Arquitectura de supercomputación en la nube para la resolución de problemas de optimización combinatoria

La tesis está focalizada en la resolución de problemas de optimización combinatoria, haciendo uso de las opciones tecnológicas actuales que ofrecen las tecnologías de la información y las comunicaciones, y la investigación operativa. Los problemas de optimización combinatoria se resuelven en general mediante programación lineal y metaheurísticas. La aplicación de las técnicas de resolución de los problemas de optimización combinatoria requiere de una elevada carga computacional, y los algoritmos deben diseñarse, por un lado pensando en la efectividad para encontrar buenas soluciones del problema, y por otro lado, pensando en un uso adecuado de los recursos informáticos disponibles. La programación lineal y las metaheurísticas son técnicas de resolución genéricas, que se pueden aplicar a diferentes problemas, partiendo de una base común que se particulariza para cada problema concreto. En el campo del desarrollo de software, los frameworks cumplen esa función de comenzar un proyecto con el trabajo general ya disponible, con la opción de cambiar o extender ese comportamiento base o genérico, para construir el sistema concreto, lo que permite reducir el tiempo de desarrollo, y amplía las posibilidades de éxito del proyecto. En esta tesis se han desarrollado dos frameworks de desarrollo. El framework ILP permite modelar y resolver problemas de programación lineal, de forma independiente al software de resolución de programación lineal que se utilice. El framework LME permite resolver problemas de optimización combinatoria mediante metaheurísticas. Tradicionalmente, las aplicaciones de resolución de problemas de optimización combinatoria son aplicaciones de escritorio que permiten gestionar toda la información de entrada del problema y resuelven el problema en local, con los recursos hardware disponibles. Recientemente ha aparecido un nuevo paradigma de despliegue y uso de aplicaciones que permite compartir recursos informáticos especializados por Internet. Esta nueva forma de uso de recursos informáticos es la computación en la nube, que presenta el modelo de software como servicio (SaaS). En esta tesis se ha construido una plataforma SaaS, para la resolución de problemas de optimización combinatoria, que se despliega sobre arquitecturas compuestas por procesadores multi-núcleo y tarjetas gráficas, y dispone de algoritmos de resolución basados en frameworks de programación lineal y metaheurísticas. Toda la infraestructura es independiente del problema de optimización combinatoria a resolver, y se han desarrollado tres problemas que están totalmente integrados en la plataforma SaaS. Estos problemas se han seleccionado por su importancia práctica. Uno de los problemas tratados en la tesis, es el problema de rutas de vehículos (VRP), que consiste en calcular las rutas de menor coste de una flota de vehículos, que reparte mercancías a todos los clientes. Se ha partido de la versión más clásica del problema y se han hecho estudios en dos direcciones. Por un lado se ha cuantificado el aumento en la velocidad de ejecución de la resolución del problema en tarjetas gráficas. Por otro lado, se ha estudiado el impacto en la velocidad de ejecución y en la calidad de soluciones, en la resolución por la metaheurística de colonias de hormigas (ACO), cuando se introduce la programación lineal para optimizar las rutas individuales de cada vehículo. Este problema se ha desarrollado con los frameworks ILP y LME, y está disponible en la plataforma SaaS. Otro de los problemas tratados en la tesis, es el problema de asignación de flotas (FAP), que consiste en crear las rutas de menor coste para la flota de vehículos de una empresa de transporte de viajeros. Se ha definido un nuevo modelo de problema, que engloba características de problemas presentados en la literatura, y añade nuevas características, lo que permite modelar los requerimientos de las empresas de transporte de viajeros actuales. Este nuevo modelo resuelve de forma integrada el problema de definir los horarios de los trayectos, el problema de asignación del tipo de vehículo, y el problema de crear las rotaciones de los vehículos. Se ha creado un modelo de programación lineal para el problema, y se ha resuelto por programación lineal y por colonias de hormigas (ACO). Este problema se ha desarrollado con los frameworks ILP y LME, y está disponible en la plataforma SaaS. El último problema tratado en la tesis es el problema de planificación táctica de personal (TWFP), que consiste en definir la configuración de una plantilla de trabajadores de menor coste, para cubrir una demanda de carga de trabajo variable. Se ha definido un modelo de problema muy flexible en la definición de contratos, que permite el uso del modelo en diversos sectores productivos. Se ha definido un modelo