A Lagrangian bound for many-to-many assignment problems

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

A combinatorial approach for transmission expansion & reactive power planning

A metaheuristic technique for solving the short-term transmission network expansion and reactive power planning problems, at the same time, in regulated power systems using the AC model is presented. The problem is solved using a real genetic algorithm (RGA). For each topology proposed by RGA an indicator is employed to identify the weak buses for new reactive power sources allocation. The fitness function is calculated using the cost of each configuration as well as constraints deviation of an AC optimal power flow (OPF) in which the minimum reactive generation of new reactive sources and the active power losses are objectives. With allocation of reactive power sources at load buses, the circuit capacity increases and the cost of installation could be decreased. The method is tested in a well known test system, presenting good results when compared with other approaches. © 2011 IEEE.

Structural analysis of combinatorial optimization problem characteristics and their resolution using hybrid approaches

Many combinatorial problems coming from the real world may not have a clear and well defined structure, typically being dirtied by side constraints, or being composed of two or more sub-problems, usually not disjoint. Such problems are not suitable to be solved with pure approaches based on a single programming paradigm, because a paradigm that can effectively face a problem characteristic may behave inefficiently when facing other characteristics. In these cases, modelling the problem using different programming techniques, trying to ”take the best” from each technique, can produce solvers that largely dominate pure approaches. We demonstrate the effectiveness of hybridization and we discuss about different hybridization techniques by analyzing two classes of problems with particular structures, exploiting Constraint Programming and Integer Linear Programming solving tools and Algorithm Portfolios and Logic Based Benders Decomposition as integration and hybridization frameworks.

Formulations and Algorithms for Routing Problems

Combinatorial Optimization is a branch of optimization that deals with the problems where the set of feasible solutions is discrete. Routing problem is a well studied branch of Combinatorial Optimization that concerns the process of deciding the best way of visiting the nodes (customers) in a network. Routing problems appear in many real world applications including: Transportation, Telephone or Electronic data Networks. During the years, many solution procedures have been introduced for the solution of different Routing problems. Some of them are based on exact approaches to solve the problems to optimality and some others are based on heuristic or metaheuristic search to find optimal or near optimal solutions. There is also a less studied method, which combines both heuristic and exact approaches to face different problems including those in the Combinatorial Optimization area. The aim of this dissertation is to develop some solution procedures based on the combination of heuristic and Integer Linear Programming (ILP) techniques for some important problems in Routing Optimization. In this approach, given an initial feasible solution to be possibly improved, the method follows a destruct-and-repair paradigm, where the given solution is randomly destroyed (i.e., customers are removed in a random way) and repaired by solving an ILP model, in an attempt to find a new improved solution.

Hybrid Methods for Resource Allocation and Scheduling Problems in Deterministic and Stochastic Environments

This work presents exact, hybrid algorithms for mixed resource Allocation and Scheduling problems; in general terms, those consist into assigning over time finite capacity resources to a set of precedence connected activities. The proposed methods have broad applicability, but are mainly motivated by applications in the field of Embedded System Design. In particular, high-performance embedded computing recently witnessed the shift from single CPU platforms with application-specific accelerators to programmable Multi Processor Systems-on-Chip (MPSoCs). Those allow higher flexibility, real time performance and low energy consumption, but the programmer must be able to effectively exploit the platform parallelism. This raises interest in the development of algorithmic techniques to be embedded in CAD tools; in particular, given a specific application and platform, the objective if to perform optimal allocation of hardware resources and to compute an execution schedule. On this regard, since embedded systems tend to run the same set of applications for their entire lifetime, off-line, exact optimization approaches are particularly appealing. Quite surprisingly, the use of exact algorithms has not been well investigated so far; this is in part motivated by the complexity of integrated allocation and scheduling, setting tough challenges for ``pure'' combinatorial methods. The use of hybrid CP/OR approaches presents the opportunity to exploit mutual advantages of different methods, while compensating for their weaknesses. In this work, we consider in first instance an Allocation and Scheduling problem over the Cell BE processor by Sony, IBM and Toshiba; we propose three different solution methods, leveraging decomposition, cut generation and heuristic guided search. Next, we face Allocation and Scheduling of so-called Conditional Task Graphs, explicitly accounting for branches with outcome not known at design time; we extend the CP scheduling framework to effectively deal with the introduced stochastic elements. Finally, we address Allocation and Scheduling with uncertain, bounded execution times, via conflict based tree search; we introduce a simple and flexible time model to take into account duration variability and provide an efficient conflict detection method. The proposed approaches achieve good results on practical size problem, thus demonstrating the use of exact approaches for system design is feasible. Furthermore, the developed techniques bring significant contributions to combinatorial optimization methods.

