Relaxations of mixed integer sets from lattice-free polyhedra

This paper gives an introduction to a recently established link between the geometry of numbers and mixed integer optimization. The main focus is to provide a review of families of lattice-free polyhedra and their use in a disjunctive programming approach. The use of lattice-free polyhedra in the context of deriving and explaining cutting planes for mixed integer programs is not only mathematically interesting, but it leads to some fundamental new discoveries, such as an understanding under which conditions cutting planes algorithms converge finitel

GRAPH REPRESENTATION LEARNING WITH BOX EMBEDDINGS

Graphs are ubiquitous data structures, present in many machine-learning tasks, such as link prediction of products and node classification of scientific papers. As gradient descent drives the training of most modern machine learning architectures, the ability to encode graph-structured data using a differentiable representation is essential to make use of this data. Most approaches encode graph structure in Euclidean space, however, it is non-trivial to model directed edges. The naive solution is to represent each node using a separate source and target vector, however, this can decouple the representation, making it harder for the model to capture information within longer paths in the graph. In this dissertation, we propose to model graphs by representing each node as a \textit{box} (a Cartesian product of intervals) where directed edges are captured by the relative containment of one box in another. Theoretical proof shows that our proposed box embeddings have the expressiveness to represent any \emph{directed acyclic graph}. We also perform rigorous empirical evaluations of vector, hyperbolic, and region-based geometric representations on several families of synthetic and real-world directed graphs. Extensive experimental results suggest that the box containment can allow for transitive relationships to be modeled easily. We further propose t-Box, a variant of box embeddings that learns the temperature together during training. t-Box uses a learned smoothing parameter to achieve better representational capacity than vector models in low dimensions, while also avoiding performance saturation common to other geometric models in high dimensions. Though promising, modeling directed graphs that both contain cycles and some element of transitivity, two properties common in real-world settings, is challenging. Box embeddings, which can be thought of as representing the graph as an intersection over some learned super-graphs, have a natural inductive bias toward modeling transitivity, but (as we prove) cannot model cycles. To address this issue, we propose binary code box embeddings, where a learned binary code selects a subset of graphs for intersection. We explore several variants, including global binary codes (amounting to a union over intersections) and per-vertex binary codes (allowing greater flexibility) as well as methods of regularization. Theoretical and empirical results show that the proposed models not only preserve a useful inductive bias of transitivity but also have sufficient representational capacity to model arbitrary graphs, including graphs with cycles. Lastly, we discuss the use case where box embeddings are not free parameters but are produced by functions. In particular, we explore whether neural networks can map node features into the box space. This is critical in many real-world scenarios. On the one hand, graphs are sparse and the majority of vertices only have few connections or are completely isolated. On the other hand, there may exist rich node features such as attributes and descriptions, that could be useful for prediction tasks. The experimental analysis points out both the effectiveness and insufficiency of multi-layer perceptron-based encoders under different circumstances

A non-hybrid method for the PDF equations of turbulent flows on unstructured grids

In probability density function (PDF) methods of turbulent flows, the joint PDF of several flow variables is computed by numerically integrating a system of stochastic differential equations for Lagrangian particles. A set of parallel algorithms is proposed to provide an efficient solution of the PDF transport equation, modeling the joint PDF of turbulent velocity, frequency and concentration of a passive scalar in geometrically complex configurations. An unstructured Eulerian grid is employed to extract Eulerian statistics, to solve for quantities represented at fixed locations of the domain (e.g. the mean pressure) and to track particles. All three aspects regarding the grid make use of the finite element method (FEM) employing the simplest linear FEM shape functions. To model the small-scale mixing of the transported scalar, the interaction by exchange with the conditional mean model is adopted. An adaptive algorithm that computes the velocity-conditioned scalar mean is proposed that homogenizes the statistical error over the sample space with no assumption on the shape of the underlying velocity PDF. Compared to other hybrid particle-in-cell approaches for the PDF equations, the current methodology is consistent without the need for consistency conditions. The algorithm is tested by computing the dispersion of passive scalars released from concentrated sources in two different turbulent flows: the fully developed turbulent channel flow and a street canyon (or cavity) flow. Algorithmic details on estimating conditional and unconditional statistics, particle tracking and particle-number control are presented in detail. Relevant aspects of performance and parallelism on cache-based shared memory machines are discussed.Comment: Accepted in Journal of Computational Physics, Feb. 20, 200

