Multi-Objective Genetic Algorithms for the Single Allocation Hub Location Problem

Hub Location Problems play vital economic roles in transportation and telecommunication networks where goods or people must be efficiently transferred from an origin to a destination point whilst direct origin-destination links are impractical. This work investigates the single allocation hub location problem, and proposes a genetic algorithm (GA) approach for it. The effectiveness of using a single-objective criterion measure for the problem is first explored. Next, a multi-objective GA employing various fitness evaluation strategies such as Pareto ranking, sum of ranks, and weighted sum strategies is presented. The effectiveness of the multi-objective GA is shown by comparison with an Integer Programming strategy, the only other multi-objective approach found in the literature for this problem. Lastly, two new crossover operators are proposed and an empirical study is done using small to large problem instances of the Civil Aeronautics Board (CAB) and Australian Post (AP) data sets.

Properties and Algorithms of the KCube Graphs

The KCube interconnection topology was rst introduced in 2010. The KCube graph is a compound graph of a Kautz digraph and hypercubes. Compared with the at- tractive Kautz digraph and well known hypercube graph, the KCube graph could accommodate as many nodes as possible for a given indegree (and outdegree) and the diameter of interconnection networks. However, there are few algorithms designed for the KCube graph. In this thesis, we will concentrate on nding graph theoretical properties of the KCube graph and designing parallel algorithms that run on this network. We will explore several topological properties, such as bipartiteness, Hamiltonianicity, and symmetry property. These properties for the KCube graph are very useful to develop efficient algorithms on this network. We will then study the KCube network from the algorithmic point of view, and will give an improved routing algorithm. In addition, we will present two optimal broadcasting algorithms. They are fundamental algorithms to many applications. A literature review of the state of the art network designs in relation to the KCube network as well as some open problems in this field will also be given.

Network Similarity Measures and Automatic Construction of Graph Models using Genetic Programming

A complex network is an abstract representation of an intricate system of interrelated elements where the patterns of connection hold significant meaning. One particular complex network is a social network whereby the vertices represent people and edges denote their daily interactions. Understanding social network dynamics can be vital to the mitigation of disease spread as these networks model the interactions, and thus avenues of spread, between individuals. To better understand complex networks, algorithms which generate graphs exhibiting observed properties of real-world networks, known as graph models, are often constructed. While various efforts to aid with the construction of graph models have been proposed using statistical and probabilistic methods, genetic programming (GP) has only recently been considered. However, determining that a graph model of a complex network accurately describes the target network(s) is not a trivial task as the graph models are often stochastic in nature and the notion of similarity is dependent upon the expected behavior of the network. This thesis examines a number of well-known network properties to determine which measures best allowed networks generated by different graph models, and thus the models themselves, to be distinguished. A proposed meta-analysis procedure was used to demonstrate how these network measures interact when used together as classifiers to determine network, and thus model, (dis)similarity. The analytical results form the basis of the fitness evaluation for a GP system used to automatically construct graph models for complex networks. The GP-based automatic inference system was used to reproduce existing, well-known graph models as well as a real-world network. Results indicated that the automatically inferred models exemplified functional similarity when compared to their respective target networks. This approach also showed promise when used to infer a model for a mammalian brain network.

Characterizing Dynamic Optimization Benchmarks for the Comparison of Multi-Modal Tracking Algorithms

Population-based metaheuristics, such as particle swarm optimization (PSO), have been employed to solve many real-world optimization problems. Although it is of- ten sufficient to find a single solution to these problems, there does exist those cases where identifying multiple, diverse solutions can be beneficial or even required. Some of these problems are further complicated by a change in their objective function over time. This type of optimization is referred to as dynamic, multi-modal optimization. Algorithms which exploit multiple optima in a search space are identified as niching algorithms. Although numerous dynamic, niching algorithms have been developed, their performance is often measured solely on their ability to find a single, global optimum. Furthermore, the comparisons often use synthetic benchmarks whose landscape characteristics are generally limited and unknown. This thesis provides a landscape analysis of the dynamic benchmark functions commonly developed for multi-modal optimization. The benchmark analysis results reveal that the mechanisms responsible for dynamism in the current dynamic bench- marks do not significantly affect landscape features, thus suggesting a lack of representation for problems whose landscape features vary over time. This analysis is used in a comparison of current niching algorithms to identify the effects that specific landscape features have on niching performance. Two performance metrics are proposed to measure both the scalability and accuracy of the niching algorithms. The algorithm comparison results demonstrate the algorithms best suited for a variety of dynamic environments. This comparison also examines each of the algorithms in terms of their niching behaviours and analyzing the range and trade-off between scalability and accuracy when tuning the algorithms respective parameters. These results contribute to the understanding of current niching techniques as well as the problem features that ultimately dictate their success.

