Hybrid constraint programming and metaheuristic methods for large scale optimization problems

This work presents hybrid Constraint Programming (CP) and metaheuristic methods for the solution of Large Scale Optimization Problems; it aims at integrating concepts and mechanisms from the metaheuristic methods to a CP-based tree search environment in order to exploit the advantages of both approaches. The modeling and solution of large scale combinatorial optimization problem is a topic which has arisen the interest of many researcherers in the Operations Research field; combinatorial optimization problems are widely spread in everyday life and the need of solving difficult problems is more and more urgent. Metaheuristic techniques have been developed in the last decades to effectively handle the approximate solution of combinatorial optimization problems; we will examine metaheuristics in detail, focusing on the common aspects of different techniques. Each metaheuristic approach possesses its own peculiarities in designing and guiding the solution process; our work aims at recognizing components which can be extracted from metaheuristic methods and re-used in different contexts. In particular we focus on the possibility of porting metaheuristic elements to constraint programming based environments, as constraint programming is able to deal with feasibility issues of optimization problems in a very effective manner. Moreover, CP offers a general paradigm which allows to easily model any type of problem and solve it with a problem-independent framework, differently from local search and metaheuristic methods which are highly problem specific. In this work we describe the implementation of the Local Branching framework, originally developed for Mixed Integer Programming, in a CP-based environment. Constraint programming specific features are used to ease the search process, still mantaining an absolute generality of the approach. We also propose a search strategy called Sliced Neighborhood Search, SNS, that iteratively explores slices of large neighborhoods of an incumbent solution by performing CP-based tree search and encloses concepts from metaheuristic techniques. SNS can be used as a stand alone search strategy, but it can alternatively be embedded in existing strategies as intensification and diversification mechanism. In particular we show its integration within the CP-based local branching. We provide an extensive experimental evaluation of the proposed approaches on instances of the Asymmetric Traveling Salesman Problem and of the Asymmetric Traveling Salesman Problem with Time Windows. The proposed approaches achieve good results on practical size problem, thus demonstrating the benefit of integrating metaheuristic concepts in CP-based frameworks.

Fiber beam-columns models with flexure-shear interaction for nonlinear analysis of reinforced concrete structures

The aim of this study was to develop a model capable to capture the different contributions which characterize the nonlinear behaviour of reinforced concrete structures. In particular, especially for non slender structures, the contribution to the nonlinear deformation due to bending may be not sufficient to determine the structural response. Two different models characterized by a fibre beam-column element are here proposed. These models can reproduce the flexure-shear interaction in the nonlinear range, with the purpose to improve the analysis in shear-critical structures. The first element discussed is based on flexibility formulation which is associated with the Modified Compression Field Theory as material constitutive law. The other model described in this thesis is based on a three-field variational formulation which is associated with a 3D generalized plastic-damage model as constitutive relationship. The first model proposed in this thesis was developed trying to combine a fibre beamcolumn element based on the flexibility formulation with the MCFT theory as constitutive relationship. The flexibility formulation, in fact, seems to be particularly effective for analysis in the nonlinear field. Just the coupling between the fibre element to model the structure and the shear panel to model the individual fibres allows to describe the nonlinear response associated to flexure and shear, and especially their interaction in the nonlinear field. The model was implemented in an original matlab® computer code, for describing the response of generic structures. The simulations carried out allowed to verify the field of working of the model. Comparisons with available experimental results related to reinforced concrete shears wall were performed in order to validate the model. These results are characterized by the peculiarity of distinguishing the different contributions due to flexure and shear separately. The presented simulations were carried out, in particular, for monotonic loading. The model was tested also through numerical comparisons with other computer programs. Finally it was applied for performing a numerical study on the influence of the nonlinear shear response for non slender reinforced concrete (RC) members. Another approach to the problem has been studied during a period of research at the University of California Berkeley. The beam formulation follows the assumptions of the Timoshenko shear beam theory for the displacement field, and uses a three-field variational formulation in the derivation of the element response. A generalized plasticity model is implemented for structural steel and a 3D plastic-damage model is used for the simulation of concrete. The transverse normal stress is used to satisfy the transverse equilibrium equations of at each control section, this criterion is also used for the condensation of degrees of freedom from the 3D constitutive material to a beam element. In this thesis is presented the beam formulation and the constitutive relationships, different analysis and comparisons are still carrying out between the two model presented.