Topics in discrete optimization: models, complexity and algorithms

In this dissertation we examine several discrete optimization problems through the perspectives of modeling, complexity and algorithms. We first provide a probabilistic comparison of split and type 1 triangle cuts for mixed-integer programs with two rows and two integer variables in terms of cut coefficients and volume cutoff. Under a specific probabilistic model of the problem parameters, we show that for the above measure, the probability that a split cut is better than a type 1 triangle cut is higher than the probability that a type 1 triangle cut is better than a split cut. The analysis also suggests some guidelines on when type 1 triangle cuts are likely to be more effective than split cuts and vice versa. We next study a minimum concave cost network flow problem over a grid network. We give a polytime algorithm to solve this problem when the number of echelons is fixed. We show that the problem is NP-hard when the number of echelons is an input parameter. We also extend our result to grid networks with backward and upward arcs. Our result unifies the complexity results for several models in production planning and green recycling including the lot-sizing model, and gives the first polytime algorithm for some problems whose complexities were not known before. Finally, we examine how much complexity randomness will bring to a simple combinatorial optimization problem. We study a problem called the sell or hold problem (SHP). SHP is to sell k out of n indivisible assets over two stages, with known first-stage prices and random second-stage prices, to maximize the total expected revenue. Although the deterministic version of SHP is trivial to solve, we show that SHP is NP-hard when the second-stage prices are realized as a finite set of scenarios. We show that SHP is polynomially solvable when the number of scenarios in the second stage is constant. A max{1/2,k/n}-approximation algorithm is presented for the scenario-based SHP.Ph.D

Evaluation of physics constrained data-driven methods for turbulence model uncertainty quantification

In order to achieve a virtual certification process and robust designs for turbomachinery, the uncertainty bounds for Computational Fluid Dynamics have to be known. The formulation of turbulence closure models implies a major source of the overall uncertainty of Reynolds-averaged Navier-Stokes simulations. We discuss the common practice of applying a physics constrained eigenspace perturbation of the Reynolds stress tensor in order to account for the model form uncertainty of turbulence models. Since the basic methodology often leads to overly generous uncertainty estimates, we extend a recent approach of adding a machine learning strategy. The application of a data-driven method is motivated by striving for the detection of flow regions, which are prone to suffer from a lack of turbulence model prediction accuracy. In this way any user input related to choosing the degree of uncertainty is supposed to become obsolete. This work especially investigates an approach, which tries to determine an a priori estimation of prediction confidence, when there is no accurate data available to judge the prediction. The flow around the NACA 4412 airfoil at near-stall conditions demonstrates the successful application of the data-driven eigenspace perturbation framework. Furthermore, we especially highlight the objectives and limitations of the underlying methodology

Categorical post-quantum theories

In this thesis of two Parts, we investigate the application of categorical methods to modelling post-quantum theories. In Part I we study hyper-decoherence between quantum-like theories. Chapter 1 serves as an introduction to Categorical Probabilistic Theories which combine elements of Categorical Quantum Mechanics and Operational Probabilistic Theories, and to CPM categories which generalise the CPM construction of Selinger to allow for richer group symmetries. In Chapter 2 we study the theory of density hypercubes which exhibits a hyper-decoherence mechanism witnessing quantum theory as an effectful subtheory. We show that this hyper-decoherence process is probabilistic within the theory of density hypercubes and discuss some plausible operational interpretations of this. As a result, we side-step a no-go result regarding the existence of deterministic hyper-decoherence maps, showing that it is nevertheless possible for a post-quantum theory to possess probabilistic hyper-decoherence maps. In Chapter 3 we focus on a particular case of the CPM construction, where the symmetries are generated by the Galois group of a finite field extension. We discuss how to construct probabilistic theories which form towers of decoherence in bijection with the subfields of a Galois extension. These towers generalise the decoherence process of standard quantum theory. In Part II we study profunctorial methods and their application to spacetime and quantum supermaps. Chapter 4 serves as an introduction to profunctors, promonoidal categories and premonoidal categories, including the enriched version of the latter. Chapter 5 introduces some toy categories of causal curves in spacetime and discusses how we might upgrade the partial monoidal structure of such categories to a total tensor using both pre- and promonoidal categories. Chapter 6 makes this combination of pre- and promonoidal categories more formal, introducing the notion of a pro-effectful category. In the final Chapter 7 we describe how we can use the category of coend optics as a model of quantum combs. We describe the promonoidal structures on this category and their interpretation as horizontal and vertical composition of holes in monoidal categories. We also generalise coend optics to allow for a premonoidal base category, and point towards how the methods of this Chapter might be extended to include arbitrary quantum supermaps