An integrated scheduling problem of PCB components on sequential pick-and-place machines:mathematical models and heuristic solutions

This paper formulates several mathematical models for determining the optimal sequence of component placements and assignment of component types to feeders simultaneously or the integrated scheduling problem for a type of surface mount technology placement machines, called the sequential pick-andplace (PAP) machine. A PAP machine has multiple stationary feeders storing components, a stationary working table holding a printed circuit board (PCB), and a movable placement head to pick up components from feeders and place them to a board. The objective of integrated problem is to minimize the total distance traveled by the placement head. Two integer nonlinear programming models are formulated first. Then, each of them is equivalently converted into an integer linear type. The models for the integrated problem are verified by two commercial packages. In addition, a hybrid genetic algorithm previously developed by the authors is adopted to solve the models. The algorithm not only generates the optimal solutions quickly for small-sized problems, but also outperforms the genetic algorithms developed by other researchers in terms of total traveling distance.

Using non-parametric search algorithms to forecast daily excess stock returns

Are the learning procedures of genetic algorithms (GAs) able to generate optimal architectures for artificial neural networks (ANNs) in high frequency data? In this experimental study,GAs are used to identify the best architecture for ANNs. Additional learning is undertaken by the ANNs to forecast daily excess stock returns. No ANN architectures were able to outperform a random walk,despite the finding of non-linearity in the excess returns. This failure is attributed to the absence of suitable ANN structures and further implies that researchers need to be cautious when making inferences from ANN results that use high frequency data.

Evolutionary neural networks : models and applications

The scaling problems which afflict attempts to optimise neural networks (NNs) with genetic algorithms (GAs) are disclosed. A novel GA-NN hybrid is introduced, based on the bumptree, a little-used connectionist model. As well as being computationally efficient, the bumptree is shown to be more amenable to genetic coding lthan other NN models. A hierarchical genetic coding scheme is developed for the bumptree and shown to have low redundancy, as well as being complete and closed with respect to the search space. When applied to optimising bumptree architectures for classification problems the GA discovers bumptrees which significantly out-perform those constructed using a standard algorithm. The fields of artificial life, control and robotics are identified as likely application areas for the evolutionary optimisation of NNs. An artificial life case-study is presented and discussed. Experiments are reported which show that the GA-bumptree is able to learn simulated pole balancing and car parking tasks using only limited environmental feedback. A simple modification of the fitness function allows the GA-bumptree to learn mappings which are multi-modal, such as robot arm inverse kinematics. The dynamics of the 'geographic speciation' selection model used by the GA-bumptree are investigated empirically and the convergence profile is introduced as an analytical tool. The relationships between the rate of genetic convergence and the phenomena of speciation, genetic drift and punctuated equilibrium arc discussed. The importance of genetic linkage to GA design is discussed and two new recombination operators arc introduced. The first, linkage mapped crossover (LMX) is shown to be a generalisation of existing crossover operators. LMX provides a new framework for incorporating prior knowledge into GAs.Its adaptive form, ALMX, is shown to be able to infer linkage relationships automatically during genetic search.

A bi-objective weighted model for improving the discrimination power in MCDEA

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.

Cramer-Rao bound analysis of location estimation in multi-hop wireless sensor networks

Location estimation is important for wireless sensor network (WSN) applications. In this paper we propose a Cramer-Rao Bound (CRB) based analytical approach for two centralized multi-hop localization algorithms to get insights into the error performance and its sensitivity to the distance measurement error, anchor node density and placement. The location estimation performance is compared with four distributed multi-hop localization algorithms by simulation to evaluate the efficiency of the proposed analytical approach. The numerical results demonstrate the complex tradeoff between the centralized and distributed localization algorithms on accuracy, complexity and communication overhead. Based on this analysis, an efficient and scalable performance evaluation tool can be designed for localization algorithms in large scale WSNs, where simulation-based evaluation approaches are impractical. © 2013 IEEE.

