Efficient linear programming algorithm for the transmission network expansion planning problem

The transmission network planning problem is a non-linear integer mixed programming problem (NLIMP). Most of the algorithms used to solve this problem use a linear programming subroutine (LP) to solve LP problems resulting from planning algorithms. Sometimes the resolution of these LPs represents a major computational effort. The particularity of these LPs in the optimal solution is that only some inequality constraints are binding. This task transforms the LP into an equivalent problem with only one equality constraint (the power flow equation) and many inequality constraints, and uses a dual simplex algorithm and a relaxation strategy to solve the LPs. The optimisation process is started with only one equality constraint and, in each step, the most unfeasible constraint is added. The logic used is similar to a proposal for electric systems operation planning. The results show a higher performance of the algorithm when compared to primal simplex methods.

On the solution of mathematical programming problems with equilibrium constraints

Mathematical programming problems with equilibrium constraints (MPEC) are nonlinear programming problems where the constraints have a form that is analogous to first-order optimality conditions of constrained optimization. We prove that, under reasonable sufficient conditions, stationary points of the sum of squares of the constraints are feasible points of the MPEC. In usual formulations of MPEC all the feasible points are nonregular in the sense that they do not satisfy the Mangasarian-Fromovitz constraint qualification of nonlinear programming. Therefore, all the feasible points satisfy the classical Fritz-John necessary optimality conditions. In principle, this can cause serious difficulties for nonlinear programming algorithms applied to MPEC. However, we show that most feasible points do not satisfy a recently introduced stronger optimality condition for nonlinear programming. This is the reason why, in general, nonlinear programming algorithms are successful when applied to MPEC.

Dynamic programming approach for road centerline extraction from digital images

This paper presents a dynamic programming approach for semi-automated road extraction from medium-and high-resolution images. This method is a modified version of a pre-existing dynamic programming method for road extraction from low-resolution images. The basic assumption of this pre-existing method is that roads manifest as lines in low-resolution images (pixel footprint> 2 m) and as such can be modeled and extracted as linear features. On the other hand, roads manifest as ribbon features in medium- and high-resolution images (pixel footprint ≤ 2 m) and, as a result, the focus of road extraction becomes the road centerlines. The original method can not accurately extract road centerlines from medium- and high- resolution images. In view of this, we propose a modification of the merit function of the original approach, which is carried out by a constraint function embedding road edge properties. Experimental results demonstrated the modified algorithm's potential in extracting road centerlines from medium- and high-resolution images.

Optimal reactive power dispatch using stochastic chance-constrained programming

Deterministic Optimal Reactive Power Dispatch problem has been extensively studied, such that the demand power and the availability of shunt reactive power compensators are known and fixed. Give this background, a two-stage stochastic optimization model is first formulated under the presumption that the load demand can be modeled as specified random parameters. A second stochastic chance-constrained model is presented considering uncertainty on the demand and the equivalent availability of shunt reactive power compensators. Simulations on six-bus and 30-bus test systems are used to illustrate the validity and essential features of the proposed models. This simulations shows that the proposed models can prevent to the power system operator about of the deficit of reactive power in the power system and suggest that shunt reactive sourses must be dispatched against the unavailability of any reactive source. © 2012 IEEE.

A relaxed constant positive linear dependence constraint qualification and applications

In this work we introduce a relaxed version of the constant positive linear dependence constraint qualification (CPLD) that we call RCPLD. This development is inspired by a recent generalization of the constant rank constraint qualification by Minchenko and Stakhovski that was called RCRCQ. We show that RCPLD is enough to ensure the convergence of an augmented Lagrangian algorithm and that it asserts the validity of an error bound. We also provide proofs and counter-examples that show the relations of RCRCQ and RCPLD with other known constraint qualifications. In particular, RCPLD is strictly weaker than CPLD and RCRCQ, while still stronger than Abadie's constraint qualification. We also verify that the second order necessary optimality condition holds under RCRCQ.

TWO NEW WEAK CONSTRAINT QUALIFICATIONS AND APPLICATIONS

We present two new constraint qualifications (CQs) that are weaker than the recently introduced relaxed constant positive linear dependence (RCPLD) CQ. RCPLD is based on the assumption that many subsets of the gradients of the active constraints preserve positive linear dependence locally. A major open question was to identify the exact set of gradients whose properties had to be preserved locally and that would still work as a CQ. This is done in the first new CQ, which we call the constant rank of the subspace component (CRSC) CQ. This new CQ also preserves many of the good properties of RCPLD, such as local stability and the validity of an error bound. We also introduce an even weaker CQ, called the constant positive generator (CPG), which can replace RCPLD in the analysis of the global convergence of algorithms. We close this work by extending convergence results of algorithms belonging to all the main classes of nonlinear optimization methods: sequential quadratic programming, augmented Lagrangians, interior point algorithms, and inexact restoration.