matemático de programación lineal para representar el problema. Se han definido una serie de casos de uso, que muestran la versatilidad del modelo de problema, y permiten simular el proceso de toma de decisiones de la configuración de una plantilla de trabajadores, cuantificando económicamente cada decisión que se toma. Este problema se ha desarrollado con el framework ILP, y está disponible en la plataforma SaaS. ABSTRACT The thesis is focused on solving combinatorial optimization problems, using current technology options offered by information technology and communications, and operations research. Combinatorial optimization problems are solved in general by linear programming and metaheuristics. The application of these techniques for solving combinatorial optimization problems requires a high computational load, and algorithms are designed, on the one hand thinking to find good solutions to the problem, and on the other hand, thinking about proper use of the available computing resources. Linear programming and metaheuristic are generic resolution techniques, which can be applied to different problems, beginning with a common base that is particularized for each specific problem. In the field of software development, frameworks fulfill this function that allows you to start a project with the overall work already available, with the option to change or extend the behavior or generic basis, to build the concrete system, thus reducing the time development, and expanding the possibilities of success of the project. In this thesis, two development frameworks have been designed and developed. The ILP framework allows to modeling and solving linear programming problems, regardless of the linear programming solver used. The LME framework is designed for solving combinatorial optimization problems using metaheuristics. Traditionally, applications for solving combinatorial optimization problems are desktop applications that allow the user to manage all the information input of the problem and solve the problem locally, using the available hardware resources. Recently, a new deployment paradigm has appeared, that lets to share hardware and software resources by the Internet. This new use of computer resources is cloud computing, which presents the model of software as a service (SaaS). In this thesis, a SaaS platform has been built for solving combinatorial optimization problems, which is deployed on architectures, composed of multi-core processors and graphics cards, and has algorithms based on metaheuristics and linear programming frameworks. The SaaS infrastructure is independent of the combinatorial optimization problem to solve, and three problems are fully integrated into the SaaS platform. These problems have been selected for their practical importance. One of the problems discussed in the thesis, is the vehicle routing problem (VRP), which goal is to calculate the least cost of a fleet of vehicles, which distributes goods to all customers. The VRP has been studied in two directions. On one hand, it has been quantified the increase in execution speed when the problem is solved on graphics cards. On the other hand, it has been studied the impact on execution speed and quality of solutions, when the problem is solved by ant colony optimization (ACO) metaheuristic, and linear programming is introduced to optimize the individual routes of each vehicle. This problem has been developed with the ILP and LME frameworks, and is available in the SaaS platform. Another problem addressed in the thesis, is the fleet assignment problem (FAP), which goal is to create lower cost routes for a fleet of a passenger transport company. It has been defined a new model of problem, which includes features of problems presented in the literature, and adds new features, allowing modeling the business requirements of today's transport companies. This new integrated model solves the problem of defining the flights timetable, the problem of assigning the type of vehicle, and the problem of creating aircraft rotations. The problem has been solved by linear programming and ACO. This problem has been developed with the ILP and LME frameworks, and is available in the SaaS platform. The last problem discussed in the thesis is the tactical planning staff problem (TWFP), which is to define the staff of lower cost, to cover a given work load. It has been defined a very rich problem model in the definition of contracts, allowing the use of the model in various productive sectors. It has been defined a linear programming mathematical model to represent the problem. Some use cases has been defined, to show the versatility of the model problem, and to simulate the decision making process of setting up a staff, economically quantifying every decision that is made. This problem has been developed with the ILP framework, and is available in the SaaS platform.

