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Operations Research, Systems Engineering and Industrial Engineering Commons

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Articles 1 - 11 of 11

Full-Text Articles in Operations Research, Systems Engineering and Industrial Engineering

Tuning Tabu Search Strategies Via Visual Diagnosis, Steven Halim, Hoong Chuin Lau Dec 2007

Tuning Tabu Search Strategies Via Visual Diagnosis, Steven Halim, Hoong Chuin Lau

Research Collection School Of Information Systems

While designing working metaheuristics can be straightforward, tuning them to solve the underlying combinatorial optimization problem well can be tricky. Several tuning methods have been proposed but they do not address the new aspect of our proposed classification of the metaheuristic tuning problem: tuning search strategies. We propose a tuning methodology based on Visual Diagnosis and a generic tool called Visualizer for Metaheuristics Development Framework(V-MDF) to address specifically the problem of tuning search (particularly Tabu Search) strategies. Under V-MDF, we propose the use of a Distance Radar visualizer where the human and computer can collaborate to diagnose the occurrence ...


Designing The Market Game For A Commodity Trading Simulation, Shih-Fen Cheng Nov 2007

Designing The Market Game For A Commodity Trading Simulation, Shih-Fen Cheng

Research Collection School Of Information Systems

In this paper, we propose to design a market game that (a) can be used in modeling and studying commodity trading scenarios, and (b) can be used in capturing human traders' behaviors. Specifically, we demonstrate the usefulness of this commodity trading game in a single-commodity futures trading scenario. A pilot experiment was run with a mixture of human traders and an autonomous agent that emulates the aggregatedmarket condition, with the assumption that this autonomous agent would hint each of its action through a public announcement. We show that the information collected from this simulation can be used to extract the ...


Multi-Period Combinatorial Auction Mechanism For Distributed Resource Allocation And Scheduling, Hoong Chuin Lau, Shih-Fen Cheng, Thin Yin Leong, Jong Han Park, Zhengyi Zhao Nov 2007

Multi-Period Combinatorial Auction Mechanism For Distributed Resource Allocation And Scheduling, Hoong Chuin Lau, Shih-Fen Cheng, Thin Yin Leong, Jong Han Park, Zhengyi Zhao

Research Collection School Of Information Systems

We consider the problem of resource allocation and scheduling where information and decisions are decentralized, and our goal is to propose a market mechanism that allows resources from a central resource pool to be allocated to distributed decision makers (agents) that seek to optimize their respective scheduling goals. We propose a generic combinatorial auction mechanism that allows agents to competitively bid for the resources needed in a multi-period setting, regardless of the respective scheduling problem faced by the agent, and show how agents can design optimal bidding strategies to respond to price adjustment strategies from the auctioneer. We apply our ...


The Price Of Stability In Selfish Scheduling Games, Lucas Agussurja, Hoong Chuin Lau Nov 2007

The Price Of Stability In Selfish Scheduling Games, Lucas Agussurja, Hoong Chuin Lau

Research Collection School Of Information Systems

Game theory has gained popularity as an approach to analysing and understanding distributed systems with selfinterested agents. Central to game theory is the concept of Nash equilibrium as a stable state (solution) of the system, which comes with a price - the loss in efficiency. The quantification of the efficiency loss is one of the main research concerns. In this paper, we study the quality and computational characteristic of the best Nash equilibrium in two selfish scheduling models: the congestion model and the sequencing model. In particular, we present the following results: (1) In the congestion model: first, the best Nash ...


Robust Local Search And Its Application To Generating Robust Schedules, Hoong Chuin Lau, Fei Xiao, Thomas Ou Sep 2007

Robust Local Search And Its Application To Generating Robust Schedules, Hoong Chuin Lau, Fei Xiao, Thomas Ou

Research Collection School Of Information Systems

In this paper, we propose an extended local search framework to solve combinatorial optimization problems with data uncertainty. Our approach represents a major departure from scenario-based or stochastic programming approaches often used to tackle uncertainty. Given a value 0 < ? 1, we are interested to know what the robust objective value is, i.e. the optimal value if we allow an chance of not meeting it, assuming that certain data values are defined on bounded random variables. We show how a standard local search or metaheuristic routine can be extended to efficiently construct a decision rule with such guarantee, albeit heuristically. We demonstrate its practical applicability on the Resource Constrained Project Scheduling Problem with minimal and maximal time lags (RCPSP/max) taking into consideration activity duration uncertainty. Experiments show that, partial order schedules can be constructed that are robust in our sense without the need for a large planned horizon (due date), which improves upon the work proposed by Policella et al. 2004.


