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

A Mathematical Framework On Machine Learning: Theory And Application, Bin Shi Nov 2018

A Mathematical Framework On Machine Learning: Theory And Application, Bin Shi

FIU Electronic Theses and Dissertations

The dissertation addresses the research topics of machine learning outlined below. We developed the theory about traditional first-order algorithms from convex opti- mization and provide new insights in nonconvex objective functions from machine learning. Based on the theory analysis, we designed and developed new algorithms to overcome the difficulty of nonconvex objective and to accelerate the speed to obtain the desired result. In this thesis, we answer the two questions: (1) How to design a step size for gradient descent with random initialization? (2) Can we accelerate the current convex optimization algorithms and improve them into nonconvex objective? For application ...


Shortest Path Based Decision Making Using Probabilistic Inference, Akshat Kumar Feb 2016

Shortest Path Based Decision Making Using Probabilistic Inference, Akshat Kumar

Research Collection School Of Information Systems

We present a new perspective on the classical shortest path routing (SPR) problem in graphs. We show that the SPR problem can be recast to that of probabilistic inference in a mixture of simple Bayesian networks. Maximizing the likelihood in this mixture becomes equivalent to solving the SPR problem. We develop the well known Expectation-Maximization (EM) algorithm for the SPR problem that maximizes the likelihood, and show that it does not get stuck in a locally optimal solution. Using the same probabilistic framework, we then address an NP-Hard network design problem where the goal is to repair a network of ...


Probabilistic Inference Based Message-Passing For Resource Constrained Dcops, Supriyo Ghosh, Akshat Kumar, Pradeep Varakantham Jul 2015

Probabilistic Inference Based Message-Passing For Resource Constrained Dcops, Supriyo Ghosh, Akshat Kumar, Pradeep Varakantham

Research Collection School Of Information Systems

Distributed constraint optimization (DCOP) is an important framework for coordinated multiagent decision making. We address a practically useful variant of DCOP, called resource-constrained DCOP (RC-DCOP), which takes into account agents’ consumption of shared limited resources. We present a promising new class of algorithm for RC-DCOPs by translating the underlying co- ordination problem to probabilistic inference. Using inference techniques such as expectation- maximization and convex optimization machinery, we develop a novel convergent message-passing algorithm for RC-DCOPs. Experiments on standard benchmarks show that our approach provides better quality than previous best DCOP algorithms and has much lower failure rate. Comparisons against an ...


Reinforcement Learning-Based Output Feedback Control Of Nonlinear Systems With Input Constraints, Pingan He, Jagannathan Sarangapani Feb 2005

Reinforcement Learning-Based Output Feedback Control Of Nonlinear Systems With Input Constraints, Pingan He, Jagannathan Sarangapani

Electrical and Computer Engineering Faculty Research & Creative Works

A novel neural network (NN) -based output feedback controller with magnitude constraints is designed to deliver a desired tracking performance for a class of multi-input-multi-output (MIMO) discrete-time strict feedback nonlinear systems. Reinforcement learning in discrete time is proposed for the output feedback controller, which uses three NN: 1) a NN observer to estimate the system states with the input-output data; 2) a critic NN to approximate certain strategic utility function; and 3) an action NN to minimize both the strategic utility function and the unknown dynamics estimation errors. The magnitude constraints are manifested as saturation nonlinearities in the output feedback ...


Automated Manpower Rostering: Techniques And Experience, C. M. Khoong, Hoong Chuin Lau, L. W. Chew Jul 1994

Automated Manpower Rostering: Techniques And Experience, C. M. Khoong, Hoong Chuin Lau, L. W. Chew

Research Collection School Of Information Systems

We present ROMAN, a comprehensive, generic manpower rostering toolkit that successfully handles a wide spectrum of work policies found in service organizations. We review the use of various techniques and methodologies in the toolkit that contribute to its robustness and efficiency, and relate experience gained in addressing manpower rostering problems in industry.