Structure-Aware Reliability Analysis of Large-Scale Linear Sensor Systems

A linear sensor system is a system in which the sensor measurements have a linear relationship to the source variables that cannot be measured directly. Linear sensor systems are widely deployed in advanced manufacturing processes, wireless transportation systems, electrical grid systems, and oil and gas pipeline systems to monitor and control various physical phenomena critical to the smooth function of such systems. The source variables capture these complex physical phenomena which are then estimated based on the sensor measurements. Two of the critical parameters to be considered while modeling any linear sensor system are the degree of redundancy and reliability. The degree of redundancy is the minimum number of sensor failures that a system can withstand without compromising the identifiability of any source variables. The reliability of a sensor system is a probabilistic evaluation of the ability of a system to tolerate sensor failures. Unfortunately, the existing approaches to compute the degree of redundancy and estimate the reliability are limited in scope due to their inability to solve problems in large-scale. In this research, we establish a new knowledge base for computing the degree of redundancy and estimating the reliability of large-scale linear sensor systems. We first introduce a heuristic convex optimization algorithm that uses techniques from compressed sensing to find highly reliable approximate values for the degree of redundancy. Due to the distributed nature of linear sensor systems often deployed in practical applications, many of these systems embed certain structures. In our second approach, we study these structural properties in detail utilizing matroid theory concepts of connectivity and duality and propose decomposition theorems to disintegrate the redundancy degree problem into subproblems over smaller subsystems. We solve these subproblems using mixed integer programming to obtain the degree of redundancy of the overall system. We further extend these decomposition theorems to help with dividing the reliability evaluation problem into smaller subproblems. Finally, we estimate the reliability of the linear sensor system by solving these subproblems employing mixed integer programming embedded within a recursive variance reduction framework, a technique commonly used in network reliability literature. We implement and test developed algorithms using a wide range of standard test instances that simulate real-life applications of linear sensor systems. Our computational studies prove that the proposed algorithms are significantly faster than the existing ones. Moreover, the variance of our reliability estimate is significantly lower than the previous estimates

A Polyhedral Study of Mixed 0-1 Set

We consider a variant of the well-known single node fixed charge network flow set with constant capacities. This set arises from the relaxation of more general mixed integer sets such as lot-sizing problems with multiple suppliers. We provide a complete polyhedral characterization of the convex hull of the given set

Structure Preserving and Scalable Simulation of Colliding Systems

Predictive computational tools to study granular materials are important in fields ranging from the geosciences and civil engineering to computer graphics. The simulation of granular materials, however, presents many challenges. The behavior of a granular medium is fundamentally multi-scale, with pair-wise interactions between discrete granules able to influence the continuum-scale evolution of a bulk material. Computational techniques for studying granular materials must therefore contend with this multi-scale nature. This research first addresses both the question of how to accurately model interactions between grains and the question of how to achieve multi-scale simulations of granular materials. We propose a novel rigid body contact model and a time integration technique that, for the first time, are able to simultaneously capture five key features of rigid body impact. We further validate this new model and time integration method by reproducing computationally challenging phenomena from granular physics. We next propose a technique to couple discrete and continuum models of granular materials to one another. This hybrid model reveals a family of possible discretizations suitable for simulation. We derive an explicit integration technique from this framework that is able to capture phenomena previously reserved for discrete treatments, including frictional jamming, while treating bulk regions of the material with a continuum model. To effectively handle the large plastic deformations inherent in the evolution of a granular medium, we further propose a method to dynamically update which regions are treated with a discrete model and which regions are treated with a continuum model. We demonstrate that hybrid simulations of a dynamically evolving granular material are possible and practical, and lay the foundation for further algorithmic development in this space. Finally, as the the tools used in computational science and engineering become progressively more complex, the ability to effectively train students in the field becomes increasingly important. We address the question of how to train students from a computer science background in numerical computation techniques by proposing a new system to automatically vet and identify problems in numerical simulations. This system has been deployed at the undergraduate and graduate level in a course on physical simulation at Columbia University, and has increased both student retention and student satisfaction with the course

Exact and Heuristic Hybrid Approaches for Scheduling and Clustering Problems

This thesis deals with the design of exact and heuristic algorithms for scheduling and clustering combinatorial optimization problems. All the works are linked by the fact that all the presented methods arebasically hybrid algorithms, that mix techniques used in the world of combinatorial optimization. The algorithms are all efficient in practice, but the one presented in Chapter 4, that has mostly theoretical interest. Chapter 2 presents practical solution algorithms based on an ILP model for an energy scheduling combinatorial problem that arises in a smart building context. Chapter 3 presents a new cutting stock problem and introduce a mathematical formulation and a heuristic solution approach based on a heuristic column generation scheme. Chapter 4 provides an exact exponential algorithm, whose importance is only theoretical so far, for a classical scheduling problem: the Single Machine Total Tardiness Problem. The relevant aspect is that the designed algorithm has the best worst case complexity for the problem, that has been studied for several decades. Furthermore, such result is based on a new technique, called Branch and Merge, that avoids the solution of several equivalent sub-problems in a branching algorithm that requires polynomial space. As a consequence, such technique embeds in a branching algorithm ideas coming from other traditional computer science techniques such as dynamic programming and memorization, but keeping the space requirement polynomial. Chapter 5 provides an exact approach based on semidefinite programming and a matheuristic approach based on a quadratic solver for a fractional clustering combinatorial optimization problem, called Max-Mean Dispersion Problem. The matheuristic approach has the peculiarity of using a non-linear MIP solver. The proposed exact approach uses a general semidefinite programming relaxation and it is likely to be extended to other combinatorial problems with a fractional formulation. Chapter 6 proposes practical solution methods for a real world clustering problem arising in a smart city context. The solution algorithm is based on the solution of a Set Cover model via a commercial ILP solver. As a conclusion, the main contribution of this thesis is given by several approaches of practical or theoretical interest, for two classes of important combinatorial problems: clustering and scheduling. All the practical methods presented in the thesis are validated by extensive computational experiments, that compare the proposed methods with the ones available in the state of the art

Algorithms for Scheduling Problems

This edited book presents new results in the area of algorithm development for different types of scheduling problems. In eleven chapters, algorithms for single machine problems, flow-shop and job-shop scheduling problems (including their hybrid (flexible) variants), the resource-constrained project scheduling problem, scheduling problems in complex manufacturing systems and supply chains, and workflow scheduling problems are given. The chapters address such subjects as insertion heuristics for energy-efficient scheduling, the re-scheduling of train traffic in real time, control algorithms for short-term scheduling in manufacturing systems, bi-objective optimization of tortilla production, scheduling problems with uncertain (interval) processing times, workflow scheduling for digital signal processor (DSP) clusters, and many more