Redesign of a sustainable food bank supply chain

Thesis submitted for the degree of Doctor of Philosophy in Mathematics Applied to Economics and Management.Food rescue and delivery organizations target concurrently the environmental objective of reduc- ing food waste, and the social objective of supporting underprivileged segments of the population. They secure surplus and about-to-waste food items from producers, manufacturers and retailers, and redistribute them through charitable agencies and parish councils to support the population in need of food assistance. Inspired by the case of the Portuguese Federation of Food Banks, the study ad- dresses the redesign of a food bank supply chain from a multi-dimensional outlook on sustainability. Considering an initial network of food banks, strategic decisions include the opening and closing of food banks, as well as the installation or expansion of storage and transport resources, while tactical decisions comprise the selection of served charities and respective assignment to the operational food banks. Moreover, product flows across the network are also to be determined. The supply chain is formulated as a three-layer network involving the donors, the food banks, and the charities, where multiple products flow in vertical and lateral directions. Based on an extensive literature review, and supported by an in-depth field research, the problem is formulated as a dynamic and capacitated tri-objective mixed-integer linear programming model, accounting for environmental indicators such as the volume of food waste and CO2 emissions, and social metrics assessing, among others, equity, inclusion, and proximity. The tri-objective problem is studied for regional and national supply chain instances, developed to depict real-life based cases. Non-dominated solutions are obtained for the regional instances appealing to the lexicographic ordering method. Relevant managerial insights are derived from the analysis of the lexicographic solutions. Three decomposition based heuristics de- veloped in this study proved to be effective in solving the national instances. Trade-offs between the economic, environmental, and social objectives are discussed, and properties of the mathematical programming model are proven.As organizações de resgate e distribuição "alimentar perseguem paralelamente o objetivo ambiental de redução do desperdício alimentar e o objetivo social de apoio à população carenciada. Estas entidades angariam excedentes alimentares e produtos em vias de deterioração de produtores, indústrias e do comércio a retalho que redistribuem, através de instituições de solidariedade e autarquias locais, a pessoas com carências alimentares. Inspirado no caso da Federação Portuguesa de Bancos Alimentares, este estudo aborda o redesenho de uma cadeia de abastecimento de bancos alimentares numa perspectiva de sustentabilidade multi-dimensional. Considerando uma rede inicial de bancos alimentares, as decisões estratégicas envolvem a abertura e o encerramento de bancos alimentares, bem como a instalação ou expansão da capacidade de armazenamento e de transporte, ao passo que as decisões táticas compreendem a seleção das instituições servidas e a sua afetação a algum dos bancos em operação. Adicionalmente, são também determinados os fluxos de produtos que circulam na rede. A cadeia de abastecimento é formulada como uma rede de três níveis envolvendo os doadores, os bancos alimentares e as instituições beneficiárias. Nesta rede existem fluxos verticais e laterais de produtos. Com base numa extensa revisão bibliográfica e apoiado por um aprofundado trabalho de campo, o problema é formulado como um modelo de programação linear inteira-mista, dinâmico, com capacidades e tri-objetivo. Este problema considera indicadores ambientais como o volume de desperdício alimentar e as emissões de CO2, e como métricas sociais a equidade, a inclusão e a proximidade, entre outros. O problema é estudado para instâncias de cadeias de abastecimento regionais e nacionais, as quais foram desenvolvidas com o objetivo de retratar casos baseados na realidade. São obtidas soluções não dominadas para as instâncias regionais recorrendo ao método lexicográfico, cuja análise revela conclusões relevantes para a gestão. Foram desenvolvidas três heurísticas baseadas em decomposição que provaram ser eficazes na resolução das instâncias nacionais. São discutidos os compromissos existentes entre os objetivos económico, ambiental e social, e provadas propriedades do modelo de programação matemática.N/

