arXiv subjects

Pascal Van Hentenryck

Publications and source records attributed to Pascal Van Hentenryck.

At least 199 records · Page 11Linked to original sources

arXiv2016

Strengthening the SDP Relaxation of AC Power Flows with Convex Envelopes, Bound Tightening, and Lifted Nonlinear Cuts

This paper considers state-of-the-art convex relaxations for the AC power flow equations and introduces new valid cuts based on convex envelopes and lifted nonlinear constraints. These valid linear inequalities strengthen existing semidefinite and quadratic programming relaxations and dominate existing cuts proposed in the litterature. Together with model intersections and bound tightening, the new linear cuts close 8 of the remaining 16 open test cases in the NESTA archive for the AC Optimal Power Flow problem.

math.OC↗

arXiv2015

Benders Decomposition for the Design of a Hub and Shuttle Public Transit System

The BusPlus project aims at improving the off-peak hours public transit service in Canberra, Australia. To address the difficulty of covering a large geographic area, BusPlus proposes a hub and shuttle model consisting of a combination of a few high-frequency bus routes between key hubs and a large number of shuttles that bring passengers from their origin to the closest hub and take them from their last bus stop to their destination. This paper focuses on the design of bus network and proposes an efficient solving method to this multimodal network design problem based on the Benders decomposition method. Starting from a MIP formulation of the problem, the paper presents a Benders decomposition approach using dedicated solution techniques for solving independent sub-problems, Pareto optimal cuts, cut bundling, and core point update. Computational results on real-world data from Canberra's public transit system justify the design choices and show that the approach outperforms the MIP formulation by two orders of magnitude. Moreover, the results show that the hub and shuttle model may decrease transit time by a factor of 2, while staying within the costs of the existing transit system.

cs.AI↗

arXiv2015

Efficient Dynamic Compressor Optimization in Natural Gas Transmission Systems

The growing reliance of electric power systems on gas-fired generation to balance intermittent sources of renewable energy has increased the variation and volume of flows through natural gas transmission pipelines. Adapting pipeline operations to maintain efficiency and security under these new conditions requires optimization methods that account for transients and that can quickly compute solutions in reaction to generator re-dispatch. This paper presents an efficient scheme to minimize compression costs under dynamic conditions where deliveries to customers are described by time-dependent mass flow. The optimization scheme relies on a compact representation of gas flow physics, a trapezoidal discretization in time and space, and a two-stage approach to minimize energy costs and maximize smoothness. The resulting large-scale nonlinear programs are solved using a modern interior-point method. The proposed optimization scheme is validated against an integration of dynamic equations with adaptive time-stepping, as well as a recently proposed state-of-the-art optimal control method. The comparison shows that the solutions are feasible for the continuous problem and also practical from an operational standpoint. The results also indicate that our scheme provides at least an order of magnitude reduction in computation time relative to the state-of-the-art and scales to large gas transmission networks with more than 6000 kilometers of total pipeline.

math.OC↗

arXiv2015

Network Flow and Copper Plate Relaxations for AC Transmission Systems

Nonlinear convex relaxations of the power flow equations and, in particular, the Semi-Definite Programming (SDP), Convex Quadratic (QC), and Second-Order Cone (SOC) relaxations, have attracted significant interest in recent years. Thus far, little attention has been given to simpler linear relaxations of the power flow equations, which may bring significant performance gains at the cost of model accuracy. To fill the gap, this paper develops two intuitive linear relaxations of the power flow equations, one based on classic network flow models (NF) and another inspired by copper plate approximations (CP). Theoretical results show that the proposed NF model is a relaxation of the established nonlinear SOC model and the CP model is a relaxation of the NF model. Consequently, considering the linear NF and CP relaxations alongside the established nonlinear relaxations (SDP, QC, SOC) provides a rich variety of tradeoffs between the relaxation accuracy and performance.

