[pt] Essa dissertação explora o problema roteamento de linhas de transmissão (LT) através da solução do caminho mais curto em um grafo sem ciclos de melhoria, considerando custos quadráticos para arcos adjacentes. Esse problema é conhecido como o Problema do Caminho Mínimo Quadrático Adjacente (CMQA). Esse trabalho apresenta uma descrição teórica do CMQA, propõe uma extensão do algoritmo Dijkstra (aqDijkstra) para solução de CMQA em tempo polinomial e discute como o algoritimo pode ser utilizado em metodologias de roteamento de LT. Em seguida, apresentamos uma melhoria estendendo o algoritmo A estrela para sua forma adjacente quadrática (aqA estrela), incluindo uma etapa de busca reversa para estimação de custos de chegada. Foram feitos experimentos computacionais contemplando a variação de custos quadráticos, geração de instâncias aleatórias, testes de estresse e comparação com abordagens já utilizadas na literatura. Os resultados sugerem que: (i) aqA estrela teve o melhor desempenho, atingindo tempos de busca 40 vezes mais rápidos que aqDijkstra e 50 vezes mais rápido que a abordagem mais rápida apresentada pela literatura; (ii) a eficiência dos algoritmos não foi afetada pela variação dos custos quadráticos; (iii) os algoritmos propostos aqA estrela e aqDijkstra também foram mais eficientes nas instancias aleatórias, reafirmando a superioridade dos mesmos. Duas aplicações são apresentadas, uma de objetivo ilustrativo e outra para um caso real. O algoritimo aqA estrela foi usado para solução de um CMQA em um grafo de quase um bilhão de arcos quadraticos, resultado em uma rota proposta com custos adicionais três vezes menor. / [en] This dissertation explores the problem of transmission line (TL) routing through finding the shortest path on an undirected graph with no improving cycles, considering quadratic costs for adjacent arcs. This problem is known as the Adjacent Quadratic Shortest Path Problem (AQSPP). This work provides the theoretical background for the AQSPP, proposes an extension of Dijkstra s algorithm (aqDijkstra) for solving AQSPP in polynomial-time and discusses how AQSPP can be included in routing methodologies. Furthermore, it is presented an improvement to the algorithm: the adjacent quadratic A star (aq A star) with a backward search for cost-togo estimation, to speed up search. For computational experiments, aqDijkstra and aqA star are benchmarked with other algorithms from the technical literature. The search behavior of the algorithms is also studied within different tests, including: quadratic cost variation, randomly generated graph instances and increasingly larger instances. The numerical results suggests that: (i) aqA star outperformed all the other algorithms, being 40 times faster than aqDijsktra and 50 times faster than the fastest benchmark algorithm; (ii) the studied algorithms do not lose efficiency as quadratic costs increase; (iii) aqA star and aqDijkstra were faster benchmark algorithms under random graph instances, indicating their robustness. Two applications are provided, one for illustrative purposes, and another to study performance on a real application. The aqA star algorithm solved an AQSSP on a graph with almost a billion quadratic arcs and provided a route with three times lower additional costs.

