Mixed-integer nonlinear approach for the optimal scheduling of a head-dependent hydro chain

This paper is on the problem of short-term hydro scheduling (STHS), particularly concerning a head-dependent hydro chain We propose a novel mixed-integer nonlinear programming (MINLP) approach, considering hydroelectric power generation as a nonlinear function of water discharge and of the head. As a new contribution to eat her studies, we model the on-off behavior of the hydro plants using integer variables, in order to avoid water discharges at forbidden areas Thus, an enhanced STHS is provided due to the more realistic modeling presented in this paper Our approach has been applied successfully to solve a test case based on one of the Portuguese cascaded hydro systems with a negligible computational time requirement.

Optimisation des horaires des agents et du routage des appels dans les centres d’appels

Nous étudions la gestion de centres d'appels multi-compétences, ayant plusieurs types d'appels et groupes d'agents. Un centre d'appels est un système de files d'attente très complexe, où il faut généralement utiliser un simulateur pour évaluer ses performances. Tout d'abord, nous développons un simulateur de centres d'appels basé sur la simulation d'une chaîne de Markov en temps continu (CMTC), qui est plus rapide que la simulation conventionnelle par événements discrets. À l'aide d'une méthode d'uniformisation de la CMTC, le simulateur simule la chaîne de Markov en temps discret imbriquée de la CMTC. Nous proposons des stratégies pour utiliser efficacement ce simulateur dans l'optimisation de l'affectation des agents. En particulier, nous étudions l'utilisation des variables aléatoires communes. Deuxièmement, nous optimisons les horaires des agents sur plusieurs périodes en proposant un algorithme basé sur des coupes de sous-gradients et la simulation. Ce problème est généralement trop grand pour être optimisé par la programmation en nombres entiers. Alors, nous relaxons l'intégralité des variables et nous proposons des méthodes pour arrondir les solutions. Nous présentons une recherche locale pour améliorer la solution finale. Ensuite, nous étudions l'optimisation du routage des appels aux agents. Nous proposons une nouvelle politique de routage basé sur des poids, les temps d'attente des appels, et les temps d'inoccupation des agents ou le nombre d'agents libres. Nous développons un algorithme génétique modifié pour optimiser les paramètres de routage. Au lieu d'effectuer des mutations ou des croisements, cet algorithme optimise les paramètres des lois de probabilité qui génèrent la population de solutions. Par la suite, nous développons un algorithme d'affectation des agents basé sur l'agrégation, la théorie des files d'attente et la probabilité de délai. Cet algorithme heuristique est rapide, car il n'emploie pas la simulation. La contrainte sur le niveau de service est convertie en une contrainte sur la probabilité de délai. Par après, nous proposons une variante d'un modèle de CMTC basé sur le temps d'attente du client à la tête de la file. Et finalement, nous présentons une extension d'un algorithme de coupe pour l'optimisation stochastique avec recours de l'affectation des agents dans un centre d'appels multi-compétences.

The multiple team formation problem using sociometry

The Team Formation problem (TFP) has become a well-known problem in the OR literature over the last few years. In this problem, the allocation of multiple individuals that match a required set of skills as a group must be chosen to maximise one or several social positive attributes. Speci�cally, the aim of the current research is two-fold. First, two new dimensions of the TFP are added by considering multiple projects and fractions of people's dedication. This new problem is named the Multiple Team Formation Problem (MTFP). Second, an optimization model consisting in a quadratic objective function, linear constraints and integer variables is proposed for the problem. The optimization model is solved by three algorithms: a Constraint Programming approach provided by a commercial solver, a Local Search heuristic and a Variable Neighbourhood Search metaheuristic. These three algorithms constitute the first attempt to solve the MTFP, being a variable neighbourhood local search metaheuristic the most effi�cient in almost all cases. Applications of this problem commonly appear in real-life situations, particularly with the current and ongoing development of social network analysis. Therefore, this work opens multiple paths for future research.