math.OC↗

arXiv2015

Polynomial SDP Cuts for Optimal Power Flow

The use of convex relaxations has lately gained considerable interest in Power Systems. These relaxations play a major role in providing global optimality guarantees for non-convex optimization problems. For the Optimal Power Flow (OPF) problem, the Semi-Definite Programming (SDP) relaxation is known to produce tight lower bounds. Unfortunately, SDP solvers still suffer from a lack of scalability. In this work, we introduce a new set of polynomial SDP-based constraints, strengthening weaker quadratic convex relaxations. The SDP cuts, expressed as polynomial constraints, can be handled by standard Nonlinear Programming solvers, enjoying better stability and computational efficiency. The new cut-generation procedure benefits from recent results on tree-decomposition methods, reducing the dimension of the underlying SDP matrices. As a side result, we present the first formulation of Kirchhoff's Voltage Law in the SDP space and reveal the existing link between these cycle constraints and the original SDP relaxation for three dimensional matrices. Numerical results on state-of-the- art benchmarks show a significant gain both in computational efficiency and optimality bound quality.

math.OC↗

arXiv2015

The QC Relaxation: Theoretical and Computational Results on Optimal Power Flow

Convex relaxations of the power flow equations and, in particular, the Semi-Definite Programming (SDP) and Second-Order Cone (SOC) relaxations, have attracted significant interest in recent years. The Quadratic Convex (QC) relaxation is a departure from these relaxations in the sense that it imposes constraints to preserve stronger links between the voltage variables through convex envelopes of the polar representation. This paper is a systematic study of the QC relaxation for AC Optimal Power Flow with realistic side constraints. The main theoretical result shows that the QC relaxation is stronger than the SOC relaxation and neither dominates nor is dominated by the SDP relaxation. In addition, comprehensive computational results show that the QC relaxation may produce significant improvements in accuracy over the SOC relaxation at a reasonable computational cost, especially for networks with tight bounds on phase angle differences. The QC and SOC relaxations are also shown to be significantly faster and reliable compared to the SDP relaxation given the current state of the respective solvers.

cs.CE↗

arXiv2015

Bargaining Mechanisms for One-Way Games

We introduce one-way games, a framework motivated by applications in large-scale power restoration, humanitarian logistics, and integrated supply-chains. The distinguishable feature of the games is that the payoff of some player is determined only by her own strategy and does not depend on actions taken by other players. We show that the equilibrium outcome in one-way games without payments and the social cost of any ex-post efficient mechanism, can be far from the optimum. We also show that it is impossible to design a Bayes-Nash incentive-compatible mechanism for one-way games that is budget-balanced, individually rational, and efficient. To address this negative result, we propose a privacy-preserving mechanism that is incentive-compatible and budget-balanced, satisfies ex-post individual rationality conditions, and produces an outcome which is more efficient than the equilibrium without payments. The mechanism is based on a single-offer bargaining and we show that a randomized multi-offer extension brings no additional benefit.

cs.GT↗

arXiv2015

The Complexity of Switching and FACTS Maximum-Potential-Flow Problems

This papers considers the problem of maximizing the load that can be served by a power network. We use the commonly accepted Linear DC power network model and consider wo configuration options: switching lines and using FACTS devices. We present the first comprehensive complexity study of this optimization problem. Our results show hat the problem is NP-complete and that there is no fully polynomial-time approximation scheme. For switching, these results extend to planar networks with a aximum-node degree of 3. Additionally, we demonstrate that the optimization problems are still NP-hard if we restrict the network structure to cacti with a maximum degree of 3.

