Evolution of competing strategies in a threshold model for task allocation

A nature inspired decentralised multi-agent algorithm is proposed to solve a problem of distributed task allocation in which cities produce and store batches of different mail types. Agents must collect and process the mail batches, without global knowledge of their environment or communication between agents. The problem is constrained so that agents are penalised for switching mail types. When an agent process a mail batch of different type to the previous one, it must undergo a change-over, with repeated change-overs rendering the agent inactive. The efficiency (average amount of mail retrieved), and the flexibility (ability of the agents to react to changes in the environment) are investigated both in static and dynamic environments and with respect to sudden changes. New rules for mail selection and specialisation are proposed and are shown to exhibit improved efficiency and flexibility compared to existing ones. We employ a evolutionary algorithm which allows the various rules to evolve and compete. Apart from obtaining optimised parameters for the various rules for any environment, we also observe extinction and speciation.

The effect of load on agent-based algorithms for distributed task allocation

Multi-agent algorithms inspired by the division of labour in social insects and by markets, are applied to a constrained problem of distributed task allocation. The efficiency (average number of tasks performed), the flexibility (ability to react to changes in the environment), and the sensitivity to load (ability to cope with differing demands) are investigated in both static and dynamic environments. A hybrid algorithm combining both approaches, is shown to exhibit improved efficiency and robustness. We employ nature inspired particle swarm optimisation to obtain optimised parameters for all algorithms in a range of representative environments. Although results are obtained for large population sizes to avoid finite size effects, the influence of population size on the performance is also analysed. From a theoretical point of view, we analyse the causes of efficiency loss, derive theoretical upper bounds for the efficiency, and compare these with the experimental results.

A new three phase method (SDP method) for the multi-objective vehicle routing problem with simultaneous delvery and pickup (VRPSDP)

Transportation service operators are witnessing a growing demand for bi-directional movement of goods. Given this, the following thesis considers an extension to the vehicle routing problem (VRP) known as the delivery and pickup transportation problem (DPP), where delivery and pickup demands may occupy the same route. The problem is formulated here as the vehicle routing problem with simultaneous delivery and pickup (VRPSDP), which requires the concurrent service of the demands at the customer location. This formulation provides the greatest opportunity for cost savings for both the service provider and recipient. The aims of this research are to propose a new theoretical design to solve the multi-objective VRPSDP, provide software support for the suggested design and validate the method through a set of experiments. A new real-life based multi-objective VRPSDP is studied here, which requires the minimisation of the often conflicting objectives: operated vehicle fleet size, total routing distance and the maximum variation between route distances (workload variation). The former two objectives are commonly encountered in the domain and the latter is introduced here because it is essential for real-life routing problems. The VRPSDP is defined as a hard combinatorial optimisation problem, therefore an approximation method, Simultaneous Delivery and Pickup method (SDPmethod) is proposed to solve it. The SDPmethod consists of three phases. The first phase constructs a set of diverse partial solutions, where one is expected to form part of the near-optimal solution. The second phase determines assignment possibilities for each sub-problem. The third phase solves the sub-problems using a parallel genetic algorithm. The suggested genetic algorithm is improved by the introduction of a set of tools: genetic operator switching mechanism via diversity thresholds, accuracy analysis tool and a new fitness evaluation mechanism. This three phase method is proposed to address the shortcoming that exists in the domain, where an initial solution is built only then to be completely dismantled and redesigned in the optimisation phase. In addition, a new routing heuristic, RouteAlg, is proposed to solve the VRPSDP sub-problem, the travelling salesman problem with simultaneous delivery and pickup (TSPSDP). The experimental studies are conducted using the well known benchmark Salhi and Nagy (1999) test problems, where the SDPmethod and RouteAlg solutions are compared with the prominent works in the VRPSDP domain. The SDPmethod has demonstrated to be an effective method for solving the multi-objective VRPSDP and the RouteAlg for the TSPSDP.

Distributed sequential task allocation in foraging swarms

When designing a practical swarm robotics system, self-organized task allocation is key to make best use of resources. Current research in this area focuses on task allocation which is either distributed (tasks must be performed at different locations) or sequential (tasks are complex and must be split into simpler sub-tasks and processed in order). In practice, however, swarms will need to deal with tasks which are both distributed and sequential. In this paper, a classic foraging problem is extended to incorporate both distributed and sequential tasks. The problem is analysed theoretically, absolute limits on performance are derived, and a set of conditions for a successful algorithm are established. It is shown empirically that an algorithm which meets these conditions, by causing emergent cooperation between robots can achieve consistently high performance under a wide range of settings without the need for communication. © 2013 IEEE.

