Otimização combinatória para alocação de fontes renováveis em microrredes de corrente contínua

Pós-graduação em Engenharia Elétrica - FEIS

Learning Technology in Scheduling Based on the Mixed Graphs

We propose the adaptive algorithm for solving a set of similar scheduling problems using learning technology. It is devised to combine the merits of an exact algorithm based on the mixed graph model and heuristics oriented on the real-world scheduling problems. The former may ensure high quality of the solution by means of an implicit exhausting enumeration of the feasible schedules. The latter may be developed for certain type of problems using their peculiarities. The main idea of the learning technology is to produce effective (in performance measure) and efficient (in computational time) heuristics by adapting local decisions for the scheduling problems under consideration. Adaptation is realized at the stage of learning while solving a set of sample scheduling problems using a branch-and-bound algorithm and structuring knowledge using pattern recognition apparatus.

Solving Maximum Clique Problem for Protein Structure Similarity

Computing the similarity between two protein structures is a crucial task in molecular biology, and has been extensively investigated. Many protein structure comparison methods can be modeled as maximum weighted clique problems in specific k-partite graphs, referred here as alignment graphs. In this paper we present both a new integer programming formulation for solving such clique problems and a dedicated branch and bound algorithm for solving the maximum cardinality clique problem. Both approaches have been integrated in VAST, a software for aligning protein 3D structures largely used in the National Center for Biotechnology Information, an original clique solver which uses the well known Bron and Kerbosch algorithm (BK). Our computational results on real protein alignment instances show that our branch and bound algorithm is up to 116 times faster than BK.

Cooperative routing for collision minimization in wireless sensor networks

Cooperative communication has gained much interest due to its ability to exploit the broadcasting nature of the wireless medium to mitigate multipath fading. There has been considerable amount of research on how cooperative transmission can improve the performance of the network by focusing on the physical layer issues. During the past few years, the researchers have started to take into consideration cooperative transmission in routing and there has been a growing interest in designing and evaluating cooperative routing protocols. Most of the existing cooperative routing algorithms are designed to reduce the energy consumption; however, packet collision minimization using cooperative routing has not been addressed yet. This dissertation presents an optimization framework to minimize collision probability using cooperative routing in wireless sensor networks. More specifically, we develop a mathematical model and formulate the problem as a large-scale Mixed Integer Non-Linear Programming problem. We also propose a solution based on the branch and bound algorithm augmented with reducing the search space (branch and bound space reduction). The proposed strategy builds up the optimal routes from each source to the sink node by providing the best set of hops in each route, the best set of relays, and the optimal power allocation for the cooperative transmission links. To reduce the computational complexity, we propose two near optimal cooperative routing algorithms. In the first near optimal algorithm, we solve the problem by decoupling the optimal power allocation scheme from optimal route selection. Therefore, the problem is formulated by an Integer Non-Linear Programming, which is solved using a branch and bound space reduced method. In the second near optimal algorithm, the cooperative routing problem is solved by decoupling the transmission power and the relay node se- lection from the route selection. After solving the routing problems, the power allocation is applied in the selected route. Simulation results show the algorithms can significantly reduce the collision probability compared with existing cooperative routing schemes.

On Provable Algorithms for Determination of Continuous Protein Interdomain Motions from Residual Dipolar Couplings

Dynamics of biomolecules over various spatial and time scales are essential for biological functions such as molecular recognition, catalysis and signaling. However, reconstruction of biomolecular dynamics from experimental observables requires the determination of a conformational probability distribution. Unfortunately, these distributions cannot be fully constrained by the limited information from experiments, making the problem an ill-posed one in the terminology of Hadamard. The ill-posed nature of the problem comes from the fact that it has no unique solution. Multiple or even an infinite number of solutions may exist. To avoid the ill-posed nature, the problem needs to be regularized by making assumptions, which inevitably introduce biases into the result.

