Dynamic Programming Approaches for Estimating and Applying Large-scale Discrete Choice Models

People go through their life making all kinds of decisions, and some of these decisions affect their demand for transportation, for example, their choices of where to live and where to work, how and when to travel and which route to take. Transport related choices are typically time dependent and characterized by large number of alternatives that can be spatially correlated. This thesis deals with models that can be used to analyze and predict discrete choices in large-scale networks. The proposed models and methods are highly relevant for, but not limited to, transport applications. We model decisions as sequences of choices within the dynamic discrete choice framework, also known as parametric Markov decision processes. Such models are known to be difficult to estimate and to apply to make predictions because dynamic programming problems need to be solved in order to compute choice probabilities. In this thesis we show that it is possible to explore the network structure and the flexibility of dynamic programming so that the dynamic discrete choice modeling approach is not only useful to model time dependent choices, but also makes it easier to model large-scale static choices. The thesis consists of seven articles containing a number of models and methods for estimating, applying and testing large-scale discrete choice models. In the following we group the contributions under three themes: route choice modeling, large-scale multivariate extreme value (MEV) model estimation and nonlinear optimization algorithms. Five articles are related to route choice modeling. We propose different dynamic discrete choice models that allow paths to be correlated based on the MEV and mixed logit models. The resulting route choice models become expensive to estimate and we deal with this challenge by proposing innovative methods that allow to reduce the estimation cost. For example, we propose a decomposition method that not only opens up for possibility of mixing, but also speeds up the estimation for simple logit models, which has implications also for traffic simulation. Moreover, we compare the utility maximization and regret minimization decision rules, and we propose a misspecification test for logit-based route choice models. The second theme is related to the estimation of static discrete choice models with large choice sets. We establish that a class of MEV models can be reformulated as dynamic discrete choice models on the networks of correlation structures. These dynamic models can then be estimated quickly using dynamic programming techniques and an efficient nonlinear optimization algorithm. Finally, the third theme focuses on structured quasi-Newton techniques for estimating discrete choice models by maximum likelihood. We examine and adapt switching methods that can be easily integrated into usual optimization algorithms (line search and trust region) to accelerate the estimation process. The proposed dynamic discrete choice models and estimation methods can be used in various discrete choice applications. In the area of big data analytics, models that can deal with large choice sets and sequential choices are important. Our research can therefore be of interest in various demand analysis applications (predictive analytics) or can be integrated with optimization models (prescriptive analytics). Furthermore, our studies indicate the potential of dynamic programming techniques in this context, even for static models, which opens up a variety of future research directions.

Allocating reforestation areas for sediment flow minimization: an integer programming formulation and a heuristic solution method

Policy and decision makers dealing with environmental conservation and land use planning often require identifying potential sites for contributing to minimize sediment flow reaching riverbeds. This is the case of reforestation initiatives, which can have sediment flow minimization among their objectives. This paper proposes an Integer Programming (IP) formulation and a Heuristic solution method for selecting a predefined number of locations to be reforested in order to minimize sediment load at a given outlet in a watershed. Although the core structure of both methods can be applied for different sorts of flow, the formulations are targeted to minimization of sediment delivery. The proposed approaches make use of a Single Flow Direction (SFD) raster map covering the watershed in order to construct a tree structure so that the outlet cell corresponds to the root node in the tree. The results obtained with both approaches are in agreement with expert assessments of erosion levels, slopes and distances to the riverbeds, which in turn allows concluding that this approach is suitable for minimizing sediment flow. Since the results obtained with the IP formulation are the same as the ones obtained with the Heuristic approach, an optimality proof is included in the present work. Taking into consideration that the heuristic requires much less computation time, this solution method is more suitable to be applied in large sized problems.

Easy PRAM-based High-performance Parallel Programming with ICE

A poster of this paper will be presented at the 25th International Conference on Parallel Architecture and Compilation Technology (PACT ’16), September 11-15, 2016, Haifa, Israel.

Self-regulated learning in computer programming : strategies students adopted during an assignment

The SimProgramming teaching approach has the goal to help students overcome their learning difficulties in the transition from entry-level to advanced computer programming and prepare them for real-world labour environments, adopting learning strategies. It immerses learners in a businesslike learning environment, where students develop a problem-based learning activity with a specific set of tasks, one of which is filling weekly individual forms. We conducted thematic analysis of 401 weekly forms, to identify the students’ strategies for self-regulation of learning during assignment. The students are adopting different strategies in each phase of the approach. The early phases are devoted to organization and planning, later phases focus on applying theoretical knowledge and hands-on programming. Based on the results, we recommend the development of educational practices to help students conduct self-reflection of their performance during tasks.

