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

Models and algorithms for decomposition problems

This thesis deals with the decomposition both as a solution method and as a problem itself. A decomposition approach can be very effective for mathematical problems presenting a specific structure in which the associated matrix of coefficients is sparse and it is diagonalizable in blocks. But, this kind of structure may not be evident from the most natural formulation of the problem. Thus, its coefficient matrix may be preprocessed by solving a structure detection problem in order to understand if a decomposition method can successfully be applied. So, this thesis deals with the k-Vertex Cut problem, that is the problem of finding the minimum subset of nodes whose removal disconnects a graph into at least k components, and it models relevant applications in matrix decomposition for solving systems of equations by parallel computing. The capacitated k-Vertex Separator problem, instead, asks to find a subset of vertices of minimum cardinality the deletion of which disconnects a given graph in at most k shores and the size of each shore must not be larger than a given capacity value. Also this problem is of great importance for matrix decomposition algorithms. This thesis also addresses the Chance-Constrained Mathematical Program that represents a significant example in which decomposition techniques can be successfully applied. This is a class of stochastic optimization problems in which the feasible region depends on the realization of a random variable and the solution must optimize a given objective function while belonging to the feasible region with a probability that must be above a given value. In this thesis, a decomposition approach for this problem is introduced. The thesis also addresses the Fractional Knapsack Problem with Penalties, a variant of the knapsack problem in which items can be split at the expense of a penalty depending on the fractional quantity

Algorithms for Geometric Covering and Piercing Problems

This thesis involves the study of a range of geometric covering and piercing problems, where the unifying thread is approximation using disks. While some of the problems addressed in this work are solved exactly with polynomial time algorithms, many problems are shown to be at least NP-hard. For the latter, approximation algorithms are the best that we can do in polynomial time assuming that P is not equal to NP. One of the best known problems involving unit disks is the Discrete Unit Disk Cover (DUDC) problem, in which the input consists of a set of points P and a set of unit disks in the plane D, and the objective is to compute a subset of the disks of minimum cardinality which covers all of the points. Another perspective on the problem is to consider the centre points (denoted Q) of the disks D as an approximating set of points for P. An optimal solution to DUDC provides a minimal cardinality subset Q*, a subset of Q, so that each point in P is within unit distance of a point in Q*. In order to approximate the general DUDC problem, we also examine several restricted variants. In the Line-Separable Discrete Unit Disk Cover (LSDUDC) problem, P and Q are separated by a line in the plane. We write that l^- is the half-plane defined by l containing P, and l^+ is the half-plane containing Q. LSDUDC may be solved exactly in O(m^2n) time using a greedy algorithm. We augment this result by describing a 2-approximate solution for the Assisted LSDUDC problem, where the union of all disks centred in l^+ covers all points in P, but we consider using disks centred in l^- as well to try to improve the solution. Next, we describe the Within-Strip Discrete Unit Disk Cover (WSDUDC) problem, where P and Q are confined to a strip of the plane of height h. We show that this problem is NP-complete, and we provide a range of approximation algorithms for the problem with trade-offs between the approximation factor and running time. We outline approximation algorithms for the general DUDC problem which make use of the algorithms for LSDUDC and WSDUDC. These results provide the fastest known approximation algorithms for DUDC. As with the WSDUDC results, we present a set of algorithms in which better approximation factors may be had at the expense of greater running time, ranging from a 15-approximate algorithm which runs in O(mn + m log m + n log n) time to a 18-approximate algorithm which runs in O(m^6n+n log n) time. The next problems that we study are Hausdorff Core problems. These problems accept an input polygon P, and we seek a convex polygon Q which is fully contained in P and minimizes the Hausdorff distance between P and Q. Interestingly, we show that this problem may be reduced to that of computing the minimum radius of disk, call it k_opt, so that a convex polygon Q contained in P intersects all disks of radius k_opt centred on the vertices of P. We begin by describing a polynomial time algorithm for the simple case where P has only a single reflex vertex. On general polygons, we provide a parameterized algorithm which performs a parametric search on the possible values of k_opt. The solution to the decision version of the problem, i.e. determining whether there exists a Hausdorff Core for P given k_opt, requires some novel insights. We also describe an FPTAS for the decision version of the Hausdorff Core problem. Finally, we study Generalized Minimum Spanning Tree (GMST) problems, where the input consists of imprecise vertices, and the objective is to select a single point from each imprecise vertex in order to optimize the weight of the MST over the points. In keeping with one of the themes of the thesis, we begin by using disks as the imprecise vertices. We show that the minimization and maximization versions of this problem are NP-hard, and we describe some parameterized and approximation algorithms. Finally, we look at the case where the imprecise vertices consist of just two vertices each, and we show that the minimization version of the problem (which we call 2-GMST) remains NP-hard, even in the plane. We also provide an algorithm to solve the 2-GMST problem exactly if the combinatorial structure of the optimal solution is known. We identify a number of open problems in this thesis that are worthy of further study. Among them: Is the Assisted LSDUDC problem NP-complete? Can the WSDUDC results be used to obtain an improved PTAS for DUDC? Are there classes of polygons for which the determination of the Hausdorff Core is easy? Is there a PTAS for the maximum weight GMST problem on (unit) disks? Is there a combinatorial approximation algorithm for the 2-GMST problem (particularly with an approximation factor under 4)

