40 resultados para Multi-objective optimization problem
Resumo:
Lack of discrimination power and poor weight dispersion remain major issues in Data Envelopment Analysis (DEA). Since the initial multiple criteria DEA (MCDEA) model developed in the late 1990s, only goal programming approaches; that is, the GPDEA-CCR and GPDEA-BCC were introduced for solving the said problems in a multi-objective framework. We found GPDEA models to be invalid and demonstrate that our proposed bi-objective multiple criteria DEA (BiO-MCDEA) outperforms the GPDEA models in the aspects of discrimination power and weight dispersion, as well as requiring less computational codes. An application of energy dependency among 25 European Union member countries is further used to describe the efficacy of our approach. © 2013 Elsevier B.V. All rights reserved.
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Operation sequencing is one of the crucial tasks in process planning. However, it is an intractable process to identify an optimized operation sequence with minimal machining cost in a vast search space constrained by manufacturing conditions. Also, the information represented by current process plan models for three-axis machining is not sufficient for five-axis machining owing to the two extra degrees of freedom and the difficulty of set-up planning. In this paper, a representation of process plans for five-axis machining is proposed, and the complicated operation sequencing process is modelled as a combinatorial optimization problem. A modern evolutionary algorithm, i.e. the particle swarm optimization (PSO) algorithm, has been employed and modified to solve it effectively. Initial process plan solutions are formed and encoded into particles of the PSO algorithm. The particles 'fly' intelligently in the search space to achieve the best sequence according to the optimization strategies of the PSO algorithm. Meanwhile, to explore the search space comprehensively and to avoid being trapped into local optima, several new operators have been developed to improve the particle movements to form a modified PSO algorithm. A case study used to verify the performance of the modified PSO algorithm shows that the developed PSO can generate satisfactory results in optimizing the process planning problem. © IMechE 2009.
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Relay selection has been considered as an effective method to improve the performance of cooperative communication. However, the Channel State Information (CSI) used in relay selection can be outdated, yielding severe performance degradation of cooperative communication systems. In this paper, we investigate the relay selection under outdated CSI in a Decode-and-Forward (DF) cooperative system to improve its outage performance. We formulize an optimization problem, where the set of relays that forwards data is optimized to minimize the probability of outage conditioned on the outdated CSI of all the decodable relays’ links. We then propose a novel multiple-relay selection strategy based on the solution of the optimization problem. Simulation results show that the proposed relay selection strategy achieves large improvement of outage performance compared with the existing relay selection strategies combating outdated CSI given in the literature.
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A formalism recently introduced by Prugel-Bennett and Shapiro uses the methods of statistical mechanics to model the dynamics of genetic algorithms. To be of more general interest than the test cases they consider. In this paper, the technique is applied to the subset sum problem, which is a combinatorial optimization problem with a strongly non-linear energy (fitness) function and many local minima under single spin flip dynamics. It is a problem which exhibits an interesting dynamics, reminiscent of stabilizing selection in population biology. The dynamics are solved under certain simplifying assumptions and are reduced to a set of difference equations for a small number of relevant quantities. The quantities used are the population's cumulants, which describe its shape, and the mean correlation within the population, which measures the microscopic similarity of population members. Including the mean correlation allows a better description of the population than the cumulants alone would provide and represents a new and important extension of the technique. The formalism includes finite population effects and describes problems of realistic size. The theory is shown to agree closely to simulations of a real genetic algorithm and the mean best energy is accurately predicted.
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This paper introduces a new mathematical method for improving the discrimination power of data envelopment analysis and to completely rank the efficient decision-making units (DMUs). Fuzzy concept is utilised. For this purpose, first all DMUs are evaluated with the CCR model. Thereafter, the resulted weights for each output are considered as fuzzy sets and are then converted to fuzzy numbers. The introduced model is a multi-objective linear model, endpoints of which are the highest and lowest of the weighted values. An added advantage of the model is its ability to handle the infeasibility situation sometimes faced by previously introduced models.
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This thesis includes analysis of disordered spin ensembles corresponding to Exact Cover, a multi-access channel problem, and composite models combining sparse and dense interactions. The satisfiability problem in Exact Cover is addressed using a statistical analysis of a simple branch and bound algorithm. The algorithm can be formulated in the large system limit as a branching process, for which critical properties can be analysed. Far from the critical point a set of differential equations may be used to model the process, and these are solved by numerical integration and exact bounding methods. The multi-access channel problem is formulated as an equilibrium statistical physics problem for the case of bit transmission on a channel with power control and synchronisation. A sparse code division multiple access method is considered and the optimal detection properties are examined in typical case by use of the replica method, and compared to detection performance achieved by interactive decoding methods. These codes are found to have phenomena closely resembling the well-understood dense codes. The composite model is introduced as an abstraction of canonical sparse and dense disordered spin models. The model includes couplings due to both dense and sparse topologies simultaneously. The new type of codes are shown to outperform sparse and dense codes in some regimes both in optimal performance, and in performance achieved by iterative detection methods in finite systems.
