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.

Geometrical Methods in Multivariate Risk Management: Algorithms and Applications

This thesis builds a framework for evaluating downside risk from multivariate data via a special class of risk measures (RM). The peculiarity of the analysis lies in getting rid of strong data distributional assumptions and in orientation towards the most critical data in risk management: those with asymmetries and heavy tails. At the same time, under typical assumptions, such as the ellipticity of the data probability distribution, the conformity with classical methods is shown. The constructed class of RM is a multivariate generalization of the coherent distortion RM, which possess valuable properties for a risk manager. The design of the framework is twofold. The first part contains new computational geometry methods for the high-dimensional data. The developed algorithms demonstrate computability of geometrical concepts used for constructing the RM. These concepts bring visuality and simplify interpretation of the RM. The second part develops models for applying the framework to actual problems. The spectrum of applications varies from robust portfolio selection up to broader spheres, such as stochastic conic optimization with risk constraints or supervised machine learning.

On The Use of Genetic Algorithms for Parameter Identification in Anaerobic Digestion Modelling

Anaerobic digestion (AD) of wastewater is a very interesting option for waste valorization, energy production and environment protection. It is a complex, naturally occurring process that can take place inside bioreactors. The capability of predicting the operation of such bioreactors is important to optimize the design and the operation conditions of the reactors, which, in part, justifies the numerous AD models presently available. The existing AD models are not universal, have to be inferred from prior knowledge and rely on existing experimental data. Among the tasks involved in the process of developing a dynamical model for AD, the estimation of parameters is one of the most challenging. This paper presents the identifiability analysis of a nonlinear dynamical model for a batch reactor. Particular attention is given to the structural identifiability of the model, which considers the uniqueness of the estimated parameters. To perform this analysis, the GenSSI toolbox was used. The estimation of the model parameters is achieved with genetic algorithms (GA) which have already been used in the context of AD modelling, although not commonly. The paper discusses its advantages and disadvantages.

Evolutionary algorithms for the modeling of bioreactors

This work aims to study the application of Genetic Algorithms in anaerobic digestion modeling, in particular when using dynamical models. Along the work, different types of bioreactors are shown, such as batch, semi-batch and continuous, as well as their mathematical modeling. The work intendeds to estimate the parameter values of two biological reaction model. For that, simulated results, where only one output variable, the produced biogas, is known, are fitted to the model results. For this reason, the problems associated with reverse optimization are studied, using some graphics that provide clues to the sensitivity and identifiability associated with the problem. Particular solutions obtained by the identifiability analysis using GENSSI and DAISY softwares are also presented. Finally, the optimization is performed using genetic algorithms. During this optimization the need to improve the convergence of genetic algorithms was felt. This need has led to the development of an adaptation of the genetic algorithms, which we called Neighbored Genetic Algorithms (NGA1 and NGA2). In order to understand if this new approach overcomes the Basic Genetic Algorithms (BGA) and achieves the proposed goals, a study of 100 full optimization runs for each situation was further developed. Results show that NGA1 and NGA2 are statistically better than BGA. However, because it was not possible to obtain consistent results, the Nealder-Mead method was used, where the initial guesses were the estimated results from GA; Algoritmos Evolucionários para a Modelação de Bioreactores Resumo: Neste trabalho procura-se estudar os algoritmos genéticos com aplicação na modelação da digestão anaeróbia e, em particular, quando se utilizam modelos dinâmicos. Ao longo do mesmo, são apresentados diferentes tipos de bioreactores, como os batch, semi-batch e contínuos, bem como a modelação matemática dos mesmos. Neste trabalho procurou-se estimar o valor dos parâmetros que constam num modelo de digestão anaeróbia para o ajustar a uma situação simulada onde apenas se conhece uma variável de output, o biogas produzido. São ainda estudados os problemas associados à optimização inversa com recurso a alguns gráficos que fornecem pistas sobre a sensibilidade e identifiacabilidade associadas ao problema da modelação da digestão anaeróbia. São ainda apresentadas soluções particulares de idenficabilidade obtidas através dos softwares GENSSI e DAISY. Finalmente é realizada a optimização do modelo com recurso aos algoritmos genéticos. No decorrer dessa optimização sentiu-se a necessidade de melhorar a convergência e, portanto, desenvolveu-se ainda uma adaptação dos algoritmos genéticos a que se deu o nome de Neighboured Genetic Algorithms (NGA1 e NGA2). No sentido de se compreender se as adaptações permitiam superar os algoritmos genéticos básicos e atingir as metas propostas, foi ainda desenvolvido um estudo em que o processo de optimização foi realizado 100 vezes para cada um dos métodos, o que permitiu concluir, estatisticamente, que os BGA foram superados pelos NGA1 e NGA2. Ainda assim, porque não foi possivel obter consistência nos resultados, foi usado o método de Nealder-Mead utilizado como estimativa inicial os resultados obtidos pelos algoritmos genéticos.

