A Constraint-directed Local Search Approach to Nurse Rostering Problems

In this paper, we investigate the hybridization of constraint programming and local search techniques within a large neighbourhood search scheme for solving highly constrained nurse rostering problems. As identified by the research, a crucial part of the large neighbourhood search is the selection of the fragment (neighbourhood, i.e. the set of variables), to be relaxed and re-optimized iteratively. The success of the large neighbourhood search depends on the adequacy of this identified neighbourhood with regard to the problematic part of the solution assignment and the choice of the neighbourhood size. We investigate three strategies to choose the fragment of different sizes within the large neighbourhood search scheme. The first two strategies are tailored concerning the problem properties. The third strategy is more general, using the information of the cost from the soft constraint violations and their propagation as the indicator to choose the variables added into the fragment. The three strategies are analyzed and compared upon a benchmark nurse rostering problem. Promising results demonstrate the possibility of future work in the hybrid approach

Hybridising local search with Branch-and-Bound for constrained portfolio selection problems

In this paper, we investigate a constrained portfolio selection problem with cardinality constraint, minimum size and position constraints, and non-convex transaction cost. A hybrid method named Local Search Branch-and-Bound (LS-B&B) which integrates local search with B&B is proposed based on the property of the problem, i.e. cardinality constraint. To eliminate the computational burden which is mainly due to the cardinality constraint, the corresponding set of binary variables is identified as core variables. Variable fixing (Bixby, Fenelon et al. 2000) is applied on the core variables, together with a local search, to generate a sequence of simplified sub-problems. The default B&B search then solves these restricted and simplified subproblems optimally due to their reduced size comparing to the original one. Due to the inherent similar structures in the sub-problems, the solution information is reused to evoke the repairing heuristics and thus accelerate the solving procedure of the subproblems in B&B. The tight upper bound identified at early stage of the search can discard more subproblems to speed up the LS-B&B search to the optimal solution to the original problem. Our study is performed on a set of portfolio selection problems with non-convex transaction costs and a number of trading constraints based on the extended mean-variance model. Computational experiments demonstrate the effectiveness of the algorithm by using less computational time

Hybridising local search with Branch-and-Bound for constrained portfolio selection problems

In this paper, we investigate a constrained portfolio selection problem with cardinality constraint, minimum size and position constraints, and non-convex transaction cost. A hybrid method named Local Search Branch-and-Bound (LS-B&B) which integrates local search with B&B is proposed based on the property of the problem, i.e. cardinality constraint. To eliminate the computational burden which is mainly due to the cardinality constraint, the corresponding set of binary variables is identified as core variables. Variable fixing (Bixby, Fenelon et al. 2000) is applied on the core variables, together with a local search, to generate a sequence of simplified sub-problems. The default B&B search then solves these restricted and simplified subproblems optimally due to their reduced size comparing to the original one. Due to the inherent similar structures in the sub-problems, the solution information is reused to evoke the repairing heuristics and thus accelerate the solving procedure of the subproblems in B&B. The tight upper bound identified at early stage of the search can discard more subproblems to speed up the LS-B&B search to the optimal solution to the original problem. Our study is performed on a set of portfolio selection problems with non-convex transaction costs and a number of trading constraints based on the extended mean-variance model. Computational experiments demonstrate the effectiveness of the algorithm by using less computational time

A compromise based fuzzy goal programming approach with satisfaction function for multi-objective portfolio optimisation

In this paper we investigate a multi-objective portfolio selection model with three criteria: risk, return and liquidity for investors. Non-probabilistic uncertainty factors in the market, such as imprecision and vagueness of investors’ preference and judgement are simulated in the portfolio selection process. The liquidity of portfolio cannot be accurately predicted in the market, and thus is measured by fuzzy set theory. Invertors’ individual preference and judgement are cooperated in the decision making process by using satisfaction functions to measure the objectives. A compromise based goal programming approach is applied to find compromised solutions. By this approach, not only can we obtain quality solutions in a reasonable computational time, but also we can achieve a trade-off between the objectives according to investors’ preference and judgement to enable a better decision making. We analyse the portfolio strategies obtained by using the proposed simulation approach subject to different settings in the satisfaction functions

Summarisation of weighted networks

Networks often contain implicit structure. We introduce novel problems and methods that look for structure in networks, by grouping nodes into supernodes and edges to superedges, and then make this structure visible to the user in a smaller generalised network. This task of finding generalisations of nodes and edges is formulated as network Summarisation'. We propose models and algorithms for networks that have weights on edges, on nodes or on both, and study three new variants of the network summarisation problem. In edge-based weighted network summarisation, the summarised network should preserve edge weights as well as possible. A wider class of settings is considered in path-based weighted network summarisation, where the resulting summarised network should preserve longer range connectivities between nodes. Node-based weighted network summarisation in turn allows weights also on nodes and summarisation aims to preserve more information related to high weight nodes. We study theoretical properties of these problems and show them to be NP-hard. We propose a range of heuristic generalisation algorithms with different trade-offs between complexity and quality of the result. Comprehensive experiments on real data show that weighted networks can be summarised efficiently with relatively little error.Peer reviewe

Temporal periodic solutions to nonhomogeneous quasilinear hyperbolic equations driven by time-periodic boundary conditions

We consider the temporal periodic solutions to general nonhomogeneous quasilinear hyperbolic equations with a kind of weak diagonal dominant structure. Under the temporal periodic boundary conditions, the existence, stability and uniqueness of the time-periodic classical solutions are obtained.Moreover, the W2, regularity and stability around the time-periodic solutions are discussed. Our results reveal that the feedback boundary control with dissipative structure can stabilize the K-weakly diagonally dominant nonhomogeneous quasilinear hyperbolic system around the temporal periodic solution.Comment: 35 pages, 1 figur

RFID-enabled complex event processing application framework for manufacturing

In order to face up with classic manufacturing challenges such as high work in progress (WIP) inventories, complexity in production planning and scheduling, and low labour and machine utilisation, many manufacturing companies made their efforts in implementing RFID (Radio Frequency Identification Devices) throughout the manufacturing workshops. Through this way, all production data in manufacturing fields can be obtained in real time, and it improves the flexibility and responsivity to the changing market for the companies. However, at the same time the RFID deployment also introduces a new challenge which requires an effective and efficient method to handle the large amounts of events. This paper proposes an application framework for a real-time Complex Event Management System (CEMS) based on RFID equipments deployment. With the use of Complex Event Processing (CEP) technologies, this system allows users to obtain interested and meaningful information from large numbers of primitive events captured from the RFID devices deployed in manufacturing shop-floor in real time. This paper presents the RFID deployment infrastructure first, and then system design of the CEMS is proposed. © 2011 Inderscience Enterprises Ltd.postprin