Automated design of local search algorithms for vehicle routing problems with time windows

Designing effective search algorithms for solving combinatorial optimisation problems presents a challenge for researchers due to the time-consuming experiments and experience required in decision-making. Automated algorithm design removes the heavy reliance on human experts and allows the exploration of new algorithm designs. This thesis systematically investigates machine learning for the automated design of new and generic local search algorithms, taking the vehicle routing problem with time windows as the testbed. The research starts by building AutoGCOP, a new general framework for the automated design of local search algorithms to optimise the composition of basic algorithmic components. Within the consistent AutoGCOP framework, the basic algorithmic components show satisfying performance for solving the VRPTW. Based on AutoGCOP, the thesis investigates the use of machine learning for automated algorithm composition by modelling the algorithm design task as different machine learning tasks, thus investigating different perspectives of learning in automated algorithm design. Based on AutoGCOP, the thesis first investigates online learning in automated algorithm design. Two learning models based on reinforcement learning and Markov chain are investigated to learn and enhance the compositions of algorithmic components towards automated algorithm design. The Markov chain model presents a superior performance in learning the compositions of algorithmic components during the search, demonstrating its effectiveness in designing new algorithms automatically. The thesis then investigates offline learning to learn the hidden knowledge of effective algorithmic compositions within AutoGCOP for automated algorithm design. The forecast of algorithmic components in the automated composition is defined as a sequence classification task. This new machine learning task is then solved by a Long Short-term Memory (LSTM) neural network which outperforms various conventional classifiers. Further analysis reveals that a Transformer network surpasses LSTM at learning from longer algorithmic compositions. The systematical analysis of algorithmic compositions reveals some key features for improving the prediction. To discover valuable knowledge in algorithm designs, the thesis applies sequential rule mining to effective algorithmic compositions collected based on AutoGCOP. Sequential rules of composing basic components are extracted and further analysed, presenting a superior performance of automatically composed local search algorithms for solving VRPTW. The extracted sequential rules also suggest the importance of considering the impact of algorithmic components on optimisation performance during automated composition, which provides new insights into algorithm design. The thesis gains valuable insights from various learning perspectives, enhancing the understanding towards automated algorithm design. Some directions for future work are present

Automated design of local search algorithms for vehicle routing problems with time windows

Designing effective search algorithms for solving combinatorial optimisation problems presents a challenge for researchers due to the time-consuming experiments and experience required in decision-making. Automated algorithm design removes the heavy reliance on human experts and allows the exploration of new algorithm designs. This thesis systematically investigates machine learning for the automated design of new and generic local search algorithms, taking the vehicle routing problem with time windows as the testbed. The research starts by building AutoGCOP, a new general framework for the automated design of local search algorithms to optimise the composition of basic algorithmic components. Within the consistent AutoGCOP framework, the basic algorithmic components show satisfying performance for solving the VRPTW. Based on AutoGCOP, the thesis investigates the use of machine learning for automated algorithm composition by modelling the algorithm design task as different machine learning tasks, thus investigating different perspectives of learning in automated algorithm design. Based on AutoGCOP, the thesis first investigates online learning in automated algorithm design. Two learning models based on reinforcement learning and Markov chain are investigated to learn and enhance the compositions of algorithmic components towards automated algorithm design. The Markov chain model presents a superior performance in learning the compositions of algorithmic components during the search, demonstrating its effectiveness in designing new algorithms automatically. The thesis then investigates offline learning to learn the hidden knowledge of effective algorithmic compositions within AutoGCOP for automated algorithm design. The forecast of algorithmic components in the automated composition is defined as a sequence classification task. This new machine learning task is then solved by a Long Short-term Memory (LSTM) neural network which outperforms various conventional classifiers. Further analysis reveals that a Transformer network surpasses LSTM at learning from longer algorithmic compositions. The systematical analysis of algorithmic compositions reveals some key features for improving the prediction. To discover valuable knowledge in algorithm designs, the thesis applies sequential rule mining to effective algorithmic compositions collected based on AutoGCOP. Sequential rules of composing basic components are extracted and further analysed, presenting a superior performance of automatically composed local search algorithms for solving VRPTW. The extracted sequential rules also suggest the importance of considering the impact of algorithmic components on optimisation performance during automated composition, which provides new insights into algorithm design. The thesis gains valuable insights from various learning perspectives, enhancing the understanding towards automated algorithm design. Some directions for future work are present

Agents in the market place an exploratory study on using intelligent agents to trade financial instruments

