Decomposition and reformulation of integer linear programming problems

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

Graph-based analysis of brain resting-state fMRI data in nocturnal frontal lobe epileptic patients

Il lavoro che ho sviluppato presso l'unità di RM funzionale del Policlinico S.Orsola-Malpighi, DIBINEM, è incentrato sull'analisi dati di resting state - functional Magnetic Resonance Imaging (rs-fMRI) mediante l'utilizzo della graph theory, con lo scopo di valutare eventuali differenze in termini di connettività cerebrale funzionale tra un campione di pazienti affetti da Nocturnal Frontal Lobe Epilepsy (NFLE) ed uno di controlli sani. L'epilessia frontale notturna è una peculiare forma di epilessia caratterizzata da crisi che si verificano quasi esclusivamente durante il sonno notturno. Queste sono contraddistinte da comportamenti motori, prevalentemente distonici, spesso complessi, e talora a semiologia bizzarra. L'fMRI è una metodica di neuroimaging avanzata che permette di misurare indirettamente l'attività neuronale. Tutti i soggetti sono stati studiati in condizioni di resting-state, ossia di veglia rilassata. In particolare mi sono occupato di analizzare i dati fMRI con un approccio innovativo in campo clinico-neurologico, rappresentato dalla graph theory. I grafi sono definiti come strutture matematiche costituite da nodi e links, che trovano applicazione in molti campi di studio per la modellizzazione di strutture di diverso tipo. La costruzione di un grafo cerebrale per ogni partecipante allo studio ha rappresentato la parte centrale di questo lavoro. L'obiettivo è stato quello di definire le connessioni funzionali tra le diverse aree del cervello mediante l'utilizzo di un network. Il processo di modellizzazione ha permesso di valutare i grafi neurali mediante il calcolo di parametri topologici che ne caratterizzano struttura ed organizzazione. Le misure calcolate in questa analisi preliminare non hanno evidenziato differenze nelle proprietà globali tra i grafi dei pazienti e quelli dei controlli. Alterazioni locali sono state invece riscontrate nei pazienti, rispetto ai controlli, in aree della sostanza grigia profonda, del sistema limbico e delle regioni frontali, le quali rientrano tra quelle ipotizzate essere coinvolte nella fisiopatologia di questa peculiare forma di epilessia.

A Flow Trace Generator using Graph-based Traffic Classification Techniques

We propose a novel methodology to generate realistic network flow traces to enable systematic evaluation of network monitoring systems in various traffic conditions. Our technique uses a graph-based approach to model the communication structure observed in real-world traces and to extract traffic templates. By combining extracted and user-defined traffic templates, realistic network flow traces that comprise normal traffic and customized conditions are generated in a scalable manner. A proof-of-concept implementation demonstrates the utility and simplicity of our method to produce a variety of evaluation scenarios. We show that the extraction of templates from real-world traffic leads to a manageable number of templates that still enable accurate re-creation of the original communication properties on the network flow level.

Graph-Based Multi-Surface Segmentation of OCT Data Using Trained Hard and Soft Constraints

Optical coherence tomography (OCT) is a well-established image modality in ophthalmology and used daily in the clinic. Automatic evaluation of such datasets requires an accurate segmentation of the retinal cell layers. However, due to the naturally low signal to noise ratio and the resulting bad image quality, this task remains challenging. We propose an automatic graph-based multi-surface segmentation algorithm that internally uses soft constraints to add prior information from a learned model. This improves the accuracy of the segmentation and increase the robustness to noise. Furthermore, we show that the graph size can be greatly reduced by applying a smart segmentation scheme. This allows the segmentation to be computed in seconds instead of minutes, without deteriorating the segmentation accuracy, making it ideal for a clinical setup. An extensive evaluation on 20 OCT datasets of healthy eyes was performed and showed a mean unsigned segmentation error of 3.05 ±0.54 μm over all datasets when compared to the average observer, which is lower than the inter-observer variability. Similar performance was measured for the task of drusen segmentation, demonstrating the usefulness of using soft constraints as a tool to deal with pathologies.

