Reformulation and a Lagrangian heuristic for lot sizing problem on parallel machines

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

A Convex Optimization Framework for Almost Budget Balanced Allocation of a Divisible Good

We address the problem of allocating a single divisible good to a number of agents. The agents have concave valuation functions parameterized by a scalar type. The agents report only the type. The goal is to find allocatively efficient, strategy proof, nearly budget balanced mechanisms within the Groves class. Near budget balance is attained by returning as much of the received payments as rebates to agents. Two performance criteria are of interest: the maximum ratio of budget surplus to efficient surplus, and the expected budget surplus, within the class of linear rebate functions. The goal is to minimize them. Assuming that the valuation functions are known, we show that both problems reduce to convex optimization problems, where the convex constraint sets are characterized by a continuum of half-plane constraints parameterized by the vector of reported types. We then propose a randomized relaxation of these problems by sampling constraints. The relaxed problem is a linear programming problem (LP). We then identify the number of samples needed for ``near-feasibility'' of the relaxed constraint set. Under some conditions on the valuation function, we show that value of the approximate LP is close to the optimal value. Simulation results show significant improvements of our proposed method over the Vickrey-Clarke-Groves (VCG) mechanism without rebates. In the special case of indivisible goods, the mechanisms in this paper fall back to those proposed by Moulin, by Guo and Conitzer, and by Gujar and Narahari, without any need for randomization. Extension of the proposed mechanisms to situations when the valuation functions are not known to the central planner are also discussed. Note to Practitioners-Our results will be useful in all resource allocation problems that involve gathering of information privately held by strategic users, where the utilities are any concave function of the allocations, and where the resource planner is not interested in maximizing revenue, but in efficient sharing of the resource. Such situations arise quite often in fair sharing of internet resources, fair sharing of funds across departments within the same parent organization, auctioning of public goods, etc. We study methods to achieve near budget balance by first collecting payments according to the celebrated VCG mechanism, and then returning as much of the collected money as rebates. Our focus on linear rebate functions allows for easy implementation. The resulting convex optimization problem is solved via relaxation to a randomized linear programming problem, for which several efficient solvers exist. This relaxation is enabled by constraint sampling. Keeping practitioners in mind, we identify the number of samples that assures a desired level of ``near-feasibility'' with the desired confidence level. Our methodology will occasionally require subsidy from outside the system. We however demonstrate via simulation that, if the mechanism is repeated several times over independent instances, then past surplus can support the subsidy requirements. We also extend our results to situations where the strategic users' utility functions are not known to the allocating entity, a common situation in the context of internet users and other problems.

A Constructive Heuristic Algorithm for Distribution System Planning

A constructive heuristic algorithm (CHA) to solve distribution system planning (DSP) problem is presented. The DSP is a very complex mixed binary nonlinear programming problem. A CHA is aimed at obtaining an excellent quality solution for the DSP problem. However, a local improvement phase and a branching technique were implemented in the CHA to improve its solution. In each step of the CHA, a sensitivity index is used to add a circuit or a substation to the distribution system. This sensitivity index is obtained by solving the DSP problem considering the numbers of circuits and substations to be added as continuous variables (relaxed problem). The relaxed problem is a large and complex nonlinear programming and was solved through an efficient nonlinear optimization solver. Results of two tests systems and one real distribution system are presented in this paper in order to show the ability of the proposed algorithm.

Transmission-expansion planning using the DC model and nonlinear-programming technique

The paper presents a constructive heuristic algorithm (CHA) for solving directly the long-term transmission-network-expansion-planning (LTTNEP) problem using the DC model. The LTTNEP is a very complex mixed-integer nonlinear-programming problem and presents a combinatorial growth in the search space. The CHA is used to find a solution for the LTTNEP problem of good quality. A sensitivity index is used in each step of the CHA to add circuits to the system. This sensitivity index is obtained by solving the relaxed problem of LTTNEP, i.e. considering the number of circuits to be added as a continuous variable. The relaxed problem is a large and complex nonlinear-programming problem and was solved through the interior-point method (IPM). Tests were performed using Garver's system, the modified IEEE 24-Bus system and the Southern Brazilian reduced system. The results presented show the good performance of IPM inside the CHA.

A constructive heuristic algorithm to Short Term Transmission Network Expansion Planning

In this paper a method for solving the Short Term Transmission Network Expansion Planning (STTNEP) problem is presented. The STTNEP is a very complex mixed integer nonlinear programming problem that presents a combinatorial explosion in the search space. In this work we present a constructive heuristic algorithm to find a solution of the STTNEP of excellent quality. In each step of the algorithm a sensitivity index is used to add a circuit (transmission line or transformer) to the system. This sensitivity index is obtained solving the STTNEP problem considering as a continuous variable the number of circuits to be added (relaxed problem). The relaxed problem is a large and complex nonlinear programming and was solved through an interior points method that uses a combination of the multiple predictor corrector and multiple centrality corrections methods, both belonging to the family of higher order interior points method (HOIPM). Tests were carried out using a modified Carver system and the results presented show the good performance of both the constructive heuristic algorithm to solve the STTNEP problem and the HOIPM used in each step.

Heuristic algorithm to solve the short term transmission network expansion planning

In this paper, a method for solving the short term transmission network expansion planning problem is presented. This is a very complex mixed integer nonlinear programming problem that presents a combinatorial explosion in the search space. In order to And a solution of excellent quality for this problem, a constructive heuristic algorithm is presented in this paper. In each step of the algorithm, a sensitivity index is used to add a circuit (transmission line or transformer) or a capacitor bank (fixed or variable) to the system. This sensitivity index is obtained solving the problem considering the numbers of circuits and capacitors banks to be added (relaxed problem), as continuous variables. The relaxed problem is a large and complex nonlinear programming and was solved through a higher order interior point method. The paper shows results of several tests that were performed using three well-known electric energy systems in order to show the possibility and the advantages of using the AC model. ©2007 IEEE.

