arXiv subjects

Pascal Van Hentenryck

Publications and source records attributed to Pascal Van Hentenryck.

At least 127 records · Page 7Linked to original sources

arXiv2022

Polyhedral Relaxations for Optimal Pump Scheduling of Potable Water Distribution Networks

The classic pump scheduling or Optimal Water Flow (OWF) problem for water distribution networks (WDNs) minimizes the cost of power consumption for a given WDN over a fixed time horizon. In its exact form, the OWF is a computationally challenging mixed-integer nonlinear program (MINLP). It is complicated by nonlinear equality constraints that model network physics, discrete variables that model operational controls, and intertemporal constraints that model changes to storage devices. To address the computational challenges of the OWF, this paper develops tight polyhedral relaxations of the original MINLP, derives novel valid inequalities (or cuts) using duality theory, and implements novel optimization-based bound tightening and cut generation procedures. The efficacy of each new method is rigorously evaluated by measuring empirical improvements in OWF primal and dual bounds over forty-five literature instances. The evaluation suggests that our relaxation improvements, model strengthening techniques, and a thoughtfully selected polyhedral relaxation partitioning scheme can substantially improve OWF primal and dual bounds, especially when compared with similar relaxation-based techniques that do not leverage these new methods.

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arXiv2022

The Bicycle Network Improvement Problem

Using a bicycle for commuting is still uncommon in US cities, although it brings many benefits to both the cyclists and to society as a whole. Cycling has the potential to reduce traffic congestion and emissions, increase mobility, and improve public health. To convince people to commute by bike, the infrastructure plays an important role, since safety is one of the primary concerns of potential cyclists. This paper presents a method to find the best way to improve the safety of a bicycle network for a given budget and maximize the number of riders that could now choose bicycles for their commuting needs. This optimization problem is formalized as the Bicycle Network Improvement Problem (BNIP): it selects which roads to improve for a set of traveler origin-destination pairs, taking both safety and travel distance into account. The BNIP is modeled as a mixed-integer linear program that minimizes a piecewise linear penalty function of route deviations of travelers. The MIP is solved using Benders decomposition to scale to large instances. The paper also presents an in-depth case study for the Midtown area in Atlanta, GA, using actual transportation data. The results show that the Benders decomposition algorithm allows for solving realistic problem instances and that the network improvements may significantly increase the share of bicycles as the commuting mode. Multiple practical aspects are considered as well, including sequential road improvements, uneven improvement costs, and how to include additional data.

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arXiv2022

SF-PATE: Scalable, Fair, and Private Aggregation of Teacher Ensembles

A critical concern in data-driven processes is to build models whose outcomes do not discriminate against some demographic groups, including gender, ethnicity, or age. To ensure non-discrimination in learning tasks, knowledge of the group attributes is essential. However, in practice, these attributes may not be available due to legal and ethical requirements. To address this challenge, this paper studies a model that protects the privacy of the individuals' sensitive information while also allowing it to learn non-discriminatory predictors. A key characteristic of the proposed model is to enable the adoption of off-the-selves and non-private fair models to create a privacy-preserving and fair model. The paper analyzes the relation between accuracy, privacy, and fairness, and the experimental evaluation illustrates the benefits of the proposed models on several prediction tasks. In particular, this proposal is the first to allow both scalable and accurate training of private and fair models for very large neural networks.

cs.LG↗

arXiv2022

Risk-Aware Control and Optimization for High-Renewable Power Grids

The transition of the electrical power grid from fossil fuels to renewable sources of energy raises fundamental challenges to the market-clearing algorithms that drive its operations. Indeed, the increased stochasticity in load and the volatility of renewable energy sources have led to significant increases in prediction errors, affecting the reliability and efficiency of existing deterministic optimization models. The RAMC project was initiated to investigate how to move from this deterministic setting into a risk-aware framework where uncertainty is quantified explicitly and incorporated in the market-clearing optimizations. Risk-aware market-clearing raises challenges on its own, primarily from a computational standpoint. This paper reviews how RAMC approaches risk-aware market clearing and presents some of its innovations in uncertainty quantification, optimization, and machine learning. Experimental results on real networks are presented.

