Robustness in facility location

Facility location concerns the placement of facilities, for various objectives, by use of mathematical models and solution procedures. Almost all facility location models that can be found in literature are based on minimizing costs or maximizing cover, to cover as much demand as possible. These models are quite efficient for finding an optimal location for a new facility for a particular data set, which is considered to be constant and known in advance. In a real world situation, input data like demand and travelling costs are not fixed, nor known in advance. This uncertainty and uncontrollability can lead to unacceptable losses or even bankruptcy. A way of dealing with these factors is robustness modelling. A robust facility location model aims to locate a facility that stays within predefined limits for all expectable circumstances as good as possible. The deviation robustness concept is used as basis to develop a new competitive deviation robustness model. The competition is modelled with a Huff based model, which calculates the market share of the new facility. Robustness in this model is defined as the ability of a facility location to capture a minimum market share, despite variations in demand. A test case is developed by which algorithms can be tested on their ability to solve robust facility location models. Four stochastic optimization algorithms are considered from which Simulated Annealing turned out to be the most appropriate. The test case is slightly modified for a competitive market situation. With the Simulated Annealing algorithm, the developed competitive deviation model is solved, for three considered norms of deviation. At the end, also a grid search is performed to illustrate the landscape of the objective function of the competitive deviation model. The model appears to be multimodal and seems to be challenging for further research.

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.

Fast and efficient user pairing and power allocation algorithm for non-orthogonal multiple access in cellular networks

Non-orthogonal multiple access (NOMA) is emerging as a promising multiple access technology for the fifth generation cellular networks to address the fast growing mobile data traffic. It applies superposition coding in transmitters, allowing simultaneous allocation of the same frequency resource to multiple intra-cell users. Successive interference cancellation is used at the receivers to cancel intra-cell interference. User pairing and power allocation (UPPA) is a key design aspect of NOMA. Existing UPPA algorithms are mainly based on exhaustive search method with extensive computation complexity, which can severely affect the NOMA performance. A fast proportional fairness (PF) scheduling based UPPA algorithm is proposed to address the problem. The novel idea is to form user pairs around the users with the highest PF metrics with pre-configured fixed power allocation. Systemlevel simulation results show that the proposed algorithm is significantly faster (seven times faster for the scenario with 20 users) with a negligible throughput loss than the existing exhaustive search algorithm.

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.

Network assimilation methodology and sectorization of water distribution systems by graph mining and optimization algorithm

Water Distribution Networks (WDNs) play a vital importance rule in communities, ensuring well-being band supporting economic growth and productivity. The need for greater investment requires design choices will impact on the efficiency of management in the coming decades. This thesis proposes an algorithmic approach to address two related problems:(i) identify the fundamental asset of large WDNs in terms of main infrastructure;(ii) sectorize large WDNs into isolated sectors in order to respect the minimum service to be guaranteed to users. Two methodologies have been developed to meet these objectives and subsequently they were integrated to guarantee an overall process which allows to optimize the sectorized configuration of WDN taking into account the needs to integrated in a global vision the two problems (i) and (ii). With regards to the problem (i), the methodology developed introduces the concept of primary network to give an answer with a dual approach, of connecting main nodes of WDN in terms of hydraulic infrastructures (reservoirs, tanks, pumps stations) and identifying hypothetical paths with the minimal energy losses. This primary network thus identified can be used as an initial basis to design the sectors. The sectorization problem (ii) has been faced using optimization techniques by the development of a new dedicated Tabu Search algorithm able to deal with real case studies of WDNs. For this reason, three new large WDNs models have been developed in order to test the capabilities of the algorithm on different and complex real cases. The developed methodology also allows to automatically identify the deficient parts of the primary network and dynamically includes new edges in order to support a sectorized configuration of the WDN. The application of the overall algorithm to the new real case studies and to others from literature has given applicable solutions even in specific complex situations.

Read-only-memory-based quantum computation: Experimental explorations using nuclear magnetic resonance and future prospects

Read-only-memory-based (ROM-based) quantum computation (QC) is an alternative to oracle-based QC. It has the advantages of being less magical, and being more suited to implementing space-efficient computation (i.e., computation using the minimum number of writable qubits). Here we consider a number of small (one- and two-qubit) quantum algorithms illustrating different aspects of ROM-based QC. They are: (a) a one-qubit algorithm to solve the Deutsch problem; (b) a one-qubit binary multiplication algorithm; (c) a two-qubit controlled binary multiplication algorithm; and (d) a two-qubit ROM-based version of the Deutsch-Jozsa algorithm. For each algorithm we present experimental verification using nuclear magnetic resonance ensemble QC. The average fidelities for the implementation were in the ranges 0.9-0.97 for the one-qubit algorithms, and 0.84-0.94 for the two-qubit algorithms. We conclude with a discussion of future prospects for ROM-based quantum computation. We propose a four-qubit algorithm, using Grover's iterate, for solving a miniature real-world problem relating to the lengths of paths in a network.

