Task Assignment with Autonomous and Controlled Agents

We analyse assignment problems in which not all agents are controlled by the central planner. The autonomous agents search for vacant tasks guided by their own preference orders defined over subsets of the available tasks. The goal of the central planner is to maximise the total value of the assignment, taking into account the behaviour of the uncontrolled agents. This setting can be found in numerous real-world situations, ranging from organisational economics to "crowdsourcing" and disaster response. We introduce the Disjunctively Constrained Knapsack Game and show that its unique Nash equilibrium reveals the optimal assignment for the controlled agents. This result allows us to find the solution of the problem using mathematical programming techniques.

무인항공기 운영을 위한 덮개 모델 기반의 대규모 최적화 기법

학위논문 (박사) -- 서울대학교 대학원 : 공과대학 산업공학과, 2021. 2. 문일경.There is increasing interest in the unmanned aerial vehicle (UAV) in various fields of the industry, starting from the surveillance to the logistics. After introducing the smart city, there are attempts to utilize UAVs in the public service sector by connecting individual components of the system with both information and physical goods. In this dissertation, the UAV operation problems in the public service sector is modeled in the set covering approach. There is a vast literature on the facility location and set covering problems. However, when operating UAVs in the system, the plan has to make the most of the flexibility of the UAV, but also has to consider its physical limitation. We noticed a gap between the related, existing approaches and the technologies required in the field. That is, the new characteristics of the UAV hinder the existing solution algorithms, or a brand-new approach is required. In this dissertation, two operation problems to construct an emergency wireless network in a disaster situation by UAV and one location-allocation problem of the UAV emergency medical service (EMS) facility are proposed. The reformulation to the extended formulation and the corresponding branch-and-price algorithm can overcome the limitations and improve the continuous or LP relaxation bounds, which are induced by the UAV operation. A brief explanation of the UAV operation on public service, the related literature, and the brief explanation of the large-scale optimization techniques are introduced in Chapter 1, along with the research motivations and contributions, and the outline of the dissertations. In Chapter 2, the UAV set covering problem is defined. Because the UAV can be located without predefined candidate positions, more efficient operation becomes feasible, but the continuous relaxation bound of the standard formulation is weakened. The large-scale optimization techniques, including the Dantzig-Wolfe decomposition and the branch-and-price algorithm, could improve the continuous relaxation bound and reduce the symmetries of the branching tree and solve the realistic-scaled problems within practical computation time. To avoid numerical instability, two approximation models are proposed, and their approximation ratios are analyzed. In Chapter 3, UAV variable radius set covering problem is proposed with an extra decision on the coverage radius. While implementing the branch-and-price algorithm to the problem, a solvable equivalent formulation of the pricing subproblem is proposed. A heuristic based on the USCP is designed, and the proposed algorithm outperformed the benchmark genetic algorithm proposed in the literature. In Chapter 4, the facility location-allocation problem for UAV EMS is defined. The quadratic variable coverage constraint is reformulated to the linear equivalent formulation, and the nonlinear problem induced by the robust optimization approach is linearized. While implementing the large-scale optimization techniques, the structure of the subproblem is analyzed, and two solution approaches for the pricing subproblem are proposed, along with a heuristic. The results of the research can be utilized when implementing in the real applications sharing the similar characteristics of UAVs, but also can be used in its abstract formulation.