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arXiv2022

Ridesharing and Fleet Sizing For On-Demand Multimodal Transit Systems

This paper considers the design of On-Demand Multimodal Transit Systems (ODMTS) that combine fixed bus/rail routes between transit hubs with on-demand shuttles that serve the first/last miles to/from the hubs. The design problem aims at finding a network design for the fixed routes to allow a set of riders to travel from their origins to their destinations, while minimizing the sum of the travel costs, the bus operating costs, and rider travel times. The paper addresses two gaps in existing tools for designing ODMTS. First, it generalizes prior work by including ridesharing in the shuttle rides. Second, it proposes novel fleet-sizing algorithms for determining the number of shuttles needed to meet the performance metrics of the ODMTS design. Both contributions are based on Mixed-Integer Programs (MIP). For the ODMTS design, the MIP reasons about pickup and dropoff routes in order to capture ridesharing, grouping riders who travel to/from the same hub. The fleet-sizing optimization is modeled as a minimum flow problem with covering constraints. The natural formulation leads to a dense graph and computational issues, which is addressed by a reformulation that works on a sparse graph. The methodological contributions are evaluated on a real case study: the public transit system of the broader Ann Arbor and Ypsilanti region in Michigan. The results demonstrate the substantial potential of ridesharing for ODMTS, as costs are reduced by about 26% with respect to allowing only individual shuttle rides, at the expense of a minimal increase in transit times. Compared to the existing system, the designed ODMTS also cuts down costs by 35% and reduces transit times by 38%.

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arXiv2022

Post-processing of Differentially Private Data: A Fairness Perspective

Post-processing immunity is a fundamental property of differential privacy: it enables arbitrary data-independent transformations to differentially private outputs without affecting their privacy guarantees. Post-processing is routinely applied in data-release applications, including census data, which are then used to make allocations with substantial societal impacts. This paper shows that post-processing causes disparate impacts on individuals or groups and analyzes two critical settings: the release of differentially private datasets and the use of such private datasets for downstream decisions, such as the allocation of funds informed by US Census data. In the first setting, the paper proposes tight bounds on the unfairness of traditional post-processing mechanisms, giving a unique tool to decision-makers to quantify the disparate impacts introduced by their release. In the second setting, this paper proposes a novel post-processing mechanism that is (approximately) optimal under different fairness metrics, either reducing fairness issues substantially or reducing the cost of privacy. The theoretical analysis is complemented with numerical simulations on Census data.

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arXiv2022

Optimization Models for Autonomous Transfer Hub Networks

Autonomous trucks are expected to fundamentally transform the freight transportation industry. In particular, Autonomous Transfer Hub Networks (ATHN), which combine autonomous trucks on middle miles with human-driven on the first and last miles, are seen as the most likely deployment pathway of this technology. This paper presents three methods to optimize ATHN operations and compares them: a constraint-programming model, a column-generation approach, and a bespoke network flow method. Results on a real case study indicate that the network flow model is highly scalable and outperforms the other two approaches by significant margins.

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arXiv2021

Learning Optimization Proxies for Large-Scale Security-Constrained Economic Dispatch

The Security-Constrained Economic Dispatch (SCED) is a fundamental optimization model for Transmission System Operators (TSO) to clear real-time energy markets while ensuring reliable operations of power grids. In a context of growing operational uncertainty, due to increased penetration of renewable generators and distributed energy resources, operators must continuously monitor risk in real-time, i.e., they must quickly assess the system's behavior under various changes in load and renewable production. Unfortunately, systematically solving an optimization problem for each such scenario is not practical given the tight constraints of real-time operations. To overcome this limitation, this paper proposes to learn an optimization proxy for SCED, i.e., a Machine Learning (ML) model that can predict an optimal solution for SCED in milliseconds. Motivated by a principled analysis of the market-clearing optimizations of MISO, the paper proposes a novel ML pipeline that addresses the main challenges of learning SCED solutions, i.e., the variability in load, renewable output and production costs, as well as the combinatorial structure of commitment decisions. A novel Classification-Then-Regression architecture is also proposed, to further capture the behavior of SCED solutions. Numerical experiments are reported on the French transmission system, and demonstrate the approach's ability to produce, within a time frame that is compatible with real-time operations, accurate optimization proxies that produce relative errors below $0.6\%$.

cs.LG↗

arXiv2021

A Linear Outer Approximation of Line Losses for DC-based Optimal Power Flow Problems

This paper proposes a novel and simple linear model to capture line losses for use in linearized DC models, such as optimal power flow (DC-OPF) and security-constrained economic dispatch (SCED). The \textit{Line Loss Outer Approximation} (LLOA) model implements an outer approximation of the line losses lazily and typically terminates in a small number of iterations. Experiments on large-scale power systems demonstrate the accuracy and computational efficiency of LLOA and contrast it with classical line loss approaches. The results seem to indicate that LLOA is a practical and useful model for real-world applications, providing a good tradeoff between accuracy, computational efficiency, and implementation simplicity. In particular, the LLOA method may have significant advantages compared to the traditional loss factor formulation for multi-period, stochastic optimization problems where good reference points may not be available. The paper also provides a comprehensive overview and evaluation of approximation methods for line losses.

