Selected Topics in Network Optimization: Aligning Binary Decision Diagrams for a Facility Location Problem and a Search Method for Dynamic Shortest Path Interdiction

This work deals with three different combinatorial optimization problems: minimizing the total size of a pair of binary decision diagrams (BDDs) under a certain structural property, a variant of the facility location problem, and a dynamic version of the Shortest-Path Interdiction (DSPI) problem. However, these problems all have the following core idea in common: They all stem from representing an optimization problem as a decision diagram. We begin from cases in which such a diagram representation of reasonable size might exist, but finding a small diagram is difficult to achieve. The first problem develops a heuristic for enforcing a structural property for a collection of BDDs, which allows them to be merged into a single one efficiently. In the second problem, we consider a specific combinatorial problem that allows for a natural representation by a pair of BDDs. We use the previous result and ideas developed earlier in the literature to reformulate this problem as a linear program over a single BDD. This approach enables us to obtain sensitivity information, while often enjoying runtimes comparable to a mixed integer program solved with a commercial solver, after we pay the computational overhead of building the diagram (e.g., when re-solving the problem using different costs, but the same graph topology). In the last part, we examine DSPI, for which building the full decision diagram is generally impractical. We formalize the concept of a game tree for the DSPI and design a heuristic based on the idea of building only selected parts of this exponentially-sized decision diagram (which is not binary any more). We use a Monte Carlo Tree Search framework to establish policies that are near optimal. To mitigate the size of the game tree, we leverage previously derived bounds for the DSPI and employ an alpha–beta pruning technique for minimax optimization. We highlight the practicality of these ideas in a series of numerical experiments

Deriving Petri nets from finite transition systems

This paper presents a novel method to derive a Petri net from any specification model that can be mapped into a state-based representation with arcs labeled with symbols from an alphabet of events (a Transition System, TS). The method is based on the theory of regions for Elementary Transition Systems (ETS). Previous work has shown that, for any ETS, there exists a Petri Net with minimum transition count (one transition for each label) with a reachability graph isomorphic to the original Transition System. Our method extends and implements that theory by using the following three mechanisms that provide a framework for synthesis of safe Petri nets from arbitrary TSs. First, the requirement of isomorphism is relaxed to bisimulation of TSs, thus extending the class of synthesizable TSs to a new class called Excitation-Closed Transition Systems (ECTS). Second, for the first time, we propose a method of PN synthesis for an arbitrary TS based on mapping a TS event into a set of transition labels in a PN. Third, the notion of irredundant region set is exploited, to minimize the number of places in the net without affecting its behavior. The synthesis method can derive different classes of place-irredundant Petri Nets (e.g., pure, free choice, unique choice) from the same TS, depending on the constraints imposed on the synthesis algorithm. This method has been implemented and applied in different frameworks. The results obtained from the experiments have demonstrated the wide applicability of the method.Peer ReviewedPostprint (published version

Iterative algorithms for a joint pricing and inventory control problem with nonlinear demand functions

Thesis (S.M.)--Massachusetts Institute of Technology, Computation for Design and Optimization Program, 2009.Cataloged from PDF version of thesis.Includes bibliographical references (p. 79-81).Price management, production planning and inventory control are important determinants of a firm's profitability. The intense competition brought about by rapid innovation, lean manufacturing time and the internet revolution has compelled firms to adopt a dynamic strategy that involves complex interplay between pricing and production decisions. In this thesis we consider some of these problems and develop computationally efficient algorithms that aim to tackle and optimally solve these problems in a finite amount of time. In the first half of the thesis we consider the joint pricing and inventory control problem in a deterministic and multiperiod setting utilizing the popular log linear demand model. We develop four algorithms that aim to solve the resulting profit maximization problem in a finite amount of time. The developed algorithms are then tested in a variety of settings ranging from small to large instances of trial data. The second half of the thesis deals with setting prices effectively when the customer demand is assumed to follow the multinomial logit demand model, which is the most popular discrete choice demand model. The profit maximization problem (even in the absence of constraints) is non-convex and hard to solve. Despite this fact we develop algorithms that compute the optimal solution efficiently. We test the algorithms we develop in a wide variety of scenarios from small to large customer segment, with and without production/inventory constraints. The last part of the thesis develops solution methods for the joint pricing and inventory control problem when costs are linear and demand follows the multinomial logit model.by Anupam Mazumdar.S.M

