A mixed-integer linear programming approach to the optimization of event-bus schedules: a scheduling application in the tourism sector

This paper deals with “The Enchanted Journey,” which is a daily event tour booked by Bollywood-film fans. During the tour, the participants visit original sites of famous Bollywood films at various locations in Switzerland; moreover, the tour includes stops for lunch and shopping. Each day, up to five buses operate the tour. For operational reasons, however, two or more buses cannot stay at the same location simultaneously. Further operative constraints include time windows for all activities and precedence constraints between some activities. The planning problem is how to compute a feasible schedule for each bus. We implement a two-step hierarchical approach. In the first step, we minimize the total waiting time; in the second step, we minimize the total travel time of all buses. We present a basic formulation of this problem as a mixed-integer linear program. We enhance this basic formulation by symmetry-breaking constraints, which reduces the search space without loss of generality. We report on computational results obtained with the Gurobi Solver. Our numerical results show that all relevant problem instances can be solved using the basic formulation within reasonable CPU time, and that the symmetry-breaking constraints reduce that CPU time considerably.

A comprehensive discussion of HMBC pulse sequences. III. Solving the problem of missing and weakly observed long-range correlations

The intensity of long-range correlations observed with the classical HMBC pulse sequence using static optimization of the long-range coupling delay is directly related to the size of the coupling constant and is often set as a compromise. As such, some long-range correlations might appear with a reduced intensity or might even be completely absent from the spectra. After a short introduction, this third manuscript will give a detailed review of some selected HMBC variants dedicated to improve the detection of long-range correlations, such as the ACCORD-HMBC, CIGAR-HMBC, and Broadband HMBC experiments. Practical details about the accordion optimization, which affords a substantial improvement in both the number and intensity of the long-range correlations observed, but introduces a modulation in F1, will be discussed. The incorporation of the so-called constant time variable delay in the CIGAR-HMBC experiment, which can trigger or even completely suppress 1H–1H coupling modulation inherent to the utilization of the accordion principle, will be also discussed. The broadband HMBC scheme, which consists of recording a series of HMBC spectra with different delays set as a function of the long-range heteronuclear coupling constant ranges and transverse relaxation times T2, is also examined.

EPANET Input Files of New York tunnels and Pacific City used in a metamodel-based optimization study

Metamodels have proven be very useful when it comes to reducing the computational requirements of Evolutionary Algorithm-based optimization by acting as quick-solving surrogates for slow-solving fitness functions. The relationship between metamodel scope and objective function varies between applications, that is, in some cases the metamodel acts as a surrogate for the whole fitness function, whereas in other cases it replaces only a component of the fitness function. This paper presents a formalized qualitative process to evaluate a fitness function to determine the most suitable metamodel scope so as to increase the likelihood of calibrating a high-fidelity metamodel and hence obtain good optimization results in a reasonable amount of time. The process is applied to the risk-based optimization of water distribution systems; a very computationally-intensive problem for real-world systems. The process is validated with a simple case study (modified New York Tunnels) and the power of metamodelling is demonstrated on a real-world case study (Pacific City) with a computational speed-up of several orders of magnitude.

Aerodynamic Optimization of High-Speed Trains Nose using a Genetic Algorithm and Artificial Neural Network

An aerodynamic optimization of the train aerodynamic characteristics in term of front wind action sensitivity is carried out in this paper. In particular, a genetic algorithm (GA) is used to perform a shape optimization study of a high-speed train nose. The nose is parametrically defined via Bézier Curves, including a wider range of geometries in the design space as possible optimal solutions. Using a GA, the main disadvantage to deal with is the large number of evaluations need before finding such optimal. Here it is proposed the use of metamodels to replace Navier-Stokes solver. Among all the posibilities, Rsponse Surface Models and Artificial Neural Networks (ANN) are considered. Best results of prediction and generalization are obtained with ANN and those are applied in GA code. The paper shows the feasibility of using GA in combination with ANN for this problem, and solutions achieved are included.

