William Moran

Vicky Mak-Hau, John Yearwood, William Moran

In this paper, we investigate the constraint typology of mixed-integer linear programming MILP formulations. MILP is a commonly used mathematical programming technique for modelling and solving real-life scheduling, routing, planning, resource allocation, timetabling optimization problems, providing optimized business solutions for industry sectors such as: manufacturing, agriculture, defence, healthcare, medicine, energy, finance, and transportation. Despite the numerous real-life Combinatorial Optimization Problems found and solved, and millions yet to be discovered and formulated, the number of types of constraints, the building blocks of a MILP, is relatively much smaller. In the search of a suitable machine readable knowledge representation for MILPs, we propose an optimization modelling tree built based upon an MILP ontology that can be used as a guidance for automated systems to elicit an MILP model from end-users on their combinatorial business optimization problems.

Vikram Krishnamurthy, Daniel Angley, Robin Evans et al.

We consider an inverse reinforcement learning problem involving us versus an enemy radar equipped with a Bayesian tracker. By observing the emissions of the enemy radar,how can we identify if the radar is cognitive (constrained utility maximizer)? Given the observed sequence of actions taken by the enemy's radar, we consider three problems: (i) Are the enemy radar's actions (waveform choice, beam scheduling) consistent with constrained utility maximization? If so how can we estimate the cognitive radar's utility function that is consistent with its actions. We formulate and solve the problem in terms of the spectra (eigenvalues) of the state and observation noise covariance matrices, and the algebraic Riccati equation. (ii) How to construct a statistical test for detecting a cognitive radar (constrained utility maximization) when we observe the radar's actions in noise or the radar observes our probe signal in noise? We propose a statistical detector with a tight Type-II error bound. (iii) How can we optimally probe (interrogate) the enemy's radar by choosing our state to minimize the Type-II error of detecting if the radar is deploying an economic rational strategy, subject to a constraint on the Type-I detection error? We present a stochastic optimization algorithm to optimize our probe signal. The main analysis framework used in this paper is that of revealed preferences from microeconomics.

Zhenliang Zhang, Edwin K. P. Chong, Ali Pezeshki et al.

We study a social network consisting of agents organized as a hierarchical M-ary rooted tree, common in enterprise and military organizational structures. The goal is to aggregate information to solve a binary hypothesis testing problem. Each agent at a leaf of the tree, and only such an agent, makes a direct measurement of the underlying true hypothesis. The leaf agent then makes a decision and sends it to its supervising agent, at the next level of the tree. Each supervising agent aggregates the decisions from the M members of its group, produces a summary message, and sends it to its supervisor at the next level, and so on. Ultimately, the agent at the root of the tree makes an overall decision. We derive upper and lower bounds for the Type I and II error probabilities associated with this decision with respect to the number of leaf agents, which in turn characterize the converge rates of the Type I, Type II, and total error probabilities. We also provide a message-passing scheme involving non-binary message alphabets and characterize the exponent of the error probability with respect to the message alphabet size.