Dans cette thèse, nous étudions trois types de problèmes stochastiques : les problèmes avec contraintes probabilistes, les problèmes distributionnellement robustes et les problèmes avec recours. Les difficultés des problèmes stochastiques sont essentiellement liées aux problèmes de convexité du domaine des solutions, et du calcul de l’espérance mathématique ou des probabilités qui nécessitent le calcul complexe d’intégrales multiples. A cause de ces difficultés majeures, nous avons résolu les problèmes étudiées à l’aide d’approximations efficaces.Nous avons étudié deux types de problèmes stochastiques avec des contraintes en probabilités, i.e., les problèmes linéaires avec contraintes en probabilité jointes (LLPC) et les problèmes de maximisation de probabilités (MPP). Dans les deux cas, nous avons supposé que les variables aléatoires sont normalement distribués et les vecteurs lignes des matrices aléatoires sont indépendants. Nous avons résolu LLPC, qui est un problème généralement non convexe, à l’aide de deux approximations basée sur les problèmes coniques de second ordre (SOCP). Sous certaines hypothèses faibles, les solutions optimales des deux SOCP sont respectivement les bornes inférieures et supérieures du problème du départ. En ce qui concerne MPP, nous avons étudié une variante du problème du plus court chemin stochastique contraint (SRCSP) qui consiste à maximiser la probabilité de la contrainte de ressources. Pour résoudre ce problème, nous avons proposé un algorithme de Branch and Bound pour calculer la solution optimale. Comme la relaxation linéaire n’est pas convexe, nous avons proposé une approximation convexe efficace. Nous avons par la suite testé nos algorithmes pour tous les problèmes étudiés sur des instances aléatoires. Pour LLPC, notre approche est plus performante que celles de Bonferroni et de Jaganathan. Pour MPP, nos résultats numériques montrent que notre approche est là encore plus performante que l’approximation des contraintes probabilistes individuellement.La deuxième famille de problèmes étudiés est celle relative aux problèmes distributionnellement robustes où une partie seulement de l’information sur les variables aléatoires est connue à savoir les deux premiers moments. Nous avons montré que le problème de sac à dos stochastique (SKP) est un problème semi-défini positif (SDP) après relaxation SDP des contraintes binaires. Bien que ce résultat ne puisse être étendu au cas du problème multi-sac-à-dos (MKP), nous avons proposé deux approximations qui permettent d’obtenir des bornes de bonne qualité pour la plupart des instances testées. Nos résultats numériques montrent que nos approximations sont là encore plus performantes que celles basées sur les inégalités de Bonferroni et celles plus récentes de Zymler. Ces résultats ont aussi montré la robustesse des solutions obtenues face aux fluctuations des distributions de probabilités. Nous avons aussi étudié une variante du problème du plus court chemin stochastique. Nous avons prouvé que ce problème peut se ramener au problème de plus court chemin déterministe sous certaine hypothèses. Pour résoudre ce problème, nous avons proposé une méthode de B&B où les bornes inférieures sont calculées à l’aide de la méthode du gradient projeté stochastique. Des résultats numériques ont montré l’efficacité de notre approche. Enfin, l’ensemble des méthodes que nous avons proposées dans cette thèse peuvent s’appliquer à une large famille de problèmes d’optimisation stochastique avec variables entières. / In this thesis, we studied three types of stochastic problems: chance constrained problems, distributionally robust problems as well as the simple recourse problems. For the stochastic programming problems, there are two main difficulties. One is that feasible sets of stochastic problems is not convex in general. The other main challenge arises from the need to calculate conditional expectation or probability both of which are involving multi-dimensional integrations. Due to the two major difficulties, for all three studied problems, we solved them with approximation approaches.We first study two types of chance constrained problems: linear program with joint chance constraints problem (LPPC) as well as maximum probability problem (MPP). For both problems, we assume that the random matrix is normally distributed and its vector rows are independent. We first dealt with LPPC which is generally not convex. We approximate it with two second-order cone programming (SOCP) problems. Furthermore under mild conditions, the optimal values of the two SOCP problems are a lower and upper bounds of the original problem respectively. For the second problem, we studied a variant of stochastic resource constrained shortest path problem (called SRCSP for short), which is to maximize probability of resource constraints. To solve the problem, we proposed to use a branch-and-bound framework to come up with the optimal solution. As its corresponding linear relaxation is generally not convex, we give a convex approximation. Finally, numerical tests on the