Domain reduction using GRASP construction phase for transmission expansion planning problem

This paper proposes a new strategy to reduce the combinatorial search space of a mixed integer linear programming (MILP) problem. The construction phase of greedy randomized adaptive search procedure (GRASP-CP) is employed to reduce the domain of the integer variables of the transportation model of the transmission expansion planning (TM-TEP) problem. This problem is a MILP and very difficult to solve specially for large scale systems. The branch and bound (BB) algorithm is used to solve the problem in both full and the reduced search space. The proposed method might be useful to reduce the search space of those kinds of MILP problems that a fast heuristic algorithm is available for finding local optimal solutions. The obtained results using some real test systems show the efficiency of the proposed method. © 2012 Springer-Verlag.

Planejamento de reativos em sistemas elétricos de potência multi-área através de modelos estocásticos

Pós-graduação em Engenharia Elétrica - FEIS

Reactive power planning under conditional-value-at-risk assessment using chance-constrained optimisation

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

SLBN: A Scalable Max-min Fair Algorithm for Rate-Based Explicit Congestion Control

The growth of the Internet has increased the need for scalable congestion control mechanisms in high speed networks. In this context, we propose a rate-based explicit congestion control mechanism with which the sources are provided with the rate at which they can transmit. These rates are computed with a distributed max-min fair algorithm, SLBN. The novelty of SLBN is that it combines two interesting features not simultaneously present in existing proposals: scalability and fast convergence to the max-min fair rates, even under high session churn. SLBN is scalable because routers only maintain a constant amount of state information (only three integer variables per link) and only incur a constant amount of computation per protocol packet, independently of the number of sessions that cross the router. Additionally, SLBN does not require processing any data packet, and it converges independently of sessions' RTT. Finally, by design, the protocol is conservative when assigning rates, even in the presence of high churn, which helps preventing link overshoots in transient periods. We claim that, with all these features, our mechanism is a good candidate to be used in real deployments.

Hybrid simulation-optimization based approach for the optimal design of single-product biotechnological processes

In this work, we present a systematic method for the optimal development of bioprocesses that relies on the combined use of simulation packages and optimization tools. One of the main advantages of our method is that it allows for the simultaneous optimization of all the individual components of a bioprocess, including the main upstream and downstream units. The design task is mathematically formulated as a mixed-integer dynamic optimization (MIDO) problem, which is solved by a decomposition method that iterates between primal and master sub-problems. The primal dynamic optimization problem optimizes the operating conditions, bioreactor kinetics and equipment sizes, whereas the master levels entails the solution of a tailored mixed-integer linear programming (MILP) model that decides on the values of the integer variables (i.e., number of equipments in parallel and topological decisions). The dynamic optimization primal sub-problems are solved via a sequential approach that integrates the process simulator SuperPro Designer® with an external NLP solver implemented in Matlab®. The capabilities of the proposed methodology are illustrated through its application to a typical fermentation process and to the production of the amino acid L-lysine.

An adaptive neighborhood search algorithm for optimizing stochastic mining complexes

Les métaheuristiques sont très utilisées dans le domaine de l'optimisation discrète. Elles permettent d’obtenir une solution de bonne qualité en un temps raisonnable, pour des problèmes qui sont de grande taille, complexes, et difficiles à résoudre. Souvent, les métaheuristiques ont beaucoup de paramètres que l’utilisateur doit ajuster manuellement pour un problème donné. L'objectif d'une métaheuristique adaptative est de permettre l'ajustement automatique de certains paramètres par la méthode, en se basant sur l’instance à résoudre. La métaheuristique adaptative, en utilisant les connaissances préalables dans la compréhension du problème, des notions de l'apprentissage machine et des domaines associés, crée une méthode plus générale et automatique pour résoudre des problèmes. L’optimisation globale des complexes miniers vise à établir les mouvements des matériaux dans les mines et les flux de traitement afin de maximiser la valeur économique du système. Souvent, en raison du grand nombre de variables entières dans le modèle, de la présence de contraintes complexes et de contraintes non-linéaires, il devient prohibitif de résoudre ces modèles en utilisant les optimiseurs disponibles dans l’industrie. Par conséquent, les métaheuristiques sont souvent utilisées pour l’optimisation de complexes miniers. Ce mémoire améliore un procédé de recuit simulé développé par Goodfellow & Dimitrakopoulos (2016) pour l’optimisation stochastique des complexes miniers stochastiques. La méthode développée par les auteurs nécessite beaucoup de paramètres pour fonctionner. Un de ceux-ci est de savoir comment la méthode de recuit simulé cherche dans le voisinage local de solutions. Ce mémoire implémente une méthode adaptative de recherche dans le voisinage pour améliorer la qualité d'une solution. Les résultats numériques montrent une augmentation jusqu'à 10% de la valeur de la fonction économique.

