GNOM - Grup d´Optimització Numèrica i Modelització
http://hdl.handle.net/2117/3320
2015-07-28T14:03:21ZWhen centers can fail: a close second opportunity
http://hdl.handle.net/2117/76239
When centers can fail: a close second opportunity
Albareda Sambola, Maria; Hinojosa, Yolanda; Marín, Alfredo; Puerto Albandoz, Justo
This paper presents the p-next center problem, which aims to locate p out of n centers so as to minimize the maximum cost of allocating customers to backup centers. In this problem it is assumed that centers can fail and customers only realize that their closest (reference) center has failed upon arrival. When this happens, they move to their backup center, i.e., to the center that is closest to the reference center. Hence, minimizing the maximum travel distance from a customer to its backup center can be seen as an alternative approach to handle humanitarian logistics, that hedges customers against severe scenario deteriorations when a center fails.
For this extension of the p-center problem we have developed several different integer programming formulations with their corresponding strengthenings based on valid inequalities and variable fixing. The suitability of these formulations for solving the p-next center problem using standard software is analyzed in a series of computational experiments. These experiments were carried out using instances taken from the previous discrete location literature.
2015-10-01T00:00:00ZInterior-point solver for convex separable block-angular problems
http://hdl.handle.net/2117/76231
Interior-point solver for convex separable block-angular problems
Castro Pérez, Jordi
Constraints matrices with block-angular structures are pervasive in Optimization. Interior-point methods have shown to be competitive for these structured problems by exploiting the linear algebra. One of these approaches solved the normal equations using sparse Cholesky factorizations for the block constraints, and a preconditioned conjugate gradient (PCG) for the linking constraints. The preconditioner is based on a power series expansion which approximates the inverse of the matrix of the linking constraints system. In this work we present an efficient solver based on this algorithm. Some of its features are: it solves linearly constrained convex separable problems (linear, quadratic or nonlinear); both Newton and second-order predictor-corrector directions can be used, either with the Cholesky+PCG scheme or with a Cholesky factorization of normal equations; the preconditioner
may include any number of terms of the power series; for any number of these terms, it estimates the spectral radius of the matrix in the power series (which is instrumental for the quality of the precondi-
tioner). The solver has been hooked to SML, a structure-conveying modelling language based on the popular AMPL modeling language. Computational results are reported for some large and/or difficult instances in the literature: (1) multicommodity flow problems; (2) minimum congestion problems; (3) statistical data protection problems using l1 and l2 distances (which are linear and quadratic problems, respectively), and the pseudo-Huber function, a nonlinear approximation to l1 which improves the preconditioner. In the largest instances, of up to 25 millions of variables and 300000 constraints, this approach is from two to three orders of magnitude faster than state-of-the-art linear and quadratic optimization solvers.
2014-01-01T00:00:00ZThe reliable p-median problem with at-facility service
http://hdl.handle.net/2117/28343
The reliable p-median problem with at-facility service
Albareda Sambola, Maria; Hinojosa, Yolanda; Puerto Albandoz, Justo
This paper deals with a discrete facility location model where service is provided at the facility sites. It is assumed that facilities can fail and customers do not have information on failures before reaching them. As a consequence, they may need to visit more than one facility, following an optimized search scheme, in order to get service. The goal of the problem is to locate p facilities in order to minimize the expected total travel cost. The paper presents two alternative mathematical programming formulations for this problem and proposes a matheuristic based on a network flow model to provide solutions to it. The computational burden of the presented formulations is tested and compared on a test-bed of instances.
