6,282 research outputs found
Algorithm Engineering in Robust Optimization
Robust optimization is a young and emerging field of research having received
a considerable increase of interest over the last decade. In this paper, we
argue that the the algorithm engineering methodology fits very well to the
field of robust optimization and yields a rewarding new perspective on both the
current state of research and open research directions.
To this end we go through the algorithm engineering cycle of design and
analysis of concepts, development and implementation of algorithms, and
theoretical and experimental evaluation. We show that many ideas of algorithm
engineering have already been applied in publications on robust optimization.
Most work on robust optimization is devoted to analysis of the concepts and the
development of algorithms, some papers deal with the evaluation of a particular
concept in case studies, and work on comparison of concepts just starts. What
is still a drawback in many papers on robustness is the missing link to include
the results of the experiments again in the design
On Finding Maximum Cardinality Subset of Vectors with a Constraint on Normalized Squared Length of Vectors Sum
In this paper, we consider the problem of finding a maximum cardinality
subset of vectors, given a constraint on the normalized squared length of
vectors sum. This problem is closely related to Problem 1 from (Eremeev,
Kel'manov, Pyatkin, 2016). The main difference consists in swapping the
constraint with the optimization criterion.
We prove that the problem is NP-hard even in terms of finding a feasible
solution. An exact algorithm for solving this problem is proposed. The
algorithm has a pseudo-polynomial time complexity in the special case of the
problem, where the dimension of the space is bounded from above by a constant
and the input data are integer. A computational experiment is carried out,
where the proposed algorithm is compared to COINBONMIN solver, applied to a
mixed integer quadratic programming formulation of the problem. The results of
the experiment indicate superiority of the proposed algorithm when the
dimension of Euclidean space is low, while the COINBONMIN has an advantage for
larger dimensions.Comment: To appear in Proceedings of the 6th International Conference on
Analysis of Images, Social Networks, and Texts (AIST'2017
LQG Control and Sensing Co-Design
We investigate a Linear-Quadratic-Gaussian (LQG) control and sensing
co-design problem, where one jointly designs sensing and control policies. We
focus on the realistic case where the sensing design is selected among a finite
set of available sensors, where each sensor is associated with a different cost
(e.g., power consumption). We consider two dual problem instances:
sensing-constrained LQG control, where one maximizes control performance
subject to a sensor cost budget, and minimum-sensing LQG control, where one
minimizes sensor cost subject to performance constraints. We prove no
polynomial time algorithm guarantees across all problem instances a constant
approximation factor from the optimal. Nonetheless, we present the first
polynomial time algorithms with per-instance suboptimality guarantees. To this
end, we leverage a separation principle, that partially decouples the design of
sensing and control. Then, we frame LQG co-design as the optimization of
approximately supermodular set functions; we develop novel algorithms to solve
the problems; and we prove original results on the performance of the
algorithms, and establish connections between their suboptimality and
control-theoretic quantities. We conclude the paper by discussing two
applications, namely, sensing-constrained formation control and
resource-constrained robot navigation.Comment: Accepted to IEEE TAC. Includes contributions to submodular function
optimization literature, and extends conference paper arXiv:1709.0882
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