Privacy in resource allocation problems

Collaborative decision-making processes help parties optimize their operations, remain competitive in their markets, and improve their performances with environmental issues. However, those parties also want to keep their data private to meet their obligations regarding various regulations and not to disclose their strategic information to the competitors. In this thesis, we study collaborative capacity allocation among multiple parties and present that (near) optimal allocations can be realized while considering the parties' privacy concerns.We first attempt to solve the multi-party resource sharing problem by constructing a single model that is available to all parties. We propose an equivalent data-private model that meets the parties' data privacy requirements while ensuring optimal solutions for each party. We show that when the proposed model is solved, each party can only get its own optimal decisions and cannot observe others' solutions. We support our findings with a simulation study.The third and fourth chapters of this thesis focus on the problem from a different perspective in which we use a reformulation that can be used to distribute the problem among the involved parties. This decomposition lets us eliminate almost all the information-sharing requirements. In Chapter 3, together with the reformulated model, we benefit from a secure multi-party computation protocol that allows parties to disguise their shared information while attaining optimal allocation decisions. We conduct a simulation study on a planning problem and show our proposed algorithm in practice. We use the decomposition approach in Chapter 4 with a different privacy notion. We employ differential privacy as our privacy definition and design a differentially private algorithm for solving the multi-party resource sharing problem. Differential privacy brings in formal data privacy guarantees at the cost of deviating slightly from optimality. We provide bounds on this deviation and discuss the consequences of these theoretical results. We show the proposed algorithm on a planning problem and present insights about its efficiency.<br/

A Tutorial on Distributed Optimization for Cooperative Robotics: from Setups and Algorithms to Toolboxes and Research Directions

Several interesting problems in multi-robot systems can be cast in the framework of distributed optimization. Examples include multi-robot task allocation, vehicle routing, target protection and surveillance. While the theoretical analysis of distributed optimization algorithms has received significant attention, its application to cooperative robotics has not been investigated in detail. In this paper, we show how notable scenarios in cooperative robotics can be addressed by suitable distributed optimization setups. Specifically, after a brief introduction on the widely investigated consensus optimization (most suited for data analytics) and on the partition-based setup (matching the graph structure in the optimization), we focus on two distributed settings modeling several scenarios in cooperative robotics, i.e., the so-called constraint-coupled and aggregative optimization frameworks. For each one, we consider use-case applications, and we discuss tailored distributed algorithms with their convergence properties. Then, we revise state-of-the-art toolboxes allowing for the implementation of distributed schemes on real networks of robots without central coordinators. For each use case, we discuss their implementation in these toolboxes and provide simulations and real experiments on networks of heterogeneous robots

Distributed online algorithms for energy management in smart grids

The 21st-century electric power grid is transitioning from a centralized structure designed for bulk-power transfer to a distributed paradigm that integrates the variable renewable energy (VRE) resources spatially distributed across the grid. This work proposes algorithmic solutions for distributed economic dispatch based on Subgradient method and Alternating Direction Method of Multipliers (ADMM), both designed to be agnostic with any initialization vector. The proposed distributed online solutions leverage a dynamic average consensus algorithm to track the time-variant linearly coupled constraint that allows an abrupt change in power demand of the network because of the high penetration of VRE resources. The problems are modeled as discrete dynamic systems to investigate the stability and convergence of the algorithm. The update procedures are designed such that the iterates converge to the optimal solution of the original optimization problem, steered by the gain parameter corresponding to the second largest eigenvalue of the system matrix

AI in Medical Imaging Informatics: Current Challenges and Future Directions

This paper reviews state-of-the-art research solutions across the spectrum of medical imaging informatics, discusses clinical translation, and provides future directions for advancing clinical practice. More specifically, it summarizes advances in medical imaging acquisition technologies for different modalities, highlighting the necessity for efficient medical data management strategies in the context of AI in big healthcare data analytics. It then provides a synopsis of contemporary and emerging algorithmic methods for disease classification and organ/ tissue segmentation, focusing on AI and deep learning architectures that have already become the de facto approach. The clinical benefits of in-silico modelling advances linked with evolving 3D reconstruction and visualization applications are further documented. Concluding, integrative analytics approaches driven by associate research branches highlighted in this study promise to revolutionize imaging informatics as known today across the healthcare continuum for both radiology and digital pathology applications. The latter, is projected to enable informed, more accurate diagnosis, timely prognosis, and effective treatment planning, underpinning precision medicine

Routing and scheduling optimisation under uncertainty for engineering applications