Description and training of neural network dynamics

Attractor properties of a popular discrete-time neural network model are illustrated through numerical simulations. The most complex dynamics is found to occur within particular ranges of parameters controlling the symmetry and magnitude of the weight matrix. A small network model is observed to produce fixed points, limit cycles, mode-locking, the Ruelle-Takens route to chaos, and the period-doubling route to chaos. Training algorithms for tuning this dynamical behaviour are discussed. Training can be an easy or difficult task, depending whether the problem requires the use of temporal information distributed over long time intervals. Such problems require training algorithms which can handle hidden nodes. The most prominent of these algorithms, back propagation through time, solves the temporal credit assignment problem in a way which can work only if the relevant information is distributed locally in time. The Moving Targets algorithm works for the more general case, but is computationally intensive, and prone to local minima.

Optimal production planning for PCB assembly

It is indisputable that printed circuit boards (PCBs) play a vital role in our daily lives. With the ever-increasing applications of PCBs, one of the crucial ways to increase a PCB manufacturer’s competitiveness in terms of operation efficiency is to minimize the production time so that the products can be introduced to the market sooner. Optimal Production Planning for PCB Assembly is the first book to focus on the optimization of the PCB assembly lines’ efficiency. This is done by: • integrating the component sequencing and the feeder arrangement problems together for both the pick-and-place machine and the chip shooter machine; • constructing mathematical models and developing an efficient and effective heuristic solution approach for the integrated problems for both types of placement machines, the line assignment problem, and the component allocation problem; and • developing a prototype of the PCB assembly planning system. The techniques proposed in Optimal Production Planning for PCB Assembly will enable process planners in the electronics manufacturing industry to improve the assembly line’s efficiency in their companies. Graduate students in operations research can familiarise themselves with the techniques and the applications of mathematical modeling after reading this advanced introduction to optimal production planning for PCB assembly.

Petrographic image analysis and understanding

This study considers the application of image analysis in petrography and investigates the possibilities for advancing existing techniques by introducing feature extraction and analysis capabilities of a higher level than those currently employed. The aim is to construct relevant, useful descriptions of crystal form and inter-crystal relations in polycrystalline igneous rock sections. Such descriptions cannot be derived until the `ownership' of boundaries between adjacent crystals has been established: this is the fundamental problem of crystal boundary assignment. An analysis of this problem establishes key image features which reveal boundary ownership; a set of explicit analysis rules is presented. A petrographic image analysis scheme based on these principles is outlined and the implementation of key components of the scheme considered. An algorithm for the extraction and symbolic representation of image structural information is developed. A new multiscale analysis algorithm which produces a hierarchical description of the linear and near-linear structure on a contour is presented in detail. Novel techniques for symmetry analysis are developed. The analyses considered contribute both to the solution of the boundary assignment problem and to the construction of geologically useful descriptions of crystal form. The analysis scheme which is developed employs grouping principles such as collinearity, parallelism, symmetry and continuity, so providing a link between this study and more general work in perceptual grouping and intermediate level computer vision. Consequently, the techniques developed in this study may be expected to find wider application beyond the petrographic domain.

Method of Finding Hamilton Routes in Transport Network

This article discusses a solution method for Hamilton Problem, which either finds the task's solution, or indicates that the task is unsolvable. Offered method has significantly smaller requirements for computing resources than known algorithms.

Nonlinear Waves: An Introduction

This book deals with equations of mathematical physics as the different modifications of the KdV equation, the Camassa-Holm type equations, several modifications of Burger's equation, the Hunter-Saxton equation, conservation laws equations and others. The equations originate from physics but are proposed here for their investigation via purely mathematical methods in the frames of university courses. More precisely, we propose classification theorems for the traveling wave solutions for a sufficiently large class of third order nonlinear PDE when the corresponding profiles develop different kind of singularities (cusps, peaks), existence and uniqueness results, etc. The orbital stability of the periodic solutions of traveling type for mKdV equations are also studied. Of great interest too is the interaction of peakon type solutions of the Camassa-Holm equation and the solvability of the classical and generalized Cauchy problem for the Hunter-Saxton equation. The Riemann problem for special systems of conservation laws and the corresponding -shocks are also considered. As it concerns numerical methods we apply the CNN approach. The book is addressed to a broader audience including graduate students, Ph.D. students, mathematicians, physicist, engineers and specialists in the domain of PDE.