An adaptive neighborhood search algorithm for optimizing stochastic mining complexes

Les métaheuristiques sont très utilisées dans le domaine de l'optimisation discrète. Elles permettent d’obtenir une solution de bonne qualité en un temps raisonnable, pour des problèmes qui sont de grande taille, complexes, et difficiles à résoudre. Souvent, les métaheuristiques ont beaucoup de paramètres que l’utilisateur doit ajuster manuellement pour un problème donné. L'objectif d'une métaheuristique adaptative est de permettre l'ajustement automatique de certains paramètres par la méthode, en se basant sur l’instance à résoudre. La métaheuristique adaptative, en utilisant les connaissances préalables dans la compréhension du problème, des notions de l'apprentissage machine et des domaines associés, crée une méthode plus générale et automatique pour résoudre des problèmes. L’optimisation globale des complexes miniers vise à établir les mouvements des matériaux dans les mines et les flux de traitement afin de maximiser la valeur économique du système. Souvent, en raison du grand nombre de variables entières dans le modèle, de la présence de contraintes complexes et de contraintes non-linéaires, il devient prohibitif de résoudre ces modèles en utilisant les optimiseurs disponibles dans l’industrie. Par conséquent, les métaheuristiques sont souvent utilisées pour l’optimisation de complexes miniers. Ce mémoire améliore un procédé de recuit simulé développé par Goodfellow & Dimitrakopoulos (2016) pour l’optimisation stochastique des complexes miniers stochastiques. La méthode développée par les auteurs nécessite beaucoup de paramètres pour fonctionner. Un de ceux-ci est de savoir comment la méthode de recuit simulé cherche dans le voisinage local de solutions. Ce mémoire implémente une méthode adaptative de recherche dans le voisinage pour améliorer la qualité d'une solution. Les résultats numériques montrent une augmentation jusqu'à 10% de la valeur de la fonction économique.

New insights on integer-programming models for the kidney exchange problem

In recent years several countries have set up policies that allow exchange of kidneys between two or more incompatible patient–donor pairs. These policies lead to what is commonly known as kidney exchange programs. The underlying optimization problems can be formulated as integer programming models. Previously proposed models for kidney exchange programs have exponential numbers of constraints or variables, which makes them fairly difficult to solve when the problem size is large. In this work we propose two compact formulations for the problem, explain how these formulations can be adapted to address some problem variants, and provide results on the dominance of some models over others. Finally we present a systematic comparison between our models and two previously proposed ones via thorough computational analysis. Results show that compact formulations have advantages over non-compact ones when the problem size is large.

Integer vs. fractional order control of a hexapod robot

This paper studies the performance of integer and fractional order controllers in a hexapod robot with joints at the legs having viscous friction and flexibility. For that objective the robot prescribed motion is characterized in terms of several locomotion variables. The controller performance is analised through the Nyquist stability criterion. A set of model-based experiments reveals the influence of the different controller implementations upon the proposed metrics.