Modelling and Optimization of Energy Management Strategies for Hybrid Vehicles

In the last decades the automotive sector has seen a technological revolution, due mainly to the more restrictive regulation, the newly introduced technologies and, as last, to the poor resources of fossil fuels remaining on Earth. Promising solution in vehicles’ propulsion are represented by alternative architectures and energy sources, for example fuel-cells and pure electric vehicles. The automotive transition to new and green vehicles is passing through the development of hybrid vehicles, that usually combine positive aspects of each technology. To fully exploit the powerful of hybrid vehicles, however, it is important to manage the powertrain’s degrees of freedom in the smartest way possible, otherwise hybridization would be worthless. To this aim, this dissertation is focused on the development of energy management strategies and predictive control functions. Such algorithms have the goal of increasing the powertrain overall efficiency and contextually increasing the driver safety. Such control algorithms have been applied to an axle-split Plug-in Hybrid Electric Vehicle with a complex architecture that allows more than one driving modes, including the pure electric one. The different energy management strategies investigated are mainly three: the vehicle baseline heuristic controller, in the following mentioned as rule-based controller, a sub-optimal controller that can include also predictive functionalities, referred to as Equivalent Consumption Minimization Strategy, and a vehicle global optimum control technique, called Dynamic Programming, also including the high-voltage battery thermal management. During this project, different modelling approaches have been applied to the powertrain, including Hardware-in-the-loop, and diverse powertrain high-level controllers have been developed and implemented, increasing at each step their complexity. It has been proven the potential of using sophisticated powertrain control techniques, and that the gainable benefits in terms of fuel economy are largely influenced by the chose energy management strategy, even considering the powerful vehicle investigated.

Distributed Large-scale Mixed-Integer Optimization with Application to Energy and Multi-robot Networks

Several decision and control tasks in cyber-physical networks can be formulated as large- scale optimization problems with coupling constraints. In these "constraint-coupled" problems, each agent is associated to a local decision variable, subject to individual constraints. This thesis explores the use of primal decomposition techniques to develop tailored distributed algorithms for this challenging set-up over graphs. We first develop a distributed scheme for convex problems over random time-varying graphs with non-uniform edge probabilities. The approach is then extended to unknown cost functions estimated online. Subsequently, we consider Mixed-Integer Linear Programs (MILPs), which are of great interest in smart grid control and cooperative robotics. We propose a distributed methodological framework to compute a feasible solution to the original MILP, with guaranteed suboptimality bounds, and extend it to general nonconvex problems. Monte Carlo simulations highlight that the approach represents a substantial breakthrough with respect to the state of the art, thus representing a valuable solution for new toolboxes addressing large-scale MILPs. We then propose a distributed Benders decomposition algorithm for asynchronous unreliable networks. The framework has been then used as starting point to develop distributed methodologies for a microgrid optimal control scenario. We develop an ad-hoc distributed strategy for a stochastic set-up with renewable energy sources, and show a case study with samples generated using Generative Adversarial Networks (GANs). We then introduce a software toolbox named ChoiRbot, based on the novel Robot Operating System 2, and show how it facilitates simulations and experiments in distributed multi-robot scenarios. Finally, we consider a Pickup-and-Delivery Vehicle Routing Problem for which we design a distributed method inspired to the approach of general MILPs, and show the efficacy through simulations and experiments in ChoiRbot with ground and aerial robots.

