui accomplit ce trajet doit être détourné vers un chemin alternatif. En l’absence d’informations sur un tel chemin, le chauffeur du camion est susceptible de choisir un chemin alternatif inutilement long ou pire, qui est lui-même "fermé" suite à un événement imprévu. Il est donc essentiel de fournir aux chauffeurs des informations en temps réel, en particulier des suggestions de chemins alternatifs lorsqu’une route prévue s’avère impraticable. Les possibilités de recours en cas d’imprévus dépendent des caractéristiques de la chaîne logistique étudiée comme la présence de camions auto-chargeurs et la politique de gestion du transport. Nous présentons trois articles traitant de contextes d’application différents ainsi que des modèles et des méthodes de résolution adaptés à chacun des contextes. Dans le premier article, les chauffeurs de camion disposent de l’ensemble du plan hebdomadaire de la semaine en cours. Dans ce contexte, tous les efforts doivent être faits pour minimiser les changements apportés au plan initial. Bien que la flotte de camions soit homogène, il y a un ordre de priorité des chauffeurs. Les plus prioritaires obtiennent les volumes de travail les plus importants. Minimiser les changements dans leurs plans est également une priorité. Étant donné que les conséquences des événements imprévus sur le plan de transport sont essentiellement des annulations et/ou des retards de certains voyages, l’approche proposée traite d’abord l’annulation et le retard d’un seul voyage, puis elle est généralisée pour traiter des événements plus complexes. Dans cette ap- proche, nous essayons de re-planifier les voyages impactés durant la même semaine de telle sorte qu’une chargeuse soit libre au moment de l’arrivée du camion à la fois au site forestier et à l’usine. De cette façon, les voyages des autres camions ne seront pas mo- difiés. Cette approche fournit aux répartiteurs des plans alternatifs en quelques secondes. De meilleures solutions pourraient être obtenues si le répartiteur était autorisé à apporter plus de modifications au plan initial. Dans le second article, nous considérons un contexte où un seul voyage à la fois est communiqué aux chauffeurs. Le répartiteur attend jusqu’à ce que le chauffeur termine son voyage avant de lui révéler le prochain voyage. Ce contexte est plus souple et offre plus de possibilités de recours en cas d’imprévus. En plus, le problème hebdomadaire peut être divisé en des problèmes quotidiens, puisque la demande est quotidienne et les usines sont ouvertes pendant des périodes limitées durant la journée. Nous utilisons un modèle de programmation mathématique basé sur un réseau espace-temps pour réagir aux perturbations. Bien que ces dernières puissent avoir des effets différents sur le plan de transport initial, une caractéristique clé du modèle proposé est qu’il reste valable pour traiter tous les imprévus, quelle que soit leur nature. En effet, l’impact de ces événements est capturé dans le réseau espace-temps et dans les paramètres d’entrée plutôt que dans le modèle lui-même. Le modèle est résolu pour la journée en cours chaque fois qu’un événement imprévu est révélé. Dans le dernier article, la flotte de camions est hétérogène, comprenant des camions avec des chargeuses à bord. La configuration des routes de ces camions est différente de celle des camions réguliers, car ils ne doivent pas être synchronisés avec les chargeuses. Nous utilisons un modèle mathématique où les colonnes peuvent être facilement et naturellement interprétées comme des itinéraires de camions. Nous résolvons ce modèle en utilisant la génération de colonnes. Dans un premier temps, nous relaxons l’intégralité des variables de décision et nous considérons seulement un sous-ensemble des itinéraires réalisables. Les itinéraires avec un potentiel d’amélioration de la solution courante sont ajoutés au modèle de manière itérative. Un réseau espace-temps est utilisé à la fois pour représenter les impacts des événements imprévus et pour générer ces itinéraires. La solution obtenue est généralement fractionnaire et un algorithme de branch-and-price est utilisé pour trouver des solutions entières. Plusieurs scénarios de perturbation ont été développés pour tester l’approche proposée sur des études de cas provenant de l’industrie forestière canadienne et les résultats numériques sont présentés pour les trois contextes.

