Delta-Complete Decision Procedures for Satisfiability over the Reals

We introduce the notion of "\delta-complete decision procedures" for solving SMT problems over the real numbers, with the aim of handling a wide range of nonlinear functions including transcendental functions and solutions of Lipschitz-continuous ODEs. Given an SMT problem \varphi and a positive rational number \delta, a \delta-complete decision procedure determines either that \varphi is unsatisfiable, or that the "\delta-weakening" of \varphi is satisfiable. Here, the \delta-weakening of \varphi is a variant of \varphi that allows \delta-bounded numerical perturbations on \varphi. We prove the existence of \delta-complete decision procedures for bounded SMT over reals with functions mentioned above. For functions in Type 2 complexity class C, under mild assumptions, the bounded \delta-SMT problem is in NP^C. \delta-Complete decision procedures can exploit scalable numerical methods for handling nonlinearity, and we propose to use this notion as an ideal requirement for numerically-driven decision procedures. As a concrete example, we formally analyze the DPLL framework, which integrates Interval Constraint Propagation (ICP) in DPLL(T), and establish necessary and sufficient conditions for its \delta-completeness. We discuss practical applications of \delta-complete decision procedures for correctness-critical applications including formal verification and theorem proving.Comment: A shorter version appears in IJCAR 201

Statistical Learning Theory for Location Fingerprinting in Wireless LANs

In this paper, techniques and algorithms developed in the framework of statistical learning theory are analyzed and applied to the problem of determining the location of a wireless device by measuring the signal strengths from a set of access points (location fingerprinting). Statistical Learning Theory provides a rich theoretical basis for the development of models starting from a set of examples. Signal strength measurement is part of the normal operating mode of wireless equipment, in particular Wi-Fi, so that no custom hardware is required. The proposed techniques, based on the Support Vector Machine paradigm, have been implemented and compared, on the same data set, with other approaches considered in the literature. Tests performed in a real-world environment show that results are comparable, with the advantage of a low algorithmic complexity in the normal operating phase. Moreover, the algorithm is particularly suitable for classification, where it outperforms the other techniques

Collision avoidance maneuver design based on multi-objective optimization

The possibility of having collision between a satellite and a space debris or another satellite is becoming frequent. The amount of propellant is directly related to a satellite’s operational lifetime and revenue. Thus, collision avoidance maneuvers should be performed in the most efficient and effective manner possible. In this work the problem is formulated as a multi-objective optimization. The first objective is the Δv, whereas the second and third one are the collision probability and relative distance between the satellite and the threatening object in a given time window after the maneuver. This is to take into account that multiple conjunctions might occur in the short-term. This is particularly true for the GEO regime, where close conjunction between a pair of object can occur approximately every 12h for a few days. Thus, a CAM can in principle reduce the collision probability for one event, but significantly increase it for others. Another objective function is then added to manage mission constraint. To evaluate the objective function, the TLE are propagated with SGP4/SDP4 to the current time of the maneuver, then the Δv is applied. This allow to compute the corresponding “modified” TLE after the maneuver and identify (in a given time window after the CAM) all the relative minima of the squared distance between the spacecraft and the approaching object, by solving a global optimization problem rigorously by means of the verified global optimizer COSY-GO. Finally the collision probability for the sieved encounters can be computed. A Multi-Objective Particle Swarm Optimizer is used to compute the set of Pareto optimal solutions.The method has been applied to two test cases, one that considers a conjunction in GEO and another in LEO. Results show that, in particular for the GEO case, considering all the possible conjunctions after one week of the execution of a CAM can prevent the occurrence of new close encounters in the short-term

An introduction to interval-based constraint processing.

