10,755 research outputs found

    Solving DCOPs with Distributed Large Neighborhood Search

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    The field of Distributed Constraint Optimization has gained momentum in recent years, thanks to its ability to address various applications related to multi-agent cooperation. Nevertheless, solving Distributed Constraint Optimization Problems (DCOPs) optimally is NP-hard. Therefore, in large-scale, complex applications, incomplete DCOP algorithms are necessary. Current incomplete DCOP algorithms suffer of one or more of the following limitations: they (a) find local minima without providing quality guarantees; (b) provide loose quality assessment; or (c) are unable to benefit from the structure of the problem, such as domain-dependent knowledge and hard constraints. Therefore, capitalizing on strategies from the centralized constraint solving community, we propose a Distributed Large Neighborhood Search (D-LNS) framework to solve DCOPs. The proposed framework (with its novel repair phase) provides guarantees on solution quality, refining upper and lower bounds during the iterative process, and can exploit domain-dependent structures. Our experimental results show that D-LNS outperforms other incomplete DCOP algorithms on both structured and unstructured problem instances

    Local Search Techniques for Constrained Portfolio Selection Problems

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    We consider the problem of selecting a portfolio of assets that provides the investor a suitable balance of expected return and risk. With respect to the seminal mean-variance model of Markowitz, we consider additional constraints on the cardinality of the portfolio and on the quantity of individual shares. Such constraints better capture the real-world trading system, but make the problem more difficult to be solved with exact methods. We explore the use of local search techniques, mainly tabu search, for the portfolio selection problem. We compare and combine previous work on portfolio selection that makes use of the local search approach and we propose new algorithms that combine different neighborhood relations. In addition, we show how the use of randomization and of a simple form of adaptiveness simplifies the setting of a large number of critical parameters. Finally, we show how our techniques perform on public benchmarks.Comment: 22 pages, 3 figure

    Joint QoS multicast routing and channel assignment in multiradio multichannel wireless mesh networks using intelligent computational methods

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    Copyright @ 2010 Elsevier B.V. All rights reserved.In this paper, the quality of service multicast routing and channel assignment (QoS-MRCA) problem is investigated. It is proved to be a NP-hard problem. Previous work separates the multicast tree construction from the channel assignment. Therefore they bear severe drawback, that is, channel assignment cannot work well with the determined multicast tree. In this paper, we integrate them together and solve it by intelligent computational methods. First, we develop a unified framework which consists of the problem formulation, the solution representation, the fitness function, and the channel assignment algorithm. Then, we propose three separate algorithms based on three representative intelligent computational methods (i.e., genetic algorithm, simulated annealing, and tabu search). These three algorithms aim to search minimum-interference multicast trees which also satisfy the end-to-end delay constraint and optimize the usage of the scarce radio network resource in wireless mesh networks. To achieve this goal, the optimization techniques based on state of the art genetic algorithm and the techniques to control the annealing process and the tabu search procedure are well developed separately. Simulation results show that the proposed three intelligent computational methods based multicast algorithms all achieve better performance in terms of both the total channel conflict and the tree cost than those comparative references.This work was supported by the Engineering and Physical Sciences Research Council (EPSRC) of UK under Grant EP/E060722/1

    Bootstrap Robust Prescriptive Analytics

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    We address the problem of prescribing an optimal decision in a framework where its cost depends on uncertain problem parameters YY that need to be learned from data. Earlier work by Bertsimas and Kallus (2014) transforms classical machine learning methods that merely predict YY from supervised training data [(x1,y1),,(xn,yn)][(x_1, y_1), \dots, (x_n, y_n)] into prescriptive methods taking optimal decisions specific to a particular covariate context X=xˉX=\bar x. Their prescriptive methods factor in additional observed contextual information on a potentially large number of covariates X=xˉX=\bar x to take context specific actions z(xˉ)z(\bar x) which are superior to any static decision zz. Any naive use of limited training data may, however, lead to gullible decisions over-calibrated to one particular data set. In this paper, we borrow ideas from distributionally robust optimization and the statistical bootstrap of Efron (1982) to propose two novel prescriptive methods based on (nw) Nadaraya-Watson and (nn) nearest-neighbors learning which safeguard against overfitting and lead to improved out-of-sample performance. Both resulting robust prescriptive methods reduce to tractable convex optimization problems and enjoy a limited disappointment on bootstrap data. We illustrate the data-driven decision-making framework and our novel robustness notion on a small news vendor problem as well as a small portfolio allocation problem
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