Dynamic online resource allocation problems

Online resource allocation problems consider assigning a limited number of available resources to sequentially arriving requests with the objective to maximize rewards. With the emergence of e-business, applications such as online order fulfillment and customer service require real-time resource allocation decisions to guarantee high service quality and customer satisfaction. Other typical applications include operation room scheduling, organ transplant, and passenger screening in aviation security. This dissertation approaches the dynamic online resource allocation problem by considering two models: multi-objective sequential stochastic assignment problems and online interval scheduling problems. Multi-objective sequential stochastic assignment problems are a class of matching problems. A fixed number of jobs arrive sequentially to be assigned to one of the available workers, with an n-dimensional value vector revealed upon each arrival. The objective is to maximize the reward vector given by the product of the job value vector and worker's success rate. We conduct a complete asymptotic analysis for three classes of Pareto optimal policies, with convergence rates and asymptotic objective values provided. Online interval scheduling problems consider reusable resources, where an adversarial sequence of jobs with fixed lengths are to be assigned on available machines. The objective is to maximize the total reward for completed jobs given by the product of the job value and the machine weight. For homogeneous machines, we propose a Pairing-m algorithm, which is 2-competitive for even m and (2+2/m)-competitive for odd m. For heterogeneous machines, two classes of approximation algorithms, Cooperative Greedy algorithms and Prioritized Greedy algorithms, are compared using competitive ratios with respect to varying machine weight ratios. We also provide lower bounds for competitive ratios of deterministic online scheduling algorithms in various scenarios. Stochastic online interval scheduling problems consider a sequence of jobs drawn from a given distribution. For identically and independently distributed jobs with a known distribution, we propose 2-competitive online algorithms for both equal-length and memoryless-length jobs. For job sequences with a random order of arrivals, we propose e-competitive and e^2/(e-1)-competitive online algorithms for both equal-length and memoryless-length jobs. We further extend these results to jobs with a random order of arrivals and geometric arrivals with parameter p. We propose a primal-dual analysis framework for online interval scheduling algorithms for both adversarial and stochastic job sequences. We formulate the online interval scheduling as a linear program with a corresponding dual program. For stochastic job sequences, we use complementary slackness conditions and weak duality to derive optimal algorithms and upper bounds for the optimal reward, respectively. For adversarial sequences, we use weak duality to compute the competitive ratios of scheduling algorithms

Decentralized Greedy-Based Algorithm for Smart Energy Management in Plug-in Electric Vehicle Energy Distribution Systems

Variations in electricity tariffs arising due to stochastic demand loads on the power grids have stimulated research in finding optimal charging/discharging scheduling solutions for electric vehicles (EVs). Most of the current EV scheduling solutions are either centralized, which suffer from low reliability and high complexity, while existing decentralized solutions do not facilitate the efficient scheduling of on-move EVs in large-scale networks considering a smart energy distribution system. Motivated by smart cities applications, we consider in this paper the optimal scheduling of EVs in a geographically large-scale smart energy distribution system where EVs have the flexibility of charging/discharging at spatially-deployed smart charging stations (CSs) operated by individual aggregators. In such a scenario, we define the social welfare maximization problem as the total profit of both supply and demand sides in the form of a mixed integer non-linear programming (MINLP) model. Due to the intractability, we then propose an online decentralized algorithm with low complexity which utilizes effective heuristics to forward each EV to the most profitable CS in a smart manner. Results of simulations on the IEEE 37 bus distribution network verify that the proposed algorithm improves the social welfare by about 30% on average with respect to an alternative scheduling strategy under the equal participation of EVs in charging and discharging operations. Considering the best-case performance where only EV profit maximization is concerned, our solution also achieves upto 20% improvement in flatting the final electricity load. Furthermore, the results reveal the existence of an optimal number of CSs and an optimal vehicle-to-grid penetration threshold for which the overall profit can be maximized. Our findings serve as guidelines for V2G system designers in smart city scenarios to plan a cost-effective strategy for large-scale EVs distributed energy management

