http://hdl.handle.net/2117/3943 Sun, 19 May 2013 03:52:48 GMT 2013-05-19T03:52:48Z webmaster.bupc@upc.edu Universitat Politècnica de Catalunya. Servei de Biblioteques i Documentació no http://hdl.handle.net/2117/17954 Title: On assessing the disclosure risk of controlled adjustment methods for statistical tabular data Authors: Castro Pérez, Jordi Abstract: Minimum distance controlled tabular adjustment is a recent perturbative approach for statistical disclosure control in tabular data. Given a table to be protected, it looks for the closest safe table, using some particular distance. Con trolled adjustment is known to provide high data utility. However, the disclosure risk has only been partially analyzed using theoretical results from optimization. This work ext ends these previous results, providing both a more detailed theoretical analysis, and an extensive empirical assess- ment of the disclosure risk of the method. A set of 25 instance s from the literature and four different attacker scenarios are considered, with sever al random replications for each scenario, both for L 1 and L 2 distances. This amounts to the solution of more than 2000 optimization problems. The analysis of the results shows th at the approach has low dis- closure risk when the attacker has no good information on the bounds of the optimization problem. On the other hand, when the attacker has good estima tes of the bounds, and the only uncertainty is in the objective function (which is a very strong assumption), the disclosure risk of controlled adjustment is high and it s hould be avoided. Fri, 22 Feb 2013 18:06:38 GMT http://hdl.handle.net/2117/17954 2013-02-22T18:06:38Z Castro Pérez, Jordi no Minimum distance controlled tabular adjustment is a recent perturbative approach for statistical disclosure control in tabular data. Given a table to be protected, it looks for the closest safe table, using some particular distance. Con trolled adjustment is known to provide high data utility. However, the disclosure risk has only been partially analyzed using theoretical results from optimization. This work ext ends these previous results, providing both a more detailed theoretical analysis, and an extensive empirical assess- ment of the disclosure risk of the method. A set of 25 instance s from the literature and four different attacker scenarios are considered, with sever al random replications for each scenario, both for L 1 and L 2 distances. This amounts to the solution of more than 2000 optimization problems. The analysis of the results shows th at the approach has low dis- closure risk when the attacker has no good information on the bounds of the optimization problem. On the other hand, when the attacker has good estima tes of the bounds, and the only uncertainty is in the objective function (which is a very strong assumption), the disclosure risk of controlled adjustment is high and it s hould be avoided. http://hdl.handle.net/2117/17953 Title: Improving an interior-point approach for large block-angular problems by hybrid preconditioners Authors: Bocanegra, Silvana; Castro Pérez, Jordi; Oliveira, Aurelio R.L. Abstract: The computational time required by interior-point methods is often domi- nated by the solution of linear systems of equations. An efficient spec ialized interior-point algorithm for primal block-angular proble ms has been used to solve these systems by combining Cholesky factorizations for the block con- straints and a conjugate gradient based on a power series precon ditioner for the linking constraints. In some problems this power series prec onditioner re- sulted to be inefficient on the last interior-point iterations, wh en the systems became ill-conditioned. In this work this approach is combi ned with a split- ting preconditioner based on LU factorization, which is main ly appropriate for the last interior-point iterations. Computational result s are provided for three classes of problems: multicommodity flows (oriented and no noriented), minimum-distance controlled tabular adjustment for statistic al data protec- tion, and the minimum congestion problem. The results show that , in most cases, the hybrid preconditioner improves the performance an d robustness of the interior-point solver. In particular, for some block-ang ular problems the solution time is reduced by a factor of 10. Fri, 22 Feb 2013 17:36:16 GMT http://hdl.handle.net/2117/17953 2013-02-22T17:36:16Z Bocanegra, Silvana; Castro Pérez, Jordi; Oliveira, Aurelio R.L. no The computational time required by interior-point methods is often domi- nated by the solution of linear systems of equations. An efficient spec ialized interior-point algorithm for primal block-angular proble ms has been used to solve these systems by combining Cholesky factorizations for the block con- straints and a conjugate gradient based on a power series precon ditioner for the linking constraints. In some problems this power series prec onditioner re- sulted to be inefficient on