Constraint handling rules. Compositional semantics and program transformation

This thesis intends to investigate two aspects of Constraint Handling Rules (CHR). It proposes a compositional semantics and a technique for program transformation. CHR is a concurrent committed-choice constraint logic programming language consisting of guarded rules, which transform multi-sets of atomic formulas (constraints) into simpler ones until exhaustion [Frü06] and it belongs to the declarative languages family. It was initially designed for writing constraint solvers but it has recently also proven to be a general purpose language, being as it is Turing equivalent [SSD05a]. Compositionality is the first CHR aspect to be considered. A trace based compositional semantics for CHR was previously defined in [DGM05]. The reference operational semantics for such a compositional model was the original operational semantics for CHR which, due to the propagation rule, admits trivial non-termination. In this thesis we extend the work of [DGM05] by introducing a more refined trace based compositional semantics which also includes the history. The use of history is a well-known technique in CHR which permits us to trace the application of propagation rules and consequently it permits trivial non-termination avoidance [Abd97, DSGdlBH04]. Naturally, the reference operational semantics, of our new compositional one, uses history to avoid trivial non-termination too. Program transformation is the second CHR aspect to be considered, with particular regard to the unfolding technique. Said technique is an appealing approach which allows us to optimize a given program and in more detail to improve run-time efficiency or spaceconsumption. Essentially it consists of a sequence of syntactic program manipulations which preserve a kind of semantic equivalence called qualified answer [Frü98], between the original program and the transformed ones. The unfolding technique is one of the basic operations which is used by most program transformation systems. It consists in the replacement of a procedure-call by its definition. In CHR every conjunction of constraints can be considered as a procedure-call, every CHR rule can be considered as a procedure and the body of said rule represents the definition of the call. While there is a large body of literature on transformation and unfolding of sequential programs, very few papers have addressed this issue for concurrent languages. We define an unfolding rule, show its correctness and discuss some conditions in which it can be used to delete an unfolded rule while preserving the meaning of the original program. Finally, confluence and termination maintenance between the original and transformed programs are shown. This thesis is organized in the following manner. Chapter 1 gives some general notion about CHR. Section 1.1 outlines the history of programming languages with particular attention to CHR and related languages. Then, Section 1.2 introduces CHR using examples. Section 1.3 gives some preliminaries which will be used during the thesis. Subsequentely, Section 1.4 introduces the syntax and the operational and declarative semantics for the first CHR language proposed. Finally, the methodologies to solve the problem of trivial non-termination related to propagation rules are discussed in Section 1.5. Chapter 2 introduces a compositional semantics for CHR where the propagation rules are considered. In particular, Section 2.1 contains the definition of the semantics. Hence, Section 2.2 presents the compositionality results. Afterwards Section 2.3 expounds upon the correctness results. Chapter 3 presents a particular program transformation known as unfolding. This transformation needs a particular syntax called annotated which is introduced in Section 3.1 and its related modified operational semantics !0t is presented in Section 3.2. Subsequently, Section 3.3 defines the unfolding rule and prove its correctness. Then, in Section 3.4 the problems related to the replacement of a rule by its unfolded version are discussed and this in turn gives a correctness condition which holds for a specific class of rules. Section 3.5 proves that confluence and termination are preserved by the program modifications introduced. Finally, Chapter 4 concludes by discussing related works and directions for future work.

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.

Incremental analysis of constraint logic programs

Global analyzers traditionally read and analyze the entire program at once, in a nonincremental way. However, there are many situations which are not well suited to this simple model and which instead require reanalysis of certain parts of a program which has already been analyzed. In these cases, it appears inecient to perform the analysis of the program again from scratch, as needs to be done with current systems. We describe how the xed-point algorithms used in current generic analysis engines for (constraint) logic programming languages can be extended to support incremental analysis. The possible changes to a program are classied into three types: addition, deletion, and arbitrary change. For each one of these, we provide one or more algorithms for identifying the parts of the analysis that must be recomputed and for performing the actual recomputation. The potential benets and drawbacks of these algorithms are discussed. Finally, we present some experimental results obtained with an implementation of the algorithms in the PLAI generic abstract interpretation framework. The results show signicant benets when using the proposed incremental analysis algorithms.