현재, 지역 감시에서 물류까지, 무인항공기의 다양한 산업에의 응용이 주목받고 있다. 특히, 스마트 시티의 개념이 대두된 이후, 무인항공기를 공공 서비스 영역에 활용하여 개별 사회 요소를 연결, 정보와 물자를 교환하고자 하는 시도가 이어지고 있다. 본 논문에서는 공공 서비스 영역에서의 무인항공기 운영 문제를 집합덮개문제 관점에서 모형화하였다. 설비위치결정 및 집합덮개문제 영역에 많은 연구가 진행되어 있으나, 무인항공기를 운영하는 시스템의 경우 무인항공기가 갖는 자유도를 충분히 활용하면서도 무인항공기의 물리적 한계를 고려한 운영 계획을 필요로 한다. 우리는 본 문제와 관련된 기존 연구와 현장이 필요로 하는 기술의 괴리를 인식하였다. 이는 다시 말해, 무인항공기가 가지는 새로운 특성을 고려하면 기존의 문제 해결 방법을 통해 풀기 어렵거나, 혹은 새로운 관점에서의 문제 접근이 필요하다는 것이다. 본 논문에서는 재난이 발생한 지역에 무인항공기를 이용하여 긴급무선네트워크를 구성하는 두가지 문제와, 무인항공기를 이용하여 응급의료서비스를 제공하는 시설의 위치설정 및 할당문제를 제안한다. 확장문제로의 재공식화와 분지평가법을 활용하여, 무인항공기의 활용으로 인해 발생하는 문제 해결 방법의 한계를 극복하고 완화한계를 개선하였다. 공공 서비스 영역에서의 무인항공기 운영, 관련된 기존 연구와 본 논문에서 사용하는 대규모 최적화 기법에 대한 개괄적인 설명, 연구 동기 및 기여와 논문의 구성을 1장에서 소개한다. 2장에서는 무인항공기 집합덮개문제를 정의한다. 무인항공기는 미리 정해진 위치 없이 자유롭게 비행할 수 있기 때문에 더 효율적인 운영이 가능하나, 약한 완화한계를 갖게 된다. Dantzig-Wolfe 분해와 분지평가법을 포함한 대규모 최적화 기법을 통해 완화한계를 개선할 수 있으며, 분지나무의 대칭성을 줄여 실제 규모의 문제를 실용적인 시간 안에 해결할 수 있었다. 수치적 불안정성을 피하기 위하여, 두 가지 선형 근사 모형이 제안되었으며, 이들의 근사 비율을 분석하였다. 3장에서는 무인항공기 집합덮개문제를 일반화하여 무인항공기 가변반경 집합덮개문제를 정의한다. 분지평가법을 적용하면서 해결 가능한 평가 부문제를 제안하였으며, 휴리스틱을 설계하였다. 제안한 풀이 방법들이 기존 연구에서 제안한 벤치마크 유전 알고리즘을 능가하는 결과를 나타내었다. 4장에서는 무인항공기 응급의료서비스를 운영하는 시설의 위치설정 및 할당문제를 정의하였다. 2차 가변반경 범위제약이 선형의 동치인 수식으로 재공식화되었으며, 강건최적화 기법으로 인해 발생하는 비선형 문제를 선형화하였다. 대규모 최적화 기법을 적용하면서, 평가 부문제의 구조를 분석하여 두 가지 풀이 기법과 휴리스틱을 제안하였다. 본 연구의 결과는 무인항공기와 비슷한 특징을 가지는 실제 사례에 적용될 수 있으며, 추상적인 문제로써 다양한 분야에 그대로 활용될 수도 있다.Abstract i Contents vii List of Tables ix List of Figures xi Chapter 1 Introduction 1 1.1 Unmanned aerial vehicle operation on public services 1 1.2 Facility location problems 3 1.3 Large-scale optimization techniques 4 1.4 Research motivations and contributions 6 1.5 Outline of the dissertation 12 Chapter 2 Unmanned aerial vehicle set covering problem considering fixed-radius coverage constraint 14 2.1 Introduction 14 2.2 Problem definition 20 2.2.1 Problem description 22 2.2.2 Mathematical formulation 23 2.2.3 Discrete approximation model 26 2.3 Branch-and-price approach for the USCP 28 2.3.1 An extended formulation of the USCP 29 2.3.2 Branching strategies 34 2.3.3 Pairwise-conflict constraint approximation model based on Jung's theorem 35 2.3.4 Comparison of the approximation models 40 2.3.5 Framework of the solution algorithm for the PCBP model 42 2.4 Computational experiments 44 2.4.1 Datasets used in the experiments 44 2.4.2 Algorithmic performances 46 2.5 Solutions and related problems of the USCP 61 2.6 Summary 64 Chapter 3 Unmanned aerial vehicle variable radius set covering problem 66 3.1 Introduction 66 3.2 Problem definition 70 3.2.1 Mathematical model 72 3.3 Branch-and-price approach to the UVCP 76 3.4 Minimum covering circle-based approach 79 3.4.1 Formulation of the pricing subproblem II 79 3.4.2 Equivalence of the subproblem 82 3.5 Fixed-radius heuristic 84 3.6 Computational experiments 86 3.6.1 Datasets used in the experiments 88 3.6.2 Solution algorithms 91 3.6.3 Algorithmic performances 94 3.7 Summary 107 Chapter 4 Facility location-allocation problem for unmanned aerial vehicle emergency medical service 109 4.1 Introduction 109 4.2 Related literature 114 4.3 Location-allocation model for UEMS facility 117 4.3.1 Problem definition 118 4.3.2 Mathematical formulation 120 4.3.3 Linearization of the quadratic variable coverage distance function 124 4.3.4 Linear reformulation of standard formulation 125 4.4 Solution algorithms 126 4.4.1 An extended formulation of the ULAP 126 4.4.2 Branching strategy 129 4.4.3 Robust disjunctively constrained integer knapsack problem 131 4.4.4 MILP reformulation approach 132 4.4.5 Decomposed DP approach 133 4.4.6 Restricted master heuristic 136 4.5 Computational experiments 137 4.5.1 Datasets used in the experiments 137 4.5.2 Algorithmic performances 140 4.5.3 Analysis of the branching strategy and the solution approach of the pricing subproblem 150 4.6 Summary 157 Chapter 5 Conclusions and future research 160 5.1 Summary 160 5.2 Future research 163 Appendices 165 A Comparison of the computation times and objective value of the proposed algorithms 166 Bibliography 171 국문초록 188 감사의 글 190Docto

