The development and application of metaheuristics for problems in graph theory: A computational study

This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.It is known that graph theoretic models have extensive application to real-life discrete optimization problems. Many of these models are NP-hard and, as a result, exact methods may be impractical for large scale problem instances. Consequently, there is a great interest in developing e±cient approximate methods that yield near-optimal solutions in acceptable computational times. A class of such methods, known as metaheuristics, have been proposed with success. This thesis considers some recently proposed NP-hard combinatorial optimization problems formulated on graphs. In particular, the min- imum labelling spanning tree problem, the minimum labelling Steiner tree problem, and the minimum quartet tree cost problem, are inves- tigated. Several metaheuristics are proposed for each problem, from classical approximation algorithms to novel approaches. A compre- hensive computational investigation in which the proposed methods are compared with other algorithms recommended in the literature is reported. The results show that the proposed metaheuristics outper- form the algorithms recommended in the literature, obtaining optimal or near-optimal solutions in short computational running times. In addition, a thorough analysis of the implementation of these methods provide insights for the implementation of metaheuristic strategies for other graph theoretic problems

Operations research in disaster preparedness and response: The public health perspective

Operations research is the scientific study of operations for the purpose of better decision making and management. Disasters are defined as events whose consequences exceed the capability of civil protection and public health systems to provide necessary responses in a timely manner. Public health science is applied to the design of operations of public health services and therefore operations research principles and techniques can be applied in public health. Disaster response quantitative methods such as operations research addressing public health are important tools for planning effective responses to disasters. Models address a variety of decision makers (e.g. first responders, public health officials), geographic settings, strategies modelled (e.g. dispensing, supply chain network design, prevention or mitigation of disaster effects, treatment) and outcomes evaluated (costs, morbidity, mortality, logistical outcomes) and use a range of modelling methodologies. Regarding natural disasters the modelling approaches have been rather limited. Response logistics related to public health impact of disasters have been modelled more intensively since decisions about procurement, transport, stockpiling, and maintenance of needed supplies but also mass vaccination, prophylaxis, and treatment are essential in the emergency management. Major issues at all levels of disaster response decision making, including long-range strategic planning, tactical response planning, and real-time operational support are still unresolved and operations research can provide useful techniques for decision management.-JRC.G.2-Global security and crisis managemen

Variable neighbourhood search for the minimum labelling Steiner tree problem

We present a study on heuristic solution approaches to the minimum labelling Steiner tree problem, an NP-hard graph problem related to the minimum labelling spanning tree problem. Given an undirected labelled connected graph, the aim is to find a spanning tree covering a given subset of nodes of the graph, whose edges have the smallest number of distinct labels. Such a model may be used to represent many real world problems in telecommunications and multimodal transportation networks. Several metaheuristics are proposed and evaluated. The approaches are compared to the widely adopted Pilot Method and it is shown that the Variable Neighbourhood Search metaheuristic is the most effective approach to the problem, obtaining high quality solutions in short computational running times

Evolutionary Construction of Convolutional Neural Networks

Neuro-Evolution is a field of study that has recently gained significantly increased traction in the deep learning community. It combines deep neural networks and evolutionary algorithms to improve and/or automate the construction of neural networks. Recent Neuro-Evolution approaches have shown promising results, rivaling hand-crafted neural networks in terms of accuracy. A two-step approach is introduced where a convolutional autoencoder is created that efficiently compresses the input data in the first step, and a convolutional neural network is created to classify the compressed data in the second step. The creation of networks in both steps is guided by by an evolutionary process, where new networks are constantly being generated by mutating members of a collection of existing networks. Additionally, a method is introduced that considers the trade-off between compression and information loss of different convolutional autoencoders. This is used to select the optimal convolutional autoencoder from among those evolved to compress the data for the second step. The complete framework is implemented, tested on the popular CIFAR-10 data set, and the results are discussed. Finally, a number of possible directions for future work with this particular framework in mind are considered, including opportunities to improve its efficiency and its application in particular areas

Emotions in Macroeconomic News and their Impact on the European Bond Market

We show how emotions extracted from macroeconomic news can be used to explain and forecast future behaviour of sovereign bond yield spreads in Italy and Spain. We use a big, open-source, database known as Global Database of Events, Language and Tone to construct emotion indicators of bond market affective states. We find that negative emotions extracted from news improve the forecasting power of government yield spread models during distressed periods even after controlling for the number of negative words present in the text. In addition, stronger negative emotions, such as panic, reveal useful information for predicting changes in spread at the short-term horizon, while milder emotions, such as distress, are useful at longer time horizons. Emotions generated by the Italian political turmoil propagate to the Spanish news affecting this neighbourhood market.Comment: Journal of International Money and Finance (to appear); 39 pages; 14 figure