Properties and Algorithms of the KCube Interconnection Networks

The KCube interconnection network was first introduced in 2010 in order to exploit the good characteristics of two well-known interconnection networks, the hypercube and the Kautz graph. KCube links up multiple processors in a communication network with high density for a fixed degree. Since the KCube network is newly proposed, much study is required to demonstrate its potential properties and algorithms that can be designed to solve parallel computation problems. In this thesis we introduce a new methodology to construct the KCube graph. Also, with regard to this new approach, we will prove its Hamiltonicity in the general KC(m; k). Moreover, we will find its connectivity followed by an optimal broadcasting scheme in which a source node containing a message is to communicate it with all other processors. In addition to KCube networks, we have studied a version of the routing problem in the traditional hypercube, investigating this problem: whether there exists a shortest path in a Qn between two nodes 0n and 1n, when the network is experiencing failed components. We first conditionally discuss this problem when there is a constraint on the number of faulty nodes, and subsequently introduce an algorithm to tackle the problem without restrictions on the number of nodes.

A Scalability Study and New Algorithms for Large-Scale Many-Objective Optimization

Many real-world optimization problems contain multiple (often conflicting) goals to be optimized concurrently, commonly referred to as multi-objective problems (MOPs). Over the past few decades, a plethora of multi-objective algorithms have been proposed, often tested on MOPs possessing two or three objectives. Unfortunately, when tasked with solving MOPs with four or more objectives, referred to as many-objective problems (MaOPs), a large majority of optimizers experience significant performance degradation. The downfall of these optimizers is that simultaneously maintaining a well-spread set of solutions along with appropriate selection pressure to converge becomes difficult as the number of objectives increase. This difficulty is further compounded for large-scale MaOPs, i.e., MaOPs possessing large amounts of decision variables. In this thesis, we explore the challenges of many-objective optimization and propose three new promising algorithms designed to efficiently solve MaOPs. Experimental results demonstrate the proposed optimizers to perform very well, often outperforming state-of-the-art many-objective algorithms.

Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes.

In this paper, we develop finite-sample inference procedures for stationary and nonstationary autoregressive (AR) models. The method is based on special properties of Markov processes and a split-sample technique. The results on Markovian processes (intercalary independence and truncation) only require the existence of conditional densities. They are proved for possibly nonstationary and/or non-Gaussian multivariate Markov processes. In the context of a linear regression model with AR(1) errors, we show how these results can be used to simplify the distributional properties of the model by conditioning a subset of the data on the remaining observations. This transformation leads to a new model which has the form of a two-sided autoregression to which standard classical linear regression inference techniques can be applied. We show how to derive tests and confidence sets for the mean and/or autoregressive parameters of the model. We also develop a test on the order of an autoregression. We show that a combination of subsample-based inferences can improve the performance of the procedure. An application to U.S. domestic investment data illustrates the method.

Statistical Inference for Computable General Equilibrium Models with Application to a Model of the Moroccan Economy

We study the problem of measuring the uncertainty of CGE (or RBC)-type model simulations associated with parameter uncertainty. We describe two approaches for building confidence sets on model endogenous variables. The first one uses a standard Wald-type statistic. The second approach assumes that a confidence set (sampling or Bayesian) is available for the free parameters, from which confidence sets are derived by a projection technique. The latter has two advantages: first, confidence set validity is not affected by model nonlinearities; second, we can easily build simultaneous confidence intervals for an unlimited number of variables. We study conditions under which these confidence sets take the form of intervals and show they can be implemented using standard methods for solving CGE models. We present an application to a CGE model of the Moroccan economy to study the effects of policy-induced increases of transfers from Moroccan expatriates.

Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors

We propose finite sample tests and confidence sets for models with unobserved and generated regressors as well as various models estimated by instrumental variables methods. The validity of the procedures is unaffected by the presence of identification problems or \"weak instruments\", so no detection of such problems is required. We study two distinct approaches for various models considered by Pagan (1984). The first one is an instrument substitution method which generalizes an approach proposed by Anderson and Rubin (1949) and Fuller (1987) for different (although related) problems, while the second one is based on splitting the sample. The instrument substitution method uses the instruments directly, instead of generated regressors, in order to test hypotheses about the \"structural parameters\" of interest and build confidence sets. The second approach relies on \"generated regressors\", which allows a gain in degrees of freedom, and a sample split technique. For inference about general possibly nonlinear transformations of model parameters, projection techniques are proposed. A distributional theory is obtained under the assumptions of Gaussian errors and strictly exogenous regressors. We show that the various tests and confidence sets proposed are (locally) \"asymptotically valid\" under much weaker assumptions. The properties of the tests proposed are examined in simulation experiments. In general, they outperform the usual asymptotic inference methods in terms of both reliability and power. Finally, the techniques suggested are applied to a model of Tobin’s q and to a model of academic performance.

Simulation-Based Finite-and Large-sample Inference Methods in Multivariate Regressions and Seemingly Unrelated Regressions

In the context of multivariate regression (MLR) and seemingly unrelated regressions (SURE) models, it is well known that commonly employed asymptotic test criteria are seriously biased towards overrejection. in this paper, we propose finite-and large-sample likelihood-based test procedures for possibly non-linear hypotheses on the coefficients of MLR and SURE systems.

Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments

It is well known that standard asymptotic theory is not valid or is extremely unreliable in models with identification problems or weak instruments [Dufour (1997, Econometrica), Staiger and Stock (1997, Econometrica), Wang and Zivot (1998, Econometrica), Stock and Wright (2000, Econometrica), Dufour and Jasiak (2001, International Economic Review)]. One possible way out consists here in using a variant of the Anderson-Rubin (1949, Ann. Math. Stat.) procedure. The latter, however, allows one to build exact tests and confidence sets only for the full vector of the coefficients of the endogenous explanatory variables in a structural equation, which in general does not allow for individual coefficients. This problem may in principle be overcome by using projection techniques [Dufour (1997, Econometrica), Dufour and Jasiak (2001, International Economic Review)]. AR-types are emphasized because they are robust to both weak instruments and instrument exclusion. However, these techniques can be implemented only by using costly numerical techniques. In this paper, we provide a complete analytic solution to the problem of building projection-based confidence sets from Anderson-Rubin-type confidence sets. The latter involves the geometric properties of “quadrics” and can be viewed as an extension of usual confidence intervals and ellipsoids. Only least squares techniques are required for building the confidence intervals. We also study by simulation how “conservative” projection-based confidence sets are. Finally, we illustrate the methods proposed by applying them to three different examples: the relationship between trade and growth in a cross-section of countries, returns to education, and a study of production functions in the U.S. economy.

Identification, Weak Instruments and Statistical Inference in Econometrics

We discuss statistical inference problems associated with identification and testability in econometrics, and we emphasize the common nature of the two issues. After reviewing the relevant statistical notions, we consider in turn inference in nonparametric models and recent developments on weakly identified models (or weak instruments). We point out that many hypotheses, for which test procedures are commonly proposed, are not testable at all, while some frequently used econometric methods are fundamentally inappropriate for the models considered. Such situations lead to ill-defined statistical problems and are often associated with a misguided use of asymptotic distributional results. Concerning nonparametric hypotheses, we discuss three basic problems for which such difficulties occur: (1) testing a mean (or a moment) under (too) weak distributional assumptions; (2) inference under heteroskedasticity of unknown form; (3) inference in dynamic models with an unlimited number of parameters. Concerning weakly identified models, we stress that valid inference should be based on proper pivotal functions —a condition not satisfied by standard Wald-type methods based on standard errors — and we discuss recent developments in this field, mainly from the viewpoint of building valid tests and confidence sets. The techniques discussed include alternative proposed statistics, bounds, projection, split-sampling, conditioning, Monte Carlo tests. The possibility of deriving a finite-sample distributional theory, robustness to the presence of weak instruments, and robustness to the specification of a model for endogenous explanatory variables are stressed as important criteria assessing alternative procedures.

Short run and long run causality in time series: Inference

We propose methods for testing hypotheses of non-causality at various horizons, as defined in Dufour and Renault (1998, Econometrica). We study in detail the case of VAR models and we propose linear methods based on running vector autoregressions at different horizons. While the hypotheses considered are nonlinear, the proposed methods only require linear regression techniques as well as standard Gaussian asymptotic distributional theory. Bootstrap procedures are also considered. For the case of integrated processes, we propose extended regression methods that avoid nonstandard asymptotics. The methods are applied to a VAR model of the U.S. economy.