the last interior-point iterations, wh en the systems became ill-conditioned. In this work this approach is combi ned with a split- ting preconditioner based on LU factorization, which is main ly appropriate for the last interior-point iterations. Computational result s are provided for three classes of problems: multicommodity flows (oriented and no noriented), minimum-distance controlled tabular adjustment for statistic al data protec- tion, and the minimum congestion problem. The results show that , in most cases, the hybrid preconditioner improves the performance an d robustness of the interior-point solver. In particular, for some block-ang ular problems the solution time is reduced by a factor of 10. http://hdl.handle.net/2117/17099 Title: An efficient hybrid iterated local search algorithm for the total tardiness blocking flow shop problem Authors: Ribas Vila, Immaculada; Companys Pascual, Ramón; Tort-Martorell Llabrés, Xavier Abstract: This paper deals with the blocking flow shop problem and proposes an Iterated Local Search (ILS) procedure combined with a variable neighbourhood search (VNS) for the total tardiness minimization. The proposed ILS makes use of a NEH-based procedure to generate the initial solution, uses a local search to intensify the exploration which combines the insertion and swap neighbourhood and uses a perturbation mechanism that applies, d times, three neighbourhood operators to the current solution to diversify the search. The computational evaluation has shown that the insertion neighbourhood is more effective than the swap one, but it also has shown that the combination of both is a good strategy to improve the obtained solutions. Finally, the comparison of the ILS with an Iterated greedy algorithm and with a greedy randomized adaptive search procedure has revealed its good performance. Tue, 11 Dec 2012 12:43:16 GMT http://hdl.handle.net/2117/17099 2012-12-11T12:43:16Z Ribas Vila, Immaculada; Companys Pascual, Ramón; Tort-Martorell Llabrés, Xavier no This paper deals with the blocking flow shop problem and proposes an Iterated Local Search (ILS) procedure combined with a variable neighbourhood search (VNS) for the total tardiness minimization. The proposed ILS makes use of a NEH-based procedure to generate the initial solution, uses a local search to intensify the exploration which combines the insertion and swap neighbourhood and uses a perturbation mechanism that applies, d times, three neighbourhood operators to the current solution to diversify the search. The computational evaluation has shown that the insertion neighbourhood is more effective than the swap one, but it also has shown that the combination of both is a good strategy to improve the obtained solutions. Finally, the comparison of the ILS with an Iterated greedy algorithm and with a greedy randomized adaptive search procedure has revealed its good performance. http://hdl.handle.net/2117/17098 Title: Hybrid metaheuristics for the tardines blocking flow shop problem Authors: Ribas Vila, Immaculada; Companys Pascual, Ramón; Tort-Martorell Llabrés, Xavier Abstract: This paper proposes an Iterated Local Search (ILS) procedure and an Iterated Greedy (IG) algorithm, which are both combined with a variable neighbourhood search (VNS), for dealing with the flow shop problem with blocking, in order to minimize the total tardiness of jobs. The structure of both algorithms is very similar, but they differ in the way that the search is diversified in the space of solutions. In the ILS algorithm, the diversification is performed by a perturbation mechanism that takes into account some characteristics of the problem; whereas the perturbation in the IG is performed through a deconstruction and construction phase proposed in the literature that has been proven to be very effective in dealing also with the makespan criterion. Moreover, the algorithms have been tested with three initial solution procedures. The computation of these algorithms when evaluated against an algorithm from the literature has shown their good performance. Tue, 11 Dec 2012 12:29:09 GMT http://hdl.handle.net/2117/17098 2012-12-11T12:29:09Z Ribas Vila, Immaculada; Companys Pascual, Ramón; Tort-Martorell Llabrés, Xavier no This paper proposes an Iterated Local Search (ILS) procedure and an Iterated Greedy (IG) algorithm, which are both combined with a variable neighbourhood search (VNS), for dealing with the flow shop problem with blocking, in order to minimize the total tardiness of jobs. The structure of both algorithms is very similar, but they differ in the way that the search is diversified in the space of solutions. In the ILS algorithm, the diversification is performed by a perturbation mechanism that takes into account some characteristics of the problem; whereas the perturbation in the IG is performed through a deconstruction and construction phase proposed in the literature that has been proven to be very effective in dealing also with the makespan