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Alvarez-Miranda, E., Pereira, J., & Vila, M. (2023). Analysis of the simple assembly line balancing problem complexity. Comput. Oper. Res., 159, 106323.
Abstract: The simple assembly line balancing problem (SALBP) involves the determination of the assignment of elementary assembly operations to the workstations of the assembly line for the manufacture of a final product, with the objective of maximising assembly efficiency. In addition to its practicality, the SALBP can be considered as an extension of the bin packing problem (BPP) to account for the precedence relations between items. These constraints introduce an ordering component to the problem, which increases the complexity of SALBP resolution. However, previous studies indicated that precedence constraints do not play an important role in the capacity of state-of-the-art procedures to solve benchmark instances to optimality. In this study, we analysed the influences of different features of an SALBP instance on the performance of state-of-the-art solution methods for the abovementioned problem. First, we provide an alternative proof of complexity for the SALBP that uses precedence constraints to demonstrate its non-deterministic polynomial time (NP)-complete status, followed by a new set of benchmark instances directed towards an empirical analysis of the different features of SALBP instances. The experimental results revealed that the packing features of the SALBP are a major source of the perceived difficulty for any instance; however, precedence constraints play a role in the performance of these solution procedures. Specifically, the number of precedence constraints plays an important role in the results obtained from state-of-the-art methods. In addition to the analysis, certain issues that were identified in the publicly available implementations of the state-of-the-art method for resolving this problem were addressed in this study.
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Bernales, A., Reus, L., & Valdenegro, V. (2022). Speculative bubbles under supply constraints, background risk and investment fraud in the art market. J. Corp. Financ., 77, 101746.
Abstract: We examine the unexplored effects on art markets of artist death (asset supply constraints), collectors' wealth (background risk) and forgery risk (risk of investment fraud), under short-sale constraints and risk aversion. Speculative bubbles emerge and have the form of an option strangle (a put option and a call option), in which strike prices are affected by art supply constraints and the association of the artworks' emotional value with both collectors' wealth and forgery, while the options' underlying asset is the stochastic heterogeneous beliefs of agents. We show that speculative bubbles increase with four elements: art supply constraints; a more negative correlation between collectors' wealth and the artworks' emotional value; a more positive relationship between forgery and the artworks' emotional value; and more heterogeneous beliefs. These four sources of speculation increase the expected turnover rate; however, they also augment the variance of speculative bubbles, which generates price discounts (i.e. risk premiums) for holding artworks. Consequently, the net impact of speculation is not necessarily increased art prices. This study not only contributes to the art market literature, but also to studies about speculative bubbles in other financial markets under heterogeneous beliefs, short-sale constraints and risk-averse investors, since we additionally consider the simultaneous effect of asset supply constraints, investors' background risk and the risk of investment fraud.
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Bertossi, L. (2021). Specifying and computing causes for query answers in databases via database repairs and repair-programs. Knowl. Inf. Syst., 63, 199–231.
Abstract: There is a recently established correspondence between database tuples as causes for query answers in databases and tuple-based repairs of inconsistent databases with respect to denial constraints. In this work, answer-set programs that specify database repairs are used as a basis for solving computational and reasoning problems around causality in databases, including causal responsibility. Furthermore, causes are introduced also at the attribute level by appealing to an attribute-based repair semantics that uses null values. Corresponding repair-programs are introduced, and used as a basis for computation and reasoning about attribute-level causes. The answer-set programs are extended in order to capture causality under integrity constraints.
Keywords: Causality; Databases; Repairs; Constraints; Answer-set programming
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Bertossi, L. (2022). Declarative Approaches to Counterfactual Explanations for Classification. Theory Pract. Log. Program., Early Access.
