Lease expiration management for a single lease term in the apartment industry

Lease expiration management (LEM) in the apartment industry aims to control the number of lease expirations and thus achieve maximal revenue growth. We examine rental rate strategies in the context of LEM for apartment buildings that offer a single lease term and face demand uncertainty. We show that the building may incur a significant revenue loss if it fails to account for LEM in the determination of the rental rate. We also show that the use of LEM is a compromise approach between a limited optimization, where no future demand information is available, and a global optimization, where complete future demand information is available. We show that the use of LEM can enhance the apartment building’s revenue by as much as 8% when the desired number of expirations and associated costs are appropriately estimated. Numerical examples are included to illustrate the major results derived from our models and the impact on the apartment’s revenue of sensitivity to the desired number of expirations and associated costs.     

GHS + LEM: Global-best Harmony Search using learnable evolution models

This paper presents a new optimization algorithm called GHS + LEM, which is based on the Global-best Harmony Search algorithm (GHS) and techniques from the learnable evolution models (LEM) to improve convergence and accuracy of the algorithm. The performance of the algorithm is evaluated with fifteen optimization functions commonly used by the optimization community. In addition, the results obtained are compared against the original Harmony Search algorithm, the Improved Harmony Search algorithm and the Global-best Harmony Search algorithm. The assessment shows that the proposed algorithm (GHS + LEM) improves the accuracy of the results obtained in relation to the other options, producing better results in most situations, but more specifically in problems with high dimensionality, where it offers a faster convergence with fewer iterations.     

Machine learning problems from optimization perspective

Both optimization and learning play important roles in a system for intelligent tasks. On one hand, we introduce three types of optimization tasks studied in the machine learning literature, corresponding to the three levels of inverse problems in an intelligent system. Also, we discuss three major roles of convexity in machine learning, either directly towards a convex programming or approximately transferring a difficult problem into a tractable one in help of local convexity and convex duality. No doubly, a good optimization algorithm takes an essential role in a learning process and new developments in the literature of optimization may thrust the advances of machine learning. On the other hand, we also interpret that the key task of learning is not simply optimization, as sometimes misunderstood in the optimization literature. We introduce the key challenges of learning and the current status of efforts towards the challenges. Furthermore, learning versus optimization has also been examined from a unified perspective under the name of Bayesian Ying-Yang learning, with combinatorial optimization made more effectively in help of learning.     

Numerical study of learning algorithms on Stiefel manifold

Convex optimization methods are used for many machine learning models such as support vector machine. However, the requirement of a convex formulation can place limitations on machine learning models. In recent years, a number of machine learning methods not requiring convexity have emerged. In this paper, we study non-convex optimization problems on the Stiefel manifold in which the feasible set consists of a set of rectangular matrices with orthonormal column vectors. We present examples of non-convex optimization problems in machine learning and apply three nonlinear optimization methods for finding a local optimal solution; geometric gradient descent method, augmented Lagrangian method of multipliers, and alternating direction method of multipliers. Although the geometric gradient method is often used to solve non-convex optimization problems on the Stiefel manifold, we show that the alternating direction method of multipliers generally produces higher quality numerical solutions within a reasonable computation time.     

非凸极小极大问题的优化算法与复杂度分析

非凸极小极大问题是近期国际上优化与机器学习、信号处理等交叉领域的一个重要研究前沿和热点,包括对抗学习、强化学习、分布式非凸优化等前沿研究方向的一些关键科学问题都归结为该类问题。国际上凸-凹极小极大问题的研究已取得很好的成果,但非凸极小极大问题不同于凸-凹极小极大问题,是有其自身结构的非凸非光滑优化问题,理论研究和求解难度都更具挑战性,一般都是NP-难的。重点介绍非凸极小极大问题的优化算法和复杂度分析方面的最新进展。     

机器学习中的最优化模型与对偶

数学最优化是以数学的方式来刻画和找出问题最优解的一门学科.机器学习利用数据构造预测方法,并对这些方法进行研究.介绍了机器学习中与支持向量机和稀疏重构相关的最优化模型.在此基础上,给出了三个典型最优化模型的对偶问题,并详细地讨论了对偶在求解这些问题中的应用.     