Evolutionary market agents for resource allocation in decentralised systems

We introduce self-interested evolutionary market agents, which act on behalf of service providers in a large decentralised system, to adaptively price their resources over time. Our agents competitively co-evolve in the live market, driving it towards the Bertrand equilibrium, the non-cooperative Nash equilibrium, at which all sellers charge their reserve price and share the market equally. We demonstrate that this outcome results in even load-balancing between the service providers. Our contribution in this paper is twofold; the use of on-line competitive co-evolution of self-interested service providers to drive a decentralised market towards equilibrium, and a demonstration that load-balancing behaviour emerges under the assumptions we describe. Unlike previous studies on this topic, all our agents are entirely self-interested; no cooperation is assumed. This makes our problem a non-trivial and more realistic one.

The global plant location decision

The global plant location decision is important since it involves the allocation of significant resources and may influence the long term competitiveness of firms. The decision is also complex, taking into account a wide range of factors. The decision should involve the consideration of both international business issues as well as manufacturing strategy. Firms may be seeking access to markets, to low cost labour, or new skills and competencies. In the past there has been some emphasis on firms offshoring production to lower cost regions. Case studies from the authors’ experience of advising clients in this decision show that for ‘luxury’ products, firms have chosen to invest further capacity in home country engineering and manufacturing to maintain quality and brand integrity, despite the fact that these locations are higher cost. On the other hand, for ‘standard’ products, firms have located additional capacity closer to target markets to access lower costs.

A Fast Algorithm for Weber Problem on a Grid

AMS subject classification: 90B80.

A new VRPPD model and a hybrid heuristic solution approach for e-tailing

We analyze a business model for e-supermarkets to enable multi-product sourcing capacity through co-opetition (collaborative competition). The logistics aspect of our approach is to design and execute a network system where “premium” goods are acquired from vendors at multiple locations in the supply network and delivered to customers. Our specific goals are to: (i) investigate the role of premium product offerings in creating critical mass and profit; (ii) develop a model for the multiple-pickup single-delivery vehicle routing problem in the presence of multiple vendors; and (iii) propose a hybrid solution approach. To solve the problem introduced in this paper, we develop a hybrid metaheuristic approach that uses a Genetic Algorithm for vendor selection and allocation, and a modified savings algorithm for the capacitated VRP with multiple pickup, single delivery and time windows (CVRPMPDTW). The proposed Genetic Algorithm guides the search for optimal vendor pickup location decisions, and for each generated solution in the genetic population, a corresponding CVRPMPDTW is solved using the savings algorithm. We validate our solution approach against published VRPTW solutions and also test our algorithm with Solomon instances modified for CVRPMPDTW.

Message passing for distributed optimisation of power allocation with renewable resources

The increase in renewable energy generators introduced into the electricity grid is putting pressure on its stability and management as predictions of renewable energy sources cannot be accurate or fully controlled. This, with the additional pressure of fluctuations in demand, presents a problem more complex than the current methods of controlling electricity distribution were designed for. A global approximate and distributed optimisation method for power allocation that accommodates uncertainties and volatility is suggested and analysed. It is based on a probabilistic method known as message passing [1], which has deep links to statistical physics methodology. This principled method of optimisation is based on local calculations and inherently accommodates uncertainties; it is of modest computational complexity and provides good approximate solutions.We consider uncertainty and fluctuations drawn from a Gaussian distribution and incorporate them into the message-passing algorithm. We see the effect that increasing uncertainty has on the transmission cost and how the placement of volatile nodes within a grid, such as renewable generators or consumers, effects it.