Analysis of Local Search Methods for 3D Data

In questa tesi sono stati analizzati alcuni metodi di ricerca per dati 3D. Viene illustrata una panoramica generale sul campo della Computer Vision, sullo stato dell’arte dei sensori per l’acquisizione e su alcuni dei formati utilizzati per la descrizione di dati 3D. In seguito è stato fatto un approfondimento sulla 3D Object Recognition dove, oltre ad essere descritto l’intero processo di matching tra Local Features, è stata fatta una focalizzazione sulla fase di detection dei punti salienti. In particolare è stato analizzato un Learned Keypoint detector, basato su tecniche di apprendimento di machine learning. Quest ultimo viene illustrato con l’implementazione di due algoritmi di ricerca di vicini: uno esauriente (K-d tree) e uno approssimato (Radial Search). Sono state riportate infine alcune valutazioni sperimentali in termini di efficienza e velocità del detector implementato con diversi metodi di ricerca, mostrando l’effettivo miglioramento di performance senza una considerabile perdita di accuratezza con la ricerca approssimata.

Optimization models and methods for real-time transportation planning in forestry

Lors du transport du bois de la forêt vers les usines, de nombreux événements imprévus peuvent se produire, événements qui perturbent les trajets prévus (par exemple, en raison des conditions météo, des feux de forêt, de la présence de nouveaux chargements, etc.). Lorsque de tels événements ne sont connus que durant un trajet, le camion qui accomplit ce trajet doit être détourné vers un chemin alternatif. En l’absence d’informations sur un tel chemin, le chauffeur du camion est susceptible de choisir un chemin alternatif inutilement long ou pire, qui est lui-même "fermé" suite à un événement imprévu. Il est donc essentiel de fournir aux chauffeurs des informations en temps réel, en particulier des suggestions de chemins alternatifs lorsqu’une route prévue s’avère impraticable. Les possibilités de recours en cas d’imprévus dépendent des caractéristiques de la chaîne logistique étudiée comme la présence de camions auto-chargeurs et la politique de gestion du transport. Nous présentons trois articles traitant de contextes d’application différents ainsi que des modèles et des méthodes de résolution adaptés à chacun des contextes. Dans le premier article, les chauffeurs de camion disposent de l’ensemble du plan hebdomadaire de la semaine en cours. Dans ce contexte, tous les efforts doivent être faits pour minimiser les changements apportés au plan initial. Bien que la flotte de camions soit homogène, il y a un ordre de priorité des chauffeurs. Les plus prioritaires obtiennent les volumes de travail les plus importants. Minimiser les changements dans leurs plans est également une priorité. Étant donné que les conséquences des événements imprévus sur le plan de transport sont essentiellement des annulations et/ou des retards de certains voyages, l’approche proposée traite d’abord l’annulation et le retard d’un seul voyage, puis elle est généralisée pour traiter des événements plus complexes. Dans cette ap- proche, nous essayons de re-planifier les voyages impactés durant la même semaine de telle sorte qu’une chargeuse soit libre au moment de l’arrivée du camion à la fois au site forestier et à l’usine. De cette façon, les voyages des autres camions ne seront pas mo- difiés. Cette approche fournit aux répartiteurs des plans alternatifs en quelques secondes. De meilleures solutions pourraient être obtenues si le répartiteur était autorisé à apporter plus de modifications au plan initial. Dans le second article, nous considérons un contexte où un seul voyage à la fois est communiqué aux chauffeurs. Le répartiteur attend jusqu’à ce que le chauffeur termine son voyage avant de lui révéler le prochain voyage. Ce contexte est plus souple et offre plus de possibilités de recours en cas d’imprévus. En plus, le problème hebdomadaire peut être divisé en des problèmes quotidiens, puisque la demande est quotidienne et les usines sont ouvertes pendant des périodes limitées durant la journée. Nous utilisons un modèle de programmation mathématique basé sur un réseau espace-temps pour réagir aux perturbations. Bien que ces dernières puissent avoir des effets différents sur le plan de transport initial, une caractéristique clé du modèle proposé est qu’il reste valable pour traiter tous les imprévus, quelle que soit leur nature. En effet, l’impact de ces événements est capturé dans le réseau espace-temps et dans les paramètres d’entrée plutôt que dans le modèle lui-même. Le modèle est résolu pour la journée en cours chaque fois qu’un événement imprévu est révélé. Dans le dernier article, la flotte de camions est hétérogène, comprenant des camions avec des chargeuses à bord. La configuration des routes de ces camions est différente de celle des camions réguliers, car ils ne doivent pas être synchronisés avec les chargeuses. Nous utilisons un modèle mathématique où les colonnes peuvent être facilement et naturellement interprétées comme des itinéraires de camions. Nous résolvons ce modèle en utilisant la génération de colonnes. Dans un premier temps, nous relaxons l’intégralité des variables de décision et nous considérons seulement un sous-ensemble des itinéraires réalisables. Les itinéraires avec un potentiel d’amélioration de la solution courante sont ajoutés au modèle de manière itérative. Un réseau espace-temps est utilisé à la fois pour représenter les impacts des événements imprévus et pour générer ces itinéraires. La solution obtenue est généralement fractionnaire et un algorithme de branch-and-price est utilisé pour trouver des solutions entières. Plusieurs scénarios de perturbation ont été développés pour tester l’approche proposée sur des études de cas provenant de l’industrie forestière canadienne et les résultats numériques sont présentés pour les trois contextes.

