Optimistic Variants of Single-Objective Bilevel Optimization for Evolutionary Algorithms

Single-objective bilevel optimization is a specialized form of constraint optimization problems where one of the constraints is an optimization problem itself. These problems are typically non-convex and strongly NP-Hard. Recently, there has been an increased interest from the evolutionary computation community to model bilevel problems due to its applicability in real-world applications for decision-making problems. In this work, a partial nested evolutionary approach with a local heuristic search has been proposed to solve the benchmark problems and have outstanding results. This approach relies on the concept of intermarriage-crossover in search of feasible regions by exploiting information from the constraints. A new variant has also been proposed to the commonly used convergence approaches, i.e., optimistic and pessimistic. It is called an extreme optimistic approach. The experimental results demonstrate the algorithm converges differently to known optimum solutions with the optimistic variants. Optimistic approach also outperforms pessimistic approach. Comparative statistical analysis of our approach with other recently published partial to complete evolutionary approaches demonstrates very competitive results

Learning Active Constraints to Efficiently Solve Linear Bilevel Problems

Bilevel programming can be used to formulate many engineering and economics problems. However, common reformulations of bilevel problems to mixed-integer linear programs (through the use of Karush-Kuhn-Tucker conditions) make solving such problems hard, which impedes their implementation in real-life. In this paper, we significantly improve solution speed and tractability by introducing decision trees to learn the active constraints of the lower-level problem, while avoiding to introduce binaries and big-M constants. The application of machine learning reduces the online solving time, and becomes particularly beneficial when the same problem has to be solved multiple times. We apply our approach to power systems problems, and especially to the strategic bidding of generators in electricity markets, where generators solve the same problem many times for varying load demand or renewable production. Three methods are developed and applied to the problem of a strategic generator, with a DCOPF in the lower-level. We show that for networks of varying sizes, the computational burden is significantly reduced, while we also manage to find solutions for strategic bidding problems that were previously intractable.Comment: 11 pages, 5 figure

An analytics-based heuristic decomposition of a bilevel multiple-follower cutting stock problem

This paper presents a new class of multiple-follower bilevel problems and a heuristic approach to solving them. In this new class of problems, the followers may be nonlinear, do not share constraints or variables, and are at most weakly constrained. This allows the leader variables to be partitioned among the followers. We show that current approaches for solving multiple-follower problems are unsuitable for our new class of problems and instead we propose a novel analytics-based heuristic decomposition approach. This approach uses Monte Carlo simulation and k-medoids clustering to reduce the bilevel problem to a single level, which can then be solved using integer programming techniques. The examples presented show that our approach produces better solutions and scales up better than the other approaches in the literature. Furthermore, for large problems, we combine our approach with the use of self-organising maps in place of k-medoids clustering, which significantly reduces the clustering times. Finally, we apply our approach to a real-life cutting stock problem. Here a forest harvesting problem is reformulated as a multiple-follower bilevel problem and solved using our approachThis publication has emanated from research conducted with the financial support of Science Foundation Ireland (SFI) under Grant Number SFI/12/RC/228

A Multi-Level Framework for the Detection, Prioritization and Testing of Software Design Defects

Large-scale software systems exhibit high complexity and become difficult to maintain. In fact, it has been reported that software cost dedicated to maintenance and evolution activities is more than 80% of the total software costs. In particular, object-oriented software systems need to follow some traditional design principles such as data abstraction, encapsulation, and modularity. However, some of these non-functional requirements can be violated by developers for many reasons such as inexperience with object-oriented design principles, deadline stress. This high cost of maintenance activities could potentially be greatly reduced by providing automatic or semi-automatic solutions to increase system‟s comprehensibility, adaptability and extensibility to avoid bad-practices. The detection of refactoring opportunities focuses on the detection of bad smells, also called antipatterns, which have been recognized as the design situations that may cause software failures indirectly. The correction of one bad smell may influence other bad smells. Thus, the order of fixing bad smells is important to reduce the effort and maximize the refactoring benefits. However, very few studies addressed the problem of finding the optimal sequence in which the refactoring opportunities, such as bad smells, should be ordered. Few other studies tried to prioritize refactoring opportunities based on the types of bad smells to determine their severity. However, the correction of severe bad smells may require a high effort which should be optimized and the relationships between the different bad smells are not considered during the prioritization process. The main goal of this research is to help software engineers to refactor large-scale systems with a minimum effort and few interactions including the detection, management and testing of refactoring opportunities. We report the results of an empirical study with an implementation of our bi-level approach. The obtained results provide evidence to support the claim that our proposal is more efficient, on average, than existing techniques based on a benchmark of 9 open source systems and 1 industrial project. We have also evaluated the relevance and usefulness of the proposed bi-level framework for software engineers to improve the quality of their systems and support the detection of transformation errors by generating efficient test cases.Ph.D.Information Systems Engineering, College of Engineering and Computer ScienceUniversity of Michigan-Dearbornhttp://deepblue.lib.umich.edu/bitstream/2027.42/136075/1/Dilan_Sahin_Final Dissertation.pdfDescription of Dilan_Sahin_Final Dissertation.pdf : Dissertatio

