Federated Learning(FL) has attracted wide research interest due to its potential in building machine learning models while preserving users' data privacy. However, due to the distributive nature of FL, it is vulne...
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Federated Learning(FL) has attracted wide research interest due to its potential in building machine learning models while preserving users' data privacy. However, due to the distributive nature of FL, it is vulnerable to misbehavior from participating worker nodes. Thus, it is important to select clients to participate in FL. Recent studies on FL client selection focus on the perspective of improving model training efficiency and performance, without holistically considering potential misbehavior and the cost of hiring. To bridge this gap, we propose a first-of-its-kind reputation-aware stochastic integer programming-based FL Client Selection method (SCS). It can optimally select and compensate clients with different reputation profiles. Extensive experiments show that SCS achieves the most advantageous performance-cost trade-off compared to other existing state-of-the-art approaches.
Air traffic management measures comprise tactical operating procedures to minimize delay costs and strategic scheduling interventions to control overcapacity scheduling. Although interdependent, these problems have be...
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Air traffic management measures comprise tactical operating procedures to minimize delay costs and strategic scheduling interventions to control overcapacity scheduling. Although interdependent, these problems have been treated in isolation. This paper proposes an integrated model of scheduling and operations in airport networks that jointly optimizes scheduling interventions and ground-holding operations across airports networks under operating uncertainty. It is formulated as a two-stage stochastic program with integer recourse. To solve it, we develop an original decomposition algorithm with provable solution quality guarantees. The algorithm relies on new optimality cuts-dual integer cuts-that leverage the reduced costs of the dual linear programming relaxation of the second-stage problem. The algorithm also incorporates neighborhood constraints, which shift from exploration to exploitation at later stages. We also use a scenario generation approach to construct representative scenarios from historical records of operations-using integerprogramming. Computational experiments show that our algorithm yields near-optimal solutions for the entire U.S. National Airspace System network. Ultimately, the proposed approach enhances airport demand management models through scale integration (by capturing network-wide interdependencies) and scope integration (by capturing interdependencies between scheduling and operations).
We study stochastic integer programming models for assigning delays to flights that are destined for an airport whose capacity has been impacted by poor weather or some other exogenous factor. In the existing literatu...
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We study stochastic integer programming models for assigning delays to flights that are destined for an airport whose capacity has been impacted by poor weather or some other exogenous factor. In the existing literature, empirical evidence seemed to suggest that a proposed integerprogramming model had a strong formulation, but no existing theoretical results explained the observation. We apply recent results concerning the polyhedra of stochastic network flow problems to explain the strength of the existing model, and we propose a model whose size scales better with the number of flights in the problem and that preserves the strength of the existing model. Computational results are provided that demonstrate the benefits of the proposed model. Finally, we define a type of equity property that is satisfied by both models.
stochastic integer programming (SIP) has recently been studied to manage the risk caused by geological uncertainty when solving mine planning and production scheduling problems of open pit mines. However, similar to o...
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stochastic integer programming (SIP) has recently been studied to manage the risk caused by geological uncertainty when solving mine planning and production scheduling problems of open pit mines. However, similar to other mathematical programming techniques that deploy integer variables, the main obstacle of applying SIP on real-life datasets stems from the enormous number of integer variables required by its mathematical formulation, which is a function of number of mining blocks being processed and lifespan of the mining project. In this paper, a new framework is proposed for stochastic mine planning process which makes the application of SIP on large-scale datasets tractable. Firstly, mining blocks of simulated orebody models are clustered using TopCone algorithm to significantly reduce the scale of the data. A new SIP model is then developed to work on aggregated blocks so not only the net present value (NPV) is maximised and the risk of not meeting production targets is minimised, but also solution can be obtained in a practical timeframe. The scheduling result of the new SIP model is also compared to an integerprogramming (IP) model to highlight the ability to manage risk and generating higher NPV on a case study of a large-scale multi-element iron ore deposit in Pilbara region, Western Australia.
We present an asynchronous bundle-trust-region algorithm within the context of Lagrangian dual decomposition for stochastic mixed-integer programs. The approach solves the Lagrangian master problem by using a bundle m...
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We present an asynchronous bundle-trust-region algorithm within the context of Lagrangian dual decomposition for stochastic mixed-integer programs. The approach solves the Lagrangian master problem by using a bundle method with a trust-region constraint. This scheme enables asynchronous computations and can thus help mitigate severe load imbalance issues (associated with the solution of scenario subproblems) and improve parallel efficiency. We provide a convergence analysis and an implementation of the proposed scheme. We also present extensive numerical results on eighty instances of a large-scale stochastic unit commitment problem, and demonstrate that the proposed approach provides significant reductions in solution time and achieves strong scaling.
Demand uncertainty coupled with a short shelf life of blood platelets has led to a significant wastage at hospitals. An important objective is to minimize wastage of platelets while maintaining a specified service lev...
