Distributed optimization in transportation and logistics networks

Many important problems in communication networks, transportation networks, and logistics networks are solved by the minimization of cost functions. In general, these can be complex optimization problems involving many variables. However, physicists noted that in a network, a node variable (such as the amount of resources of the nodes) is connected to a set of link variables (such as the flow connecting the node), and similarly each link variable is connected to a number of (usually two) node variables. This enables one to break the problem into local components, often arriving at distributive algorithms to solve the problems. Compared with centralized algorithms, distributed algorithms have the advantages of lower computational complexity, and lower communication overhead. Since they have a faster response to local changes of the environment, they are especially useful for networks with evolving conditions. This review will cover message-passing algorithms in applications such as resource allocation, transportation networks, facility location, traffic routing, and stability of power grids.

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.

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.

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.

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

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

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.

Optimization of the power electronics system associated with ocean wave electric generators

The present thesis is focused on wave energy, which is a particular kind of ocean energy, and is based on the activity carried out during the EU project SEA TITAN. The main scope of this work is the design of a power electronic section for an innovative wave energy extraction system based on a switched-reluctance machine. In the first chapter, the general features of marine wave energy harvesting are treated. The concept of Wave Energy Converter (WEC) is introduced as well as the mathematical description of the waves, their characterization and measurement, the WEC classification, the operating principles and the standardization framework. Also, detailed considerations on the environmental impact are presented. The SEA TITAN project is briefly described. The second chapter is dedicated to the technical issues of the SEA TITAN project, such as the operating principle, the performance optimization carried out in the project, the main innovations as well as interesting demonstrations on the behavior of the generator and its control. In the third chapter, the power electronics converters of SEA TITAN are described, and the design choices, procedures and calculations are shown, with a further insight into the application given by analyzing the MATLAB Simulink model of the system and its control scheme. Experimental tests are reported in the fourth chapter, with graphs and illustrations of the power electronic apparatus interfaced with the real machine. Finally, the conclusion in the fifth chapter offers a global overview of the project and opens further development pathways.

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.

Development of numerical tools for the simulation, design and optimization of a Helicon Plasma Thruster

This work thesis focuses on the Helicon Plasma Thruster (HPT) as a candidate for generating thrust for small satellites and CubeSats. Two main topics are addressed: the development of a Global Model (GM) and a 3D self-consistent numerical tool. The GM is suitable for preliminary analysis of HPTs with noble gases such as argon, neon, krypton, and xenon, and alternative propellants such as air and iodine. A lumping methodology is developed to reduce the computational cost when modelling the excited species in the plasma chemistry. A 3D self-consistent numerical tool is also developed that can treat discharges with a generic 3D geometry and model the actual plasma-antenna coupling. The tool consists of two main modules, an EM module and a FLUID module, which run iteratively until a steady state solution is converged. A third module is available for solving the plume with a simplified semi-analytical approach, a PIC code, or directly by integration of the fluid equations. Results obtained from both the numerical tools are benchmarked against experimental measures of HPTs or Helicon reactors, obtaining very good qualitative agreement with the experimental trend for what concerns the GM, and an excellent agreement of the physical trends predicted against the measured data for the 3D numerical strategy.

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.

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.

Diffusing alpha particles radiation treatment optimization in clinical settings

Alpha-particle emitters, notably used in 224Ra-DaRT, have emerged as effective in overcoming radiation resistance and providing targeted cancer therapy. These emitters cause DNA double-strand breaks, visualizable in human lymphocytes. The 224Ra DaRT technique, using a decay chain from seeds, extends alpha particle range, achieving complete tumor destruction while sparing healthy tissue. This thesis examines a biokinetic model, validated with patient data, and a feasibility study on skin squamous cell carcinomas are discussed. The study reports 75% tumor complete response rate and 48% patients experiencing acute grade 2 toxicity, resolving within a month. An observed abscopal effect (AE), where tumor regression occurs at non-irradiated sites, is examined, highlighting DaRT's potential in triggering anti-tumor immune responses. This effect, coupled with DaRT's high-linear energy transfer (LET), suggests its superiority over low-LET radiation in certain clinical scenarios. Improvements to DaRT, including the use of an external radio-opaque template for treatment planning, are explored. This advancement aids in determining source numbers for optimal tumor coverage, enhancing DaRT’s safety. The thesis outlines a typical DaRT procedure, from tumor measurements to source assessment and administration, emphasizing the importance of precise seed positioning. Furthermore, the thesis discusses DaRT's potential in treating prostate cancer, a prevalent global health issue, by offering an alternative to traditional salvage therapies. DaRT seeds, delivering alpha particle-based interstitial radiation, require precision in seed insertion due to their limited tissue range. In conclusion, the thesis advocates for DaRT's role in treating solid tumors, emphasizing its improved radiobiological potency and potential benefits over beta and gamma source-based therapies. Ongoing studies are assessing DaRT's feasibility in treating various solid tumors, including pancreatic, breast, prostate, and vulvar malignancies, suggesting a promising future in cancer treatment.

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.