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arXiv2021

End-to-end Learning for Fair Ranking Systems

The learning-to-rank problem aims at ranking items to maximize exposure of those most relevant to a user query. A desirable property of such ranking systems is to guarantee some notion of fairness among specified item groups. While fairness has recently been considered in the context of learning-to-rank systems, current methods cannot provide guarantees on the fairness of the proposed ranking policies. This paper addresses this gap and introduces Smart Predict and Optimize for Fair Ranking (SPOFR), an integrated optimization and learning framework for fairness-constrained learning to rank. The end-to-end SPOFR framework includes a constrained optimization sub-model and produces ranking policies that are guaranteed to satisfy fairness constraints while allowing for fine control of the fairness-utility tradeoff. SPOFR is shown to significantly improve current state-of-the-art fair learning-to-rank systems with respect to established performance metrics.

cs.LG↗

arXiv2021

Learning Model Predictive Controllers for Real-Time Ride-Hailing Vehicle Relocation and Pricing Decisions

Large-scale ride-hailing systems often combine real-time routing at the individual request level with a macroscopic Model Predictive Control (MPC) optimization for dynamic pricing and vehicle relocation. The MPC relies on a demand forecast and optimizes over a longer time horizon to compensate for the myopic nature of the routing optimization. However, the longer horizon increases computational complexity and forces the MPC to operate at coarser spatial-temporal granularity, degrading the quality of its decisions. This paper addresses these computational challenges by learning the MPC optimization. The resulting machine-learning model then serves as the optimization proxy and predicts its optimal solutions. This makes it possible to use the MPC at higher spatial-temporal fidelity, since the optimizations can be solved and learned offline. Experimental results show that the proposed approach improves quality of service on challenging instances from the New York City dataset.

cs.AI↗

arXiv2021

Data-Driven Time Series Reconstruction for Modern Power Systems Research

A critical aspect of power systems research is the availability of suitable data, access to which is limited by privacy concerns and the sensitive nature of energy infrastructure. This lack of data, in turn, hinders the development of modern research avenues such as machine learning approaches or stochastic formulations. To overcome this challenge, this paper proposes a systematic, data-driven framework for reconstructing high-fidelity time series, using publicly-available grid snapshots and historical data published by transmission system operators. The proposed approach, from geo-spatial data and generation capacity reconstruction, to time series disaggregation, is applied to the French transmission grid. Thereby, synthetic but highly realistic time series data, spanning multiple years with a 5-minute granularity, is generated at the individual component level.

cs.LG↗

arXiv2021

Optimizing Freight Operations for Autonomous Transfer Hub Networks

Autonomous trucks are expected to fundamentally transform the freight transportation industry, and the technology is advancing rapidly. According to some of the major players, the Autonomous Transfer Hub Network (ATHN) business model is the most likely future for the industry. ATHNs make use of transfer hubs to hand off trailers between human-driven trucks and autonomous trucks. Autonomous trucks then carry out the transportation between the hubs, while conventional trucks serve the first and last mile. This paper presents a Constraint Programming (CP) model to schedule the ATHN operations to perform a given set of orders. The model is used to, for the first time, provide a detailed quantitative study of the benefits of ATHNs by considering a real case study where actual operations are modeled and optimized with high fidelity. It is found that solving this large-scale optimization problem with CP is computationally feasible, and that ATHNs may bring significant cost savings.

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arXiv2021

Fast Approximations for Job Shop Scheduling: A Lagrangian Dual Deep Learning Method

The Jobs shop Scheduling Problem (JSP) is a canonical combinatorial optimization problem that is routinely solved for a variety of industrial purposes. It models the optimal scheduling of multiple sequences of tasks, each under a fixed order of operations, in which individual tasks require exclusive access to a predetermined resource for a specified processing time. The problem is NP-hard and computationally challenging even for medium-sized instances. Motivated by the increased stochasticity in production chains, this paper explores a deep learning approach to deliver efficient and accurate approximations to the JSP. In particular, this paper proposes the design of a deep neural network architecture to exploit the problem structure, its integration with Lagrangian duality to capture the problem constraints, and a post-processing optimization to guarantee solution feasibility.The resulting method, called JSP-DNN, is evaluated on hard JSP instances from the JSPLIB benchmark library. Computational results show that JSP-DNN can produce JSP approximations of high quality at negligible computational costs.