Efficient local search for Pseudo Boolean Optimization

Algorithms and the Foundations of Software technolog

Parameterized verification and repair of concurrent systems

In this thesis, we present novel approaches for model checking, repair and synthesis of systems that may be parameterized in their number of components. The parameterized model checking problem (PMCP) is in general undecidable, and therefore the focus is on restricted classes of parameterized concurrent systems where the problem is decidable. Under certain conditions, the problem is decidable for guarded protocols, and for systems that communicate via a token, a pairwise, or a broadcast synchronization. In this thesis we improve existing results for guarded protocols and we show that the PMCP of guarded protocols and token passing systems is decidable for specifications that add a quantitative aspect to LTL, called Prompt-LTL. Furthermore, we present, to our knowledge, the first parameterized repair algorithm. The parameterized repair problem is to find a refinement of a process implementation p such that the concurrent system with an arbitrary number of instances of p is correct. We show how this algorithm can be used on classes of systems that can be represented as well structured transition systems (WSTS). Additionally we present two safety synthesis algorithms that utilize a lazy approach. Given a faulty system, the algorithms first symbolically model check the system, then the obtained error traces are analyzed to synthesize a candidate that has no such traces. Experimental results show that our algorithm solves a number of benchmarks that are intractable for existing tools. Furthermore, we introduce our tool AIGEN for generating random Boolean functions and transition systems in a symbolic representation.In dieser Arbeit stellen wir neuartige Ans atze für das Model-Checking, die Reparatur und die Synthese von Systemen vor, die in ihrer Anzahl von Komponenten parametrisiert sein können. Das Problem des parametrisierten Model-Checking (PMCP) ist im Allgemeinen unentscheidbar, und daher liegt der Fokus auf eingeschränkten Klassen parametrisierter synchroner Systeme, bei denen das Problem entscheidbar ist. Unter bestimmten Bedingungen ist das Problem für Guarded Protocols und für Systeme, die über ein Token, eine Pairwise oder eine Broadcast-Synchronisation kommunizieren, entscheidbar. In dieser Arbeit verbessern wir bestehende Ergebnisse für Guarded Protocols und zeigen die Entscheidbarkeit des PMCP für Guarded Protocols und Token-Passing Systeme mit Spezifikationen in der temporalen Logik Prompt-LTL, die LTL einen quantitativen Aspekt hinzufügt. Darüber hinaus präsentieren wir unseres Wissens den ersten parametrisierten Reparaturalgorithmus. Das parametrisierte Reparaturproblem besteht darin, eine Verfeinerung einer Prozessimplementierung p zu finden, so dass das synchrone Systeme mit einer beliebigen Anzahl von Instanzen von p korrekt ist. Wir zeigen, wie dieser Algorithmus auf Klassen von Systemen angewendet werden kann, die als Well Structured Transition Systems (WSTS) dargestellt werden können. Außerdem präsentieren wir zwei Safety-Synthesis Algorithmen, die einen "lazy" Ansatz verwenden. Bei einem fehlerhaften System überprüfen die Algorithmen das System symbolisch, dann werden die erhaltenen "Gegenbeispiel" analysiert, um einen Kandidaten zu synthetisieren der keine solchen Fehlerpfade hat. Versuchsergebnisse zeigen, dass unser Algorithmus eine Reihe von Benchmarks löst, die für bestehende Tools nicht lösbar sind. Darüber hinaus stellen wir unser Tool AIGEN zur Erzeugung zufälliger Boolescher Funktionen und Transitionssysteme in einer symbolischen Darstellung vor

Knowledge compilation for online decision-making : application to the control of autonomous systems = Compilation de connaissances pour la décision en ligne : application à la conduite de systèmes autonomes