Iterated responsive threshold search for the quadratic multiple knapsack problem

International audience

I. Quantal effects in biochemical cooperativity and a proposed mechanism for the differentiation of calcium signaling in synaptic plasticity. II. Evolutionary algorithms for the optimization of methods in computational chemistry

In Part 1 of this thesis, we propose that biochemical cooperativity is a fundamentally non-ideal process. We show quantal effects underlying biochemical cooperativity and highlight apparent ergodic breaking at small volumes. The apparent ergodic breaking manifests itself in a divergence of deterministic and stochastic models. We further predict that this divergence of deterministic and stochastic results is a failure of the deterministic methods rather than an issue of stochastic simulations.

Ergodic breaking at small volumes may allow these molecular complexes to function as switches to a greater degree than has previously been shown. We propose that this ergodic breaking is a phenomenon that the synapse might exploit to differentiate Ca$^{2+}$ signaling that would lead to either the strengthening or weakening of a synapse. Techniques such as lattice-based statistics and rule-based modeling are tools that allow us to directly confront this non-ideality. A natural next step to understanding the chemical physics that underlies these processes is to consider \textit{in silico} specifically atomistic simulation methods that might augment our modeling efforts.

In the second part of this thesis, we use evolutionary algorithms to optimize \textit{in silico} methods that might be used to describe biochemical processes at the subcellular and molecular levels. While we have applied evolutionary algorithms to several methods, this thesis will focus on the optimization of charge equilibration methods. Accurate charges are essential to understanding the electrostatic interactions that are involved in ligand binding, as frequently discussed in the first part of this thesis.

Search for Higgs Boson Production Beyond the Standard Model Using the Razor Kinematic Variables in pp Collisions at √s=8 TeV and Optimization of Higgs Boson Identification Using a Quantum Annealer

In the first part of this thesis we search for beyond the Standard Model physics through the search for anomalous production of the Higgs boson using the razor kinematic variables. We search for anomalous Higgs boson production using proton-proton collisions at center of mass energy √s=8 TeV collected by the Compact Muon Solenoid experiment at the Large Hadron Collider corresponding to an integrated luminosity of 19.8 fb^-1.

In the second part we present a novel method for using a quantum annealer to train a classifier to recognize events containing a Higgs boson decaying to two photons. We train that classifier using simulated proton-proton collisions at √s=8 TeV producing either a Standard Model Higgs boson decaying to two photons or a non-resonant Standard Model process that produces a two photon final state.