Optimization of urban mobility measures to achieve win-win strategies

European cities are essential in the development of Europe as they constitute the living environment of more than 60% of the population in the European Union and are drivers of the European economy – just under 85% of the EU’s gross domestic product is produced in urban areas (EC, 2007a). The car has been one of the main factors of development during the 20th century, but it is at the same time the origin of the key problems cities have to face: traffic increase. This has resulted in chronic congestion with many adverse consequences such as air pollution and noise. This loss of environmental quality is one of the reasons for urban sprawl in European cities during recent decades. But this urban sprawl at the same time worsens the environmental conditions. We must return to the dense city, but clean and competitive, and this implies reducing car use yet provides quality transport alternatives sufficient to recover and maintain the competitiveness of cities (EC, 2007a). Consequently, European cities need to establish an urban transport strategy which helps reduce their environmental problems –mainly emissions and noise – but without decreasing their trip attraction. This aspect is very important because a loss of trip attraction would result in an increase of people moving to more disperse areas, contributing towards worsening the current situation. This thesis is an attempt to contribute solutions to this problem in two ways: 1) The first is to analyze the complementarity and possible synergies of several urban transport measures aimed at improving a modal split to a more sustainable means of transport. This analysis will focus on the three aspects already mentioned: emissions, noise and attractiveness or competitiveness. 2) Once possible synergies and complementarities have been analyzed, the second objective is to propose the best combination of these measures, in terms of level of implementation, to achieve the maximum benefit with respect to the three aspects previously established: emissions, noise and attractiveness or competitiveness. Therefore, within the wide range of measures enhancing sustainable urban transport, three of them have been be selected in this thesis to establish a methodology for achieving these objectives. The analysis will be based on the region of Madrid, which is also the case study selected for this research. Las ciudades europeas son piezas fundamentales para el desarrollo europeo, ya que son el lugar de residencia de más del 60% de la población de la unión europea así como los motores de su economía – casi el 85% del PIB europeo se produce en áreas urbanas (EC, 2007a). El coche ha sido uno de los principales motores de desarrollo de las ciudades durante el siglo XX, pero se ha terminado por convertir a su vez en uno de los principales problemas con los que tiene que lidiar las ciudades: el aumento del tráfico. Esto ha derivado en unos niveles crónicos de congestión, con multitud de efectos adversos, entre los que cabe destacar la contaminación del aire y el ruido. Esta pérdida de calidad ambiental es una de las razones que ha propiciado la dispersión urbana que han experimentado las ciudades europeas en las últimas décadas. Pero esta dispersión urbana a su vez contribuye a empeorar las condiciones ambientales de las ciudades. Debemos retornar a la ciudad densa, pero limpia y competitiva, y esto implica reducir el uso del coche, pero proporcionando alternativas de transporte que permitan recuperar y mantener la competitividad de las ciudades (EC, 2007a). Por lo tanto, las ciudades europeas necesitan encontrar una estrategia de transporte urbano que ayude a reducir sus problemas medio ambientales – principalmente ruido y emisiones – pero sin hacerlas perder atractividad o competitividad. Este aspecto tiene gran importancia porque una pérdida de la misma se traduciría en un aumento de dispersión de la población hacia áreas periféricas, contribuyendo a empeorar la situación actual. Esta tesis contribuye a solucionar este problema de dos maneras: 1) La primera, analizando la complementariedad y posibles sinergias de diferentes medidas de transporte urbano orientadas a promover un reparto modal hacia modos más sostenibles. Este análisis se centrará en los tres aspectos anteriormente citados: emisiones, ruido y atractividad o competitividad. 2) Una vez las posibles sinergias y complementariedades se han analizado, el segundo objetivo es proponer la mejor combinación de estas medidas – en términos de grado de aplicación - para lograr el máximo beneficio en lo que respecta a los tres objetivos previamente establecidos. Para ello, en esta tesis se han seleccionado una serie de medidas que permitan establecer una metodología para alcanzar estos objetivos previamente definidos. El análisis se centra en la ciudad de Madrid y su área metropolitana, la cual se ha escogido como caso de estudio para realizar esta investigación.

