Staffing Optimization with Chance Constraints in Call Centers

Les centres d’appels sont des éléments clés de presque n’importe quelle grande organisation. Le problème de gestion du travail a reçu beaucoup d’attention dans la littérature. Une formulation typique se base sur des mesures de performance sur un horizon infini, et le problème d’affectation d’agents est habituellement résolu en combinant des méthodes d’optimisation et de simulation. Dans cette thèse, nous considérons un problème d’affection d’agents pour des centres d’appels soumis a des contraintes en probabilité. Nous introduisons une formulation qui exige que les contraintes de qualité de service (QoS) soient satisfaites avec une forte probabilité, et définissons une approximation de ce problème par moyenne échantillonnale dans un cadre de compétences multiples. Nous établissons la convergence de la solution du problème approximatif vers celle du problème initial quand la taille de l’échantillon croit. Pour le cas particulier où tous les agents ont toutes les compétences (un seul groupe d’agents), nous concevons trois méthodes d’optimisation basées sur la simulation pour le problème de moyenne échantillonnale. Étant donné un niveau initial de personnel, nous augmentons le nombre d’agents pour les périodes où les contraintes sont violées, et nous diminuons le nombre d’agents pour les périodes telles que les contraintes soient toujours satisfaites après cette réduction. Des expériences numériques sont menées sur plusieurs modèles de centre d’appels à faible occupation, au cours desquelles les algorithmes donnent de bonnes solutions, i.e. la plupart des contraintes en probabilité sont satisfaites, et nous ne pouvons pas réduire le personnel dans une période donnée sont introduire de violation de contraintes. Un avantage de ces algorithmes, par rapport à d’autres méthodes, est la facilité d’implémentation.

Advances in scaling deep learning algorithms

Les algorithmes d'apprentissage profond forment un nouvel ensemble de méthodes puissantes pour l'apprentissage automatique. L'idée est de combiner des couches de facteurs latents en hierarchies. Cela requiert souvent un coût computationel plus elevé et augmente aussi le nombre de paramètres du modèle. Ainsi, l'utilisation de ces méthodes sur des problèmes à plus grande échelle demande de réduire leur coût et aussi d'améliorer leur régularisation et leur optimization. Cette thèse adresse cette question sur ces trois perspectives. Nous étudions tout d'abord le problème de réduire le coût de certains algorithmes profonds. Nous proposons deux méthodes pour entrainer des machines de Boltzmann restreintes et des auto-encodeurs débruitants sur des distributions sparses à haute dimension. Ceci est important pour l'application de ces algorithmes pour le traitement de langues naturelles. Ces deux méthodes (Dauphin et al., 2011; Dauphin and Bengio, 2013) utilisent l'échantillonage par importance pour échantilloner l'objectif de ces modèles. Nous observons que cela réduit significativement le temps d'entrainement. L'accéleration atteint 2 ordres de magnitude sur plusieurs bancs d'essai. Deuxièmement, nous introduisont un puissant régularisateur pour les méthodes profondes. Les résultats expérimentaux démontrent qu'un bon régularisateur est crucial pour obtenir de bonnes performances avec des gros réseaux (Hinton et al., 2012). Dans Rifai et al. (2011), nous proposons un nouveau régularisateur qui combine l'apprentissage non-supervisé et la propagation de tangente (Simard et al., 1992). Cette méthode exploite des principes géometriques et permit au moment de la publication d'atteindre des résultats à l'état de l'art. Finalement, nous considérons le problème d'optimiser des surfaces non-convexes à haute dimensionalité comme celle des réseaux de neurones. Tradionellement, l'abondance de minimum locaux était considéré comme la principale difficulté dans ces problèmes. Dans Dauphin et al. (2014a) nous argumentons à partir de résultats en statistique physique, de la théorie des matrices aléatoires, de la théorie des réseaux de neurones et à partir de résultats expérimentaux qu'une difficulté plus profonde provient de la prolifération de points-selle. Dans ce papier nous proposons aussi une nouvelle méthode pour l'optimisation non-convexe.