criterion. Moreover, the algorithms have been tested with three initial solution procedures. The computation of these algorithms when evaluated against an algorithm from the literature has shown their good performance. http://hdl.handle.net/2117/15802 Title: Projection and Fukushima's gap based methods for the asymmetric traffic assignment problem Authors: Codina Sancho, Esteve; Ibañez, G.; Barceló Bugeda, Jaime Abstract: Report de recerca DR 2012/2 The research reported in this paper has been funded by projects SIMETRIA (Ref. P 63/08, 27.11.2008), of the Spanish R+D National Programs and project TRA2008-06782-C02-02. Wed, 09 May 2012 12:17:54 GMT http://hdl.handle.net/2117/15802 2012-05-09T12:17:54Z Codina Sancho, Esteve; Ibañez, G.; Barceló Bugeda, Jaime no Report de recerca DR 2012/2 The research reported in this paper has been funded by projects SIMETRIA (Ref. P 63/08, 27.11.2008), of the Spanish R+D National Programs and project TRA2008-06782-C02-02. http://hdl.handle.net/2117/15801 Title: A summary of transit models developed in research project TRA2008-06782-C02-02 Authors: Codina Sancho, Esteve; Montero Mercadé, Lídia; Marín, A; López, F.; Verastegui, D.; López, Mª Luz Abstract: Report de recerca DR 2012/1 E. Codina, L. Montero, A. Marín, F. López, D. Verastegui, Ma. Luz López Wed, 09 May 2012 12:14:01 GMT http://hdl.handle.net/2117/15801 2012-05-09T12:14:01Z Codina Sancho, Esteve; Montero Mercadé, Lídia; Marín, A; López, F.; Verastegui, D.; López, Mª Luz no Report de recerca DR 2012/1 E. Codina, L. Montero, A. Marín, F. López, D. Verastegui, Ma. Luz López http://hdl.handle.net/2117/15074 Title: Recent advances in optimization techniques for statistical tabular data protection Authors: Castro Pérez, Jordi Abstract: One of the main services of National Statistical Agencies (NSAs) for the current Information Society is the dissemination of large amounts of tabular data, which is obtained from microdata by crossing one or more categorical variables. NSAs must guarantee that no confidential individual information can be obtained from the released tabular data. Several statistical disclosure control methods are available for this purpose. These methods result in large linear, mixed integer linear, or quadratic mixed integer linear optimization problems. This paper reviews some of the existing approaches, with an emphasis on two of them: cell suppression problem (CSP) and controlled tabular adjustment (CTA). CSP and CTA have concentrated most of the recent research in the tabular data protection field. The particular focus of this work is on methods and results of practical interest for end-users (mostly, NSAs). Therefore, in addition to the resulting optimization models and solution approaches, computational results comparing the main optimization techniques—both optimal and heuristic—using real-world instances are also presented. Fri, 10 Feb 2012 18:46:40 GMT http://hdl.handle.net/2117/15074 2012-02-10T18:46:40Z Castro Pérez, Jordi no One of the main services of National Statistical Agencies (NSAs) for the current Information Society is the dissemination of large amounts of tabular data, which is obtained from microdata by crossing one or more categorical variables. NSAs must guarantee that no confidential individual information can be obtained from the released tabular data. Several statistical disclosure control methods are available for this purpose. These methods result in large linear, mixed integer linear, or quadratic mixed integer linear optimization problems. This paper reviews some of the existing approaches, with an emphasis on two of them: cell suppression problem (CSP) and controlled tabular adjustment (CTA). CSP and CTA have concentrated most of the recent research in the tabular data protection field. The particular focus of this work is on methods and results of practical interest for end-users (mostly, NSAs). Therefore, in addition to the resulting optimization models and solution approaches, computational results comparing the main optimization techniques—both optimal and heuristic—using real-world instances are also presented. http://hdl.handle.net/2117/14757 Title: Generació de la corba d'oferta a partir de les dades públiques del MIBEL Authors: Casanellas, Glòria; Corchero García, Cristina; Heredia, F.-Javier (Francisco Javier) Abstract: Research Report, Dept. of Statistics and Operations Research, UPC. Mon, 23 Jan 2012 19:14:38 GMT http://hdl.handle.net/2117/14757 2012-01-23T19:14:38Z Casanellas, Glòria; Corchero García, Cristina; Heredia, F.-Javier (Francisco Javier) no Research Report, Dept. of Statistics and Operations Research, UPC. http://hdl.handle.net/2117/14756 Title: Generació de figures eps a partir de resultats d'AMPL Authors: Rider Flores, Marcos Julio; Casanellas, Glòria; Heredia, F.-Javier (Francisco Javier) Abstract: Research Report, Dept. of Statistics and Operations Research, UPC. Mon, 23 Jan 2012 19:03:31 GMT http://hdl.handle.net/2117/14756 2012-01-23T19:03:31Z Rider Flores, Marcos Julio; Casanellas, Glòria; Heredia, F.