A multi-agency perspective to disaster preparedness

The increasing number of victims from disasters in recent years results in several challenges for authorities aiming to protect and provide support to affected people. Humanitarian logistics represents one of the most important fields during preparedness and response in cases of disaster, seeking to provide relief, information and services to disaster victims. However, on top of the challenges of logistical activities, the successful completion of operations depends to a large extent on coordination. This is particularly important for developing countries, where disasters occur very often and resources are even scarcer. This paper assumes a multi-agency approach to disaster preparedness that combines geographical information systems (GIS) and multi-objective optimization. The purpose of the tool is to determine the location of emergency facilities, stock prepositioning and distribution allocation for floods. We illustrate the application and the results using a case study centred on Acapulco, México.

Selecting the most preferable alternatives in a group decision making problem using DEA

Group decision making is the study of identifying and selecting alternatives based on the values and preferences of the decision maker. Making a decision implies that there are several alternative choices to be considered. This paper uses the concept of Data Envelopment Analysis to introduce a new mathematical method for selecting the best alternative in a group decision making environment. The introduced model is a multi-objective function which is converted into a multi-objective linear programming model from which the optimal solution is obtained. A numerical example shows how the new model can be applied to rank the alternatives or to choose a subset of the most promising alternatives.

Integrated component scheduling models for chip shooter machines

This paper focuses on minimizing printed circuit board (PCB) assembly time for a chipshootermachine, which has a movable feeder carrier holding components, a movable X–Y table carrying a PCB, and a rotary turret with multiple assembly heads. The assembly time of the machine depends on two inter-related optimization problems: the component sequencing problem and the feeder arrangement problem. Nevertheless, they were often regarded as two individual problems and solved separately. This paper proposes two complete mathematical models for the integrated problem of the machine. The models are verified by two commercial packages. Finally, a hybrid genetic algorithm previously developed by the authors is presented to solve the model. The algorithm not only generates the optimal solutions quickly for small-sized problems, but also outperforms the genetic algorithms developed by other researchers in terms of total assembly time.

Ranking efficient decision-making units in data envelopment analysis using fuzzy concept

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.

Fuzzy data envelopment analysis:a discrete approach

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.

Unsupervised KDD to creatively support managers' decision making with fuzzy association rules:a distribution channel application

To be competitive in contemporary turbulent environments, firms must be capable of processing huge amounts of information, and effectively convert it into actionable knowledge. This is particularly the case in the marketing context, where problems are also usually highly complex, unstructured and ill-defined. In recent years, the development of marketing management support systems has paralleled this evolution in informational problems faced by managers, leading to a growth in the study (and use) of artificial intelligence and soft computing methodologies. Here, we present and implement a novel intelligent system that incorporates fuzzy logic and genetic algorithms to operate in an unsupervised manner. This approach allows the discovery of interesting association rules, which can be linguistically interpreted, in large scale databases (KDD or Knowledge Discovery in Databases.) We then demonstrate its application to a distribution channel problem. It is shown how the proposed system is able to return a number of novel and potentially-interesting associations among variables. Thus, it is argued that our method has significant potential to improve the analysis of marketing and business databases in practice, especially in non-programmed decisional scenarios, as well as to assist scholarly researchers in their exploratory analysis. © 2013 Elsevier Inc.

Fitness and novelty in evolutionary art

In this paper the effects of introducing novelty search in evolutionary art are explored. Our algorithm combines fitness and novelty metrics to frame image evolution as a multi-objective optimisation problem, promoting the creation of images that are both suitable and diverse. The method is illustrated by using two evolutionary art engines for the evolution of figurative objects and context free design grammars. The results demonstrate the ability of the algorithm to obtain a larger set of fit images compared to traditional fitness-based evolution, regardless of the engine used.

Self-organising zooms for decentralised redundancy management in visual sensor networks

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.

A spatiotemporal Data Envelopment Analysis (S-T DEA) approach:the need to assess evolving units

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.