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We consider a variation of the prototype combinatorial optimization problem known as graph colouring. Our optimization goal is to colour the vertices of a graph with a fixed number of colours, in a way to maximize the number of different colours present in the set of nearest neighbours of each given vertex. This problem, which we pictorially call palette-colouring, has been recently addressed as a basic example of a problem arising in the context of distributed data storage. Even though it has not been proved to be NP-complete, random search algorithms find the problem hard to solve. Heuristics based on a naive belief propagation algorithm are observed to work quite well in certain conditions. In this paper, we build upon the mentioned result, working out the correct belief propagation algorithm, which needs to take into account the many-body nature of the constraints present in this problem. This method improves the naive belief propagation approach at the cost of increased computational effort. We also investigate the emergence of a satisfiable-to-unsatisfiable 'phase transition' as a function of the vertex mean degree, for different ensembles of sparse random graphs in the large size ('thermodynamic') limit.
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This paper investigates a cross-layer design approach for minimizing energy consumption and maximizing network lifetime (NL) of a multiple-source and single-sink (MSSS) WSN with energy constraints. The optimization problem for MSSS WSN can be formulated as a mixed integer convex optimization problem with the adoption of time division multiple access (TDMA) in medium access control (MAC) layer, and it becomes a convex problem by relaxing the integer constraint on time slots. Impacts of data rate, link access and routing are jointly taken into account in the optimization problem formulation. Both linear and planar network topologies are considered for NL maximization (NLM). With linear MSSS and planar single-source and single-sink (SSSS) topologies, we successfully use Karush-Kuhn-Tucker (KKT) optimality conditions to derive analytical expressions of the optimal NL when all nodes are exhausted simultaneously. The problem for planar MSSS topology is more complicated, and a decomposition and combination (D&C) approach is proposed to compute suboptimal solutions. An analytical expression of the suboptimal NL is derived for a small scale planar network. To deal with larger scale planar network, an iterative algorithm is proposed for the D&C approach. Numerical results show that the upper-bounds of the network lifetime obtained by our proposed optimization models are tight. Important insights into the NL and benefits of cross-layer design for WSN NLM are obtained.
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Data envelopment analysis (DEA) as introduced by Charnes, Cooper, and Rhodes (1978) is a linear programming technique that has widely been used to evaluate the relative efficiency of a set of homogenous decision making units (DMUs). In many real applications, the input-output variables cannot be precisely measured. This is particularly important in assessing efficiency of DMUs using DEA, since the efficiency score of inefficient DMUs are very sensitive to possible data errors. Hence, several approaches have been proposed to deal with imprecise data. Perhaps the most popular fuzzy DEA model is based on a-cut. One drawback of the a-cut approach is that it cannot include all information about uncertainty. This paper aims to introduce an alternative linear programming model that can include some uncertainty information from the intervals within the a-cut approach. We introduce the concept of "local a-level" to develop a multi-objective linear programming to measure the efficiency of DMUs under uncertainty. An example is given to illustrate the use of this method.
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When visual sensor networks are composed of cameras which can adjust the zoom factor of their own lens, one must determine the optimal zoom levels for the cameras, for a given task. This gives rise to an important trade-off between the overlap of the different cameras’ fields of view, providing redundancy, and image quality. In an object tracking task, having multiple cameras observe the same area allows for quicker recovery, when a camera fails. In contrast having narrow zooms allow for a higher pixel count on regions of interest, leading to increased tracking confidence. In this paper we propose an approach for the self-organisation of redundancy in a distributed visual sensor network, based on decentralised multi-objective online learning using only local information to approximate the global state. We explore the impact of different zoom levels on these trade-offs, when tasking omnidirectional cameras, having perfect 360-degree view, with keeping track of a varying number of moving objects. We further show how employing decentralised reinforcement learning enables zoom configurations to be achieved dynamically at runtime according to an operator’s preference for maximising either the proportion of objects tracked, confidence associated with tracking, or redundancy in expectation of camera failure. We show that explicitly taking account of the level of overlap, even based only on local knowledge, improves resilience when cameras fail. Our results illustrate the trade-off between maintaining high confidence and object coverage, and maintaining redundancy, in anticipation of future failure. Our approach provides a fully tunable decentralised method for the self-organisation of redundancy in a changing environment, according to an operator’s preferences.