ANALYSIS AND VISUALIZATION OF FLOW FIELDS USING INFORMATION-THEORETIC TECHNIQUES AND GRAPH-BASED REPRESENTATIONS

Three-dimensional flow visualization plays an essential role in many areas of science and engineering, such as aero- and hydro-dynamical systems which dominate various physical and natural phenomena. For popular methods such as the streamline visualization to be effective, they should capture the underlying flow features while facilitating user observation and understanding of the flow field in a clear manner. My research mainly focuses on the analysis and visualization of flow fields using various techniques, e.g. information-theoretic techniques and graph-based representations. Since the streamline visualization is a popular technique in flow field visualization, how to select good streamlines to capture flow patterns and how to pick good viewpoints to observe flow fields become critical. We treat streamline selection and viewpoint selection as symmetric problems and solve them simultaneously using the dual information channel [81]. To the best of my knowledge, this is the first attempt in flow visualization to combine these two selection problems in a unified approach. This work selects streamline in a view-independent manner and the selected streamlines will not change for all viewpoints. My another work [56] uses an information-theoretic approach to evaluate the importance of each streamline under various sample viewpoints and presents a solution for view-dependent streamline selection that guarantees coherent streamline update when the view changes gradually. When projecting 3D streamlines to 2D images for viewing, occlusion and clutter become inevitable. To address this challenge, we design FlowGraph [57, 58], a novel compound graph representation that organizes field line clusters and spatiotemporal regions hierarchically for occlusion-free and controllable visual exploration. We enable observation and exploration of the relationships among field line clusters, spatiotemporal regions and their interconnection in the transformed space. Most viewpoint selection methods only consider the external viewpoints outside of the flow field. This will not convey a clear observation when the flow field is clutter on the boundary side. Therefore, we propose a new way to explore flow fields by selecting several internal viewpoints around the flow features inside of the flow field and then generating a B-Spline curve path traversing these viewpoints to provide users with closeup views of the flow field for detailed observation of hidden or occluded internal flow features [54]. This work is also extended to deal with unsteady flow fields. Besides flow field visualization, some other topics relevant to visualization also attract my attention. In iGraph [31], we leverage a distributed system along with a tiled display wall to provide users with high-resolution visual analytics of big image and text collections in real time. Developing pedagogical visualization tools forms my other research focus. Since most cryptography algorithms use sophisticated mathematics, it is difficult for beginners to understand both what the algorithm does and how the algorithm does that. Therefore, we develop a set of visualization tools to provide users with an intuitive way to learn and understand these algorithms.

Setting Inventory Levels of CONWIP Flow Lines via Linear Programming

This paper treats the problem of setting the inventory level and optimizing the buffer allocation of closed-loop flow lines operating under the constant-work-in-process (CONWIP) protocol. We solve a very large but simple linear program that models an entire simulation run of a closed-loop flow line in discrete time to determine a production rate estimate of the system. This approach introduced in Helber, Schimmelpfeng, Stolletz, and Lagershausen (2011) for open flow lines with limited buffer capacities is extended to closed-loop CONWIP flow lines. Via this method, both the CONWIP level and the buffer allocation can be optimized simultaneously. The first part of a numerical study deals with the accuracy of the method. In the second part, we focus on the relationship between the CONWIP inventory level and the short-term profit. The accuracy of the method turns out to be best for such configurations that maximize production rate and/or short-term profit.

Fuzzy Multi-Objective Linear Programming and Simulation Approach to the Development of Valid and Realistic Master Production Schedule

Master production schedule (MPS) plays an important role in an integrated production planning system. It converts the strategic planning defined in a production plan into the tactical operation execution. The MPS is also known as a tool for top management to control over manufacture resources and becomes input of the downstream planning levels such as material requirement planning (MRP) and capacity requirement planning (CRP). Hence, inappropriate decision on the MPS development may lead to infeasible execution, which ultimately causes poor delivery performance. One must ensure that the proposed MPS is valid and realistic for implementation before it is released to real manufacturing system. In practice, where production environment is stochastic in nature, the development of MPS is no longer simple task. The varying processing time, random event such as machine failure is just some of the underlying causes of uncertainty that may be hardly addressed at planning stage so that in the end the valid and realistic MPS is tough to be realized. The MPS creation problem becomes even more sophisticated as decision makers try to consider multi-objectives; minimizing inventory, maximizing customer satisfaction, and maximizing resource utilization. This study attempts to propose a methodology for MPS creation which is able to deal with those obstacles. This approach takes into account uncertainty and makes trade off among conflicting multi-objectives at the same time. It incorporates fuzzy multi-objective linear programming (FMOLP) and discrete event simulation (DES) for MPS development.

UNSUPERVISED INDEXING OF MEDLINE ARTICLES THROUGH GRAPH-BASED RANKING

The biomedical literature is extensively catalogued and indexed in MEDLINE. MEDLINE indexing is done by trained human indexers, who identify the most important concepts in each article, and is expensive and inconsistent. Automating the indexing task is difficult: the National Library of Medicine produces the Medical Text Indexer (MTI), which suggests potential indexing terms to the indexers. MTI’s output is not good enough to work unattended. In my thesis, I propose a different way to approach the indexing task called MEDRank. MEDRank creates graphs representing the concepts in biomedical articles and their relationships within the text, and applies graph-based ranking algorithms to identify the most important concepts in each article. I evaluate the performance of several automated indexing solutions, including my own, by comparing their output to the indexing terms selected by the human indexers. MEDRank outperformed all other evaluated indexing solutions, including MTI, in general indexing performance and precision. MEDRank can be used to cluster documents, index any kind of biomedical text with standard vocabularies, or could become part of MTI itself.

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.