Constraint programming is often associated with solving problems over finite domains. Many applications in engineering, CAD and design, however, require solving problems over continuous (real-valued) domains. While simple constraint solvers can solve linear constraints with the inaccuracy of floating-point arithmetic, methods based on interval arithmetic allow exact (interval) solutions over a much wider range of problems. Applications of interval-based programming extend the range of solvable problems from non-linear polynomials up to those involving ordinary differential equations. In this text, we give an introduction to current approaches, methods and implementations of interval-based constraint programming and solving. Special care is taken to provide a uniform and consistent notation, since the literature in this field employs many seemingly different, but yet conceptually related, notations and terminology

Large-scale parallelism for constraint-based local search: the costas array case study

International audienceWe present the parallel implementation of a constraint-based Local Search algorithm and investigate its performance on several hardware plat-forms with several hundreds or thousands of cores. We chose as the basis for these experiments the Adaptive Search method, an efficient sequential Local Search method for Constraint Satisfaction Problems (CSP). After preliminary experiments on some CSPLib benchmarks, we detail the modeling and solving of a hard combinatorial problem related to radar and sonar applications: the Costas Array Problem. Performance evaluation on some classical CSP bench-marks shows that speedups are very good for a few tens of cores, and good up to a few hundreds of cores. However for a hard combinatorial search problem such as the Costas Array Problem, performance evaluation of the sequential version shows results outperforming previous Local Search implementations, while the parallel version shows nearly linear speedups up to 8,192 cores. The proposed parallel scheme is simple and based on independent multi-walks with no communication between processes during search. We also investigated a cooperative multi-walk scheme where processes share simple information, but this scheme does not seem to improve performance

Rigorous numerical approaches in electronic structure theory

Electronic structure theory concerns the description of molecular properties according to the postulates of quantum mechanics. For practical purposes, this is realized entirely through numerical computation, the scope of which is constrained by computational costs that increases rapidly with the size of the system. The significant progress made in this field over the past decades have been facilitated in part by the willingness of chemists to forego some mathematical rigour in exchange for greater efficiency. While such compromises allow large systems to be computed feasibly, there are lingering concerns over the impact that these compromises have on the quality of the results that are produced. This research is motivated by two key issues that contribute to this loss of quality, namely i) the numerical errors accumulated due to the use of finite precision arithmetic and the application of numerical approximations, and ii) the reliance on iterative methods that are not guaranteed to converge to the correct solution. Taking the above issues in consideration, the aim of this thesis is to explore ways to perform electronic structure calculations with greater mathematical rigour, through the application of rigorous numerical methods. Of which, we focus in particular on methods based on interval analysis and deterministic global optimization. The Hartree-Fock electronic structure method will be used as the subject of this study due to its ubiquity within this domain. We outline an approach for placing rigorous bounds on numerical error in Hartree-Fock computations. This is achieved through the application of interval analysis techniques, which are able to rigorously bound and propagate quantities affected by numerical errors. Using this approach, we implement a program called Interval Hartree-Fock. Given a closed-shell system and the current electronic state, this program is able to compute rigorous error bounds on quantities including i) the total energy, ii) molecular orbital energies, iii) molecular orbital coefficients, and iv) derived electronic properties. Interval Hartree-Fock is adapted as an error analysis tool for studying the impact of numerical error in Hartree-Fock computations. It is used to investigate the effect of input related factors such as system size and basis set types on the numerical accuracy of the Hartree-Fock total energy. Consideration is also given to the impact of various algorithm design decisions. Examples include the application of different integral screening thresholds, the variation between single and double precision arithmetic in two-electron integral evaluation, and the adjustment of interpolation table granularity. These factors are relevant to both the usage of conventional Hartree-Fock code, and the development of Hartree-Fock code optimized for novel computing devices such as graphics processing units. We then present an approach for solving the Hartree-Fock equations to within a guaranteed margin of error. This is achieved by treating the Hartree-Fock equations as a non-convex global optimization problem, which is then solved using deterministic global optimization. The main contribution of this work is the development of algorithms for handling quantum chemistry specific expressions such as the one and two-electron integrals within the deterministic global optimization framework. This approach was implemented as an extension to an existing open source solver. Proof of concept calculations are performed for a variety of problems within Hartree-Fock theory, including those in i) point energy calculation, ii) geometry optimization, iii) basis set optimization, and iv) excited state calculation. Performance analyses of these calculations are also presented and discussed