Entropy diversity in multi-objective particle swarm optimization

Multi-objective particle swarm optimization (MOPSO) is a search algorithm based on social behavior. Most of the existing multi-objective particle swarm optimization schemes are based on Pareto optimality and aim to obtain a representative non-dominated Pareto front for a given problem. Several approaches have been proposed to study the convergence and performance of the algorithm, particularly by accessing the final results. In the present paper, a different approach is proposed, by using Shannon entropy to analyzethe MOPSO dynamics along the algorithm execution. The results indicate that Shannon entropy can be used as an indicator of diversity and convergence for MOPSO problems.

Desenvolvimento de módulos para planeamento e controlo de execução de missões de veículos aéreos não tripulados

Com a evolução da tecnologia, os UAVs (unmanned aerial vehicles) são cada vez mais utilizados, não só em missões de risco para o ser Humano, mas também noutro tipo de missões, como é o caso de missões de inspeção, vigilância, busca e salvamento. Isto devese ao baixo custo das plataformas assim como à sua enorme fiabilidade e facilidade de operação. Esta dissertação surge da necessidade de aumentar a autonomia dos UAVs do projeto PITVANT (Projeto de Investigação e Tecnologia em Veículos Aéreos Não Tripulados), projeto de investigação colaborativa entre a AFA (Academia da Força Aérea) e a FEUP (Faculdade de Engenharia da Universidade do Porto), relativamente ao planeamento de trajetórias entre dois pontos no espaço, evitando os obstáculos que intersetem o caminho. Para executar o planeamento da trajetória mais curta entre dois pontos, foi implementado o algoritmo de pesquisa A*, por ser um algoritmo de pesquisa de soluções ótimas. A área de pesquisa é decomposta em células regulares e o centro das células são os nós de pesquisa do A*. O tamanho de cada célula é dependente da dinâmica de cada aeronave. Para que as aeronaves não colidam com os obstáculos, foi desenvolvido um método numérico baseado em relações trigonométricas para criar uma margem de segurança em torno de cada obstáculo. Estas margens de segurança são configuráveis, sendo o seu valor por defeito igual ao raio mínimo de curvatura da aeronave à velocidade de cruzeiro. De forma a avaliar a sua escalabilidade, o algoritmo foi avaliado com diferentes números de obstáculos. As métricas utilizadas para avaliação do algoritmo foram o tempo de computação do mesmo e o comprimento do trajeto obtido. Foi ainda comparado o desempenho do algoritmo desenvolvido com um algoritmo já implementado, do tipo fast marching.

Crossing genetic and swarm intelligence algorithms to generate logic circuits

Genetic Algorithms (GAs) are adaptive heuristic search algorithm based on the evolutionary ideas of natural selection and genetic. The basic concept of GAs is designed to simulate processes in natural system necessary for evolution, specifically those that follow the principles first laid down by Charles Darwin of survival of the fittest. On the other hand, Particle swarm optimization (PSO) is a population based stochastic optimization technique inspired by social behavior of bird flocking or fish schooling. PSO shares many similarities with evolutionary computation techniques such as GAs. The system is initialized with a population of random solutions and searches for optima by updating generations. However, unlike GA, PSO has no evolution operators such as crossover and mutation. In PSO, the potential solutions, called particles, fly through the problem space by following the current optimum particles. PSO is attractive because there are few parameters to adjust. This paper presents hybridization between a GA algorithm and a PSO algorithm (crossing the two algorithms). The resulting algorithm is applied to the synthesis of combinational logic circuits. With this combination is possible to take advantage of the best features of each particular algorithm.

Particle swarm design of digital circuits

Swarm Intelligence (SI) is the property of a system whereby the collective behaviors of (unsophisticated) agents interacting locally with their environment cause coherent functional global patterns to emerge. Particle swarm optimization (PSO) is a form of SI, and a population-based search algorithm that is initialized with a population of random solutions, called particles. These particles are flying through hyperspace and have two essential reasoning capabilities: their memory of their own best position and knowledge of the swarm's best position. In a PSO scheme each particle flies through the search space with a velocity that is adjusted dynamically according with its historical behavior. Therefore, the particles have a tendency to fly towards the best search area along the search process. This work proposes a PSO based algorithm for logic circuit synthesis. The results show the statistical characteristics of this algorithm with respect to number of generations required to achieve the solutions. It is also presented a comparison with other two Evolutionary Algorithms, namely Genetic and Memetic Algorithms.

