Identifying cause-effect relations among variables is a key step in the decision-making process. Whereas causal inference requires randomized experiments, researchers and policy makers are increasingly using observational studies to test causal hypotheses due to the wide availability of data and the infeasibility of experiments. The matching method is the most used technique to make causal inference from observational data. However, the pair assignment process in one-to-one matching creates uncertainty in the inference because of different choices made by the experimenter. Recently, discrete optimization models have been proposed to tackle such uncertainty; however, they produce 0-1 nonlinear problems and lack scalability. In this work, we investigate this emerging data science problem and develop a unique computational framework to solve the robust causal inference test instances from observational data with continuous outcomes. In the proposed framework, we first reformulate the nonlinear binary optimization problems as feasibility problems. By leveraging the structure of the feasibility formulation, we develop greedy schemes that are efficient in solving robust test problems. In many cases, the proposed algorithms achieve a globally optimal solution. We perform experiments on real-world data sets to demonstrate the effectiveness of the proposed algorithms and compare our results with the state-of-the-art solver. Our experiments show that the proposed algorithms significantly outperform the exact method in terms of computation time while achieving the same conclusion for causal tests. Both numerical experiments and complexity analysis demonstrate that the proposed algorithms ensure the scalability required for harnessing the power of big data in the decision-making process. Finally, the proposed framework not only facilitates robust decision making through big-data causal inference, but it can also be utilized in developing efficient algorithms for other nonlinear optimization problems such as quadratic assignment problems. History: Accepted by Ram Ramesh, Area Editor for Data Science and Machine Learning. Funding: This work was supported by the Division of Civil, Mechanical and Manufacturing Innovation of the National Science Foundation [Grant 2047094]. Supplemental Material: The online supplements are available at https://doi.org/10.1287/ijoc.2022.1226 .
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Variable functioning and its application to large scale steel frame design optimization
To solve complex real-world problems, heuristics and concept-based approaches can be used to incorporate information into the problem. In this study, a concept-based approach called variable functioning (
- NSF-PAR ID:
- 10387842
- Publisher / Repository:
- Springer Science + Business Media
- Date Published:
- Journal Name:
- Structural and Multidisciplinary Optimization
- Volume:
- 66
- Issue:
- 1
- ISSN:
- 1615-147X
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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Abstract Motivation RNA design is the search for a sequence or set of sequences that will fold to desired structure, also known as the inverse problem of RNA folding. However, the sequences designed by existing algorithms often suffer from low ensemble stability, which worsens for long sequence design. Additionally, for many methods only a small number of sequences satisfying the MFE criterion can be found by each run of design. These drawbacks limit their use cases.
Results We propose an innovative optimization paradigm, SAMFEO, which optimizes ensemble objectives (equilibrium probability or ensemble defect) by iterative search and yields a very large number of successfully designed RNA sequences as byproducts. We develop a search method which leverages structure level and ensemble level information at different stages of the optimization: initialization, sampling, mutation, and updating. Our work, while being less complicated than others, is the first algorithm that is able to design thousands of RNA sequences for the puzzles from the Eterna100 benchmark. In addition, our algorithm solves the most Eterna100 puzzles among all the general optimization based methods in our study. The only baseline solving more puzzles than our work is dependent on handcrafted heuristics designed for a specific folding model. Surprisingly, our approach shows superiority on designing long sequences for structures adapted from the database of 16S Ribosomal RNAs.
Availability and implementation Our source code and data used in this article is available at https://github.com/shanry/SAMFEO.
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This article addresses the operational optimization of industrial steam systems under device efficiency uncertainty using a data‐driven adaptive robust optimization approach. A semiempirical model of steam turbine is first developed based on process mechanism and operational data. Uncertain parameters of the proposed steam turbine model are further derived from the historical process data. A robust kernel density estimation method is then used to construct the uncertainty sets for modeling these uncertain parameters. The data‐driven uncertainty sets are incorporated into a two‐stage adaptive robust mixed‐integer linear programming (MILP) framework for operational optimization of steam systems to minimize the total operating cost. Integer variables are introduced to model the on/off decisions of the steam turbines and electrical motors, which are the major energy consumers of the steam system. By applying the affine decision rule, the proposed multilevel optimization model is transformed into its robust counterpart, which is a single‐level MILP problem. The proposed framework is applied to the steam system of a real‐world ethylene plant to demonstrate its applicability. © 2018 American Institute of Chemical Engineers
AIChE J , 65: e16500 2019