Modeling and optimization techniques for advanced vehicular networking

This thesis deals with optimization techniques and modeling of vehicular networks. Thanks to the models realized with the integer linear programming (ILP) and the heuristic ones, it was possible to study the performances in 5G networks for the vehicular. Thanks to Software-defined networking (SDN) and Network functions virtualization (NFV) paradigms it was possible to study the performances of different classes of service, such as the Ultra Reliable Low Latency Communications (URLLC) class and enhanced Mobile BroadBand (eMBB) class, and how the functional split can have positive effects on network resource management. Two different protection techniques have been studied: Shared Path Protection (SPP) and Dedicated Path Protection (DPP). Thanks to these different protections, it is possible to achieve different network reliability requirements, according to the needs of the end user. Finally, thanks to a simulator developed in Python, it was possible to study the dynamic allocation of resources in a 5G metro network. Through different provisioning algorithms and different dynamic resource management techniques, useful results have been obtained for understanding the needs in the vehicular networks that will exploit 5G. Finally, two models are shown for reconfiguring backup resources when using shared resource protection.

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.

Distributed optimization and games over networks: a system theoretical perspective

Several decision and control tasks involve networks of cyber-physical systems that need to be coordinated and controlled according to a fully-distributed paradigm involving only local communications without any central unit. This thesis focuses on distributed optimization and games over networks from a system theoretical perspective. In the addressed frameworks, we consider agents communicating only with neighbors and running distributed algorithms with optimization-oriented goals. The distinctive feature of this thesis is to interpret these algorithms as dynamical systems and, thus, to resort to powerful system theoretical tools for both their analysis and design. We first address the so-called consensus optimization setup. In this context, we provide an original system theoretical analysis of the well-known Gradient Tracking algorithm in the general case of nonconvex objective functions. Then, inspired by this method, we provide and study a series of extensions to improve the performance and to deal with more challenging settings like, e.g., the derivative-free framework or the online one. Subsequently, we tackle the recently emerged framework named distributed aggregative optimization. For this setup, we develop and analyze novel schemes to handle (i) online instances of the problem, (ii) ``personalized'' optimization frameworks, and (iii) feedback optimization settings. Finally, we adopt a system theoretical approach to address aggregative games over networks both in the presence or absence of linear coupling constraints among the decision variables of the players. In this context, we design and inspect novel fully-distributed algorithms, based on tracking mechanisms, that outperform state-of-the-art methods in finding the Nash equilibrium of the game.

Portfolio optimization in the energy market

Let’s put ourselves in the shoes of an energy company. Our fleet of electricity production plants mainly includes gas, hydroelectric and waste-to-energy plants. We also sold contracts for the supply of gas and electricity. For each year we have to plan the trading of the volumes needed by the plants and customers: better to fix the price of these volumes in advance with the so-called forward contracts, instead of waiting for the delivery months, exposing ourselves to price uncertainty. Here’s the thing: trying to keep uncertainty under control in a market that has never shown such extreme scenarios as in recent years: a pandemic, a worsening climate crisis and a war that is affecting economies around the world have made the energy market more volatile than ever. How to make decisions in such uncertain contexts? There is an optimization problem: given a year, we need to choose the optimal planning of volume trading times, to meet the needs of our portfolio at the best prices, taking into account the liquidity constraints given by the market and the risk constraints imposed by the company. Algorithms are needed for the generation of market scenarios over a finite time horizon, that is, a probabilistic distribution that allows a view of all the dates between now and the end of the year of interest. Algorithms are needed to solve the optimization problem: we have proposed more than one and compared them; a very simple one, which avoids considering part of the complexity, moving on to a scenario approach and finally a reinforcement learning approach.

