Different Decomposition Strategies to Solve Stochastic Hydrothermal Unit Commitment Problems

Solving very-large-scale optimization problems frequently require to decompose them in smaller subproblems, that are iteratively solved to produce useful information. One such approach is the Lagrangian Relaxation (LR), a broad range technique that leads to many different decomposition schemes. The LR supplies a lower bound of the objective function and useful information for heuristics aimed at constructing feasible primal solutions. In this paper, we compare the main LR strategies used so far for Stochastic Hydrothermal Unit Commitment problems, where uncertainty mainly concerns water availability in reservoirs and demand (weather conditions). This problem is customarily modeled as a two-stage mixed-integer optimization problem. We compare different decomposition strategies (unit and scenario schemes) in terms of quality of produced lower bound and running time. The schemes are assessed with various hydrothermal systems, considering different configuration of power plants, in terms of capacity and number of units

Comparing Spatial and Scenario Decomposition for Stochastic Hydrothermal Unit Commitment Problems

Solving very-large-scale optimization problems frequently require to decompose them in smaller subproblems, that are iteratively solved to produce useful information. One such approach is the Lagrangian Relaxation (LR), a general technique that leads to many different decomposition schemes. The LR produces a lower bound of the objective function and useful information for heuristics aimed at constructing feasible primal solutions. In this paper, we compare the main LR strategies used so far for Stochastic Hydrothermal Unit Commitment problems, where uncertainty mainly concerns water availability in reservoirs and demand (weather conditions). The problem is customarily modeled as a two-stage mixed-integer optimization problem. We compare different decomposition strategies (unit and scenario schemes) in terms of quality of produced lower bound and running time. The schemes are assessed with various hydrothermal systems, considering different configuration of power plants, in terms of capacity and number of units

On evolution of relatively large combinational logic circuits

Evolvable hardware (EHW) (Yao and Higuchi, 1999) is a technique introduced to automatically design circuits where the circuit configuration is carried out by evolutionary algorithms. One of the main difficulties in using EHW to solve real-world problems is the scalability. Until now, several strategies have been proposed to avoid this problem, but none of them completely tackle the issue. In this paper three different methods for evolving the most complex circuits have been tested for their scalability. These methods are bi-directional incremental evolution (SO-BIE); generalised disjunction decomposition (GD-BIE) and evolutionary strategies (ES) with dynamic mutation rate. In order to achieve the generalised conclusions the chosen approaches were tested using multipliers, traditionally used in EHW, but also logic circuits taken from MCNC (Yang, 1991) benchmark library and randomly generated circuits. The analysis of the approaches demonstrated that PLA-based ES is capable of evolving logic circuits of up to 12 inputs. The use of SO-BIE allows the generation of fully functional circuits of 14 inputs and GD-BIE is estimated to be able to evolve circuits of 21 inputs

Biases in human behavior

The paper shows that biases in individual’s decision-making may result from the process of mental editing by which subjects produce a “representation” of the decision problem. During this process, individuals make systematic use of default classifications in order to reduce the short-term memory load and the complexity of symbolic manipulation. The result is the construction of an imperfect mental representation of the problem that nevertheless has the advantage of being simple, and yielding “satisficing” decisions. The imperfection origins in a trade-off that exists between the simplicity of representation of a strategy and his efficiency. To obtain simplicity, the strategy’s rules have to be memorized and represented with some degree of abstraction, that allow to drastically reduce their number. Raising the level of abstraction with which a strategy’s rule is represented, means to extend the domain of validity of the rule beyond the field in which the rule has been experimented, and may therefore induce to include unintentionally domains in which the rule is inefficient. Therefore the rise of errors in the mental representation of a problem may be the "natural" effect of the categorization and the identification of the building blocks of a strategy. The biases may be persistent and give rise to lock-in effect, in which individuals remain trapped in sub-optimal strategies, as it is proved by experimental results on stability of sub-optimal strategies in games like Target The Two. To understand why sub-optimal strategies, that embody errors, are locally stable, i.e. cannot be improved by small changes in the rules, it is considered Kauffman’ NK model, because, among other properties, it shows that if there are interdependencies among the rules of a system, than the system admits many sub-optimal solutions that are locally stable, i.e. cannot be improved by simple mutations. But the fitness function in NK model is a random one, while in our context it is more reasonable to define the fitness of a strategy as efficiency of the program. If we introduce this kind of fitness, then the stability properties of the NK model do not hold any longer: the paper shows that while the elementary statements of a strategy are interdependent, it is possible to achieve an optimal configuration of the strategy via mutations and in consequence the sub-optimal solutions are not locally stable under mutations. The paper therefore provides a different explanation of the existence and stability of suboptimal strategies, based on the difficulty to redefine the sub-problems that constitute the building blocks of the problem’s representation

Total and selective reuse of Krylov subspaces for the resolution of sequences of nonlinear structural problems

This paper deals with the definition and optimization of augmentation spaces for faster convergence of the conjugate gradient method in the resolution of sequences of linear systems. Using advanced convergence results from the literature, we present a procedure based on a selection of relevant approximations of the eigenspaces for extracting, selecting and reusing information from the Krylov subspaces generated by previous solutions in order to accelerate the current iteration. Assessments of the method are proposed in the cases of both linear and nonlinear structural problems.Comment: International Journal for Numerical Methods in Engineering (2013) 24 page

Decomposability and modularity of economic interactions

No abstract availabl

Virtual Delamination Testing through Non-Linear Multi-Scale Computational Methods: Some Recent Progress

This paper deals with the parallel simulation of delamination problems at the meso-scale by means of multi-scale methods, the aim being the Virtual Delamination Testing of Composite parts. In the non-linear context, Domain Decomposition Methods are mainly used as a solver for the tangent problem to be solved at each iteration of a Newton-Raphson algorithm. In case of strongly nonlinear and heterogeneous problems, this procedure may lead to severe difficulties. The paper focuses on methods to circumvent these problems, which can now be expressed using a relatively general framework, even though the different ingredients of the strategy have emerged separately. We rely here on the micro-macro framework proposed in (Ladev\`eze, Loiseau, and Dureisseix, 2001). The method proposed in this paper introduces three additional features: (i) the adaptation of the macro-basis to situations where classical homogenization does not provide a good preconditioner, (ii) the use of non-linear relocalization to decrease the number of global problems to be solved in the case of unevenly distributed non-linearities, (iii) the adaptation of the approximation of the local Schur complement which governs the convergence of the proposed iterative technique. Computations of delamination and delamination-buckling interaction with contact on potentially large delaminated areas are used to illustrate those aspects

Decomposition Strategies for Constructive Preference Elicitation

We tackle the problem of constructive preference elicitation, that is the problem of learning user preferences over very large decision problems, involving a combinatorial space of possible outcomes. In this setting, the suggested configuration is synthesized on-the-fly by solving a constrained optimization problem, while the preferences are learned itera tively by interacting with the user. Previous work has shown that Coactive Learning is a suitable method for learning user preferences in constructive scenarios. In Coactive Learning the user provides feedback to the algorithm in the form of an improvement to a suggested configuration. When the problem involves many decision variables and constraints, this type of interaction poses a significant cognitive burden on the user. We propose a decomposition technique for large preference-based decision problems relying exclusively on inference and feedback over partial configurations. This has the clear advantage of drastically reducing the user cognitive load. Additionally, part-wise inference can be (up to exponentially) less computationally demanding than inference over full configurations. We discuss the theoretical implications of working with parts and present promising empirical results on one synthetic and two realistic constructive problems.Comment: Accepted at the Thirty-Second AAAI Conference on Artificial Intelligence (AAAI-18