N. Yorke-Smith
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On data-driven robust optimization with multiple uncertainty subsets
Unified uncertainty set representation and mitigating conservatism
Constructing uncertainty sets as unions of multiple subsets has emerged as an effective approach for creating compact and flexible uncertainty representations in data-driven robust optimization (RO). This paper focuses on two separate research questions. The first concerns the computational challenge in applying these uncertainty sets in RO-based predictive control. To address this, a monolithic mixed-integer representation of the uncertainty set is proposed to uniformly describe the union of multiple subsets, enabling the computation of the worst-case uncertainty scenario across all subsets within a single mixed-integer linear programming (MILP) problem. The second research question focuses on mitigating the conservatism of conventional RO formulations by leveraging the structure of the uncertainty set. To achieve this, a novel objective function is proposed to exploit the uncertainty set structure and integrate the existing RO and distributionally robust optimization (DRO) formulations, yielding less conservative solutions than conventional RO formulations, while avoiding the high-dimensional continuous uncertainty distributions and the high computational burden typically associated with existing DRO formulations. Given the proposed formulations, numerically efficient computation methods based on column-and-constraint generation (CCG) are also developed. Extensive simulations across three case studies are performed to demonstrate the effectiveness of the proposed schemes.
Corruption is a familiar and pressing problem in the performance of administrative bureaucracies. Changing the organisational structure is one way ventured to combat corrupt practices within a hierarchical organisation. Previous works have studied organisational change from various lenses, including equation-based modelling. We address the question of what level of hierarchy is optimal in such an organisation by means of agent-based simulation. We argue that agent-based models are uniquely suited for the exploratory modelling of corruption due to their capturing of localised, individualised behaviours. Our preliminary findings are that a less hierarchical organisational structure: 1) tend to lead to less corrupt acts committed, and 2) tends to lead to more societal welfare generated – however, 3) less corruption and more societal welfare do not always go hand in hand. We begin to reconcile these seemingly paradoxical results using theories from developmental economics.
How ex ante policy evaluation supports circular city development
Amsterdam's mass timber construction policy
Future energy markets for low voltage AC and DC distribution systems will facilitate prosumer participation in the market. To comply with market regulations and grid constraints, a tailored market design reflecting (DC) operational requirements is needed. Our previous work identified a locational energy market design. However, its real-life implementation faces challenges due to uncertainties in system operation, prosumer preferences, and bidding strategies. This article tests the market design under uncertain scenarios. To this end, we develop an agent-based model that simulates typical electric vehicle user preferences and bidding strategies, influenced by varying degrees of range anxiety. The market design is tested in challenging scenarios with a high share of solar panels and electric vehicles, modelled using the high-resolution Pecan Street database. Simulations indicate that the proposed market design maintains both economic efficiency and system reliability under real-life uncertainties. This in turn indicates the practical feasibility of locational energy markets in helping to integrate renewable generation sources and bidirectional power flows.
Solvers for constraint optimisation problems exploit variable and value ordering heuristics. Numerous expert-designed heuristics exist, while recent research learns novel, customised heuristics from past problem instances. This article addresses unseen problems for which no historical data is available. We propose one-shot learning of customised, problem instance-specific heuristics. To do so, we introduce the concept of deep heuristics, a data-driven approach to learn extended versions of a given variable ordering heuristic online. First, for a problem instance, an initial online probing phase collects data, from which a deep heuristic function is learned. The learned heuristics can look ahead arbitrarily-many levels in the search tree instead of a ‘shallow’ localised lookahead of classical heuristics. A restart-based search strategy allows for multiple learned models to be acquired and exploited in the solver’s optimisation. We demonstrate deep variable ordering heuristics based on the smallest, anti first-fail, and maximum regret heuristics. Results on instances from the MiniZinc benchmark suite show that deep heuristics solve 20% more problem instances while improving on overall runtime for the Open Stacks and Evilshop benchmark problems.
Training neural networks (NNs) using combinatorial optimization solvers has gained attention in recent years. In low-data settings, the use of state-of-the-art mixed integer linear programming solvers, for instance, has the potential to exactly train an NN while avoiding computing-intensive training and hyperparameter tuning and simultaneously training and sparsifying the network. We study the case of few-bit discrete-valued neural networks, both binarized neural networks (BNNs) whose values are restricted to 61 and integer-valued neural networks (INNs) whose values lie in the range {―P, ::: , P}. Few-bit NNs receive increasing recognition because of their lightweight architecture and ability to run on low-power devices: for example, being implemented using Boolean operations. This paper proposes new methods to improve the training of BNNs and INNs. Our contribution is a multiobjective ensemble approach based on training a single NN for each possible pair of classes and applying a majority voting scheme to predict the final output. Our approach results in the training of robust sparsified networks whose output is not affected by small perturbations on the input and whose number of active weights is as small as possible. We empirically compare this BeMi approach with the current state of the art in solver-based NN training and with traditional gradient-based training, focusing on BNN learning in few-shot contexts. We compare the benefits and drawbacks of INNs versus BNNs, bringing new light to the distribution of weights over the {―P, ::: , P} interval. Finally, we compare multiobjective versus single-objective training of INNs, showing that robustness and network simplicity can be acquired simultaneously, thus obtaining better test performances. Although the previous state-of-the-art approaches achieve an average accuracy of 51:1% on the Modified National Institute of Standards and Technology data set, the BeMi ensemble approach achieves an average accuracy of 68.4% when trained with 10 images per class and 81.8% when trained with 40 images per class while having up to 75.3% NN links removed.