Mean Squared Residue Based Biclustering Algorithms for the Analysis of Gene Expression Data

Computational Biology is the research are that contributes to the analysis of biological data through the development of algorithms which will address significant research problems.The data from molecular biology includes DNA,RNA ,Protein and Gene expression data.Gene Expression Data provides the expression level of genes under different conditions.Gene expression is the process of transcribing the DNA sequence of a gene into mRNA sequences which in turn are later translated into proteins.The number of copies of mRNA produced is called the expression level of a gene.Gene expression data is organized in the form of a matrix. Rows in the matrix represent genes and columns in the matrix represent experimental conditions.Experimental conditions can be different tissue types or time points.Entries in the gene expression matrix are real values.Through the analysis of gene expression data it is possible to determine the behavioral patterns of genes such as similarity of their behavior,nature of their interaction,their respective contribution to the same pathways and so on. Similar expression patterns are exhibited by the genes participating in the same biological process.These patterns have immense relevance and application in bioinformatics and clinical research.Theses patterns are used in the medical domain for aid in more accurate diagnosis,prognosis,treatment planning.drug discovery and protein network analysis.To identify various patterns from gene expression data,data mining techniques are essential.Clustering is an important data mining technique for the analysis of gene expression data.To overcome the problems associated with clustering,biclustering is introduced.Biclustering refers to simultaneous clustering of both rows and columns of a data matrix. Clustering is a global whereas biclustering is a local model.Discovering local expression patterns is essential for identfying many genetic pathways that are not apparent otherwise.It is therefore necessary to move beyond the clustering paradigm towards developing approaches which are capable of discovering local patterns in gene expression data.A biclusters is a submatrix of the gene expression data matrix.The rows and columns in the submatrix need not be contiguous as in the gene expression data matrix.Biclusters are not disjoint.Computation of biclusters is costly because one will have to consider all the combinations of columans and rows in order to find out all the biclusters.The search space for the biclustering problem is 2 m+n where m and n are the number of genes and conditions respectively.Usually m+n is more than 3000.The biclustering problem is NP-hard.Biclustering is a powerful analytical tool for the biologist.The research reported in this thesis addresses the problem of biclustering.Ten algorithms are developed for the identification of coherent biclusters from gene expression data.All these algorithms are making use of a measure called mean squared residue to search for biclusters.The objective here is to identify the biclusters of maximum size with the mean squared residue lower than a given threshold. All these algorithms begin the search from tightly coregulated submatrices called the seeds.These seeds are generated by K-Means clustering algorithm.The algorithms developed can be classified as constraint based,greedy and metaheuristic.Constarint based algorithms uses one or more of the various constaints namely the MSR threshold and the MSR difference threshold.The greedy approach makes a locally optimal choice at each stage with the objective of finding the global optimum.In metaheuristic approaches particle Swarm Optimization(PSO) and variants of Greedy Randomized Adaptive Search Procedure(GRASP) are used for the identification of biclusters.These algorithms are implemented on the Yeast and Lymphoma datasets.Biologically relevant and statistically significant biclusters are identified by all these algorithms which are validated by Gene Ontology database.All these algorithms are compared with some other biclustering algorithms.Algorithms developed in this work overcome some of the problems associated with the already existing algorithms.With the help of some of the algorithms which are developed in this work biclusters with very high row variance,which is higher than the row variance of any other algorithm using mean squared residue, are identified from both Yeast and Lymphoma data sets.Such biclusters which make significant change in the expression level are highly relevant biologically.