2015-09-16T00:00:00ZFix-and-relax approaches for controlled tabular adjustment
http://hdl.handle.net/2117/28326
Fix-and-relax approaches for controlled tabular adjustment
Baena, Daniel; Castro Pérez, Jordi; González Alastrué, José Antonio
Controlled tabular adjustment (CIA) is a relatively new protection technique for tabular data protection. CTA formulates a mixed integer linear programming problem, which is challenging for tables of moderate size. Even finding a feasible initial solution may be a challenging task for large instances. On the other hand, end users of tabular data protection techniques give priority to fast executions and are thus satisfied in practice with suboptimal solutions. This work has two goals. First, the fix-and-relax (FR) strategy is applied to obtain good feasible initial solutions to large CTA instances. FR is based on partitioning the set of binary variables into clusters to selectively explore a smaller branch-and-cut tree. Secondly, the FR solution is used as a warm start for a block coordinate descent (BCD) heuristic (approach named FR+BCD); BCD was confirmed to be a good option for large CTA instances in an earlier paper by the second and third co-authors (Comput Oper Res 2011;38:1826-35 [23]). We report extensive computational results on a set of real-world and synthetic CTA instances. FR is shown to be competitive compared to CPLEX branch-and-cut in terms of quickly finding either a feasible solution or a good upper bound. FR+BCD improved the quality of FR solutions for approximately 25% and 50% of the synthetic and real-world instances, respectively. FR or FR+BCD provided similar or better solutions in less CPU time than CPLEX for 73% of the difficult real-world instances. (C) 2015 Elsevier Ltd. All rights reserved.
2015-06-01T00:00:00ZMethodology for the economic optimisation of energy storage systems for frequency support in wind power plants
http://hdl.handle.net/2117/28095
Methodology for the economic optimisation of energy storage systems for frequency support in wind power plants
Johnstone, Lewis; Díaz González, Francisco; Gomis Bellmunt, Oriol; Corchero García, Cristina; Cruz Zambrano, Miguel
This paper proposes a methodology for the economic optimisation of the sizing of Energy Storage Systems (ESSs) whilst enhancing the participation of Wind Power Plants (WPP) in network primary frequency control support. The methodology was designed flexibly, so it can be applied to different energy markets and to include different ESS technologies. The methodology includes the formulation and solving of a Linear Programming (LP) problem.; The methodology was applied to the particular case of a 50 MW WPP, equipped with a Vanadium Redox Flow battery (VRB) in the UK energy market. Analysis is performed considering real data on the UK regular energy market and the UK frequency response market. Data for wind power generation and energy storage costs are estimated from literature.; Results suggest that, under certain assumptions, ESSs can be profitable for the operator of a WPP that is providing frequency response. The ESS provides power reserves such that the WPP can generate close to the maximum energy available. The solution of the optimisation problem establishes that an ESS with a power rating of 5.3 MW and energy capacity of about 3 MW h would be enough to provide such service whilst maximising the incomes for the WPP operator considering the regular and frequency regulation UK markets. (C) 2014 Elsevier Ltd. All rights reserved.
2015-01-01T00:00:00ZA biased random-key genetic algorithm for the capacitated minimum spanning tree problem
http://hdl.handle.net/2117/27676
A biased random-key genetic algorithm for the capacitated minimum spanning tree problem
Ruiz Ruiz, Hector Efrain; Albareda Sambola, Maria; Fernández Aréizaga, Elena; Resende, Mauricio G. C.
This paper focuses on the capacitated minimum spanning tree(CMST)problem.Given a central
processor and a set of remote terminals with specified demands for traffic that must flow between the central processor and terminals,the goal is to design a minimum cost network to carry this demand.
Potential links exist between any pair of terminals and between the central processor and the terminals.
Each potential link can be included in the design at a given cost.The CMST problem is to design a
minimum-cost network connecting the terminals with the central processor so that the flow on any arc of the network is at most Q. A biased random-keygenetic algorithm(BRKGA)is a metaheuristic for combinatorial optimization which evolves a population of random vectors that encode solutions to the combinatorial optimization problem.This paper explores several solution encodings as well as different
strategies for some steps of the algorithm and finally proposes a BRKGA heuristic for the CMST problem.
Computational experiments are presented showing the effectivenes sof the approach:Seven newbest-
known solutions are presented for the set of benchmark instances used in the experiments.