Multiphase flow modelling for enhanced oil and gas drilling and production

From the exploration to the abandonment of an oil and gas discovery, operators and engineers are constantly faced with the challenge of achieving the best commercial potential of oil fields. Although the petroleum engineering community has significantly contributed towards maximising the potential of discovered prospects, the approach adopted so far has been compartmentalised with little (heuristics-based) or no quality integration. The highly interconnected nature of the decision factors affecting the management of any field requires increased implementation of Computer-Aided Process Engineering (CAPE) methods, thus presenting a task for which chemical engineers have the background to make useful contributions. Drilling and production are the two primary challenging operations of oilfield activities, which span through different time horizons with both fast and slow-paced dynamics. These attributes of these systems make the application of modelling, simulation, and optimisation tasks difficult. This PhD project aims to improve field planning and development decisions from a Process Systems Engineering (PSE) perspective via numerical (fluid dynamics) simulations and modelbased deterministic optimisation of drilling and production operations, respectively. Also demonstrated in this work is the importance of deterministic optimisation as a reliable alternative to classical heuristic methods. From a drilling operation perspective, this project focuses on the application of Computational Fluid Dynamics (CFD) as a tool to understand the intricacies of cuttings transport (during wellbore cleaning) with drilling fluids of non-Newtonian rheology. Simulations of two-phase solid-liquid flows in an annular domain are carried out, with a detailed analysis on the impact of several drilling parameters (drill pipe eccentricity, inclination angle, drill pipe rotation, bit penetration rate, fluid rheology, and particle properties) on the cuttings concentration, pressure drop profiles, axial fluid, and solid velocities. The influence of the flow regime (laminar and turbulent) on cuttings transport efficiency is also examined using the Eulerian-Eulerian and Lagrangian-Eulerian modelling methods. With experimentally validated simulations, this aspect of the PhD project provides new understanding on the interdependence of these parameters; thus facilitating industrial wellbore cleaning operations. The second part of this project applies mathematical optimisation techniques via reduced-order modelling strategies for the enhancement of petroleum recovery under complex constraints that characterise production operations. The motivation for this aspect of the project stems from the observation that previous PSE-based contributions aimed at enhancing field profitability, often apply over-simplifications of the actual process or neglect some key performance indices due to problem complexity. However, this project focuses on a more detailed computational integration and optimisation of the models describing the whole field development process from the reservoir to the surface facilities to ensure optimal field operations. Nonlinear Programs (NLPs), Mixed-Integer Linear Programs (MILPs), and Mixed-Integer Nonlinear Programs (MINLPs) are formulated for this purpose and solved using high-fidelity simulators and algorithms in open-source and commercial solvers. Compared to previous studies, more flow physics are incorporated and rapid computations obtained, thus enabling real-time decision support for enhanced production in the oil and gas industry

Integration of maintenance optimization in process design and operation under uncertainty.

Imperial Users onl

Modeling and Analysis of Automotive Cyber-physical Systems: Formal Approaches to Latency Analysis in Practice

Based on advances in scheduling analysis in the 1970s, a whole area of research has evolved: formal end-to-end latency analysis in real-time systems. Although multiple approaches from the scientific community have successfully been applied in industrial practice, a gap is emerging between the means provided by formally backed approaches and the need of the automotive industry where cyber-physical systems have taken over from classic embedded systems. They are accompanied by a shift to heterogeneous platforms build upon multicore architectures. Scien- tific techniques are often still based on too simple system models and estimations on important end-to-end latencies have only been tightened recently. To this end, we present an expressive system model and formally describe the problem of end-to-end latency analysis in modern automotive cyber-physical systems. Based on this we examine approaches to formally estimate tight end-to-end latencies in Chapter 4 and Chapter 5. The de- veloped approaches include a wide range of relevant systems. We show that our approach for the estimation of latencies of task chains dominates existing approaches in terms of tightness of the results. In the last chapter we make a brief digression to measurement analysis since measuring and simulation is an important part of verification in current industrial practice

Proceedings of the 8th Cologne-Twente Workshop on Graphs and Combinatorial Optimization

International audienceThe Cologne-Twente Workshop (CTW) on Graphs and Combinatorial Optimization started off as a series of workshops organized bi-annually by either Köln University or Twente University. As its importance grew over time, it re-centered its geographical focus by including northern Italy (CTW04 in Menaggio, on the lake Como and CTW08 in Gargnano, on the Garda lake). This year, CTW (in its eighth edition) will be staged in France for the first time: more precisely in the heart of Paris, at the Conservatoire National d’Arts et Métiers (CNAM), between 2nd and 4th June 2009, by a mixed organizing committee with members from LIX, Ecole Polytechnique and CEDRIC, CNAM

