17,073 research outputs found
A Bayesian approach to constrained single- and multi-objective optimization
This article addresses the problem of derivative-free (single- or
multi-objective) optimization subject to multiple inequality constraints. Both
the objective and constraint functions are assumed to be smooth, non-linear and
expensive to evaluate. As a consequence, the number of evaluations that can be
used to carry out the optimization is very limited, as in complex industrial
design optimization problems. The method we propose to overcome this difficulty
has its roots in both the Bayesian and the multi-objective optimization
literatures. More specifically, an extended domination rule is used to handle
objectives and constraints in a unified way, and a corresponding expected
hyper-volume improvement sampling criterion is proposed. This new criterion is
naturally adapted to the search of a feasible point when none is available, and
reduces to existing Bayesian sampling criteria---the classical Expected
Improvement (EI) criterion and some of its constrained/multi-objective
extensions---as soon as at least one feasible point is available. The
calculation and optimization of the criterion are performed using Sequential
Monte Carlo techniques. In particular, an algorithm similar to the subset
simulation method, which is well known in the field of structural reliability,
is used to estimate the criterion. The method, which we call BMOO (for Bayesian
Multi-Objective Optimization), is compared to state-of-the-art algorithms for
single- and multi-objective constrained optimization
Multiobjective strategies for New Product Development in the pharmaceutical industry
New Product Development (NPD) constitutes a challenging problem in the pharmaceutical industry, due to the characteristics of the development pipeline. Formally, the NPD problem can be stated as follows: select a set of R&D projects from a pool of candidate projects in order to satisfy several criteria (economic profitability, time to market) while coping with the uncertain nature of the projects. More precisely, the recurrent key issues are to determine the projects to develop once target molecules have been identified, their order and the level of resources to assign. In this context, the proposed approach combines discrete event stochastic simulation (Monte Carlo approach) with multiobjective genetic algorithms (NSGAII type, Non-Sorted Genetic Algorithm II) to optimize the highly combinatorial portfolio management problem. In that context, Genetic Algorithms (GAs) are particularly attractive for treating this kind of problem, due to their ability to directly lead to the so-called Pareto front and to account for the combinatorial aspect. This work is illustrated with a study case involving nine interdependent new product candidates targeting three diseases. An analysis is performed for this test bench on the different pairs of criteria both for the bi- and tricriteria optimization: large portfolios cause resource queues and delays time to launch and are eliminated by the bi- and tricriteria optimization strategy. The optimization strategy is thus interesting to detect the sequence candidates. Time is an important criterion to consider simultaneously with NPV and risk criteria. The order in which drugs are released in the pipeline is of great importance as with scheduling problems
Multiobjective strategies for New Product Development in the pharmaceutical industry
New Product Development (NPD) constitutes a challenging problem in the pharmaceutical industry, due to the characteristics of the development pipeline. Formally, the NPD problem can be stated as follows: select a set of R&D projects from a pool of candidate projects in order to satisfy several criteria (economic profitability, time to market) while coping with the uncertain nature of the projects. More precisely, the recurrent key issues are to determine the projects to develop once target molecules have been identified, their order and the level of resources to assign. In this context, the proposed approach combines discrete event stochastic simulation (Monte Carlo approach) with multiobjective genetic algorithms (NSGAII type, Non-Sorted Genetic Algorithm II) to optimize the highly combinatorial portfolio management problem. In that context, Genetic Algorithms (GAs) are particularly attractive for treating this kind of problem, due to their ability to directly lead to the so-called Pareto front and to account for the combinatorial aspect. This work is illustrated with a study case involving nine interdependent new product candidates targeting three diseases. An analysis is performed for this test bench on the different pairs of criteria both for the bi- and tricriteria optimization: large portfolios cause resource queues and delays time to launch and are eliminated by the bi- and tricriteria optimization strategy. The optimization strategy is thus interesting to detect the sequence candidates. Time is an important criterion to consider simultaneously with NPV and risk criteria. The order in which drugs are released in the pipeline is of great importance as with scheduling problems
A Tutorial on Clique Problems in Communications and Signal Processing
Since its first use by Euler on the problem of the seven bridges of
K\"onigsberg, graph theory has shown excellent abilities in solving and
unveiling the properties of multiple discrete optimization problems. The study
of the structure of some integer programs reveals equivalence with graph theory
problems making a large body of the literature readily available for solving
and characterizing the complexity of these problems. This tutorial presents a
framework for utilizing a particular graph theory problem, known as the clique
problem, for solving communications and signal processing problems. In
particular, the paper aims to illustrate the structural properties of integer
programs that can be formulated as clique problems through multiple examples in
communications and signal processing. To that end, the first part of the
tutorial provides various optimal and heuristic solutions for the maximum
clique, maximum weight clique, and -clique problems. The tutorial, further,
illustrates the use of the clique formulation through numerous contemporary
examples in communications and signal processing, mainly in maximum access for
non-orthogonal multiple access networks, throughput maximization using index
and instantly decodable network coding, collision-free radio frequency
identification networks, and resource allocation in cloud-radio access
networks. Finally, the tutorial sheds light on the recent advances of such
applications, and provides technical insights on ways of dealing with mixed
discrete-continuous optimization problems
Algorithms for the minimum sum coloring problem: a review
The Minimum Sum Coloring Problem (MSCP) is a variant of the well-known vertex
coloring problem which has a number of AI related applications. Due to its
theoretical and practical relevance, MSCP attracts increasing attention. The
only existing review on the problem dates back to 2004 and mainly covers the
history of MSCP and theoretical developments on specific graphs. In recent
years, the field has witnessed significant progresses on approximation
algorithms and practical solution algorithms. The purpose of this review is to
provide a comprehensive inspection of the most recent and representative MSCP
algorithms. To be informative, we identify the general framework followed by
practical solution algorithms and the key ingredients that make them
successful. By classifying the main search strategies and putting forward the
critical elements of the reviewed methods, we wish to encourage future
development of more powerful methods and motivate new applications
On green routing and scheduling problem
The vehicle routing and scheduling problem has been studied with much
interest within the last four decades. In this paper, some of the existing
literature dealing with routing and scheduling problems with environmental
issues is reviewed, and a description is provided of the problems that have
been investigated and how they are treated using combinatorial optimization
tools
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