We consider the problem of covering multiple submodular constraints. Given a finite ground set
We present here classes of integer programming problems that are solvable efficiently and with combinatorial flow algorithms. The problems are characterized by constraints that have either at most two variables per inequality that appear with opposite sign coefficients, or have in addition a third variable that appears only in one constraint. Such integer programs, referred to here as monotone IP2 or IP3, are shown to be solvable in polynomial time for polynomially bounded variables. This article demonstrates the vast applicability of IP2 and IP3 as models for integer programs in multiple scenarios. Since the problems are easily recognized, the knowledge of their structure enables one to determine easily that they are efficiently solvable. The variety of applications, that previously were not known to be solved as efficiently, underlies the importance of recognizing this structure and, if appropriate, formulating problems as monotone IP2 or IP3. Additionally, if there is flexibility in the modeling of an integer programming problem, the formulation choice as monotone IP2 or IP3 leads to efficient algorithms, whereas slightly different modeling choices would lead to NP‐hard problems.
more » « less- Award ID(s):
- 1760102
- NSF-PAR ID:
- 10455882
- Publisher / Repository:
- Wiley Blackwell (John Wiley & Sons)
- Date Published:
- Journal Name:
- Networks
- Volume:
- 77
- Issue:
- 1
- ISSN:
- 0028-3045
- Page Range / eLocation ID:
- p. 21-49
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
More Like this
-
more » « less
Abstract N , a weight function$$w: N \rightarrow \mathbb {R}_+$$ r monotone submodular functions$$f_1,f_2,\ldots ,f_r$$ N and requirements$$k_1,k_2,\ldots ,k_r$$ $$S \subseteq N$$ $$f_i(S) \ge k_i$$ $$1 \le i \le r$$ Multi-Submod-Cover and it was recently considered by Har-Peled and Jones (Few cuts meet many point sets. CoRR.arxiv:abs1808.03260 Har-Peled and Jones 2018) who were motivated by an application in geometry. Even with$$r=1$$ Multi-Submod-Cover generalizes the well-known Submodular Set Cover problem (Submod-SC ), and it can also be easily reduced toSubmod-SC . A simple greedy algorithm gives an$$O(\log (kr))$$ $$k = \sum _i k_i$$ Multi-Submod-Cover that covers each constraint to within a factor of$$(1-1/e-\varepsilon )$$ $$O(\frac{1}{\epsilon }\log r)$$ $$f_i$$ Partial-SC ), covering integer programs (CIPs ) and multiple vertex cover constraints Bera et al. (Theoret Comput Sci 555:2–8 Bera et al. 2014). Both these algorithms are based on mathematical programming relaxations that avoid the limitations of the greedy algorithm. We demonstrate the implications of our algorithms and related ideas to several applications ranging from geometric covering problems to clustering with outliers. Our work highlights the utility of the high-level model and the lens of submodularity in addressing this class of covering problems. -
The design of cyber-physical systems (CPSs) requires methods and tools that can efficiently reason about the interaction between discrete models, e.g., representing the behaviors of ``cyber'' components, and continuous models of physical processes. Boolean methods such as satisfiability (SAT) solving are successful in tackling large combinatorial search problems for the design and verification of hardware and software components. On the other hand, problems in control, communications, signal processing, and machine learning often rely on convex programming as a powerful solution engine. However, despite their strengths, neither approach would work in isolation for CPSs. In this paper, we present a new satisfiability modulo convex programming (SMC) framework that integrates SAT solving and convex optimization to efficiently reason about Boolean and convex constraints at the same time. We exploit the properties of a class of logic formulas over Boolean and nonlinear real predicates, termed monotone satisfiability modulo convex formulas, whose satisfiability can be checked via a finite number of convex programs. Following the lazy satisfiability modulo theory (SMT) paradigm, we develop a new decision procedure for monotone SMC formulas, which coordinates SAT solving and convex programming to provide a satisfying assignment or determine that the formula is unsatisfiable. A key step in our coordination scheme is the efficient generation of succinct infeasibility proofs for inconsistent constraints that can support conflict-driven learning and accelerate the search. We demonstrate our approach on different CPS design problems, including spacecraft docking mission control, robotic motion planning, and secure state estimation. We show that SMC can handle more complex problem instances than state-of-the-art alternative techniques based on SMT solving and mixed integer convex programming.more » « less
-
null (Ed.)We consider the communication complexity of a number of distributed optimization problems. We start with the problem of solving a linear system. Suppose there is a coordinator together with s servers P1, …, Ps, the i-th of which holds a subset A(i) x = b(i) of ni constraints of a linear system in d variables, and the coordinator would like to output an x ϵ ℝd for which A(i) x = b(i) for i = 1, …, s. We assume each coefficient of each constraint is specified using L bits. We first resolve the randomized and deterministic communication complexity in the point-to-point model of communication, showing it is (d2 L + sd) and (sd2L), respectively. We obtain similar results for the blackboard communication model. As a result of independent interest, we show the probability a random matrix with integer entries in {–2L, …, 2L} is invertible is 1–2−Θ(dL), whereas previously only 1 – 2−Θ(d) was known. When there is no solution to the linear system, a natural alternative is to find the solution minimizing the ℓp loss, which is the ℓp regression problem. While