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Demand uncertainty coupled with a short shelf life of blood platelets has led to a significant wastage at hospitals. An important objective is to minimize wastage of platelets while maintaining a specified service level. To achieve this objective, a mixed integerstochasticprogramming model under demand uncertainty is developed. Due to the computational complexity of the problem, three heuristic rules are proposed for determining the platelet ordering policy at the hospital. The performance of these three ordering policies is compared against that of the periodic review order-up-to policy proposed in the literature using real-life data obtained from a medical center. The shelf life of arriving platelets, coefficient of variation of demand and cost parameters are varied, and their impact is analyzed on the performance measures and the best rule with respect to each setting is determined. Based on the shelf life setting and cost prioritization, the decision maker can choose the most suitable rule for the hospital. (C) 2017 Elsevier Ltd. All rights reserved.
The high cost of flight delays for airlines has motivated scientific research in air traffic flow management (ATFM). The majority of ATFM models in the literature are deterministic and do not take into account stochas...
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The high cost of flight delays for airlines has motivated scientific research in air traffic flow management (ATFM). The majority of ATFM models in the literature are deterministic and do not take into account stochastic factors such as weather. In this paper, new stochasticprogramming models for ATFM are proposed. The models include as tactical control options: ground holding, airborne holding and rerouting. To solve the models, a new heuristic method that takes advantage of the problem structure is derived and illustrated. Computational results show that the heuristic method provides practical computation times. Furthermore, the value of the stochastic solution is up to 14% for cases where adverse weather affects a significant part of the network. This implies that using the proposed approach to make air traffic flow decisions can lead to tangible monetary benefits for airlines.
Modern supply chain networks (SCN) are becoming increasingly complex, with vulnerable entities exposed to uncertain disruptions that affect local or global supply chain attributes. We model a stochastic mixed-integer ...
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Modern supply chain networks (SCN) are becoming increasingly complex, with vulnerable entities exposed to uncertain disruptions that affect local or global supply chain attributes. We model a stochastic mixed-integer program to minimize the overall cost of SCN design and operations, in response to lead-time and demand uncertainties following given probability distributions. We formulate a heterogeneous risk-aware model to trade off between cost and delay/shortage by considering different risk-attitudes amongst supply chain agents. In particular, we employ the Conditional Value-at-Risk (CVaR) as a coherent risk measure for quantifying risk while attaining solution tractability. We derive managerial insights from our numerical studies, finding the most benefit from diversifying agents in the root tier, since their disruptions affect all other tiers in the SCN. We find that as agents become more risk averse, the optimal solutions for key agents (such as assemblers), seek more backup suppliers and allocate extra capacities to achieve resiliency and reliability. Practitioners can use the outcomes of our framework and studies to guide SCN design considering heterogeneous risk attitudes between agents. Note to Practitioners-With growing uncertainties in global supply chains, inefficient responses to disruptions can lead to large penalties and long-term impacts such as customer dissatisfaction. This research is motivated by the challenges arising during the operations of supply chains under both lead-time and demand uncertainties. We employ optimization and centralized control approaches to optimize supply-chain network design as well as response strategies to disruptions, and our framework can handle heterogeneous risk preferences as it models the risk attitude of each individual entity or agent in supply chains. Our model can be utilized to completely or partially re-design resilient supply chains, to better prepare for unknown features and uncertainties. Our case study p
Dry bulk shipping plays a crucial role in intercontinental bulk cargo transport, with operators managing fleets to meet shippers' transportation demand. A primary challenge for these operators is making optimal op...
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Dry bulk shipping plays a crucial role in intercontinental bulk cargo transport, with operators managing fleets to meet shippers' transportation demand. A primary challenge for these operators is making optimal operational decisions about ship scheduling, routing, and sailing speed in the face of stochastic demand. We address this problem by developing a stochastic integer programming model designed to maximize revenue while maintaining high service levels for shippers. We quantify service levels for shippers using the probability of demand being fully satisfied. To solve this model, we introduce an innovative offline-online Lagrange relaxation framework. This framework leverages training data to determine the optimal Lagrange multiplier, which subsequently guides decision-making with test data. Numerical experiments show that our method closely matches the performance of Sampling Average Approximation (SAA) solutions while reducing computational time.
Mobile-rack warehouses have become increasingly popular in online retail due to their efficient order-picking capabilities. They adopt the parts-to-picker mode for order picking, while also introducing a new item stor...
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Mobile-rack warehouses have become increasingly popular in online retail due to their efficient order-picking capabilities. They adopt the parts-to-picker mode for order picking, while also introducing a new item storage assignment problem (ISAP). This problem involves determining both the categories and quantities of items assigned to each rack, with the objective of minimizing the expected number of rack movements required to fulfill orders under a given distribution. We formulate the ISAP as a stochastic integer programming model and then convert it into a deterministic version using sample average approximation. To address the vast solution spaces resulting from multidimensional category-quantity correlations, we develop a parallel adaptive large neighborhood search algorithm featuring reduced formulations and customized operators. Experimental results demonstrate a 2.84-38.94% reduction in rack movements compared to popular methods. Sensitivity analyses reveal that setting 20-24 bins per rack or reserving approximately 20% of rack capacity achieves a favorable balance between productivity and operational flexibility.
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