A Tutorial on the Cross-Entropy Method

The cross-entropy (CE) method is a new generic approach to combinatorial and multi-extremal optimization and rare event simulation. The purpose of this tutorial is to give a gentle introduction to the CE method. We present the CE methodology, the basic algorithm and its modifications, and discuss applications in combinatorial optimization and machine learning.     

Combining metaheuristics with mathematical programming, constraint programming and machine learning

During the last years, interest on hybrid metaheuristics has risen considerably in the field of optimization and machine learning. The best results found for many optimization problems in science and industry are obtained by hybrid optimization algorithms. Combinations of optimization tools such as metaheuristics, mathematical programming, constraint programming and machine learning, have provided very efficient optimization algorithms. Four different types of combinations are considered in this paper: (i) Combining metaheuristics with complementary metaheuristics. (ii) Combining metaheuristics with exact methods from mathematical programming approaches which are mostly used in the operations research community. (iii) Combining metaheuristics with constraint programming approaches developed in the artificial intelligence community. (iv) Combining metaheuristics with machine learning and data mining techniques.     

基于启发式Q学习的汽车涂装车间作业排序优化

针对汽车涂装车间中的作业优化排序问题,提出一种基于启发式Q学习的优化算法。首先,建立包括满足总装车间生产顺序和最小化喷枪颜色切换次数的多目标整数规划模型。将涂装作业优化排序问题抽象为马尔可夫过程,建立基于启发式Q算法的求解方法。通过具体案例,对比分析了启发式Q学习、Q学习、遗传算法三种方案的优劣。结果表明:在大规模问题域中,启发式Q学习算法具有寻优效率更高、效果更好的优势。本研究为机器学习算法在汽车涂装作业优化排序问题的应用提出了新思路。     

The landscape of the proximal point method for nonconvex–nonconcave minimax optimization

Mathematical Programming - Minimax optimization has become a central tool in machine learning with applications in robust optimization, reinforcement learning, GANs, etc. These applications are...     

Machine learning for global optimization

In this paper we introduce the LeGO (Learning for Global Optimization) approach for global optimization in which machine learning is used to predict the outcome of a computationally expensive global optimization run, based upon a suitable training performed by standard runs of the same global optimization method. We propose to use a Support Vector Machine (although different machine learning tools might be employed) to learn the relationship between the starting point of an algorithm and the final outcome (which is usually related to the function value at the point returned by the procedure). Numerical experiments performed both on classical test functions and on difficult space trajectory planning problems show that the proposed approach can be very effective in identifying good starting points for global optimization.     

Nonlinear optimization and support vector machines

Support Vector Machine (SVM) is one of the most important class of machine learning models and algorithms, and has been successfully applied in various fields. Nonlinear optimization plays a crucial role in SVM methodology, both in defining the machine learning models and in designing convergent and efficient algorithms for large-scale training problems. In this paper we present the convex programming problems underlying SVM focusing on supervised binary classification. We analyze the most important and used optimization methods for SVM training problems, and we discuss how the properties of these problems can be incorporated in designing useful algorithms.     

A comparative study of the leading machine learning techniques and two new optimization algorithms

We present here a computational study comparing the performance of leading machine learning techniques to that of recently developed graph-based combinatorial optimization algorithms (SNC and KSNC). The surprising result of this study is that SNC and KSNC consistently show the best or close to best performance in terms of their F₁-scores, accuracy, and recall. Furthermore, the performance of SNC and KSNC is considerably more robust than that of the other algorithms; the others may perform well on average but tend to vary greatly across data sets. This demonstrates that combinatorial optimization techniques can be competitive as compared to state-of-the-art machine learning techniques. The code developed for SNC and KSNC is publicly available.     

