Submodular Welfare Maximization

An overview of different variants of the submodular welfare maximization problem in combinatorial auctions. In particular, I studied the existing algorithmic and game theoretic results for submodular welfare maximization problem and its applications in other areas such as social networks

Multi-Agent Coverage Control with Energy Depletion and Repletion

We develop a hybrid system model to describe the behavior of multiple agents cooperatively solving an optimal coverage problem under energy depletion and repletion constraints. The model captures the controlled switching of agents between coverage (when energy is depleted) and battery charging (when energy is replenished) modes. It guarantees the feasibility of the coverage problem by defining a guard function on each agent's battery level to prevent it from dying on its way to a charging station. The charging station plays the role of a centralized scheduler to solve the contention problem of agents competing for the only charging resource in the mission space. The optimal coverage problem is transformed into a parametric optimization problem to determine an optimal recharging policy. This problem is solved through the use of Infinitesimal Perturbation Analysis (IPA), with simulation results showing that a full recharging policy is optimal

Static and dynamic optimization problems in cooperative multi-agent systems

This dissertation focuses on challenging static and dynamic problems encountered in cooperative multi-agent systems. First, a unified optimization framework is proposed for a wide range of tasks including consensus, optimal coverage, and resource allocation problems. It allows gradient-based algorithms to be applied to solve these problems, all of which have been studied in a separate way in the past. Gradient-based algorithms are shown to be distributed for a subclass of problems where objective functions can be decoupled. Second, the issue of global optimality is studied for optimal coverage problems where agents are deployed to maximize the joint detection probability. Objective functions in these problems are non-convex and no global optimum can be guaranteed by gradient-based algorithms developed to date. In order to obtain a solution close to the global optimum, the selection of initial conditions is crucial. The initial state is determined by an additional optimization problem where the objective function is monotone submodular, a class of functions for which the greedy solution performance is guaranteed to be within a provable bound relative to the optimal performance. The bound is known to be within 1 − 1/e of the optimal solution and is improved by exploiting the curvature information of the objective function. The greedy solution is subsequently used as an initial point of a gradient-based algorithm for the original optimal coverage problem. In addition, a novel method is proposed to escape a local optimum in a systematic way instead of randomly perturbing controllable variables away from a local optimum. Finally, optimal dynamic formation control problems are addressed for mobile leader-follower networks. Optimal formations are determined by maximizing a given objective function while continuously preserving communication connectivity in a time-varying environment. It is shown that in a convex mission space, the connectivity constraints can be satisfied by any feasible solution to a Mixed Integer Nonlinear Programming (MINLP) problem. For the class of optimal formation problems where the objective is to maximize coverage, the optimal formation is proven to be a tree which can be efficiently constructed without solving a MINLP problem. In a mission space constrained by obstacles, a minimum-effort reconfiguration approach is designed for obtaining the formation which still optimizes the objective function while avoiding the obstacles and ensuring connectivity

The Limitations of Optimization from Samples

In this paper we consider the following question: can we optimize objective functions from the training data we use to learn them? We formalize this question through a novel framework we call optimization from samples (OPS). In OPS, we are given sampled values of a function drawn from some distribution and the objective is to optimize the function under some constraint. While there are interesting classes of functions that can be optimized from samples, our main result is an impossibility. We show that there are classes of functions which are statistically learnable and optimizable, but for which no reasonable approximation for optimization from samples is achievable. In particular, our main result shows that there is no constant factor approximation for maximizing coverage functions under a cardinality constraint using polynomially-many samples drawn from any distribution. We also show tight approximation guarantees for maximization under a cardinality constraint of several interesting classes of functions including unit-demand, additive, and general monotone submodular functions, as well as a constant factor approximation for monotone submodular functions with bounded curvature