We propose in this paper a novel weighted thresholding method for the sparsity-constrained optimization problem. By reformulating the problem equivalently as a mixed-integer programming, we investigate the Lagrange du...
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We propose in this paper a novel weighted thresholding method for the sparsity-constrained optimization problem. By reformulating the problem equivalently as a mixed-integer programming, we investigate the Lagrange duality with respect to an l1-norm constraint and show the strong duality property. Then we derive a weighted thresholding method for the inner Lagrangian problem, and analyze its convergence. In addition, we give an error bound of the solution under some assumptions. Further, based on the proposed method, we develop a homotopy algorithm with varying sparsity level and Lagrange multiplier, and prove that the algorithm converges to an L-stationary point of the primal problem under some conditions. Computational experiments show that the proposed algorithm is competitive with state-of-the-art methods for the sparsity-constrained optimization problem.
This article discusses the Length-Constrained Cycle Partition Problem (LCCP), which constitutes a new generalization of the Travelling Salesperson Problem (TSP). Apart from nonnegative edge weights, the undirected gra...
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This article discusses the Length-Constrained Cycle Partition Problem (LCCP), which constitutes a new generalization of the Travelling Salesperson Problem (TSP). Apart from nonnegative edge weights, the undirected graph in LCCP features a nonnegative critical length parameter for each vertex. A cycle partition, i.e. a vertex-disjoint cycle cover, is a feasible solution for LCCP if the length of each cycle is not greater than the critical length of each vertex contained in it. The goal is to find a feasible partition having a minimum number of cycles. Besides analyzing theoretical properties and developing preprocessing techniques, we propose an elaborate heuristic algorithm that produces solutions of good quality even for large-size instances. Moreover, we present two exact mixed-integer programming formulations (MIPs) for LCCP, which are inspired by well-known modeling approaches for TSP. Further, we introduce the concept of conflict hypergraphs, whose cliques yield valid constraints for the MIP models. We conclude with a discussion on computational experiments that we conducted using (A)TSPLIB-based problem instances. As a motivating example application, we describe a routing problem where a fleet of uncrewed aerial vehicles (UAVs) must patrol a given set of areas.
For a mixed-integer linear problem (MIP) with uncertain constraints, the radius of robust feasibility (RRF) determines a value for the maximal size of the uncertainty set such that robust feasibility of the MIP can be...
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For a mixed-integer linear problem (MIP) with uncertain constraints, the radius of robust feasibility (RRF) determines a value for the maximal size of the uncertainty set such that robust feasibility of the MIP can be guaranteed. The approaches for the RRF in the literature are restricted to continuous optimization problems. We first analyze relations between the RRF of a MIP and its continuous linear (LP) relaxation. In particular, we derive conditions under which a MIP and its LP relaxation have the same RRF. Afterward, we extend the notion of the RRF such that it can be applied to a large variety of optimization problems and uncertainty sets. In contrast to the setting commonly used in the literature, we consider for every constraint a potentially different uncertainty set that is not necessarily full-dimensional. Thus, we generalize the RRF to MIPs and to include safe variables and constraints;that is, where uncertainties do not affect certain variables or constraints. In the extended setting, we again analyze relations between the RRF for a MIP and its LP relaxation. Afterward, we present methods for computing the RRF of LPs and of MIPs with safe variables and constraints. Finally, we show that the new methodologies can be successfully applied to the instances in the MIPLIB 2017 for computing the RRF. Summary of Contribution: Robust optimization is an important field of operations research due to its capability of protecting optimization problems from data uncertainties that are usually defined via so-called uncertainty sets. Intensive research has been conducted in developing algorithmically tractable reformulations of the usually semi-infinite robust optimization problems. However, in applications it also important to construct appropriate uncertainty sets (i.e., prohibiting too conservative, intractable, or even infeasible robust optimization problems due to the choice of the uncertainty set). In doing so, it is useful to know themaximal "size" of a given un
Lipschitz constants for linear MPC are useful for certifying inherent robustness against unmodeled disturbances or robustness for neural network-based approximations of the control law. In both cases, knowing the mini...
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ISBN:
(纸本)9798350301243
Lipschitz constants for linear MPC are useful for certifying inherent robustness against unmodeled disturbances or robustness for neural network-based approximations of the control law. In both cases, knowing the minimum Lipschitz constant leads to less conservative certifications. Computing this minimum Lipschitz constant is trivial given the explicit MPC. However, the computation of the explicit MPC may be intractable for complex systems. The paper discusses a method for efficiently computing the minimum Lipschitz constant without using the explicit control law. The proposed method simplifies a recently presented mixed-integer linear program (MILP) that computes the minimum Lipschitz constant. The simplification is obtained by exploiting saturation and symmetries of the control law and irrelevant constraints of the optimal control problem.
In this paper, we study an important real-life scheduling problem that can be formulated as an unrelated parallel machine scheduling problem with sequence-dependent setup times, due dates, and machine eligibility cons...
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In this paper, we study an important real-life scheduling problem that can be formulated as an unrelated parallel machine scheduling problem with sequence-dependent setup times, due dates, and machine eligibility constraints. The objective is to minimise total tardiness and makespan. We adapt and extend a mathematical model to find optimal solutions for small instances. Additionally, we propose several variants of simulated annealing to solve very large-scale instances as they appear in practice. We utilise several different search neighbourhoods and additionally investigate the use of innovative heuristic move selection strategies. Further, we provide a set of real-life problem instances as well as a random instance generator that we use to generate a large number of test instances. We perform a thorough evaluation of the proposed techniques and analyse their performance. We also apply our metaheuristics to approach a similar problem from the literature. Experimental results show that our methods are able to improve the results produced with state-of-the-art approaches for a large number of instances.