Approximation algorithms for regret minimization in vehicle routing problems

In this thesis, we present new approximation algorithms as well as hardness of approximation results for NP-hard vehicle routing problems related to public transportation. We consider two different problem classes that also occur frequently in areas such as logistics, robotics, or distribution systems. For the first problem class, the goal is to visit as many locations in a network as possible subject to timing or cost constraints. For the second problem class, a given set of locations is to be visited using a minimum-cost set of routes under some constraints. Due to the relevance of both problem classes for public transportation, a secondary objective must be taken into account beyond a low operation cost: namely, it is crucial to design routes that optimize customer satisfaction in order to encourage customers to use the service. Our measure of choice is the regret of a customer, that is the time comparison of the chosen route with the shortest path to a destination. From the first problem class, we investigate variants and extensions of the Orienteering problem that asks to find a short walk maximizing the profit obtained from visiting distinct locations. We give approximation algorithms for variants in which the walk has to respect constraints on the regret of the visited vertices. Additionally, we describe a framework to extend approximation algorithms for Orienteering problems to consider also a second budget constraint, namely node demands, that have to be satisfied in order to collect the profit. We obtain polynomial time approximation schemes for the Capacitated Orienteering problem on trees and Euclidean metrics. Furthermore, we study variants of the School Bus problem (SBP). In SBP, a given set of locations is to be connected to a destination node with both low operation cost and a low maximum regret. We note that the Orienteering problem can be seen as the pricing problem for SBP and it often appears as subroutine in algorithms for SBP. For tree-shaped networks, we describe algorithms with a small constant approximation factor and complement them by showing hardness of approximation results. We give an overview of the known results in arbitrary networks and we prove that a general variant cannot be approximated unless P = NP. Finally, we describe an integer programming approach to solve School Bus problems in practice and present an improved bus schedule for a private school in the lake Geneva region

Algorithmic Graph Theory

The main focus of this workshop was on mathematical techniques needed for the development of efficient solutions and algorithms for computationally difficult graph problems. The techniques studied at the workshhop included: the probabilistic method and randomized algorithms, approximation and optimization, structured families of graphs and approximation algorithms for large problems. The workshop Algorithmic Graph Theory was attended by 46 participants, many of them being young researchers. In 15 survey talks an overview of recent developments in Algorithmic Graph Theory was given. These talks were supplemented by 10 shorter talks and by two special sessions

Essays on Integer Programming in Military and Power Management Applications

This dissertation presents three essays on important problems motivated by military and power management applications. The array antenna design problem deals with optimal arrangements of substructures called subarrays. The considered class of the stochastic assignment problem addresses uncertainty of assignment weights over time. The well-studied deterministic counterpart of the problem has many applications including some classes of the weapon-target assignment. The speed scaling problem is of minimizing energy consumption of parallel processors in a data warehouse environment. We study each problem to discover its underlying structure and formulate tailored mathematical models. Exact, approximate, and heuristic solution approaches employing advanced optimization techniques are proposed. They are validated through simulations and their superiority is demonstrated through extensive computational experiments. Novelty of the developed methods and their methodological contribution to the field of Operations Research is discussed through out the dissertation