In this paper, we propose a simple heuristic approach for the inventory control problem with stochastic demand and multiplicative random yield. Our heuristic tries to find the best candidate within a class of policies...
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In this paper, we propose a simple heuristic approach for the inventory control problem with stochastic demand and multiplicative random yield. Our heuristic tries to find the best candidate within a class of policies that are referred to in the literature as the linear inflation rule (LIR) policies. Our approach is computationally fast, easy to implement, and intuitive to understand. Moreover, we find that in a significant number of instances our heuristic performs better than several other well-known heuristics that are available in the literature.
In this paper, we analyze distributed average consensus algorithms, both deterministic and gossip based, with respect to a new metric related to the energy cost of communication among agents. We first introduce a new ...
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In this paper, we analyze distributed average consensus algorithms, both deterministic and gossip based, with respect to a new metric related to the energy cost of communication among agents. We first introduce a new notion of communication complexity as a metric to assess the energy efficiency properties of consensus algorithms. We provide explicit formulas to compute the communication complexity of deterministic algorithms and gossip based algorithms depending on different stopping criteria. We also show that the gossip based algorithms have less communication complexity than the deterministic counterparts under mild conditions, usually satisfied by a large number of networks. We also show that the gossip algorithm with minimum communication complexity can be effectively computed as the solution of a convex optimization problem.
We consider the Asymmetric Traveling Salesman problem for costs satisfying the triangle inequality. We derive a randomized algorithm which delivers a solution within a factor O(log n/log log n) of the optimum with hig...
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ISBN:
(纸本)9780898716986
We consider the Asymmetric Traveling Salesman problem for costs satisfying the triangle inequality. We derive a randomized algorithm which delivers a solution within a factor O(log n/log log n) of the optimum with high probability.
We are given n stations of which k are active, while the remaining n - k are asleep. The active stations communicate via a multiple-access channel. If a subset Q of active stations transmits in the same round, all act...
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ISBN:
(纸本)9781424472611;9780769540597
We are given n stations of which k are active, while the remaining n - k are asleep. The active stations communicate via a multiple-access channel. If a subset Q of active stations transmits in the same round, all active stations can recognize from the signal strength how many stations have transmitted (i.e., they learn the size of set Q), even though they may not be able to decode the contents of transmitted messages. The goal is to let each active station to learn about the set of all active stations. It is well known that Θ(klog_(k+1)n) rounds are enough, even for non-adaptive deterministic algorithms. A natural interesting generalization arises when we are required to identify a subset of m ≤ k active stations. We show that while for randomized or for adaptive deterministic algorithms _(m log_(m+1) n) rounds are sufficient, the non-adaptive deterministic counterpart still requires Θ(klog_(k+1)n) rounds;therefore, finding any subset of active stations is not easier than finding all of them by a non-adaptive deterministic algorithm. We prove our results in the more general framework of combinatorial search theory, where the problem of identifying active stations on a multiple-access channel can be viewed as a variant of the well-known counterfeit coin problem.
The Lovasz Local Lemma (LLL) is a powerful result in probability theory that states that the probability that none of a set of bad events happens is nonzero if the probability of each event is small compared to the nu...
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ISBN:
(纸本)9780898717013
The Lovasz Local Lemma (LLL) is a powerful result in probability theory that states that the probability that none of a set of bad events happens is nonzero if the probability of each event is small compared to the number of events that depend on it. It is often used in combination with the probabilistic method for non-constructive existence proofs. A prominent application is to k-CNF formulas, where LLL implies that, if every clause in the formula shares variables with at most d≤2~k/e other clauses then such a formula has a satisfying assignment. Recently, a randomized algorithm to efficiently construct a satisfying assignment was given by Moser.
The problem of identifying discrete time affine hybrid systems with noisy measurements is addressed in this paper. Given a finite number of measurements of input/output and a bound on the measurement noise, the object...
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ISBN:
(纸本)9781424477456
The problem of identifying discrete time affine hybrid systems with noisy measurements is addressed in this paper. Given a finite number of measurements of input/output and a bound on the measurement noise, the objective is to identify a switching sequence and a set of affine models that are compatible with the a priori information, while minimizing the number of affine models. While this problem has been successfully addressed in the literature if the input/output data is noise-free or corrupted by process noise, results for the case of measurement noise are limited, e.g., a randomized algorithm has been proposed in a previous paper [3]. In this paper, we develop a deterministic approach. Namely, by recasting the identification problem as polynomial optimization, we develop deterministic algorithms, in which the inherent sparse structure is exploited. A finite dimensional semi-definite problem is then given which is equivalent to the identification problem. Moreover, to address computational complexity issues, an equivalent rank minimization problem subject to deterministic LMI constraints is provided, as efficient convex relaxations for rank minimization are available in the literature. Numerical examples are provided, illustrating the effectiveness of the algorithms.
