Almost Symmetries and the Unit Commitment Problem

This thesis explores two main topics. The first is almost symmetry detection on graphs. The presence of symmetry in combinatorial optimization problems has long been considered an anathema, but in the past decade considerable progress has been made. Modern integer and constraint programming solvers have automatic symmetry detection built-in to either exploit or avoid symmetric regions of the search space. Automatic symmetry detection generally works by converting the input problem to a graph which is in exact correspondence with the problem formulation. Symmetry can then be detected on this graph using one of the excellent existing algorithms; these are also the symmetries of the problem formulation.The motivation for detecting almost symmetries on graphs is that almost symmetries in an integer program can force the solver to explore nearly symmetric regions of the search space. Because of the known correspondence between integer programming formulations and graphs, this is a first step toward detecting almost symmetries in integer programming formulations. Though we are only able to compute almost symmetries for graphs of modest size, the results indicate that almost symmetry is definitely present in some real-world combinatorial structures, and likely warrants further investigation.The second topic explored in this thesis is integer programming formulations for the unit commitment problem. The unit commitment problem involves scheduling power generators to meet anticipated energy demand while minimizing total system operation cost. Today, practitioners usually formulate and solve unit commitment as a large-scale mixed integer linear program.The original intent of this project was to bring the analysis of almost symmetries to the unit commitment problem. Two power generators are almost symmetric in the unit commitment problem if they have almost identical parameters. Along the way, however, new formulations for power generators were discovered that warranted a thorough investigation of their own. Chapters 4 and 5 are a result of this research.Thus this work makes three contributions to the unit commitment problem: a convex hull description for a power generator accommodating many types of constraints, an improved formulation for time-dependent start-up costs, and an exact symmetry reduction technique via reformulation

Complete Randomized Cutting Plane Algorithms for Propositional Satisfiability

The propositional satisfiability problem (SAT) is a fundamental problem in computer science and combinatorial optimization. A considerable number of prior researchers have investigated SAT, and much is already known concerning limitations of known algorithms for SAT. In particular, some necessary conditions are known, such that any algorithm not meeting those conditions cannot be efficient. This paper reports a research to develop and test a new algorithm that meets the currently known necessary conditions. In chapter three, we give a new characterization of the convex integer hull of SAT, and two new algorithms for finding strong cutting planes. We also show the importance of choosing which vertex to cut, and present heuristics to find a vertex that allows a strong cutting plane. In chapter four, we describe an experiment to implement a SAT solving algorithm using the new algorithms and heuristics, and to examine their effectiveness on a set of problems. In chapter five, we describe the implementation of the algorithms, and present computational results. For an input SAT problem, the output of the implemented program provides either a witness to the satisfiability or a complete cutting plane proof of satisfiability. The description, implementation, and testing of these algorithms yields both empirical data to characterize the performance of the new algorithms, and additional insight to further advance the theory. We conclude from the computational study that cutting plane algorithms are efficient for the solution of a large class of SAT problems

Optimization with mixed-integer, complementarity and bilevel constraints with applications to energy and food markets

In this dissertation, we discuss three classes of nonconvex optimization problems, namely, mixed-integer programming, nonlinear complementarity problems, and mixed-integer bilevel programming. For mixed-integer programming, we identify a class of cutting planes, namely the class of cutting planes derived from lattice-free cross-polytopes, which are proven to provide good approximations to the problem while being efficient to compute. We show that the closure of these cuts gives an approximation that depends only on the ambient dimension and that the cuts can be computed efficiently by explicitly providing an algorithm to compute the cut coefficients in $O(n2^n)$ time, as opposed to solving a nearest lattice-vector problem, which could be much harder. For complementarity problems, we develop a first-order approximation algorithm to efficiently approximate the covariance of the decision in a stochastic complementarity problem. The method can be used to approximate the covariance for large-scale problems by solving a system of linear equations. We also provide bounds to the error incurred in this technique. We then use the technique to analyze policies related to the North American natural gas market. Further, we use this branch of nonconvex problems in the Ethiopian food market to analyze the regional effects of exogenous shocks on the market. We develop a detailed model of the food production, transportation, trade, storage, and consumption in Ethiopia, and test it against exogenous shocks. These shocks are motivated by the prediction that teff, a food grain whose export is banned now, could become a super grain. We present the regional effects of different government policies in response to this shock. For mixed-integer bilevel programming, we develop algorithms that run in polynomial time, provided a subset of the input parameters are fixed. Besides the $\Sigma^p_2$-hardness of the general version of the problem, we show polynomial solvability and $NP$-completeness of certain restricted versions of this problem. Finally, we completely characterize the feasible regions represented by each of these different types of nonconvex optimization problems. We show that the representability of linear complementarity problems, continuous bilevel programs, and polyhedral reverse-convex programs are the same, and they coincide with that of mixed-integer programs if the feasible region is bounded. We also show that the feasible region of any mixed-integer bilevel program is a union of the feasible regions of finitely many mixed-integer programs up to projections and closures

Mixed Integer Second Order Cone Optimization, Disjunctive Conic Cuts: Theory and experiments