Tese de doutoramento em InformáticaThis dissertation documents our exploratory research aimed at investigating the utilization of intelligent agents in the development of automated financial trading strategies. In order to demonstrate this potential use for agent technology, we propose a hybrid cognitive architecture meant for the creation of autonomous agents capable of trading different types of financial instruments. This architecture was used to implement 10 currency trading agents and 25 stock trading agents. Their overall performance, evaluated according to the cumulative return and the maximum drawdown metrics, was found to be acceptable in a reasonably long simulation period. In order to improve this performance, we defined negotiation protocols that allowed the integration of the 35 trading agents in a multi-agent system, which proved to be better suited for withstanding sudden market events, due to the diversification of the investments. This system obtained very promising results, and remains open to many obvious improvements. Our findings lead us to conclude that there is indeed a place for intelligent agents in the financial industry; in particular, they hold the potential to be employed in the establishment of investment companies where software agents make all the trading decisions, with human intervention being relegated to simple administrative tasks.Esta dissertação documenta um estudo exploratório destinado a investigar a utilização de agentes inteligentes no desenvolvimento de estratégias de investimento financeiro automatizadas. Para demonstrar este uso potencial para tecnologia de agentes, foi proposta uma arquitectura cognitiva híbrida destinada à criação de agentes autónomos capazes de negociar diferentes tipos de instrumentos financeiros. Esta arquitectura foi utilizada para implementar 10 agentes que negoceiam pares cambiais, e 25 agentes que negoceiam acções. A performance global destes agentes, avaliada de acordo com as métricas de retorno acumulado e drawdown máximo, foi considerada aceitável ao longo de um período de simulação relativamente longo. Para melhorar esta performance, foram definidos protocolos de negociação que permitiram a integração dos 35 agentes num sistema multi-agente, que demonstrou estar melhor preparado para enfrentar alterações súbitas nos mercados, devido à diversificação dos investimentos. Este sistema obteve resultados muito promissores, e pode ainda ser sujeito a diversos melhoramentos. Os nossos resultados indiciam que os agentes inteligentes podem ocupar um lugar de relevo na indústria financeira; em particular, aparentam ter potencial suficiente para serem aplicados na criação de fundos de investimento onde todas as decisões de negociação são efectuadas por agentes de software, sendo a intervenção humana relegada para tarefas administrativas básicas

Expanding the Horizons of Manufacturing: Towards Wide Integration, Smart Systems and Tools

This research topic aims at enterprise-wide modeling and optimization (EWMO) through the development and application of integrated modeling, simulation and optimization methodologies, and computer-aided tools for reliable and sustainable improvement opportunities within the entire manufacturing network (raw materials, production plants, distribution, retailers, and customers) and its components. This integrated approach incorporates information from the local primary control and supervisory modules into the scheduling/planning formulation. That makes it possible to dynamically react to incidents that occur in the network components at the appropriate decision-making level, requiring fewer resources, emitting less waste, and allowing for better responsiveness in changing market requirements and operational variations, reducing cost, waste, energy consumption and environmental impact, and increasing the benefits. More recently, the exploitation of new technology integration, such as through semantic models in formal knowledge models, allows for the capture and utilization of domain knowledge, human knowledge, and expert knowledge toward comprehensive intelligent management. Otherwise, the development of advanced technologies and tools, such as cyber-physical systems, the Internet of Things, the Industrial Internet of Things, Artificial Intelligence, Big Data, Cloud Computing, Blockchain, etc., have captured the attention of manufacturing enterprises toward intelligent manufacturing systems