Clustering is a basic data mining task with a wide variety of applications. Not surprisingly, there exist many clustering algorithms. However, clustering is an ill defined problem - given a data set, it is not clear w...
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ISBN:
(纸本)9781617823800
Clustering is a basic data mining task with a wide variety of applications. Not surprisingly, there exist many clustering algorithms. However, clustering is an ill defined problem - given a data set, it is not clear what a "correct" clustering for that set is. Indeed, different algorithms may yield dramatically different outputs for the same input sets. Faced with a concrete clustering task, a user needs to choose an appropriate clustering algorithm. Currently, such decisions are often made in a very ad hoc, if not completely random, manner. Given the crucial effect of the choice of a clustering algorithm on the resulting clustering, this state of affairs is truly regrettable. In this paper we address the major research challenge of developing tools for helping users make more informed decisions when they come to pick a clustering tool for their data. This is, of course, a very ambitious endeavor, and in this paper, we make some first steps towards this goal. We propose to address this problem by distilling abstract properties of the input-output behavior of different clustering paradigms. In this paper, we demonstrate how abstract, intuitive properties of clustering functions can be used to taxonomize a set of popular clustering algorithmic paradigms. On top of addressing deterministic clustering algorithms, we also propose similar properties for randomized algorithms and use them to highlight functional differences between different common implementations of k-means clustering. We also study relationships between the properties, independent of any particular algorithm. In particular, we strengthen Kleinberg's famous impossibility result, while providing a simpler proof.
This paper deals with the maximum triangle packing problem. For this problem, Hassin and Rubinstein gave a randomized polynomial-time approximation algorithm that achieves an expected ratio of 83/43 (1 - is an element...
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This paper deals with the maximum triangle packing problem. For this problem, Hassin and Rubinstein gave a randomized polynomial-time approximation algorithm that achieves an expected ratio of 83/43 (1 - is an element of)(approximate to 0.518(1 - is an element of)) for any constant is an element of > 0. By modifying their algorithm, we obtain a new randomized polynomial-time approximation algorithm for the problem which achieves an expected ratio of 0.5257(1 - is an element of) for any constant E > 0. (C) 2008 Elsevier B.V. All rights reserved.
In this paper, we study two general semi-infinite programming problems by means of a randomized strategy based on statistical learning theory. The sample size results obtained with this approach are generally consider...
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In this paper, we study two general semi-infinite programming problems by means of a randomized strategy based on statistical learning theory. The sample size results obtained with this approach are generally considered to be very conservative by the control community. The first main contribution of this paper is to demonstrate that this is not necessarily the case. Utilizing as a starting point one-sided results from statistical learning theory, we obtain bounds on the number of required samples that are manageable for "reasonable" values of probabilistic confidence and accuracy. In particular, we show that the number of required samples grows with the accuracy parameter epsilon as 1/epsilon in 1/epsilon, and this is a significant improvement when compared to the existing bounds which depend on 1/epsilon(2) ln 1/epsilon(2). Secondly, we present new results for optimization and feasibility problems involving Boolean expressions consisting of polynomials. In this case, when the accuracy parameter is sufficiently small, an explicit bound that only depends on the number of decision variables, and on the confidence and accuracy parameters is presented. For convex optimization problems, we also prove that the required sample size is inversely proportional to the accuracy for fixed confidence. Thirdly, we propose a randomized algorithm that provides a probabilistic solution circumventing the potential conservatism of the bounds previously derived.
In this paper, we consider the online version of the following problem: partition a set of input points into subsets, each enclosable by a unit ball, so as to minimize the number of subsets used. In the one-dimensiona...
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In this paper, we consider the online version of the following problem: partition a set of input points into subsets, each enclosable by a unit ball, so as to minimize the number of subsets used. In the one-dimensional case, we show that surprisingly the na < ve upper bound of 2 on the competitive ratio can be beaten: we present a new randomized 15/8-competitive online algorithm. We also provide some lower bounds and an extension to higher dimensions.
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