Here, I present two continuous probability density function approaches to solve an important inverse problem called the RDC trigonometric moment problem. By focusing on interdomain orientations we reduced the problem to determination of a distribution on the 3D rotational space from residual dipolar couplings (RDCs). We derived an analytical equation that relates alignment tensors of adjacent domains, which serves as the foundation of the two methods. In the first approach, the ill-posed nature of the problem was avoided by introducing a continuous distribution model, which enjoys a smoothness assumption. To find the optimal solution for the distribution, we also designed an efficient branch-and-bound algorithm that exploits the mathematical structure of the analytical solutions. The algorithm is guaranteed to find the distribution that best satisfies the analytical relationship. We observed good performance of the method when tested under various levels of experimental noise and when applied to two protein systems. The second approach avoids the use of any model by employing maximum entropy principles. This 'model-free' approach delivers the least biased result which presents our state of knowledge. In this approach, the solution is an exponential function of Lagrange multipliers. To determine the multipliers, a convex objective function is constructed. Consequently, the maximum entropy solution can be found easily by gradient descent methods. Both algorithms can be applied to biomolecular RDC data in general, including data from RNA and DNA molecules.

Cut-first branch-and-price-second for the capacitated arc-routing problem

This paper presents the first full-fledged branch-and-price (bap) algorithm for the capacitated arc-routing problem (CARP). Prior exact solution techniques either rely on cutting planes or the transformation of the CARP into a node-routing problem. The drawbacks are either models with inherent symmetry, dense underlying networks, or a formulation where edge flows in a potential solution do not allow the reconstruction of unique CARP tours. The proposed algorithm circumvents all these drawbacks by taking the beneficial ingredients from existing CARP methods and combining them in a new way. The first step is the solution of the one-index formulation of the CARP in order to produce strong cuts and an excellent lower bound. It is known that this bound is typically stronger than relaxations of a pure set-partitioning CARP model.rnSuch a set-partitioning master program results from a Dantzig-Wolfe decomposition. In the second phase, the master program is initialized with the strong cuts, CARP tours are iteratively generated by a pricing procedure, and branching is required to produce integer solutions. This is a cut-first bap-second algorithm and its main function is, in fact, the splitting of edge flows into unique CARP tours.

Analysis of the domain of applicability of an algorithm for a resources system selection problem for Distributed/Agile/Virtual Enterprises integration

The process of resources systems selection takes an important part in Distributed/Agile/Virtual Enterprises (D/A/V Es) integration. However, the resources systems selection is still a difficult matter to solve in a D/A/VE, as it is pointed out in this paper. Globally, we can say that the selection problem has been equated from different aspects, originating different kinds of models/algorithms to solve it. In order to assist the development of a web prototype tool (broker tool), intelligent and flexible, that integrates all the selection model activities and tools, and with the capacity to adequate to each D/A/V E project or instance (this is the major goal of our final project), we intend in this paper to show: a formulation of a kind of resources selection problem and the limitations of the algorithms proposed to solve it. We formulate a particular case of the problem as an integer programming, which is solved using simplex and branch and bound algorithms, and identify their performance limitations (in terms of processing time) based on simulation results. These limitations depend on the number of processing tasks and on the number of pre-selected resources per processing tasks, defining the domain of applicability of the algorithms for the problem studied. The limitations detected open the necessity of the application of other kind of algorithms (approximate solution algorithms) outside the domain of applicability founded for the algorithms simulated. However, for a broker tool it is very important the knowledge of algorithms limitations, in order to, based on problem features, develop and select the most suitable algorithm that guarantees a good performance.

A matheuristic for the selection of beam directions and dose distribution in radiotherapy planning

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

A multi-objective adaptive immune algorithm for multi-application NoC mapping

Current SoC design trends are characterized by the integration of larger amount of IPs targeting a wide range of application fields. Such multi-application systems are constrained by a set of requirements. In such scenario network-on-chips (NoC) are becoming more important as the on-chip communication structure. Designing an optimal NoC for satisfying the requirements of each individual application requires the specification of a large set of configuration parameters leading to a wide solution space. It has been shown that IP mapping is one of the most critical parameters in NoC design, strongly influencing the SoC performance. IP mapping has been solved for single application systems using single and multi-objective optimization algorithms. In this paper we propose the use of a multi-objective adaptive immune algorithm (M(2)AIA), an evolutionary approach to solve the multi-application NoC mapping problem. Latency and power consumption were adopted as the target multi-objective functions. To compare the efficiency of our approach, our results are compared with those of the genetic and branch and bound multi-objective mapping algorithms. We tested 11 well-known benchmarks, including random and real applications, and combines up to 8 applications at the same SoC. The experimental results showed that the M(2)AIA decreases in average the power consumption and the latency 27.3 and 42.1 % compared to the branch and bound approach and 29.3 and 36.1 % over the genetic approach.