Relaxations and Cutting Planes for Linear Programs with Complementarity Constraints

We study relaxations for linear programs with complementarity constraints, especially instances whose complementary pairs of variables are not independent. Our formulation is based on identifying vertex covers of the conflict graph of the instance and generalizes the extended reformulation-linearization technique of Nguyen, Richard, and Tawarmalani to instances with general complementarity conditions between variables. We demonstrate how to obtain strong cutting planes for our formulation from both the stable set polytope and the boolean quadric polytope associated with a complete bipartite graph. Through an extensive computational study for three types of practical problems, we assess the performance of our proposed linear relaxation and new cutting-planes in terms of the optimality gap closed

Contribution à la résolution de problèmes d'optimisation combinatoire : méthodes séquentielles et parallèles

Les problèmes d'optimisation combinatoire sont souvent des problèmes très difficiles dont la résolution par des méthodes exactes peut s'avérer très longue ou peu réaliste. L'utilisation de méthodes heuristiques permet d'obtenir des solutions de bonne qualité en un temps de résolution raisonnable. Les heuristiques sont aussi très utiles pour le développement de méthodes exactes fondées sur des techniques d'évaluation et de séparation. Nous nous sommes intéressés dans un premier temps à proposer une méthode heuristique pour le problème du sac à dos multiple MKP. L'approche proposée est comparée à l'heuristique MTHM et au solveur CPLEX. Dans un deuxième temps nous présentons la mise en oeuvre parallèle d'une méthode exacte de résolution de problèmes d'optimisation combinatoire de type sac à dos sur architecture GPU. La mise en oeuvre CPU-GPU de la méthode de Branch and Bound pour la résolution de problèmes de sac à dos a montré une accélération de 51 sur une carte graphique Nvidia Tesla C2050. Nous présentons aussi une mise en oeuvre CPU-GPU de la méthode du Simplexe pour la résolution de problèmes de programmation linéaire. Cette dernière offre une accélération de 12.7 sur une carte graphique Nvidia Tesla C2050. Enfin, nous proposons une mise en oeuvre multi-GPU de l'algorithme du Simplexe, mettant à contribution plusieurs cartes graphiques présentes dans une même machine (2 cartes Nvidia Tesla C2050 dans notre cas). Outre l'accélération obtenue par rapport à la mise en oeuvre séquentielle de la méthode du Simplexe, une efficacité de 96.5 % est obtenue, en passant d'une carte à deux cartes graphiques.Combinatorial optimization problems are difficult problems whose solution by exact methods can be time consuming or not realistic. The use of heuristics permits one to obtain good quality solutions in a reasonable time. Heuristics are also very useful for the development of exact methods based on branch and bound techniques. The first part of this thesis concerns the Multiple Knapsack Problem (MKP). We propose here a heuristic called RCH which yields a good solution for the MKP problem. This approach is compared to the MTHM heuristic and CPLEX solver. The second part of this thesis concerns parallel implementation of an exact method for solving combinatorial optimization problems like knapsack problems on GPU architecture. The parallel implementation of the Branch and Bound method via CUDA for knapsack problems is proposed. Experimental results show a speedup of 51 for difficult problems using a Nvidia Tesla C2050 (448 cores). A CPU-GPU implementation of the simplex method for solving linear programming problems is also proposed. This implementation offers a speedup around 12.7 on a Tesla C2050 board. Finally, we propose a multi-GPU implementation of the simplex algorithm via CUDA. An efficiency of 96.5% is obtained when passing from one GPU to two GPUs