GRASP and statistical bounds for heuristic solutions to combinatorial problems

The quality of a heuristic solution to a NP-hard combinatorial problem is hard to assess. A few studies have advocated and tested statistical bounds as a method for assessment. These studies indicate that statistical bounds are superior to the more widely known and used deterministic bounds. However, the previous studies have been limited to a few metaheuristics and combinatorial problems and, hence, the general performance of statistical bounds in combinatorial optimization remains an open question. This work complements the existing literature on statistical bounds by testing them on the metaheuristic Greedy Randomized Adaptive Search Procedures (GRASP) and four combinatorial problems. Our findings confirm previous results that statistical bounds are reliable for the p-median problem, while we note that they also seem reliable for the set covering problem. For the quadratic assignment problem, the statistical bounds has previously been found reliable when obtained from the Genetic algorithm whereas in this work they found less reliable. Finally, we provide statistical bounds to four 2-path network design problem instances for which the optimum is currently unknown.

Energy Cooperation in Energy Harvesting Communication Systems

In energy harvesting communications, users transmit messages using energy harvested from nature. In such systems, transmission policies of the users need to be carefully designed according to the energy arrival profiles. When the energy management policies are optimized, the resulting performance of the system depends only on the energy arrival profiles. In this dissertation, we introduce and analyze the notion of energy cooperation in energy harvesting communications where users can share a portion of their harvested energy with the other users via wireless energy transfer. This energy cooperation enables us to control and optimize the energy arrivals at users to the extent possible. In the classical setting of cooperation, users help each other in the transmission of their data by exploiting the broadcast nature of wireless communications and the resulting overheard information. In contrast to the usual notion of cooperation, which is at the signal level, energy cooperation we introduce here is at the battery energy level. In a multi-user setting, energy may be abundant in one user in which case the loss incurred by transferring it to another user may be less than the gain it yields for the other user. It is this cooperation that we explore in this dissertation for several multi-user scenarios, where energy can be transferred from one user to another through a separate wireless energy transfer unit. We first consider the offline optimal energy management problem for several basic multi-user network structures with energy harvesting transmitters and one-way wireless energy transfer. In energy harvesting transmitters, energy arrivals in time impose energy causality constraints on the transmission policies of the users. In the presence of wireless energy transfer, energy causality constraints take a new form: energy can flow in time from the past to the future for each user, and from one user to the other at each time. This requires a careful joint management of energy flow in two separate dimensions, and different management policies are required depending on how users share the common wireless medium and interact over it. In this context, we analyze several basic multi-user energy harvesting network structures with wireless energy transfer. To capture the main trade-offs and insights that arise due to wireless energy transfer, we focus our attention on simple two- and three-user communication systems, such as the relay channel, multiple access channel and the two-way channel. Next, we focus on the delay minimization problem for networks. We consider a general network topology of energy harvesting and energy cooperating nodes. Each node harvests energy from nature and all nodes may share a portion of their harvested energies with neighboring nodes through energy cooperation. We consider the joint data routing and capacity assignment problem for this setting under fixed data and energy routing topologies. We determine the joint routing of energy and data in a general multi-user scenario with data and energy transfer. Next, we consider the cooperative energy harvesting diamond channel, where the source and two relays harvest energy from nature and the physical layer is modeled as a concatenation of a broadcast and a multiple access channel. Since the broadcast channel is degraded, one of the relays has the message of the other relay. Therefore, the multiple access channel is an extended multiple access channel with common data. We determine the optimum power and rate allocation policies of the users in order to maximize the end-to-end throughput of this system. Finally, we consider the two-user cooperative multiple access channel with energy harvesting users. The users cooperate at the physical layer (data cooperation) by establishing common messages through overheard signals and then cooperatively sending them. For this channel model, we investigate the effect of intermittent data arrivals to the users. We find the optimal offline transmit power and rate allocation policy that maximize the departure region. When the users can further cooperate at the battery level (energy cooperation), we find the jointly optimal offline transmit power and rate allocation policy together with the energy transfer policy that maximize the departure region.

