Balancing antagonistic time and resource utilization constraints in over-subscribed scheduling problems

In this paper, we report work aimed at applying concepts of constraint-based problem structuring and multi-perspective scheduling to an over-subscribed scheduling problem. Previous research has demonstrated the utility of these concepts as a means for effectively balancing conflicting objectives in constraint-relaxable scheduling problems, and our goal here is to provide evidence of their similar potential in the context of HST observation scheduling. To this end, we define and experimentally assess the performance of two time-bounded heuristic scheduling strategies in balancing the tradeoff between resource setup time minimization and satisfaction of absolute time constraints. The first strategy considered is motivated by dispatch-based manufacturing scheduling research, and employs a problem decomposition that concentrates local search on minimizing resource idle time due to setup activities. The second is motivated by research in opportunistic scheduling and advocates a problem decomposition that focuses attention on the goal activities that have the tightest temporal constraints. Analysis of experimental results gives evidence of differential superiority on the part of each strategy in different problem solving circumstances. A composite strategy based on recognition of characteristics of the current problem solving state is then defined and tested to illustrate the potential benefits of constraint-based problem structuring and multi-perspective scheduling in over-subscribe scheduling problems

Linear Model Predictive Control under Continuous Path Constraints via Parallelized Primal-Dual Hybrid Gradient Algorithm

In this paper, we consider a Model Predictive Control(MPC) problem of a continuous time linear time-invariant system under continuous time path constraints on the states and the inputs. By leveraging the concept of differential flatness, we can replace the differential equations governing the system with linear mapping between the states, inputs and the flat outputs (and their derivatives). The flat output is then parameterized by piecewise polynomials and the model predictive control problem can be equivalently transformed into an Semi-Definite Programming (SDP) problem via Sum-of-Squares with guaranteed constraint satisfaction at every continuous time instant. We further observe that the SDP problem contains a large number of small-size semi-definite matrices as optimization variables, and thus a Primal-Dual Hybrid Gradient (PDHF) algorithm, which can be efficiently parallelized, is developed to accelerate the optimization procedure. Simulation on a quadruple-tank process illustrates that our formulation can guarantee strict constraint satisfaction, while the standard MPC controller based on discretized system may violate the constraint in between a sampling period. On the other hand, we should that the our parallelized PDHG algorithm can outperform commercial solvers for problems with long planning horizon

Constraint reasoning for differential models

The basic motivation of this work was the integration of biophysical models within the interval constraints framework for decision support. Comparing the major features of biophysical models with the expressive power of the existing interval constraints framework, it was clear that the most important inadequacy was related with the representation of differential equations. System dynamics is often modelled through differential equations but there was no way of expressing a differential equation as a constraint and integrate it within the constraints framework. Consequently, the goal of this work is focussed on the integration of ordinary differential equations within the interval constraints framework, which for this purpose is extended with the new formalism of Constraint Satisfaction Differential Problems. Such framework allows the specification of ordinary differential equations, together with related information, by means of constraints, and provides efficient propagation techniques for pruning the domains of their variables. This enabled the integration of all such information in a single constraint whose variables may subsequently be used in other constraints of the model. The specific method used for pruning its variable domains can then be combined with the pruning methods associated with the other constraints in an overall propagation algorithm for reducing the bounds of all model variables. The application of the constraint propagation algorithm for pruning the variable domains, that is, the enforcement of local-consistency, turned out to be insufficient to support decision in practical problems that include differential equations. The domain pruning achieved is not, in general, sufficient to allow safe decisions and the main reason derives from the non-linearity of the differential equations. Consequently, a complementary goal of this work proposes a new strong consistency criterion, Global Hull-consistency, particularly suited to decision support with differential models, by presenting an adequate trade-of between domain pruning and computational effort. Several alternative algorithms are proposed for enforcing Global Hull-consistency and, due to their complexity, an effort was made to provide implementations able to supply any-time pruning results. Since the consistency criterion is dependent on the existence of canonical solutions, it is proposed a local search approach that can be integrated with constraint propagation in continuous domains and, in particular, with the enforcing algorithms for anticipating the finding of canonical solutions. The last goal of this work is the validation of the approach as an important contribution for the integration of biophysical models within decision support. Consequently, a prototype application that integrated all the proposed extensions to the interval constraints framework is developed and used for solving problems in different biophysical domains

