A maximal covering location problem based optimization of complex processes : a novel computational approach

Esta tesis basada en artículos analiza un nuevo enfoque computacional para el problema de localización de cobertura máxima (MCLP, sigla en inglés). Consideramos una formulación de tipo difuso del MCLP genérico y desarrollamos los aspectos teóricos y numéricos necesarios del Método de Separación (SM) propuesto. Una estructura específica del MCLP originalmente dado hace posible reducirlo a dos problemas auxiliares de tipo mochila (Knapsack). La separación equivalente que proponemos reduce esencialmente la complejidad de los algoritmos resultantes. Este algoritmo también incorpora una técnica de relajación convencional y el método de escalarización aplicado a un problema auxiliar de optimización multiobjetivo. La metodología de solución propuesta se aplica a continuación a la optimización de la cadena de suministro en presencia de información incompleta. Estudiamos dos ejemplos ilustrativos y realizamos un análisis riguroso de los resultados obtenidos.This Ph.D. article-based thesis discusses a novel computational approach to the extended Maximal Covering Location Problem (MCLP). We consider a fuzzy-type formulation of the generic MCLP and develop the necessary theoretical and numerical aspects of the proposed Separation Method (SM). A speci_c structure of the originally given MCLP makes it possible to reduce it to two auxiliary Knapsack-type problems. The equivalent separation we propose reduces essentially the complexity of the resulting computational algorithms. This algorithm also incorporates a conventional relaxation technique and the scalarizing method applied to an auxiliary multiobjective optimization problem. The proposed solution methodology is next applied to Supply Chain optimization in the presence of incomplete information. We study two illustrative examples and give a rigorous analysis of the obtained results.Doctor en Modelación y Computación CientíficaDoctorad

Two-Objective Design of Benchmark Problems of a Water Distribution System via MOEAs: Towards the Best-Known Approximation of the True Pareto Front

Copyright © 2015 American Society of Civil EngineersVarious multiobjective evolutionary algorithms (MOEAs) have been applied to solve the optimal design problems of a water distribution system (WDS). Such methods are able to find the near-optimal trade-off between cost and performance benefit in a single run. Previously published work used a number of small benchmark networks and/or a few large, real-world networks to test MOEAs on design problems of WDS. A few studies also focused on the comparison of different MOEAs given a limited computational budget. However, no consistent attempt has been made before to investigate and report the best-known approximation of the true Pareto front (PF) for a set of benchmark problems, and thus there is not a single point of reference. This paper applied 5 state-of-the-art MOEAs, with minimum time invested in parameterization (i.e., using the recommended settings), to 12 design problems collected from the literature. Three different population sizes were implemented for each MOEA with respect to the scale of each problem. The true PFs for small problems and the best-known PFs for the other problems were obtained. Five MOEAs were complementary to each other on various problems, which implies that no one method was completely superior to the others. The nondominated sorting genetic algorithm-II (NSGA-II), with minimum parameters tuning, remains a good choice as it showed generally the best achievements across all the problems. In addition, a small population size can be used for small and medium problems (in terms of the number of decision variables). However, for intermediate and large problems, different sizes and random seeds are recommended to ensure a wider PF. The publicly available best-known PFs obtained from this work are a good starting point for researchers to test new algorithms and methodologies for WDS analysis

Towards Recommendations for Value Sensitive Sustainable Consumption

Excessive consumption can strain natural resources, harm the environment, and widen societal gaps. While adopting a more sustainable lifestyle means making significant changes and potentially compromising personal desires, balancing sustainability with personal values poses a complex challenge. This article delves into designing recommender systems using neural networks and genetic algorithms, aiming to assist consumers in shopping sustainably without disregarding their individual preferences. We approach the search for good recommendations as a problem involving multiple objectives, representing diverse sustainability goals and personal values. While using a synthetic historical dataset based on real-world sources, our evaluations reveal substantial environmental benefits without demanding drastic personal sacrifices, even if consumers accept only a fraction of the recommendations

Hybrid Models for Learning to Branch

A recent Graph Neural Network (GNN) approach for learning to branch has been shown to successfully reduce the running time of branch-and-bound algorithms for Mixed Integer Linear Programming (MILP). While the GNN relies on a GPU for inference, MILP solvers are purely CPU-based. This severely limits its application as many practitioners may not have access to high-end GPUs. In this work, we ask two key questions. First, in a more realistic setting where only a CPU is available, is the GNN model still competitive? Second, can we devise an alternate computationally inexpensive model that retains the predictive power of the GNN architecture? We answer the first question in the negative, and address the second question by proposing a new hybrid architecture for efficient branching on CPU machines. The proposed architecture combines the expressive power of GNNs with computationally inexpensive multi-linear perceptrons (MLP) for branching. We evaluate our methods on four classes of MILP problems, and show that they lead to up to 26% reduction in solver running time compared to state-of-the-art methods without a GPU, while extrapolating to harder problems than it was trained on.Comment: Preprint. Under revie

International Conference on Continuous Optimization (ICCOPT) 2019 Conference Book

The Sixth International Conference on Continuous Optimization took place on the campus of the Technical University of Berlin, August 3-8, 2019. The ICCOPT is a flagship conference of the Mathematical Optimization Society (MOS), organized every three years. ICCOPT 2019 was hosted by the Weierstrass Institute for Applied Analysis and Stochastics (WIAS) Berlin. It included a Summer School and a Conference with a series of plenary and semi-plenary talks, organized and contributed sessions, and poster sessions. This book comprises the full conference program. It contains, in particular, the scientific program in survey style as well as with all details, and information on the social program, the venue, special meetings, and more

On the Relationship Between the Value Function and the Efficient Frontier of a Mixed Integer Linear Optimization Problem

In this paper, we investigate the connection between the efficient frontier (EF) of a general multiobjective mixed integer linear optimization problem (MILP) and the so-called restricted value function (RVF) of a closely related single-objective MILP. We demonstrate that the EF of the multiobjective MILP is comprised of points on the boundary of the epigraph of the RVF so that any description of the EF suffices to describe the RVF and vice versa. In the first part of the paper, we describe the mathematical structure of the RVF, including characterizing the set of points at which it is differentiable, the gradients at such points, and the subdifferential at all nondifferentiable points. Because of the close relationship of the RVF to the EF, we observe that methods for constructing so-called value functions and methods for constructing the EF of a multiobjective optimization problem, each of which have been developed in separate communities, are effectively interchangeable. By exploiting this relationship, we propose a generalized cutting plane algorithm for constructing the EF of a multiobjective MILP based on a generalization of an existing algorithm for constructing the classical value function. We prove that the algorithm is finite under a standard boundedness assumption and comes with a performance guarantee if terminated early