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Operations Research, Systems Engineering and Industrial Engineering Commons™

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Series

Physical Sciences and Mathematics

2011

Articles 1 - 21 of 21

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

A Pomdp Model For Guiding Taxi Cruising In A Congested Urban City, Lucas Agussurja, Hoong Chuin Lau Nov 2011

A Pomdp Model For Guiding Taxi Cruising In A Congested Urban City, Lucas Agussurja, Hoong Chuin Lau

Research Collection School Of Computing and Information Systems

We consider a partially observable Markov decision process (POMDP) model for improving a taxi agent cruising decision in a congested urban city. Using real-world data provided by a large taxi company in Singapore as a guide, we derive the state transition function of the POMDP. Specifically, we model the cruising behavior of the drivers as continuous-time Markov chains. We then apply dynamic programming algorithm for finding the optimal policy of the driver agent. Using a simulation, we show that this policy is significantly better than a greedy policy in congested road network.

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Allocating Resources In Multiagent Flowshops With Adaptive Auctions, Hoong Chuin Lau, Zhengyi Zhao, Sam Shuzhi Ge, Thong Heng Lee Oct 2011

Allocating Resources In Multiagent Flowshops With Adaptive Auctions, Hoong Chuin Lau, Zhengyi Zhao, Sam Shuzhi Ge, Thong Heng Lee

Research Collection School Of Computing and Information Systems

In this paper, we consider the problem of allocating machine resources among multiple agents, each of which is responsible to solve a flowshop scheduling problem. We present an iterated combinatorial auction mechanism in which bid generation is performed within each agent, while a price adjustment procedure is performed by a centralized auctioneer. While this approach is fairly well-studied in the literature, our primary innovation is in an adaptive price adjustment procedure, utilizing variable step-size inspired by adaptive PID-control theory coupled with utility pricing inspired by classical microeconomics. We compare with the conventional price adjustment scheme proposed in Fisher (1985), and …

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Taxisim: A Multiagent Simulation Platform For Evaluating Taxi Fleet Operations, Shih-Fen Cheng, Thi Duong Nguyen Aug 2011

Taxisim: A Multiagent Simulation Platform For Evaluating Taxi Fleet Operations, Shih-Fen Cheng, Thi Duong Nguyen

Research Collection School Of Computing and Information Systems

Taxi service is an important mode of public transportation in most metropolitan areas since it provides door-to-door convenience in the public domain. Unfortunately, despite all the convenience taxis bring, taxi fleets are also extremely inefficient to the point that over 50% of its operation time could be spent in idling state. Improving taxi fleet operation is an extremely challenging problem, not just because of its scale, but also due to fact that taxi drivers are self-interested agents that cannot be controlled centrally. To facilitate the study of such complex and decentralized system, we propose to construct a multiagent simulation platform …

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A Study On Facility Planning Using Discrete Event Simulation: Case Study Of A Grain Delivery Terminal., Sarah M. Asio Jul 2011

A Study On Facility Planning Using Discrete Event Simulation: Case Study Of A Grain Delivery Terminal., Sarah M. Asio

Department of Industrial and Management Systems Engineering: Dissertations, Theses, and Student Research

The application of traditional approaches to the design of efficient facilities can be tedious and time consuming when uncertainty and a number of constraints exist. Queuing models and mathematical programming techniques are not able to capture the complex interaction between resources, the environment and space constraints for dynamic stochastic processes. In the following study discrete event simulation is applied to the facility planning process for a grain delivery terminal. The discrete event simulation approach has been applied to studies such as capacity planning and facility layout for a gasoline station and evaluating the resource requirements for a manufacturing facility. To …

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Real-World Parameter Tuning Using Factorial Design With Parameter Decomposition, Aldy Gunawan, Hoong Chuin Lau, Elaine Wong Jul 2011

Real-World Parameter Tuning Using Factorial Design With Parameter Decomposition, Aldy Gunawan, Hoong Chuin Lau, Elaine Wong

Research Collection School Of Computing and Information Systems

In this paper, we explore the idea of improving the efficiency of factorial design for parameter tuning of metaheuristics. In a standard full factorial design, the number of runs increases exponentially as the number of parameters. To reduce the parameter search space, one option is to first partition parameters into disjoint categories. While this may be done manually based on user guidance, an automated approach proposed in this paper is to apply a fractional factorial design to partition parameters based on their main effects where each partition is then tuned independently. With a careful choice of fractional design, our approach …

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Message-Passing Algorithms For Quadratic Programming Formulations Of Map Estimation, Akshat Kumar, Shlomo Zilberstein Jul 2011