Time and Location Aware Mobile Data Pricing

Mobile users' correlated mobility and data consumption patterns often lead to severe cellular network congestion in peak hours and hot spots. This paper presents an optimal design of time and location aware mobile data pricing, which incentivizes users to smooth traffic and reduce network congestion. We derive the optimal pricing scheme through analyzing a two-stage decision process, where the operator determines the time and location aware prices by minimizing his total cost in Stage I, and each mobile user schedules his mobile traffic by maximizing his payoff (i.e., utility minus payment) in Stage II. We formulate the two-stage decision problem as a bilevel optimization problem, and propose a derivative-free algorithm to solve the problem for any increasing concave user utility functions. We further develop low complexity algorithms for the commonly used logarithmic and linear utility functions. The optimal pricing scheme ensures a win-win situation for the operator and users. Simulations show that the operator can reduce the cost by up to 97.52% in the logarithmic utility case and 98.70% in the linear utility case, and users can increase their payoff by up to 79.69% and 106.10% for the two types of utilities, respectively, comparing with a time and location independent pricing benchmark. Our study suggests that the operator should provide price discounts at less crowded time slots and locations, and the discounts need to be significant when the operator's cost of provisioning excessive traffic is high or users' willingness to delay traffic is low.Comment: This manuscript serves as the online technical report of the article accepted by IEEE Transactions on Mobile Computin

Decision support for build-to-order supply chain management through multiobjective optimization

This paper aims to identify the gaps in decision-making support based on multiobjective optimization for build-to-order supply chain management (BTOSCM). To this end, it reviews the literature available on modelling build-to-order supply chains (BTO-SC) with the focus on adopting multiobjective optimization (MOO) techniques as a decision support tool. The literature has been classified based on the nature of the decisions in different part of the supply chain, and the key decision areas across a typical BTO-SC are discussed in detail. Available software packages suitable for supporting decision making in BTO supply chains are also identified and their related solutions are outlined. The gap between the modelling and optimization techniques developed in the literature and the decision support needed in practice are highlighted and future research directions to better exploit the decision support capabilities of MOO are proposed

Decision support for build-to-order supply chain management through multiobjective optimization

This is the post-print version of the final paper published in International Journal of Production Economics. The published article is available from the link below. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. Copyright @ 2010 Elsevier B.V.This paper aims to identify the gaps in decision-making support based on multiobjective optimization (MOO) for build-to-order supply chain management (BTO-SCM). To this end, it reviews the literature available on modelling build-to-order supply chains (BTO-SC) with the focus on adopting MOO techniques as a decision support tool. The literature has been classified based on the nature of the decisions in different part of the supply chain, and the key decision areas across a typical BTO-SC are discussed in detail. Available software packages suitable for supporting decision making in BTO supply chains are also identified and their related solutions are outlined. The gap between the modelling and optimization techniques developed in the literature and the decision support needed in practice are highlighted. Future research directions to better exploit the decision support capabilities of MOO are proposed. These include: reformulation of the extant optimization models with a MOO perspective, development of decision supports for interfaces not involving manufacturers, development of scenarios around service-based objectives, development of efficient solution tools, considering the interests of each supply chain party as a separate objective to account for fair treatment of their requirements, and applying the existing methodologies on real-life data sets.Brunel Research Initiative and Enterprise Fund (BRIEF

Cross-layer design of multi-hop wireless networks

MULTI -hop wireless networks are usually defined as a collection of nodes equipped with radio transmitters, which not only have the capability to communicate each other in a multi-hop fashion, but also to route each others’ data packets. The distributed nature of such networks makes them suitable for a variety of applications where there are no assumed reliable central entities, or controllers, and may significantly improve the scalability issues of conventional single-hop wireless networks. This Ph.D. dissertation mainly investigates two aspects of the research issues related to the efficient multi-hop wireless networks design, namely: (a) network protocols and (b) network management, both in cross-layer design paradigms to ensure the notion of service quality, such as quality of service (QoS) in wireless mesh networks (WMNs) for backhaul applications and quality of information (QoI) in wireless sensor networks (WSNs) for sensing tasks. Throughout the presentation of this Ph.D. dissertation, different network settings are used as illustrative examples, however the proposed algorithms, methodologies, protocols, and models are not restricted in the considered networks, but rather have wide applicability. First, this dissertation proposes a cross-layer design framework integrating a distributed proportional-fair scheduler and a QoS routing algorithm, while using WMNs as an illustrative example. The proposed approach has significant performance gain compared with other network protocols. Second, this dissertation proposes a generic admission control methodology for any packet network, wired and wireless, by modeling the network as a black box, and using a generic mathematical 0. Abstract 3 function and Taylor expansion to capture the admission impact. Third, this dissertation further enhances the previous designs by proposing a negotiation process, to bridge the applications’ service quality demands and the resource management, while using WSNs as an illustrative example. This approach allows the negotiation among different service classes and WSN resource allocations to reach the optimal operational status. Finally, the guarantees of the service quality are extended to the environment of multiple, disconnected, mobile subnetworks, where the question of how to maintain communications using dynamically controlled, unmanned data ferries is investigated