Characterization of optimal plans for stochastic dynamic programs

This paper provides general techniques for the characterization of optimal plans resulting from stochastic dynamic programming. We show that under standard assumptions the optimal plans in both finite and infinite horizon problems can be obtained by an application of the Implicit Function Theorem to first order conditions. Further, we show that under certain checkable conditions, optimal plans and value functions are p-times differentiable for any integer p [ges] 0. Finally, we apply our technique to obtain a Cp plan and value function in a one sector infinite horizon growth problem under uncertainty.Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/23779/1/0000017.pd

A Neuroevolutionary Approach to Stochastic Inventory Control in Multi-Echelon Systems

Stochastic inventory control in multi-echelon systems poses hard problems in optimisation under uncertainty. Stochastic programming can solve small instances optimally, and approximately solve larger instances via scenario reduction techniques, but it cannot handle arbitrary nonlinear constraints or other non-standard features. Simulation optimisation is an alternative approach that has recently been applied to such problems, using policies that require only a few decision variables to be determined. However, to find optimal or near-optimal solutions we must consider exponentially large scenario trees with a corresponding number of decision variables. We propose instead a neuroevolutionary approach: using an artificial neural network to compactly represent the scenario tree, and training the network by a simulation-based evolutionary algorithm. We show experimentally that this method can quickly find high-quality plans using networks of a very simple form

Optimizing Emergency Transportation through Multicommodity Quickest Paths

In transportation networks with limited capacities and travel times on the arcs, a class of problems attracting a growing scientific interest is represented by the optimal routing and scheduling of given amounts of flow to be transshipped from the origin points to the specific destinations in minimum time. Such problems are of particular concern to emergency transportation where evacuation plans seek to minimize the time evacuees need to clear the affected area and reach the safe zones. Flows over time approaches are among the most suitable mathematical tools to provide a modelling representation of these problems from a macroscopic point of view. Among them, the Quickest Path Problem (QPP), requires an origin-destination flow to be routed on a single path while taking into account inflow limits on the arcs and minimizing the makespan, namely, the time instant when the last unit of flow reaches its destination. In the context of emergency transport, the QPP represents a relevant modelling tool, since its solutions are based on unsplittable dynamic flows that can support the development of evacuation plans which are very easy to be correctly implemented, assigning one single evacuation path to a whole population. This way it is possible to prevent interferences, turbulence, and congestions that may affect the transportation process, worsening the overall clearing time. Nevertheless, the current state-of-the-art presents a lack of studies on multicommodity generalizations of the QPP, where network flows refer to various populations, possibly with different origins and destinations. In this paper we provide a contribution to fill this gap, by considering the Multicommodity Quickest Path Problem (MCQPP), where multiple commodities, each with its own origin, destination and demand, must be routed on a capacitated network with travel times on the arcs, while minimizing the overall makespan and allowing the flow associated to each commodity to be routed on a single path. For this optimization problem, we provide the first mathematical formulation in the scientific literature, based on mixed integer programming and encompassing specific features aimed at empowering the suitability of the arising solutions in real emergency transportation plans. A computational experience performed on a set of benchmark instances is then presented to provide a proof-of-concept for our original model and to evaluate the quality and suitability of the provided solutions together with the required computational effort. Most of the instances are solved at the optimum by a commercial MIP solver, fed with a lower bound deriving from the optimal makespan of a splittable-flow relaxation of the MCQPP

Energy optimization methods for Virtual Machine Placement in Cloud Data Center

The Information Technology industry has been upheaved by the influx of cloud computing. The extension of Cloud computing has resulted in the creation of huge data centers globally containing numbers of computers that consume large amounts of energy resulting in high operating costs. To reduce energy consumption providers must optimize resource usage by performing dynamic consolidation of virtual machines (VMs) in an efficient way. The problems of VM consolidation are host overload detection, host under-load detection, VM selection and VM placement. Each of the aforestated sub-problems must operate in an optimized manner to maintain the energy usage and performance. The process of VM placement has been focused in this work, and energy efficient, optimal virtual machine placement (E2OVMP) algorithm has been proposed. This minimizes the expenses for hosting virtual machines in a cloud provider environment in two different plans such as i) reservation and ii) on-demand plans, under future demand and price uncertainty. It also reduces energy consumption. E2OVMP algorithm makes a decision based on the gilt-edged solution of stochastic integer programming to lease resources from cloud IaaS providers. The performance of E2OVMP is evaluated by using CloudSim with inputs of planet lab workload. It minimized the user’s budget, number of VM migration resulting efficient energy consumption. It ensures a high level of constancy to the Service Level Agreements (SLA).Keywords: Cloud resource management; virtualization; dynamic consolidation; stochastic integer programming (SIP)*Cite as: Esha Barlaskar, N. Ajith Singh, Y. Jayanta Singh, “Energy optimization methods for Virtual Machine Placementin Cloud Data Center†ADBU J.Engg.Tech., 1(2014) 0011401(7pp

Answer Set Planning Under Action Costs

Recently, planning based on answer set programming has been proposed as an approach towards realizing declarative planning systems. In this paper, we present the language Kc, which extends the declarative planning language K by action costs. Kc provides the notion of admissible and optimal plans, which are plans whose overall action costs are within a given limit resp. minimum over all plans (i.e., cheapest plans). As we demonstrate, this novel language allows for expressing some nontrivial planning tasks in a declarative way. Furthermore, it can be utilized for representing planning problems under other optimality criteria, such as computing ``shortest'' plans (with the least number of steps), and refinement combinations of cheapest and fastest plans. We study complexity aspects of the language Kc and provide a transformation to logic programs, such that planning problems are solved via answer set programming. Furthermore, we report experimental results on selected problems. Our experience is encouraging that answer set planning may be a valuable approach to expressive planning systems in which intricate planning problems can be naturally specified and solved