Publications

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The optimization of sensor placements is a key aspect of the design of contaminant warning systems for automatically detecting contaminants in water distribution systems. Although researchers have generally assumed that all sensors are placed at the same time, in practice sensor networks will likely grow and evolve over time. For example, limitations for a water utility's budget may dictate an staged, incremental deployment of sensors over many years. We describe optimization formulations of multi-stage sensor placement problems. The objective of these formulations includes an explicit trade-off between the value of the initially deployed and final sensor networks. This trade-off motivates the deployment of sensors in initial stages of the deployment schedule, even though these choices typically lead to a solution that is suboptimal when compared to placing all sensors at once. These multi-stage sensor placement problems can be represented as mixed-integer programs, and we illustrate the impact of this trade-off using standard commercial solvers. We also describe a multi-stage formulation that models budget uncertainty, expressed as a tree of potential budget scenarios through time. Budget uncertainty is used to assess and hedge against risks due to a potentially incomplete deployment of a planned sensor network. This formulation is a multi-stage stochastic mixed-integer program, which are notoriously difficult to solve. We apply standard commercial solvers to small-scale test problems, enabling us to effectively analyze multi-stage sensor placement problems subject to budget uncertainties, and assess the impact of accounting for such uncertainty relative to a deterministic multi-stage model. © 2012 ASCE.

Decision makers increasingly rely on large-scale computational models to simulate and analyze complex man-made systems. For example, computational models of national infrastructures are being used to inform government policy, assess economic and national security risks, evaluate infrastructure interdependencies, and plan for the growth and evolution of infrastructure capabilities. A major challenge for decision makers is the analysis of national-scale models that are composed of interacting systems: effective integration of system models is difficult, there are many parameters to analyze in these systems, and fundamental modeling uncertainties complicate analysis. This project is developing optimization methods to effectively represent and analyze large-scale heterogeneous system of systems (HSoS) models, which have emerged as a promising approach for describing such complex man-made systems. These optimization methods enable decision makers to predict future system behavior, manage system risk, assess tradeoffs between system criteria, and identify critical modeling uncertainties.

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We consider the problem of placing a limited number of sensors in a municipal water distribution network to minimize the impact over a given suite of contamination incidents. In its simplest form, the sensor placement problem is a p-median problem that has structure extremely amenable to exact and heuristic solution methods. We describe the solution of real-world instances using integer programming or local search or a Lagrangian method. The Lagrangian method is necessary for solution of large problems on small PCs. We summarize a number of other heuristic methods for effectively addressing issues such as sensor failures, tuning sensors based on local water quality variability, and problem size/approximation quality tradeoffs. These algorithms are incorporated into the TEVA-SPOT toolkit, a software suite that the US Environmental Protection Agency has used and is using to design contamination warning systems for US municipal water systems.

A range of core operations and planning problems for the national electrical grid are naturally formulated and solved as stochastic programming problems, which minimize expected costs subject to a range of uncertain outcomes relating to, for example, uncertain demands or generator output. A critical decision issue relating to such stochastic programs is: How many scenarios are required to ensure a specific error bound on the solution cost? Scenarios are the key mechanism used to sample from the uncertainty space, and the number of scenarios drives computational difficultly. We explore this question in the context of a long-term grid generation expansion problem, using a bounding procedure introduced by Mak, Morton, and Wood. We discuss experimental results using problem formulations independently minimizing expected cost and down-side risk. Our results indicate that we can use a surprisingly small number of scenarios to yield tight error bounds in the case of expected cost minimization, which has key practical implications. In contrast, error bounds in the case of risk minimization are significantly larger, suggesting more research is required in this area in order to achieve rigorous solutions for decision makers.

The Python Optimization Modeling Objects (Pyomo) package [1] is an open source tool for modeling optimization applications within Python. Pyomo provides an objected-oriented approach to optimization modeling, and it can be used to define symbolic problems, create concrete problem instances, and solve these instances with standard solvers. While Pyomo provides a capability that is commonly associated with algebraic modeling languages such as AMPL, AIMMS, and GAMS, Pyomo's modeling objects are embedded within a full-featured high-level programming language with a rich set of supporting libraries. Pyomo leverages the capabilities of the Coopr software library [2], which integrates Python packages (including Pyomo) for defining optimizers, modeling optimization applications, and managing computational experiments. A central design principle within Pyomo is extensibility. Pyomo is built upon a flexible component architecture [3] that allows users and developers to readily extend the core Pyomo functionality. Through these interface points, extensions and applications can have direct access to an optimization model's expression objects. This facilitates the rapid development and implementation of new modeling constructs and as well as high-level solution strategies (e.g. using decomposition- and reformulation-based techniques). In this presentation, we will give an overview of the Pyomo modeling environment and model syntax, and present several extensions to the core Pyomo environment, including support for Generalized Disjunctive Programming (Coopr GDP), Stochastic Programming (PySP), a generic Progressive Hedging solver [4], and a tailored implementation of Bender's Decomposition.