-Javier (Francisco Javier) no Research Report, Dept. of Statistics and Operations Research, UPC. http://hdl.handle.net/2117/14438 Title: Solving $L_1$-CTA in 3D tables by an interior-point method for primal block-angular problems Authors: Castro Pérez, Jordi; Cuesta Andrea, Jordi Abstract: The purpose of the field of statistical disclosure control is to avoid that no confidential information can be derived from statistical data released by, mainly, national statistical agencies. Controlled tabular adjustment (CTA) is an emerging technique for the protection of statistical tabular data. Given a table to be protected, CTA looks for the closest safe table. In this work we focus on CTA for three-dimensional tables using the L1 norm for the distance between the original and protected tables. Three L1-CTA models are presented, giving rise to six different primal block-angular structures of the constraint matrices. The resulting linear programming problems are solved by a specialized interior-point algorithm for this constraints structure, which solves the normal equations by a combination of Cholesky factorization and preconditioned conjugate gradients (PCG). In the past this algorithm shown to be one of the most efficient approaches for some classes of block-angular problems. The effect of quadratic regularizations is also analyzed, showing that for three of the six primal block-angular structures the performance of PCG is guaranteed to improve. Computational results are reported for a set of large instances, which provide linear optimization problems of up to 50 millions of variables and 25 millions of constraints. The specialized interior-point algorithm is compared with the state-of-the-art barrier solver of the CPLEX 12.1 package, showing to be a more efficient choice for very large L1-CTA instances. Mon, 09 Jan 2012 19:08:23 GMT http://hdl.handle.net/2117/14438 2012-01-09T19:08:23Z Castro Pérez, Jordi; Cuesta Andrea, Jordi no The purpose of the field of statistical disclosure control is to avoid that no confidential information can be derived from statistical data released by, mainly, national statistical agencies. Controlled tabular adjustment (CTA) is an emerging technique for the protection of statistical tabular data. Given a table to be protected, CTA looks for the closest safe table. In this work we focus on CTA for three-dimensional tables using the L1 norm for the distance between the original and protected tables. Three L1-CTA models are presented, giving rise to six different primal block-angular structures of the constraint matrices. The resulting linear programming problems are solved by a specialized interior-point algorithm for this constraints structure, which solves the normal equations by a combination of Cholesky factorization and preconditioned conjugate gradients (PCG). In the past this algorithm shown to be one of the most efficient approaches for some classes of block-angular problems. The effect of quadratic regularizations is also analyzed, showing that for three of the six primal block-angular structures the performance of PCG is guaranteed to improve. Computational results are reported for a set of large instances, which provide linear optimization problems of up to 50 millions of variables and 25 millions of constraints. The specialized interior-point algorithm is compared with the state-of-the-art barrier solver of the CPLEX 12.1 package, showing to be a more efficient choice for very large L1-CTA instances. http://hdl.handle.net/2117/12615 Title: Using the analytic center in the feasibility pump Authors: Baena Mirabete, Daniel; Castro Pérez, Jordi Abstract: The feasibility pump (FP) [5, 7] has proved to be a successful heuristic for finding feasible solutions if mixed integer linear problems (MILPs). FP was improved in [1] for finding better quality solutions. Briefly, FP alternates between two sequences of points: one of feasible solutions for the relaxed problem (but not integer), and another of integer points (but not feasible for the relaxed problem). Hopefully, the procedure may eventually converge to a feasible and integer solution. Integer points are obtained from the feasible ones by some rounding procedure. This short paper extends FP, such that the integer point is obtained by rounding a point on the (feasible) segment between the computed feasible point and the analytic center for the relaxed linear problem. Since points in the segment are closer (may be even interior) to the convex hull of integer solutions, it may be expected that the rounded point has more chances to become feasible, thus reducing the number of FP iterations. When the selected point to be rounded is the feasible solution of the relaxation (i.e., one of the two end points of the segment), this analytic center FP variant behaves as the standard FP. Computational results show that this variant may be efficient in some MILP instances. Thu, 19 May 2011 