Bee colony optimization for the p-center problem

Bee colony optimization (BCO) is a relatively new meta-heuristic designed to deal with hard combinatorial optimization problems. It is biologically inspired method that explores collective intelligence applied by the honey bees during nectar collecting process. In this paper we apply BCO to the p-center problem in the case of symmetric distance matrix. On the contrary to the constructive variant of the BCO algorithm used in recent literature, we propose variant of BCO based on the improvement concept (BCOi). The BCOi has not been significantly used in the relevant BCO literature so far. In this paper it is proved that BCOi can be a very useful concept for solving difficult combinatorial problems. The numerical experiments performed on well-known benchmark problems show that the BCOi is competitive with other methods and it can generate high-quality solutions within negligible CPU times.     

Look-ahead heuristics for the dynamic traveling purchaser problem

Given a set of products each with positive discrete demand, and a set of markets selling products at given prices, the traveling purchaser problem (TPP) looks for a tour visiting a subset of markets such that products demand is satisfied at minimum purchasing and traveling costs. In this paper we analyze a dynamic variant of the problem, where quantities may decrease as time goes on. Complete information is assumed on current state of the world, i.e. decision maker knows quantities available for each product in each market at present time and is informed about any consumption event when it occurs. Nevertheless, planner does not have any information on future events. Two groups of heuristics are described and compared. The first group consists of simplified approaches deciding which market to visit next on the basis of some greedy criteria considering only one of the two objective costs. The second one includes heuristics based on a look-ahead approach taking into account both traveling and purchasing costs and inserting some future prediction. Heuristics behavior has been tested on a large set of randomly generated instances under different levels of dynamism.     

An elitist non-dominated sorting genetic algorithm enhanced with a neural network applied to the multi-objective optimization of a polysiloxane synthesis process

This paper presents an original software implementation of the elitist non-dominated sorting genetic algorithm (NSGA-II) applied and adapted to the multi-objective optimization of a polysiloxane synthesis process. An optimized feed-forward neural network, modeling the variation in time of the main parameters of the process, was used to calculate the vectorial objective function of NSGA-II, as an enhancement to the multi-objective optimization procedure. An original technique was utilized in order to find the most appropriate parameters for maximizing the performance of NSGA-II. The algorithm provided the optimum reaction conditions (reaction temperature, reaction time, amount of catalyst, and amount of co-catalyst), which maximize the reaction conversion and minimize the difference between the obtained viscometric molecular weight and the desired molecular weight. The algorithm has proven to be able to find the entire non-dominated Pareto front and to quickly evolve optimal solutions as an acceptable compromise between objectives competing with each other. The use of the neural network makes it also suitable to the multi-objective optimization of processes for which the amount of knowledge is limited.     

Experience with an extensible workspace for analysis of low‐level usage data

Analysis of low‐level usage data collected in empirical studies of user interaction is well known as a demanding task. Existing techniques for data collection and analysis are either application specific or data‐driven. This paper presents a workspace for data cleaning, transformation and analysis of low‐level usage data that we have developed and reports our experience with it. By its five‐level architecture, the workspace makes a distinction between more general data that typically can be used in initial data analysis and the data answering a specific research question. The workspace was used in four studies and in total 6.5M user actions were collected from 238 participants. The collected data have been proven to be useful for: (i) validating solution times, (ii) validating process conformances, (iii) exploratory studies on program comprehension for understanding use of classes and documents and (iv) testing hypotheses on keystroke latencies. We have found workspace creation to be demanding in time. Particularly demanding were determining the context of actions and dealing with deficiencies. However, once these processes were understood, it was easy to reuse the workspace for different experiments and to extend it to answer new research questions. Based on our experience, we give a set of guidelines that might help in setting up studies, collecting and preparing data. We recommend that designers of data collection instruments add context to each action. Furthermore, we recommend rapid iterations starting early in the process of data preparation and analysis, and covering both general and specific data. Copyright © 2009 John Wiley & Sons, Ltd.     

On graph reasoning

In this paper, we study the (positive) graph relational calculus. The basis for this calculus was introduced by Curtis and Lowe in 1996 and some variants, motivated by their applications to semantics of programs and foundations of mathematics, appear scattered in the literature. No proper treatment of these ideas as a logical system seems to have been presented. Here, we give a formal presentation of the system, with precise formulation of syntax, semantics, and derivation rules. We show that the set of rules is sound and complete for the valid inclusions, and prove a finite model result as well as decidability. We also prove that the graph relational language has the same expressive power as a first-order positive fragment (both languages define the same binary relations), so our calculus may be regarded as a notational variant of the positive existential first-order logic of binary relations. The graph calculus, however, has a playful aspect, with rules easy to grasp and use. This opens a wide range of applications which we illustrate by applying our calculus to the positive relational calculus (whose set of valid inclusions is not finitely axiomatizable), obtaining an algorithm for deciding the valid inclusions and equalities of the latter.     

Models and Simulations for Portfolio Rebalancing

In 1950 Markowitz first formalized the portfolio optimization problem in terms of mean return and variance. Since then, the mean-variance model has played a crucial role in single-period portfolio optimization theory and practice. In this paper we study the optimal portfolio selection problem in a multi-period framework, by considering fixed and proportional transaction costs and evaluating how much they affect a re-investment strategy. Specifically, we modify the single-period portfolio optimization model, based on the Conditional Value at Risk (CVaR) as measure of risk, to introduce portfolio rebalancing. The aim is to provide investors and financial institutions with an effective tool to better exploit new information made available by the market. We then suggest a procedure to use the proposed optimization model in a multi-period framework. Extensive computational results based on different historical data sets from German Stock Exchange Market (XETRA) are presented.     

ITEA—interactive trajectories and events analysis: exploring sequences of spatio-temporal events in movement data

Widespread use of GPS and similar technologies makes it possible to collect extensive amounts of trajectory data. These data sets are essential for reasonable decision making in various application domains. Additional information, such as events taking place along a trajectory, makes data analysis challenging, due to data size and complexity. We present an integrated solution for interactive visual analysis and exploration of events along trajectories data. Our approach supports analysis of event sequences at three different levels of abstraction, namely spatial, temporal, and events themselves. Customized views as well as standard views are combined to form a coordinated multiple views system. In addition to trajectories and events, we include on-the-fly derived data in the analysis. We evaluate our integrated solution using the IEEE VAST 2015 Challenge data set. A successful detection and characterization of malicious activity indicate the usefulness and efficiency of the presented approach.