Stochastic single machine scheduling problem as a multi-stage dynamic random decision process

In this work, we study a stochastic single machine scheduling problem in which the features of learning effect on processing times, sequence-dependent setup times, and machine configuration selection are considered simultaneously. More precisely, the machine works under a set of configurations and requires stochastic sequence-dependent setup times to switch from one configuration to another. Also, the stochastic processing time of a job is a function of its position and the machine configuration. The objective is to find the sequence of jobs and choose a configuration to process each job to minimize the makespan. We first show that the proposed problem can be formulated through two-stage and multi-stage Stochastic Programming models, which are challenging from the computational point of view. Then, by looking at the problem as a multi-stage dynamic random decision process, a new deterministic approximation-based formulation is developed. The method first derives a mixed-integer non-linear model based on the concept of accessibility to all possible and available alternatives at each stage of the decision-making process. Then, to efficiently solve the problem, a new accessibility measure is defined to convert the model into the search of a shortest path throughout the stages. Extensive computational experiments are carried out on various sets of instances. We discuss and compare the results found by the resolution of plain stochastic models with those obtained by the deterministic approximation approach. Our approximation shows excellent performances both in terms of solution accuracy and computational time

Minimizing the Makespan for Scheduling Problems with General Deterioration Effects

This paper investigates the scheduling problems with general deterioration models. By the deterioration models, the actual processing time functions of jobs depend not only on the scheduled position in the job sequence but also on the total weighted normal processing times of the jobs already processed. In this paper, the objective is to minimize the makespan. For the single-machine scheduling problems with general deterioration effects, we show that the considered problems are polynomially solvable. For the flow shop scheduling problems with general deterioration effects, we also show that the problems can be optimally solved in polynomial time under the proposed conditions

Competitive Two-Agent Scheduling with Learning Effect and Release Times on a Single Machine

The learning effect has gained much attention in the scheduling research recently, where many researchers have focused their problems on only one optimization. This study further addresses the scheduling problem in which two agents compete to perform their own jobs with release times on a common single machine with learning effect. The aim is to minimize the total weighted completion time of the first agent, subject to an upper bound on the maximum lateness of the second agent. We propose a branch-and-bound approach with several useful dominance properties and an effective lower bound for searching the optimal solution and three simulated-annealing algorithms for the near-optimal solutions. The computational results show that the proposed algorithms perform effectively and efficiently

Optimal paths in multi-stage stochastic decision networks

This paper deals with the search of optimal paths in a multi-stage stochastic decision network as a first application of the deterministic approximation approach proposed by Tadei et al. (2019). In the network, the involved utilities are stage-dependent and contain random oscillations with an unknown probability distribution. The problem is modeled as a sequential choice of nodes in a graph layered into stages, in order to find the optimal path value in a recursive fashion. It is also shown that an optimal path solution can be derived by using a Nested Multinomial Logit model, which represents the choice probability at the different stages. The accuracy and efficiency of the proposed method are experimentally proved on a large set of randomly generated instances. Moreover, insights on the calibration of a critical parameter of the deterministic approximation are also provided

Inferring the photometric and size evolution of galaxies from image simulations

Current constraints on models of galaxy evolution rely on morphometric catalogs extracted from multi-band photometric surveys. However, these catalogs are altered by selection effects that are difficult to model, that correlate in non trivial ways, and that can lead to contradictory predictions if not taken into account carefully. To address this issue, we have developed a new approach combining parametric Bayesian indirect likelihood (pBIL) techniques and empirical modeling with realistic image simulations that reproduce a large fraction of these selection effects. This allows us to perform a direct comparison between observed and simulated images and to infer robust constraints on model parameters. We use a semi-empirical forward model to generate a distribution of mock galaxies from a set of physical parameters. These galaxies are passed through an image simulator reproducing the instrumental characteristics of any survey and are then extracted in the same way as the observed data. The discrepancy between the simulated and observed data is quantified, and minimized with a custom sampling process based on adaptive Monte Carlo Markov Chain methods. Using synthetic data matching most of the properties of a CFHTLS Deep field, we demonstrate the robustness and internal consistency of our approach by inferring the parameters governing the size and luminosity functions and their evolutions for different realistic populations of galaxies. We also compare the results of our approach with those obtained from the classical spectral energy distribution fitting and photometric redshift approach.Our pipeline infers efficiently the luminosity and size distribution and evolution parameters with a very limited number of observables (3 photometric bands). When compared to SED fitting based on the same set of observables, our method yields results that are more accurate and free from systematic biases.Comment: 24 pages, 12 figures, accepted for publication in A&