Message-Passing Algorithms For Quadratic Programming Formulations Of Map Estimation, Akshat Kumar, Shlomo Zilberstein

Research Collection School Of Computing and Information Systems

Computing maximum a posteriori (MAP) estimation in graphical models is an important inference problem with many applications. We present message-passing algorithms for quadratic programming (QP) formulations of MAP estimation for pairwise Markov random fields. In particular, we use the concave-convex procedure (CCCP) to obtain a locally optimal algorithm for the non-convex QP formulation. A similar technique is used to derive a globally convergent algorithm for the convex QP relaxation of MAP. We also show that a recently developed expectation-maximization (EM) algorithm for the QP formulation of MAP can be derived from the CCCP perspective. Experiments on synthetic and real-world problems …

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Finding Robust-Under-Risk Solutions For Flowshop Scheduling, Steven O. Kimbrough, Ann Kuo, Hoong Chuin Lau Jul 2011

Finding Robust-Under-Risk Solutions For Flowshop Scheduling, Steven O. Kimbrough, Ann Kuo, Hoong Chuin Lau

Research Collection School Of Computing and Information Systems

We propose and explore, in the context of benchmark problems for flowshop scheduling, a risk-based concept of robustness for optimization problems. This risk-based concept is in distinction to, and complements, the uncertainty-based concept employed in the field known as robust optimization. Implementation of our concept requires problem solution methods that sample the solution space intelligently and that produce large numbers of distinct sample points. With these solutions to hand, their robustness scores are easily obtained and heuristically robust solutions found. We find evolutionary computation to be effective for this purpose on these problems.

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Scalable Multiagent Planning Using Probabilistic Inference, Akshat Kumar, Shlomo Zilberstein, Marc Toussaint Jul 2011

Scalable Multiagent Planning Using Probabilistic Inference, Akshat Kumar, Shlomo Zilberstein, Marc Toussaint

Research Collection School Of Computing and Information Systems

Multiagent planning has seen much progress with the development of formal models such as Dec-POMDPs. However, the complexity of these models -- NEXP-Complete even for two agents -- has limited scalability. We identify certain mild conditions that are sufficient to make multiagent planning amenable to a scalable approximation w.r.t. the number of agents. This is achieved by constructing a graphical model in which likelihood maximization is equivalent to plan optimization. Using the Expectation-Maximization framework for likelihood maximization, we show that the necessary inference can be decomposed into processes that often involve a small subset of agents, thereby facilitating scalability. We …

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Wolf Ant, Gilbert L. Peterson, Christopher M. Mayer, Kevin Cousin Jun 2011

Wolf Ant, Gilbert L. Peterson, Christopher M. Mayer, Kevin Cousin

Faculty Publications

Ant colony optimization (ACO) algorithms can generate quality solutions to combinatorial optimization problems. However, like many stochastic algorithms, the quality of solutions worsen as problem sizes grow. In an effort to increase performance, we added the variable step size off-policy hill-climbing algorithm called PDWoLF (Policy Dynamics Win or Learn Fast) to several ant colony algorithms: Ant System, Ant Colony System, Elitist-Ant System, Rank-based Ant System, and Max-Min Ant System. Easily integrated into each ACO algorithm, the PDWoLF component maintains a set of policies separate from the ant colony's pheromone. Similar to pheromone but with different update rules, the PDWoLF policies …

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A Feature Based Frequency Domain Analysis Algorithm For Fault Detection Of Induction Motors, Zhaoxia Wang, C. S. Chang, Zhang Yifan Jun 2011

A Feature Based Frequency Domain Analysis Algorithm For Fault Detection Of Induction Motors, Zhaoxia Wang, C. S. Chang, Zhang Yifan

Research Collection School Of Computing and Information Systems

This paper studies the stator currents collected from several inverter-fed laboratory induction motors and proposes a new feature based frequency domain analysis method for performing the detection of induction motor faults, such as the broken rotor-bar or bearing fault. The mathematical formulation is presented to calculate the features, which are called FFT-ICA features in this paper. The obtained FFT-ICA features are normalized by using healthy motor as benchmarks to establish a feature database for fault detection. Compare with conventional frequency-domain analysis method, no prior knowledge of the motor parameters or other measurements are required for calculating features. Only one phase …

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Supervisory Evolutionary Optimization Strategy For Adaptive Maintenance Schedules, Zhaoxia Wang, C. S. Chang Jun 2011

Supervisory Evolutionary Optimization Strategy For Adaptive Maintenance Schedules, Zhaoxia Wang, C. S. Chang

Research Collection School Of Computing and Information Systems

No abstract provided.