17:36:37 GMT http://hdl.handle.net/2117/12615 2011-05-19T17:36:37Z Baena Mirabete, Daniel; Castro Pérez, Jordi no The feasibility pump (FP) [5, 7] has proved to be a successful heuristic for finding feasible solutions if mixed integer linear problems (MILPs). FP was improved in [1] for finding better quality solutions. Briefly, FP alternates between two sequences of points: one of feasible solutions for the relaxed problem (but not integer), and another of integer points (but not feasible for the relaxed problem). Hopefully, the procedure may eventually converge to a feasible and integer solution. Integer points are obtained from the feasible ones by some rounding procedure. This short paper extends FP, such that the integer point is obtained by rounding a point on the (feasible) segment between the computed feasible point and the analytic center for the relaxed linear problem. Since points in the segment are closer (may be even interior) to the convex hull of integer solutions, it may be expected that the rounded point has more chances to become feasible, thus reducing the number of FP iterations. When the selected point to be rounded is the feasible solution of the relaxation (i.e., one of the two end points of the segment), this analytic center FP variant behaves as the standard FP. Computational results show that this variant may be efficient in some MILP instances. http://hdl.handle.net/2117/10963 Title: Block coordinate descent decomposition for statistical data protection using controlled tabular adjustment Authors: González Alastrué, José Antonio; Castro Pérez, Jordi Abstract: Tabular data is routinely released by national statistical agencies (NSA) to disseminate aggregated information from some particular microdata. Prior to publication, these tables have to be treated to preserve information without disclosing confidential details from specific respondents. This statistical disclosure control problem is of main interest for any NSA. Most protection techniques rely on the formulation of a large mathematical programming problem, whose solution is computationally expensive even for tables of moderate size. One of these techniques is controlled tabular adjustment (CTA). Although CTA is more efficient than other protection methods, the resulting mixed integer linear problems (MILP) are still challenging. In this work an approach based on block coordinate descent decomposition is designed and applied to large CTA instances. This approach is compared with CPLEX, a state-of-the-art MILP solver. Our results, from both synthetic and real tables with up to 200000 cells, show that the new procedure has a better practical behaviour than a general solver, providing better solutions within a specified time limit (which is required by NSAs in real-world). Tue, 11 Jan 2011 17:28:07 GMT http://hdl.handle.net/2117/10963 2011-01-11T17:28:07Z González Alastrué, José Antonio; Castro Pérez, Jordi no Statistical confidentiality, Statistical disclosure control Tabular data is routinely released by national statistical agencies (NSA) to disseminate aggregated information from some particular microdata. Prior to publication, these tables have to be treated to preserve information without disclosing confidential details from specific respondents. This statistical disclosure control problem is of main interest for any NSA. Most protection techniques rely on the formulation of a large mathematical programming problem, whose solution is computationally expensive even for tables of moderate size. One of these techniques is controlled tabular adjustment (CTA). Although CTA is more efficient than other protection methods, the resulting mixed integer linear problems (MILP) are still challenging. In this work an approach based on block coordinate descent decomposition is designed and applied to large CTA instances. This approach is compared with CPLEX, a state-of-the-art MILP solver. Our results, from both synthetic and real tables with up to 200000 cells, show that the new procedure has a better practical behaviour than a general solver, providing better solutions within a specified time limit (which is required by NSAs in real-world). http://hdl.handle.net/2117/10187 Title: The Longitudinal nature of patent value and technological usefulness exploring PLS structural equation models Authors: Martínez Ruiz, Alba; Aluja Banet, Tomàs Abstract: The purpose of this paper is to investigate the evolution of patent value and technological usefulness over time using longitudinal structural equation models. The variables are modeled as endogenous unobservable variables which depend on three exogenous constructs: the knowledge stock used by companies to create their inventions, the technological scope of the inventions and the international scope of protection. Two set-ups are explored. The rst longitudinal model includes time-dependent manifest variables and the second includes time-dependent unobservable variables. The structural equation models