Monte Carlo simulations have long been a widely used method in the industry for control system validation. They provide an accurate probability measure for sufficiently frequent phenomena but are often time-consuming ...
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Monte Carlo simulations have long been a widely used method in the industry for control system validation. They provide an accurate probability measure for sufficiently frequent phenomena but are often time-consuming and may fail to detect very rare events. Conversely, deterministic techniques such as mu or IQC-based analysis allow fast calculation of worst-case stability margins and performance levels, but in the absence of a probabilistic framework, a control system may be invalidated on the basis of extremely rare events. Probabilistic mu-analysis has therefore been studied since the 1990s to bridge this analysis gap by focusing on rare but nonetheless possible situations that may threaten system integrity. The solution adopted in this paper implements a branch-and-bound algorithm to explore the whole uncertainty domain by dividing it into smaller and smaller subsets. At each step, sufficient conditions involving mu upper bound computations are used to check whether a given requirement-related to the delay margin in the present case-is satisfied or violated on the whole considered subset. Guaranteed bounds on the exact probability of delay margin satisfaction or violation are then obtained, based on the probability distributions of the uncertain parameters. The difficulty here arises from the exponential term e-tau s classically used to represent a delay tau, which cannot be directly translated into the Linear Fractional Representation (LFR) framework imposed by mu-analysis. Two different approaches are proposed and compared in this paper to replace the set of delays e-tau s,tau is an element of[0 phi]. First, an equivalent representation using a rational function with unit gain and phase variations that exactly cover those of the original delays, resulting in an LFR with frequency-dependent uncertainty bounds. Then, Pad & eacute;approximations, whose order is chosen to handle the trade-off between conservatism and complexity. A constructive way to derive minimal
We consider robust combinatorial optimization problems where the decision maker can react to a scenario by choosing from a finite set of k solutions. This approach is appropriate for decision problems under uncertaint...
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We consider robust combinatorial optimization problems where the decision maker can react to a scenario by choosing from a finite set of k solutions. This approach is appropriate for decision problems under uncertainty where the implementation of decisions requires preparing the ground. We focus on the case that the set of possible scenarios is described through a budgeted uncertainty set and provide three algorithms for the problem. The first algorithm solves heuristically the dualized problem, a non convex mixed-integer non-linear program (MINLP), via an alternating optimization approach. The second algorithm solves the MINLP exactly for k = 2 through a dedicated spatial branch-and-bound algorithm. The third approach enumerates k-tuples, relying on strong bounds to avoid a complete enumeration. We test our methods on shortest path instances that were used in the previous literature and on randomly generated knapsack instances, and find that our methods considerably outperform previous approaches. Many instances that were previously not solved within hours can now be solved within few minutes, often even faster. (C) 2019 Elsevier B.V. All rights reserved.
There has long been a custom that game development is not the mainstream of engineering and its tardiness brings little or even no harm to this industry. Nowadays, the pendulum of industrial development has swung to a...
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There has long been a custom that game development is not the mainstream of engineering and its tardiness brings little or even no harm to this industry. Nowadays, the pendulum of industrial development has swung to another side. A game project may involve hundreds of developers, thousands of jobs, and millions of costs. Situations would be worse if jobs overlap with others. Any delay of a large game project can cause a heavy penalty. Consequently, in this study, we propose two scheduling algorithms to reduce the total tardiness of a game project. If the problem size is small, a branch-and-bound algorithm is employed to provide the optimal schedules;otherwise a genetic algorithm is used to generate near-optimal schedules. The experimental results show that the proposed algorithms reduce the total tardiness significantly.
This paper studies linear programming (LP) relaxations for solving polynomial programming problems. A polynomial programming problem can be equivalently formulated as a quadratically constrained quadratic program (QCQ...
