The container relocation problem is a combinatorial optimisation problem aimed at finding a sequence of container relocations to retrieve all containers in a predetermined order by minimising a given objective. Relocation rules (RRs), which consist of a priority function and relocation scheme, are heuristics commonly used for solving the mentioned problem due to their flexibility and efficiency. Recently, in many real-world problems it is becoming increasingly important to consider energy consumption. However, for this variant no RRs exist and would need to be designed manually. One possibility to circumvent this issue is by applying hyperheuristics to automatically design new RRs. In this study we use genetic programming to obtain priority functions used in RRs whose goal is to minimise energy consumption. We compare the proposed approach with a genetic algorithm from the literature used to design the priority function. The results obtained demonstrate that the RRs designed by genetic programming achieve the best performance.
This study addresses a class of linear mixed-integer programming (MILP) problems that involve uncertainty in the objective function parameters. The parameters are assumed to form a random vector, whose probability distribution can only be observed through a finite training data set. Unlike most of the related studies in the literature, we also consider uncertainty in the underlying data set. The data uncertainty is described by a set of linear constraints for each random sample, and the uncertainty in the distribution (for a fixed realization of data) is defined using a type-1 Wasserstein ball centered at the empirical distribution of the data. The overall problem is formulated as a three-level distributionally robust optimization (DRO) problem. First, we prove that the three-level problem admits a single-level MILP reformulation, if the class of loss functions is restricted to biaffine functions. Secondly, it turns out that for several particular forms of data uncertainty, the outlined problem can be solved reasonably fast by leveraging the nominal MILP problem. Finally, we conduct a computational study, where the out-of-sample performance of our model and computational complexity of the proposed MILP reformulation are explored numerically for several application domains.
Multiple-input multiple-output (MIMO) systems will play a crucial role in future wireless communication, but improving their signal detection performance to increase transmission efficiency remains a challenge. To address this issue, we propose extending the discrete signal detection problem in MIMO systems to a continuous one and applying the Hamiltonian Monte Carlo method, an efficient Markov chain Monte Carlo algorithm. In our previous studies, we have used a mixture of normal distributions for the prior distribution. In this study, we propose using a mixture of t-distributions, which further improves detection performance. Based on our theoretical analysis and computer simulations, the proposed method can achieve near-optimal signal detection with polynomial computational complexity. This high-performance and practical MIMO signal detection could contribute to the development of the 6th-generation mobile network.
Due to their intrinsic capabilities on parallel signal processing, optical neural networks (ONNs) have attracted extensive interests recently as a potential alternative to electronic artificial neural networks (ANNs) with reduced power consumption and low latency. Preliminary confirmation of the parallelism in optical computing has been widely done by applying the technology of wavelength division multiplexing (WDM) in the linear transformation part of neural networks. However, inter-channel crosstalk has obstructed WDM technologies to be deployed in nonlinear activation in ONNs. Here, we propose a universal WDM structure called multiplexed neuron sets (MNS) which apply WDM technologies to optical neurons and enable ONNs to be further compressed. A corresponding back-propagation (BP) training algorithm is proposed to alleviate or even cancel the influence of inter-channel crosstalk on MNS-based WDM-ONNs. For simplicity, semiconductor optical amplifiers (SOAs) are employed as an example of MNS to construct a WDM-ONN trained with the new algorithm. The result shows that the combination of MNS and the corresponding BP training algorithm significantly downsize the system and improve the energy efficiency to tens of times while giving similar performance to traditional ONNs.
In the symbolic verification of cryptographic protocols, a central problem is deciding whether a protocol admits an execution which leaks a designated secret to the malicious intruder. Rusinowitch & Turuani (2003) show that, when considering finitely many sessions, this ``insecurity problem'' is NP-complete. Central to their proof strategy is the observation that any execution of a protocol can be simulated by one where the intruder only communicates terms of bounded size. However, when we consider models where, in addition to terms, one can also communicate logical statements about terms, the analysis of the insecurity problem becomes tricky when both these inference systems are considered together. In this paper we consider the insecurity problem for protocols with logical statements that include {\em equality on terms} and {\em existential quantification}. Witnesses for existential quantifiers may be unbounded, and obtaining small witness terms while maintaining equality proofs complicates the analysis considerably. We extend techniques from Rusinowitch & Turuani (2003) to show that this problem is also in NP.
The numerical solution of continuum damage mechanics (CDM) problems suffers from critical points during the material softening stage, and consequently existing iterative solvers are subject to a trade-off between computational expense and solution accuracy. Displacement-controlled arc-length methods were developed to address these challenges, but are currently applicable only to geometrically non-linear problems. In this work, we present a novel displacement-controlled arc-length (DAL) method for CDM problems in both local damage and non-local gradient damage versions. The analytical tangent matrix is derived for the DAL solver in both of the local and the non-local models. In addition, several consistent and non-consistent implementation algorithms are proposed, implemented, and evaluated. Unlike existing force-controlled arc-length solvers that monolithically scale the external force vector, the proposed method treats the external force vector as an independent variable and determines the position of the system on the equilibrium path based on all the nodal variations of the external force vector. Such a flexible approach renders the proposed solver to be substantially more efficient and versatile than existing solvers used in CDM problems. The considerable advantages of the proposed DAL algorithm are demonstrated against several benchmark 1D problems with sharp snap-backs and 2D examples with various boundary conditions and loading scenarios, where the proposed method drastically outperforms existing conventional approaches in terms of accuracy, computational efficiency, and the ability to predict the complete equilibrium path including all critical points.