Evolving Distributed Algorithms with Genetic Programming

Distributed systems are one of the most vital components of the economy. The most prominent example is probably the internet, a constituent element of our knowledge society. During the recent years, the number of novel network types has steadily increased. Amongst others, sensor networks, distributed systems composed of tiny computational devices with scarce resources, have emerged. The further development and heterogeneous connection of such systems imposes new requirements on the software development process. Mobile and wireless networks, for instance, have to organize themselves autonomously and must be able to react to changes in the environment and to failing nodes alike. Researching new approaches for the design of distributed algorithms may lead to methods with which these requirements can be met efficiently. In this thesis, one such method is developed, tested, and discussed in respect of its practical utility. Our new design approach for distributed algorithms is based on Genetic Programming, a member of the family of evolutionary algorithms. Evolutionary algorithms are metaheuristic optimization methods which copy principles from natural evolution. They use a population of solution candidates which they try to refine step by step in order to attain optimal values for predefined objective functions. The synthesis of an algorithm with our approach starts with an analysis step in which the wanted global behavior of the distributed system is specified. From this specification, objective functions are derived which steer a Genetic Programming process where the solution candidates are distributed programs. The objective functions rate how close these programs approximate the goal behavior in multiple randomized network simulations. The evolutionary process step by step selects the most promising solution candidates and modifies and combines them with mutation and crossover operators. This way, a description of the global behavior of a distributed system is translated automatically to programs which, if executed locally on the nodes of the system, exhibit this behavior. In our work, we test six different ways for representing distributed programs, comprising adaptations and extensions of well-known Genetic Programming methods (SGP, eSGP, and LGP), one bio-inspired approach (Fraglets), and two new program representations called Rule-based Genetic Programming (RBGP, eRBGP) designed by us. We breed programs in these representations for three well-known example problems in distributed systems: election algorithms, the distributed mutual exclusion at a critical section, and the distributed computation of the greatest common divisor of a set of numbers. Synthesizing distributed programs the evolutionary way does not necessarily lead to the envisaged results. In a detailed analysis, we discuss the problematic features which make this form of Genetic Programming particularly hard. The two Rule-based Genetic Programming approaches have been developed especially in order to mitigate these difficulties. In our experiments, at least one of them (eRBGP) turned out to be a very efficient approach and in most cases, was superior to the other representations.

From Genetic Algorithms to Efficient Organization

The work described in this thesis began as an inquiry into the nature and use of optimization programs based on "genetic algorithms." That inquiry led, eventually, to three powerful heuristics that are broadly applicable in gradient-ascent programs: First, remember the locations of local maxima and restart the optimization program at a place distant from previously located local maxima. Second, adjust the size of probing steps to suit the local nature of the terrain, shrinking when probes do poorly and growing when probes do well. And third, keep track of the directions of recent successes, so as to probe preferentially in the direction of most rapid ascent. These algorithms lie at the core of a novel optimization program that illustrates the power to be had from deploying them together. The efficacy of this program is demonstrated on several test problems selected from a variety of fields, including De Jong's famous test-problem suite, the traveling salesman problem, the problem of coordinate registration for image guided surgery, the energy minimization problem for determining the shape of organic molecules, and the problem of assessing the structure of sedimentary deposits using seismic data.

