Minmax regret combinatorial optimization problems: an Algorithmic Perspective

Candia-Vejar, A (reprint author), Univ Talca, Modeling & Ind Management Dept, Curico, Chile.Uncertainty in optimization is not a new ingredient. Diverse models considering uncertainty have been developed over the last 40 years. In our paper we essentially discuss a particular uncertainty model associated with combinatorial optimization problems, developed in the 90's and broadly studied in the past years. This approach named minmax regret (in particular our emphasis is on the robust deviation criteria) is different from the classical approach for handling uncertainty, stochastic approach, where uncertainty is modeled by assumed probability distributions over the space of all possible scenarios and the objective is to find a solution with good probabilistic performance. In the minmax regret (MMR) approach, the set of all possible scenarios is described deterministically, and the search is for a solution that performs reasonably well for all scenarios, i.e., that has the best worst-case performance. In this paper we discuss the computational complexity of some classic combinatorial optimization problems using MMR. approach, analyze the design of several algorithms for these problems, suggest the study of some specific research problems in this attractive area, and also discuss some applications using this model

Facility Location and Clock Tree Synthesis

The construction of clock trees and repeater trees are major challenges in chip design. Such trees distribute an electrical clock signal from a source to a set of sinks on a chip. On recent designs there can be millions of repeater trees with only a few up to some hundred sinks and several clock trees with up to some hundred thousand of sinks. In repeater trees the signal has to arrive at each sink not later than an individual required arrival time, while in clock trees it has to arrive at each sink within an individual required arrival time window. In this thesis, we present new theory and algorithms for the construction of clock trees and repeater trees and an essential sub-problem, the Sink Clustering Problem. We also describe our clock tree construction tool BonnClock, which has been used by IBM Microelectronics for the design of hundreds of most complex chips. First, we introduce the Sink Clustering Problem, the main sub-problem of clock tree design. Given a metric space (V,c), a finite set D of terminals with positions p(v) ∈ V and demands d(v) ∈ R ≥ 0 for all v ∈ D, a facility opening cost f ∈ R>0 and a load limit u ∈ R>0 , the task is to find a partition D=D1 ∪ ... ∪ Dk of D and, for all 1 ≤ i ≤ k, a Steiner tree Si for {p(v)| v ∈ Di }. Each cluster (Di ,Si ), 1 ≤ i ≤ k, has to keep the load limit, that means ∑e ∈ E(Si) c(e) +∑s ∈ Di d(s) ≤ u. The goal is to minimize the weighted sum of the length of all Steiner trees plus the number of clusters, i.e. minimize ∑i=1,...,k (∑e ∈ E(Si ) c(e)) +kf. We present the first constant-factor approximation algorithm for the Sink Clustering Problem. It is based on decomposing a minimum spanning tree on the sinks and has an approximation guarantee of 1+2α, where α is the Steiner ratio of the underlying metric. Moreover, we introduce two variants of the algorithm that rely on decomposing an approximate minimum Steiner tree and an approximate minimum traveling salesman tour. These algorithms have approximation guarantees of 3β and 3γ, respectively, where β and γ are the approximation guarantees of the Steiner tree and TSP approximation algorithms, respectively. We also propose two post-optimization algorithms that can further improve an existing clustering. We analyze the structure of the Sink Clustering Problem and exhibit its connections to matroid theory. In particular, we use the property of matroids that for any two bases B1 , B2 there is a bijection p : B1 → B2 so that (B1 \ {b}) ∪ {p(b)} is again a basis for each b ∈ B1. We replace each Steiner tree of an optimum solution by a minimum spanning tree and connect all trees to a new artificial vertex s and get a tree S. In a modified metric the total length of S is a good lower bound for the cost of an optimum solution. Due to the matroid property we can compare a minimum spanning tree T on D ∪ {s} with S; the length of any edge of T is bounded by the length of an edge of S. We introduce the concept of K-dominated functions that helps us to increase the `cost' of certain edges of T while still having the property that the total length of all edges of T ending in a vertex of K ⊆ D is bounded by the total length of all edges of S ending in a vertex of K. Applying this procedure to the sets of a laminar family on D yields an improved lower bound. The bound can be further improved by combining it with a lower bound for the length of a minimum Steiner tree on D. For this bound we prove the following lemma: For any family of trees T = {T1 ,..., Tk } with V(Ti ) ⊂ D, 1 ≤ i ≤ k, with the property that for any subset T' ⊆ T the trees in T' cover at least | T' |+1 vertices, there exists an edge ei ∈ E(Ti ) for i=1,..., k such that these edges E={ei | 1 ≤ i ≤ k} form a forest, i.e. the set does not contain an edge twice and it does not contain a circuit. Our experimental results on real-world instances from clock tree design show that the cost of the solutions computed by our algorithms is in average only 10% over the best lower bound. Moreover, we compare our algorithm to another clustering algorithm used in industry. The results show that the total cost of our solutions is 10% less than the cost of the solutions computed by the competitive tool. Clock trees have to satisfy several timing constraints. More precisely, the signal has to reach each sink within an individual required arrival time window. Sinks can only be clustered together if their required arrival time windows have a point of time in common. Typically, all required arrival time windows are the same. In this case we have the Sink Clustering Problem defined above. However, there are clock trees where the sinks have different required arrival time windows. This motivates a generalization of the Sink Clustering Problem where each sink additionally has an individual time window. As further constraint the time windows of the sinks of a cluster must have at least one point of time in common. We study the Sink Clustering Problem with Time Windows and present a polynomial O(log s)-approximation algorithm for this problem, where s is the size of a minimum clique partition in the interval graph induced by the time windows. Our algorithm is based on a divide and conquer approach and uses the approximation algorithms for the Sink Clustering Problem on sub-sets of the instance. We show that the approximation guarantee of the algorithm is tight. For the practical construction of clock trees we present our algorithm BonnClock. BonnClock builds a clock tree combining a bottom-up clustering and a top-down partitioning strategy. In the bottom-up phase BonnClock is using the Sink Clustering Algorithm in order to determine the drivers of unconnected sinks or inverters. The `global' topology of the tree is determined by the top-down partitioning considering big blockages and timing restrictions. BonnClock uses a dynamic program in order to determine the sizes of the inverters that are inserted. All components of the algorithm are discussed in detail. As part of this thesis, we have also implemented this algorithm. BonnClock has become the standard tool to construct clock trees within IBM. We show experimental results with comparisons to another industrial clock tree construction tool and to lower bounds for the power consumption. It turns out that - mainly due to the Sink Clustering Algorithm - our power consumption is much smaller than with the other tool and only one third over the lower bound. Finally, we consider the repeater tree construction problem. In contrast to clock trees, each sink has a latest required arrival time instead of a time window. We describe a simple algorithm to build such trees where we insert the sinks one by one into an existing tree. Depending on the optimization goal we show a variant of the algorithm computing trees of almost optimal length or trees with guaranteed best possible performance. Moreover, we analyze the topology of trees with best or almost best performance more closely. Such trees are equivalent to minimax and almost minimax trees: Let a1 , ... , an ∈ N ≥ 0 be a set of numbers. The weight of a tree with n leaves is the maximum over all leaves i of the depth of leaf i plus ai. For a non-negative integral constant c the goal is to build a binary tree with weight at most the optimum weight plus c. This problem can be solved optimally by a greedy algorithm. However, we are interested in the online version of this problem where we have to insert the leaf i with weight ai into the tree without knowing n and the following weights aj, j> i. We give necessary and sufficient conditions for an online algorithm to compute trees of weight at most the optimum weight plus c. Moreover, we show how these conditions can be verified efficiently. We obtain an online algorithm that computes an optimum tree in O(nlog n) time. Finally, we study a further mathematical model of repeater trees that considers that additional delay caused by a bifurcation of a tree can be distributed partially to the two branches. For c∈ R>0 and a set L ⊆ {(l1 ,l2 ) ∈ R2 ≥ 0 | l1 +l2 = c} of two-element sets of non-negative real numbers we consider rooted binary trees with the property that the two edges emanating from every non-leaf are assigned lengths l1 and l2 with { l1 ,l2 } ? L. We study the asymptotic growth of the maximum number of leaves of bounded depths in such trees and the existence of such trees with leaves at individually specified maximum depths. Our results yield better lower bounds for repeater trees