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Online Fault Detection Of Induction Motors Using Frequency Domain Independent Components Analysis, Zhaoxia Wang, C. S. Chang Jun 2011

Online Fault Detection Of Induction Motors Using Frequency Domain Independent Components Analysis, Zhaoxia Wang, C. S. Chang

Research Collection School Of Computing and Information Systems

This paper proposes an online fault detection method for induction motors using frequency-domain independent component analysis. Frequency-domain results, which are obtained by applying Fast Fourier Transform (FFT) to measured stator current time-domain waveforms, are analyzed with the aim of extracting frequency signatures of healthy and faulty motors with broken rotor-bar or bearing problem. Independent components analysis (ICA) is applied for such an aim to the FFT results. The obtained independent components as well as the FFT results are then used to obtain the combined fault signatures. The proposed method overcomes problems occurring in many existing FFT-based methods. Results using laboratory-collected …

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Adaptive Decision Support For Structured Organizations: A Case For Orgpomdps, Pradeep Reddy Varakantham, Nathan Schurr, Alan Carlin, Christopher Amato May 2011

Adaptive Decision Support For Structured Organizations: A Case For Orgpomdps, Pradeep Reddy Varakantham, Nathan Schurr, Alan Carlin, Christopher Amato

Research Collection School Of Computing and Information Systems

In today's world, organizations are faced with increasingly large and complex problems that require decision-making under uncertainty. Current methods for optimizing such decisions fall short of handling the problem scale and time constraints. We argue that this is due to existing methods not exploiting the inherent structure of the organizations which solve these problems. We propose a new model called the OrgPOMDP (Organizational POMDP), which is based on the partially observable Markov decision process (POMDP). This new model combines two powerful representations for modeling large scale problems: hierarchical modeling and factored representations. In this paper we make three key contributions: …

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Decentralized Decision Support For An Agent Population In Dynamic And Uncertain Domains, Pradeep Reddy Varakantham, Shih-Fen Cheng, Thi Duong Nguyen May 2011

Decentralized Decision Support For An Agent Population In Dynamic And Uncertain Domains, Pradeep Reddy Varakantham, Shih-Fen Cheng, Thi Duong Nguyen

Research Collection School Of Computing and Information Systems

This research is motivated by problems in urban transportation and labor mobility, where the agent flow is dynamic, non-deterministic and on a large scale. In such domains, even though the individual agents do not have an identity of their own and do not explicitly impact other agents, they have implicit interactions with other agents. While there has been much research in handling such implicit effects, it has primarily assumed controlled movements of agents in static environments. We address the issue of decision support for individual agents having involuntary movements in dynamic environments . For instance, in a taxi fleet serving …

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Message-Passing Algorithms For Large Structured Decentralized Pomdps, Akshat Kumar, Shlomo Zilberstein May 2011

Message-Passing Algorithms For Large Structured Decentralized Pomdps, Akshat Kumar, Shlomo Zilberstein

Research Collection School Of Computing and Information Systems

Decentralized POMDPs provide a rigorous framework for multi-agent decision-theoretic planning. However, their high complexity has limited scalability. In this work, we present a promising new class of algorithms based on probabilistic inference for infinite-horizon ND-POMDPs---a restricted Dec-POMDP model. We first transform the policy optimization problem to that of likelihood maximization in a mixture of dynamic Bayes nets (DBNs). We then develop the Expectation-Maximization (EM) algorithm for maximizing the likelihood in this representation. The EM algorithm for ND-POMDPs lends itself naturally to a simple message-passing paradigm guided by the agent interaction graph. It is thus highly scalable w.r.t. the number of …

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Distributed Model Shaping For Scaling To Decentralized Pomdps With Hundreds Of Agents, Prasanna Velagapudi, Pradeep Reddy Varakantham, Katia Sycara, Paul Scerri May 2011

Distributed Model Shaping For Scaling To Decentralized Pomdps With Hundreds Of Agents, Prasanna Velagapudi, Pradeep Reddy Varakantham, Katia Sycara, Paul Scerri

Research Collection School Of Computing and Information Systems

The use of distributed POMDPs for cooperative teams has been severely limited by the incredibly large joint policy- space that results from combining the policy-spaces of the individual agents. However, much of the computational cost of exploring the entire joint policy space can be avoided by observing that in many domains important interactions between agents occur in a relatively small set of scenarios, previously defined as coordination locales (CLs) [11]. Moreover, even when numerous interactions might occur, given a set of individual policies there are relatively few actual interactions. Exploiting this observation and building on an existing model shaping algorithm, …