Self-regulated learning in higher education : strategies adopted by computer programming students

Trabalho apresentado em PAEE/ALE’2016, 8th International Symposium on Project Approaches in Engineering Education (PAEE) and 14th Active Learning in Engineering Education Workshop (ALE)

Ontogeny and nutritional programming of the hepatic growth hormone-insulin-like growth factor-prolactin axis in the sheep

The liver is an important metabolic and endocrine organ in the fetus but the extent to which its hormone receptor (R) sensitivity is developmentally regulated in early life is not fully established. We, therefore, examined developmental changes in mRNA abundance for the growth hormone (GH) and prolactin (PRL) receptors (R) plus insulin-like growth factor (IGF)-I and –II and their receptors. Fetal and postnatal sheep were sampled at either 80, or 140 days gestation, 1, 30 days or six months of age. The effect of maternal nutrient restriction between early to mid (i.e. 28 to 80 days gestation, the time of early liver growth) gestation on gene expression was also examined in the fetus and juvenile offspring. Gene expression for the GHR, PRLR and IGF-IR increased through gestation peaking at birth, whereas IGF-I was maximal near to term. In contrast, IGF-II mRNA decreased between mid and late gestation to increase after birth whereas IGF-IIR remained unchanged. A substantial decline in mRNA abundance for GHR, PRLR and IGF-IR then occurred up to six months. Maternal nutrient restriction reduced GHR and IGF-IIR mRNA abundance in the fetus, but caused a precocious increase in the PRLR. Gene expression for IGF-I and –II were increased in juvenile offspring born to nutrient restricted mothers. In conclusion, there are marked differences in the developmental ontogeny and nutritional programming of specific hormones and their receptors involved in hepatic growth and development in the fetus. These could contribute to changes in liver function during adult life.

Ontogeny and nutritional programming of mitochondrial proteins in the ovine kidney, liver and lung

This study investigated the developmental and nutritional programming of two important mitochondrial proteins, namely voltage dependent anion channel (VDAC) and cytochrome c in the sheep kidney, liver and lung. The effect of maternal nutrient restriction between early to mid gestation (i.e. 28 to 80 days gestation, the period of maximal placental growth) on the abundance of these proteins was also examined in fetal and juvenile offspring. Fetuses were sampled at 80 and 140 days gestation (term ~147 days), and postnatal animals at 1 and 30 days and 6 months of age. The abundance of VDAC peaked at 140 days gestation in the lung, compared with 1 day after birth in the kidney and liver, whereas cytochrome c abundance was greatest at 140 days gestation in the liver, 1 day after birth in the kidney and 6 months of age in lungs. This differential ontogeny in mitochondrial protein abundance between tissues was accompanied with very different tissue specific responses to changes in maternal food intake. In the liver, maternal nutrient restriction only increased mitochondrial protein abundance at 80 days gestation, compared with no effect in the kidney. In contrast, in the lung mitochondrial protein abundance was raised near to term, whereas VDAC abundance was decreased by 6 months of age. These findings demonstrate the tissue specific nature of mitochondrial protein development that reflects differences in functional adaptation after birth. The divergence in mitochondrial response between tissues to maternal nutrient restriction early in pregnancy further reflects these differential ontogeny’s.

Programming Assignment of Programming 3: an Object-Oriented Version of Conway’s Game of Life

These are the instructions for a programming assignment of the subject Programming 3 taught at University of Alicante in Spain. The objective of the assignment is to build an object-oriented version of Conway's game of life in Java. The assignment is divided into four sub-assignments.

Mathematical Programming Models for Influence Maximization on Social Networks

In this dissertation, we apply mathematical programming techniques (i.e., integer programming and polyhedral combinatorics) to develop exact approaches for influence maximization on social networks. We study four combinatorial optimization problems that deal with maximizing influence at minimum cost over a social network. To our knowl- edge, all previous work to date involving influence maximization problems has focused on heuristics and approximation. We start with the following viral marketing problem that has attracted a significant amount of interest from the computer science literature. Given a social network, find a target set of customers to seed with a product. Then, a cascade will be caused by these initial adopters and other people start to adopt this product due to the influence they re- ceive from earlier adopters. The idea is to find the minimum cost that results in the entire network adopting the product. We first study a problem called the Weighted Target Set Selection (WTSS) Prob- lem. In the WTSS problem, the diffusion can take place over as many time periods as needed and a free product is given out to the individuals in the target set. Restricting the number of time periods that the diffusion takes place over to be one, we obtain a problem called the Positive Influence Dominating Set (PIDS) problem. Next, incorporating partial incentives, we consider a problem called the Least Cost Influence Problem (LCIP). The fourth problem studied is the One Time Period Least Cost Influence Problem (1TPLCIP) which is identical to the LCIP except that we restrict the number of time periods that the diffusion takes place over to be one. We apply a common research paradigm to each of these four problems. First, we work on special graphs: trees and cycles. Based on the insights we obtain from special graphs, we develop efficient methods for general graphs. On trees, first, we propose a polynomial time algorithm. More importantly, we present a tight and compact extended formulation. We also project the extended formulation onto the space of the natural vari- ables that gives the polytope on trees. Next, building upon the result for trees---we derive the polytope on cycles for the WTSS problem; as well as a polynomial time algorithm on cycles. This leads to our contribution on general graphs. For the WTSS problem and the LCIP, using the observation that the influence propagation network must be a directed acyclic graph (DAG), the strong formulation for trees can be embedded into a formulation on general graphs. We use this to design and implement a branch-and-cut approach for the WTSS problem and the LCIP. In our computational study, we are able to obtain high quality solutions for random graph instances with up to 10,000 nodes and 20,000 edges (40,000 arcs) within a reasonable amount of time.