Ordered Weighted Average optimization in Multiobjective Spanning Tree Problem

Rework adversely impacts the performance of building projects. In this study, data were analyzed from 788 construction incidents in 40 Spanish building projects to determine the effects of project and managerial characteristics on rework costs. Finally, regression analysis was used to understand the relationships among contributing factors and to develop a model for rework prediction. Interestingly, the rework prediction model showed that only the original contract value (OCV) and the project location in relation to the company’s headquarters contributed to the regression model. Project type, type of organization, type of contract, and original contract duration (OCD), which represents the magnitude and complexity of a project, were represented by the OCV. This model for rework prediction based on original project conditions enables strategies to be put in place prior to the start of construction, to minimize uncertainties, to reduce impacts on project cost and schedule, and, thus, to improve productivity.Peer ReviewedPostprint (author's final draft

Glosarium Matematika

273 p.; 24 cm

Mathematical models for the design and planning of transportation on demand in urban logistics networks

Falta palabras claveThe freight-transport industry has made enormous progress in the development and application of logistics techniques that has transformed its operation, giving raise to impressive productivity gains and improved responsiveness to its consumers. While the separation of passenger and freight traffic is a relatively new concept in historic terms, recent approaches point out that most freight-logistics techniques are transferable to the passenger-transport industry. In this sense, passenger logistics can be understood as the application of logistics techniques in urban contexts to the passenger-transport industry. The design of an urban logistic network integrates decisions about the emplacement, number and capacities of the facilities that will be located, the flows between them, demand patterns and cost structures that will validate the profitability of the process. This strategic decision settles conditions and constraints of latter tactical and operative decisions. In addition, different criteria are involved during the whole process so, in general terms, it is essential an exhaustive analysis, from the mathematical point of view, of the decision problem. The optimization models resulting from this analysis require techniques and mathematical algorithms in constant development and evolution. Such methods demand more and more a higher number of interrelated elements due to the increase of scale used in the current logistics and transportation problems. This PhD dissertation explores different topics related to Mathematical models for the design and planning of transportation on demand in urban logistics networks. The contributions are divided into six main chapters since and, in addition, Chapter 0 offers a basic background for the contents that are presented in the remaining six chapters. Chapter 1 deals with the Transit Network Timetabling and Scheduling Problem (TNTSP) in a public transit line. The TNTSP aims at determining optimal timetables for each line in a transit network by establishing departure and arrival times of each vehicle at each station. We assume that customers know departure times of line runs offered by the system. However, each user, traveling later of before their desired travel time, will give rise to an inconvenience cost, or a penalty cost if that user cannot be served according to the scheduled timetable. The provided formulation allocates each user to the best possible timetable considering capacity constraints. The problem is formulated using a p-median based approach and solved using a clustering technique. Computational results that show useful applications of this methodology are also included. Chapter 2 deals with the TNTSP in a public transit network integrating in the model the passengers' routings. The current models for planning timetables and vehicle schedules use the knowledge of passengers' routings from the results of a previous phase. However, the actual route a passenger will take strongly depends on the timetable, which is not yet known a priori. The provided formulation guarantees that each user is allocated to the best possible timetable ensuring capacity constraints. Chapter 3 deals with the rescheduling problem in a transit line that has suffered a eet size reduction. We present different modelling possibilities depending on the assumptions that need to be included in the modelization and we show that the problem can be solved rapidly by using a constrained maxcost- ow problem whose coe_cient matrix we prove is totally unimodular. We test our results in a testbed of random instances outperforming previous results in the literature. An experimental study, based on a line segment of the Madrid Regional Railway network, shows that the proposed approach provides optimal reassignment decisions within computation times compatible with real-time use. In Chapter 4 we discuss the multi-criteria p-facility median location problem on networks with positive and negative weights. We assume that the demand is located at the nodes and can be different for each criterion under consideration. The goal is to obtain the set of Pareto-optimal locations in the graph and the corresponding set of non-dominated objective values. To that end, we first characterize the linearity domains of the distance functions on the graph and compute the image of each linearity domain in the objective space. The lower envelope of a transformation of all these images then gives us the set of all non-dominated points in the objective space and its preimage corresponds to the set of all Pareto-optimal solutions on the graph. For the bicriteria 2-facility case we present a low order polynomial time algorithm. Also for the general case we propose an efficient algorithm, which is polynomial if the number of facilities and criteria is fixed. In Chapter 5, Ordered Weighted Average optimization problems are studied from a modeling point of view. Alternative integer programming formulations for such problems are presented and their respective domains studied and compared. In addition, their associated polyhedra are studied and some families of facets and new families of valid inequalities presented. The proposed formulations are particularized for two well-known combinatorial optimization problems, namely, shortest path and minimum cost perfect matching, and the results of computational experiments presented and analyzed. These results indicate that the new formulations reinforced with appropriate constraints can be effective for efficiently solving medium to large size instances. In Chapter 6, the multiobjective Minimum cost Spanning Tree Problem (MST) is studied from a modeling point of view. In particular, we use the ordered median objective function as an averaging operator to aggregate the vector of objective values of feasible solutions. This leads to the Ordered Weighted Average Spanning Tree Problem (OWASTP), which we study in this work. To solve the problem, we propose different integer programming formulations based in the most relevant MST formulations and in a new one. We analyze several enhancements for these formulations and we test their performance over a testbed of random instances. Finally we show that an appropriate choice will allow us to solve larger instances with more objectives than those previously solved in the literature.Premio Extraordinario de Doctorado U