Tőkeallokációs módszerek és tulajdonságaik a gyakorlatban (Methods of capital allocation and their characteristics in practice)

A pénzügyekben mind elméletileg, mind az alkalmazások szempontjából fontos kérdés a tőkeallokáció. Hogyan osszuk szét egy adott portfólió kockázatát annak alportfóliói között? Miként tartalékoljunk tőkét a fennálló kockázatok fedezetére, és a tartalékokat hogyan rendeljük az üzleti egységekhez? A tőkeallokáció vizsgálatára axiomatikus megközelítést alkalmazunk, tehát alapvető tulajdonságok megkövetelésével dolgozunk. Cikkünk kiindulópontja Csóka-Pintér [2010] azon eredménye, hogy a koherens kockázati mértékek axiómái, valamint a tőkeallokációra vonatkozó méltányossági, ösztönzési és stabilitási követelmények nincsenek összhangban egymással. Ebben a cikkben analitikus és szimulációs eszközökkel vizsgáljuk ezeket a követelményeket. A gyakorlati alkalmazások során használt, illetve az elméleti szempontból érdekes tőkeallokációs módszereket is elemezzük. A cikk fő következtetése, hogy a Csóka-Pintér [2010] által felvetett probléma gyakorlati szempontból is releváns, tehát az nemcsak az elméleti vizsgálatok során merül fel, hanem igen sokszor előforduló és gyakorlati probléma. A cikk további eredménye, hogy a vizsgált tőkeallokációs módszerek jellemzésével segítséget nyújt az alkalmazóknak a különböző módszerek közötti választáshoz. / === / Risk capital allocation in finance is important theoretically and also in practical applications. How can the risk of a portfolio be shared among its sub-portfolios? How should the capital reserves be set to cover risks, and how should the reserves be assigned to the business units? The study uses an axiomatic approach to analyse risk capital allocation, by working with requiring basic properties. The starting point is a 2010 study by Csoka and Pinter (2010), who showed that the axioms of coherent measures of risk are not compatible with some fairness, incentive compatibility and stability requirements of risk allocation. This paper discusses these requirements using analytical and simulation tools. It analyses methods used in practical applications that have theoretically interesting properties. The main conclusion is that the problems identified in Csoka and Pinter (2010) remain relevant in practical applications, so that it is not just a theoretical issue, it is a common practical problem. A further contribution is made because analysis of risk allocation methods helps practitioners choose among the different methods available.

Properties of risk capital allocation methods: Core Compatibility, Equal Treatment Property and Strong Monotonicity

In finance risk capital allocation raises important questions both from theoretical and practical points of view. How to share risk of a portfolio among its subportfolios? How to reserve capital in order to hedge existing risk and how to assign this to different business units? We use an axiomatic approach to examine risk capital allocation, that is we call for fundamental properties of the methods. Our starting point is Csóka and Pintér (2011) who show by generalizing Young (1985)'s axiomatization of the Shapley value that the requirements of Core Compatibility, Equal Treatment Property and Strong Monotonicity are irreconcilable given that risk is quantified by a coherent measure of risk. In this paper we look at these requirements using analytic and simulations tools. We examine allocation methods used in practice and also ones which are theoretically interesting. Our main result is that the problem raised by Csóka and Pintér (2011) is indeed relevant in practical applications, that is it is not only a theoretical problem. We also believe that through the characterizations of the examined methods our paper can serve as a useful guide for practitioners.

A quantitative approach to the organizational design problem

The span of control is the most discussed single concept in classical and modern management theory. In specifying conditions for organizational effectiveness, the span of control has generally been regarded as a critical factor. Existing research work has focused mainly on qualitative methods to analyze this concept, for example heuristic rules based on experiences and/or intuition. This research takes a quantitative approach to this problem and formulates it as a binary integer model, which is used as a tool to study the organizational design issue. This model considers a range of requirements affecting management and supervision of a given set of jobs in a company. These decision variables include allocation of jobs to workers, considering complexity and compatibility of each job with respect to workers, and the requirement of management for planning, execution, training, and control activities in a hierarchical organization. The objective of the model is minimal operations cost, which is the sum of supervision costs at each level of the hierarchy, and the costs of workers assigned to jobs. The model is intended for application in the make-to-order industries as a design tool. It could also be applied to make-to-stock companies as an evaluation tool, to assess the optimality of their current organizational structure. Extensive experiments were conducted to validate the model, to study its behavior, and to evaluate the impact of changing parameters with practical problems. This research proposes a meta-heuristic approach to solving large-size problems, based on the concept of greedy algorithms and the Meta-RaPS algorithm. The proposed heuristic was evaluated with two measures of performance: solution quality and computational speed. The quality is assessed by comparing the obtained objective function value to the one achieved by the optimal solution. The computational efficiency is assessed by comparing the computer time used by the proposed heuristic to the time taken by a commercial software system. Test results show the proposed heuristic procedure generates good solutions in a time-efficient manner.

