Unveiling Hidden Values of Optimization Models with Metaheuristic Approach

Considering that the decision making process for constrained optimization problem is based on modeling, there is always room for alternative solutions because there is usually a gap between the model and the real problem it depicts. This study looks into the problem of finding such alternative solutions, the non-optimal solutions of interest for constrained optimization models, the SoI problem. SoI problems subsume finding feasible solutions of interest (FoIs) and infeasible solutions of interest (IoIs). In all cases, the interest addressed is post-solution analysis in one form or another. Post-solution analysis of a constrained optimization model occurs after the model has been solved and a good or optimal solution for it has been found. At this point, sensitivity analysis and other questions of import for decision making come into play and for this purpose the SoIs can be very valuable. An evolutionary computation approach (in particular, a population-based metaheuristic) is proposed for solving the SoI problem and a systematic approach with a feasible-infeasible- two-population genetic algorithm is demonstrated. In this study, the effectiveness of the proposed approach on finding SoIs is demonstrated with generalized assignment problems and generalized quadratic assignment problems. Also, the applications of the proposed approach on the multi-objective optimization and robust-optimization issues are examined and illustrated with two-sided matching problems and flowshop scheduling problems respectively

Joint Antenna Selection and Spatial Switching for Energy Efficient MIMO SWIPT System

In this paper, we investigate joint antenna selection and spatial switching for quality-of-service-constrained energy efficiency (EE) optimization in a multiple-input multiple-output simultaneous wireless information and power transfer system. A practical linear power model taking into account the entire transmit-receive chain is accordingly utilized. The corresponding fractional-combinatorial and non-convex EE problem, involving joint optimization of eigenchannel assignment, power allocation, and active receive antenna set selection, subject to satisfying minimum sum-rate and power transfer constraints, is extremely difficult to solve directly. In order to tackle this, we separate the eigenchannel assignment and power allocation procedure with the antenna selection functionality. In particular, we first tackle the EE maximization problem under fixed receive antenna set using Dinkelbach-based convex programming, iterative joint eigenchannel assignment and power allocation, and low-complexity multi-objective optimization-based approach. On the other hand, the number of active receive antennas induces a tradeoff in the achievable sum-rate and power transfer versus the transmit-independent power consumption. We provide a fundamental study of the achievable EE with antenna selection and accordingly develop dynamic optimal exhaustive search and Frobenius-norm-based schemes. Simulation results confirm the theoretical findings and demonstrate that the proposed resource allocation algorithms can efficiently approach the optimal EE

A learning-guided multi-objective evolutionary algorithm for constrained portfolio optimization

Portfolio optimization involves the optimal assignment of limited capital to different available financial assets to achieve a reasonable trade-off between profit and risk objectives. In this paper, we studied the extended Markowitz's mean-variance portfolio optimization model. We considered the cardinality, quantity, pre-assignment and round lot constraints in the extended model. These four real-world constraints limit the number of assets in a portfolio, restrict the minimum and maximum proportions of assets held in the portfolio, require some specific assets to be included in the portfolio and require to invest the assets in units of a certain size respectively. An efficient learning-guided hybrid multi-objective evolutionary algorithm is proposed to solve the constrained portfolio optimization problem in the extended mean-variance framework. A learning-guided solution generation strategy is incorporated into the multi-objective optimization process to promote the efficient convergence by guiding the evolutionary search towards the promising regions of the search space. The proposed algorithm is compared against four existing state-of-the-art multi-objective evolutionary algorithms, namely Non-dominated Sorting Genetic Algorithm (NSGA-II), Strength Pareto Evolutionary Algorithm (SPEA-2), Pareto Envelope-based Selection Algorithm (PESA-II) and Pareto Archived Evolution Strategy (PAES). Computational results are reported for publicly available OR-library datasets from seven market indices involving up to 1318 assets. Experimental results on the constrained portfolio optimization problem demonstrate that the proposed algorithm significantly outperforms the four well-known multi-objective evolutionary algorithms with respect to the quality of obtained efficient frontier in the conducted experiments

Bounded Decentralised Coordination over Multiple Objectives

We propose the bounded multi-objective max-sum algorithm (B-MOMS), the first decentralised coordination algorithm for multi-objective optimisation problems. B-MOMS extends the max-sum message-passing algorithm for decentralised coordination to compute bounded approximate solutions to multi-objective decentralised constraint optimisation problems (MO-DCOPs). Specifically, we prove the optimality of B-MOMS in acyclic constraint graphs, and derive problem dependent bounds on its approximation ratio when these graphs contain cycles. Furthermore, we empirically evaluate its performance on a multi-objective extension of the canonical graph colouring problem. In so doing, we demonstrate that, for the settings we consider, the approximation ratio never exceeds 2, and is typically less than 1.5 for less-constrained graphs. Moreover, the runtime required by B-MOMS on the problem instances we considered never exceeds 30 minutes, even for maximally constrained graphs with $100$ agents. Thus, B-MOMS brings the problem of multi-objective optimisation well within the boundaries of the limited capabilities of embedded agents

Time-constrained project scheduling with adjacent resources

We develop a decomposition method for the Time-Constrained Project Scheduling Problem (TCPSP) with Adjacent Resources. For adjacent resources the resource units are ordered and the units assigned to a job have to be adjacent. On top of that, adjacent resources are not required by single jobs, but by job groups. As soon as a job of such a group starts, the adjacent resource units are occupied, and they are not released before all jobs of that group are completed. The developed decomposition method separates the adjacent resource assignment from the rest of the scheduling problem. Test results demonstrate the applicability of the decomposition method. The presented decomposition forms a first promising approach for the TCPSP with adjacent resources and may form a good basis to develop more elaborated methods

Trading Safety Versus Performance: Rapid Deployment of Robotic Swarms with Robust Performance Constraints

In this paper we consider a stochastic deployment problem, where a robotic swarm is tasked with the objective of positioning at least one robot at each of a set of pre-assigned targets while meeting a temporal deadline. Travel times and failure rates are stochastic but related, inasmuch as failure rates increase with speed. To maximize chances of success while meeting the deadline, a control strategy has therefore to balance safety and performance. Our approach is to cast the problem within the theory of constrained Markov Decision Processes, whereby we seek to compute policies that maximize the probability of successful deployment while ensuring that the expected duration of the task is bounded by a given deadline. To account for uncertainties in the problem parameters, we consider a robust formulation and we propose efficient solution algorithms, which are of independent interest. Numerical experiments confirming our theoretical results are presented and discussed

Efficient Heuristic for Resource Allocation in Zero-forcing OFDMA-SDMA Systems with Minimum Rate Constraints

4G wireless access systems require high spectral efficiency to support the ever increasing number of users and data rates for real time applications. Multi-antenna OFDM-SDMA systems can provide the required high spectral efficiency and dynamic usage of the channel, but the resource allocation process becomes extremely complex because of the augmented degrees of freedom. In this paper, we propose two heuristics to solve the resource allocation problem that have very low computational complexity and give performances not far from the optimal. The proposed heuristics select a set of users for each subchannel, but contrary to the reported methods that solve the throughput maximization problem, our heuristics consider the set of real-time (RT) users to ensure that their minimum rate requirements are met. We compare the heuristics' performance against an upper bound and other methods proposed in the literature and find that they give a somewhat lower performance, but support a wider range of minimum rates while reducing the computational complexity. The gap between the objective achieved by the heuristics and the upper bound is not large. In our experiments this gap is 10.7% averaging over all performed numerical evaluations for all system configurations. The increase in the range of the supported minimum rates when compared with a method reported in the literature is 14.6% on average.Comment: 8 figure