Abstract: We propose answer-set programs that specify and compute counterfactual interventions on entities that are input on a classification model. In relation to the outcome of the model, the resulting counterfactual entities serve as a basis for the definition and computation of causality-based explanation scores for the feature values in the entity under classification, namely responsibility scores. The approach and the programs can be applied with black-box models, and also with models that can be specified as logic programs, such as rule-based classifiers. The main focus of this study is on the specification and computation of best counterfactual entities, that is, those that lead to maximum responsibility scores. From them one can read off the explanations as maximum responsibility feature values in the original entity. We also extend the programs to bring into the picture semantic or domain knowledge. We show how the approach could be extended by means of probabilistic methods, and how the underlying probability distributions could be modified through the use of constraints. Several examples of programs written in the syntax of the DLV ASP-solver, and run with it, are shown.
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Bolte, J., Hochart, A., & Pauwels, E. (2018). Qualification Conditions In Semialgebraic Programming. SIAM J. Optim., 28(2), 1867–1891.
Abstract: For an arbitrary finite family of semialgebraic/definable functions, we consider the corresponding inequality constraint set and we study qualification conditions for perturbations of this set. In particular we prove that all positive diagonal perturbations, save perhaps a finite number of them, ensure that any point within the feasible set satisfies the Mangasarian-Fromovitz constraint qualification. Using the Milnor-Thom theorem, we provide a bound for the number of singular perturbations when the constraints are polynomial functions. Examples show that the order of magnitude of our exponential bound is relevant. Our perturbation approach provides a simple protocol to build sequences of “regular” problems approximating an arbitrary semialgebraic/definable problem. Applications to sequential quadratic programming methods and sum of squares relaxation are provided.
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Caniupan, M., Bravo, L., & Hurtado, C. A. (2012). Repairing inconsistent dimensions in data warehouses. Data Knowl. Eng., 79-80, 17–39.
Abstract: A dimension in a data warehouse (DW) is a set of elements connected by a hierarchical relationship. The elements are used to view summaries of data at different levels of abstraction. In order to support an efficient processing of such summaries, a dimension is usually required to satisfy different classes of integrity constraints. In scenarios where the constraints properly capture the semantics of the DW data, but they are not satisfied by the dimension, the problem of repairing (correcting) the dimension arises. In this paper, we study the problem of repairing a dimension in the context of two main classes of integrity constraints: strictness and covering constraints. We introduce the notion of minimal repair of a dimension: a new dimension that is consistent with respect to the set of integrity constraints, which is obtained by applying a minimal number of updates to the original dimension. We study the complexity of obtaining minimal repairs, and show how they can be characterized using Datalog programs with weak constraints under the stable model semantics. (c) 2012 Elsevier B.V. All rights reserved.
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Carbonnel, C., Romero, M., & Zivny, S. (2020). Point-Width and Max-CSPs. ACM Trans. Algorithms, 16(4), 28 pp.
Abstract: The complexity of (unbounded-arity) Max-CSPs under structural restrictions is poorly understood. The two most general hypergraph properties known to ensure tractability of Max-CSPs, beta-acyclicity and bounded (incidence) MIM-width, are incomparable and lead to very different algorithms. We introduce the framework of point decompositions for hypergraphs and use it to derive a new sufficient condition for the tractability of (structurally restricted) Max-CSPs, which generalises both bounded MIM-width and beta-acyclicity. On the way, we give a new characterisation of bounded MIM-width and discuss other hypergraph properties which are relevant to the complexity of Max-CSPs, such as beta-hypertree-width.
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Carbonnel, C., Romero, M., & Zivny, S. (2022). The Complexity of General-Valued Constraint Satisfaction Problems Seen from the Other Side. SIAM J. Comput., 51(1), 19–69.
Abstract: The constraint satisfaction problem (CSP) is concerned with homomorphisms between two structures. For CSPs with restricted left-hand-side structures, the results of Dalmau, Languages and Programming, Springer, New York, 2007, pp. 279--290] establish the precise borderline of polynomial-time solvability (subject to complexity-theoretic assumptions) and of solvability by bounded-consistency algorithms (unconditionally) as bounded treewidth modulo homomorphic equivalence. The general-valued constraint satisfaction problem (VCSP) is a generalization of the CSP concerned with homomorphisms between two valued structures. For VCSPs with restricted left-hand-side valued structures, we establish the precise borderline of polynomial-time solvability (subject to complexity-theoretic assumptions) and of solvability by the kth level of the Sherali--Adams LP hierarchy (unconditionally). We also obtain results on related problems concerned with finding a solution and recognizing the tractable cases; the latter has an application in database theory.