La conduite de systèmes autonomes nécessite de prendre des décisions en fonction des observations et des objectifs courants : cela implique des tâches à effectuer en ligne, avec les moyens de calcul embarqués. Cependant, il s'agit généralement de tâches combinatoires, gourmandes en temps de calcul et en espace mémoire. Réaliser ces tâches intégralement en ligne dégrade la réactivité du système ; les réaliser intégralement hors ligne, en anticipant toutes les situations possibles, nuit à son embarquabilité. Les techniques de compilation de connaissances sont susceptibles d'apporter un compromis, en déportant au maximum l'effort de calcul avant la mise en situation du système. Ces techniques consistent à traduire un problème dans un certain langage, fournissant une forme compilée de ce problème, dont la résolution est facile et la taille aussi compacte que possible. La traduction peut être très longue, mais n'est effectuée qu'une seule fois, hors ligne. Il existe de nombreux langages-cible de compilation, notamment le langage des diagrammes de décision binaires (BDDs), qui ont été utilisés avec succès dans divers domaines (model-checking, configuration, planification). L'objectif de la thèse était d'étudier l'application de la compilation de connaissances à la conduite de systèmes autonomes. Nous nous sommes intéressés à des problèmes réels de planification, qui impliquent souvent des variables continues ou à grand domaine énuméré (temps ou mémoire par exemple). Nous avons orienté notre travail vers la recherche et l'étude de langages-cible de compilation assez expressifs pour permettre de représenter de tels problèmes.Controlling autonomous systems requires to make decisions depending on current observations and objectives. This involves some tasks that must be executed online-with the embedded computational power only. However, these tasks are generally combinatory; their computation is long and requires a lot of memory space. Entirely executing them online thus compromises the system's reactivity. But entirely executing them offline, by anticipating every possible situation, can lead to a result too large to be embedded. A tradeoff can be provided by knowledge compilation techniques, which shift as much as possible of the computational effort before the system's launching. These techniques consists in a translation of a problem into some language, obtaining a compiled form of the problem, which is both easy to solve and as compact as possible. The translation step can be very long, but it is only executed once, and offline. There are numerous target compilation languages, among which the language of binary decision diagrams (BDDs), which have been successfully used in various domains of artificial intelligence, such as model-checking, configuration, or planning. The objective of the thesis was to study how knowledge compilation could be applied to the control of autonomous systems. We focused on realistic planning problems, which often involve variables with continuous domains or large enumerated domains (such as time or memory space). We oriented our work towards the search for target compilation languages expressive enough to represent such problems

Solving hard industrial combinatorial problems with SAT

The topic of this thesis is the development of SAT-based techniques and tools for solving industrial combinatorial problems. First, it describes the architecture of state-of-the-art SAT and SMT Solvers based on the classical DPLL procedure. These systems can be used as black boxes for solving combinatorial problems. However, sometimes we can increase their efficiency with slight modifications of the basic algorithm. Therefore, the study and development of techniques for adjusting SAT Solvers to specific combinatorial problems is the first goal of this thesis. Namely, SAT Solvers can only deal with propositional logic. For solving general combinatorial problems, two different approaches are possible: - Reducing the complex constraints into propositional clauses. - Enriching the SAT Solver language. The first approach corresponds to encoding the constraint into SAT. The second one corresponds to using propagators, the basis for SMT Solvers. Regarding the first approach, in this document we improve the encoding of two of the most important combinatorial constraints: cardinality constraints and pseudo-Boolean constraints. After that, we present a new mixed approach, called lazy decomposition, which combines the advantages of encodings and propagators. The other part of the thesis uses these theoretical improvements in industrial combinatorial problems. We give a method for efficiently scheduling some professional sport leagues with SAT. The results are promising and show that a SAT approach is valid for these problems. However, the chaotical behavior of CDCL-based SAT Solvers due to VSIDS heuristics makes it difficult to obtain a similar solution for two similar problems. This may be inconvenient in real-world problems, since a user expects similar solutions when it makes slight modifications to the problem specification. In order to overcome this limitation, we have studied and solved the close solution problem, i.e., the problem of quickly finding a close solution when a similar problem is considered