A Detection and Mitigation System for Unintended Acceleration: An Integrated Hybrid Data-driven and Model-based Approach

This study presents an integrated hybrid data-driven and model-based approach to detecting abnormal driving conditions. Vehicle data (e.g., velocity and gas pedal position) and traffic data (e.g., positions and velocities of cars nearby) are proposed for use in the detection process. In this study, the abnormal driving condition mainly refers to unintended acceleration (UA), which is the unintended, unexpected, uncontrolled acceleration of a vehicle. It is often accompanied by an apparent loss of braking effectiveness. UA has become one of the most complained-about vehicle problems in recent history. The data-driven algorithm aims to use historical data to develop a model that describes the boundary between normal and abnormal vehicle behavior in the vehicle data space. At first, several detection models were created by analyzing historical vehicle data at specific moments such as acceleration peaks and gear shifting. After that, these models were incorporated into a detection system. The system decided if a UA event had occurred by sending real-time vehicle data to the models and comprehensively analyzing their diagnostic results. Besides the data-driven algorithm, a driver model-based approach is proposed. An adaptive and rational driver model based on game theory was developed for a human driver. It was combined with a vehicle model to predict future vehicle behavior. The differences between real driving behavior and predicted driving behavior were recorded and analyzed by the detection system. An unusually large difference indicated a high probability of an abnormal event. Both the data-driven approach and the model-based approach were tested in the Simulink/dSPACE environment. It allowed a human driver to use analog steering wheels and pedals to control a virtual vehicle in real time and made tests more realistic. Vehicle models and traffic models were created in dSPACE to study the influences of UA and ineffective brakes in various roadway driving situations. Test results show that the integrated system was capable of detecting UA in one second with high accuracy. Finally, a brake assist system was designed to cooperate with the detection system, which reduced the risk of accidents

Bi-level optimisation and machine learning in the management of large service-oriented field workforces.

The tactical planning problem for members of the service industry with large multi-skilled workforces is an important process that is often underlooked. It sits between the operational plan - which involves the actual allocation of members of the workforce to tasks - and the strategic plan where long term visions are set. An accurate tactical plan can have great benefits to service organisations and this is something we demonstrate in this work. Sitting where it does, it is made up of a mix of forecast and actual data, which can make effectively solving the problem difficult. In members of the service industry with large multi-skilled workforces it can often become a very large problem very quickly, as the number of decisions scale quickly with the number of elements within the plan. In this study, we first update and define the tactical planning problem to fit the process currently undertaken manually in practice. We then identify properties within the problem that identify it as a new candidate for the application of bi-level optimisation techniques. The tactical plan is defined in the context of a pair of leader-follower linked sub-models, which we show to be solvable to produce automated solutions to the tactical plan. We further identify the need for the use of machine learning techniques to effectively find solutions in practical applications, where limited detail is available in the data due to its forecast nature. We develop neural network models to solve this issue and show that they provide more accurate results than the current planners. Finally, we utilise them as a surrogate for the follower in the bi-level framework to provide real world applicable solutions to the tactical planning problem. The models developed in this work have already begun to be deployed in practice and are providing significant impact. This is along with identifying a new application area for bi-level modelling techniques