Application of modern statistical methods in worldwide health insurance

With the increasing availability of internal and external data in the (health) insurance industry, the demand for new data insights from analytical methods is growing. This dissertation presents four examples of the application of advanced regression-based prediction techniques for claims and network management in health insurance: patient segmentation for and economic evaluation of disease management programs, fraud and abuse detection and medical quality assessment. Based on different health insurance datasets, it is shown that tailored models and newly developed algorithms, like Bayesian latent variable models, can optimize the business steering of health insurance companies. By incorporating and structuring medical and insurance knowledge these tailored regression approaches can at least compete with machine learning and artificial intelligence methods while being more transparent and interpretable for the business users. In all four examples, methodology and outcomes of the applied approaches are discussed extensively from an academic perspective. Various comparisons to analytical and market best practice methods allow to also judge the added value of the applied approaches from an economic perspective.Mit der wachsenden Verfügbarkeit von internen und externen Daten in der (Kranken-) Versicherungsindustrie steigt die Nachfrage nach neuen Erkenntnissen gewonnen aus analytischen Verfahren. In dieser Dissertation werden vier Anwendungsbeispiele für komplexe regressionsbasierte Vorhersagetechniken im Schaden- und Netzwerkmanagement von Krankenversicherungen präsentiert: Patientensegmentierung für und ökonomische Auswertung von Gesundheitsprogrammen, Betrugs- und Missbrauchserkennung und Messung medizinischer Behandlungsqualität. Basierend auf verschiedenen Krankenversicherungsdatensätzen wird gezeigt, dass maßgeschneiderte Modelle und neu entwickelte Algorithmen, wie bayesianische latente Variablenmodelle, die Geschäftsteuerung von Krankenversicherern optimieren können. Durch das Einbringen und Strukturieren von medizinischem und versicherungstechnischem Wissen können diese maßgeschneiderten Regressionsansätze mit Methoden aus dem maschinellen Lernen und der künstlichen Intelligenz zumindest mithalten. Gleichzeitig bieten diese Ansätze dem Businessanwender ein höheres Maß an Transparenz und Interpretierbarkeit. In allen vier Beispielen werden Methodik und Ergebnisse der angewandten Verfahren ausführlich aus einer akademischen Perspektive diskutiert. Verschiedene Vergleiche mit analytischen und marktüblichen Best-Practice-Methoden erlauben es, den Mehrwert der angewendeten Ansätze auch aus einer ökonomischen Perspektive zu bewerten

Fuelling the zero-emissions road freight of the future: routing of mobile fuellers

The future of zero-emissions road freight is closely tied to the sufficient availability of new and clean fuel options such as electricity and Hydrogen. In goods distribution using Electric Commercial Vehicles (ECVs) and Hydrogen Fuel Cell Vehicles (HFCVs) a major challenge in the transition period would pertain to their limited autonomy and scarce and unevenly distributed refuelling stations. One viable solution to facilitate and speed up the adoption of ECVs/HFCVs by logistics, however, is to get the fuel to the point where it is needed (instead of diverting the route of delivery vehicles to refuelling stations) using "Mobile Fuellers (MFs)". These are mobile battery swapping/recharging vans or mobile Hydrogen fuellers that can travel to a running ECV/HFCV to provide the fuel they require to complete their delivery routes at a rendezvous time and space. In this presentation, new vehicle routing models will be presented for a third party company that provides MF services. In the proposed problem variant, the MF provider company receives routing plans of multiple customer companies and has to design routes for a fleet of capacitated MFs that have to synchronise their routes with the running vehicles to deliver the required amount of fuel on-the-fly. This presentation will discuss and compare several mathematical models based on different business models and collaborative logistics scenarios

Renewable Energies for Sustainable Development

In the current scenario in which climate change dominates our lives and in which we all need to combat and drastically reduce the emission of greenhouse gases, renewable energies play key roles as present and future energy sources. Renewable energies vary across a wide range, and therefore, there are related studies for each type of energy. This Special Issue is composed of studies integrating the latest research innovations and knowledge focused on all types of renewable energy: onshore and offshore wind, photovoltaic, solar, biomass, geothermal, waves, tides, hydro, etc. Authors were invited submit review and research papers focused on energy resource estimation, all types of TRL converters, civil infrastructure, electrical connection, environmental studies, licensing and development of facilities, construction, operation and maintenance, mechanical and structural analysis, new materials for these facilities, etc. Analyses of a combination of several renewable energies as well as storage systems to progress the development of these sustainable energies were welcomed

Dynamic segmentation techniques applied to load profiles of electric energy consumption from domestic users

