Research Proposal: Meta-heuristics in Robust Optimisation

Lead Research Organisation: Lancaster University
Department Name: Management Science

Abstract

My research is based on developing approaches for performing optimisation under uncertainty. I work on general problems. Given some form of model that is being used to support informed decision making (e.g. a model of a logistical solution to some problem, or a model of a railway timetabling problem, ....) optimisation is used to identify the values in the model that will produce the best results i.e. the best logistical solution or best timetable. However we assume that there is some uncertainty in the problem so we want to avoid getting a result that is good if we can define the solution very accurately, but is highly sensitive - so that if we change a small part of the solution the result deteriorates a lot. The assumptions we make about the uncertainty puts our work under a category of 'robust optimisation'. Because we don't make any assumptions about the nature of the models our approaches can be applied to, we are working in the area of 'metaheuristics' (general rule-based approaches). This is as opposed to, for example, Marc's work which is primarily in 'mathematical programming' - there some specific assumptions are made about the models you want to apply optimisation to, which is a limitation, but means that you may be better able to find an optimal solution than you can for my more general types of approach.

Publications

10 25 50

Studentship Projects

Project Reference Relationship Related To Start End Student Name
EP/N509504/1 01/10/2016 30/09/2021
1767326 Studentship EP/N509504/1 01/10/2016 31/03/2020 Martin Hughes
 
Description We have identified improved approaches for performing optimisation searches on black-box problems (e.g. simulation models) which are expensive to run (thereby limiting the number of models runs that can be undertaken), under uncertainty. Here implementation undertainty only is considered, in a robust - as opposed to a stochastic - setting.
Exploitation Route Robust optimisation on expensive to run black-box problems is both a difficult undertaking and one that has not been widely considered, therefore the development of improving metaheuristics should be seen as an ongoing process.
Sectors Aerospace, Defence and Marine,Energy,Manufacturing, including Industrial Biotechology,Transport