Randomized decision making refers to the process of making decisions randomly according to the outcome of an independent randomization device, such as a dice roll or a coin flip. The concept is unconventional, and som...
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Randomized decision making refers to the process of making decisions randomly according to the outcome of an independent randomization device, such as a dice roll or a coin flip. The concept is unconventional, and somehow counterintuitive, in the domain of mathematical programming, in which deterministic decisions are usually sought even when the problem parameters are uncertain. However, it has recently been shown that using a randomized, rather than a deterministic, strategy in nonconvex distributionally robust optimization (DRO) problems can lead to improvements in their objective values. It is still unknown, though, what is the magnitude of improvement that can be attained through randomization or how to numerically find the optimal randomized strategy. In this paper, we study the value of randomization in mixed-integer DRO problems and show that it is bounded by the improvement achievable through its continuous relaxation. Furthermore, we identify conditions under which the bound is tight. We then develop algorithmic procedures, based on column generation, for solving both single-and two-stage linear DRO problems with randomization that can be used with both moment-based and Wasserstein ambiguity sets. Finally, we apply the proposed algorithm to solve three classical discrete DRO problems: the assignment problem, the uncapacitated facility location problem, and the capacitated facility location problem and report numerical results that show the quality of our bounds, the computational efficiency of the proposed solution method, and the magnitude of performance improvement achieved by randomized decisions. Summary of Contribution: In this paper, we present both theoretical results and algorithmic tools to identify optimal randomized strategies for discrete distributionally robust optimization (DRO) problems and evaluate the performance improvements that can be achieved when using them rather than classical deterministic strategies. On the theory side, we provide
To address the diverse challenges faced by supermarkets in managing vegetable products, such as accurately predicting sales trends and formulating suitable pricing strategies, this study employs techniques like ARIMA ...
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In computational design and fabrication, neural networks are becoming important surrogates for bulky forward simulations. A long-standing, intertwined question is that of inverse design: how to compute a design that s...
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In computational design and fabrication, neural networks are becoming important surrogates for bulky forward simulations. A long-standing, intertwined question is that of inverse design: how to compute a design that satisfies a desired target performance? Here, we show that the piecewise linear property, very common in everyday neural networks, allows for an inverse design formulation based on mixed-integer linear programming. Our mixed-integer inverse design uncovers globally optimal or near optimal solutions in a principled manner. Furthermore, our method significantly facilitates emerging, but challenging, combinatorial inverse design tasks, such as material selection. For problems where finding the optimal solution is intractable, we develop an efficient yet near-optimal hybrid approach. Eventually, our method is able to find solutions provably robust to possible fabrication perturbations among multiple designs with similar performances. Our code and data are available at https://***/nansari/mixedinteger-neural-inverse-design.
In most low- and middle-income countries supported by the World Health Organization's Expanded Program on Immunization, vaccines are distributed through a legacy medical supply chain that is typically not cost-eff...
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In most low- and middle-income countries supported by the World Health Organization's Expanded Program on Immunization, vaccines are distributed through a legacy medical supply chain that is typically not cost-efficient. Vaccines require storage and transport in a temperature-controlled environment;this requires a "cold" distribution chain with capacity constraints on cold storage and cold transport. We propose an approach to redesigning the vaccine distribution chain that includes locating a set of intermediate distribution centers (DCs) and determining the flow paths from the central store (where vaccines are received into a country) through one or more of these to health clinics where vaccination actually occurs. In addition, the transport vehicles to allocate to each flow path, and the cold storage devices to use at each clinic or intermediate DC are determined. The redesigned network does not have to follow the current four-tiered, arborescent structure commonly found in practice, but can use alternative network structures. To redesign this network optimally, we develop a mixed-integer programming (MIP) model that can be used for small-to-medium-sized problems and also present a hybrid heuristic-MIP method to obtain good solutions for larger problems. Numerical results are shown using data reflecting distribution networks in several countries in sub-Saharan Africa.
Second-order cone programming problems are a tractable subclass of convex optimization problems that can be solved using polynomial algorithms. In the last decade, stochastic second-order cone programming problems hav...
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Second-order cone programming problems are a tractable subclass of convex optimization problems that can be solved using polynomial algorithms. In the last decade, stochastic second-order cone programming problems have been studied, and efficient algorithms for solving them have been developed. The mixed-integer version of these problems is a new class of interest to the optimization community and practitioners, in which certain variables are required to be integers. In this paper, we describe five applications that lead to stochastic mixed-integer second-order cone programming problems. Additionally, we present solution algorithms for solving stochastic mixed-integer second-order cone programming using cuts and relaxations by combining existing algorithms for stochastic second-order cone programming with extensions of mixed-integer second-order cone programming. The applications, which are the focus of this paper, include facility location, portfolio optimization, uncapacitated inventory, battery swapping stations, and berth allocation planning. Considering the fact that mixed-integer programs are usually known to be NP-hard, bringing applications to the surface can detect tractable special cases and inspire for further algorithmic improvements in the future.
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