A multiple-cut analytic center cutting plane method for semidefinite feasibility problems

10.1137/S1052623400370503SIAM Journal on Optimization1241126-114

Optimization of Locomotive Management and Fuel Consumption in Rail Freight Transport

For the enormous capital investment and high operation expense of locomotives, the locomotive management/assignment and fuel consumption are two of the most important areas for railway industry, especially in freight train transportation. Several algorithms have been developed for the Locomotive Assignment Problem (LAP), including exact mathematics models, approximate dynamic programming and heuristics. These previously published optimization algorithms suffer from scalability or solution accuracy issues. In addition, each of the optimization models lacks part of the constraints that are necessary in real-world train/locomotive operation, e.g., maintenance/shop constraints or consist busting avoidance. Furthermore, there are rarely research works for the reduction of total train energy consumption on the locomotive assignment level. The thesis is organized around our three main contributions. Firstly we propose a “consist travel plan” based LAP optimization model, which covers all the required meaningful constraints and which can efficiently be solved using large scale optimization techniques, namely column generation (CG) decomposition. Our key contribution is that our LAP model can evaluate the occurrence of consist busting using the number of consist travel plans, and allows locomotive status transformation in flow conservation constraints. In addition, a new column generation acceleration architecture is developed, that allows the subproblem, i.e., column generator to create multiple columns in each iteration, that each is an optimal solution for a reduced sub-network. This new CG architecture reduces computational time greatly comparing to our original LAP model. For train fuel consumption, we derive, linearize and integrate a train fuel consumption model into our LAP model. In addition, we establish a conflict-free pre-process for time windows for train rescheduling without touching train-meet time and position. The new LAP-fuel consumption model works fine for the optimization of the train energy exhaustion on the locomotive assignment level. For the optimization models above, the numerical results are conducted on the railway network infrastructure of Canada Pacific Railway (CPR), with up to 1,750 trains and 9 types of locomotives over a two-week time period in the entire CPR railway network

Optimización de modelos estocásticos de mercado eléctrico múltiple mediante métodos duales

El presente trabajo plantea la resolución computacional de un modelo de optimización de la oferta de generación eléctrica para compañías eléctricas que participan en el mercado eléctrico liberalizado MIBEL. Dicho mercado se circunscribe a España y Portugal y se compone de una serie de subastas energéticas consecutivas donde el operador de mercado realiza para cada una de ellas la casación entre la oferta y demanda. Así, el objetivo de la compañía generadora será maximizar los beneficios obtenidos en la participación del conjunto de mercados teniendo en cuenta el cumplimiento de las obligaciones contractuales ya establecidas.El modelo matemático propuesto para su caracterización corresponde a un modelo de programación estocástica multietapa cuyo equivalente determinista es un problema de optimización cuadrática con variable binaria. Con el objetivo de aprovechar la estructura del problema se procede a plantear la dualización de un grupo de restricciones que producen que el problema original pueda ser dividido en subproblemas

Multiple Cuts in the Analytic Center Cutting Plane Method

We analyze the multiple cut generation scheme in the analytic center cutting plane method. We propose an optimal primal and dual updating direction when the cuts are central. The direction is optimal in the sense that it maximizes the product of the new dual slacks and of the new primal variables within the trust regions defined by Dikin's primal and dual ellipsoids. The new primal and dual directions use the variance--covariance matrix of the normals to the new cuts in the metric given by Dikin's ellipsoid. We prove that the recovery of a new analytic center from the optimal restoration direction can be done in O(p log(p + 1)) damped Newton steps, where p is the number of new cuts added by the oracle, which may vary with the iteration. The results and the proofs are independent of the specific scaling matrix ---primal, dual or primal-dual--- that is used in the computations. The computation of the optimal direction uses Newton's method applied to a self-concordant function of p variab..

Multiple Cuts in the Analytic Center Cutting Plane Method

WE analyze the multiple cut generation scheme in the analytic center cutting plane method. We propose an optimal primal and dual updating direction when the cuts are central. The dircetion is optimal in the sense that it maximizes the product of the new dual slacks and of the new primal variables within the trust regions defined by Dikin's primal and dual ellipsoids.MATHEMATICS

Multiple Cuts in the Analytic Center Cutting Plane Method

We analyze the multiple cut generation scheme in the analytic center cutting plane method. We propose an optimal primal and dual updating direction when the cuts are central. The direction is optimal in the sense that it maximizes the product of the new dual slacks and of the new primal variables within the trust regions defined by Dikin's primal and dual ellipsoids. The new primal and dual directions use the variance--covariance matrix of the normals to the new cuts in the metric given by Dikin's ellipsoid. We prove that the recovery of a new analytic center from the optimal restoration direction can be done in O(p log(p + 1)) damped Newton steps, where p is the number of new cuts added by the oracle. The results and the proofs are independent of the specific scaling matrix ---primal, dual or primal-dual--- that is used in the computations. The computation of the optimal direction uses Newton's method applied to a self-concordant function of p variables. The convergence result of [20]..