this problem has been studied, we give improved upper or lower bounds for every value of p ≥ 1. One takeaway message is that sampling and sketching techniques, which are commonly used in earlier work on distributed optimization, are neither optimal in the dependence on d nor on the dependence on the approximation ε, thus motivating new techniques from optimization to solve these problems. Towards this end, we consider the communication complexity of optimization tasks which generalize linear systems, such as linear, semi-definite, and convex programming. For linear programming, we first resolve the communication complexity when d is constant, showing it is (sL) in the point-to-point model. For general d and in the point-to-point model, we show an Õ(sd3L) upper bound and an (d2 L + sd) lower bound. In fact, we show if one perturbs the coefficients randomly by numbers as small as 2−Θ(L), then the upper bound is Õ(sd2L) + poly(dL), and so this bound holds for almost all linear programs. Our study motivates understanding the bit complexity of linear programming, which is related to the running time in the unit cost RAM model with words of O(log(nd)) bits, and we give the fastest known algorithms for linear programming in this model. Read More: https://epubs.siam.org/doi/10.1137/1.9781611975994.106more » « less
-
We present alfonso, an open-source Matlab package for solving conic optimization problems over nonsymmetric convex cones. The implementation is based on the authors’ corrected analysis of a method of Skajaa and Ye. It enables optimization over any convex cone as long as a logarithmically homogeneous self-concordant barrier is available for the cone or its dual. This includes many nonsymmetric cones, for example, hyperbolicity cones and their duals (such as sum-of-squares cones), semidefinite and second-order cone representable cones, power cones, and the exponential cone. Besides enabling the solution of problems that cannot be cast as optimization problems over a symmetric cone, algorithms for nonsymmetric conic optimization also offer performance advantages for problems whose symmetric cone programming representation requires a large number of auxiliary variables or has a special structure that can be exploited in the barrier computation. The worst-case iteration complexity of alfonso is the best known for nonsymmetric cone optimization: [Formula: see text] iterations to reach an ε-optimal solution, where ν is the barrier parameter of the barrier function used in the optimization. Alfonso can be interfaced with a Matlab function (supplied by the user) that computes the Hessian of a barrier function for the cone. A simplified interface is also available to optimize over the direct product of cones for which a barrier function has already been built into the software. This interface can be easily extended to include new cones. Both interfaces are illustrated by solving linear programs. The oracle interface and the efficiency of alfonso are also demonstrated using an optimal design of experiments problem in which the tailored barrier computation greatly decreases the solution time compared with using state-of-the-art, off-the-shelf conic optimization software. Summary of Contribution: The paper describes an open-source Matlab package for optimization over nonsymmetric cones. A particularly important feature of this software is that, unlike other conic optimization software, it enables optimization over any convex cone as long as a suitable barrier function is available for the cone or its dual, not limiting the user to a small number of specific cones. Nonsymmetric cones for which such barriers are already known include, for example, hyperbolicity cones and their duals (such as sum-of-squares cones), semidefinite and second-order cone representable cones, power cones, and the exponential cone. Thus, the scope of this software is far larger than most current conic optimization software. This does not come at the price of efficiency, as the worst-case iteration complexity of our algorithm matches the iteration complexity of the most successful interior-point methods for symmetric cones. Besides enabling the solution of problems that cannot be cast as optimization problems over a symmetric cone, our software can also offer performance advantages for problems whose symmetric cone programming representation requires a large number of auxiliary variables or has a special structure that can be exploited in the barrier computation. This is also demonstrated in this paper via an example in which our code significantly outperforms Mosek 9 and SCS 2.more » « less
-
more » « less
Abstract Line coverage is the task of servicing a given set of one‐dimensional features in an environment. It is important for the inspection of linear infrastructure such as road networks, power lines, and oil and gas pipelines. This paper addresses the single robot line coverage problem for aerial and ground robots by modeling it as an optimization problem on a graph. The problem belongs to the broad class of arc routing problems and is closely related to the rural postman problem (RPP) on asymmetric graphs. The paper presents an integer linear programming formulation with proofs of correctness. Using the minimum cost flow problem, we develop approximation algorithms with guarantees on the solution quality. These guarantees also improve the existing results for the asymmetric RPP. The main algorithm partitions the problem into three cases based on the structure of the
required graph , that is, the graph induced by the features that require servicing. We evaluate our algorithms on road networks from the 50 most populous cities in the world, consisting of up to 730 road segments. The algorithms, augmented with improvement heuristics, run within 3 s and generate solutions that are within 10% of the optimum. We experimentally demonstrate our algorithms with commercial UAVs on the UNC Charlotte campus road network.