On the motion planning & control of nonlinear robotic systems

In the last decades, we saw a soaring interest in autonomous robots boosted not only by academia and industry, but also by the ever in- creasing demand from civil users. As a matter of fact, autonomous robots are fast spreading in all aspects of human life, we can see them clean houses, navigate through city traffic, or harvest fruits and vegetables. Almost all commercial drones already exhibit unprecedented and sophisticated skills which makes them suitable for these applications, such as obstacle avoidance, simultaneous localisation and mapping, path planning, visual-inertial odometry, and object tracking. The major limitations of such robotic platforms lie in the limited payload that can carry, in their costs, and in the limited autonomy due to finite battery capability. For this reason researchers start to develop new algorithms able to run even on resource constrained platforms both in terms of computation capabilities and limited types of endowed sensors, focusing especially on very cheap sensors and hardware. The possibility to use a limited number of sensors allowed to scale a lot the UAVs size, while the implementation of new efficient algorithms, performing the same task in lower time, allows for lower autonomy. However, the developed robots are not mature enough to completely operate autonomously without human supervision due to still too big dimensions (especially for aerial vehicles), which make these platforms unsafe for humans, and the high probability of numerical, and decision, errors that robots may make. In this perspective, this thesis aims to review and improve the current state-of-the-art solutions for autonomous navigation from a purely practical point of view. In particular, we deeply focused on the problems of robot control, trajectory planning, environments exploration, and obstacle avoidance.

Exact and heuristic algorithms for the integrated planning of multi-energy systems

The aim of this thesis is to present exact and heuristic algorithms for the integrated planning of multi-energy systems. The idea is to disaggregate the energy system, starting first with its core the Central Energy System, and then to proceed towards the Decentral part. Therefore, a mathematical model for the generation expansion operations to optimize the performance of a Central Energy System system is first proposed. To ensure that the proposed generation operations are compatible with the network, some extensions of the existing network are considered as well. All these decisions are evaluated both from an economic viewpoint and from an environmental perspective, as specific constraints related to greenhouse gases emissions are imposed in the formulation. Then, the thesis presents an optimization model for solar organic Rankine cycle in the context of transactive energy trading. In this study, the impact that this technology can have on the peer-to-peer trading application in renewable based community microgrids is inspected. Here the consumer becomes a prosumer and engages actively in virtual trading with other prosumers at the distribution system level. Moreover, there is an investigation of how different technological parameters of the solar Organic Rankine Cycle may affect the final solution. Finally, the thesis introduces a tactical optimization model for the maintenance operations’ scheduling phase of a Combined Heat and Power plant. Specifically, two types of cleaning operations are considered, i.e., online cleaning and offline cleaning. Furthermore, a piecewise linear representation of the electric efficiency variation curve is included. Given the challenge of solving the tactical management model, a heuristic algorithm is proposed. The heuristic works by solving the daily operational production scheduling problem, based on the final consumer’s demand and on the electricity prices. The aggregate information from the operational problem is used to derive maintenance decisions at a tactical level.

A Distributed Support based on Kubeflow to Ease MLOps of Federated Learning Algorithms

The main objective of my thesis work is to exploit the Google native and open-source platform Kubeflow, specifically using Kubeflow pipelines, to execute a Federated Learning scalable ML process in a 5G-like and simplified test architecture hosting a Kubernetes cluster and apply the largely adopted FedAVG algorithm and FedProx its optimization empowered by the ML platform ‘s abilities to ease the development and production cycle of this specific FL process. FL algorithms are more are and more promising and adopted both in Cloud application development and 5G communication enhancement through data coming from the monitoring of the underlying telco infrastructure and execution of training and data aggregation at edge nodes to optimize the global model of the algorithm ( that could be used for example for resource provisioning to reach an agreed QoS for the underlying network slice) and after a study and a research over the available papers and scientific articles related to FL with the help of the CTTC that suggests me to study and use Kubeflow to bear the algorithm we found out that this approach for the whole FL cycle deployment was not documented and may be interesting to investigate more in depth. This study may lead to prove the efficiency of the Kubeflow platform itself for this need of development of new FL algorithms that will support new Applications and especially test the FedAVG algorithm performances in a simulated client to cloud communication using a MNIST dataset for FL as benchmark.

