A Non-Blocking Priority Queue for the Pending Event Set

The large diffusion of shared-memory multi-core machines has impacted the way Parallel Discrete Event Simulation (PDES) engines are built. While they were originally conceived as data-partitioned platforms, where each thread is in charge of managing a subset of simulation objects, nowadays the trend is to shift towards share-everything settings. In this scenario, any thread can (in principle) take care of CPU-dispatching pending events bound to whichever simulation object, which helps to fully share the load across the available CPU-cores. Hence, a fundamental aspect to be tackled is to provide an efficient globally-shared pending events’ set from which multiple worker threads can concurrently extract events to be processed, and into which they can concurrently insert new produced events to be processed in the future. To cope with this aspect, we present the design and implementation of a concurrent non-blocking pending events’ set data structure, which can be seen as a variant of a classical calendar queue. Early experimental data collected with a synthetic stress test are reported, showing excellent scalability of our proposal on a machine equipped with 32 CPU-cores

Dynamic hybrid simulation of batch processes driven by a scheduling module

Simulation is now a CAPE tool widely used by practicing engineers for process design and control. In particular, it allows various offline analyses to improve system performance such as productivity, energy efficiency, waste reduction, etc. In this framework, we have developed the dynamic hybrid simulation environment PrODHyS whose particularity is to provide general and reusable object-oriented components dedicated to the modeling of devices and operations found in chemical processes. Unlike continuous processes, the dynamic simulation of batch processes requires the execution of control recipes to achieve a set of production orders. For these reasons, PrODHyS is coupled to a scheduling module (ProSched) based on a MILP mathematical model in order to initialize various operational parameters and to ensure a proper completion of the simulation. This paper focuses on the procedure used to generate the simulation model corresponding to the realization of a scenario described through a particular scheduling

Multiobjective strategies for New Product Development in the pharmaceutical industry

New Product Development (NPD) constitutes a challenging problem in the pharmaceutical industry, due to the characteristics of the development pipeline. Formally, the NPD problem can be stated as follows: select a set of R&D projects from a pool of candidate projects in order to satisfy several criteria (economic profitability, time to market) while coping with the uncertain nature of the projects. More precisely, the recurrent key issues are to determine the projects to develop once target molecules have been identified, their order and the level of resources to assign. In this context, the proposed approach combines discrete event stochastic simulation (Monte Carlo approach) with multiobjective genetic algorithms (NSGAII type, Non-Sorted Genetic Algorithm II) to optimize the highly combinatorial portfolio management problem. In that context, Genetic Algorithms (GAs) are particularly attractive for treating this kind of problem, due to their ability to directly lead to the so-called Pareto front and to account for the combinatorial aspect. This work is illustrated with a study case involving nine interdependent new product candidates targeting three diseases. An analysis is performed for this test bench on the different pairs of criteria both for the bi- and tricriteria optimization: large portfolios cause resource queues and delays time to launch and are eliminated by the bi- and tricriteria optimization strategy. The optimization strategy is thus interesting to detect the sequence candidates. Time is an important criterion to consider simultaneously with NPV and risk criteria. The order in which drugs are released in the pipeline is of great importance as with scheduling problems

Multiobjective strategies for New Product Development in the pharmaceutical industry

New Product Development (NPD) constitutes a challenging problem in the pharmaceutical industry, due to the characteristics of the development pipeline. Formally, the NPD problem can be stated as follows: select a set of R&D projects from a pool of candidate projects in order to satisfy several criteria (economic profitability, time to market) while coping with the uncertain nature of the projects. More precisely, the recurrent key issues are to determine the projects to develop once target molecules have been identified, their order and the level of resources to assign. In this context, the proposed approach combines discrete event stochastic simulation (Monte Carlo approach) with multiobjective genetic algorithms (NSGAII type, Non-Sorted Genetic Algorithm II) to optimize the highly combinatorial portfolio management problem. In that context, Genetic Algorithms (GAs) are particularly attractive for treating this kind of problem, due to their ability to directly lead to the so-called Pareto front and to account for the combinatorial aspect. This work is illustrated with a study case involving nine interdependent new product candidates targeting three diseases. An analysis is performed for this test bench on the different pairs of criteria both for the bi- and tricriteria optimization: large portfolios cause resource queues and delays time to launch and are eliminated by the bi- and tricriteria optimization strategy. The optimization strategy is thus interesting to detect the sequence candidates. Time is an important criterion to consider simultaneously with NPV and risk criteria. The order in which drugs are released in the pipeline is of great importance as with scheduling problems

