A branch-and-bound methodology within algebraic modelling systems

Through the use of application-specific branch-and-bound directives it is possible to find solutions to combinatorial models that would otherwise be difficult or impossible to find by just using generic branch-and-bound techniques within the framework of mathematical programming. {\sc Minto} is an example of a system which offers the possibility to incorporate user-provided directives (written in {\sc C}) to guide the branch-and-bound search. Its main focus, however, remains on mathematical programming models. The aim of this paper is to present a branch-and-bound methodology for particular combinatorial structures to be embedded inside an algebraic modelling language. One advantage is the increased scope of application. Another advantage is that directives are more easily implemented at the modelling level than at the programming level

Clips: a capacity and lead time integrated procedure for scheduling.

We propose a general procedure to address real life job shop scheduling problems. The shop typically produces a variety of products, each with its own arrival stream, its own route through the shop and a given customer due date. The procedure first determines the manufacturing lot sizes for each product. The objective is to minimize the expected lead time and therefore we model the production environment as a queueing network. Given these lead times, release dates are set dynamically. This in turn creates a time window for every manufacturing order in which the various operations have to be sequenced. The sequencing logic is based on a Extended Shifting Bottleneck Procedure. These three major decisions are next incorporated into a four phase hierarchical operational implementation scheme. A small numerical example is used to illustrate the methodology. The final objective however is to develop a procedure that is useful for large, real life shops. We therefore report on a real life application.Model; Models; Applications; Product; Scheduling;

Cost-Based Optimization of Integration Flows

Integration flows are increasingly used to specify and execute data-intensive integration tasks between heterogeneous systems and applications. There are many different application areas such as real-time ETL and data synchronization between operational systems. For the reasons of an increasing amount of data, highly distributed IT infrastructures, and high requirements for data consistency and up-to-dateness of query results, many instances of integration flows are executed over time. Due to this high load and blocking synchronous source systems, the performance of the central integration platform is crucial for an IT infrastructure. To tackle these high performance requirements, we introduce the concept of cost-based optimization of imperative integration flows that relies on incremental statistics maintenance and inter-instance plan re-optimization. As a foundation, we introduce the concept of periodical re-optimization including novel cost-based optimization techniques that are tailor-made for integration flows. Furthermore, we refine the periodical re-optimization to on-demand re-optimization in order to overcome the problems of many unnecessary re-optimization steps and adaptation delays, where we miss optimization opportunities. This approach ensures low optimization overhead and fast workload adaptation

Counterfactual Risk Minimization: Learning from Logged Bandit Feedback

We develop a learning principle and an efficient algorithm for batch learning from logged bandit feedback. This learning setting is ubiquitous in online systems (e.g., ad placement, web search, recommendation), where an algorithm makes a prediction (e.g., ad ranking) for a given input (e.g., query) and observes bandit feedback (e.g., user clicks on presented ads). We first address the counterfactual nature of the learning problem through propensity scoring. Next, we prove generalization error bounds that account for the variance of the propensity-weighted empirical risk estimator. These constructive bounds give rise to the Counterfactual Risk Minimization (CRM) principle. We show how CRM can be used to derive a new learning method -- called Policy Optimizer for Exponential Models (POEM) -- for learning stochastic linear rules for structured output prediction. We present a decomposition of the POEM objective that enables efficient stochastic gradient optimization. POEM is evaluated on several multi-label classification problems showing substantially improved robustness and generalization performance compared to the state-of-the-art.Comment: 10 page