Decomposition and reformulation of integer linear programming problems

This thesis deals with an investigation of Decomposition and Reformulation to solve Integer Linear Programming Problems. This method is often a very successful approach computationally, producing high-quality solutions for well-structured combinatorial optimization problems like vehicle routing, cutting stock, p-median and generalized assignment . However, until now the method has always been tailored to the specific problem under investigation. The principal innovation of this thesis is to develop a new framework able to apply this concept to a generic MIP problem. The new approach is thus capable of auto-decomposition and autoreformulation of the input problem applicable as a resolving black box algorithm and works as a complement and alternative to the normal resolving techniques. The idea of Decomposing and Reformulating (usually called in literature Dantzig and Wolfe Decomposition DWD) is, given a MIP, to convexify one (or more) subset(s) of constraints (slaves) and working on the partially convexified polyhedron(s) obtained. For a given MIP several decompositions can be defined depending from what sets of constraints we want to convexify. In this thesis we mainly reformulate MIPs using two sets of variables: the original variables and the extended variables (representing the exponential extreme points). The master constraints consist of the original constraints not included in any slaves plus the convexity constraint(s) and the linking constraints(ensuring that each original variable can be viewed as linear combination of extreme points of the slaves). The solution procedure consists of iteratively solving the reformulated MIP (master) and checking (pricing) if a variable of reduced costs exists, and in which case adding it to the master and solving it again (columns generation), or otherwise stopping the procedure. The advantage of using DWD is that the reformulated relaxation gives bounds stronger than the original LP relaxation, in addition it can be incorporated in a Branch and bound scheme (Branch and Price) in order to solve the problem to optimality. If the computational time for the pricing problem is reasonable this leads in practice to a stronger speed up in the solution time, specially when the convex hull of the slaves is easy to compute, usually because of its special structure.

Efficient certification of feasibility and objective value of linear programs and its applications

The use of linear programming in various areas has increased with the significant improvement of specialized solvers. Linear programs are used as such to model practical problems, or as subroutines in algorithms such as formal proofs or branch-and-cut frameworks. In many situations a certified answer is needed, for example the guarantee that the linear program is feasible or infeasible, or a provably safe bound on its objective value. Most of the available solvers work with floating-point arithmetic and are thus subject to its shortcomings such as rounding errors or underflow, therefore they can deliver incorrect answers. While adequate for some applications, this is unacceptable for critical applications like flight controlling or nuclear plant management due to the potential catastrophic consequences. We propose a method that gives a certified answer whether a linear program is feasible or infeasible, or returns unknown'. The advantage of our method is that it is reasonably fast and rarely answers unknown'. It works by computing a safe solution that is in some way the best possible in the relative interior of the feasible set. To certify the relative interior, we employ exact arithmetic, whose use is nevertheless limited in general to critical places, allowing us to rnremain computationally efficient. Moreover, when certain conditions are fulfilled, our method is able to deliver a provable bound on the objective value of the linear program. We test our algorithm on typical benchmark sets and obtain higher rates of success compared to previous approaches for this problem, while keeping the running times acceptably small. The computed objective value bounds are in most of the cases very close to the known exact objective values. We prove the usability of the method we developed by additionally employing a variant of it in a different scenario, namely to improve the results of a Satisfiability Modulo Theories solver. Our method is used as a black box in the nodes of a branch-and-bound tree to implement conflict learning based on the certificate of infeasibility for linear programs consisting of subsets of linear constraints. The generated conflict clauses are in general small and give good rnprospects for reducing the search space. Compared to other methods we obtain significant improvements in the running time, especially on the large instances.

Parallel algorithm for solving integer linear programs

Linear programs, or LPs, are often used in optimization problems, such as improving manufacturing efficiency of maximizing the yield from limited resources. The most common method for solving LPs is the Simplex Method, which will yield a solution, if one exists, but over the real numbers. From a purely numerical standpoint, it will be an optimal solution, but quite often we desire an optimal integer solution. A linear program in which the variables are also constrained to be integers is called an integer linear program or ILP. It is the focus of this report to present a parallel algorithm for solving ILPs. We discuss a serial algorithm using a breadth-first branch-and-bound search to check the feasible solution space, and then extend it into a parallel algorithm using a client-server model. In the parallel mode, the search may not be truly breadth-first, depending on the solution time for each node in the solution tree. Our search takes advantage of pruning, often resulting in super-linear improvements in solution time. Finally, we present results from sample ILPs, describe a few modifications to enhance the algorithm and improve solution time, and offer suggestions for future work.