The thesis aims to develop a viable computational approach suitable for solving large vehicle routing and scheduling optimisation problems affected by uncertainty. The modelling framework is built upon recent advances in Stochastic Optimisation, Robust Optimisation and Distributionally Robust Optimization. The utility of the methodology is presented on two classes of discrete optimisation problems: scheduling satellite communication, which is a variant of Machine Scheduling, and the Vehicle Routing Problem with Time Windows and Synchronised Visits. For each problem class, a practical engineering application is formulated using data coming from the real world. The significant size of the problem instances reinforced the need to apply a different computational approach for each problem class. Satellite communication is scheduled using a Mixed-Integer Programming solver. In contrast, the vehicle routing problem with synchronised visits is solved using a hybrid method that combines Iterated Local Search, Constraint Programming and the Guided Local Search metaheuristic. The featured application of scheduling satellite communication is the Satellite Quantum Key Distribution for a system that consists of one spacecraft placed in the Lower Earth Orbit and a network of optical ground stations located in the United Kingdom. The satellite generates cryptographic keys and transmits them to individual ground stations. Each ground station should receive the number of keys in proportion to the importance of the ground station in the network. As clouds containing water attenuate the signal, reliable scheduling needs to account for cloud cover predictions, which are naturally affected by uncertainty. A new uncertainty sets tailored for modelling uncertainty in predictions of atmospheric phenomena is the main contribution to the methodology. The uncertainty set models the evolution of uncertain parameters using a Multivariate Vector Auto-Regressive Time Series, which preserves correlations over time and space. The problem formulation employing the new uncertainty set compares favourably to a suite of alternative models adapted from the literature considering both the computational time and the cost-effectiveness of the schedule evaluated in the cloud cover conditions observed in the real world. The other contribution of the thesis in the satellite scheduling domain is the formulation of the Satellite Quantum Key Distribution problem. The proof of computational complexity and thorough performance analysis of an example Satellite Quantum Key Distribution system accompany the formulation. The Home Care Scheduling and Routing Problem, which instances are solved for the largest provider of such services in Scotland, is the application of the Vehicle Routing Problem with Time Windows and Synchronised Visits. The problem instances contain over 500 visits. Around 20% of them require two carers simultaneously. Such problem instances are well beyond the scalability limitations of the exact method and considerably larger than instances of similar problems considered in the literature. The optimisation approach proposed in the thesis found effective solutions in attractive computational time (i.e., less than 30 minutes) and the solutions reduced the total travel time threefold compared to alternative schedules computed by human planners. The Essential Riskiness Index Optimisation was incorporated into the Constraint Programming model to address uncertainty in visits' duration. Besides solving large problem instances from the real world, the solution method reproduced the majority of the best results reported in the literature and strictly improved the solutions for several instances of a well-known benchmark for the Vehicle Routing Problem with Time Windows and Synchronised Visits.The thesis aims to develop a viable computational approach suitable for solving large vehicle routing and scheduling optimisation problems affected by uncertainty. The modelling framework is built upon recent advances in Stochastic Optimisation, Robust Optimisation and Distributionally Robust Optimization. The utility of the methodology is presented on two classes of discrete optimisation problems: scheduling satellite communication, which is a variant of Machine Scheduling, and the Vehicle Routing Problem with Time Windows and Synchronised Visits. For each problem class, a practical engineering application is formulated using data coming from the real world. The significant size of the problem instances reinforced the need to apply a different computational approach for each problem class. Satellite communication is scheduled using a Mixed-Integer Programming solver. In contrast, the vehicle routing problem with synchronised visits is solved using a hybrid method that combines Iterated Local Search, Constraint Programming and the Guided Local Search metaheuristic. The featured application of scheduling satellite communication is the Satellite Quantum Key Distribution for a system that consists of one spacecraft placed in the Lower Earth Orbit and a network of optical ground stations located in the United Kingdom. The satellite generates cryptographic keys and transmits them to individual ground stations. Each ground station should receive the number of keys in proportion to the importance of the ground station in the network. As clouds containing water attenuate the signal, reliable scheduling needs to account for cloud cover predictions, which are naturally affected by uncertainty. A new uncertainty sets tailored for modelling uncertainty in predictions of atmospheric phenomena is the main contribution to the methodology. The uncertainty set models the evolution of uncertain parameters using a Multivariate Vector Auto-Regressive Time Series, which preserves correlations over time and space. The problem formulation employing the new uncertainty set compares favourably to a suite of alternative models adapted from the literature considering both the computational time and the cost-effectiveness of the schedule evaluated in the cloud cover conditions observed in the real world. The other contribution of the thesis in the satellite scheduling domain is the formulation of the Satellite Quantum Key Distribution problem. The proof of computational complexity and thorough performance analysis of an example Satellite Quantum Key Distribution system accompany the formulation. The Home Care Scheduling and Routing Problem, which instances are solved for the largest provider of such services in Scotland, is the application of the Vehicle Routing Problem with Time Windows and Synchronised Visits. The problem instances contain over 500 visits. Around 20% of them require two carers simultaneously. Such problem instances are well beyond the scalability limitations of the exact method and considerably larger than instances of similar problems considered in the literature. The optimisation approach proposed in the thesis found effective solutions in attractive computational time (i.e., less than 30 minutes) and the solutions reduced the total travel time threefold compared to alternative schedules computed by human planners. The Essential Riskiness Index Optimisation was incorporated into the Constraint Programming model to address uncertainty in visits' duration. Besides solving large problem instances from the real world, the solution method reproduced the majority of the best results reported in the literature and strictly improved the solutions for several instances of a well-known benchmark for the Vehicle Routing Problem with Time Windows and Synchronised Visits

Modeling, Predicting and Capturing Human Mobility

Realistic models of human mobility are critical for modern day applications, specifically for recommendation systems, resource planning and process optimization domains. Given the rapid proliferation of mobile devices equipped with Internet connectivity and GPS functionality today, aggregating large sums of individual geolocation data is feasible. The thesis focuses on methodologies to facilitate data-driven mobility modeling by drawing parallels between the inherent nature of mobility trajectories, statistical physics and information theory. On the applied side, the thesis contributions lie in leveraging the formulated mobility models to construct prediction workflows by adopting a privacy-by-design perspective. This enables end users to derive utility from location-based services while preserving their location privacy. Finally, the thesis presents several approaches to generate large-scale synthetic mobility datasets by applying machine learning approaches to facilitate experimental reproducibility