cs.CC↗

arXiv2015

Convex Relaxations for Gas Expansion Planning

Expansion of natural gas networks is a critical process involving substantial capital expenditures with complex decision-support requirements. Given the non-convex nature of gas transmission constraints, global optimality and infeasibility guarantees can only be offered by global optimisation approaches. Unfortunately, state-of-the-art global optimisation solvers are unable to scale up to real-world size instances. In this study, we present a convex mixed-integer second-order cone relaxation for the gas expansion planning problem under steady-state conditions. The underlying model offers tight lower bounds with high computational efficiency. In addition, the optimal solution of the relaxation can often be used to derive high-quality solutions to the original problem, leading to provably tight optimality gaps and, in some cases, global optimal soluutions. The convex relaxation is based on a few key ideas, including the introduction of flux direction variables, exact McCormick relaxations, on/off constraints, and integer cuts. Numerical experiments are conducted on the traditional Belgian gas network, as well as other real larger networks. The results demonstrate both the accuracy and computational speed of the relaxation and its ability to produce high-quality solutions.

cs.CE↗

arXiv2015

Measuring and Optimizing Cultural Markets

Social influence has been shown to create significant unpredictability in cultural markets, providing one potential explanation why experts routinely fail at predicting commercial success of cultural products. To counteract the difficulty of making accurate predictions, "measure and react" strategies have been advocated but finding a concrete strategy that scales for very large markets has remained elusive so far. Here we propose a "measure and optimize" strategy based on an optimization policy that uses product quality, appeal, and social influence to maximize expected profits in the market at each decision point. Our computational experiments show that our policy leverages social influence to produce significant performance benefits for the market, while our theoretical analysis proves that our policy outperforms in expectation any policy not displaying social information. Our results contrast with earlier work which focused on showing the unpredictability and inequalities created by social influence. Not only do we show for the first time that dynamically showing consumers positive social information under our policy increases the expected performance of the seller in cultural markets. We also show that, in reasonable settings, our policy does not introduce significant unpredictability and identifies "blockbusters". Overall, these results shed new light on the nature of social influence and how it can be leveraged for the benefits of the market.

cs.SI↗

arXiv2015

On the Optimality and Predictability of Cultural Markets with Social Influence

Social influence is ubiquitous in cultural markets, from book recommendations in Amazon, to song popularities in iTunes and the ranking of newspaper articles in the online edition of the New York Times to mention only a few. Yet social influence is often presented in a bad light, often because it supposedly increases market unpredictability. Here we study a model of trial-offer markets, in which participants try products and later decide whether to purchase. We consider a simple policy which ranks the products by quality when presenting them to market participants. We show that, in this setting, market efficiency always benefits from social influence. Moreover, we prove that the market converges almost surely to a monopoly for the product of highest quality, making the market both predictable and asymptotically optimal. Computational experiments confirm that the quality ranking policy identifies "blockbusters" in reasonable time, outperforms other policies, and is highly predictable. These results indicate that social influence does not necessarily increase market unpredicatibility. The outcome really depends on how social influence is used.

cs.SI↗

arXiv2015

A Constraint Programming Approach for Non-Preemptive Evacuation Scheduling

Large-scale controlled evacuations require emergency services to select evacuation routes, decide departure times, and mobilize resources to issue orders, all under strict time constraints. Existing algorithms almost always allow for preemptive evacuation schedules, which are less desirable in practice. This paper proposes, for the first time, a constraint-based scheduling model that optimizes the evacuation flow rate (number of vehicles sent at regular time intervals) and evacuation phasing of widely populated areas, while ensuring a nonpreemptive evacuation for each residential zone. Two optimization objectives are considered: (1) to maximize the number of evacuees reaching safety and (2) to minimize the overall duration of the evacuation. Preliminary results on a set of real-world instances show that the approach can produce, within a few seconds, a non-preemptive evacuation schedule which is either optimal or at most 6% away of the optimal preemptive solution.