Generating Job Schedules For Vessel Operations In A Container Terminal, Thin Yin Leong, Hoong Chuin Lau Jul 2007

Generating Job Schedules For Vessel Operations In A Container Terminal, Thin Yin Leong, Hoong Chuin Lau

Research Collection School Of Information Systems

No abstract provided.


Designing An Experimental Gaming Platform For Trading Grid Resources, Danny Oh, Shih-Fen Cheng, Dan Ma, Ravi Bapna Jun 2007

Designing An Experimental Gaming Platform For Trading Grid Resources, Danny Oh, Shih-Fen Cheng, Dan Ma, Ravi Bapna

Research Collection School Of Information Systems

This paper describes our current work in designing an experimental gaming platform for simulating the trading of grid resources. The open platform allows researchers in grid economics to experiment with different market structures and pricing models. We would be using a design science approach in the implementation. Key design considerations and an overview of the functional design of the platform are presented and discussed.


Efficient Algorithms For Machine Scheduling Problems With Earliness And Tardiness Penalties, Guang Feng, Hoong Chuin Lau Mar 2007

Efficient Algorithms For Machine Scheduling Problems With Earliness And Tardiness Penalties, Guang Feng, Hoong Chuin Lau

Research Collection School Of Information Systems

In this paper, we study the multi-machine scheduling problem with earliness and tardiness penalties and sequence dependent setup times. This problem can be decomposed into two subproblems—sequencing and timetabling. Sequencing focuses on assigning each job to a fixed machine and determine the job sequence on each machine. We call such assignment a semi-schedule. Timetabling focuses on finding an executable schedule from the semi-schedule via idle-time insertion. Sequencing is strongly NP-hard in general. Although timetabling is polynomial-time solvable, it can become a computational bottleneck if the procedure is executed many times within a larger framework. This paper makes two contributions ...


Towards Efficient Planning For Real World Partially Observable Domains, Pradeep R. Varakantham Feb 2007

Towards Efficient Planning For Real World Partially Observable Domains, Pradeep R. Varakantham

Research Collection School Of Information Systems

My research goal is to build large-scale intelligent systems (both single- and multi-agent) that reason with uncertainty in complex, real-world environments. I foresee an integration of such systems in many critical facets of human life ranging from intelligent assistants in hospitals to offices, from rescue agents in large scale disaster response to sensor agents tracking weather phenomena in earth observing sensor webs, and others. In my thesis, I have taken steps towards achieving this goal in the context of systems that operate in partially observable domains that also have transitional (non-deterministic outcomes to actions) uncertainty. Given this uncertainty, Partially Observable ...


Iterated Weaker-Than-Weak Dominance, Shih-Fen Cheng, Michael P. Wellman Jan 2007

Iterated Weaker-Than-Weak Dominance, Shih-Fen Cheng, Michael P. Wellman

Research Collection School Of Information Systems

We introduce a weakening of standard gametheoretic δ-dominance conditions, called dominance, which enables more aggressive pruning of candidate strategies at the cost of solution accuracy. Equilibria of a game obtained by eliminating a δ-dominated strategy are guaranteed to be approximate equilibria of the original game, with degree of approximation bounded by the dominance parameter. We can apply elimination of δ-dominated strategies iteratively, but the for which a strategy may be eliminated depends on prior eliminations. We discuss implications of this order independence, and propose greedy heuristics for determining a sequence of eliminations to reduce the game as far as possible ...


Towards Efficient Computation Of Quality Bounded Solutions In Pomdps: Expected Value Approximation And Dynamic Disjunctive Beliefs, Pradeep Reddy Varakantham, Rajiv Maheswaran, Tapana Gupta, Milind Tambe Jan 2007

Towards Efficient Computation Of Quality Bounded Solutions In Pomdps: Expected Value Approximation And Dynamic Disjunctive Beliefs, Pradeep Reddy Varakantham, Rajiv Maheswaran, Tapana Gupta, Milind Tambe

Research Collection School Of Information Systems

While POMDPs (partially observable markov decision problems) are a popular computational model with wide-ranging applications, the computational cost for optimal policy generation is prohibitive. Researchers are investigating ever-more efficient algorithms, yet many applications demand such algorithms bound any loss in policy quality when chasing efficiency. To address this challenge, we present two new techniques. The first approximates in the value space to obtain solutions efficiently for a pre-specified error bound. Unlike existing techniques, our technique guarantees the resulting policy will meet this bound. Furthermore, it does not require costly computations to determine the quality loss of the policy. Our second ...