An evolutionary approach to the design of experiments for combinatorial optimization with an application to enzyme engineering

In a large number of problems the high dimensionality of the search space, the vast number of variables and the economical constrains limit the ability of classical techniques to reach the optimum of a function, known or unknown. In this thesis we investigate the possibility to combine approaches from advanced statistics and optimization algorithms in such a way to better explore the combinatorial search space and to increase the performance of the approaches. To this purpose we propose two methods: (i) Model Based Ant Colony Design and (ii) Naïve Bayes Ant Colony Optimization. We test the performance of the two proposed solutions on a simulation study and we apply the novel techniques on an appplication in the field of Enzyme Engineering and Design.

Many-core Algorithms for Combinatorial Optimization

Combinatorial Optimization is becoming ever more crucial, in these days. From natural sciences to economics, passing through urban centers administration and personnel management, methodologies and algorithms with a strong theoretical background and a consolidated real-word effectiveness is more and more requested, in order to find, quickly, good solutions to complex strategical problems. Resource optimization is, nowadays, a fundamental ground for building the basements of successful projects. From the theoretical point of view, Combinatorial Optimization rests on stable and strong foundations, that allow researchers to face ever more challenging problems. However, from the application point of view, it seems that the rate of theoretical developments cannot cope with that enjoyed by modern hardware technologies, especially with reference to the one of processors industry. In this work we propose new parallel algorithms, designed for exploiting the new parallel architectures available on the market. We found that, exposing the inherent parallelism of some resolution techniques (like Dynamic Programming), the computational benefits are remarkable, lowering the execution times by more than an order of magnitude, and allowing to address instances with dimensions not possible before. We approached four Combinatorial Optimization’s notable problems: Packing Problem, Vehicle Routing Problem, Single Source Shortest Path Problem and a Network Design problem. For each of these problems we propose a collection of effective parallel solution algorithms, either for solving the full problem (Guillotine Cuts and SSSPP) or for enhancing a fundamental part of the solution method (VRP and ND). We endorse our claim by presenting computational results for all problems, either on standard benchmarks from the literature or, when possible, on data from real-world applications, where speed-ups of one order of magnitude are usually attained, not uncommonly scaling up to 40 X factors.

Automatic design of Ant Colony Optimization for permutation problems

In this study, we present a framework based on ant colony optimization (ACO) for tackling combinatorial problems. ACO algorithms have been applied to many diferent problems, focusing on algorithmic variants that obtain high-quality solutions. Usually, the implementations are re-done for various problem even if they maintain the same details of the ACO algorithm. However, our goal is to generate a sustainable framework for applications on permutation problems. We concentrate on understanding the behavior of pheromone trails and specific methods that can be combined. Eventually, we will propose an automatic offline configuration tool to build an efective algorithm. ---RESUMEN---En este trabajo vamos a presentar un framework basado en la familia de algoritmos ant colony optimization (ACO), los cuales están dise~nados para enfrentarse a problemas combinacionales. Los algoritmos ACO han sido aplicados a diversos problemas, centrándose los investigadores en diversas variantes que obtienen buenas soluciones. Normalmente, las implementaciones se tienen que rehacer, inclusos si se mantienen los mismos detalles para los algoritmos ACO. Sin embargo, nuestro objetivo es generar un framework sostenible para aplicaciones sobre problemas de permutaciones. Nos centraremos en comprender el comportamiento de la sendas de feromonas y ciertos métodos con los que pueden ser combinados. Finalmente, propondremos una herramienta para la configuraron automática offline para construir algoritmos eficientes.

Molecular computation: RNA solutions to chess problems

We have expanded the field of “DNA computers” to RNA and present a general approach for the solution of satisfiability problems. As an example, we consider a variant of the “Knight problem,” which asks generally what configurations of knights can one place on an n × n chess board such that no knight is attacking any other knight on the board. Using specific ribonuclease digestion to manipulate strands of a 10-bit binary RNA library, we developed a molecular algorithm and applied it to a 3 × 3 chessboard as a 9-bit instance of this problem. Here, the nine spaces on the board correspond to nine “bits” or placeholders in a combinatorial RNA library. We recovered a set of “winning” molecules that describe solutions to this problem.

The exact sample complexity of PAC-learning problems with unit VC dimension

The Vapnik-Chervonenkis (VC) dimension is a combinatorial measure of a certain class of machine learning problems, which may be used to obtain upper and lower bounds on the number of training examples needed to learn to prescribed levels of accuracy. Most of the known bounds apply to the Probably Approximately Correct (PAC) framework, which is the framework within which we work in this paper. For a learning problem with some known VC dimension, much is known about the order of growth of the sample-size requirement of the problem, as a function of the PAC parameters. The exact value of sample-size requirement is however less well-known, and depends heavily on the particular learning algorithm being used. This is a major obstacle to the practical application of the VC dimension. Hence it is important to know exactly how the sample-size requirement depends on VC dimension, and with that in mind, we describe a general algorithm for learning problems having VC dimension 1. Its sample-size requirement is minimal (as a function of the PAC parameters), and turns out to be the same for all non-trivial learning problems having VC dimension 1. While the method used cannot be naively generalised to higher VC dimension, it suggests that optimal algorithm-dependent bounds may improve substantially on current upper bounds.