The Koopman operator provides a linear perspective on non-linear dynamics by focusing on the evolution of observables in an invariant subspace. Observables of interest are typically linearly reconstructed from the Koopman eigenfunctions. Despite the broad use of Koopman operators over the past few years, there exist some misconceptions about the applicability of Koopman operators to dynamical systems with more than one fixed point. In this work, an explanation is provided for the mechanism of lifting for the Koopman operator of nonlinear systems with multiple attractors. Considering the example of the Duffing oscillator, we show that by exploiting the inherent symmetry between the basins of attraction, a linear reconstruction with three degrees of freedom in the Koopman observable space is sufficient to globally linearize the system.
Machine learning techniques, in particular the so-called normalizing flows, are becoming increasingly popular in the context of Monte Carlo simulations as they can effectively approximate target probability distributions. In the case of lattice field theories (LFT) the target distribution is given by the exponential of the action. The common loss function's gradient estimator based on the "reparametrization trick" requires the calculation of the derivative of the action with respect to the fields. This can present a significant computational cost for complicated, non-local actions like e.g. fermionic action in QCD. In this contribution, we propose an estimator for normalizing flows based on the REINFORCE algorithm that avoids this issue. We apply it to two dimensional Schwinger model with Wilson fermions at criticality and show that it is up to ten times faster in terms of the wall-clock time as well as requiring up to $30\%$ less memory than the reparameterization trick estimator. It is also more numerically stable allowing for single precision calculations and the use of half-float tensor cores. We present an in-depth analysis of the origins of those improvements. We believe that these benefits will appear also outside the realm of the LFT, in each case where the target probability distribution is computationally intensive.
Block majorization-minimization (BMM) is a simple iterative algorithm for nonconvex constrained optimization that sequentially minimizes majorizing surrogates of the objective function in each block coordinate while the other coordinates are held fixed. BMM entails a large class of optimization algorithms such as block coordinate descent and its proximal-point variant, expectation-minimization, and block projected gradient descent. We establish that for general constrained nonconvex optimization, BMM with strongly convex surrogates can produce an $\epsilon$-stationary point within $O(\epsilon^{-2}(\log \epsilon^{-1})^{2})$ iterations and asymptotically converges to the set of stationary points. Furthermore, we propose a trust-region variant of BMM that can handle surrogates that are only convex and still obtain the same iteration complexity and asymptotic stationarity. These results hold robustly even when the convex sub-problems are inexactly solved as long as the optimality gaps are summable. As an application, we show that a regularized version of the celebrated multiplicative update algorithm for nonnegative matrix factorization by Lee and Seung has iteration complexity of $O(\epsilon^{-2}(\log \epsilon^{-1})^{2})$. The same result holds for a wide class of regularized nonnegative tensor decomposition algorithms as well as the classical block projected gradient descent algorithm. These theoretical results are validated through various numerical experiments.
Within the framework of computational plasticity, recent advances show that the quasi-static response of an elasto-plastic structure under cyclic loadings may exhibit a time multiscale behaviour. In particular, the system response can be computed in terms of time microscale and macroscale modes using a weakly intrusive multi-time Proper Generalized Decomposition (MT-PGD). In this work, such micro-macro characterization of the time response is exploited to build a data-driven model of the elasto-plastic constitutive relation. This can be viewed as a predictor-corrector scheme where the prediction is driven by the macrotime evolution and the correction is performed via a sparse sampling in space. Once the nonlinear term is forecasted, the multi-time PGD algorithm allows the fast computation of the total strain. The algorithm shows considerable gains in terms of computational time, opening new perspectives in the numerical simulation of history-dependent problems defined in very large time intervals.
Data-driven modeling is useful for reconstructing nonlinear dynamical systems when the underlying process is unknown or too expensive to compute. Having reliable uncertainty assessment of the forecast enables tools to be deployed to predict new scenarios unobserved before. In this work, we first extend parallel partial Gaussian processes for predicting the vector-valued transition function that links the observations between the current and next time points, and quantify the uncertainty of predictions by posterior sampling. Second, we show the equivalence between the dynamic mode decomposition and the maximum likelihood estimator of the linear mapping matrix in the linear state space model. The connection provides a data generating model of dynamic mode decomposition and thus, uncertainty of predictions can be obtained. Furthermore, we draw close connections between different data-driven models for approximating nonlinear dynamics, through a unified view of data generating models. We study two numerical examples, where the inputs of the dynamics are assumed to be known in the first example and the inputs are unknown in the second example. The examples indicate that uncertainty of forecast can be properly quantified, whereas model or input misspecification can degrade the accuracy of uncertainty quantification.