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Cho, A. D., Carrasco, R. A., & Ruz, G. A. (2022). Improving Prescriptive Maintenance by Incorporating Post-Prognostic Information Through Chance Constraints. IEEE Access, 10, 55924–55932.
Abstract: Maintenance is one of the critical areas in operations in which a careful balance between preventive costs and the effect of failures is required. Thanks to the increasing data availability, decision-makers can now use models to better estimate, evaluate, and achieve this balance. This work presents a maintenance scheduling model which considers prognostic information provided by a predictive system. In particular, we developed a prescriptive maintenance system based on run-to-failure signal segmentation and a Long Short Term Memory (LSTM) neural network. The LSTM network returns the prediction of the remaining useful life when a fault is present in a component. We incorporate such predictions and their inherent errors in a decision support system based on a stochastic optimization model, incorporating them via chance constraints. These constraints control the number of failed components and consider the physical distance between them to reduce sparsity and minimize the total maintenance cost. We show that this approach can compute solutions for relatively large instances in reasonable computational time through experimental results. Furthermore, the decision-maker can identify the correct operating point depending on the balance between costs and failure probability.
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Cortes, M. P., Mendoza, S. N., Travisany, D., Gaete, A., Siegel, A., Cambiazo, V., et al. (2017). Analysis of Piscirickettsia salmonis Metabolism Using Genome-Scale Reconstruction, Modeling, and Testing. Front. Microbiol., 8, 15 pp.
Abstract: Piscirickettsia salmonis is an intracellular bacterial fish pathogen that causes piscirickettsiosis, a disease with highly adverse impact in the Chilean salmon farming industry. The development of effective treatment and control methods for piscireckttsiosis is still a challenge. To meet it the number of studies on P. salmonis has grown in the last couple of years but many aspects of the pathogen's biology are still poorly understood. Studies on its metabolism are scarce and only recently a metabolic model for reference strain LF-89 was developed. We present a new genomescale model for P. salmonis LF-89 with more than twice as many genes as in the previous model and incorporating specific elements of the fish pathogen metabolism. Comparative analysis with models of different bacterial pathogens revealed a lower flexibility in P. salmonis metabolic network. Through constraint-based analysis, we determined essential metabolites required for its growth and showed that it can benefit from different carbon sources tested experimentally in new defined media. We also built an additional model for strain A1-15972, and together with an analysis of P. salmonis pangenome, we identified metabolic features that differentiate two main species clades. Both models constitute a knowledge-base for P. salmonis metabolism and can be used to guide the efficient culture of the pathogen and the identification of specific drug targets.
Keywords: pathogen; genome-scale; metabolism; constraint-based; Piscirickettsia; salmonis
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Fernandez, M., Munoz, F. D., & Moreno, R. (2020). Analysis of imperfect competition in natural gas supply contracts for electric power generation: A closed-loop approach. Energy Econ., 87, 15 pp.
Abstract: The supply of natural gas is generally based on contracts that are signed prior to the use of this fuel for power generation. Scarcity of natural gas in systems where a share of electricity demand is supplied with gas turbines does not necessarily imply demand rationing, because most gas turbines can still operate with diesel when natural gas is not available. However, scarcity conditions can lead to electricity price spikes, with welfare effects for consumers and generation firms. We develop a closed-loop equilibrium model to evaluate if generation firms have incentives to contract or import the socially-optimal volumes of natural gas to generate electricity. We consider a perfectly-competitive electricity market, where all firms act as price-takers in the short term, but assume that only a small number of firms own gas turbines and procure natural gas from, for instance, foreign suppliers in liquefied form. We illustrate an application of our model using a network reduction of the electric power system in Chile, considering two strategic firms that make annual decisions about natural gas imports in discrete quantities. We also assume that strategic firms compete in the electricity market with a set of competitive firms do not make strategic decisions about natural gas imports (i.e., a competitive fringe). Our results indicate that strategic firms could have incentives to sign natural gas contracts for volumes that are much lower than the socially-optimal ones, which leads to supernormal profits for these firms in the electricity market. Yet, this effect is rather sensitive to the price of natural gas. A high price of natural gas eliminates the incentives of generation firms to exercise market power through natural gas contracts. (C) 2020 Elsevier B.V. All rights reserved.