The production mechanisms of the Higgs boson are precisely predicted by the Standard Model based on its association with the mechanism of electroweak symmetry breaking. We measure the yield of Higgs bosons decaying to two photons in kinematic regions predicted to have very little contribution from a Standard Model Higgs boson and search for an excess of events, which would be evidence of either non-standard production or non-standard properties of the Higgs boson. We divide the events into disjoint categories based on kinematic properties and the presence of additional b-quarks produced in the collisions. In each of these disjoint categories, we use the razor kinematic variables to characterize events with topological configurations incompatible with typical configurations found from standard model production of the Higgs boson.

We observe an excess of events with di-photon invariant mass compatible with the Higgs boson mass and localized in a small region of the razor plane. We observe 5 events with a predicted background of 0.54 ± 0.28, which observation has a p-value of 10^-3 and a local significance of 3.35σ. This background prediction comes from 0.48 predicted non-resonant background events and 0.07 predicted SM higgs boson events. We proceed to investigate the properties of this excess, finding that it provides a very compelling peak in the di-photon invariant mass distribution and is physically separated in the razor plane from predicted background. Using another method of measuring the background and significance of the excess, we find a 2.5σ deviation from the Standard Model hypothesis over a broader range of the razor plane.

In the second part of the thesis we transform the problem of training a classifier to distinguish events with a Higgs boson decaying to two photons from events with other sources of photon pairs into the Hamiltonian of a spin system, the ground state of which is the best classifier. We then use a quantum annealer to find the ground state of this Hamiltonian and train the classifier. We find that we are able to do this successfully in less than 400 annealing runs for a problem of median difficulty at the largest problem size considered. The networks trained in this manner exhibit good classification performance, competitive with the more complicated machine learning techniques, and are highly resistant to overtraining. We also find that the nature of the training gives access to additional solutions that can be used to improve the classification performance by up to 1.2% in some regions.

Search of symmetric composition methods of symmetric integrators

Composition methods are useful when solving Ordinary Differential Equations (ODEs) as they increase the order of accuracy of a given basic numerical integration scheme. We will focus on sy-mmetric composition methods involving some basic second order symmetric integrator with different step sizes [17]. The introduction of symmetries into these methods simplifies the order conditions and reduces the number of unknowns. Several authors have worked in the search of the coefficients of these type of methods: the best method of order 8 has 17 stages [24], methods of order 8 and 15 stages were given in [29, 39, 40], 10-order methods of 31, 33 and 35 stages have been also found [24, 34]. In this work some techniques that we have built to obtain 10-order symmetric composition methods of symmetric integrators of s = 31 stages (16 order conditions) are explored. Given some starting coefficients that satisfy the simplest five order conditions, the process followed to obtain the coefficients that satisfy the sixteen order conditions is provided.

Efficient Hill Climber for Constrained Pseudo-Boolean Optimization Problems

Efficient hill climbers have been recently proposed for single- and multi-objective pseudo-Boolean optimization problems. For $k$-bounded pseudo-Boolean functions where each variable appears in at most a constant number of subfunctions, it has been theoretically proven that the neighborhood of a solution can be explored in constant time. These hill climbers, combined with a high-level exploration strategy, have shown to improve state of the art methods in experimental studies and open the door to the so-called Gray Box Optimization, where part, but not all, of the details of the objective functions are used to better explore the search space. One important limitation of all the previous proposals is that they can only be applied to unconstrained pseudo-Boolean optimization problems. In this work, we address the constrained case for multi-objective $k$-bounded pseudo-Boolean optimization problems. We find that adding constraints to the pseudo-Boolean problem has a linear computational cost in the hill climber.