Global analysis of constraint logic programs

This article presents and illustrates a practical approach to the dataow analysis of constraint logic programming languages using abstract interpretation. It is rst argued that from the framework point of view it suces to propose relatively simple extensions of traditional analysis methods which have already been proved useful and practical and for exist. This is shown by proposing a simple extension of Bruynooghes traditional framework which allows it to analyze constraint logic programs. Then and using this generalized framework two abstract domains and their required abstract functions are presented the rst abstract domain approximates deniteness information and the second one freeness. Finally an approach for cobining those domains is proposed The two domains and their combination have been implemented and used in the analysis of CLP and Prolog III applications. Results from this implementation showing its performance and accuracy are also presented

CLP Projection for Constraint Handling Rules

This paper introduces and studies the notion of CLP projection for Constraint Handling Rules (CHR). The CLP projection consists of a naive translation of CHR programs into Constraint Logic Programs (CLP). We show that the CLP projection provides a safe operational and declarative approximation for CHR programs. We demónstrate moreover that a confluent CHR program has a least model, which is precisely equal to the least model of its CLP projection (closing henee a ten year-old conjecture by Abdenader et al.). Finally, we illustrate how the notion of CLP projection can be used in practice to apply CLP analyzers to CHR. In particular, we show results from applying AProVE to prove termination, and CiaoPP to infer both complexity upper bounds and types for CHR programs.

Interfacing prolog and VRML and its application to constraint visualization

A number of data description languages initially designed as standards for trie WWW are currently being used to implement user interfaces to programs. This is done independently of whether such programs are executed in the same or a different host as trie one running the user interface itself. The advantage of this approach is that it provides a portable, standardized, and easy to use solution for the application programmer, and a familiar behavior for the user, typically well versed in the use of WWW browsers. Among the proposed standard description languages, VRML is a aimed at representing three dimensional scenes including hyperlink capabilities. VRML is already used as an import/export format in many 3-D packages and tools, and has been shown effective in displaying complex objects and scenarios. We propose and describe a Prolog library which allows parsing and checking VRML code, transforming it, and writing it out as VRML again. The library converts such code to an internal representation based on first order terms which can then be arbitrarily manipulated. We also present as an example application the use of this library to implement a novel 3-D visualization for examining and understanding certain aspects of the behavior of CLP(FD) programs.

Using attributed variables in the implementation of concurrent and parallel logic programming systems

Incorporating the possibility of attaching attributes to variables in a logic programming system has been shown to allow the addition of general constraint solving capabilities to it. This approach is very attractive in that by adding a few primitives any logic programming system can be turned into a generic constraint logic programming system in which constraint solving can be user deñned, and at source level - an extreme example of the "glass box" approach. In this paper we propose a different and novel use for the concept of attributed variables: developing a generic parallel/concurrent (constraint) logic programming system, using the same "glass box" flavor. We argüe that a system which implements attributed variables and a few additional primitives can be easily customized at source level to implement many of the languages and execution models of parallelism and concurrency currently proposed, in both shared memory and distributed systems. We illustrate this through examples and report on an implementation of our ideas.

Independence in constraint logic programs

Studying independence of literals, variables, and substitutions has proven very useful in the context of logic programming (LP). Here we study independence in the broader context of constraint logic programming (CLP). We show that a naive extrapolation of the LP definitions of independence to CLP is unsatisfactory (in fact, wrong) for two reasons. First, because interaction between variables through constraints is more complex than in the case of logic programming. Second, in order to ensure the efUciency of several optimizations not only must independence of the search space be considered, but also an orthogonal issue - "independence of constraint solving." We clarify these issues by proposing various types of search independence and constraint solver independence, and show how they can be combined to allow different independence-related optimizations, from parallelism to intelligent backtracking. Sufficient conditions for independence which can be evaluated "a-priori" at run-time are also proposed. Our results suggest that independence, provided a suitable definition is chosen, is even more useful in CLP than in LP.

Abstract verification and debugging of constraint logic programs

The technique of Abstract Interpretation [13] has allowed the development of sophisticated program analyses which are provably correct and practical. The semantic approximations produced by such analyses have been traditionally applied to optimization during program compilation. However, recently, novel and promising applications of semantic approximations have been proposed in the more general context of program verification and debugging [3],[10],[7].