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Martinez-Villalobos, C., & Neelin, J. D. (2023). Regionally high risk increase for precipitation extreme events under global warming. Sci. Rep., 13, 5579.
Abstract: Daily precipitation extremes are projected to intensify with increasing moisture under global warming following the Clausius-Clapeyron (CC) relationship at about 7%/∘C
. However, this increase is not spatially homogeneous. Projections in individual models exhibit regions with substantially larger increases than expected from the CC scaling. Here, we leverage theory and observations of the form of the precipitation probability distribution to substantially improve intermodel agreement in the medium to high precipitation intensity regime, and to interpret projected changes in frequency in the Coupled Model Intercomparison Project Phase 6. Besides particular regions where models consistently display super-CC behavior, we find substantial occurrence of super-CC behavior within a given latitude band when the multi-model average does not require that the models agree point-wise on location within that band. About 13% of the globe and almost 25% of the tropics (30% for tropical land) display increases exceeding 2CC. Over 40% of tropical land points exceed 1.5CC. Risk-ratio analysis shows that even small increases above CC scaling can have disproportionately large effects in the frequency of the most extreme events. Risk due to regional enhancement of precipitation scale increase by dynamical effects must thus be included in vulnerability assessment even if locations are imprecise. Keywords: EL-NINO; HEAVY PRECIPITATION; FUTURE CHANGES; CLIMATE; MODEL; INTENSIFICATION; CONSTRAINT; SATELLITE; FREQUENCY; CMIP5
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Osorio-Valenzuela, L., Pereira, J., Quezada, F., & Vasquez, O. C. (2019). Minimizing the number of machines with limited workload capacity for scheduling jobs with interval constraints. Appl. Math. Model., 74, 512–527.
Abstract: In this paper, we consider a parallel machine scheduling problem in which machines have a limited workload capacity and jobs have deadlines and release dates. The problem is motivated by the operation of energy storage management systems for microgrids under emergency conditions and generalizes some problems that have already been studied in the literature for their theoretical value. In this work, we propose heuristic and exact algorithms to solve the problem. The heuristics are adaptations of classical bin packing heuristics in which additional conditions on the feasibility of a solution are imposed, whereas the exact method is a branch-and-price approach. The results show that the branch-andprice approach is able to optimally solve random instances with up to 250 jobs within a time limit of one hour, while the heuristic procedures provide near optimal solution within reduced running times. Finally, we also provide additional complexity results for a special case of the problem. (C) 2019 Elsevier Inc. All rights reserved.
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Oviedo, H. (2023). Proximal Point Algorithm with Euclidean Distance on the Stiefel Manifold. Mathematics, 11(11), 2414.
Abstract: In this paper, we consider the problem of minimizing a continuously differentiable function on the Stiefel manifold. To solve this problem, we develop a geodesic-free proximal point algorithm equipped with Euclidean distance that does not require use of the Riemannian metric. The proposed method can be regarded as an iterative fixed-point method that repeatedly applies a proximal operator to an initial point. In addition, we establish the global convergence of the new approach without any restrictive assumption. Numerical experiments on linear eigenvalue problems and the minimization of sums of heterogeneous quadratic functions show that the developed algorithm is competitive with some procedures existing in the literature.
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Pereira, J. (2016). Procedures for the bin packing problem with precedence constraints. Eur. J. Oper. Res., 250(3), 794–806.