On High-Performance Benders-Decomposition-Based Exact Methods with Application to Mixed-Integer and Stochastic Problems

RÉSUMÉ : La programmation stochastique en nombres entiers (SIP) combine la difficulté de l’incertitude et de la non-convexité et constitue une catégorie de problèmes extrêmement difficiles à résoudre. La résolution efficace des problèmes SIP est d’une grande importance en raison de leur vaste applicabilité. Par conséquent, l’intérêt principal de cette dissertation porte sur les méthodes de résolution pour les SIP. Nous considérons les SIP en deux étapes et présentons plusieurs algorithmes de décomposition améliorés pour les résoudre. Notre objectif principal est de développer de nouveaux schémas de décomposition et plusieurs techniques pour améliorer les méthodes de décomposition classiques, pouvant conduire à résoudre optimalement divers problèmes SIP. Dans le premier essai de cette thèse, nous présentons une revue de littérature actualisée sur l’algorithme de décomposition de Benders. Nous fournissons une taxonomie des améliorations algorithmiques et des stratégies d’accélération de cet algorithme pour synthétiser la littérature et pour identifier les lacunes, les tendances et les directions de recherche potentielles. En outre, nous discutons de l’utilisation de la décomposition de Benders pour développer une (méta- )heuristique efficace, décrire les limites de l’algorithme classique et présenter des extensions permettant son application à un plus large éventail de problèmes. Ensuite, nous développons diverses techniques pour surmonter plusieurs des principaux inconvénients de l’algorithme de décomposition de Benders. Nous proposons l’utilisation de plans de coupe, de décomposition partielle, d’heuristiques, de coupes plus fortes, de réductions et de stratégies de démarrage à chaud pour pallier les difficultés numériques dues aux instabilités, aux inefficacités primales, aux faibles coupes d’optimalité ou de réalisabilité, et à la faible relaxation linéaire. Nous testons les stratégies proposées sur des instances de référence de problèmes de conception de réseau stochastique. Des expériences numériques illustrent l’efficacité des techniques proposées. Dans le troisième essai de cette thèse, nous proposons une nouvelle approche de décomposition appelée méthode de décomposition primale-duale. Le développement de cette méthode est fondé sur une reformulation spécifique des sous-problèmes de Benders, où des copies locales des variables maîtresses sont introduites, puis relâchées dans la fonction objective. Nous montrons que la méthode proposée atténue significativement les inefficacités primales et duales de la méthode de décomposition de Benders et qu’elle est étroitement liée à la méthode de décomposition duale lagrangienne. Les résultats de calcul sur divers problèmes SIP montrent la supériorité de cette méthode par rapport aux méthodes classiques de décomposition. Enfin, nous étudions la parallélisation de la méthode de décomposition de Benders pour étendre ses performances numériques à des instances plus larges des problèmes SIP. Les variantes parallèles disponibles de cette méthode appliquent une synchronisation rigide entre les processeurs maître et esclave. De ce fait, elles souffrent d’un important déséquilibre de charge lorsqu’elles sont appliquées aux problèmes SIP. Cela est dû à un problème maître difficile qui provoque un important déséquilibre entre processeur et charge de travail. Nous proposons une méthode Benders parallèle asynchrone dans un cadre de type branche-et-coupe. L’assouplissement des exigences de synchronisation entraine des problèmes de convergence et d’efficacité divers auxquels nous répondons en introduisant plusieurs techniques d’accélération et de recherche. Les résultats indiquent que notre algorithme atteint des taux d’accélération plus élevés que les méthodes synchronisées conventionnelles et qu’il est plus rapide de plusieurs ordres de grandeur que CPLEX 12.7.----------ABSTRACT : Stochastic integer programming (SIP) combines the difficulty of uncertainty and non-convexity, and constitutes a class of extremely challenging problems to solve. Efficiently solving SIP problems is of high importance due to their vast applicability. Therefore, the primary focus of this dissertation is on solution methods for SIPs. We consider two-stage SIPs and present several enhanced decomposition algorithms for solving them. Our main goal is to develop new decomposition schemes and several acceleration techniques to enhance the classical decomposition methods, which can lead to efficiently solving various SIP problems to optimality. In the first essay of this dissertation, we present a state-of-the-art survey of the Benders decomposition algorithm. We provide a taxonomy of the algorithmic enhancements and the acceleration strategies of this algorithm to synthesize the literature, and to identify shortcomings, trends and potential research directions. In addition, we discuss the use of Benders decomposition to develop efficient (meta-)heuristics, describe the limitations of the classical algorithm, and present extensions enabling its application to a broader range of problems. Next, we develop various techniques to overcome some of the main shortfalls of the Benders decomposition algorithm. We propose the use of cutting planes, partial decomposition, heuristics, stronger cuts, and warm-start strategies to alleviate the numerical challenges arising from instabilities, primal inefficiencies, weak optimality/feasibility cuts, and weak linear relaxation. We test the proposed strategies with benchmark instances from stochastic network design problems. Numerical experiments illustrate the computational efficiency of the proposed techniques. In the third essay of this dissertation, we propose a new and high-performance decomposition approach, called Benders dual decomposition method. The development of this method is based on a specific reformulation of the Benders subproblems, where local copies of the master variables are introduced and then priced out into the objective function. We show that the proposed method significantly alleviates the primal and dual shortfalls of the Benders decomposition method and it is closely related to the Lagrangian dual decomposition method. Computational results on various SIP problems show the superiority of this method compared to the classical decomposition methods as well as CPLEX 12.7. Finally, we study parallelization of the Benders decomposition method. The available parallel variants of this method implement a rigid synchronization among the master and slave processors. Thus, it suffers from significant load imbalance when applied to the SIP problems. This is mainly due to having a hard mixed-integer master problem that can take hours to be optimized. We thus propose an asynchronous parallel Benders method in a branchand- cut framework. However, relaxing the synchronization requirements entails convergence and various efficiency problems which we address them by introducing several acceleration techniques and search strategies. In particular, we propose the use of artificial subproblems, cut generation, cut aggregation, cut management, and cut propagation. The results indicate that our algorithm reaches higher speedup rates compared to the conventional synchronized methods and it is several orders of magnitude faster than CPLEX 12.7