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Incremental Dcop Search Algorithms For Solving Dynamic Dcop Problems, William Yeoh, Pradeep Varakantham, Xiaoxun Sun, Sven Koenig May 2011

Incremental Dcop Search Algorithms For Solving Dynamic Dcop Problems, William Yeoh, Pradeep Varakantham, Xiaoxun Sun, Sven Koenig

Research Collection School Of Computing and Information Systems

Distributed constraint optimization problems (DCOPs) are well-suited for modeling multi-agent coordination problems. However, most research has focused on developing algorithms for solving static DCOPs. In this paper, we model dynamic DCOPs as sequences of (static) DCOPs with changes from one DCOP to the next one in the sequence. We introduce the ReuseBounds procedure, which can be used by any-space ADOPT and any-space BnB-ADOPT to find cost-minimal solutions for all DCOPs in the sequence faster than by solving each DCOP individually. This procedure allows those agents that are guaranteed to remain unaffected by a change to reuse their lower and upper …

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Improving Compressed Air Energy Efficiency In Automotive Plants: Practical Examples And Implementation, Nasr Alkadi, J. Kelly Kissock Apr 2011

Improving Compressed Air Energy Efficiency In Automotive Plants: Practical Examples And Implementation, Nasr Alkadi, J. Kelly Kissock

Mechanical and Aerospace Engineering Faculty Publications

The automotive industry is the largest industry in the United States in terms of the dollar value of production [1]. U.S. automakers face tremendous pressure from foreign competitors, which have an increasing manufacturing presence in this country. The Big Three North American Original Equipment Manufacturers (OEMs)-General Motors, Ford, and Chrysler-are reacting to declining sales figures and economic strain by working more efficiently and seeking out opportunities to reduce production costs without negatively affecting the production volume or the quality of the product. Successful, cost-effective investment and implementation of the energy efficiency technologies and practices meet the challenge of maintaining the …

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Improving Service Through Just-In-Time Concept In A Dynamic Operational Environment, Kar Way Tan, Hoong Chuin Lau, Na Fu Jan 2011

Improving Service Through Just-In-Time Concept In A Dynamic Operational Environment, Kar Way Tan, Hoong Chuin Lau, Na Fu

Research Collection School Of Computing and Information Systems

This paper is concerned with the problem of Just-In-Time (JIT) job scheduling in a dynamic environment under uncertainty to attain timely service. We provide an approach, based on robust scheduling concepts, to analytically evaluate the expected cost of earliness and tardiness for each job and also the project. In addition, we search for a schedule execution policy with the minimum robust cost such that for a given risk level (epsilon), the actual realized schedule has (1 - epsilon) probability of completing with less than or equal to this robust cost. Our method is quite generic, and can be applied to …

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Fine-Tuning Algorithm Parameters Using The Design Of Experiments Approach, Aldy Gunawan, Hoong Chuin Lau, Linda Lindawati Jan 2011

Fine-Tuning Algorithm Parameters Using The Design Of Experiments Approach, Aldy Gunawan, Hoong Chuin Lau, Linda Lindawati

Research Collection School Of Computing and Information Systems

Optimizing parameter settings is an important task in algorithm design. Several automated parameter tuning procedures/configurators have been proposed in the literature, most of which work effectively when given a good initial range for the parameter values. In the Design of Experiments (DOE), a good initial range is known to lead to an optimum parameter setting. In this paper, we present a framework based on DOE to find a good initial range of parameter values for automated tuning. We use a factorial experiment design to first screen and rank all the parameters thereby allowing us to then focus on the parameter …

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Instance-Based Parameter Tuning Via Search Trajectory Similarity Clustering, Linda Lindawati, Hoong Chuin Lau, David Lo Jan 2011

Instance-Based Parameter Tuning Via Search Trajectory Similarity Clustering, Linda Lindawati, Hoong Chuin Lau, David Lo

Research Collection School Of Computing and Information Systems

This paper is concerned with automated tuning of parameters in local-search based meta-heuristics. Several generic approaches have been introduced in the literature that returns a ”one-size-fits-all” parameter configuration for all instances. This is unsatisfactory since different instances may require the algorithm to use very different parameter configurations in order to find good solutions. There have been approaches that perform instance-based automated tuning, but they are usually problem-specific. In this paper, we propose CluPaTra, a generic (problem-independent) approach to perform parameter tuning, based on CLUstering instances with similar PAtterns according to their search TRAjectories. We propose representing a search trajectory as …

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