Multi-stage scheduling problems with precedence constraints

Abstract not available

On the extension complexity of combinatorial polytopes

In this paper we extend recent results of Fiorini et al. on the extension complexity of the cut polytope and related polyhedra. We first describe a lifting argument to show exponential extension complexity for a number of NP-complete problems including subset-sum and three dimensional matching. We then obtain a relationship between the extension complexity of the cut polytope of a graph and that of its graph minors. Using this we are able to show exponential extension complexity for the cut polytope of a large number of graphs, including those used in quantum information and suspensions of cubic planar graphs.

Models and algorithms for real-world optimization problems

This thesis deals with efficient solution of optimization problems of practical interest. The first part of the thesis deals with bin packing problems. The bin packing problem (BPP) is one of the oldest and most fundamental combinatorial optimiza- tion problems. The bin packing problem and its generalizations arise often in real-world ap- plications, from manufacturing industry, logistics and transportation of goods, and scheduling. After an introductory chapter, I will present two applications of two of the most natural extensions of the bin packing: Chapter 2 will be dedicated to an application of bin packing in two dimension to a problem of scheduling a set of computational tasks on a computer cluster, while Chapter 3 deals with the generalization of BPP in three dimensions that arise frequently in logistic and transportation, often com- plemented with additional constraints on the placement of items and characteristics of the solution, like, for example, guarantees on the stability of the items, to avoid potential damage to the transported goods, on the distribution of the total weight of the bins, and on compatibility with loading and unloading operations. The second part of the thesis, and in particular Chapter 4 considers the Trans- mission Expansion Problem (TEP), where an electrical transmission grid must be expanded so as to satisfy future energy demand at the minimum cost, while main- taining some guarantees of robustness to potential line failures. These problems are gaining importance in a world where a shift towards renewable energy can impose a significant geographical reallocation of generation capacities, resulting in the ne- cessity of expanding current power transmission grids.

Impact Of Pharmacist Interventions On Drug-related Problems And Laboratory Markers In Outpatients With Human Immunodeficiency Virus Infection.

Substantial complexity has been introduced into treatment regimens for patients with human immunodeficiency virus (HIV) infection. Many drug-related problems (DRPs) are detected in these patients, such as low adherence, therapeutic inefficacy, and safety issues. We evaluated the impact of pharmacist interventions on CD4+ T-lymphocyte count, HIV viral load, and DRPs in patients with HIV infection. In this 18-month prospective controlled study, 90 outpatients were selected by convenience sampling from the Hospital Dia-University of Campinas Teaching Hospital (Brazil). Forty-five patients comprised the pharmacist intervention group and 45 the control group; all patients had HIV infection with or without acquired immunodeficiency syndrome. Pharmaceutical appointments were conducted based on the Pharmacotherapy Workup method, although DRPs and pharmacist intervention classifications were modified for applicability to institutional service limitations and research requirements. Pharmacist interventions were performed immediately after detection of DRPs. The main outcome measures were DRPs, CD4+ T-lymphocyte count, and HIV viral load. After pharmacist intervention, DRPs decreased from 5.2 (95% confidence interval [CI] =4.1-6.2) to 4.2 (95% CI =3.3-5.1) per patient (P=0.043). A total of 122 pharmacist interventions were proposed, with an average of 2.7 interventions per patient. All the pharmacist interventions were accepted by physicians, and among patients, the interventions were well accepted during the appointments, but compliance with the interventions was not measured. A statistically significant increase in CD4+ T-lymphocyte count in the intervention group was found (260.7 cells/mm(3) [95% CI =175.8-345.6] to 312.0 cells/mm(3) [95% CI =23.5-40.6], P=0.015), which was not observed in the control group. There was no statistical difference between the groups regarding HIV viral load. This study suggests that pharmacist interventions in patients with HIV infection can cause an increase in CD4+ T-lymphocyte counts and a decrease in DRPs, demonstrating the importance of an optimal pharmaceutical care plan.

Biased Random-key Genetic Algorithms For The Winner Determination Problem In Combinatorial Auctions.

Abstract In this paper, we address the problem of picking a subset of bids in a general combinatorial auction so as to maximize the overall profit using the first-price model. This winner determination problem assumes that a single bidding round is held to determine both the winners and prices to be paid. We introduce six variants of biased random-key genetic algorithms for this problem. Three of them use a novel initialization technique that makes use of solutions of intermediate linear programming relaxations of an exact mixed integer-linear programming model as initial chromosomes of the population. An experimental evaluation compares the effectiveness of the proposed algorithms with the standard mixed linear integer programming formulation, a specialized exact algorithm, and the best-performing heuristics proposed for this problem. The proposed algorithms are competitive and offer strong results, mainly for large-scale auctions.