Response threshold models, stochastic learning automata and ant colony optimization-based decentralized self-coordination algorithms for heterogeneous multi-tasks distribution in multi-robot systems

In recent decades, there has been an increasing interest in systems comprised of several autonomous mobile robots, and as a result, there has been a substantial amount of development in the eld of Articial Intelligence, especially in Robotics. There are several studies in the literature by some researchers from the scientic community that focus on the creation of intelligent machines and devices capable to imitate the functions and movements of living beings. Multi-Robot Systems (MRS) can often deal with tasks that are dicult, if not impossible, to be accomplished by a single robot. In the context of MRS, one of the main challenges is the need to control, coordinate and synchronize the operation of multiple robots to perform a specic task. This requires the development of new strategies and methods which allow us to obtain the desired system behavior in a formal and concise way. This PhD thesis aims to study the coordination of multi-robot systems, in particular, addresses the problem of the distribution of heterogeneous multi-tasks. The main interest in these systems is to understand how from simple rules inspired by the division of labor in social insects, a group of robots can perform tasks in an organized and coordinated way. We are mainly interested on truly distributed or decentralized solutions in which the robots themselves, autonomously and in an individual manner, select a particular task so that all tasks are optimally distributed. In general, to perform the multi-tasks distribution among a team of robots, they have to synchronize their actions and exchange information. Under this approach we can speak of multi-tasks selection instead of multi-tasks assignment, which means, that the agents or robots select the tasks instead of being assigned a task by a central controller. The key element in these algorithms is the estimation ix of the stimuli and the adaptive update of the thresholds. This means that each robot performs this estimate locally depending on the load or the number of pending tasks to be performed. In addition, it is very interesting the evaluation of the results in function in each approach, comparing the results obtained by the introducing noise in the number of pending loads, with the purpose of simulate the robot's error in estimating the real number of pending tasks. The main contribution of this thesis can be found in the approach based on self-organization and division of labor in social insects. An experimental scenario for the coordination problem among multiple robots, the robustness of the approaches and the generation of dynamic tasks have been presented and discussed. The particular issues studied are: Threshold models: It presents the experiments conducted to test the response threshold model with the objective to analyze the system performance index, for the problem of the distribution of heterogeneous multitasks in multi-robot systems; also has been introduced additive noise in the number of pending loads and has been generated dynamic tasks over time. Learning automata methods: It describes the experiments to test the learning automata-based probabilistic algorithms. The approach was tested to evaluate the system performance index with additive noise and with dynamic tasks generation for the same problem of the distribution of heterogeneous multi-tasks in multi-robot systems. Ant colony optimization: The goal of the experiments presented is to test the ant colony optimization-based deterministic algorithms, to achieve the distribution of heterogeneous multi-tasks in multi-robot systems. In the experiments performed, the system performance index is evaluated by introducing additive noise and dynamic tasks generation over time.

Optimizing Functional Network Representation of Multivariate Time Series

By combining complex network theory and data mining techniques, we provide objective criteria for optimization of the functional network representation of generic multivariate time series. In particular, we propose a method for the principled selection of the threshold value for functional network reconstruction from raw data, and for proper identification of the network's indicators that unveil the most discriminative information on the system for classification purposes. We illustrate our method by analysing networks of functional brain activity of healthy subjects, and patients suffering from Mild Cognitive Impairment, an intermediate stage between the expected cognitive decline of normal aging and the more pronounced decline of dementia. We discuss extensions of the scope of the proposed methodology to network engineering purposes, and to other data mining tasks.

Column Generation Algorithms for Nonlinear Optimization II: Numerical Investigations

García et al. present a class of column generation (CG) algorithms for nonlinear programs. Its main motivation from a theoretical viewpoint is that under some circumstances, finite convergence can be achieved, in much the same way as for the classic simplicial decomposition method; the main practical motivation is that within the class there are certain nonlinear column generation problems that can accelerate the convergence of a solution approach which generates a sequence of feasible points. This algorithm can, for example, accelerate simplicial decomposition schemes by making the subproblems nonlinear. This paper complements the theoretical study on the asymptotic and finite convergence of these methods given in [1] with an experimental study focused on their computational efficiency. Three types of numerical experiments are conducted. The first group of test problems has been designed to study the parameters involved in these methods. The second group has been designed to investigate the role and the computation of the prolongation of the generated columns to the relative boundary. The last one has been designed to carry out a more complete investigation of the difference in computational efficiency between linear and nonlinear column generation approaches. In order to carry out this investigation, we consider two types of test problems: the first one is the nonlinear, capacitated single-commodity network flow problem of which several large-scale instances with varied degrees of nonlinearity and total capacity are constructed and investigated, and the second one is a combined traffic assignment model

A collaborative filtering approach to mitigate the new user cold start problem.

