Finding Optimal Strategies in a Multi-Period Multi-Leader-Follower Stackelberg Game Using an Evolutionary Algorithm

Stackelberg games are a classic example of bilevel optimization problems, which are often encountered in game theory and economics. These are complex problems with a hierarchical structure, where one optimization task is nested within the other. Despite a number of studies on handling bilevel optimization problems, these problems still remain a challenging territory, and existing methodologies are able to handle only simple problems with few variables under assumptions of continuity and differentiability. In this paper, we consider a special case of a multi-period multi-leader-follower Stackelberg competition model with non-linear cost and demand functions and discrete production variables. The model has potential applications, for instance in aircraft manufacturing industry, which is an oligopoly where a few giant firms enjoy a tremendous commitment power over the other smaller players. We solve cases with different number of leaders and followers, and show how the entrance or exit of a player affects the profits of the other players. In the presence of various model complexities, we use a computationally intensive nested evolutionary strategy to find an optimal solution for the model. The strategy is evaluated on a test-suite of bilevel problems, and it has been shown that the method is successful in handling difficult bilevel problems.Comment: To be published in Computers and Operations Researc

Eigenvector Synchronization, Graph Rigidity and the Molecule Problem

The graph realization problem has received a great deal of attention in recent years, due to its importance in applications such as wireless sensor networks and structural biology. In this paper, we extend on previous work and propose the 3D-ASAP algorithm, for the graph realization problem in $\mathbb{R}^3$, given a sparse and noisy set of distance measurements. 3D-ASAP is a divide and conquer, non-incremental and non-iterative algorithm, which integrates local distance information into a global structure determination. Our approach starts with identifying, for every node, a subgraph of its 1-hop neighborhood graph, which can be accurately embedded in its own coordinate system. In the noise-free case, the computed coordinates of the sensors in each patch must agree with their global positioning up to some unknown rigid motion, that is, up to translation, rotation and possibly reflection. In other words, to every patch there corresponds an element of the Euclidean group Euc(3) of rigid transformations in $\mathbb{R}^3$, and the goal is to estimate the group elements that will properly align all the patches in a globally consistent way. Furthermore, 3D-ASAP successfully incorporates information specific to the molecule problem in structural biology, in particular information on known substructures and their orientation. In addition, we also propose 3D-SP-ASAP, a faster version of 3D-ASAP, which uses a spectral partitioning algorithm as a preprocessing step for dividing the initial graph into smaller subgraphs. Our extensive numerical simulations show that 3D-ASAP and 3D-SP-ASAP are very robust to high levels of noise in the measured distances and to sparse connectivity in the measurement graph, and compare favorably to similar state-of-the art localization algorithms.Comment: 49 pages, 8 figure

Fuzzy Supernova Templates I: Classification

Modern supernova (SN) surveys are now uncovering stellar explosions at rates that far surpass what the world's spectroscopic resources can handle. In order to make full use of these SN datasets, it is necessary to use analysis methods that depend only on the survey photometry. This paper presents two methods for utilizing a set of SN light curve templates to classify SN objects. In the first case we present an updated version of the Bayesian Adaptive Template Matching program (BATM). To address some shortcomings of that strictly Bayesian approach, we introduce a method for Supernova Ontology with Fuzzy Templates (SOFT), which utilizes Fuzzy Set Theory for the definition and combination of SN light curve models. For well-sampled light curves with a modest signal to noise ratio (S/N>10), the SOFT method can correctly separate thermonuclear (Type Ia) SNe from core collapse SNe with 98% accuracy. In addition, the SOFT method has the potential to classify supernovae into sub-types, providing photometric identification of very rare or peculiar explosions. The accuracy and precision of the SOFT method is verified using Monte Carlo simulations as well as real SN light curves from the Sloan Digital Sky Survey and the SuperNova Legacy Survey. In a subsequent paper the SOFT method is extended to address the problem of parameter estimation, providing estimates of redshift, distance, and host galaxy extinction without any spectroscopy.Comment: 26 pages, 12 figures. Accepted to Ap

The effect of short ray trajectories on the scattering statistics of wave chaotic systems

In many situations, the statistical properties of wave systems with chaotic classical limits are well-described by random matrix theory. However, applications of random matrix theory to scattering problems require introduction of system specific information into the statistical model, such as the introduction of the average scattering matrix in the Poisson kernel. Here it is shown that the average impedance matrix, which also characterizes the system-specific properties, can be expressed in terms of classical trajectories that travel between ports and thus can be calculated semiclassically. Theoretical results are compared with numerical solutions for a model wave-chaotic system

Randomized hybrid linear modeling by local best-fit flats

The hybrid linear modeling problem is to identify a set of d-dimensional affine sets in a D-dimensional Euclidean space. It arises, for example, in object tracking and structure from motion. The hybrid linear model can be considered as the second simplest (behind linear) manifold model of data. In this paper we will present a very simple geometric method for hybrid linear modeling based on selecting a set of local best fit flats that minimize a global l1 error measure. The size of the local neighborhoods is determined automatically by the Jones' l2 beta numbers; it is proven under certain geometric conditions that good local neighborhoods exist and are found by our method. We also demonstrate how to use this algorithm for fast determination of the number of affine subspaces. We give extensive experimental evidence demonstrating the state of the art accuracy and speed of the algorithm on synthetic and real hybrid linear data.Comment: To appear in the proceedings of CVPR 201