cs.LG↗

arXiv2021

Resiliency of On-Demand Multimodal Transit Systems During a Pandemic

During the COVID-19 pandemic, the collapse of the public transit ridership led to significant budget deficits due to dramatic decreases in fare revenues. Additionally, public transit agencies are facing challenges of reduced vehicle capacity due to social distancing requirements, additional costs of cleaning and protective equipment, and increased downtime for vehicle cleaning. Due to these constraints on resources and budgets, many transit agencies have adopted essential service plans with reduced service hours, number of routes, or frequencies. This paper studies the resiliency during a pandemic of On-Demand Multimodal Transit Systems (ODMTS), a new generation of transit systems that combine a network of high-frequency trains and buses with on-demand shuttles to serve the first and last miles and act as feeders to the fixed network. It presents a case study for the city of Atlanta and evaluates ODMTS for multiple scenarios of depressed demand and social distancing representing various stages of the pandemic. The case study relies on an optimization pipeline that provides an end-to-end ODMTS solution by bringing together methods for demand estimation, network design, fleet sizing, and real-time dispatching. These methods are adapted to work in a multimodal setting and to satisfy practical constraints. In particular, a limit is imposed on the number of passenger transfers, and a new network design model is introduced to avoid the computational burden stemming from this constraint. Real data from the Metropolitan Atlanta Rapid Transit Authority (MARTA) is used to conduct the case study, and the results are evaluated with a high-fidelity simulation. The case study demonstrates how ODMTS provide a resilient solution in terms of cost, convenience, and accessibility for this wide range of scenarios.

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arXiv2021

Learning Model-Based Vehicle-Relocation Decisions for Real-Time Ride-Sharing: Hybridizing Learning and Optimization

Large-scale ride-sharing systems combine real-time dispatching and routing optimization over a rolling time horizon with a model predictive control (MPC) component that relocates idle vehicles to anticipate the demand. The MPC optimization operates over a longer time horizon to compensate for the inherent myopic nature of the real-time dispatching. These longer time horizons are beneficial for the quality of relocation decisions but increase computational complexity. Consequently, the ride-sharing operators are often forced to use a relatively short time horizon. To address this computational challenge, this paper proposes a hybrid approach that combines machine learning and optimization. The machine-learning component learns the optimal solution to the MPC on the aggregated level to overcome the sparsity and high-dimensionality of the solution. The optimization component transforms the machine-learning prediction back to the original granularity through a tractable transportation model. As a consequence, the original NP-hard MPC problem is reduced to a polynomial time prediction and optimization, which allows the ride-sharing operators to consider a longer time horizon. Experimental results show that the hybrid approach achieves significantly better service quality than the MPC optimization in terms of average rider waiting time, due to its ability to model a longer horizon.

cs.AI↗

arXiv2021

Learning Hard Optimization Problems: A Data Generation Perspective

Optimization problems are ubiquitous in our societies and are present in almost every segment of the economy. Most of these optimization problems are NP-hard and computationally demanding, often requiring approximate solutions for large-scale instances. Machine learning frameworks that learn to approximate solutions to such hard optimization problems are a potentially promising avenue to address these difficulties, particularly when many closely related problem instances must be solved repeatedly. Supervised learning frameworks can train a model using the outputs of pre-solved instances. However, when the outputs are themselves approximations, when the optimization problem has symmetric solutions, and/or when the solver uses randomization, solutions to closely related instances may exhibit large differences and the learning task can become inherently more difficult. This paper demonstrates this critical challenge, connects the volatility of the training data to the ability of a model to approximate it, and proposes a method for producing (exact or approximate) solutions to optimization problems that are more amenable to supervised learning tasks. The effectiveness of the method is tested on hard non-linear nonconvex and discrete combinatorial problems.

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arXiv2021

Public Transit for Special Events: Ridership Prediction and Train Optimization

Many special events, including sport games and concerts, often cause surges in demand and congestion for transit systems. Therefore, it is important for transit providers to understand their impact on disruptions, delays, and fare revenues. This paper proposes a suite of data-driven techniques that exploit Automated Fare Collection (AFC) data for evaluating, anticipating, and managing the performance of transit systems during recurring congestion peaks due to special events. This includes an extensive analysis of ridership of the two major stadiums in downtown Atlanta using rail data from the Metropolitan Atlanta Rapid Transit Authority (MARTA). The paper first highlights the ridership predictability at the aggregate level for each station on both event and non-event days. It then presents an unsupervised machine-learning model to cluster passengers and identify which train they are boarding. The model makes it possible to evaluate system performance in terms of fundamental metrics such as the passenger load per train and the wait times of riders. The paper also presents linear regression and random forest models for predicting ridership that are used in combination with historical throughput analysis to forecast demand. Finally, simulations are performed that showcase the potential improvements to wait times and demand matching by leveraging proposed techniques to optimize train frequencies based on forecasted demand.

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