A simulation-based algorithm for optimal pricing policy under demand uncertainty

We propose a simulation-based algorithm for computing the optimal pricing policy for a product under uncertain demand dynamics. We consider a parameterized stochastic differential equation (SDE) model for the uncertain demand dynamics of the product over the planning horizon. In particular, we consider a dynamic model that is an extension of the Bass model. The performance of our algorithm is compared to that of a myopic pricing policy and is shown to give better results. Two significant advantages with our algorithm are as follows: (a) it does not require information on the system model parameters if the SDE system state is known via either a simulation device or real data, and (b) as it works efficiently even for high-dimensional parameters, it uses the efficient smoothed functional gradient estimator.

A shortest path tree based algorithm for relay placement in a wireless sensor network and its performance analysis

In this paper, we study a problem of designing a multi-hop wireless network for interconnecting sensors (hereafter called source nodes) to a Base Station (BS), by deploying a minimum number of relay nodes at a subset of given potential locations, while meeting a quality of service (QoS) objective specified as a hop count bound for paths from the sources to the BS. The hop count bound suffices to ensure a certain probability of the data being delivered to the BS within a given maximum delay under a light traffic model. We observe that the problem is NP-Hard. For this problem, we propose a polynomial time approximation algorithm based on iteratively constructing shortest path trees and heuristically pruning away the relay nodes used until the hop count bound is violated. Results show that the algorithm performs efficiently in various randomly generated network scenarios; in over 90% of the tested scenarios, it gave solutions that were either optimal or were worse than optimal by just one relay. We then use random graph techniques to obtain, under a certain stochastic setting, an upper bound on the average case approximation ratio of a class of algorithms (including the proposed algorithm) for this problem as a function of the number of source nodes, and the hop count bound. To the best of our knowledge, the average case analysis is the first of its kind in the relay placement literature. Since the design is based on a light traffic model, we also provide simulation results (using models for the IEEE 802.15.4 physical layer and medium access control) to assess the traffic levels up to which the QoS objectives continue to be met. (C) 2014 Elsevier B.V. All rights reserved.

Subexponential Algorithm for d-Cluster Edge Deletion: Exception or Rule?

The correlation clustering problem is a fundamental problem in both theory and practice, and it involves identifying clusters of objects in a data set based on their similarity. A traditional modeling of this question as a graph theoretic problem involves associating vertices with data points and indicating similarity by adjacency. Clusters then correspond to cliques in the graph. The resulting optimization problem, Cluster Editing (and several variants) are very well-studied algorithmically. In many situations, however, translating clusters to cliques can be somewhat restrictive. A more flexible notion would be that of a structure where the vertices are mutually ``not too far apart'', without necessarily being adjacent. One such generalization is realized by structures called s-clubs, which are graphs of diameter at most s. In this work, we study the question of finding a set of at most k edges whose removal leaves us with a graph whose components are s-clubs. Recently, it has been shown that unless Exponential Time Hypothesis fail (ETH) fails Cluster Editing (whose components are 1-clubs) does not admit sub-exponential time algorithm STACS, 2013]. That is, there is no algorithm solving the problem in time 2 degrees((k))n(O(1)). However, surprisingly they show that when the number of cliques in the output graph is restricted to d, then the problem can be solved in time O(2(O(root dk)) + m + n). We show that this sub-exponential time algorithm for the fixed number of cliques is rather an exception than a rule. Our first result shows that assuming the ETH, there is no algorithm solving the s-Club Cluster Edge Deletion problem in time 2 degrees((k))n(O(1)). We show, further, that even the problem of deleting edges to obtain a graph with d s-clubs cannot be solved in time 2 degrees((k))n(O)(1) for any fixed s, d >= 2. This is a radical contrast from the situation established for cliques, where sub-exponential algorithms are known.