A Conflict-Resilient Lock-Free Calendar Queue for Scalable Share-Everything PDES Platforms

Emerging share-everything Parallel Discrete Event Simulation (PDES) platforms rely on worker threads fully sharing the workload of events to be processed. These platforms require efficient event pool data structures enabling high concurrency of extraction/insertion operations. Non-blocking event pool algorithms are raising as promising solutions for this problem. However, the classical non-blocking paradigm leads concurrent conflicting operations, acting on a same portion of the event pool data structure, to abort and then retry. In this article we present a conflict-resilient non-blocking calendar queue that enables conflicting dequeue operations, concurrently attempting to extract the minimum element, to survive, thus improving the level of scalability of accesses to the hot portion of the data structure---namely the bucket to which the current locality of the events to be processed is bound. We have integrated our solution within an open source share-everything PDES platform and report the results of an experimental analysis of the proposed concurrent data structure compared to some literature solutions

Cache-Aware Memory Manager for Optimistic Simulations

Parallel Discrete Event Simulation is a well known technique for executing complex general-purpose simulations where models are described as objects the interaction of which is expressed through the generation of impulsive events. In particular, Optimistic Simulation allows full exploitation of the available computational power, avoiding the need to compute safety properties for the events to be executed. Optimistic Simulation platforms internally rely on several data structures, which are meant to support operations aimed at ensuring correctness, inter-kernel communication and/or event scheduling. These housekeeping and management operations access them according to complex patterns, commonly suffering from misuse of memory caching architectures. In particular, operations like log/restore access data structures on a periodic basis, producing the replacement of in-cache buffers related to the actual working set of the application logic, producing a non-negligible performance drop. In this work we propose generally-applicable design principles for a new memory management subsystem targeted at Optimistic Simulation platforms which can face this issue by wisely allocating memory buffers depending on their actual future access patterns, in order to enhance event-execution memory locality. Additionally, an application-transparent implementation within ROOT-Sim, an open-source generalpurpose optimistic simulation platform, is presented along with experimental results testing our proposal

Integer programming based solution approaches for the train dispatching problem

Railroads face the challenge of competing with the trucking industry in a fastpaced environment. In this respect, they are working toward running freight trains on schedule and reducing travel times. The planned train schedules consist of departure and arrival times at main stations on the rail network. A detailed timetable, on the other hand, consists of the departure and arrival times of each train in each track section of its route. The train dispatching problem aims to determine detailed timetables over a rail network in order to minimize deviations from the planned schedule. We provide a new integer programming formulation for this problem based on a spacetime network; we propose heuristic algorithms to solve it and present computational results of these algorithms. Our approach includes some realistic constraints that have not been previously considered as well as all the assumptions and practical issues considered by the earlier works

Dynamic asset (and liability) management under market and credit risk

We introduce a modelling paradigm which integrates credit risk and market risk in describing the random dynamical behaviour of the underlying fixed income assets. We then consider an asset and liability management (ALM) problem and develop a mul- tistage stochastic programming model which focuses on optimum risk decisions. These models exploit the dynamical multiperiod structure of credit risk and provide insight into the corrective recourse decisions whereby issues such as the timing risk of default is appropriately taken into consideration. We also present a index tracking model in which risk is measured (and optimised) by the CVaR of the tracking portfolio in relation to the index. Both in- and out-of-sample (backtesting) experiments are undertaken to validate our approach. In this way we are able to demonstrate the feasibility and flexibility of the chosen framework