Learning k-maxitive fuzzy measures from data by mixed integer programming

Learning fuzzy measures from data: Simplifications and optimisation strategies

Real-time power optimization for application server clusters based on Mixed-Integer Programming

An Application of Interior Point Method to 0-1 Mixed Integer Programing Problems

A comparative analysis of linear fitting for non-linear functions on optimization: A case study: Air pollution problems

Failure mode and effects analysis (FMEA) is a popular and useful approach applied to examine potential failures in different products, designs, processes, and services. As a vital index, the risk priority number (RPN) can determine the risk priorities of failure modes by some risk factors such as occurrence (O), severity (S), and detection (D). However, in FMEA, the traditional risk priority number approach has some shortcomings, especially in setting the weight of risk factors. This paper presents an improved risk priority number approach based on a fuzzy measure and fuzzy integral. A fuzzy measure is used to reflect the importance of the individual indicators and the indicator set and a fuzzy integral is a nonlinear function defined on the basis of fuzzy measure. The weights of risk factors given by domain experts are seen as fuzzy densities to generate a λ -fuzzy measure which can reflect the weights’ difference and relevance about risk factors. Then, the Choquet integral is used to fuse every value of risk factors about failure modes so as to obtain the comprehensive evaluation result. The result can reflect the comprehensive risk level, so it has a definite physical significance. Finally, an illustrative example and a comparison with another approach are given to show the effectiveness of the proposed approach in the paper.

Future wireless communication systems are expected to provide a broad range of multimedia services that have a significant traffic asymmetry between uplink and downlink. The code division multiple access‐time division duplex (CDMA‐TDD) system is a promising solution to cope with the problem of traffic asymmetry. However, the TDD system is subject to inter‐cell interference compared to frequency division duplex (FDD) system. Since both uplink and downlink share the same frequency in TDD, uplink and downlink may interfere each other especially when neighboring cells require different rates of traffic load. Thus, the resource allocation among cells is an important issue in TDD. In this paper, the resource allocation in the CDMA‐TDD is formulated as a mixed integer programming (MIP) problem. A dynamic resource allocation algorithm (DRAA) is provided that effectively solves the traffic asymmetry problem. The MIP problem is also solved by a well‐known branch and bound procedure. Both the crossed slot and non‐crossed slot allocation are examined and compared to the DRAA. Computational result shows that proposed DRAA gives a good performance as the traffic asymmetry increases between the uplink and downlink. Copyright © 2003 John Wiley & Sons, Ltd.

With the development of modern multi-sensor based data acquisition technology often used with advanced signal processing techniques, more and more features are being extracted for the purposes of fault diagnostics and prognostics of machinery integrity. Applying multiple features can enhance the condition monitoring capability and improve the fault diagnosis accuracy. However, an excessive number of features also increases the complexity of the data analysis task and often increases the time associated with the analysis process. A method of bringing some efficiency into this process is to choose the most sensitive feature subset instead. Fuzzy measures are helpful in this regard and have the ability to represent the importance and interactions among different criteria. Based on fuzzy measure theory, a feature selection approach for machinery fault diagnosis is presented in this paper. A heuristic least mean square algorithm is adopted to identify the fuzzy measures using training data set. Shapley values with respect to the fuzzy measures are applied as importance indexes to help choose the most sensitive features from a set of features. Interaction indexes with respect to the fuzzy measures are then employed to remove the redundant features. Vibration signals from a rolling element bearing test rig are used to validate the method. The results show that the proposed feature selection approach based on fuzzy measures is effective for fault diagnosis.

The well known fuzzy measures, ¿-measure and P-measure, have only one formulaic solution. An multivalent fuzzy measure with infinitely many solutions of closed form based on P-measure was proposed by our previous work, called L-measure, In this paper, A further improved fuzzy measure, called extensional L-measure, is proposed. This new fuzzy measure is proved that it is not only an extension of L-measure but also can be considered as an extension of the ¿-measure and P-measure. For evaluating the Choquet integral regression models with our proposed fuzzy measure and other different ones, a real data experiment by using a 5-fold cross-validation mean square error (MSE) is conducted. The performances of Choquet integral regression models with fuzzy measure based on extensional L-measure, L-measure, ¿-measure, and P-measure, respectively, a ridge regression model, and a multiple linear regression model are compared. Experimental result shows that the Choquet integral regression models with respect to extensional L-measure based on ¿-support outperforms others forecasting models.

We study the polyhedral structure of simple mixed integer sets that generalize the two variable set {(s,z)R 1 + ×ℤ1:s≥z−b}. These sets form basic building blocks that can be used to derive tight formulations for more complicated mixed integer programs. For four such sets we give a complete description by valid inequalities and/or an integral extended formulation, and we also indicate what constraints can be added without destroying integrality. We apply these results to provide tight formulations for certain piecewise–linear convex objective integer programs, and in a companion paper we exploit them to provide polyhedral descriptions and computationally effective mixed integer programming formulations for discrete lot-sizing problems.