The new user cold start issue represents a serious problem in recommender systems as it can lead to the loss of new users who decide to stop using the system due to the lack of accuracy in the recommenda- tions received in that first stage in which they have not yet cast a significant number of votes with which to feed the recommender system?s collaborative filtering core. For this reason it is particularly important to design new similarity metrics which provide greater precision in the results offered to users who have cast few votes. This paper presents a new similarity measure perfected using optimization based on neu- ral learning, which exceeds the best results obtained with current metrics. The metric has been tested on the Netflix and Movielens databases, obtaining important improvements in the measures of accuracy, precision and recall when applied to new user cold start situations. The paper includes the mathematical formalization describing how to obtain the main quality measures of a recommender system using leave- one-out cross validation.

Regularized model learning in EDAs for continuous and multi-objective optimization

Probabilistic modeling is the de�ning characteristic of estimation of distribution algorithms (EDAs) which determines their behavior and performance in optimization. Regularization is a well-known statistical technique used for obtaining an improved model by reducing the generalization error of estimation, especially in high-dimensional problems. `1-regularization is a type of this technique with the appealing variable selection property which results in sparse model estimations. In this thesis, we study the use of regularization techniques for model learning in EDAs. Several methods for regularized model estimation in continuous domains based on a Gaussian distribution assumption are presented, and analyzed from di�erent aspects when used for optimization in a high-dimensional setting, where the population size of EDA has a logarithmic scale with respect to the number of variables. The optimization results obtained for a number of continuous problems with an increasing number of variables show that the proposed EDA based on regularized model estimation performs a more robust optimization, and is able to achieve signi�cantly better results for larger dimensions than other Gaussian-based EDAs. We also propose a method for learning a marginally factorized Gaussian Markov random �eld model using regularization techniques and a clustering algorithm. The experimental results show notable optimization performance on continuous additively decomposable problems when using this model estimation method. Our study also covers multi-objective optimization and we propose joint probabilistic modeling of variables and objectives in EDAs based on Bayesian networks, speci�cally models inspired from multi-dimensional Bayesian network classi�ers. It is shown that with this approach to modeling, two new types of relationships are encoded in the estimated models in addition to the variable relationships captured in other EDAs: objectivevariable and objective-objective relationships. An extensive experimental study shows the e�ectiveness of this approach for multi- and many-objective optimization. With the proposed joint variable-objective modeling, in addition to the Pareto set approximation, the algorithm is also able to obtain an estimation of the multi-objective problem structure. Finally, the study of multi-objective optimization based on joint probabilistic modeling is extended to noisy domains, where the noise in objective values is represented by intervals. A new version of the Pareto dominance relation for ordering the solutions in these problems, namely �-degree Pareto dominance, is introduced and its properties are analyzed. We show that the ranking methods based on this dominance relation can result in competitive performance of EDAs with respect to the quality of the approximated Pareto sets. This dominance relation is then used together with a method for joint probabilistic modeling based on `1-regularization for multi-objective feature subset selection in classi�cation, where six di�erent measures of accuracy are considered as objectives with interval values. The individual assessment of the proposed joint probabilistic modeling and solution ranking methods on datasets with small-medium dimensionality, when using two di�erent Bayesian classi�ers, shows that comparable or better Pareto sets of feature subsets are approximated in comparison to standard methods.