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This paper studies linear programming (LP) relaxations for solving polynomial programming problems. A polynomial programming problem can be equivalently formulated as a quadratically constrained quadratic program (QCQP) by introducing new variables that represent nonlinear monomials and substituting them within the original formulation. Whereas Reformulation-Linearization Technique (RLT)-based LP relaxations constructed for the original formulation are tight, the relaxations generated using the equivalent lower degree formulations are smaller and require less computational effort to optimize in comparison to the effort the former requires. In this study, we analyze the strength and tractability of the standard RLT, the J-set, and recursive McCormick relaxations for polynomial programming problems, and identify the superior relaxation depending on the problem characteristics. Extensive computational results are provided to demonstrate the relative effectiveness of the standard RLT, J-set, and recursive McCormick algorithms using problems from the literature and randomly generated test instances. (C) 2018 Elsevier Ltd. All rights reserved.
We consider a generalization of the knapsack problem in which items are partitioned into classes, each characterized by a fixed cost and capacity. We study three alternative Integer Linear Programming formulations. Fo...
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We consider a generalization of the knapsack problem in which items are partitioned into classes, each characterized by a fixed cost and capacity. We study three alternative Integer Linear Programming formulations. For each formulation, we design an efficient algorithm to compute the linear programming relaxation (one of which is based on Column Generation techniques). We theoretically compare the strength of the relaxations and derive specific results for a relevant case arising in benchmark instances from the literature. Finally, we embed the algorithms above into a unified implicit enumeration scheme which is run in parallel with an improved Dynamic Programming algorithm to effectively solve the problem to proven optimality. An extensive computational analysis shows that our new exact algorithm is capable of efficiently solving all the instances of the literature and turns out to be the best algorithm for instances with a low number of classes. (C) 2017 Elsevier Ltd. All rights reserved.
It is a common vision that connected and automated vehicles (CAVs) will increasingly appear on the road in the near future and share roads with traditional vehicles. Through sharing real-time locations and receiving g...
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It is a common vision that connected and automated vehicles (CAVs) will increasingly appear on the road in the near future and share roads with traditional vehicles. Through sharing real-time locations and receiving guidance from infrastructure, a CAV's arrival and request for green light at intersections can be approximately predicted along their routes. When many CAVs from multiple approaches at intersections place such requests, a central challenge is how to develop an intersection automation policy (IAP) to capture complex traffic dynamics and schedule resources (green lights) to serve both CAV requests (interpreted as request for green lights on a particular signal phase at time t) and traditional vehicles. To represent heterogeneous vehicle movements and dynamic signal timing plans, we first formulate the IAP optimization as a special case of machine scheduling problem using a mixed integer linear programming formulation. Then we develop a novel phase-time-traffic (PTR) hypernetwork model to represent heterogeneous traffic propagation under traffic signal operations. Since the IAP optimization;by nature, is a special sequential decision process, we also develop sequential branch-and-bound search algorithms over time to IAP optimization considering both CAVs and traditional vehicles in the PTR hypernetwork. As the critical part of the branch-and-bound search, special dominance and bounding rules are also developed to reduce the search space and find the exact optimum efficiently. Multiple numerical experiments are conducted to examine the performance of the proposed IAP optimization approach. (C) 2017 Elsevier Ltd. All rights reserved.
The problem of scheduling in permutation flowshops is considered in this paper with the objectives of minimizing the sum of weighted flowtime/sum of weighted tardiness/sum of weighted flowtime and weighted tardiness/s...
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The problem of scheduling in permutation flowshops is considered in this paper with the objectives of minimizing the sum of weighted flowtime/sum of weighted tardiness/sum of weighted flowtime and weighted tardiness/sum of weighted flowtime, weighted tardiness and weighted earliness of jobs, with each objective considered separately. Lower bounds on the given objective (corresponding to a node generated in the scheduling tree) are developed by solving an assignment problem. branch-and-bound algorithms are developed to obtain the best permutation sequence in each case. Our algorithm incorporates a job-based lower bound (integrated with machine-based bounds) with respect to the weighted flowtime/weighted tardiness/weighted flowtime and weighted tardiness, and a machine-based lower bound with respect to the weighted earliness of jobs. The proposed algorithms are evaluated by solving many randomly generated problems of different problem sizes. The results of an extensive computational investigation for various problem sizes are presented. In addition, one of the proposed branch-and-bound algorithms is compared with a related existing branch-and-bound algorithm. Journal of the Operational Research Society (2009) 60, 991-1004. doi:10.1057/***.2602642
branch-and-bound (B&B) algorithms are attractive methods for solving to optimality combinatorial optimization problems using an implicit enumeration of a dynamically built tree-based search space. Nevertheless, th...
