 Publication Date:
 NSFPAR ID:
 10318932
 Journal Name:
 INFORMS Journal on Computing
 ISSN:
 10919856
 Sponsoring Org:
 National Science Foundation
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We present a progressive approximation algorithm for the exact solution of several classes of interdiction games in which two noncooperative players (namely an attacker and a follower) interact sequentially. The follower must solve an optimization problem that has been previously perturbed by means of a series of attacking actions led by the attacker. These attacking actions aim at augmenting the cost of the decision variables of the follower’s optimization problem. The objective, from the attacker’s viewpoint, is that of choosing an attacking strategy that reduces as much as possible the quality of the optimal solution attainable by the follower. The progressive approximation mechanism consists of the iterative solution of an interdiction problem in which the attacker actions are restricted to a subset of the whole solution space and a pricing subproblem invoked with the objective of proving the optimality of the attacking strategy. This scheme is especially useful when the optimal solutions to the follower’s subproblem intersect with the decision space of the attacker only in a small number of decision variables. In such cases, the progressive approximation method can solve interdiction games otherwise intractable for classical methods. We illustrate the efficiency of our approach on the shortest path, 01more »

Cycle representatives of persistent homology classes can be used to provide descriptions of topological features in data. However, the nonuniqueness of these representatives creates ambiguity and can lead to many different interpretations of the same set of classes. One approach to solving this problem is to optimize the choice of representative against some measure that is meaningful in the context of the data. In this work, we provide a study of the effectiveness and computational cost of several ℓ 1 minimization optimization procedures for constructing homological cycle bases for persistent homology with rational coefficients in dimension one, including uniformweighted and lengthweighted edgeloss algorithms as well as uniformweighted and areaweighted triangleloss algorithms. We conduct these optimizations via standard linear programming methods, applying generalpurpose solvers to optimize over column bases of simplicial boundary matrices. Our key findings are: 1) optimization is effective in reducing the size of cycle representatives, though the extent of the reduction varies according to the dimension and distribution of the underlying data, 2) the computational cost of optimizing a basis of cycle representatives exceeds the cost of computing such a basis, in most data sets we consider, 3) the choice of linear solvers matters a lot to themore »

We revisit the classical spectrum allocation (SA) problem, a fundamental subproblem in optical network design, and make three contributions. First, we show how some SA problem instances may be decomposed into smaller instances that may be solved independently without loss of optimality. Second, we prove an optimality property of the wellknown firstfit (FF) heuristic. Finally, we leverage this property to develop a recursive and parallel algorithm that applies the FF heuristic to find an optimal solution efficiently. This recursive FF algorithm is highly scalable because of two unique properties: (1) it completely sidesteps the symmetry inherent in SA and hence drastically reduces the solution space compared to typical integer linear programming formulations, and (2) the solution space can be naturally decomposed in nonoverlapping subtrees that may be explored in parallel almost independently of each other, resulting in faster than linear speedup.

We study the problem of finding the Löwner–John ellipsoid (i.e., an ellipsoid with minimum volume that contains a given convex set). We reformulate the problem as a generalized copositive program and use that reformulation to derive tractable semidefinite programming approximations for instances where the set is defined by affine and quadratic inequalities. We prove that, when the underlying set is a polytope, our method never provides an ellipsoid of higher volume than the one obtained by scaling the maximum volumeinscribed ellipsoid. We empirically demonstrate that our proposed method generates highquality solutions and can be solved much faster than solving the problem to optimality. Furthermore, we outperform the existing approximation schemes in terms of solution time and quality. We present applications of our method to obtain piecewise linear decision rule approximations for dynamic distributionally robust problems with random recourse and to generate ellipsoidal approximations for the set of reachable states in a linear dynamical system when the set of allowed controls is a polytope.

null (Ed.)We study ranked enumeration of joinquery results according to very general orders defined by selective dioids. Our main contribution is a framework for ranked enumeration over a class of dynamic programming problems that generalizes seemingly different problems that had been studied in isolation. To this end, we extend classic algorithms that find the k shortest paths in a weighted graph. For full conjunctive queries, including cyclic ones, our approach is optimal in terms of the time to return the top result and the delay between results. These optimality properties are derived for the widely used notion of data complexity, which treats query size as a constant. By performing a careful cost analysis, we are able to uncover a previously unknown tradeoff between two incomparable enumeration approaches: one has lower complexity when the number of returned results is small, the other when the number is very large. We theoretically and empirically demonstrate the superiority of our techniques over batch algorithms, which produce the full result and then sort it. Our technique is not only faster for returning the first few results, but on some inputs beats the batch algorithm even when all results are produced.