Nonlinear Observers for Sensorless Control of Permanent Magnet Synchronous Motors

In this thesis, the industrial application of control a Permanent Magnet Synchronous Motor in a sensorless configuration has been faced, and in particular the task of estimating the unknown “parameters” necessary for the application of standard motor control algorithms. In literature several techniques have been proposed to cope with this task, among them the technique based on model-based nonlinear observer has been followed. The hypothesis of neglecting the mechanical dynamics from the motor model has been applied due to practical and physical considerations, therefore only the electromagnetic dynamics has been used for the observers design. First observer proposed is based on stator currents and Stator Flux dynamics described in a generic rotating reference frame. Stator flux dynamics are known apart their initial conditions which are estimated, with speed that is also unknown, through the use of the Adaptive Theory. The second observer proposed is based on stator currents and Rotor Flux dynamics described in a self-aligning reference frame. Rotor flux dynamics are described in the stationary reference frame exploiting polar coordinates instead of classical Cartesian coordinates, by means the estimation of amplitude and speed of the rotor flux. The stability proof is derived in a Singular Perturbation Framework, which allows for the use the current estimation errors as a measure of rotor flux estimation errors. The stability properties has been derived using a specific theory for systems with time scale separation, which guarantees a semi-global practical stability. For the two observer ideal simulations and real simulations have been performed to prove the effectiveness of the observers proposed, real simulations on which the effects of the Inverter nonlinearities have been introduced, showing the already known problems of the model-based observers for low speed applications.

Model reduction techniques in flexible multibody dynamics with application to engine cranktrain simulation

The development of a multibody model of a motorbike engine cranktrain is presented in this work, with an emphasis on flexible component model reduction. A modelling methodology based upon the adoption of non-ideal joints at interface locations, and the inclusion of component flexibility, is developed: both are necessary tasks if one wants to capture dynamic effects which arise in lightweight, high-speed applications. With regard to the first topic, both a ball bearing model and a journal bearing model are implemented, in order to properly capture the dynamic effects of the main connections in the system: angular contact ball bearings are modelled according to a five-DOF nonlinear scheme in order to grasp the crankshaft main bearings behaviour, while an impedance-based hydrodynamic bearing model is implemented providing an enhanced operation prediction at the conrod big end locations. Concerning the second matter, flexible models of the crankshaft and the connecting rod are produced. The well-established Craig-Bampton reduction technique is adopted as a general framework to obtain reduced model representations which are suitable for the subsequent multibody analyses. A particular component mode selection procedure is implemented, based on the concept of Effective Interface Mass, allowing an assessment of the accuracy of the reduced models prior to the nonlinear simulation phase. In addition, a procedure to alleviate the effects of modal truncation, based on the Modal Truncation Augmentation approach, is developed. In order to assess the performances of the proposed modal reduction schemes, numerical tests are performed onto the crankshaft and the conrod models in both frequency and modal domains. A multibody model of the cranktrain is eventually assembled and simulated using a commercial software. Numerical results are presented, demonstrating the effectiveness of the implemented flexible model reduction techniques. The advantages over the conventional frequency-based truncation approach are discussed.

Robust Nonlinear Output Regulation by Identification Tools

The present thesis focuses on the problem of robust output regulation for minimum phase nonlinear systems by means of identification techniques. Given a controlled plant and an exosystem (an autonomous system that generates eventual references or disturbances), the control goal is to design a proper regulator able to process the only measure available, i.e the error/output variable, in order to make it asymptotically vanishing. In this context, such a regulator can be designed following the well known “internal model principle” that states how it is possible to achieve the regulation objective by embedding a replica of the exosystem model in the controller structure. The main problem shows up when the exosystem model is affected by parametric or structural uncertainties, in this case, it is not possible to reproduce the exact behavior of the exogenous system in the regulator and then, it is not possible to achieve the control goal. In this work, the idea is to find a solution to the problem trying to develop a general framework in which coexist both a standard regulator and an estimator able to guarantee (when possible) the best estimate of all uncertainties present in the exosystem in order to give “robustness” to the overall control loop.

Stochastic local volatility model for fx markets

Questa tesi verte sullo studio di un modello a volatilità stocastica e locale, utilizzato per valutare opzioni esotiche nei mercati dei cambio. La difficoltà nell'implementare un modello di tal tipo risiede nella calibrazione della leverage surface e uno degli scopi principali di questo lavoro è quello di mostrarne la procedura.

Analysis and numerical solution of the Peterlin viscoelastic model

Liquids and gasses form a vital part of nature. Many of these are complex fluids with non-Newtonian behaviour. We introduce a mathematical model describing the unsteady motion of an incompressible polymeric fluid. Each polymer molecule is treated as two beads connected by a spring. For the nonlinear spring force it is not possible to obtain a closed system of equations, unless we approximate the force law. The Peterlin approximation replaces the length of the spring by the length of the average spring. Consequently, the macroscopic dumbbell-based model for dilute polymer solutions is obtained. The model consists of the conservation of mass and momentum and time evolution of the symmetric positive definite conformation tensor, where the diffusive effects are taken into account. In two space dimensions we prove global in time existence of weak solutions. Assuming more regular data we show higher regularity and consequently uniqueness of the weak solution. For the Oseen-type Peterlin model we propose a linear pressure-stabilized characteristics finite element scheme. We derive the corresponding error estimates and we prove, for linear finite elements, the optimal first order accuracy. Theoretical error of the pressure-stabilized characteristic finite element scheme is confirmed by a series of numerical experiments.

