A modified Primal-Dual Logarithmic-Barrier Method for solving the Optimal Power Flow problem with discrete and continuous control variables

The aim of solving the Optimal Power Flow problem is to determine the optimal state of an electric power transmission system, that is, the voltage magnitude and phase angles and the tap ratios of the transformers that optimize the performance of a given system, while satisfying its physical and operating constraints. The Optimal Power Flow problem is modeled as a large-scale mixed-discrete nonlinear programming problem. This paper proposes a method for handling the discrete variables of the Optimal Power Flow problem. A penalty function is presented. Due to the inclusion of the penalty function into the objective function, a sequence of nonlinear programming problems with only continuous variables is obtained and the solutions of these problems converge to a solution of the mixed problem. The obtained nonlinear programming problems are solved by a Primal-Dual Logarithmic-Barrier Method. Numerical tests using the IEEE 14, 30, 118 and 300-Bus test systems indicate that the method is efficient. (C) 2012 Elsevier B.V. All rights reserved.

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.

Application-oriented Mixed Integer Non-Linear Programming

In the most recent years there is a renovate interest for Mixed Integer Non-Linear Programming (MINLP) problems. This can be explained for different reasons: (i) the performance of solvers handling non-linear constraints was largely improved; (ii) the awareness that most of the applications from the real-world can be modeled as an MINLP problem; (iii) the challenging nature of this very general class of problems. It is well-known that MINLP problems are NP-hard because they are the generalization of MILP problems, which are NP-hard themselves. However, MINLPs are, in general, also hard to solve in practice. We address to non-convex MINLPs, i.e. having non-convex continuous relaxations: the presence of non-convexities in the model makes these problems usually even harder to solve. The aim of this Ph.D. thesis is to give a flavor of different possible approaches that one can study to attack MINLP problems with non-convexities, with a special attention to real-world problems. In Part 1 of the thesis we introduce the problem and present three special cases of general MINLPs and the most common methods used to solve them. These techniques play a fundamental role in the resolution of general MINLP problems. Then we describe algorithms addressing general MINLPs. Parts 2 and 3 contain the main contributions of the Ph.D. thesis. In particular, in Part 2 four different methods aimed at solving different classes of MINLP problems are presented. Part 3 of the thesis is devoted to real-world applications: two different problems and approaches to MINLPs are presented, namely Scheduling and Unit Commitment for Hydro-Plants and Water Network Design problems. The results show that each of these different methods has advantages and disadvantages. Thus, typically the method to be adopted to solve a real-world problem should be tailored on the characteristics, structure and size of the problem. Part 4 of the thesis consists of a brief review on tools commonly used for general MINLP problems, constituted an integral part of the development of this Ph.D. thesis (especially the use and development of open-source software). We present the main characteristics of solvers for each special case of MINLP.

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.

Establishing glycaemic control with continuous subcutaneous insulin infusion in children and adolescents with type 1 diabetes: experience of the PedPump Study in 17 countries

AIMS/HYPOTHESIS: To assess the use of paediatric continuous subcutaneous infusion (CSII) under real-life conditions by analysing data recorded for up to 90 days and relating them to outcome. METHODS: Pump programming data from patients aged 0-18 years treated with CSII in 30 centres from 16 European countries and Israel were recorded during routine clinical visits. HbA(1c) was measured centrally. RESULTS: A total of 1,041 patients (age: 11.8 +/- 4.2 years; diabetes duration: 6.0 +/- 3.6 years; average CSII duration: 2.0 +/- 1.3 years; HbA(1c): 8.0 +/- 1.3% [means +/- SD]) participated. Glycaemic control was better in preschool (n = 142; 7.5 +/- 0.9%) and pre-adolescent (6-11 years, n = 321; 7.7 +/- 1.0%) children than in adolescent patients (12-18 years, n = 578; 8.3 +/- 1.4%). There was a significant negative correlation between HbA(1c) and daily bolus number, but not between HbA(1c) and total daily insulin dose. The use of <6.7 daily boluses was a significant predictor of an HbA(1c) level >7.5%. The incidence of severe hypoglycaemia and ketoacidosis was 6.63 and 6.26 events per 100 patient-years, respectively. CONCLUSIONS/INTERPRETATION: This large paediatric survey of CSII shows that glycaemic targets can be frequently achieved, particularly in young children, and the incidence of acute complications is low. Adequate substitution of basal and prandial insulin is associated with a better HbA(1c).

A continuous-time MILP model for short-term scheduling of make-and-pack production processes

In process industries, make-and-pack production is used to produce food and beverages, chemicals, and metal products, among others. This type of production process allows the fabrication of a wide range of products in relatively small amounts using the same equipment. In this article, we consider a real-world production process (cf. Honkomp et al. 2000. The curse of reality – why process scheduling optimization problems are diffcult in practice. Computers & Chemical Engineering, 24, 323–328.) comprising sequence-dependent changeover times, multipurpose storage units with limited capacities, quarantine times, batch splitting, partial equipment connectivity, and transfer times. The planning problem consists of computing a production schedule such that a given demand of packed products is fulfilled, all technological constraints are satisfied, and the production makespan is minimised. None of the models in the literature covers all of the technological constraints that occur in such make-and-pack production processes. To close this gap, we develop an efficient mixed-integer linear programming model that is based on a continuous time domain and general-precedence variables. We propose novel types of symmetry-breaking constraints and a preprocessing procedure to improve the model performance. In an experimental analysis, we show that small- and moderate-sized instances can be solved to optimality within short CPU times.

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].

Programming with global analysis

Global data-flow analysis of (constraint) logic programs, which is generally based on abstract interpretation [7], is reaching a comparatively high level of maturity. A natural question is whether it is time for its routine incorporation in standard compilers, something which, beyond a few experimental systems, has not happened to date. Such incorporation arguably makes good sense only if: • the range of applications of global analysis is large enough to justify the additional complication in the compiler, and • global analysis technology can deal with all the features of "practical" languages (e.g., the ISO-Prolog built-ins) and "scales up" for large programs. We present a tutorial overview of a number of concepts and techniques directly related to the issues above, with special emphasis on the first one. In particular, we concéntrate on novel uses of global analysis during program development and debugging, rather than on the more traditional application área of program optimization. The idea of using abstract interpretation for validation and diagnosis has been studied in the context of imperative programming [2] and also of logic programming. The latter work includes issues such as using approximations to reduce the burden posed on programmers by declarative debuggers [6, 3] and automatically generating and checking assertions [4, 5] (which includes the more traditional type checking of strongly typed languages, such as Gódel or Mercury [1, 8, 9]) We also review some solutions for scalability including modular analysis, incremental analysis, and widening. Finally, we discuss solutions for dealing with meta-predicates, side-effects, delay declarations, constraints, dynamic predicates, and other such features which may appear in practical languages. In the discussion we will draw both from the literature and from our experience and that of others in the development and use of the CIAO system analyzer. In order to emphasize the practical aspects of the solutions discussed, the presentation of several concepts will be illustrated by examples run on the CIAO system, which makes extensive use of global analysis and assertions.