Nondictatorial Arrovian Social Welfare Functions: An Integer Programming Approach

In the line opened by Kalai and Muller (1997), we explore new conditions on prefernce domains which make it possible to avoid Arrow's impossibility result. In our main theorem, we provide a complete characterization of the domains admitting nondictorial Arrovian social welfare functions with ties (i.e. including indifference in the range) by introducing a notion of strict decomposability. In the proof, we use integer programming tools, following an approach first applied to social choice theory by Sethuraman, Teo and Vohra ((2003), (2006)). In order to obtain a representation of Arrovian social welfare functions whose range can include indifference, we generalize Sethuraman et al.'s work and specify integer programs in which variables are allowed to assume values in the set {0, 1/2, 1}: indeed, we show that, there exists a one-to-one correspondence between solutions of an integer program defined on this set and the set of all Arrovian social welfare functions - without restrictions on the range.

An integer-based score to predict functional outcome in acute ischemic stroke: The ASTRAL score.

OBJECTIVE: To develop and validate a simple, integer-based score to predict functional outcome in acute ischemic stroke (AIS) using variables readily available after emergency room admission. METHODS: Logistic regression was performed in the derivation cohort of previously independent patients with AIS (Acute Stroke Registry and Analysis of Lausanne [ASTRAL]) to identify predictors of unfavorable outcome (3-month modified Rankin Scale score >2). An integer-based point-scoring system for each covariate of the fitted multivariate model was generated by their β-coefficients; the overall score was calculated as the sum of the weighted scores. The model was validated internally using a 2-fold cross-validation technique and externally in 2 independent cohorts (Athens and Vienna Stroke Registries). RESULTS: Age (A), severity of stroke (S) measured by admission NIH Stroke Scale score, stroke onset to admission time (T), range of visual fields (R), acute glucose (A), and level of consciousness (L) were identified as independent predictors of unfavorable outcome in 1,645 patients in ASTRAL. Their β-coefficients were multiplied by 4 and rounded to the closest integer to generate the score. The area under the receiver operating characteristic curve (AUC) of the score in the ASTRAL cohort was 0.850. The score was well calibrated in the derivation (p = 0.43) and validation cohorts (0.22 [Athens, n = 1,659] and 0.49 [Vienna, n = 653]). AUCs were 0.937 (Athens), 0.771 (Vienna), and 0.902 (when pooled). An ASTRAL score of 31 indicates a 50% likelihood of unfavorable outcome. CONCLUSIONS: The ASTRAL score is a simple integer-based score to predict functional outcome using 6 readily available items at hospital admission. It performed well in double external validation and may be a useful tool for clinical practice and stroke research.

The effect of diet and parasite load on female phonotaxis in the Texas field cricket, Gryllus integer

Female crickets respond selectively to variations in species-specific male calling songs. This selectivity has been shown to be age-dependent; older females are less choosy. However, female quality should also affect female selectivity. The effect of female quality on mate choice was examined in Gryllus integer by comparing the phonotactic responses of females on different diets and with different parasite loads to various synthetic models of conspecific calling song. Test females were virgin, 11-14 days old, and had been maintained on one of five diets varying in protein and fat content. Phonotaxis was quantified using a non-compensating Kugel treadmill which generates vector scores incorporating the speed and direction of movement of each female. Test females were presented with four calling song models which differed in pulse rate, but were still within the natural range of the species for the experimental temperature. After testing, females were dissected and the number of gregarine parasites within the digestive tract counted. There were no significant effects of either diet or parasitism on female motivation to mate although the combined effects of these variables seem to have an effect with no apparent trend. Control females did not discriminate among song types, but there was a trend of female preferences for lower pulse rates which are closest to the mean pulse rate for the species. Heavily parasitized females did not discriminate among pulse rates altho~gh there was a similar trend of high vector scores for low pulse rates. Diet, however, affected selectivity with poorly-fed females showing significantly high vector scores for pulse rates near the species mean. Such findings raise interesting questions about energy allocation and costs and risks of phonotaxis and mate choice in acoustic Orthoptera. These results are discussed in terms of sexual selection and female mate choice.