random instances were conducted for both problems. With respect to LPPC, the numerical results showed that the approach we proposed outperforms Bonferroni and Jagannathan approximations. While for the MPP, the numerical results on generated instances substantiated that the convex approximation outperforms the individual approximation method.Then we study a distributionally robust stochastic quadratic knapsack problems, where we only know part of information about the random variables, such as its first and second moments. We proved that the single knapsack problem (SKP) is a semedefinite problem (SDP) after applying the SDP relaxation scheme to the binary constraints. Despite the fact that it is not the case for the multidimensional knapsack problem (MKP), two good approximations of the relaxed version of the problem are provided which obtain upper and lower bounds that appear numerically close to each other for a range of problem instances. Our numerical experiments also indicated that our proposed lower bounding approximation outperforms the approximations that are based on Bonferroni's inequality and the work by Zymler et al.. Besides, an extensive set of experiments were conducted to illustrate how the conservativeness of the robust solutions does pay off in terms of ensuring the chance constraint is satisfied (or nearly satisfied) under a wide range of distribution fluctuations. Moreover, our approach can be applied to a large number of stochastic optimization problems with binary variables.Finally, a stochastic version of the shortest path problem is studied. We proved that in some cases the stochastic shortest path problem can be greatly simplified by reformulating it as the classic shortest path problem, which can be solved in polynomial time. To solve the general problem, we proposed to use a branch-and-bound framework to search the set of feasible paths. Lower bounds are obtained by solving the corresponding linear relaxation which in turn is done using a Stochastic Projected Gradient algorithm involving an active set method. Meanwhile, numerical examples were conducted to illustrate the effectiveness of the obtained algorithm. Concerning the resolution of the continuous relaxation, our Stochastic Projected Gradient algorithm clearly outperforms Matlab optimization toolbox on large graphs.

Maximum Subarray Problem (MSP) is to find the consecutive array portion that maximizes the sum of array elements in it. The goal is to locate the most useful and informative array segment that associates two parameters involved in data in a 2D array. It's an efficient data mining method which gives us an accurate pattern or trend of data with respect to some associated parameters. Distance Matrix Multiplication (DMM) is at the core of MSP. Also DMM and MSP have the worst-case complexity of the same order. So if we improve the algorithm for DMM that would also trigger the improvement of MSP. The complexity of Conventional DMM is O(n³). In the average case, All Pairs Shortest Path (APSP) Problem can be modified as a fast engine for DMM and can be solved in O(n² log n) expected time. Using this result, MSP can be solved in O(n² log² n) expected time. MSP can be extended to K-MSP. To incorporate DMM into K-MSP, DMM needs to be extended to K-DMM as well. In this research we show how DMM can be extended to K-DMM using K-Tuple Approach to solve K-MSP in O(Kn² log² n log K) time complexity when K ≤ n/log n. We also present Tournament Approach which solves K-MSP in O(n² log² n + Kn²) time complexity and outperforms the K-Tuple

Made available in DSpace on 2016-08-17T14:52:43Z (GMT). No. of bitstreams: 1 Milson Monteiro.pdf: 1924077 bytes, checksum: 78f931b493f756dec0edee7a465e1099 (MD5) Previous issue date: 2002-06-07 / Conselho Nacional de Desenvolvimento Científico e Tecnológico / This works concern software development (graphical user interface) that makes possible to analyze the interconnection in a LAN (Local Area Network) using CORBA (Common Object Request Broker Architecture) on distributed and heterogeneous environment among several outlying machines. This works presents paradigms of graphs theory: shortest paths problems (Dijkstra-Ford-Moore-Belman), maximum flow problems (Edmonds-Karp) and minimum cost flow problems (Busacker-Gowen) to formalize the interface development. We discoursed on the graphs theory and networks flows that are essentials to guarantee theoretical insight. / O objeto de estudo deste trabalho é o desenvolvimento de um software (interface gráfica do usuário) que possibilita analisar a interconexão de uma LAN (Local Area Network) usando CORBA (Common Object Request Broker Architecture) em ambientes distribuídos e heterogêneos entre diversas máquinas periféricas. Este trabalho apresenta os paradigmas da teoria de grafos: menor caminho (Dijkstra, Ford-Moore-Belman), fluxo máximo (Edmonds-Karp) e fluxo de custo mínimo (Busacker-Gowen) para formalizar o desenvolvimento da interface. Discorremos sobre a teoria de grafos e fluxos em redes que são relevantes para garantir o embasamento teórico.