Advances in state estimation, diagnosis and control of complex systems

This dissertation intends to provide theoretical and practical contributions on estimation, diagnosis and control of complex systems, especially in the mathematical form of descriptor systems. The research is motivated by real applications, such as water networks and power systems, which require a control system to provide a proper management able to take into account their specific features and operating limits in presence of uncertainties related to their operation and failures from component malfunctions. Such a control system is expected to provide an optimal operation to obtain efficient and reliable performance. State estimation is an essential tool, which can be used not only for fault diagnosis but also for the controller design. To achieve a satisfactory robust performance, set theory is chosen to build a general framework for descriptor systems subject to uncertainties. Under certain assumptions, these uncertainties are propagated and bounded by deterministic sets that can be explicitly characterized at each iteration step. Moreover, set-invariance characterizations for descriptor systems are also of interest to describe the steady performance, which can also be used for active mode detection. For the controller design for complex systems, new developments of economic model predictive control (EMPC) are studied taking into account the case of underlying periodic behaviors. The EMPC controller is designed to be recursively feasible even with sudden changes in the economic cost function and the closed-loop convergence is guaranteed. Besides, a robust technique is plugged into the EMPC controller design to maintain these closed-loop properties in presence of uncertainties. Engineering applications modeled as descriptor systems are presented to illustrate these control strategies. From the real applications, some additional difficulties are solved, such as using a two-layer control strategy to avoid binary variables in real-time optimizations and using nonlinear constraint relaxation to deal with nonlinear algebraic equations in the descriptor model. Furthermore, the fault-tolerant capability is also included in the controller design for descriptor systems by means of the designed virtual actuator and virtual sensor together with an observer-based delayed controller.Esta tesis propone contribuciones de carácter teórico y aplicado para la estimación del estado, el diagnóstico y el control óptimo de sistemas dinámicos complejos en particular, para los sistemas descriptores, incluyendo la capacidad de tolerancia a fallos. La motivación de la tesis proviene de aplicaciones reales, como redes de agua y sistemas de energía, cuya naturaleza crítica requiere necesariamente un sistema de control para una gestión capaz de tener en cuenta sus características específicas y límites operativos en presencia de incertidumbres relacionadas con su funcionamiento, así como fallos de funcionamiento de los componentes. El objetivo es conseguir controladores que mejoren tanto la eficiencia como la fiabilidad de dichos sistemas. La estimación del estado es una herramienta esencial que puede usarse no solo para el diagnóstico de fallos sino también para el diseño del control. Con este fin, se ha decidido utilizar metodologías intervalares, o basadas en conjuntos, para construir un marco general para los sistemas de descriptores sujetos a incertidumbres desconocidas pero acotadas. Estas incertidumbres se propagan y delimitan mediante conjuntos que se pueden caracterizar explícitamente en cada instante. Por otra parte, también se proponen caracterizaciones basadas en conjuntos invariantes para sistemas de descriptores que permiten describir comportamientos estacionarios y resultan útiles para la detección de modos activos. Se estudian también nuevos desarrollos del control predictivo económico basado en modelos (EMPC) para tener en cuenta posibles comportamientos periódicos en la variación de parámetros o en las perturbaciones que afectan a estos sistemas. Además, se demuestra que el control EMPC propuesto garantiza la factibilidad recursiva, incluso frente a cambios repentinos en la función de coste económico y se garantiza la convergencia en lazo cerrado. Por otra parte, se utilizan técnicas de control robusto pata garantizar que las estrategias de control predictivo económico mantengan las prestaciones en lazo cerrado, incluso en presencia de incertidumbre. Los desarrollos de la tesis se ilustran con casos de estudio realistas. Para algunas de aplicaciones reales, se resuelven dificultades adicionales, como el uso de una estrategia de control de dos niveles para evitar incluir variables binarias en la optimización y el uso de la relajación de restricciones no lineales para tratar las ecuaciones algebraicas no lineales en el modelo descriptor en las redes de agua. Finalmente, se incluye también una contribución al diseño de estrategias de control con tolerancia a fallos para sistemas descriptores

Proceedings of the 22nd Conference on Formal Methods in Computer-Aided Design – FMCAD 2022

The Conference on Formal Methods in Computer-Aided Design (FMCAD) is an annual conference on the theory and applications of formal methods in hardware and system verification. FMCAD provides a leading forum to researchers in academia and industry for presenting and discussing groundbreaking methods, technologies, theoretical results, and tools for reasoning formally about computing systems. FMCAD covers formal aspects of computer-aided system design including verification, specification, synthesis, and testing