A Reinforcement Learning Agent for Distributed Task Allocation

Al giorno d'oggi il reinforcement learning ha dimostrato di essere davvero molto efficace nel machine learning in svariati campi, come ad esempio i giochi, il riconoscimento vocale e molti altri. Perciò, abbiamo deciso di applicare il reinforcement learning ai problemi di allocazione, in quanto sono un campo di ricerca non ancora studiato con questa tecnica e perchè questi problemi racchiudono nella loro formulazione un vasto insieme di sotto-problemi con simili caratteristiche, per cui una soluzione per uno di essi si estende ad ognuno di questi sotto-problemi. In questo progetto abbiamo realizzato un applicativo chiamato Service Broker, il quale, attraverso il reinforcement learning, apprende come distribuire l'esecuzione di tasks su dei lavoratori asincroni e distribuiti. L'analogia è quella di un cloud data center, il quale possiede delle risorse interne - possibilmente distribuite nella server farm -, riceve dei tasks dai suoi clienti e li esegue su queste risorse. L'obiettivo dell'applicativo, e quindi del data center, è quello di allocare questi tasks in maniera da minimizzare il costo di esecuzione. Inoltre, al fine di testare gli agenti del reinforcement learning sviluppati è stato creato un environment, un simulatore, che permettesse di concentrarsi nello sviluppo dei componenti necessari agli agenti, invece che doversi anche occupare di eventuali aspetti implementativi necessari in un vero data center, come ad esempio la comunicazione con i vari nodi e i tempi di latenza di quest'ultima. I risultati ottenuti hanno dunque confermato la teoria studiata, riuscendo a ottenere prestazioni migliori di alcuni dei metodi classici per il task allocation.

Generalized Extraction of Real-Time Parameters for Homogeneous Synchronous Dataflow Graphs

23rd Euromicro International Conference on Parallel, Distributed, and Network-Based Processing (PDP 2015). 4 to 6, Mar, 2015. Turku, Finland.

A numerical algorithm for finding solutions of a generalized Nash equilibrium problem

A family of nonempty closed convex sets is built by using the data of the Generalized Nash equilibrium problem (GNEP). The sets are selected iteratively such that the intersection of the selected sets contains solutions of the GNEP. The algorithm introduced by Iusem-Sosa (2003) is adapted to obtain solutions of the GNEP. Finally some numerical experiments are given to illustrate the numerical behavior of the algorithm.

Generalized three-sided assignment markets: consistency and the core

A class of three-sided markets (and games) is considered, where value is generated by pairs or triplets of agents belonging to different sectors, as well as by individuals. For these markets we analyze the situation that arises when some agents leave the market with some payoff To this end, we introduce the derived market (and game) and relate it to the Davis and Maschler (1965) reduced game. Consistency with respect to the derived market, together with singleness best and individual anti-monotonicity axiomatically characterize the core for these generalized three-sided assignment markets. These markets may have an empty core, but we define a balanced subclass, where the worth of each triplet is defined as the addition of the worths of the pairs it contains. Keywords: Multi-sided assignment market, Consistency, Core, Nucleolus. JEL Classification: C71, C78

On the generalized obnoxious center problem: antimedian subsets

The set of vertices that maximize (minimize) the remoteness is the antimedian (median) set of the profile. It is proved that for an arbitrary graph G and S V (G) it can be decided in polynomial time whether S is the antimedian set of some profile. Graphs in which every antimedian set is connected are also considered.

The full infinite dimensional moment problem on semi-algebraic sets of generalized functions

We consider a generic basic semi-algebraic subset S of the space of generalized functions, that is a set given by (not necessarily countably many) polynomial constraints. We derive necessary and sufficient conditions for an infinite sequence of generalized functions to be realizable on S, namely to be the moment sequence of a finite measure concentrated on S. Our approach combines the classical results about the moment problem on nuclear spaces with the techniques recently developed to treat the moment problem on basic semi-algebraic sets of Rd. In this way, we determine realizability conditions that can be more easily verified than the well-known Haviland type conditions. Our result completely characterizes the support of the realizing measure in terms of its moments. As concrete examples of semi-algebraic sets of generalized functions, we consider the set of all Radon measures and the set of all the measures having bounded Radon–Nikodym density w.r.t. the Lebesgue measure.

Simple heuristics for the assembly line worker assignment and balancing problem

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)