Extremum estimators and stochastic optimization methods

Submitted in partial fulfillment for the Requirements for the Degree of PhD in Mathematics, in the Speciality of Statistics in the Faculdade de Ciências e Tecnologia

Three-phase three-level current-source converter for EVs fast battery charging systems

This paper presents a three-phase three-level fast battery charger for electric vehicles (EVs) based in a current-source converter (CSC). Compared with the traditional voltage-source converters used for fast battery chargers, the CSC can be seen as a natural buck-type converter, i.e., the output voltage can assume a wide range of values, which varies between zero and the maximum instantaneous value of the power grid phase-to-phase voltage. Moreover, using the CSC it is not necessary to use a dc-dc back-end converter in the battery side, and it is also possible to control the grid current in order to obtain a sinusoidal waveform, and in phase with the power grid voltage (unitary power factor). Along the paper is described in detail the proposed CSC for EVs fast battery charging systems: the circuit topology, the power control theory, the current control strategy and the grid synchronization algorithm. Several simulation results of the EV fast battery charger operating with a maximum power of 50 kW are presented.

Implementation and comparison of different switching techniques for shunt active power filters

This paper presents a comparison between three switching techniques that can be used in three-phase four-wire Shunt Active Power Filters (SAPFs). The implemented switching techniques are: Periodic-Sampling (PS), Triangular Carrier Pulse-Width Modulation (TC-PWM) and Space Vector PWM (SVPWM). The comparison between them is made in terms of the compensated currents THD%, implementation complexity, necessary CPU time and SAPF efficiency. To perform this comparison are presented and analyzed several experimental results, obtained with a 20 kVA Shunt Active Power Filter prototype, specially developed for this purpose. The control system of the developed SAPF is based in the p-q Theory with a grid synchronization algorithm p-PLL.

Modelling world investment markets using threshold conditional correlation models

In this paper we propose a parsimonious regime-switching approach to model the correlations between assets, the threshold conditional correlation (TCC) model. This method allows the dynamics of the correlations to change from one state (or regime) to another as a function of observable transition variables. Our model is similar in spirit to Silvennoinen and Teräsvirta (2009) and Pelletier (2006) but with the appealing feature that it does not suffer from the course of dimensionality. In particular, estimation of the parameters of the TCC involves a simple grid search procedure. In addition, it is easy to guarantee a positive definite correlation matrix because the TCC estimator is given by the sample correlation matrix, which is positive definite by construction. The methodology is illustrated by evaluating the behaviour of international equities, govenrment bonds and major exchange rates, first separately and then jointly. We also test and allow for different parts in the correlation matrix to be governed by different transition variables. For this, we estimate a multi-threshold TCC specification. Further, we evaluate the economic performance of the TCC model against a constant conditional correlation (CCC) estimator using a Diebold-Mariano type test. We conclude that threshold correlation modelling gives rise to a significant reduction in portfolio´s variance.

HAMAP in 2015: updates to the protein family classification and annotation system.

HAMAP (High-quality Automated and Manual Annotation of Proteins-available at http://hamap.expasy.org/) is a system for the automatic classification and annotation of protein sequences. HAMAP provides annotation of the same quality and detail as UniProtKB/Swiss-Prot, using manually curated profiles for protein sequence family classification and expert curated rules for functional annotation of family members. HAMAP data and tools are made available through our website and as part of the UniRule pipeline of UniProt, providing annotation for millions of unreviewed sequences of UniProtKB/TrEMBL. Here we report on the growth of HAMAP and updates to the HAMAP system since our last report in the NAR Database Issue of 2013. We continue to augment HAMAP with new family profiles and annotation rules as new protein families are characterized and annotated in UniProtKB/Swiss-Prot; the latest version of HAMAP (as of 3 September 2014) contains 1983 family classification profiles and 1998 annotation rules (up from 1780 and 1720). We demonstrate how the complex logic of HAMAP rules allows for precise annotation of individual functional variants within large homologous protein families. We also describe improvements to our web-based tool HAMAP-Scan which simplify the classification and annotation of sequences, and the incorporation of an improved sequence-profile search algorithm.