Multi-objective optimization scheme for static and dynamic multicast flows

Muchas de las nuevas aplicaciones emergentes de Internet tales como TV sobre Internet, Radio sobre Internet,Video Streamming multi-punto, entre otras, necesitan los siguientes requerimientos de recursos: ancho de banda consumido, retardo extremo-a-extremo, tasa de paquetes perdidos, etc. Por lo anterior, es necesario formular una propuesta que especifique y provea para este tipo de aplicaciones los recursos necesarios para su buen funcionamiento. En esta tesis, proponemos un esquema de ingeniería de tráfico multi-objetivo a través del uso de diferentes árboles de distribución para muchos flujos multicast. En este caso, estamos usando la aproximación de múltiples caminos para cada nodo egreso y de esta forma obtener la aproximación de múltiples árboles y a través de esta forma crear diferentes árboles multicast. Sin embargo, nuestra propuesta resuelve la fracción de la división del tráfico a través de múltiples árboles. La propuesta puede ser aplicada en redes MPLS estableciendo rutas explícitas en eventos multicast. En primera instancia, el objetivo es combinar los siguientes objetivos ponderados dentro de una métrica agregada: máxima utilización de los enlaces, cantidad de saltos, el ancho de banda total consumido y el retardo total extremo-a-extremo. Nosotros hemos formulado esta función multi-objetivo (modelo MHDB-S) y los resultados obtenidos muestran que varios objetivos ponderados son reducidos y la máxima utilización de los enlaces es minimizada. El problema es NP-duro, por lo tanto, un algoritmo es propuesto para optimizar los diferentes objetivos. El comportamiento que obtuvimos usando este algoritmo es similar al que obtuvimos con el modelo. Normalmente, durante la transmisión multicast los nodos egresos pueden salir o entrar del árbol y por esta razón en esta tesis proponemos un esquema de ingeniería de tráfico multi-objetivo usando diferentes árboles para grupos multicast dinámicos. (en el cual los nodos egresos pueden cambiar durante el tiempo de vida de la conexión). Si un árbol multicast es recomputado desde el principio, esto podría consumir un tiempo considerable de CPU y además todas las comuicaciones que están usando el árbol multicast serán temporalmente interrumpida. Para aliviar estos inconvenientes, proponemos un modelo de optimización (modelo dinámico MHDB-D) que utilice los árboles multicast previamente computados (modelo estático MHDB-S) adicionando nuevos nodos egreso. Usando el método de la suma ponderada para resolver el modelo analítico, no necesariamente es correcto, porque es posible tener un espacio de solución no convexo y por esta razón algunas soluciones pueden no ser encontradas. Adicionalmente, otros tipos de objetivos fueron encontrados en diferentes trabajos de investigación. Por las razones mencionadas anteriormente, un nuevo modelo llamado GMM es propuesto y para dar solución a este problema un nuevo algoritmo usando Algoritmos Evolutivos Multi-Objetivos es propuesto. Este algoritmo esta inspirado por el algoritmo Strength Pareto Evolutionary Algorithm (SPEA). Para dar una solución al caso dinámico con este modelo generalizado, nosotros hemos propuesto un nuevo modelo dinámico y una solución computacional usando Breadth First Search (BFS) probabilístico. Finalmente, para evaluar nuestro esquema de optimización propuesto, ejecutamos diferentes pruebas y simulaciones. Las principales contribuciones de esta tesis son la taxonomía, los modelos de optimización multi-objetivo para los casos estático y dinámico en transmisiones multicast (MHDB-S y MHDB-D), los algoritmos para dar solución computacional a los modelos. Finalmente, los modelos generalizados también para los casos estático y dinámico (GMM y GMM Dinámico) y las propuestas computacionales para dar slución usando MOEA y BFS probabilístico.

Implementing a generic systolic array for genetic algorithms

We have designed a highly parallel design for a simple genetic algorithm using a pipeline of systolic arrays. The systolic design provides high throughput and unidirectional pipelining by exploiting the implicit parallelism in the genetic operators. The design is significant because, unlike other hardware genetic algorithms, it is independent of both the fitness function and the particular chromosome length used in a problem. We have designed and simulated a version of the mutation array using Xilinix FPGA tools to investigate the feasibility of hardware implementation. A simple 5-chromosome mutation array occupies 195 CLBs and is capable of performing more than one million mutations per second. I. Introduction Genetic algorithms (GAs) are established search and optimization techniques which have been applied to a range of engineering and applied problems with considerable success [1]. They operate by maintaining a population of trial solutions encoded, using a suitable encoding scheme.

Systolic random number generation for genetic algorithms

A parallel hardware random number generator for use with a VLSI genetic algorithm processing device is proposed. The design uses an systolic array of mixed congruential random number generators. The generators are constantly reseeded with the outputs of the proceeding generators to avoid significant biasing of the randomness of the array which would result in longer times for the algorithm to converge to a solution. 1 Introduction In recent years there has been a growing interest in developing hardware genetic algorithm devices [1, 2, 3]. A genetic algorithm (GA) is a stochastic search and optimization technique which attempts to capture the power of natural selection by evolving a population of candidate solutions by a process of selection and reproduction [4]. In keeping with the evolutionary analogy, the solutions are called chromosomes with each chromosome containing a number of genes. Chromosomes are commonly simple binary strings, the bits being the genes.