Scheduling the production of rolling ingots: Industrial context, model, and solution method

We study a real-world scheduling problem arising in the context of a rolling ingots production. First we review the production process and discuss peculiarities that have to be observed when scheduling a given set of production orders on the production facilities. We then show how to model this scheduling problem using prescribed time lags between operations, different kinds of resources, and sequence-dependent changeovers. A branch-and-bound solution procedure is presented in the second part. The basic principle is to relax the resource constraints by assuming infinite resource availability. Resulting resource conflicts are then stepwise resolved by introducing precedence relationships among operations competing for the same resources. The algorithm has been implemented as a beam search heuristic enumerating alternative sets of precedence relationships.

Rigid and non-rigid point-based medical image registration

The primary goal of this dissertation is to develop point-based rigid and non-rigid image registration methods that have better accuracy than existing methods. We first present point-based PoIRe, which provides the framework for point-based global rigid registrations. It allows a choice of different search strategies including (a) branch-and-bound, (b) probabilistic hill-climbing, and (c) a novel hybrid method that takes advantage of the best characteristics of the other two methods. We use a robust similarity measure that is insensitive to noise, which is often introduced during feature extraction. We show the robustness of PoIRe using it to register images obtained with an electronic portal imaging device (EPID), which have large amounts of scatter and low contrast. To evaluate PoIRe we used (a) simulated images and (b) images with fiducial markers; PoIRe was extensively tested with 2D EPID images and images generated by 3D Computer Tomography (CT) and Magnetic Resonance (MR) images. PoIRe was also evaluated using benchmark data sets from the blind retrospective evaluation project (RIRE). We show that PoIRe is better than existing methods such as Iterative Closest Point (ICP) and methods based on mutual information. We also present a novel point-based local non-rigid shape registration algorithm. We extend the robust similarity measure used in PoIRe to non-rigid registrations adapting it to a free form deformation (FFD) model and making it robust to local minima, which is a drawback common to existing non-rigid point-based methods. For non-rigid registrations we show that it performs better than existing methods and that is less sensitive to starting conditions. We test our non-rigid registration method using available benchmark data sets for shape registration. Finally, we also explore the extraction of features invariant to changes in perspective and illumination, and explore how they can help improve the accuracy of multi-modal registration. For multimodal registration of EPID-DRR images we present a method based on a local descriptor defined by a vector of complex responses to a circular Gabor filter.

Rigid and Non-rigid Point-based Medical Image Registration

The primary goal of this dissertation is to develop point-based rigid and non-rigid image registration methods that have better accuracy than existing methods. We first present point-based PoIRe, which provides the framework for point-based global rigid registrations. It allows a choice of different search strategies including (a) branch-and-bound, (b) probabilistic hill-climbing, and (c) a novel hybrid method that takes advantage of the best characteristics of the other two methods. We use a robust similarity measure that is insensitive to noise, which is often introduced during feature extraction. We show the robustness of PoIRe using it to register images obtained with an electronic portal imaging device (EPID), which have large amounts of scatter and low contrast. To evaluate PoIRe we used (a) simulated images and (b) images with fiducial markers; PoIRe was extensively tested with 2D EPID images and images generated by 3D Computer Tomography (CT) and Magnetic Resonance (MR) images. PoIRe was also evaluated using benchmark data sets from the blind retrospective evaluation project (RIRE). We show that PoIRe is better than existing methods such as Iterative Closest Point (ICP) and methods based on mutual information. We also present a novel point-based local non-rigid shape registration algorithm. We extend the robust similarity measure used in PoIRe to non-rigid registrations adapting it to a free form deformation (FFD) model and making it robust to local minima, which is a drawback common to existing non-rigid point-based methods. For non-rigid registrations we show that it performs better than existing methods and that is less sensitive to starting conditions. We test our non-rigid registration method using available benchmark data sets for shape registration. Finally, we also explore the extraction of features invariant to changes in perspective and illumination, and explore how they can help improve the accuracy of multi-modal registration. For multimodal registration of EPID-DRR images we present a method based on a local descriptor defined by a vector of complex responses to a circular Gabor filter.