cs.AI↗

arXiv2015

Nowcasting Disaster Damage

Could social media data aid in disaster response and damage assessment? Countries face both an increasing frequency and intensity of natural disasters due to climate change. And during such events, citizens are turning to social media platforms for disaster-related communication and information. Social media improves situational awareness, facilitates dissemination of emergency information, enables early warning systems, and helps coordinate relief efforts. Additionally, spatiotemporal distribution of disaster-related messages helps with real-time monitoring and assessment of the disaster itself. Here we present a multiscale analysis of Twitter activity before, during, and after Hurricane Sandy. We examine the online response of 50 metropolitan areas of the United States and find a strong relationship between proximity to Sandy's path and hurricane-related social media activity. We show that real and perceived threats -- together with the physical disaster effects -- are directly observable through the intensity and composition of Twitter's message stream. We demonstrate that per-capita Twitter activity strongly correlates with the per-capita economic damage inflicted by the hurricane. Our findings suggest that massive online social networks can be used for rapid assessment ("nowcasting") of damage caused by a large-scale disaster.

cs.SI↗

arXiv2014

The Complexity of DC-Switching Problems

This report provides a comprehensive complexity study of line switching in the Linear DC model for the feasibility problem and the optimization problems of maximizing the load that can be served (maximum switching flow, MSF) and minimizing generation cost (optimal transmission switching, OTS). Our results show that these problems are NP-complete and that there is no fully polynomial-time approximation scheme for planar networks with a maximum-node degree of 3. Additionally, we demonstrate that the problems are still NP-hard if we restrict the network structure to cacti with a maximum degree of 3. We also show that the optimization problems can not be approximated within any constant factor.

cs.CC↗

arXiv2014

Optimizing Expected Utility in a Multinomial Logit Model with Position Bias and Social Influence

Motivated by applications in retail, online advertising, and cultural markets, this paper studies how to find the optimal assortment and positioning of products subject to a capacity constraint. We prove that the optimal assortment and positioning can be found in polynomial time for a multinomial logit model capturing utilities, position bias, and social influence. Moreover, in a dynamic market, we show that the policy that applies the optimal assortment and positioning and leverages social influence outperforms in expectation any policy not using social influence.

cs.DS↗

arXiv2014

AC-Feasibility on Tree Networks is NP-Hard

Recent years have witnessed significant interest in convex relaxations of the power flows, several papers showing that the second-order cone relaxation is tight for tree networks under various conditions on loads or voltages. This paper shows that AC-feasibility, i.e., to find whether some generator dispatch can satisfy a given demand, is NP-Hard for tree networks.

cs.CC↗

arXiv2014

Performance of Social Network Sensors During Hurricane Sandy

Information flow during catastrophic events is a critical aspect of disaster management. Modern communication platforms, in particular online social networks, provide an opportunity to study such flow, and a mean to derive early-warning sensors, improving emergency preparedness and response. Performance of the social networks sensor method, based on topological and behavioural properties derived from the "friendship paradox", is studied here for over 50 million Twitter messages posted before, during, and after Hurricane Sandy. We find that differences in user's network centrality effectively translate into moderate awareness advantage (up to 26 hours); and that geo-location of users within or outside of the hurricane-affected area plays significant role in determining the scale of such advantage. Emotional response appears to be universal regardless of the position in the network topology, and displays characteristic, easily detectable patterns, opening a possibility of implementing a simple "sentiment sensing" technique to detect and locate disasters.

cs.SI↗

arXiv2014

Crowdsourcing Dilemma

Crowdsourcing offers unprecedented potential for solving tasks efficiently by tapping into the skills of large groups of people. A salient feature of crowdsourcing---its openness of entry---makes it vulnerable to malicious behavior. Such behavior took place in a number of recent popular crowdsourcing competitions. We provide game-theoretic analysis of a fundamental tradeoff between the potential for increased productivity and the possibility of being set back by malicious behavior. Our results show that in crowdsourcing competitions malicious behavior is the norm, not the anomaly---a result contrary to the conventional wisdom in the area. Counterintuitively, making the attacks more costly does not deter them but leads to a less desirable outcome. These findings have cautionary implications for the design of crowdsourcing competitions.

cs.SI↗