A benchmark method for global optimization problems in structure determination from powder diffraction data

Quasi-Newton-Raphson minimization and conjugate gradient minimization have been used to solve the crystal structures of famotidine form B and capsaicin from X-ray powder diffraction data and characterize the chi(2) agreement surfaces. One million quasi-Newton-Raphson minimizations found the famotidine global minimum with a frequency of ca 1 in 5000 and the capsaicin global minimum with a frequency of ca 1 in 10 000. These results, which are corroborated by conjugate gradient minimization, demonstrate the existence of numerous pathways from some of the highest points on these chi(2) agreement surfaces to the respective global minima, which are passable using only downhill moves. This important observation has significant ramifications for the development of improved structure determination algorithms.

A robust controller design method for feedback substitution schemes using genetic algorithms

Controllers for feedback substitution schemes demonstrate a trade-off between noise power gain and normalized response time. Using as an example the design of a controller for a radiometric transduction process subjected to arbitrary noise power gain and robustness constraints, a Pareto-front of optimal controller solutions fulfilling a range of time-domain design objectives can be derived. In this work, we consider designs using a loop shaping design procedure (LSDP). The approach uses linear matrix inequalities to specify a range of objectives and a genetic algorithm (GA) to perform a multi-objective optimization for the controller weights (MOGA). A clonal selection algorithm is used to further provide a directed search of the GA towards the Pareto front. We demonstrate that with the proposed methodology, it is possible to design higher order controllers with superior performance in terms of response time, noise power gain and robustness.

Bio-inspired ant colony optimization based clustering algorithm with mobile sinks for applications in consumer home automation networks

With the fast development of wireless communications, ZigBee and semiconductor devices, home automation networks have recently become very popular. Since typical consumer products deployed in home automation networks are often powered by tiny and limited batteries, one of the most challenging research issues is concerning energy reduction and the balancing of energy consumption across the network in order to prolong the home network lifetime for consumer devices. The introduction of clustering and sink mobility techniques into home automation networks have been shown to be an efficient way to improve the network performance and have received significant research attention. Taking inspiration from nature, this paper proposes an Ant Colony Optimization (ACO) based clustering algorithm specifically with mobile sink support for home automation networks. In this work, the network is divided into several clusters and cluster heads are selected within each cluster. Then, a mobile sink communicates with each cluster head to collect data directly through short range communications. The ACO algorithm has been utilized in this work in order to find the optimal mobility trajectory for the mobile sink. Extensive simulation results from this research show that the proposed algorithm significantly improves home network performance when using mobile sinks in terms of energy consumption and network lifetime as compared to other routing algorithms currently deployed for home automation networks.

Heterogeneous tensor decomposition for clustering via manifold optimization

Tensor clustering is an important tool that exploits intrinsically rich structures in real-world multiarray or Tensor datasets. Often in dealing with those datasets, standard practice is to use subspace clustering that is based on vectorizing multiarray data. However, vectorization of tensorial data does not exploit complete structure information. In this paper, we propose a subspace clustering algorithm without adopting any vectorization process. Our approach is based on a novel heterogeneous Tucker decomposition model taking into account cluster membership information. We propose a new clustering algorithm that alternates between different modes of the proposed heterogeneous tensor model. All but the last mode have closed-form updates. Updating the last mode reduces to optimizing over the multinomial manifold for which we investigate second order Riemannian geometry and propose a trust-region algorithm. Numerical experiments show that our proposed algorithm compete effectively with state-of-the-art clustering algorithms that are based on tensor factorization.

Train Dispatching: Heuristic Optimization

Train dispatchers faces lots of challenges due to conflicts which causes delays of trains as a result of solving possible dispatching problems the network faces. The major challenge is for the train dispatchers to make the right decision and have reliable, cost effective and much more faster approaches needed to solve dispatching problems. This thesis work provides detail information on the implementation of different heuristic algorithms for train dispatchers in solving train dispatching problems. The library data files used are in xml file format and deals with both single and double tracks between main stations. The main objective of this work is to build different heuristic algorithms to solve unexpected delays faced by train dispatchers and to help in making right decisions on steps to take to have reliable and cost effective solution to the problems. These heuristics algorithms proposed were able to help dispatchers in making right decisions when solving train dispatching problems.