Stochastic Network Design: Models and Scalable Algorithms

Many natural and social phenomena occur in networks. Examples include the spread of information, ideas, and opinions through a social network, the propagation of an infectious disease among people, and the spread of species within an interconnected habitat network. The ability to modify a phenomenon towards some desired outcomes has widely recognized benefits to our society and the economy. The outcome of a phenomenon is largely determined by the topology or properties of its underlying network. A decision maker can take management actions to modify a network and, therefore, change the outcome of the phenomenon. A management action is an activity that changes the topology or other properties of a network. For example, species that live in a small area may expand their population and gradually spread into an interconnected habitat network. However, human development of various structures such as highways and factories may destroy natural habitats or block paths connecting different habitat patches, which results in a population decline. To facilitate the dispersal of species and help the population recover, artificial corridors (e.g., a wildlife highway crossing) can be built to restore connectivity of isolated habitats, and conservation areas can be established to restore historical habitats of species, both of which are examples of management actions. The set of management actions that can be taken is restricted by a budget, so we must find cost-effective allocations of limited funding resources. In the thesis, the problem of finding the (nearly) optimal set of management actions is formulated as a discrete and stochastic optimization problem. Specifically, a general decision-making framework called stochastic network design is defined to model a broad range of similar real-world problems. The framework is defined upon a stochastic network, in which edges are either present or absent with certain probabilities. It defines several metrics to measure the outcome of the underlying phenomenon and a set of management actions that modify the network or its parameters in specific ways. The goal is to select a subset of management actions, subject to a budget constraint, to maximize a specified metric. The major contribution of the thesis is to develop scalable algorithms to find high- quality solutions for different problems within the framework. In general, these problems are NP-hard, and their objective functions are neither submodular nor super-modular. Existing algorithms, such as greedy algorithms and heuristic search algorithms, either lack theoretical guarantees or have limited scalability. In the thesis, fast approximate algorithms are developed under three different settings that are gradually more general. The most restricted setting is when a network is tree-structured. For this case, fully polynomial-time approximation schemes (FPTAS) are developed using dynamic programming algorithms and rounding techniques. A more general setting is when networks are general directed graphs. We use a sampling technique to convert the original stochastic optimization problem into a deterministic optimization problem and develop a primal-dual algorithm to solve it efficiently. In the previous two problem settings, the goal is to maximize connectivity of networks. In the most general setting, the goal is to maximize the number of nodes being connected and minimize the distance between these connected nodes. For example, we do not only want the species to reach a large number of habitat areas but also want them to be able to get there within a reasonable amount of time. The scalable algorithms for this setting combine a fast primal-dual algorithm and a sampling procedure. Three real-world problems from the areas of computational sustainability and emergency response are used to evaluate these algorithms. They are the barrier removal problem aimed to determine which instream barriers to remove to help fish access their historical habitats in a river network, the spatial conservation planning problem to determine which habitat units to set as conservation areas to encourage the dispersal of endangered species in a landscape, and the pre-disaster preparation problem aimed to minimize the disruption of emergency medical services by natural disasters. In these three problems, the developed algorithms are much more scalable than the existing state-of-the-arts and produce high-quality solutions