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branch-and-bound (B&B) algorithms are attractive methods for solving to optimality combinatorial optimization problems using an implicit enumeration of a dynamically built tree-based search space. Nevertheless, they are time-consuming when dealing with large problem instances. Therefore, pruning tree nodes (subproblems) is traditionally used as a powerful mechanism to reduce the size of the explored search space. Pruning requires to perform the bounding operation, which consists of applying a lower bound function to the subproblems generated during the exploration process. Preliminary experiments performed on the Flow-Shop scheduling problem (FSP) have shown that the bounding operation consumes over 98% of the execution time of the B&B algorithm. In this paper, we investigate the use of graphics processing unit (GPU) computing as a major complementary way to speed up the search. We revisit the design and implementation of the parallel bounding model on GPU accelerators. The proposed approach enables data access optimization. Extensive experiments have been carried out on well-known FSP benchmarks using an Nvidia Tesla C2050 GPU card. Compared to a CPU-based single core execution using an Intel Core i7-970 processor without GPU, speedups higher than 100 times faster are achieved for large problem instances. At an equivalent peak performance, GPU-accelerated B&B is twice faster than its multi-core counterpart. Copyright (c) 2013 John Wiley & Sons, Ltd.
In systems biology, the solution space for a broad range of problems is composed of sets of functionally associated biomolecules. Since connectivity in molecular interaction networks is an indicator of functional asso...
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ISBN:
(纸本)9783319079530;9783319079523
In systems biology, the solution space for a broad range of problems is composed of sets of functionally associated biomolecules. Since connectivity in molecular interaction networks is an indicator of functional association, such sets can be identified from connected induced subgraphs of molecular interaction networks. Applications typically quantify the relevance (e. g., modularity, conservation, disease association) of connected subnetworks using an objective function and use a search algorithm to identify sets of subnetworks that maximize this objective function. Efficient enumeration of connected subgraphs of a large graph is therefore useful for these applications, and many existing search algorithms can be used for this purpose. However, there is a lack of non-heuristic algorithms that minimize the total number of subgraphs evaluated during the search for subgraphs that maximize the objective function. Here, we propose and evaluate an algorithm that reduces the computations necessary to enumerate subgraphs that maximize an objective function given a monotonically decreasing bounding function.
In this paper, we address the design and implementation of graphical processing unit (GPU)-accelerated branch-and-bound algorithms (B&B) for solving flow-shop scheduling optimization problems (FSP). Such applicati...
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In this paper, we address the design and implementation of graphical processing unit (GPU)-accelerated branch-and-bound algorithms (B&B) for solving flow-shop scheduling optimization problems (FSP). Such applications are CPU-time consuming and highly irregular. On the other hand, GPUs are massively multithreaded accelerators using the single instruction multiple data model at execution. A major issue that arises when executing on GPU, a B&B applied to FSP is thread or branch divergence. Such divergence is caused by the lower bound function of FSP that contains many irregular loops and conditional instructions. Our challenge is therefore to revisit the design and implementation of B&B applied to FSP dealing with thread divergence. Extensive experiments of the proposed approach have been carried out on well-known FSP benchmarks using an Nvidia Tesla (C2050 GPU card (http://***/docs/IO/43395/NV_DS_Tesla_C2050_C2070_jul10_***)). Compared with a CPU-based execution, accelerations up tox77.46 are achieved for large problem instances. Copyright (c) 2012 John Wiley & Sons, Ltd.
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