2015-05-01T00:00:00ZStochastic model for electrical loads in Mediterranean residential building: validation and applications
http://hdl.handle.net/2117/27403
Stochastic model for electrical loads in Mediterranean residential building: validation and applications
Ortiz, Joana Aina; Guarino, Francesco; Salom Tormo, Jaume; Corchero García, Cristina; Cellura, Maurizio
A major issue in modelling the electrical load of residential building is reproducing the variability between dwellings due to the stochastic use of different electrical equipment. In that sense and with the objective to reproduce this variability, a stochastic model to obtain load profiles of household electricity is developed. The model is based on a probabilistic approach and is developed using data from the Mediterranean region of Spain. A detailed validation of the model has been done, analysing and comparing the results with Spanish and European data. The results of the validation show that the model is able to reproduce the most important features of the residential electrical consumption, especially the particularities of the Mediterranean countries. The final part of the paper is focused on the potential applications of the models, and some examples are proposed. The model is useful to simulate a cluster of buildings or individual households. The model allows obtaining synthetic profiles representing the most important characteristics of the mean dwelling, by means of a stochastic approach. The inputs of the proposed model are adapted to energy labelling information of the electric devices. An example case is presented considering a dwelling with high performance equipment.
2014-05-01T00:00:00ZData collection and reporting guidelines for european electro-mobility projects
http://hdl.handle.net/2117/27396
Data collection and reporting guidelines for european electro-mobility projects
Corchero García, Cristina; Gumara Ferret, Ramon; Cruz Zambrano, Miguel; Sanmartí, Manel; Gkatzoflias, Dimitrios; Dilara, Panagiota; Drossinos, Ioannis; Donati, Alberto
Analysis of the data collected from electro-mobility projects has shown that only in very limited cases, the data reported were of enough quality and/or comprehensive enough to allow a meaningful and complete analysis. Various types of data are sometimes missing, making it almost impossible to analyse them correctly. The objective of this report is to provide guidance to publicly funded European Electro-mobility Projects on what and how to monitor and report. Detailed description of the necessary monitored elements and those which are considered as optional due to the complexity or expense involved in collecting them, is included, as well some ideas on quality control and on data collection. An extensive stakeholder consultation has taken place before the release of this report.
EUR - Scientific and Technical Research Reports
2014-12-01T00:00:00ZProblemas numéricos con corrección automática: qué se puede y qué se debe hacer
http://hdl.handle.net/2117/27209
Problemas numéricos con corrección automática: qué se puede y qué se debe hacer
González Alastrué, José Antonio
La presente comunicación describe los objetivos, organización, proceso y divulgación de un taller orientado a proporcionar a docentes del campo de la estadística y la investigación operativa (y posiblemente de otros campos) una primera noción sobre la construcción de problemas con la plataforma e-status. El taller se estructura en base a cuatro casos que van incrementando el nivel de complejidad, para ir mostrando diversas posibilidades didácticas a la hora de elaborar buenos ejercicios que hagan reflexionar al estudiante.
2014-01-01T00:00:00ZPerspective reformulations of the CTA problem with L_2 distances
http://hdl.handle.net/2117/26342
Perspective reformulations of the CTA problem with L_2 distances
Castro Pérez, Jordi; Frangioni, Antonio; Gentile, Claudio
Any institution that disseminates data in aggregated form h
as the duty to ensure that individual confidential information is not disclosed, either by not releasing data or by perturbing the released data, while maintaining data utility. Controlled tabular adjustment (CTA) is a promising technique of the second type where a protected table that is close to the original one in some chosen distance is constructed. The choice of the specific distance shows a trade-off: while the Euclidean distance has been shown (and is confirmed here) to produce tables with greater “utility”, it gives rise to Mixed Integer Quadratic Problems (MIQPs) with pairs of linked semi-continuous variables that are more difficult to solve than the Mixed Integer Linear Problems corresponding to linear norms. We provide a novel analysis of Perspective Reformulations (PRs) for this special structure; in particular, we devise a Projected PR (P2 R) which is piecewiseconic but simplifies to a (nonseparable) MIQP when the instance is symmetric. We then compare different formulations of the CTA problem, show ing that the ones based on P2 R most often obtain better computational results.
2014-01-01T00:00:00Z