A constant factor approximation algorithm for boxicity of circular arc graphs

The boxicity (resp. cubicity) of a graph G(V, E) is the minimum integer k such that G can be represented as the intersection graph of axis parallel boxes (resp. cubes) in R-k. Equivalently, it is the minimum number of interval graphs (resp. unit interval graphs) on the vertex set V, such that the intersection of their edge sets is E. The problem of computing boxicity (resp. cubicity) is known to be inapproximable, even for restricted graph classes like bipartite, co-bipartite and split graphs, within an O(n(1-epsilon))-factor for any epsilon > 0 in polynomial time, unless NP = ZPP. For any well known graph class of unbounded boxicity, there is no known approximation algorithm that gives n(1-epsilon)-factor approximation algorithm for computing boxicity in polynomial time, for any epsilon > 0. In this paper, we consider the problem of approximating the boxicity (cubicity) of circular arc graphs intersection graphs of arcs of a circle. Circular arc graphs are known to have unbounded boxicity, which could be as large as Omega(n). We give a (2 + 1/k) -factor (resp. (2 + log n]/k)-factor) polynomial time approximation algorithm for computing the boxicity (resp. cubicity) of any circular arc graph, where k >= 1 is the value of the optimum solution. For normal circular arc (NCA) graphs, with an NCA model given, this can be improved to an additive two approximation algorithm. The time complexity of the algorithms to approximately compute the boxicity (resp. cubicity) is O(mn + n(2)) in both these cases, and in O(mn + kn(2)) = O(n(3)) time we also get their corresponding box (resp. cube) representations, where n is the number of vertices of the graph and m is its number of edges. Our additive two approximation algorithm directly works for any proper circular arc graph, since their NCA models can be computed in polynomial time. (C) 2014 Elsevier B.V. All rights reserved.

A Modified Sum-Product Algorithm over Graphs with Isolated Short Cycles

We investigate into the limitations of the sum-product algorithm in the probability domain over graphs with isolated short cycles. By considering the statistical dependency of messages passed in a cycle of length 4, we modify the update equations for the beliefs at the variable and check nodes. We highlight an approximate log domain algebra for the modified variable node update to ensure numerical stability. At higher signal-to-noise ratios (SNR), the performance of decoding over graphs with isolated short cycles using the modified algorithm is improved compared to the original message passing algorithm (MPA).

Boundary Tracking using a Hybrid Cyclic Pursuit Scheme

There has been a lot of work in the literature, related to the mapping of boundaries of regions, using multiple agents. Most of these are based on optimization techniques or rely on potential fields to drive the agents towards the boundary and then retain them there while they space out evenly along the perimeter or surface (in two-dimensional and three-dimensional cases, respectively). In this paper an algorithm to track the boundary of a region in space is provided based on the cyclic pursuit scheme. This enables the agents to constantly move along the perimeter in a cluster, thereby tracking a dynamically changing boundary. The trajectories of the agents provide a sketch of the boundary. The use of multiple agents may facilitate minimization of tracking error by providing accurate estimates of points on the boundary, besides providing redundancy. Simulation results are provided to highlight the performance of the proposed scheme.

A Distributed TDMA Slot Scheduling Algorithm for Spatially Correlated Contention in WSNs

In WSNs the communication traffic is often time and space correlated, where multiple nodes in a proximity start transmitting simultaneously. Such a situation is known as spatially correlated contention. The random access method to resolve such contention suffers from high collision rate, whereas the traditional distributed TDMA scheduling techniques primarily try to improve the network capacity by reducing the schedule length. Usually, the situation of spatially correlated contention persists only for a short duration, and therefore generating an optimal or suboptimal schedule is not very useful. Additionally, if an algorithm takes very long time to schedule, it will not only introduce additional delay in the data transfer but also consume more energy. In this paper, we present a distributed TDMA slot scheduling (DTSS) algorithm, which considerably reduces the time required to perform scheduling, while restricting the schedule length to the maximum degree of interference graph. The DTSS algorithm supports unicast, multicast, and broadcast scheduling, simultaneously without any modification in the protocol. We have analyzed the protocol for average case performance and also simulated it using Castalia simulator to evaluate its runtime performance. Both analytical and simulation results show that our protocol is able to considerably reduce the time required for scheduling.

A faster algorithm for testing polynomial representability of functions over finite integer rings

Given a function from Z(n) to itself one can determine its polynomial representability by using Kempner function. In this paper we present an alternative characterization of polynomial functions over Z(n) by constructing a generating set for the Z(n)-module of polynomial functions. This characterization results in an algorithm that is faster on average in deciding polynomial representability. We also extend the characterization to functions in several variables. (C) 2015 Elsevier B.V. All rights reserved.

A New Successive Displacement Type Load Flow Algorithm and its Application to Radial Systems

A new successive displacement type load flow method is developed in this paper. This algorithm differs from the conventional Y-Bus based Gauss Seidel load flow in that the voltages at each bus is updated in every iteration based on the exact solution of the power balance equation at that node instead of an approximate solution used by the Gauss Seidel method. It turns out that this modified implementation translates into only a marginal improvement in convergence behaviour for obtaining load flow solutions of interconnected systems. However it is demonstrated that the new approach can be adapted with some additional refinements in order to develop an effective load flow solution technique for radial systems. Numerical results considering a number of systems-both interconnected and radial, are provided to validate the proposed approach.