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One of the major challenges in measuring efficiency in terms of resources and outcomes is the assessment of the evolution of units over time. Although Data Envelopment Analysis (DEA) has been applied for time series datasets, DEA models, by construction, form the reference set for inefficient units (lambda values) based on their distance from the efficient frontier, that is, in a spatial manner. However, when dealing with temporal datasets, the proximity in time between units should also be taken into account, since it reflects the structural resemblance among time periods of a unit that evolves. In this paper, we propose a two-stage spatiotemporal DEA approach, which captures both the spatial and temporal dimension through a multi-objective programming model. In the first stage, DEA is solved iteratively extracting for each unit only previous DMUs as peers in its reference set. In the second stage, the lambda values derived from the first stage are fed to a Multiobjective Mixed Integer Linear Programming model, which filters peers in the reference set based on weights assigned to the spatial and temporal dimension. The approach is demonstrated on a real-world example drawn from software development.
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In this paper, we investigate the hop distance optimization problem in ad hoc networks where cooperative multiinput- single-output (MISO) is adopted to improve the energy efficiency of the network. We first establish the energy model of multihop cooperative MISO transmission. Based on the model, the energy consumption per bit of the network with high node density is minimized numerically by finding an optimal hop distance, and, to get the global minimum energy consumption, both hop distance and the number of cooperating nodes around each relay node for multihop transmission are jointly optimized. We also compare the performance between multihop cooperative MISO transmission and single-input-single-output (SISO) transmission, under the same network condition (high node density). We show that cooperative MISO transmission could be energyinefficient compared with SISO transmission when the path-loss exponent becomes high. We then extend our investigation to the networks with varied node densities and show the effectiveness of the joint optimization method in this scenario using simulation results. It is shown that the optimal results depend on network conditions such as node density and path-loss exponent, and the simulation results are closely matched to those obtained using the numerical models for high node density cases.
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Principal component analysis (PCA) is well recognized in dimensionality reduction, and kernel PCA (KPCA) has also been proposed in statistical data analysis. However, KPCA fails to detect the nonlinear structure of data well when outliers exist. To reduce this problem, this paper presents a novel algorithm, named iterative robust KPCA (IRKPCA). IRKPCA works well in dealing with outliers, and can be carried out in an iterative manner, which makes it suitable to process incremental input data. As in the traditional robust PCA (RPCA), a binary field is employed for characterizing the outlier process, and the optimization problem is formulated as maximizing marginal distribution of a Gibbs distribution. In this paper, this optimization problem is solved by stochastic gradient descent techniques. In IRKPCA, the outlier process is in a high-dimensional feature space, and therefore kernel trick is used. IRKPCA can be regarded as a kernelized version of RPCA and a robust form of kernel Hebbian algorithm. Experimental results on synthetic data demonstrate the effectiveness of IRKPCA. © 2010 Taylor & Francis.
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Physical distribution plays an imporant role in contemporary logistics management. Both satisfaction level of of customer and competitiveness of company can be enhanced if the distribution problem is solved optimally. The multi-depot vehicle routing problem (MDVRP) belongs to a practical logistics distribution problem, which consists of three critical issues: customer assignment, customer routing, and vehicle sequencing. According to the literatures, the solution approaches for the MDVRP are not satisfactory because some unrealistic assumptions were made on the first sub-problem of the MDVRP, ot the customer assignment problem. To refine the approaches, the focus of this paper is confined to this problem only. This paper formulates the customer assignment problem as a minimax-type integer linear programming model with the objective of minimizing the cycle time of the depots where setup times are explicitly considered. Since the model is proven to be MP-complete, a genetic algorithm is developed for solving the problem. The efficiency and effectiveness of the genetic algorithm are illustrated by a numerical example.
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The re-entrant flow shop scheduling problem (RFSP) is regarded as a NP-hard problem and attracted the attention of both researchers and industry. Current approach attempts to minimize the makespan of RFSP without considering the interdependency between the resource constraints and the re-entrant probability. This paper proposed Multi-level genetic algorithm (GA) by including the co-related re-entrant possibility and production mode in multi-level chromosome encoding. Repair operator is incorporated in the Multi-level genetic algorithm so as to revise the infeasible solution by resolving the resource conflict. With the objective of minimizing the makespan, Multi-level genetic algorithm (GA) is proposed and ANOVA is used to fine tune the parameter setting of GA. The experiment shows that the proposed approach is more effective to find the near-optimal schedule than the simulated annealing algorithm for both small-size problem and large-size problem. © 2013 Published by Elsevier Ltd.