Interrelated product design activities sequencing with efficient tabu search algorithms

This paper proposes and investigates a metaheuristic tabu search algorithm (TSA) that generates optimal or near optimal solutions sequences for the feedback length minimization problem (FLMP) associated to a design structure matrix (DSM). The FLMP is a non-linear combinatorial optimization problem, belonging to the NP-hard class, and therefore finding an exact optimal solution is very hard and time consuming, especially on medium and large problem instances. First, we introduce the subject and provide a review of the related literature and problem definitions. Using the tabu search method (TSM) paradigm, this paper presents a new tabu search algorithm that generates optimal or sub-optimal solutions for the feedback length minimization problem, using two different neighborhoods based on swaps of two activities and shifting an activity to a different position. Furthermore, this paper includes numerical results for analyzing the performance of the proposed TSA and for fixing the proper values of its parameters. Then we compare our results on benchmarked problems with those already published in the literature. We conclude that the proposed tabu search algorithm is very promising because it outperforms the existing methods, and because no other tabu search method for the FLMP is reported in the literature. The proposed tabu search algorithm applied to the process layer of the multidimensional design structure matrices proves to be a key optimization method for an optimal product development.

Interrelated product design activities sequencing with efficient tabu search algorithms

This paper proposes and investigates a metaheuristic tabu search algorithm (TSA) that generates optimal or near optimal solutions sequences for the feedback length minimization problem (FLMP) associated to a design structure matrix (DSM). The FLMP is a non-linear combinatorial optimization problem, belonging to the NP-hard class, and therefore finding an exact optimal solution is very hard and time consuming, especially on medium and large problem instances. First, we introduce the subject and provide a review of the related literature and problem definitions. Using the tabu search method (TSM) paradigm, this paper presents a new tabu search algorithm that generates optimal or sub-optimal solutions for the feedback length minimization problem, using two different neighborhoods based on swaps of two activities and shifting an activity to a different position. Furthermore, this paper includes numerical results for analyzing the performance of the proposed TSA and for fixing the proper values of its parameters. Then we compare our results on benchmarked problems with those already published in the literature. We conclude that the proposed tabu search algorithm is very promising because it outperforms the existing methods, and because no other tabu search method for the FLMP is reported in the literature. The proposed tabu search algorithm applied to the process layer of the multidimensional design structure matrices proves to be a key optimization method for an optimal product development.

New Rigorous Decomposition Methods for Mixed-integer Linear and Nonlinear Programming

Process systems design, operation and synthesis problems under uncertainty can readily be formulated as two-stage stochastic mixed-integer linear and nonlinear (nonconvex) programming (MILP and MINLP) problems. These problems, with a scenario based formulation, lead to large-scale MILPs/MINLPs that are well structured. The first part of the thesis proposes a new finitely convergent cross decomposition method (CD), where Benders decomposition (BD) and Dantzig-Wolfe decomposition (DWD) are combined in a unified framework to improve the solution of scenario based two-stage stochastic MILPs. This method alternates between DWD iterations and BD iterations, where DWD restricted master problems and BD primal problems yield a sequence of upper bounds, and BD relaxed master problems yield a sequence of lower bounds. A variant of CD, which includes multiple columns per iteration of DW restricted master problem and multiple cuts per iteration of BD relaxed master problem, called multicolumn-multicut CD is then developed to improve solution time. Finally, an extended cross decomposition method (ECD) for solving two-stage stochastic programs with risk constraints is proposed. In this approach, a CD approach at the first level and DWD at a second level is used to solve the original problem to optimality. ECD has a computational advantage over a bilevel decomposition strategy or solving the monolith problem using an MILP solver. The second part of the thesis develops a joint decomposition approach combining Lagrangian decomposition (LD) and generalized Benders decomposition (GBD), to efficiently solve stochastic mixed-integer nonlinear nonconvex programming problems to global optimality, without the need for explicit branch and bound search. In this approach, LD subproblems and GBD subproblems are systematically solved in a single framework. The relaxed master problem obtained from the reformulation of the original problem, is solved only when necessary. A convexification of the relaxed master problem and a domain reduction procedure are integrated into the decomposition framework to improve solution efficiency. Using case studies taken from renewable resource and fossil-fuel based application in process systems engineering, it can be seen that these novel decomposition approaches have significant benefit over classical decomposition methods and state-of-the-art MILP/MINLP global optimization solvers.