Regularization methods for the solution of a nonlinear least-squares problem in tomography

In this work we study a polyenergetic and multimaterial model for the breast image reconstruction in Digital Tomosynthesis, taking into consideration the variety of the materials forming the object and the polyenergetic nature of the X-rays beam. The modelling of the problem leads to the resolution of a high-dimensional nonlinear least-squares problem that, due to its nature of inverse ill-posed problem, needs some kind of regularization. We test two main classes of methods: the Levenberg-Marquardt method (together with the Conjugate Gradient method for the computation of the descent direction) and two limited-memory BFGS-like methods (L-BFGS). We perform some experiments for different values of the regularization parameter (constant or varying at each iteration), tolerances and stop conditions. Finally, we analyse the performance of the several methods comparing relative errors, iterations number, times and the qualities of the reconstructed images.

Uniform approach to linear and nonlinear interrelation patterns in multivariate time series

Currently, a variety of linear and nonlinear measures is in use to investigate spatiotemporal interrelation patterns of multivariate time series. Whereas the former are by definition insensitive to nonlinear effects, the latter detect both nonlinear and linear interrelation. In the present contribution we employ a uniform surrogate-based approach, which is capable of disentangling interrelations that significantly exceed random effects and interrelations that significantly exceed linear correlation. The bivariate version of the proposed framework is explored using a simple model allowing for separate tuning of coupling and nonlinearity of interrelation. To demonstrate applicability of the approach to multivariate real-world time series we investigate resting state functional magnetic resonance imaging (rsfMRI) data of two healthy subjects as well as intracranial electroencephalograms (iEEG) of two epilepsy patients with focal onset seizures. The main findings are that for our rsfMRI data interrelations can be described by linear cross-correlation. Rejection of the null hypothesis of linear iEEG interrelation occurs predominantly for epileptogenic tissue as well as during epileptic seizures.

[Pulmonary hypertension and lung edema at high altitude. Role of endothelial dysfunction and fetal programming]

High altitude constitutes an exciting natural laboratory for medical research. While initially, the aim of high-altitude research was to understand the adaptation of the organism to hypoxia and find treatments for altitude-related diseases, over the past decade or so, the scope of this research has broadened considerably. Two important observations led to the foundation for the broadening of the scientific scope of high-altitude research. First, high-altitude pulmonary edema (HAPE) represents a unique model which allows studying fundamental mechanisms of pulmonary hypertension and lung edema in humans. Secondly, the ambient hypoxia associated with high-altitude exposure facilitates the detection of pulmonary and systemic vascular dysfunction at an early stage. Here, we review studies that, by capitalizing on these observations, have led to the description of novel mechanisms underpinning lung edema and pulmonary hypertension and to the first direct demonstration of fetal programming of vascular dysfunction in humans.

Advantages and Applications of Transforming Empirical Model Input Space with Dimensional Models

Model-based calibration of steady-state engine operation is commonly performed with highly parameterized empirical models that are accurate but not very robust, particularly when predicting highly nonlinear responses such as diesel smoke emissions. To address this problem, and to boost the accuracy of more robust non-parametric methods to the same level, GT-Power was used to transform the empirical model input space into multiple input spaces that simplified the input-output relationship and improved the accuracy and robustness of smoke predictions made by three commonly used empirical modeling methods: Multivariate Regression, Neural Networks and the k-Nearest Neighbor method. The availability of multiple input spaces allowed the development of two committee techniques: a 'Simple Committee' technique that used averaged predictions from a set of 10 pre-selected input spaces chosen by the training data and the "Minimum Variance Committee" technique where the input spaces for each prediction were chosen on the basis of disagreement between the three modeling methods. This latter technique equalized the performance of the three modeling methods. The successively increasing improvements resulting from the use of a single best transformed input space (Best Combination Technique), Simple Committee Technique and Minimum Variance Committee Technique were verified with hypothesis testing. The transformed input spaces were also shown to improve outlier detection and to improve k-Nearest Neighbor performance when predicting dynamic emissions with steady-state training data. An unexpected finding was that the benefits of input space transformation were unaffected by changes in the hardware or the calibration of the underlying GT-Power model.