Interoperable resource brokering with policy-based provisioning and job allocation

The increasing needs for computational power in areas such as weather simulation, genomics or Internet applications have led to sharing of geographically distributed and heterogeneous resources from commercial data centers and scientific institutions. Research in the areas of utility, grid and cloud computing, together with improvements in network and hardware virtualization has resulted in methods to locate and use resources to rapidly provision virtual environments in a flexible manner, while lowering costs for consumers and providers. ^ However, there is still a lack of methodologies to enable efficient and seamless sharing of resources among institutions. In this work, we concentrate in the problem of executing parallel scientific applications across distributed resources belonging to separate organizations. Our approach can be divided in three main points. First, we define and implement an interoperable grid protocol to distribute job workloads among partners with different middleware and execution resources. Second, we research and implement different policies for virtual resource provisioning and job-to-resource allocation, taking advantage of their cooperation to improve execution cost and performance. Third, we explore the consequences of on-demand provisioning and allocation in the problem of site-selection for the execution of parallel workloads, and propose new strategies to reduce job slowdown and overall cost.^

Mixed spatial and nonspatial problems in location based services

With hundreds of millions of users reporting locations and embracing mobile technologies, Location Based Services (LBSs) are raising new challenges. In this dissertation, we address three emerging problems in location services, where geolocation data plays a central role. First, to handle the unprecedented growth of generated geolocation data, existing location services rely on geospatial database systems. However, their inability to leverage combined geographical and textual information in analytical queries (e.g. spatial similarity joins) remains an open problem. To address this, we introduce SpsJoin, a framework for computing spatial set-similarity joins. SpsJoin handles combined similarity queries that involve textual and spatial constraints simultaneously. LBSs use this system to tackle different types of problems, such as deduplication, geolocation enhancement and record linkage. We define the spatial set-similarity join problem in a general case and propose an algorithm for its efficient computation. Our solution utilizes parallel computing with MapReduce to handle scalability issues in large geospatial databases. Second, applications that use geolocation data are seldom concerned with ensuring the privacy of participating users. To motivate participation and address privacy concerns, we propose iSafe, a privacy preserving algorithm for computing safety snapshots of co-located mobile devices as well as geosocial network users. iSafe combines geolocation data extracted from crime datasets and geosocial networks such as Yelp. In order to enhance iSafe's ability to compute safety recommendations, even when crime information is incomplete or sparse, we need to identify relationships between Yelp venues and crime indices at their locations. To achieve this, we use SpsJoin on two datasets (Yelp venues and geolocated businesses) to find venues that have not been reviewed and to further compute the crime indices of their locations. Our results show a statistically significant dependence between location crime indices and Yelp features. Third, review centered LBSs (e.g., Yelp) are increasingly becoming targets of malicious campaigns that aim to bias the public image of represented businesses. Although Yelp actively attempts to detect and filter fraudulent reviews, our experiments showed that Yelp is still vulnerable. Fraudulent LBS information also impacts the ability of iSafe to provide correct safety values. We take steps toward addressing this problem by proposing SpiDeR, an algorithm that takes advantage of the richness of information available in Yelp to detect abnormal review patterns. We propose a fake venue detection solution that applies SpsJoin on Yelp and U.S. housing datasets. We validate the proposed solutions using ground truth data extracted by our experiments and reviews filtered by Yelp.

Interval and Point Estimators for the Location Parameter of the Three-Parameter Lognormal Distribution

The three-parameter lognormal distribution is the extension of the two-parameter lognormal distribution to meet the need of the biological, sociological, and other fields. Numerous research papers have been published for the parameter estimation problems for the lognormal distributions. The inclusion of the location parameter brings in some technical difficulties for the parameter estimation problems, especially for the interval estimation. This paper proposes a method for constructing exact confidence intervals and exact upper confidence limits for the location parameter of the three-parameter lognormal distribution. The point estimation problem is discussed as well. The performance of the point estimator is compared with the maximum likelihood estimator, which is widely used in practice. Simulation result shows that the proposed method is less biased in estimating the location parameter. The large sample size case is discussed in the paper.