基于故障树和混沌粒子群算法的锻压机床故障诊断方法

锻压机床由于生产效率高和材料利用率高的特点,被广泛应用于各领域.然而,锻压机床发生故障时,其故障种类繁多、故障数据量大,所以对锻压机床故障源的快速、准确诊断较困难.针对该问题,文章提出一种将故障树分析法和混沌粒子群算法相融合的方法,对锻压机床的故障源进行故障诊断.该方法是先通过故障树分析法对锻压机床的故障进行分析从而得到故障模式及其故障概率,然后由得到的故障模式和已知的故障维修经验分析归纳出故障模式的学习样本,再根据得到的故障概率运用混沌粒子群算法的遍历性快速、准确地诊断出锻压机床发生故障的精确位置.文章提出的方法以锻压机床的伺服系统为例进行了故障诊断实验,将该实验结果与遗传算法、粒子群算法进行对比.实验结果表明,文章的算法在锻压机床伺服系统的故障诊断中准确度更高、速度更快.     

Nonsmoothness in Machine Learning: Specific Structure,Proximal Identification,and Applications

Set-Valued and Variational Analysis - Nonsmoothness is often a curse for optimization; but it is sometimes a blessing, in particular for applications in machine learning. In this paper, we present...     

Robust conjugate duality for convex optimization under uncertainty with application to data classification

In this paper we present a robust conjugate duality theory for convex programming problems in the face of data uncertainty within the framework of robust optimization, extending the powerful conjugate duality technique. We first establish robust strong duality between an uncertain primal parameterized convex programming model problem and its uncertain conjugate dual by proving strong duality between the deterministic robust counterpart of the primal model and the optimistic counterpart of its dual problem under a regularity condition. This regularity condition is not only sufficient for robust duality but also necessary for it whenever robust duality holds for every linear perturbation of the objective function of the primal model problem. More importantly, we show that robust strong duality always holds for partially finite convex programming problems under scenario data uncertainty and that the optimistic counterpart of the dual is a tractable finite dimensional problem. As an application, we also derive a robust conjugate duality theorem for support vector machines which are a class of important convex optimization models for classifying two labelled data sets. The support vector machine has emerged as a powerful modelling tool for machine learning problems of data classification that arise in many areas of application in information and computer sciences.     

Shape functional optimization with restrictions boosted with machine learning techniques

Shape optimization is a widely used technique in the design phase of a product. Current ongoing improvement policies require a product to fulfill a series of conditions from the perspective of mechanical resistance, fatigue, natural frequency, impact resistance, etc. All these conditions are translated into equality or inequality restrictions which must be satisfied during the optimization process that is necessary in order to determine the optimal shape. This article describes a new method for shape optimization that considers any regular shape as a possible shape, thereby improving on traditional methods limited to straight profiles or profiles established a priori. Our focus is based on using functional techniques and this approach is, based on representing the shape of the object by means of functions belonging to a finite-dimension functional space. In order to resolve this problem, the article proposes an optimization method that uses machine learning techniques for functional data in order to represent the perimeter of the set of feasible functions and to speed up the process of evaluating the restrictions in each iteration of the algorithm. The results demonstrate that the functional approach produces better results in the shape optimization process and that speeding up the algorithm using machine learning techniques ensures that this approach does not negatively affect design process response times.     

Computational complexity of combinatorial optimization problems induced by collective procedures in machine learning

The computational complexity of a new class of combinatorial optimization problems that are induced by optimal machine learning procedures in the class of collective piecewise linear classifiers of committee type is studied.     

Smooth over-parameterized solvers for non-smooth structured optimization

Mathematical Programming - Non-smooth optimization is a core ingredient of many imaging or machine learning pipelines. Non-smoothness encodes structural constraints on the solutions, such as...     

Hybrid wavelet-support vector classification of waveforms

The support vector machine (SVM) represents a new and very promising technique for machine learning tasks involving classification, regression or novelty detection. Improvements of its generalization ability can be achieved by incorporating prior knowledge of the task at hand.We propose a new hybrid algorithm consisting of signal-adapted wavelet decompositions and hard margin SVMs for waveform classification. The adaptation of the wavelet decompositions is tailored for hard margin SV classifiers with radial basis functions as kernels. It allows the optimization of the representation of the data before training the SVM and does not suffer from computationally expensive validation techniques.We assess the performance of our algorithm against the background of current concerns in medical diagnostics, namely the classification of endocardial electrograms and the detection of otoacoustic emissions. Here the performance of hard margin SVMs can significantly be improved by our adapted preprocessing step.