Feasible Form Parameter Design of Complex Ship Hull Form Geometry

This thesis introduces a new methodology for robust form parameter design of complex hull form geometry via constraint programming, automatic differentiation, interval arithmetic, and truncated hierarchical B- splines. To date, there has been no clearly stated methodology for assuring consistency of general (equality and inequality) constraints across an entire geometric form parameter ship hull design space. In contrast, the method to be given here can be used to produce guaranteed narrowing of the design space, such that infeasible portions are eliminated. Furthermore, we can guarantee that any set of form parameters generated by our method will be self consistent. It is for this reason that we use the title feasible form parameter design. In form parameter design, a design space is represented by a tuple of design parameters which are extended in each design space dimension. In this representation, a single feasible design is a consistent set of real valued parameters, one for every component of the design space tuple. Using the methodology to be given here, we pick out designs which consist of consistent parameters, narrowed to any desired precision up to that of the machine, even for equality constraints. Furthermore, the method is developed to enable the generation of complex hull forms using an extension of the basic rules idea to allow for automated generation of rules networks, plus the use of the truncated hierarchical B-splines, a wavelet-adaptive extension of standard B-splines and hierarchical B-splines. The adaptive resolution methods are employed in order to allow an automated program the freedom to generate complex B-spline representations of the geometry in a robust manner across multiple levels of detail. Thus two complementary objectives are pursued: ensuring feasible starting sets of form parameters, and enabling the generation of complex hull form geometry

Certainty Closure: Reliable Constraint Reasoning with Incomplete or Erroneous Data

Constraint Programming (CP) has proved an effective paradigm to model and solve difficult combinatorial satisfaction and optimisation problems from disparate domains. Many such problems arising from the commercial world are permeated by data uncertainty. Existing CP approaches that accommodate uncertainty are less suited to uncertainty arising due to incomplete and erroneous data, because they do not build reliable models and solutions guaranteed to address the user's genuine problem as she perceives it. Other fields such as reliable computation offer combinations of models and associated methods to handle these types of uncertain data, but lack an expressive framework characterising the resolution methodology independently of the model. We present a unifying framework that extends the CP formalism in both model and solutions, to tackle ill-defined combinatorial problems with incomplete or erroneous data. The certainty closure framework brings together modelling and solving methodologies from different fields into the CP paradigm to provide reliable and efficient approches for uncertain constraint problems. We demonstrate the applicability of the framework on a case study in network diagnosis. We define resolution forms that give generic templates, and their associated operational semantics, to derive practical solution methods for reliable solutions.Comment: Revised versio

Global Optimisation for Energy System

The goal of global optimisation is to find globally optimal solutions, avoiding local optima and other stationary points. The aim of this thesis is to provide more efficient global optimisation tools for energy systems planning and operation. Due to the ongoing increasing of complexity and decentralisation of power systems, the use of advanced mathematical techniques that produce reliable solutions becomes necessary. The task of developing such methods is complicated by the fact that most energy-related problems are nonconvex due to the nonlinear Alternating Current Power Flow equations and the existence of discrete elements. In some cases, the computational challenges arising from the presence of non-convexities can be tackled by relaxing the definition of convexity and identifying classes of problems that can be solved to global optimality by polynomial time algorithms. One such property is known as invexity and is defined by every stationary point of a problem being a global optimum. This thesis investigates how the relation between the objective function and the structure of the feasible set is connected to invexity and presents necessary conditions for invexity in the general case and necessary and sufficient conditions for problems with two degrees of freedom. However, nonconvex problems often do not possess any provable convenient properties, and specialised methods are necessary for providing global optimality guarantees. A widely used technique is solving convex relaxations in order to find a bound on the optimal solution. Semidefinite Programming relaxations can provide good quality bounds, but they suffer from a lack of scalability. We tackle this issue by proposing an algorithm that combines decomposition and linearisation approaches. In addition to continuous non-convexities, many problems in Energy Systems model discrete decisions and are expressed as mixed-integer nonlinear programs (MINLPs). The formulation of a MINLP is of significant importance since it affects the quality of dual bounds. In this thesis we investigate algebraic characterisations of on/off constraints and develop a strengthened version of the Quadratic Convex relaxation of the Optimal Transmission Switching problem. All presented methods were implemented in mathematical modelling and optimisation frameworks PowerTools and Gravity