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Although stochastic programming is a powerful tool for modeling decision-making under uncertainty, various impediments have historically prevented its widespread use. One key factor involves the ability of non-specialists to easily express stochastic programming problems as extensions of deterministic models, which are often formulated first. A second key factor relates to the difficulty of solving stochastic programming models, particularly the general mixed-integer, multi-stage case. Intricate, configurable, and parallel decomposition strategies are frequently required to achieve tractable run-times. We simultaneously address both of these factors in our PySP software package, which is part of the COIN-OR Coopr open-source Python project for optimization. To formulate a stochastic program in PySP, the user specifies both the deterministic base model and the scenario tree with associated uncertain parameters in the Pyomo open-source algebraic modeling language. Given these two models, PySP provides two paths for solution of the corresponding stochastic program. The first alternative involves writing the extensive form and invoking a standard deterministic (mixed-integer) solver. For more complex stochastic programs, we provide an implementation of Rockafellar and Wets Progressive Hedging algorithm. Our particular focus is on the use of Progressive Hedging as an effective heuristic for approximating general multi-stage, mixed-integer stochastic programs. By leveraging the combination of a high-level programming language (Python) and the embedding of the base deterministic model in that language (Pyomo), we are able to provide completely generic and highly configurable solver implementations. PySP has been used by a number of research groups, including our own, to rapidly prototype and solve difficult stochastic programming problems.

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The practical utility of optimization technologies is often impacted by factors that reflect how these tools are used in practice, including whether various real-world constraints can be adequately modeled, the sophistication of the analysts applying the optimizer, and related environmental factors (e.g. whether a company is willing to trust predictions from computational models). Other features are less appreciated, but of equal importance in terms of dictating the successful use of optimization. These include the scale of problem instances, which in practice drives the development of approximate solution techniques, and constraints imposed by the target computing platforms. End-users often lack state-of-the-art computers, and thus runtime and memory limitations are often a significant, limiting factor in algorithm design. When coupled with large problem scale, the result is a significant technological challenge. We describe our experience developing and deploying both exact and heuristic algorithms for placing sensors in water distribution networks to mitigate against damage due intentional or accidental introduction of contaminants. The target computing platforms for this application have motivated limited-memory techniques that can optimize large-scale sensor placement problems. © 2008 Springer Berlin Heidelberg.

We present the TEVA-SPOT Toolkit, a sensor placement optimization tool developed within the USEPA TEVA program. The TEVA-SPOT Toolkit provides a sensor placement framework that facilitates research in sensor placement optimization and enables the practical application of sensor placement solvers to real-world CWS design applications. This paper provides an overview of its key features, and then illustrates how this tool can be flexibly applied to solve a variety of different types of sensor placement problems. © 2008 ASCE.

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Since their introduction, local search algorithms - and in particular tabu search algorithms - have consistently represented the state-of-the-art in solution techniques for the classical job-shop scheduling problem. This is despite the availability of powerful search and inference techniques for scheduling problems developed by the constraint programming community. In this paper, we introduce a simple hybrid algorithm for job-shop scheduling that leverages both the fast, broad search capabilities of modern tabu search and the scheduling-specific inference capabilities of constraint programming. The hybrid algorithm significantly improves the performance of a state-of-the-art tabu search for the job-shop problem, and represents the first instance in which a constraint programming algorithm obtains performance competitive with the best local search algorithms. Further, the variability in solution quality obtained by the hybrid is significantly lower than that of pure local search algorithms. As an illustrative example, we identify twelve new best-known solutions on Taillard's widely studied benchmark problems. © 2008 Springer-Verlag Berlin Heidelberg.

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Discrete models of large, complex systems like national infrastructures and complex logistics frameworks naturally incorporate many modeling uncertainties. Consequently, there is a clear need for optimization techniques that can robustly account for risks associated with modeling uncertainties. This report summarizes the progress of the Late-Start LDRD 'Robust Analysis of Largescale Combinatorial Applications'. This project developed new heuristics for solving robust optimization models, and developed new robust optimization models for describing uncertainty scenarios.

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The DAKOTA (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. DAKOTA contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic finite element methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the DAKOTA toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a reference manual for the commands specification for the DAKOTA software, providing input overviews, option descriptions, and example specifications.

The DAKOTA (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. DAKOTA contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic finite element methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the DAKOTA toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a developers manual for the DAKOTA software and describes the DAKOTA class hierarchies and their interrelationships. It derives directly from annotation of the actual source code and provides detailed class documentation, including all member functions and attributes.

The DAKOTA (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. DAKOTA contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic finite element methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the DAKOTA toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a user's manual for the DAKOTA software and provides capability overviews and procedures for software execution, as well as a variety of example studies.

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