Design of Efficient Symmetric-Key Cryptographic Algorithms

兵庫県立大学大学院202

AN INVESTIGATION OF METAHEURISTICS USING PATH- RELINKING ON THE QUADRATIC ASSIGNMENT PROBLEM

The Quadratic Assignment Problem (QAP) is a widely researched, yet complex, combinatorial optimization problem that is applicable in modeling many real-world problems. Specifically, many optimization problems are formulated as QAPs. To resolve QAPs, the recent trends have been to use metaheuristics rather than exact or heuristic methods, and many researchers have found that the use of hybrid metaheuristics is actually more effective. A newly proposed hybrid metaheuristic is path relinking (PR), which is used to generate solutions by combining two or more reference solutions. In this dissertation, we investigated these diversification and intensification mechanisms using QAP. To satisfy the extensive demands of the computational resources, we utilized a High Throughput Computing (HTC) environment and test cases from the QAPLIB (QAP test case repository). This dissertation consists of three integrated studies that are built upon each other. The first phase explores the effects of the parameter tuning, metaheuristic design, and representation schemes (random keys and permutation solution encoding procedures) of two path-based metaheuristics (Tabu Search and Simulated Annealing) and two population-based metaheuristics (Genetic Algorithms and Artificial Immune Algorithms) using QAP as a testbed. In the second phase of the study, we examined eight tuned metaheuristics representing two representation schemes using problem characteristics. We use problem size, flow and distance dominance measures, sparsity (number of zero entries in the matrices), and the coefficient of correlation measures of the matrices to build search trajectories. The third phase of the dissertation focuses on intensification and diversification mechanisms using path-relinking (PR) procedures (the two variants of position-based path relinking) to enhance the performance of path-based and population-based metaheuristics. The current research in this field has explored the unusual effectiveness of PR algorithms in variety of applications and has emphasized the significance of future research incorporating more sophisticated strategies and frameworks. In addition to addressing these issues, we also examined the effects of solution representations on PR augmentation. For future research, we propose metaheuristic studies using fitness landscape analysis to investigate particular metaheuristics\u27 fitness landscapes and evolution through parameter tuning, solution representation, and PR augmentation. The main research contributions of this dissertation are to widen the knowledge domains of metaheuristic design, representation schemes, parameter tuning, PR mechanism viability, and search trajectory analysis of the fitness landscape using QAPs