Including Qualitative Knowledge in Semiqualitative Dynamical Systems

A new method to incorporate qualitative knowledge in semiqualitative systems is presented. In these systems qualitative knowledge may be expressed in their parameters, initial conditions and/or vector fields. The representation of qualitative knowledge is made by means of intervals, continuous qualitative functions and envelope functions. A dynamical system is defined by differential equations with qualitative knowledge. This definition is transformed into a family of dynamical systems. In this paper the semiqualitative analysis is carried out by means of constraint satisfaction problems, using interval consistency techniques

Sticky Brownian Rounding and its Applications to Constraint Satisfaction Problems

Semidefinite programming is a powerful tool in the design and analysis of approximation algorithms for combinatorial optimization problems. In particular, the random hyperplane rounding method of Goemans and Williamson has been extensively studied for more than two decades, resulting in various extensions to the original technique and beautiful algorithms for a wide range of applications. Despite the fact that this approach yields tight approximation guarantees for some problems, e.g., Max-Cut, for many others, e.g., Max-SAT and Max-DiCut, the tight approximation ratio is still unknown. One of the main reasons for this is the fact that very few techniques for rounding semidefinite relaxations are known. In this work, we present a new general and simple method for rounding semi-definite programs, based on Brownian motion. Our approach is inspired by recent results in algorithmic discrepancy theory. We develop and present tools for analyzing our new rounding algorithms, utilizing mathematical machinery from the theory of Brownian motion, complex analysis, and partial differential equations. Focusing on constraint satisfaction problems, we apply our method to several classical problems, including Max-Cut, Max-2SAT, and MaxDiCut, and derive new algorithms that are competitive with the best known results. To illustrate the versatility and general applicability of our approach, we give new approximation algorithms for the Max-Cut problem with side constraints that crucially utilizes measure concentration results for the Sticky Brownian Motion, a feature missing from hyperplane rounding and its generalization

Stochastic Nonlinear Model Predictive Control with Efficient Sample Approximation of Chance Constraints

This paper presents a stochastic model predictive control approach for nonlinear systems subject to time-invariant probabilistic uncertainties in model parameters and initial conditions. The stochastic optimal control problem entails a cost function in terms of expected values and higher moments of the states, and chance constraints that ensure probabilistic constraint satisfaction. The generalized polynomial chaos framework is used to propagate the time-invariant stochastic uncertainties through the nonlinear system dynamics, and to efficiently sample from the probability densities of the states to approximate the satisfaction probability of the chance constraints. To increase computational efficiency by avoiding excessive sampling, a statistical analysis is proposed to systematically determine a-priori the least conservative constraint tightening required at a given sample size to guarantee a desired feasibility probability of the sample-approximated chance constraint optimization problem. In addition, a method is presented for sample-based approximation of the analytic gradients of the chance constraints, which increases the optimization efficiency significantly. The proposed stochastic nonlinear model predictive control approach is applicable to a broad class of nonlinear systems with the sufficient condition that each term is analytic with respect to the states, and separable with respect to the inputs, states and parameters. The closed-loop performance of the proposed approach is evaluated using the Williams-Otto reactor with seven states, and ten uncertain parameters and initial conditions. The results demonstrate the efficiency of the approach for real-time stochastic model predictive control and its capability to systematically account for probabilistic uncertainties in contrast to a nonlinear model predictive control approaches.Comment: Submitted to Journal of Process Contro

A Probabilistic Approach to Robust Optimal Experiment Design with Chance Constraints

Accurate estimation of parameters is paramount in developing high-fidelity models for complex dynamical systems. Model-based optimal experiment design (OED) approaches enable systematic design of dynamic experiments to generate input-output data sets with high information content for parameter estimation. Standard OED approaches however face two challenges: (i) experiment design under incomplete system information due to unknown true parameters, which usually requires many iterations of OED; (ii) incapability of systematically accounting for the inherent uncertainties of complex systems, which can lead to diminished effectiveness of the designed optimal excitation signal as well as violation of system constraints. This paper presents a robust OED approach for nonlinear systems with arbitrarily-shaped time-invariant probabilistic uncertainties. Polynomial chaos is used for efficient uncertainty propagation. The distinct feature of the robust OED approach is the inclusion of chance constraints to ensure constraint satisfaction in a stochastic setting. The presented approach is demonstrated by optimal experimental design for the JAK-STAT5 signaling pathway that regulates various cellular processes in a biological cell.Comment: Submitted to ADCHEM 201