Mixed Integer Second Order Cone Optimization (MISOCO) problems allow practitioners to mathematically describe a wide variety of real world engineering problems including supply chain, finance, and networks design. A MISOCO problem minimizes a linear function over the set of solutions of a system of linear equations and the Cartesian product of second order cones of various dimensions, where a subset of the variables is constrained to be integer. This thesis presents a technique to derive inequalities that help to obtain a tighter mathematical description of the feasible set of a MISOCO problem. This improved description of the problem usually leads to accelerate the process of finding its optimal solution. In this work we extend the ideas of disjunctive programming, originally developed for mixed integer linear optimization, to the case of MISOCO problems. The extension presented here results in the derivation of a novel methodology that we call \emph{disjunctive conic cuts} for MISOCO problems. The analysis developed in this thesis is separated in three parts. In the first part, we introduce the formal definition of disjunctive conic cuts. Additionally, we show that under some mild assumptions there is a necessary and sufficient condition that helps to identify a disjunctive conic cut for a given convex set. The main appeal of this condition is that it can be easily verified in the case of MISOCO problems. In the second part, we study the geometry of sets defined by a single quadratic inequality. We show that for some of these sets it is possible to derive a close form to build a disjunctive conic cut. In the third part, we show that the feasible set of a MISOCO problem with a single cone can be characterized using sets that are defined by a single quadratic inequality. Then, we present the results that provide the criteria for the derivation of disjunctive conic cuts for MISOCO problems. Preliminary numerical experiments with our disjunctive conic cuts used in a branch-and-cut framework provide encouraging results where this novel methodology helped to solve MISOCO problems more efficiently. We close our discussion in this thesis providing some highlights about the questions that we consider worth pursuing for future research

Mining a Small Medical Data Set by Integrating the Decision Tree and t-test

[[abstract]]Although several researchers have used statistical methods to prove that aspiration followed by the injection of 95% ethanol left in situ (retention) is an effective treatment for ovarian endometriomas, very few discuss the different conditions that could generate different recovery rates for the patients. Therefore, this study adopts the statistical method and decision tree techniques together to analyze the postoperative status of ovarian endometriosis patients under different conditions. Since our collected data set is small, containing only 212 records, we use all of these data as the training data. Therefore, instead of using a resultant tree to generate rules directly, we use the value of each node as a cut point to generate all possible rules from the tree first. Then, using t-test, we verify the rules to discover some useful description rules after all possible rules from the tree have been generated. Experimental results show that our approach can find some new interesting knowledge about recurrent ovarian endometriomas under different conditions.[[journaltype]]國外[[incitationindex]]EI[[booktype]]紙本[[countrycodes]]FI

When Less Is More: Consequence-Finding in a Weak Theory of Arithmetic

This paper presents a theory of non-linear integer/real arithmetic and algorithms for reasoning about this theory. The theory can be conceived as an extension of linear integer/real arithmetic with a weakly-axiomatized multiplication symbol, which retains many of the desirable algorithmic properties of linear arithmetic. In particular, we show that the conjunctive fragment of the theory can be effectively manipulated (analogously to the usual operations on convex polyhedra, the conjunctive fragment of linear arithmetic). As a result, we can solve the following consequence-finding problem: given a ground formula F, find the strongest conjunctive formula that is entailed by F. As an application of consequence-finding, we give a loop invariant generation algorithm that is monotone with respect to the theory and (in a sense) complete. Experiments show that the invariants generated from the consequences are effective for proving safety properties of programs that require non-linear reasoning

Reinforcement Learning: New Algorithms and An Application for Integer Programming

Reinforcement learning (RL) is a generic paradigm for the modeling and optimization of sequential decision making. In the recent decade, progress in RL research has brought about breakthroughs in several applications, ranging from playing video games, mastering board games, to controlling simulated robots. To bring the potential benefits of RL to other domains, two elements are critical: (1) Efficient and general-purpose RL algorithms; (2) Formulations of the original applications into RL problems. These two points are the focus of this thesis. We start by developing more efficient RL algorithms. In Chapter 2, we propose Taylor Expansion Policy Optimization, a model-free algorithmic framework that unifies a number of important prior work as special cases. This unifying framework also allows us to develop a natural algorithmic extension to prior work, with empirical performance gains. In Chapter 3, we propose Monte-Carlo Tree Search as Regularized Policy Optimization, a model-based framework that draws close connections between policy optimization and Monte-Carlo tree search. Building on this insight, we propose Policy Optimization Zero (POZero), a novel algorithm which leverages the strengths of regularized policy search to achieve significant performance gains over MuZero. To showcase how RL can be applied to other domains where the original applications could benefit from learning systems, we study the acceleration of integer programming (IP) solvers with RL. Due to the ubiquity of IP solvers in industrial applications, such research holds the promise of significant real life impacts and practical values. In Chapter 4, we focus on a particular formulation of Reinforcement Learning for Integer Programming: Learning to Cut. By combining cutting plane methods with selection rules learned by RL, we observe that the RL-augmented cutting plane solver achieves significant performance gains over traditional heuristics. This serves as a proof-of-concept of how RL can be combined with general IP solvers, and how learning augmented optimization systems might achieve significant acceleration in general

Dissecting Drayage: An Examination of Structure, Information, and Control in Drayage Operations

The term dray dates back to the 14th century when it was used commonly to describe a type of very sturdy sideless cart . In the 1700s the word drayage came into use meaning “to transport by a sideless cart”. Today, drayage commonly refers to the transport of containerized cargo to and from port or rail terminals and inland locations. With the phenomenal growth of containerized freight since the container’s introduction in 1956, the drayage industry has also experienced significant growth. In fact, according to the Bureau for Transportation Statistics, the world saw total maritime container traffic grow to approximately 417 million twenty foot equivalent units (TEUs) in 2006. Unfortunately, the drayage portion of a door-to-door container move tends to be the most costly part of the move. There are a variety of reasons for this disproportionate assignment of costs, including a great deal of uncertainty at the interface of modes. For example, trucks moving containers to and from a port terminal are often uncertain as to how long it will take them to pick up a designated container coming from a ship, from the terminal stack, or from customs. This uncertainty leads to much difficulty and inefficiency in planning a profitable routing for multiple containers in one day. We study this problem from three perspectives using both empirical and theoretical techniques