Distribution network planning using a constructive heuristic algorithm

An optimization technique to solve distribution network planning (DNP) problem is presented. This is a very complex mixed binary nonlinear programming problem. A constructive heuristic algorithm (CHA) aimed at obtaining an excellent quality solution for this problem is presented. In each step of the CHA, a sensitivity index is used to add a circuit or a substation to the distribution network. This sensitivity index is obtained solving the DNP problem considering the numbers of circuits and substations to be added as continuous variables (relaxed problem). The relaxed problem is a large and complex nonlinear programming and was solved through an efficient nonlinear optimization solver. A local improvement phase and a branching technique were implemented in the CHA. Results of two tests using a distribution network are presented in the paper in order to show the ability of the proposed algorithm. ©2009 IEEE.

A practical approach for outdoors distributed target localization in wireless sensor networks

Wireless sensor networks are posed as the new communication paradigm where the use of small, low-complexity, and low-power devices is preferred over costly centralized systems. The spectra of potential applications of sensor networks is very wide, ranging from monitoring, surveillance, and localization, among others. Localization is a key application in sensor networks and the use of simple, efficient, and distributed algorithms is of paramount practical importance. Combining convex optimization tools with consensus algorithms we propose a distributed localization algorithm for scenarios where received signal strength indicator readings are used. We approach the localization problem by formulating an alternative problem that uses distance estimates locally computed at each node. The formulated problem is solved by a relaxed version using semidefinite relaxation technique. Conditions under which the relaxed problem yields to the same solution as the original problem are given and a distributed consensusbased implementation of the algorithm is proposed based on an augmented Lagrangian approach and primaldual decomposition methods. Although suboptimal, the proposed approach is very suitable for its implementation in real sensor networks, i.e., it is scalable, robust against node failures and requires only local communication among neighboring nodes. Simulation results show that running an additional local search around the found solution can yield performance close to the maximum likelihood estimate.

Developing a numerical inverse-theory-based extraction of orientation-dependent relaxation rates from partially- relaxed spectra

Second-rank tensor interactions, such as quadrupolar interactions between the spin- 1 deuterium nuclei and the electric field gradients created by chemical bonds, are affected by rapid random molecular motions that modulate the orientation of the molecule with respect to the external magnetic field. In biological and model membrane systems, where a distribution of dynamically averaged anisotropies (quadrupolar splittings, chemical shift anisotropies, etc.) is present and where, in addition, various parts of the sample may undergo a partial magnetic alignment, the numerical analysis of the resulting Nuclear Magnetic Resonance (NMR) spectra is a mathematically ill-posed problem. However, numerical methods (de-Pakeing, Tikhonov regularization) exist that allow for a simultaneous determination of both the anisotropy and orientational distributions. An additional complication arises when relaxation is taken into account. This work presents a method of obtaining the orientation dependence of the relaxation rates that can be used for the analysis of the molecular motions on a broad range of time scales. An arbitrary set of exponential decay rates is described by a three-term truncated Legendre polynomial expansion in the orientation dependence, as appropriate for a second-rank tensor interaction, and a linear approximation to the individual decay rates is made. Thus a severe numerical instability caused by the presence of noise in the experimental data is avoided. At the same time, enough flexibility in the inversion algorithm is retained to achieve a meaningful mapping from raw experimental data to a set of intermediate, model-free

A decomposition heuristic for the maximal covering location problem

This paper proposes a cluster partitioning technique to calculate improved upper bounds to the optimal solution of maximal covering location problems. Given a covering distance, a graph is built considering as vertices the potential facility locations, and with an edge connecting each pair of facilities that attend a same client. Coupling constraints, corresponding to some edges of this graph, are identified and relaxed in the Lagrangean way, resulting in disconnected subgraphs representing smaller subproblems that are computationally easier to solve by exact methods. The proposed technique is compared to the classical approach, using real data and instances from the available literature. © 2010 Edson Luiz França Senne et al.

A genetic algorithm for the generalised transportation problem

The generalised transportation problem (GTP) is an extension of the linear Hitchcock transportation problem. However, it does not have the unimodularity property, which means the linear programming solution (like the simplex method) cannot guarantee to be integer. This is a major difference between the GTP and the Hitchcock transportation problem. Although some special algorithms, such as the generalised stepping-stone method, have been developed, but they are based on the linear programming model and the integer solution requirement of the GTP is relaxed. This paper proposes a genetic algorithm (GA) to solve the GTP and a numerical example is presented to show the algorithm and its efficiency.

Topology Optimization of continuum structures with epsilon-relaxed stress constraints

Topology optimization of linear elastic continuum structures is a challenging problem when considering local stress constraints. The reasons are the singular behavior of the constraint with the density design variables, combined with the large number of constraints even for small finite element meshes. This work presents an alternative formulation for the s-relaxation technique, which provides an workaround for the singularity of the stress constraint. It also presents a new global stress constraint formulation. Derivation of the sensitivities for the constraint by the adjoint method is shown. Results for single and multiple load cases show the potential of the new formulation.

Numerical enclosures of the optimal cost of the Kantorovitch’s mass transportation problem

International audience

Foil rolling : a new interpretation of experimental results

This paper explores a new interpretation of experiments on foil rolling. The assumption that the roll remains convex is relaxed so that the strip profile may become concave, or thicken in the roll gap. However, we conjecture that the concave profile is associated with phenomena which occur after the rolls have stopped. We argue that the yield criterion must be satisfied in a nonconventional manner if such a phenomenon is caused plastically. Finite element analysis on an extrusion problem appears to confirm this conjecture.