Optimising a nonlinear utility function in multi-objective integer programming

In this paper we develop an algorithm to optimise a nonlinear utility function of multiple objectives over the integer efficient set. Our approach is based on identifying and updating bounds on the individual objectives as well as the optimal utility value. This is done using already known solutions, linear programming relaxations, utility function inversion, and integer programming. We develop a general optimisation algorithm for use with k objectives, and we illustrate our approach using a tri-objective integer programming problem.Comment: 11 pages, 2 tables; v3: minor revisions, to appear in Journal of Global Optimizatio

A generic optimising feature extraction method using multiobjective genetic programming

In this paper, we present a generic, optimising feature extraction method using multiobjective genetic programming. We re-examine the feature extraction problem and show that effective feature extraction can significantly enhance the performance of pattern recognition systems with simple classifiers. A framework is presented to evolve optimised feature extractors that transform an input pattern space into a decision space in which maximal class separability is obtained. We have applied this method to real world datasets from the UCI Machine Learning and StatLog databases to verify our approach and compare our proposed method with other reported results. We conclude that our algorithm is able to produce classifiers of superior (or equivalent) performance to the conventional classifiers examined, suggesting removal of the need to exhaustively evaluate a large family of conventional classifiers on any new problem. (C) 2010 Elsevier B.V. All rights reserved

Random Neural Networks and Optimisation

In this thesis we introduce new models and learning algorithms for the Random Neural Network (RNN), and we develop RNN-based and other approaches for the solution of emergency management optimisation problems. With respect to RNN developments, two novel supervised learning algorithms are proposed. The first, is a gradient descent algorithm for an RNN extension model that we have introduced, the RNN with synchronised interactions (RNNSI), which was inspired from the synchronised firing activity observed in brain neural circuits. The second algorithm is based on modelling the signal-flow equations in RNN as a nonnegative least squares (NNLS) problem. NNLS is solved using a limited-memory quasi-Newton algorithm specifically designed for the RNN case. Regarding the investigation of emergency management optimisation problems, we examine combinatorial assignment problems that require fast, distributed and close to optimal solution, under information uncertainty. We consider three different problems with the above characteristics associated with the assignment of emergency units to incidents with injured civilians (AEUI), the assignment of assets to tasks under execution uncertainty (ATAU), and the deployment of a robotic network to establish communication with trapped civilians (DRNCTC). AEUI is solved by training an RNN tool with instances of the optimisation problem and then using the trained RNN for decision making; training is achieved using the developed learning algorithms. For the solution of ATAU problem, we introduce two different approaches. The first is based on mapping parameters of the optimisation problem to RNN parameters, and the second on solving a sequence of minimum cost flow problems on appropriately constructed networks with estimated arc costs. For the exact solution of DRNCTC problem, we develop a mixed-integer linear programming formulation, which is based on network flows. Finally, we design and implement distributed heuristic algorithms for the deployment of robots when the civilian locations are known or uncertain

Optimal Scheduling of Trains on a Single Line Track

This paper describes the development and use of a model designed to optimise train schedules on single line rail corridors. The model has been developed with two major applications in mind, namely: as a decision support tool for train dispatchers to schedule trains in real time in an optimal way; and as a planning tool to evaluate the impact of timetable changes, as well as railroad infrastructure changes. The mathematical programming model described here schedules trains over a single line track. The priority of each train in a conflict depends on an estimate of the remaining crossing and overtaking delay, as well as the current delay. This priority is used in a branch and bound procedure to allow and optimal solution to reasonable size train scheduling problems to be determined efficiently. The use of the model in an application to a 'real life' problem is discussed. The impacts of changing demand by increasing the number of trains, and reducing the number of sidings for a 150 kilometre section of single line track are discussed. It is concluded that the model is able to produce useful results in terms of optimal schedules in a reasonable time for the test applications shown here

Efficient, Superstabilizing Decentralised Optimisation for Dynamic Task Allocation Environments

Decentralised optimisation is a key issue for multi-agent systems, and while many solution techniques have been developed, few provide support for dynamic environments, which change over time, such as disaster management. Given this, in this paper, we present Bounded Fast Max Sum (BFMS): a novel, dynamic, superstabilizing algorithm which provides a bounded approximate solution to certain classes of distributed constraint optimisation problems. We achieve this by eliminating dependencies in the constraint functions, according to how much impact they have on the overall solution value. In more detail, we propose iGHS, which computes a maximum spanning tree on subsections of the constraint graph, in order to reduce communication and computation overheads. Given this, we empirically evaluate BFMS, which shows that BFMS reduces communication and computation done by Bounded Max Sum by up to 99%, while obtaining 60-88% of the optimal utility

Iterative robust search (iRoSe) : a framework for coevolutionary hyperparameter optimisation

Finding an optimal hyperparameter configuration for machine learning algorithms is challenging due to hyperparameter effects that could vary with algorithms, dataset and distribution, as also due to the large combinatorial search space of hyperparameter values requiring expensive trials. Furthermore, extant optimisation procedures that search out optima randomly and in a manner non-specific to the optimisation problem, when viewed through the "No Free Lunches" theorem, could be considered a priori unjustifiable. In seeking a coevolutionary, adaptive strategy that robustifies the search for optimal hyperparameter values, we investigate specifics of the optimisation problem through 'macro-modelling' that abstracts out the complexity of the algorithm in terms of signal, control factors, noise factors and response. We design and run a budgeted number of 'proportionally balanced' trials using a predetermined mix of candidate control factors. Based on the responses from these proportional trials, we conduct 'main effects analysis' of individual hyperparameters of the algorithm, in terms of the signal to noise ratio, to derive hyperparameter configurations that enhance targeted performance characteristics through additivity. We formulate an iterative Robust Search (iRoSe) hyperparameter optimisation framework that leverages these problem-specific insights. Initialised with a valid hyperparameter configuration, iRoSe evidences ability to adaptively converge to a configuration that produces effective gain in performance characteristic, through designed search trials that are justifiable through extant theory. We demonstrate the iRoSe optimisation framework on a Deep Neural Network and CIFAR-10 dataset, comparing it to Bayesian optimisation procedure, to highlight the transformation achieved