In this paper, we consider simultaneous wireless information and energy transfer in an orthogonal-frequency-division-multiple-access decode-and-forward relay network, in which an energy-constrained relay node harvests energy from a source node and uses the harvested energy to forward information to multiple destination nodes. Our objective is to maximize the end-to-end sum rate by resource allocation, subject to transmit power constraint at the source and energy-harvesting (EH) constraint at the relay. A non-convex and mixed-integer programming (MIP) problem is formulated to optimize time-switching (TS) ratios of EH and information decoding at the relay, TS ratio of information transmission from relay to destinations, subcarrier allocation as well as power allocation (PA) over all subcarriers at source and relay. We propose to decouple this problem into a convex problem and an MIP problem in fractional form. To solve the MIP problem, we transform it into an equivalent optimization problem in subtractive form which has a tractable solution. As a result, we propose a novel scheme to achieve jointly optimal TS ratios, subcarrier allocation and PA. Simulation results verify the optimality of our proposed resource allocation scheme.

Centralized algorithms are widely used for optimization and control in power system applications. These algorithms require all the measurements and data to be accumulated at central location and hence suffer from single-point-of-failure. Additionally, these algorithms lack scalability with an increasing number of sensors and actuators, specially with the increasing integration of distributed energy resources (DERs). As the power system becomes a confluence of a diverse set of decision-making entities with a multitude of objectives, the preservation of privacy and operation of the system with limited information has been a growing concern. Distributed optimization techniques solve these challenges while also ensuring resilient computational solutions for the power system operation in the presence of both natural and man-made adversaries. A detailed discussion of possible applications of distributed optimization in power systems is provided in this work. However, there exist multiple challenges for accurate and computationally efficient distributed solutions. Commonly-used distributed optimization approaches include Lagrange relaxation, augmented Lagrangian, approximate network directions in conjunction with standard Lagrangian, auxiliary problem principle, alternating directions method of multipliers, optimality condition decomposition, proximal atomic coordination, and optimal feedback-based voltage control. A comprehensive classification of the distributed optimization problems has been discussed and detailed in this work. All of these algorithms have displayed efficient identification of global optimum solutions for convex continuous distributed optimization problems. The algorithms discussed so far are predominantly used to manage continuous state variables. Inclusion of integer variables in the decision support are needed for specific power system problems. Mixed integer programming (MIP) problem arises in a power system operation and control due to tap changing transformers, capacitors and switches. The global optimization techniques for MIPs are Branch and Bound, Branch and Cut, Cutting planes, Adaptive coordinate search, Nelder-Mead, Genetic algorithm etc. Although the above optimization techniques are able to solve NP-hard convexified MIP problems centrally, but are time consuming and do not scale well for large scale distributed problems. Decomposition and solution approach of distributed coordination can resolve the scalability issue. Despite the fact that a large body of work is present on the centralized solution methods for convexified MIP problems, the literature on distributed MIPs is relatively limited. The distributed optimization algorithms applied in power network to solve MIPs are reported here. ML based solutions can help to get faster convergence for distributed optimization or can replace optimization techniques depending on the problem as discussed in this work. Finally, a summary and path forward are provided, and the advancement needed in distributed optimization for the power grid is also presented.

Contributors

Multi-parametric programming based algorithms for the global solution of bi-level mixed-integer linear and quadratic programming problems

Minimum cost solar power systems for LTE macro base stations

For many of us, modern-day linear programming (LP) started with the work of George Dantzig in 1947. However, it must be said that many other scientists have also made seminal contributions to the subject, and some would argue that the origins of LP predate Dantzig’s contribution. It is matter open to debate [36]. However, what is not open to debate is Dantzig’s key contribution to LP computation. In contrast to the economists of his time, Dantzig viewed LP not just as a qualitative tool in the analysis of economic phenomena, but as a method that could be used to compute actual answers to specific real-world problems. Consistent with that view, he proposed an algorithm for solving LPs, the simplex algorithm [12]. To this day the simplex algorithm remains a primary computational tool in linear and mixed-integer programming (MIP). In [11] it is reported that the first application of Dantzig’s simplex algorithm to the solution of a non-trivial LP was Laderman’s solution of a 21 constraint, 77 variable instance of the classical Stigler Diet Problem [41]. It is reported that the total computation time was 120 man-days! The first computer implementation of an at-least modestly general version of the simplex algorithm is reported to have been on the SEAC computer at the then National Bureau of Standards [25]. (There were apparently some slightly earlier implementations for dealing with models that were “triangular”, that is, where all the linear systems could be solved by simple addition and subtraction.) Orchard-Hays [35] reports that several small instances having as many as 10 constraints and 20 variables were solved with this implementation. The first systematic development of computer codes for the simplex algorithm began very shortly thereafter at the RAND Corporation in Santa Monica, California. Dantzig’s initial LP work occurred at the Air Force following