Quantum Algorithms for Scientific Computing and Approximate Optimization

Quantum computation appears to offer significant advantages over classical computation and this has generated a tremendous interest in the field. In this thesis we study the application of quantum computers to computational problems in science and engineering, and to combinatorial optimization problems. We outline the results below. Algorithms for scientific computing require modules, i.e., building blocks, implementing elementary numerical functions that have well-controlled numerical error, are uniformly scalable and reversible, and that can be implemented efficiently. We derive quantum algorithms and circuits for computing square roots, logarithms, and arbitrary fractional powers, and derive worst-case error and cost bounds. We describe a modular approach to quantum algorithm design as a first step towards numerical standards and mathematical libraries for quantum scientific computing. A fundamental but computationally hard problem in physics is to solve the time-independent Schrödinger equation. This is accomplished by computing the eigenvalues of the corresponding Hamiltonian operator. The eigenvalues describe the different energy levels of a system. The cost of classical deterministic algorithms computing these eigenvalues grows exponentially with the number of system degrees of freedom. The number of degrees of freedom is typically proportional to the number of particles in a physical system. We show an efficient quantum algorithm for approximating a constant number of low-order eigenvalues of a Hamiltonian using a perturbation approach. We apply this algorithm to a special case of the Schrödinger equation and show that our algorithm succeeds with high probability, and has cost that scales polynomially with the number of degrees of freedom and the reciprocal of the desired accuracy. This improves and extends earlier results on quantum algorithms for estimating the ground state energy. We consider the simulation of quantum mechanical systems on a quantum computer. We show a novel divide and conquer approach for Hamiltonian simulation. Using the Hamiltonian structure, we can obtain faster simulation algorithms. Considering a sum of Hamiltonians we split them into groups, simulate each group separately, and combine the partial results. Simulation is customized to take advantage of the properties of each group, and hence yield refined bounds to the overall simulation cost. We illustrate our results using the electronic structure problem of quantum chemistry, where we obtain significantly improved cost estimates under mild assumptions. We turn to combinatorial optimization problems. An important open question is whether quantum computers provide advantages for the approximation of classically hard combinatorial problems. A promising recently proposed approach of Farhi et al. is the Quantum Approximate Optimization Algorithm (QAOA). We study the application of QAOA to the Maximum Cut problem, and derive analytic performance bounds for the lowest circuit-depth realization, for both general and special classes of graphs. Along the way, we develop a general procedure for analyzing the performance of QAOA for other problems, and show an example demonstrating the difficulty of obtaining similar results for greater depth. We show a generalization of QAOA and its application to wider classes of combinatorial optimization problems, in particular, problems with feasibility constraints. We introduce the Quantum Alternating Operator Ansatz, which utilizes more general unitary operators than the original QAOA proposal. Our framework facilitates low-resource implementations for many applications which may be particularly suitable for early quantum computers. We specify design criteria, and develop a set of results and tools for mapping diverse problems to explicit quantum circuits. We derive constructions for several important prototypical problems including Maximum Independent Set, Graph Coloring, and the Traveling Salesman problem, and show appealing resource cost estimates for their implementations

Advances and Novel Approaches in Discrete Optimization

Discrete optimization is an important area of Applied Mathematics with a broad spectrum of applications in many fields. This book results from a Special Issue in the journal Mathematics entitled ‘Advances and Novel Approaches in Discrete Optimization’. It contains 17 articles covering a broad spectrum of subjects which have been selected from 43 submitted papers after a thorough refereeing process. Among other topics, it includes seven articles dealing with scheduling problems, e.g., online scheduling, batching, dual and inverse scheduling problems, or uncertain scheduling problems. Other subjects are graphs and applications, evacuation planning, the max-cut problem, capacitated lot-sizing, and packing algorithms

Fundamentals

Volume 1 establishes the foundations of this new field. It goes through all the steps from data collection, their summary and clustering, to different aspects of resource-aware learning, i.e., hardware, memory, energy, and communication awareness. Machine learning methods are inspected with respect to resource requirements and how to enhance scalability on diverse computing architectures ranging from embedded systems to large computing clusters

Continuous reservoir model updating by ensemble Kalman filter on Grid computing architectures

A reservoir engineering Grid computing toolkit, ResGrid and its extensions, were developed and applied to designed reservoir simulation studies and continuous reservoir model updating. The toolkit provides reservoir engineers with high performance computing capacity to complete their projects without requiring them to delve into Grid resource heterogeneity, security certification, or network protocols. Continuous and real-time reservoir model updating is an important component of closed-loop model-based reservoir management. The method must rapidly and continuously update reservoir models by assimilating production data, so that the performance predictions and the associated uncertainty are up-to-date for optimization. The ensemble Kalman filter (EnKF), a Bayesian approach for model updating, uses Monte Carlo statistics for fusing observation data with forecasts from simulations to estimate a range of plausible models. The ensemble of updated models can be used for uncertainty forecasting or optimization. Grid environments aggregate geographically distributed, heterogeneous resources. Their virtual architecture can handle many large parallel simulation runs, and is thus well suited to solving model-based reservoir management problems. In the study, the ResGrid workflow for Grid-based designed reservoir simulation and an adapted workflow provide tools for building prior model ensembles, task farming and execution, extracting simulator output results, implementing the EnKF, and using a web portal for invoking those scripts. The ResGrid workflow is demonstrated for a geostatistical study of 3-D displacements in heterogeneous reservoirs. A suite of 1920 simulations assesses the effects of geostatistical methods and model parameters. Multiple runs are simultaneously executed using parallel Grid computing. Flow response analyses indicate that efficient, widely-used sequential geostatistical simulation methods may overestimate flow response variability when compared to more rigorous but computationally costly direct methods. Although the EnKF has attracted great interest in reservoir engineering, some aspects of the EnKF remain poorly understood, and are explored in the dissertation. First, guidelines are offered to select data assimilation intervals. Second, an adaptive covariance inflation method is shown to be effective to stabilize the EnKF. Third, we show that simple truncation can correct negative effects of nonlinearity and non-Gaussianity as effectively as more complex and expensive reparameterization methods