Using ACO metaheuristic for MWT problem

Globally optimal triangulations are difficult to be found by deterministic methods as, for most type of criteria, no polynomial algorithm is known. In this work, we consider the Minimum Weight Triangulation (MWT) problem of a given set of n points in the plane. This paper shows how the Ant Colony Optimization (ACO) metaheuristic can be used to find high quality triangulations. For the experimental study we have created a set of instances for MWT problem since no reference to benchmarks for these problems were found in the literature. Through the experimental evaluation, we assess the applicability of the ACO metaheuristic for MWT problem.

Decentralized multi-tasks distribution in heterogeneous robot teams by means of ant colony optimization and learning automata

This paper focuses on the general problem of coordinating multiple robots. More specifically, it addresses the self-election of heterogeneous specialized tasks by autonomous robots. In this paper we focus on a specifically distributed or decentralized approach as we are particularly interested on decentralized solution where the robots themselves autonomously and in an individual manner, are responsible of selecting a particular task so that all the existing tasks are optimally distributed and executed. In this regard, we have established an experimental scenario to solve the corresponding multi-tasks distribution problem and we propose a solution using two different approaches by applying Ant Colony Optimization-based deterministic algorithms as well as Learning Automata-based probabilistic algorithms. We have evaluated the robustness of the algorithm, perturbing the number of pending loads to simulate the robot’s error in estimating the real number of pending tasks and also the dynamic generation of loads through time. The paper ends with a critical discussion of experimental results.

MBIS: Multivariate Bayesian Image Segmentation Tool

We present MBIS (Multivariate Bayesian Image Segmentation tool), a clustering tool based on the mixture of multivariate normal distributions model. MBIS supports multi-channel bias field correction based on a B-spline model. A second methodological novelty is the inclusion of graph-cuts optimization for the stationary anisotropic hidden Markov random field model. Along with MBIS, we release an evaluation framework that contains three different experiments on multi-site data. We first validate the accuracy of segmentation and the estimated bias field for each channel. MBIS outperforms a widely used segmentation tool in a cross-comparison evaluation. The second experiment demonstrates the robustness of results on atlas-free segmentation of two image sets from scan-rescan protocols on 21 healthy subjects. Multivariate segmentation is more replicable than the monospectral counterpart on T1-weighted images. Finally, we provide a third experiment to illustrate how MBIS can be used in a large-scale study of tissue volume change with increasing age in 584 healthy subjects. This last result is meaningful as multivariate segmentation performs robustly without the need for prior knowledge.

Don't blame the economists. It is an inverse problem!

The seriousness of the current crisis urgently demands new economic thinking that breaks the austerity vs. deficit spending circle in economic policy. The core tenet of the paper is that the most important problems that natural and social science are facing today are inverse problems, and that a new approach that goes beyond optimization is necessary. The approach presented here is radical in the sense that it identifies the roots in key assumptions in economic theory such as optimal behavior and stability to provide an inverse thinking perspective to economic modeling, of use in economic and financial stability policy. The inverse problem provides a truly multidisciplinary platform where related problems from different disciplines can be studied under a common approach with comparable results.

Modelling and forecasting fossil fuels, CO2 and electricity prices and their volatilities

In the current uncertain context that affects both the world economy and the energy sector, with the rapid increase in the prices of oil and gas and the very unstable political situation that affects some of the largest raw materials’ producers, there is a need for developing efficient and powerful quantitative tools that allow to model and forecast fossil fuel prices, CO2 emission allowances prices as well as electricity prices. This will improve decision making for all the agents involved in energy issues. Although there are papers focused on modelling fossil fuel prices, CO2 prices and electricity prices, the literature is scarce on attempts to consider all of them together. This paper focuses on both building a multivariate model for the aforementioned prices and comparing its results with those of univariate ones, in terms of prediction accuracy (univariate and multivariate models are compared for a large span of days, all in the first 4 months in 2011) as well as extracting common features in the volatilities of the prices of all these relevant magnitudes. The common features in volatility are extracted by means of a conditionally heteroskedastic dynamic factor model which allows to solve the curse of dimensionality problem that commonly arises when estimating multivariate GARCH models. Additionally, the common volatility factors obtained are useful for improving the forecasting intervals and have a nice economical interpretation. Besides, the results obtained and methodology proposed can be useful as a starting point for risk management or portfolio optimization under uncertainty in the current context of energy markets.