Abstract: The bin packing problem with precedence constraints (BPP-P) is a recently proposed variation of the classical bin packing problem (BPP), which corresponds to a basic model featuring many underlying characteristics of several scheduling and assembly line balancing problems. The formulation builds upon the BPP by incorporating precedence constraints among items, which force successor items to be packed into later bins than their predecessors. In this paper we propose a dynamic programming based heuristic, and a modified exact enumeration procedure to solve the problem. These methods make use of several new lower bounds and dominance rules tailored for the problem in hand. The results of a computational experiment show the effectiveness of the proposed methods, which are able to close all of the previous open instances from the benchmark instance set within very reduced running times. (C) 2015 Elsevier B.V. and Association of European Operational Research Societies (EURO) within the International Federation of Operational Research Societies (IFORS). All rights reserved.
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Ruiz-Rodriguez, D. A., Cieza, L. A., Casassus, S., Almendros-Abad, V., Jofre, P., Muzic, K., et al. (2022). Discovery of a Brown Dwarf with Quasi-spherical Mass Loss. Astrophys. J., 938(1), 54.
Abstract: We report the serendipitous discovery of an elliptical shell of CO associated with the faint stellar object SSTc2d J163134.1-240060 as part of the “Ophiuchus Disk Survey Employing ALMA” (ODISEA), a project aiming to study the entire population of protoplanetary disks in the Ophiuchus Molecular Cloud from 230 GHz continuum emission and (CO)-C-12 (J = 2-1), (CO)-C-13 (J = 2-1) and (CCO)-C-18 (J = 2-1) lines readable in Band 6. Remarkably, we detect a bright (CO)-C-12 elliptical shape emission of similar to 3 '' x 4 '' toward SSTc2d J163134.1-240060 without a 230 GHz continuum detection. Based on the observed near-IR spectrum taken with the Very Large Telescope (KMOS), the brightness of the source, its three-dimensional motion, and Galactic dynamic arguments, we conclude that the source is not a giant star in the distant background (>5-10 kpc) and is most likely to be a young brown dwarf in the Ophiuchus cloud, at a distance of just similar to 139 pc. This is the first report of quasi-spherical mass loss in a young brown dwarf. We suggest that the observed shell could be associated with a thermal pulse produced by the fusion of deuterium, which is not yet well understood, but for a substellar object is expected to occur during a short period of time at an age of a few Myr, in agreement with the ages of the objects in the region. Other more exotic scenarios, such as a merger with planetary companions, cannot be ruled out from the current observations.
Keywords: ASYMPTOTIC GIANT BRANCH; INFRARED-SPECTROSCOPY; STARS; EVOLUTION; CO; DEUTERIUM; ACCRETION; SPECTRA; CONSTRAINTS; OPHIUCHUS
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Yuraszeck, F., Mejia, G., Pereira, J., & Vila, M. (2022). A Novel Constraint Programming Decomposition Approach for the Total Flow Time Fixed Group Shop Scheduling Problem. Mathematics, 10(3), 329.
Abstract: This work addresses a particular case of the group shop scheduling problem (GSSP) which will be denoted as the fixed group shop scheduling problem (FGSSP). In a FGSSP, job operations are divided into stages and each stage has a set of machines associated to it which are not shared with the other stages. All jobs go through all the stages in a specific order, where the operations of the job at each stage need to be finished before the job advances to the following stage, but operations within a stage can be performed in any order. This setting is common in companies such as leaf spring manufacturers and other automotive companies. To solve the problem, we propose a novel heuristic procedure that combines a decomposition approach with a constraint programming (CP) solver and a restart mechanism both to avoid local optima and to diversify the search. The performance of our approach was tested on instances derived from other scheduling problems that the FGSSP subsumes, considering both the cases with and without anticipatory sequence-dependent setup times. The results of the proposed algorithm are compared with off-the-shelf CP and mixed integer linear programming (MILP) methods as well as with the lower bounds derived from the study of the problem. The experiments show that the proposed heuristic algorithm outperforms the other methods, specially on large-size instances with improvements of over 10% on average.
Keywords: scheduling; fixed group shop; group shop; constraint programming
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