Solid Lipid Nanoparticles For Hydrophilic Biotech Drugs: Optimization And Cell Viability Studies (caco-2 & Hepg-2 Cell Lines).

Insulin was used as model protein to developed innovative Solid Lipid Nanoparticles (SLNs) for the delivery of hydrophilic biotech drugs, with potential use in medicinal chemistry. SLNs were prepared by double emulsion with the purpose of promoting stability and enhancing the protein bioavailability. Softisan(®)100 was selected as solid lipid matrix. The surfactants (Tween(®)80, Span(®)80 and Lipoid(®)S75) and insulin were chosen applying a 2(2) factorial design with triplicate of central point, evaluating the influence of dependents variables as polydispersity index (PI), mean particle size (z-AVE), zeta potential (ZP) and encapsulation efficiency (EE) by factorial design using the ANOVA test. Therefore, thermodynamic stability, polymorphism and matrix crystallinity were checked by Differential Scanning Calorimetry (DSC) and Wide Angle X-ray Diffraction (WAXD), whereas the effect of toxicity of SLNs was check in HepG2 and Caco-2 cells. Results showed a mean particle size (z-AVE) width between 294.6 nm and 627.0 nm, a PI in the range of 0.425-0.750, ZP about -3 mV, and the EE between 38.39% and 81.20%. After tempering the bulk lipid (mimicking the end process of production), the lipid showed amorphous characteristics, with a melting point of ca. 30 °C. The toxicity of SLNs was evaluated in two distinct cell lines (HEPG-2 and Caco-2), showing to be dependent on the concentration of particles in HEPG-2 cells, while no toxicity in was reported in Caco-2 cells. SLNs were stable for 24 h in in vitro human serum albumin (HSA) solution. The resulting SLNs fabricated by double emulsion may provide a promising approach for administration of protein therapeutics and antigens.

Effect Of Platform Connection And Abutment Material On Stress Distribution In Single Anterior Implant-supported Restorations: A Nonlinear 3-dimensional Finite Element Analysis.

Although various abutment connections and materials have recently been introduced, insufficient data exist regarding the effect of stress distribution on their mechanical performance. The purpose of this study was to investigate the effect of different abutment materials and platform connections on stress distribution in single anterior implant-supported restorations with the finite element method. Nine experimental groups were modeled from the combination of 3 platform connections (external hexagon, internal hexagon, and Morse tapered) and 3 abutment materials (titanium, zirconia, and hybrid) as follows: external hexagon-titanium, external hexagon-zirconia, external hexagon-hybrid, internal hexagon-titanium, internal hexagon-zirconia, internal hexagon-hybrid, Morse tapered-titanium, Morse tapered-zirconia, and Morse tapered-hybrid. Finite element models consisted of a 4×13-mm implant, anatomic abutment, and lithium disilicate central incisor crown cemented over the abutment. The 49 N occlusal loading was applied in 6 steps to simulate the incisal guidance. Equivalent von Mises stress (σvM) was used for both the qualitative and quantitative evaluation of the implant and abutment in all the groups and the maximum (σmax) and minimum (σmin) principal stresses for the numerical comparison of the zirconia parts. The highest abutment σvM occurred in the Morse-tapered groups and the lowest in the external hexagon-hybrid, internal hexagon-titanium, and internal hexagon-hybrid groups. The σmax and σmin values were lower in the hybrid groups than in the zirconia groups. The stress distribution concentrated in the abutment-implant interface in all the groups, regardless of the platform connection or abutment material. The platform connection influenced the stress on abutments more than the abutment material. The stress values for implants were similar among different platform connections, but greater stress concentrations were observed in internal connections.