Robust design of multiple trailing edge flaps for helicopter vibration reduction: A multi-objective bat algorithm approach

The objective of this study is to determine an optimal trailing edge flap configuration and flap location to achieve minimum hub vibration levels and flap actuation power simultaneously. An aeroelastic analysis of a soft in-plane four-bladed rotor is performed in conjunction with optimal control. A second-order polynomial response surface based on an orthogonal array (OA) with 3-level design describes both the objectives adequately. Two new orthogonal arrays called MGB2P-OA and MGB4P-OA are proposed to generate nonlinear response surfaces with all interaction terms for two and four parameters, respectively. A multi-objective bat algorithm (MOBA) approach is used to obtain the optimal design point for the mutually conflicting objectives. MOBA is a recently developed nature-inspired metaheuristic optimization algorithm that is based on the echolocation behaviour of bats. It is found that MOBA inspired Pareto optimal trailing edge flap design reduces vibration levels by 73% and flap actuation power by 27% in comparison with the baseline design.

A Polymatroid Approach to Separable Convex Optimization with Linear Ascending Constraints

We revisit a problem studied by Padakandla and Sundaresan SIAM J. Optim., August 2009] on the minimization of a separable convex function subject to linear ascending constraints. The problem arises as the core optimization in several resource allocation problems in wireless communication settings. It is also a special case of an optimization of a separable convex function over the bases of a specially structured polymatroid. We give an alternative proof of the correctness of the algorithm of Padakandla and Sundaresan. In the process we relax some of their restrictions placed on the objective function.

A New Algorithm for Nonparametric Sequential Detection

We consider nonparametric sequential hypothesis testing problem when the distribution under the null hypothesis is fully known but the alternate hypothesis corresponds to a general family of distributions. We propose a simple algorithm to address the problem. Its performance is analysed and asymptotic properties are proved. The simulated and analysed performance of the algorithm is compared with an earlier algorithm addressing the same problem with similar assumptions. Finally, we provide a justification for our model motivated by a Cognitive Radio scenario and modify the algorithm for optimizing performance when information about the prior probabilities of occurrence of the two hypotheses is available.

Algorithm for Autonomous Reorganization of Mobile Wireless Camera Sensor Networks to Improve Coverage

In this paper, sensing coverage by wireless camera-embedded sensor networks (WCSNs), a class of directional sensors is studied. The proposed work facilitates the autonomous tuning of orientation parameters and displacement of camera-sensor nodes in the bounded field of interest (FoI), where the network coverage in terms of every point in the FoI is important. The proposed work is first of its kind to study the problem of maximizing coverage of randomly deployed mobile WCSNs which exploits their mobility. We propose an algorithm uncovered region exploration algorithm (UREA-CS) that can be executed in centralized and distributed modes. Further, the work is extended for two special scenarios: 1) to suit autonomous combing operations after initial random WCSN deployments and 2) to improve the network coverage with occlusions in the FoI. The extensive simulation results show that the performance of UREA-CS is consistent, robust, and versatile to achieve maximum coverage, both in centralized and distributed modes. The centralized and distributed modes are further analyzed with respect to the computational and communicational overheads.

Minimization Problems Based on Relative alpha-Entropy I: Forward Projection

Minimization problems with respect to a one-parameter family of generalized relative entropies are studied. These relative entropies, which we term relative alpha-entropies (denoted I-alpha), arise as redundancies under mismatched compression when cumulants of compressed lengths are considered instead of expected compressed lengths. These parametric relative entropies are a generalization of the usual relative entropy (Kullback-Leibler divergence). Just like relative entropy, these relative alpha-entropies behave like squared Euclidean distance and satisfy the Pythagorean property. Minimizers of these relative alpha-entropies on closed and convex sets are shown to exist. Such minimizations generalize the maximum Renyi or Tsallis entropy principle. The minimizing probability distribution (termed forward I-alpha-projection) for a linear family is shown to obey a power-law. Other results in connection with statistical inference, namely subspace transitivity and iterated projections, are also established. In a companion paper, a related minimization problem of interest in robust statistics that leads to a reverse I-alpha-projection is studied.

Minimization Problems Based on Relative alpha-Entropy II: Reverse Projection

In part I of this two-part work, certain minimization problems based on a parametric family of relative entropies (denoted I-alpha) were studied. Such minimizers were called forward I-alpha-projections. Here, a complementary class of minimization problems leading to the so-called reverse I-alpha-projections are studied. Reverse I-alpha-projections, particularly on log-convex or power-law families, are of interest in robust estimation problems (alpha > 1) and in constrained compression settings (alpha < 1). Orthogonality of the power-law family with an associated linear family is first established and is then exploited to turn a reverse I-alpha-projection into a forward I-alpha-projection. The transformed problem is a simpler quasi-convex minimization subject to linear constraints.