Problèmes de tournées de véhicules et application industrielle pour la réduction de l'empreinte écologique

Dans cette thèse, nous nous sommes intéressés à la résolution approchée de problèmes de tournées de véhicules. Nous avons exploité des travaux menés sur les graphes d'intervalles et des propriétés de dominance relatives aux tournées saturées pour traiter les problèmes de tournées sélectives plus efficacement. Des approches basées sur un algorithme d'optimisation par essaim particulaire et un algorithme mémétique ont été proposées. Les métaheuristiques développées font appel à un ensemble de techniques particulièrement efficaces telles que le découpage optimal, les opérateurs de croisement génétiques ainsi que des méthodes de recherches locales. Nous nous sommes intéressés également aux problèmes de tournées classiques avec fenêtres de temps. Différents prétraitements ont été introduits pour obtenir des bornes inférieures sur le nombre de véhicules. Ces prétraitements s'inspirent de méthodes issues de modèles de graphes, de problème d'ordonnancement et de problèmes de bin packing avec conflits. Nous avons montré également l'utilité des méthodes développées dans un contexte industriel à travers la réalisation d'un portail de services mobilité.In this thesis, we focused on the development of heuristic approaches for solvingvehicle routing problems. We exploited researches conducted on interval graphsand dominance properties of saturated tours to deal more efficiently with selectivevehicle routing problems. An adaptation of a particle swarm optimization algorithmand a memetic algorithm is proposed. The metaheuristics that we developed arebased on effective techniques such as optimal split, genetic crossover operatorsand local searches. We are also interested in classical vehicle problems with timewindows. Various pre-processing methods are introduced to obtain lower boundson the number of vehicles. These methods are based on many approaches usinggraph models, scheduling problems and bin packing problems with conflicts. Wealso showed the effectiveness of the developed methods with an industrial applicationby implementing a portal of mobility services.COMPIEGNE-BU (601592101) / SudocSudocFranceF

Algebraic Algorithm Design and Local Search

Formal, mathematically-based techniques promise to play an expanding role in the development and maintenance of the software on which our technological society depends. Algebraic techniques have been applied successfully to algorithm synthesis by the use of algorithm theories and design tactics, an approach pioneered in the Kestrel Interactive Development System (KIDS). An algorithm theory formally characterizes the essential components of a family of algorithms. A design tactic is a specialized procedure for recognizing in a problem specification the structures identified in an algorithm theory and then synthesizing a program. Design tactics are hard to write, however, and much of the knowledge they use is encoded procedurally in idiosyncratic ways. Algebraic methods promise a way to represent algorithm design knowledge declaratively and uniformly. We describe a general method for performing algorithm design that is more purely algebraic than that of KIDS. This method is then applied to local search. Local search is a large and diverse class of algorithms applicable to a wide range of problems; it is both intrinsically important and representative of algorithm design as a whole. A general theory of local search is formalized to describe the basic properties common to all local search algorithms, and applied to several variants of hill climbing and simulated annealing. The general theory is then specialized to describe some more advanced local search techniques, namely tabu search and the Kernighan-Lin heuristic