The Choice of Expedient Regulatory Controls on Housing Market Using Short-Term Equilibria Model

Khutoretsky dealt with the problem of maximising a linear utility function (MUF) over the set of short-term equilibria in a housing market by reducing it to a linear programming problem, and suggested a combinatorial algorithm for this problem. Two approaches to the market adjustment were considered: the funding of housing construction and the granting of housing allowances. In both cases, locally optimal regulatory measures can be developed using the corresponding dual prices. The optimal effects (with the regulation expenditures restricted by an amount K) can be found using specialised models based on MUF: a model M1 for choice of the optimum structure of investment in housing construction, and a model M2 for optimum distribution of housing allowances. The linear integer optimisation problems corresponding to these models are initially difficult but can be solved after slight modifications of the parameters. In particular, the necessary modification of K does not exceed the maximum construction cost of one dwelling (for M1) or the maximum size of one housing allowance (for M2). The result is particularly useful since slight modification of K is not essential in practice.

Mechanisms of intrinsic beating variability in cardiac cell cultures and model pacemaker networks

Heart rate variability (HRV) exhibits fluctuations characterized by a power law behavior of its power spectrum. The interpretation of this nonlinear HRV behavior, resulting from interactions between extracardiac regulatory mechanisms, could be clinically useful. However, the involvement of intrinsic variations of pacemaker rate in HRV has scarcely been investigated. We examined beating variability in spontaneously active incubating cultures of neonatal rat ventricular myocytes using microelectrode arrays. In networks of mathematical model pacemaker cells, we evaluated the variability induced by the stochastic gating of transmembrane currents and of calcium release channels and by the dynamic turnover of ion channels. In the cultures, spontaneous activity originated from a mobile focus. Both the beat-to-beat movement of the focus and beat rate variability exhibited a power law behavior. In the model networks, stochastic fluctuations in transmembrane currents and stochastic gating of calcium release channels did not reproduce the spatiotemporal patterns observed in vitro. In contrast, long-term correlations produced by the turnover of ion channels induced variability patterns with a power law behavior similar to those observed experimentally. Therefore, phenomena leading to long-term correlated variations in pacemaker cellular function may, in conjunction with extracardiac regulatory mechanisms, contribute to the nonlinear characteristics of HRV.

Analysis of nonlinear gain-induced effects on short-pulse amplification in doped fibers by use of an extended power equation

Optical pulse amplification in doped fibers is studied using an extended power transport equation for the coupled pulse spectral components. This equation includes the effects of gain saturation, gain dispersion, fiber dispersion, fiber nonlinearity, and amplified spontaneous emission. The new model is employed to study nonlinear gain-induced effects on the spectrotemporal characteristics of amplified subpicosecond pulses, in both the anomalous and the normal dispersion regimes.

Discrete element methods for asphalt concrete : development and application of user-defined microstructural models and a viscoelastic micromechanical model

As an important Civil Engineering material, asphalt concrete (AC) is commonly used to build road surfaces, airports, and parking lots. With traditional laboratory tests and theoretical equations, it is a challenge to fully understand such a random composite material. Based on the discrete element method (DEM), this research seeks to develop and implement computer models as research approaches for improving understandings of AC microstructure-based mechanics. In this research, three categories of approaches were developed or employed to simulate microstructures of AC materials, namely the randomly-generated models, the idealized models, and image-based models. The image-based models were recommended for accurately predicting AC performance, while the other models were recommended as research tools to obtain deep insight into the AC microstructure-based mechanics. A viscoelastic micromechanical model was developed to capture viscoelastic interactions within the AC microstructure. Four types of constitutive models were built to address the four categories of interactions within an AC specimen. Each of the constitutive models consists of three parts which represent three different interaction behaviors: a stiffness model (force-displace relation), a bonding model (shear and tensile strengths), and a slip model (frictional property). Three techniques were developed to reduce the computational time for AC viscoelastic simulations. It was found that the computational time was significantly reduced to days or hours from years or months for typical three-dimensional models. Dynamic modulus and creep stiffness tests were simulated and methodologies were developed to determine the viscoelastic parameters. It was found that the DE models could successfully predict dynamic modulus, phase angles, and creep stiffness in a wide range of frequencies, temperatures, and time spans. Mineral aggregate morphology characteristics (sphericity, orientation, and angularity) were studied to investigate their impacts on AC creep stiffness. It was found that aggregate characteristics significantly impact creep stiffness. Pavement responses and pavement-vehicle interactions were investigated by simulating pavement sections under a rolling wheel. It was found that wheel acceleration, steadily moving, and deceleration significantly impact contact forces. Additionally, summary and recommendations were provided in the last chapter and part of computer programming codes wree provided in the appendixes.