In search of a social science research methods pedagogy for the digital era: the story so far

Presentation given at the 2016 British Educational Research Association (BERA) conference

Advanced decision-support methods for the design, control, and optimization of perishable products life cycle

In the last decades, global food supply chains had to deal with the increasing awareness of the stakeholders and consumers about safety, quality, and sustainability. In order to address these new challenges for food supply chain systems, an integrated approach to design, control, and optimize product life cycle is required. Therefore, it is essential to introduce new models, methods, and decision-support platforms tailored to perishable products. This thesis aims to provide novel practice-ready decision-support models and methods to optimize the logistics of food items with an integrated and interdisciplinary approach. It proposes a comprehensive review of the main peculiarities of perishable products and the environmental stresses accelerating their quality decay. Then, it focuses on top-down strategies to optimize the supply chain system from the strategical to the operational decision level. Based on the criticality of the environmental conditions, the dissertation evaluates the main long-term logistics investment strategies to preserve products quality. Several models and methods are proposed to optimize the logistics decisions to enhance the sustainability of the supply chain system while guaranteeing adequate food preservation. The models and methods proposed in this dissertation promote a climate-driven approach integrating climate conditions and their consequences on the quality decay of products in innovative models supporting the logistics decisions. Given the uncertain nature of the environmental stresses affecting the product life cycle, an original stochastic model and solving method are proposed to support practitioners in controlling and optimizing the supply chain systems when facing uncertain scenarios. The application of the proposed decision-support methods to real case studies proved their effectiveness in increasing the sustainability of the perishable product life cycle. The dissertation also presents an industry application of a global food supply chain system, further demonstrating how the proposed models and tools can be integrated to provide significant savings and sustainability improvements.

Formulations and Metaheuristics for combinatorial optimization problems

Combinatorial optimization problems have been strongly addressed throughout history. Their study involves highly applied problems that must be solved in reasonable times. This doctoral Thesis addresses three Operations Research problems: the first deals with the Traveling Salesman Problem with Pickups and Delivery with Handling cost, which was approached with two metaheuristics based on Iterated Local Search; the results show that the proposed methods are faster and obtain good results respect to the metaheuristics from the literature. The second problem corresponds to the Quadratic Multiple Knapsack Problem, and polynomial formulations and relaxations are presented for new instances of the problem; in addition, a metaheuristic and a matheuristic are proposed that are competitive with state of the art algorithms. Finally, an Open-Pit Mining problem is approached. This problem is solved with a parallel genetic algorithm that allows excavations using truncated cones. Each of these problems was computationally tested with difficult instances from the literature, obtaining good quality results in reasonable computational times, and making significant contributions to the state of the art techniques of Operations Research.

Methods for integrating machine learning and constrained optimization

In the framework of industrial problems, the application of Constrained Optimization is known to have overall very good modeling capability and performance and stands as one of the most powerful, explored, and exploited tool to address prescriptive tasks. The number of applications is huge, ranging from logistics to transportation, packing, production, telecommunication, scheduling, and much more. The main reason behind this success is to be found in the remarkable effort put in the last decades by the OR community to develop realistic models and devise exact or approximate methods to solve the largest variety of constrained or combinatorial optimization problems, together with the spread of computational power and easily accessible OR software and resources. On the other hand, the technological advancements lead to a data wealth never seen before and increasingly push towards methods able to extract useful knowledge from them; among the data-driven methods, Machine Learning techniques appear to be one of the most promising, thanks to its successes in domains like Image Recognition, Natural Language Processes and playing games, but also the amount of research involved. The purpose of the present research is to study how Machine Learning and Constrained Optimization can be used together to achieve systems able to leverage the strengths of both methods: this would open the way to exploiting decades of research on resolution techniques for COPs and constructing models able to adapt and learn from available data. In the first part of this work, we survey the existing techniques and classify them according to the type, method, or scope of the integration; subsequently, we introduce a novel and general algorithm devised to inject knowledge into learning models through constraints, Moving Target. In the last part of the thesis, two applications stemming from real-world projects and done in collaboration with Optit will be presented.