are estimated using Partial Least Squares Path Modelling. We showed that there is a trade-o between the exogenous latent variables and technological usefulness over time. This means that the former variables become less important and the latter more important as time passes. Tue, 09 Nov 2010 08:17:08 GMT http://hdl.handle.net/2117/10187 2010-11-09T08:17:08Z Martínez Ruiz, Alba; Aluja Banet, Tomàs no The purpose of this paper is to investigate the evolution of patent value and technological usefulness over time using longitudinal structural equation models. The variables are modeled as endogenous unobservable variables which depend on three exogenous constructs: the knowledge stock used by companies to create their inventions, the technological scope of the inventions and the international scope of protection. Two set-ups are explored. The rst longitudinal model includes time-dependent manifest variables and the second includes time-dependent unobservable variables. The structural equation models are estimated using Partial Least Squares Path Modelling. We showed that there is a trade-o between the exogenous latent variables and technological usefulness over time. This means that the former variables become less important and the latter more important as time passes. http://hdl.handle.net/2117/9884 Title: Improving an interior-point algorithm for multicommodity flows by quadratic regularizations Authors: Castro Pérez, Jordi; Cuesta, Jordi Abstract: One of the best approaches for some classes of multicommodity flow problems is a specialized interior-point method that solves the normal equations by a combination of Cholesky factorizations and preconditioned conjugate gradient. Its efficiency depends on the spectral radius—in [0,1)—of a certain matrix in the definition of the preconditioner. In a recent work the authors improved this algorithm (i.e., reduced the spectral radius) for general block-angular problems by adding a quadratic regularization to the logarithmic barrier. This barrier was shown to be self-concordant, which guarantees the convergence and polynomial complexity of the algorithm. In this work we focus on linear multicommodity problems, a particular case of primal block-angular ones. General results are tailored for multicommodity flows, allowing a local sensitivity analysis on the effect of the regularization. Extensive computational results on some standard and some difficult instances, testing several regularization strategies, are also provided. These results show that the regularized interior-point algorithm is more efficient than the nonregularized one. From this work it can be concluded that, if interior-point methods based on conjugate gradients are used, linear multicommodity flow problems are most efficiently solved as a sequence of quadratic ones. Thu, 21 Oct 2010 09:48:53 GMT http://hdl.handle.net/2117/9884 2010-10-21T09:48:53Z Castro Pérez, Jordi; Cuesta, Jordi no One of the best approaches for some classes of multicommodity flow problems is a specialized interior-point method that solves the normal equations by a combination of Cholesky factorizations and preconditioned conjugate gradient. Its efficiency depends on the spectral radius—in [0,1)—of a certain matrix in the definition of the preconditioner. In a recent work the authors improved this algorithm (i.e., reduced the spectral radius) for general block-angular problems by adding a quadratic regularization to the logarithmic barrier. This barrier was shown to be self-concordant, which guarantees the convergence and polynomial complexity of the algorithm. In this work we focus on linear multicommodity problems, a particular case of primal block-angular ones. General results are tailored for multicommodity flows, allowing a local sensitivity analysis on the effect of the regularization. Extensive computational results on some standard and some difficult instances, testing several regularization strategies, are also provided. These results show that the regularized interior-point algorithm is more efficient than the nonregularized one. From this work it can be concluded that, if interior-point methods based on conjugate gradients are used, linear multicommodity flow problems are most efficiently solved as a sequence of quadratic ones. http://hdl.handle.net/2117/8013 Title: A decision support for a price-taker producer operating on day-ahead and physical derivatives electricity markets Authors: Vespucci, M.-Teresa; Corchero García, Cristina; Innorta, Mario; Heredia, F.-Javier (Francisco Javier) Abstract: Research Report, Diptartimento di Ingegneria dell'Informazione e Metodi Matematici, Università degli Studi di Bergamo, Italy. Mon, 05 Jul 2010 18:26:43 GMT http://hdl.handle.net/2117/8013 2010-07-05T18:26:43Z Vespucci, M.-Teresa; Corchero García, Cristina; Innorta, Mario; Heredia, F.-Javier (Francisco Javier) no Research Report, Diptartimento di Ingegneria dell'Informazione e Metodi Matematici, Università degli Studi di Bergamo, Italy.