Corrigendum to “The envelope theorem for multiobjective convex programming via contingent derivatives” [J. Math. Anal. Appl. 372 (1) (2010) 197–207]

The aim of this note is to formulate an envelope theorem for vector convex programs. This version corrects an earlier work, “The envelope theorem for multiobjective convex programming via contingent derivatives” by Jiménez Guerra et al. (2010) [3]. We first propose a necessary and sufficient condition allowing to restate the main result proved in the alluded paper. Second, we introduce a new Lagrange multiplier in order to obtain an envelope theorem avoiding the aforementioned error.

A natural extension of the classical envelope theorem in vector differential programming

The aim of this paper is to extend the classical envelope theorem from scalar to vector differential programming. The obtained result allows us to measure the quantitative behaviour of a certain set of optimal values (not necessarily a singleton) characterized to become minimum when the objective function is composed with a positive function, according to changes of any of the parameters which appear in the constraints. We show that the sensitivity of the program depends on a Lagrange multiplier and its sensitivity.

Integer Linear Programming for Sequence Problems: A general approach to reduce the problem size

Sequence problems belong to the most challenging interdisciplinary topics of the actuality. They are ubiquitous in science and daily life and occur, for example, in form of DNA sequences encoding all information of an organism, as a text (natural or formal) or in form of a computer program. Therefore, sequence problems occur in many variations in computational biology (drug development), coding theory, data compression, quantitative and computational linguistics (e.g. machine translation). In recent years appeared some proposals to formulate sequence problems like the closest string problem (CSP) and the farthest string problem (FSP) as an Integer Linear Programming Problem (ILPP). In the present talk we present a general novel approach to reduce the size of the ILPP by grouping isomorphous columns of the string matrix together. The approach is of practical use, since the solution of sequence problems is very time consuming, in particular when the sequences are long.

Development of new scenario decomposition techniques for linear and nonlinear stochastic programming

Une approche classique pour traiter les problèmes d’optimisation avec incertitude à deux- et multi-étapes est d’utiliser l’analyse par scénario. Pour ce faire, l’incertitude de certaines données du problème est modélisée par vecteurs aléatoires avec des supports finis spécifiques aux étapes. Chacune de ces réalisations représente un scénario. En utilisant des scénarios, il est possible d’étudier des versions plus simples (sous-problèmes) du problème original. Comme technique de décomposition par scénario, l’algorithme de recouvrement progressif est une des méthodes les plus populaires pour résoudre les problèmes de programmation stochastique multi-étapes. Malgré la décomposition complète par scénario, l’efficacité de la méthode du recouvrement progressif est très sensible à certains aspects pratiques, tels que le choix du paramètre de pénalisation et la manipulation du terme quadratique dans la fonction objectif du lagrangien augmenté. Pour le choix du paramètre de pénalisation, nous examinons quelques-unes des méthodes populaires, et nous proposons une nouvelle stratégie adaptive qui vise à mieux suivre le processus de l’algorithme. Des expériences numériques sur des exemples de problèmes stochastiques linéaires multi-étapes suggèrent que la plupart des techniques existantes peuvent présenter une convergence prématurée à une solution sous-optimale ou converger vers la solution optimale, mais avec un taux très lent. En revanche, la nouvelle stratégie paraît robuste et efficace. Elle a convergé vers l’optimalité dans toutes nos expériences et a été la plus rapide dans la plupart des cas. Pour la question de la manipulation du terme quadratique, nous faisons une revue des techniques existantes et nous proposons l’idée de remplacer le terme quadratique par un terme linéaire. Bien que qu’il nous reste encore à tester notre méthode, nous avons l’intuition qu’elle réduira certaines difficultés numériques et théoriques de la méthode de recouvrement progressif.

Game Design & Programming: progettazione e sviluppo di un videogioco 3D con Unity

Questa Tesi prende in esame tutte le fasi che portano alla realizzazione di un generico videogioco applicandole per creare, dal principio, un gioco 3D con Unity. Se ne analizzerà l'ideazione, la progettazione degli ambienti ma anche degli algoritmi implementati, la produzione e quindi la scrittura del codice per poi terminare con i test effettuati.

Nonlinear combining and compression in multicore fibers

We demonstrate numerically light-pulse combining and pulse compression using wave-collapse (self-focusing) energy-localization dynamics in a continuous-discrete nonlinear system, as implemented in a multicore fiber (MCF) using one-dimensional (1D) and 2D core distribution designs. Large-scale numerical simulations were performed to determine the conditions of the most efficient coherent combining and compression of pulses injected into the considered MCFs. We demonstrate the possibility of combining in a single core 90% of the total energy of pulses initially injected into all cores of a 7-core MCF with a hexagonal lattice. A pulse compression factor of about 720 can be obtained with a 19-core ring MCF.