Técnicas de solução exata para problemas de carregamento de contêineres

Orientador: Prof. Dr. Cassius Tadeu ScarpinCoorientador: Prof. Dr. José Eduardo Pécora JuniorTese (doutorado) - Universidade Federal do Paraná, Setor de Tecnologia, Programa de Pós-Graduação em Métodos Numéricos em Engenharia. Defesa: Curitiba, 18/02/2020Inclui referências: p. 72-79Resumo: Esta tese apresenta técnicas exatas de resolução de problemas de carregamento de contêineres. Tais problemas consistem em determinar um arranjo de caixas no interior de uma unidade de transporte de carga, de modo que os itens sejam alocados de modo ortogonal e sem sobreposição, otimizando uma função objetivo, que em geral busca maximizar o valor associado à carga ou definir a menor quantidade de contêineres necessários para efetuar o transporte dos itens. Formulações matemáticas para resolução destes problemas são apresentadas nesta tese. Quatro técnicas para determinar a posição que as caixas podem ocupar no interior do contêiner foram avaliadas. Estratégias para obtenção de bounds também foram apresentadas e testadas. As restrições de estabilidade de carga, orientação de caixas e separação de itens, comuns em situações reais de carregamento, foram incorporadas aos modelos apresentados neste trabalho. Testes computacionais em instâncias clássicas foram efetuados, e a comparação com outras abordagens da literatura de carregamento de contêineres mostrou que as técnicas apresentadas nesta tese foram capazes de obter soluções ótimas e aprimorar a melhor solução conhecida em diversas instâncias dos problemas abordados. Palavras-chaves: Problema de carregamento de contêineres. Considerações práticas. Formulações matemáticas. Discretizações.Abstract: This thesis presents exact techniques for solving container loading problems. Such problems consist in determining an arrangement of boxes within a cargo transport unit, so that items are placed orthogonally and without overlapping, optimizing an objective function, which generally seeks to maximize the value associated with the cargo or define the smallest number of containers needed to transport the items. Mathematical formulations for solving these problems are presented in this thesis. Four techniques for determining the position of boxes inside the container were evaluated. The constraints of loading stability, box orientation and separation of items, common in actual loading situations, were incorporated into the models presented in this work. Computational tests in classical instances were performed, and comparison with other approaches in the container loading literature showed that the techniques presented in this thesis were able to obtain optimal solutions and to improve the best known solution in several instances of the problems addressed. Key-words: Container loading problem. Practical considerations. Mathematical formulations. Discretization

Fuzzy Operator Trees for Modeling Utility Functions

In this thesis, we propose a method for modeling utility (rating) functions based on a novel concept called textbf{Fuzzy Operator Tree} (FOT for short). As the notion suggests, this method makes use of techniques from fuzzy set theory and implements a fuzzy rating function, that is, a utility function that maps to the unit interval, where $0$ corresponds to the lowest and $1$ to the highest evaluation. Even though the original motivation comes from quality control, FOTs are completely general and widely applicable. Our approach allows a human expert to specify a model in the form of an FOT in a quite convenient and intuitive way. To this end, he simply has to split evaluation criteria into sub-criteria in a recursive manner, and to determine in which way these sub-criteria ought to be combined: conjunctively, disjunctively, or by means of an averaging operator. The result of this process is the qualitative structure of the model. A second step, then, it is to parameterize the model. To support or even free the expert form this step, we develop a method for calibrating the model on the basis of exemplary ratings, that is, in a purely data-driven way. This method, which makes use of optimization techniques from the field of evolutionary algorithms, constitutes the second major contribution of the thesis. The third contribution of the thesis is a method for evaluating an FOT in a cost-efficient way. Roughly speaking, an FOT can be seen as an aggregation function that combines the evaluations of a number of basic criteria into an overall rating of an object. Essentially, the cost of computing this rating is hence given by sum of the evaluation costs of the basic criteria. In practice, however, the precise utility degree is often not needed. Instead, it is enough to know whether it lies above or below an important threshold value. In such cases, the evaluation process, understood as a sequential evaluation of basic criteria, can be stopped as soon as this question can be answered in a unique way. Of course, the (expected) number of basic criteria and, therefore, the (expected) evaluation cost will then strongly depend on the order of the evaluations, and this is what is optimized by the methods that we have developed