[EN] The electricity sector is currently undergoing a process of liberalization and separation of roles, which is being implemented under the regulatory auspices of each Member State of the European Union and, therefore, with different speeds, perspectives and objectives that must converge on a common horizon, where Europe will benefit from an interconnected energy market in which producers and consumers can participate in free competition. This process of liberalization and separation of roles involves two consequences or, viewed another way, entails a major consequence from which other immediate consequence, as a necessity, is derived. The main consequence is the increased complexity in the management and supervision of a system, the electrical, increasingly interconnected and participatory, with connection of distributed energy sources, much of them from renewable sources, at different voltage levels and with different generation capacity at any point in the network. From this situation the other consequence is derived, which is the need to communicate information between agents, reliably, safely and quickly, and that this information is analyzed in the most effective way possible, to form part of the processes of decision taking that improve the observability and controllability of a system which is increasing in complexity and number of agents involved. With the evolution of Information and Communication Technologies (ICT), and the investments both in improving existing measurement and communications infrastructure, and taking the measurement and actuation capacity to a greater number of points in medium and low voltage networks, the availability of data that informs of the state of the network is increasingly higher and more complete. All these systems are part of the so-called Smart Grids, or intelligent networks of the future, a future which is not so far. One such source of information comes from the energy consumption of customers, measured on a regular basis (every hour, half hour or quarter-hour) and sent to the Distribution System Operators from the Smart Meters making use of Advanced Metering Infrastructure (AMI). This way, there is an increasingly amount of information on the energy consumption of customers, being stored in Big Data systems. This growing source of information demands specialized techniques which can take benefit from it, extracting a useful and summarized knowledge from it. This thesis deals with the use of this information of energy consumption from Smart Meters, in particular on the application of data mining techniques to obtain temporal patterns that characterize the users of electrical energy, grouping them according to these patterns in a small number of groups or clusters, that allow evaluating how users consume energy, both during the day and during a sequence of days, allowing to assess trends and predict future scenarios. For this, the current techniques are studied and, proving that the current works do not cover this objective, clustering or dynamic segmentation techniques applied to load profiles of electric energy consumption from domestic users are developed. These techniques are tested and validated on a database of hourly energy consumption values for a sample of residential customers in Spain during years 2008 and 2009. The results allow to observe both the characterization in consumption patterns of the different types of residential energy consumers, and their evolution over time, and to assess, for example, how the regulatory changes that occurred in Spain in the electricity sector during those years influenced in the temporal patterns of energy consumption.[ES] El sector eléctrico se halla actualmente sometido a un proceso de liberalización y separación de roles, que está siendo aplicado bajo los auspicios regulatorios de cada Estado Miembro de la Unión Europea y, por tanto, con distintas velocidades, perspectivas y objetivos que deben confluir en un horizonte común, en donde Europa se beneficiará de un mercado energético interconectado, en el cual productores y consumidores podrán participar en libre competencia. Este proceso de liberalización y separación de roles conlleva dos consecuencias o, visto de otra manera, conlleva una consecuencia principal de la cual se deriva, como necesidad, otra consecuencia inmediata. La consecuencia principal es el aumento de la complejidad en la gestión y supervisión de un sistema, el eléctrico, cada vez más interconectado y participativo, con conexión de fuentes distribuidas de energía, muchas de ellas de origen renovable, a distintos niveles de tensión y con distinta capacidad de generación, en cualquier punto de la red. De esta situación se deriva la otra consecuencia, que es la necesidad de comunicar información entre los distintos agentes, de forma fiable, segura y rápida, y que esta información sea analizada de la forma más eficaz posible, para que forme parte de los procesos de toma de decisiones que mejoran la observabilidad y controlabilidad de un sistema cada vez más complejo y con más agentes involucrados. Con el avance de las Tecnologías de Información y Comunicaciones (TIC), y las inversiones tanto en mejora de la infraestructura existente de medida y comunicaciones, como en llevar la obtención de medidas y la capacidad de actuación a un mayor número de puntos en redes de media y baja tensión, la disponibilidad de datos sobre el estado de la red es cada vez mayor y más completa. Todos estos sistemas forman parte de las llamadas Smart Grids, o redes inteligentes del futuro, un futuro ya no tan lejano. Una de estas fuentes de información proviene de los consumos energéticos de los clientes, medidos de forma periódica (cada hora, media hora o cuarto de hora) y enviados hacia las Distribuidoras desde los contadores inteligentes o Smart Meters, mediante infraestructura avanzada de medida o Advanced Metering Infrastructure (AMI). De esta forma, cada vez se tiene una mayor cantidad de información sobre los consumos energéticos de los clientes, almacenada en sistemas de Big Data. Esta cada vez mayor fuente de información demanda técnicas especializadas que sepan aprovecharla, extrayendo un conocimiento útil y resumido de la misma. La presente Tesis doctoral versa sobre el uso de esta información de consumos energéticos de los contadores inteligentes, en concreto sobre la aplicación de técnicas de minería de datos (data mining) para obtener patrones temporales que caractericen a los usuarios de energía eléctrica, agrupándolos según estos mismos patrones en un número reducido de grupos o clusters, que permiten evaluar la forma en que los usuarios consumen la energía, tanto a lo largo del día como durante una secuencia de días, permitiendo evaluar tendencias y predecir escenarios futuros. Para ello se estudian las técnicas actuales y, comprobando que los trabajos actuales no cubren este objetivo, se desarrollan técnicas de clustering o segmentación dinámica aplicadas a curvas de carga de consumo eléctrico diario de clientes domésticos. Estas técnicas se prueban y validan sobre una base de datos de consumos energéticos horarios de una muestra de clientes residenciales en España durante los años 2008 y 2009. Los resultados permiten observar tanto la caracterización en consumos de los distintos tipos de consumidores energéticos residenciales, como su evolución en el tiempo, y permiten evaluar, por ejemplo, cómo influenciaron en los patrones temporales de consumos los cambios regulatorios que se produjeron en España en el sector eléctrico durante esos años.[CA] El sector elèctric es troba actualment sotmès a un procés de liberalització i separació de rols, que s'està aplicant davall els auspicis reguladors de cada estat membre de la Unió Europea i, per tant, amb distintes velocitats, perspectives i objectius que han de confluir en un horitzó comú, on Europa es beneficiarà d'un mercat energètic interconnectat, en el qual productors i consumidors podran participar en lliure competència. Aquest procés de liberalització i separació de rols comporta dues conseqüències o, vist d'una altra manera, comporta una conseqüència principal de la qual es deriva, com a necessitat, una altra conseqüència immediata. La conseqüència principal és l'augment de la complexitat en la gestió i supervisió d'un sistema, l'elèctric, cada vegada més interconnectat i participatiu, amb connexió de fonts distribuïdes d'energia, moltes d'aquestes d'origen renovable, a distints nivells de tensió i amb distinta capacitat de generació, en qualsevol punt de la xarxa. D'aquesta situació es deriva l'altra conseqüència, que és la necessitat de comunicar informació entre els distints agents, de forma fiable, segura i ràpida, i que aquesta informació siga analitzada de la manera més eficaç possible, perquè forme part dels processos de presa de decisions que milloren l'observabilitat i controlabilitat d'un sistema cada vegada més complex i amb més agents involucrats. Amb l'avanç de les tecnologies de la informació i les comunicacions (TIC), i les inversions, tant en la millora de la infraestructura existent de mesura i comunicacions, com en el trasllat de l'obtenció de mesures i capacitat d'actuació a un nombre més gran de punts en xarxes de mitjana i baixa tensió, la disponibilitat de dades sobre l'estat de la xarxa és cada vegada major i més completa. Tots aquests sistemes formen part de les denominades Smart Grids o xarxes intel·ligents del futur, un futur ja no tan llunyà. Una d'aquestes fonts d'informació prové dels consums energètics dels clients, mesurats de forma periòdica (cada hora, mitja hora o quart d'hora) i enviats cap a les distribuïdores des dels comptadors intel·ligents o Smart Meters, per mitjà d'infraestructura avançada de mesura o Advanced Metering Infrastructure (AMI). D'aquesta manera, cada vegada es té una major quantitat d'informació sobre els consums energètics dels clients, emmagatzemada en sistemes de Big Data. Aquesta cada vegada major font d'informació demanda tècniques especialitzades que sàpiguen aprofitar-la, extraient-ne un coneixement útil i resumit. La present tesi doctoral versa sobre l'ús d'aquesta informació de consums energètics dels comptadors intel·ligents, en concret sobre l'aplicació de tècniques de mineria de dades (data mining) per a obtenir patrons temporals que caracteritzen els usuaris d'energia elèctrica, agrupant-los segons aquests mateixos patrons en una quantitat reduïda de grups o clusters, que permeten avaluar la forma en què els usuaris consumeixen l'energia, tant al llarg del dia com durant una seqüència de dies, i que permetent avaluar tendències i predir escenaris futurs. Amb aquesta finalitat, s'estudien les tècniques actuals i, en comprovar que els treballs actuals no cobreixen aquest objectiu, es desenvolupen tècniques de clustering o segmentació dinàmica aplicades a corbes de càrrega de consum elèctric diari de clients domèstics. Aquestes tècniques es proven i validen sobre una base de dades de consums energètics horaris d'una mostra de clients residencials a Espanya durant els anys 2008 i 2009. Els resultats permeten observar tant la caracterització en consums dels distints tipus de consumidors energètics residencials, com la seua evolució en el temps, i permeten avaluar, per exemple, com van influenciar en els patrons temporals de consums els canvis reguladors que es van produir a Espanya en el sector elèctric durant aquests anys.Benítez Sánchez, IJ. (2015). Dynamic segmentation techniques applied to load profiles of electric energy consumption from domestic users [Tesis doctoral no publicada]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/59236TESI

Proceedings, MSVSCC 2014

Proceedings of the 8th Annual Modeling, Simulation & Visualization Student Capstone Conference held on April 17, 2014 at VMASC in Suffolk, Virginia