Solving Problems with Uncertainties (SPU) Session 2

Time and Date: 14:10 - 15:50 on 7th June 2016

Room: Rousseau West

Chair: Vassil Alexandrov

448 Comparing electoral campaigns by analysing online data [abstract]
Abstract: Our work addresses the influence of the growing adoption of information and communication technologies (ICT) for campaigning purposes on the evolving dynamics of information flows from the eminently social beings that candidates are. Our approach combines an analysis of contents to technological and methodological concerns. The breadth of these objectives as well as the amount of data to be considered pointed to a need for collaboration between several researchers for sharing out tasks and bringing together expertise from various disciplines. This paper presents results concerning three of the data collections life cycle phases: collection, cleaning, and storage. The result is a data collection ready to be analysed for different purposes. In particular, in our experimental validation it has been used for comparing political campaigns behaviour in France and the United Kingdom during the European elections in 2015.
Javier A. Espinosa-Oviedo, Genoveva Vargas-Solar, Vassil Alexandrov, Géraldine Castel
471 A Stochastic Approach to Solving Bilevel Natural Gas Cash-Out Problems [abstract]
Abstract: We study a special bilevel programming problem that arises in transactions between a Natural Gas Shipping Company and a Pipeline Operator. Because of the business relationships between these two actors, the timing and objectives of their decision-making process are different. In order to model that, bilevel programming was traditionally used in previous works. The problem theoretically studied to facilitate its solution; this included linear reformulation, heuristic approaches, and branch-and-bound techniques. We present a linear programming reformulation of the latest version of the model, which is easier and faster to solve numerically. This reformulation makes it easier to theoretically analyze the problem, allowing us to draw some conclusions about the nature of the solution. Since elements of uncertainty are definitely present in the bilevel natural gas cash-out problem, its stochastic formulation is developed in the form of a bilevel multi-stage stochastic programming model with recourse. After reducing the original formulation to a bilevel linear problem, a stochastic scenario tree is defined by its node events, and time series forecasting is used to produce stochastic values for data of natural gas price and demand. Numerical experiments were run to compare the stochastic solution with the perfect information solution and the expected value solutions.
Vyacheslav Kalashnikov, Nataliya I. Kalashnykova, Vassil Alexandrov
513 Integrated approach to assignment, scheduling and routing problems in a sales territory business plan [abstract]
Abstract: This paper considers a real life case study that determines the minimum number of sellers required to attend a set of customers located in a certain region taking into account the weekly schedule plan of the visits, as well as the optimal route. The problem is formulated as a combination of assignment, scheduling and routing problems. In the new formulation, case studies of small size subset of customers of the above type can be solved optimally. However, this subset of customers is not representative within the business plan of the company. To overcome this limitation, the problem is divided into three phases. A greedy algorithm is used in Phase I in order to identify a set of cost-effective feasible clusters of customers assigned to a seller. Phase II and III are then used to solve the problem of a weekly program for visiting the customers as well as to determine the route plan using MILP formulation. Several real life instances of different sizes have been solved demonstrating the efficiency of the proposed approach.
Laura Hervert-Escobar, Francisco Lopez, Oscar A. Esquivel-Flores
522 Energy Study of Monte Carlo and Quasi-Monte Carlo Alforithms for Solving Integral Equations [abstract]
Abstract: In the last years development of exascale computing technology lead to need of obtaining evaluation for the energy consumption when large-scale problems are solved with different high-performance computing (HPC) systems. In this paper we study the energy efficiency of a class of Monte Carlo (MC) and Quasi-Monte Carlo(QMC) algorithms for given integral equation using hybrid HPC systems. The algorithms are applied to solve quantum kinetic integral equations describing ultra-fast transport in quantum wire. We compare the energy performance for both algorithms using a GPU-based computer platform and CPU-based computer platform with and without hyper threading (HT) technology. We use SPRNG library and CURAND generator to produce parallel pseudo-random (PPR) sequences in case of MC algorithms over CPU-based and GPU -based platforms, respectively. In the case of QMC algorithms Sobol and Halton sequences are used to produce parallel quasi-random (PQR) sequences. We compare the obtained results by the tested algorithms with respect to given energy metrics. The results of our study demonstrate the importance to take into account not only scalability of the HPC intensive algorithms but also their energy efficiency. They also show the need of further optimisation of the QMC algorithms when a GPU-based computing platform are used.
Todor Gurov, Aneta Karaivanova, Vassil Alexandrov