21,967 research outputs found
Parametrisierte Algorithmen für Ganzzahlige Lineare Programme und deren Anwendungen für Zuweisungsprobleme
This thesis is concerned with solving NP-hard problems. We consider two prominent strategies of coping with such computationally hard questions efficiently. The first approach aims to design approximation algorithms, that is, we are content to find good, but non-optimal solutions in polynomial time. The second strategy is called Fixed-Parameter Tractability (FPT) and considers parameters of the instance to capture the hardness of the problem and by that, obtain efficient algorithms with respect to the remaining input. This thesis employs both strategies jointly to develop efficient approximation and exact algorithms using parameterization and modeling the problem as structured integer linear programs (ILPs), which can be solved in FPT. In the first part of this work, we concentrate on these well-structured ILPs. On the one hand, we develop an efficient algorithm for block-structured integer linear programs called n-fold ILPs. On the other hand, we investigate the similarly block-structured 2-stage stochastic ILPs and prove conditional lower bounds regarding the running time of any algorithm solving them that match the best known upper bounds. We also prove the tightness of certain structural parameters called sensitivity and proximity for ILPs which arise from combinatorial questions such as allocation problems. The second part utilizes n-fold ILPs and structural properties to add to and improve upon known results for Scheduling and Bin Packing problems. We design exact FPT algorithms for the Scheduling With Clique Incompatibilities, Bin Packing, and Multiple Knapsack problems. Further, we provide constant-factor approximation algorithms and polynomial time approximation schemes (PTAS) for the Class Constraint Scheduling problems. Broadening our scope, we also investigate this problem and the closely related Cardinality Constraint Scheduling problem in the online setting and derive lower bounds for the approximation ratios as well as a PTAS for them. Altogether, this thesis contributes to the knowledge about structured ILPs, proves their limits and reaffirms their usefulness for a plethora of allocation problems. In doing so, various new and improved algorithms with respect to the running time or approximation quality emerge
Stochastic scheduling on unrelated machines
Two important characteristics encountered in many real-world scheduling problems are heterogeneous machines/processors and a certain degree of uncertainty about the actual sizes of jobs. The first characteristic entails machine dependent processing times of jobs and is captured by the classical unrelated machine scheduling model.The second characteristic is adequately addressed by stochastic processing times of jobs as they are studied in classical stochastic scheduling models. While there is an extensive but separate literature for the two scheduling models, we study for the first time a combined model that takes both characteristics into account simultaneously. Here, the processing time of job on machine is governed by random variable , and its actual realization becomes known only upon job completion. With being the given weight of job , we study the classical objective to minimize the expected total weighted completion time , where is the completion time of job . By means of a novel time-indexed linear programming relaxation, we compute in polynomial time a scheduling policy with performance guarantee . Here, is arbitrarily small, and is an upper bound on the squared coefficient of variation of the processing times. We show that the dependence of the performance guarantee on is tight, as we obtain a lower bound for the type of policies that we use. When jobs also have individual release dates , our bound is . Via , currently best known bounds for deterministic scheduling are contained as a special case
Two Timescale Convergent Q-learning for Sleep--Scheduling in Wireless Sensor Networks
In this paper, we consider an intrusion detection application for Wireless
Sensor Networks (WSNs). We study the problem of scheduling the sleep times of
the individual sensors to maximize the network lifetime while keeping the
tracking error to a minimum. We formulate this problem as a
partially-observable Markov decision process (POMDP) with continuous
state-action spaces, in a manner similar to (Fuemmeler and Veeravalli [2008]).
However, unlike their formulation, we consider infinite horizon discounted and
average cost objectives as performance criteria. For each criterion, we propose
a convergent on-policy Q-learning algorithm that operates on two timescales,
while employing function approximation to handle the curse of dimensionality
associated with the underlying POMDP. Our proposed algorithm incorporates a
policy gradient update using a one-simulation simultaneous perturbation
stochastic approximation (SPSA) estimate on the faster timescale, while the
Q-value parameter (arising from a linear function approximation for the
Q-values) is updated in an on-policy temporal difference (TD) algorithm-like
fashion on the slower timescale. The feature selection scheme employed in each
of our algorithms manages the energy and tracking components in a manner that
assists the search for the optimal sleep-scheduling policy. For the sake of
comparison, in both discounted and average settings, we also develop a function
approximation analogue of the Q-learning algorithm. This algorithm, unlike the
two-timescale variant, does not possess theoretical convergence guarantees.
Finally, we also adapt our algorithms to include a stochastic iterative
estimation scheme for the intruder's mobility model. Our simulation results on
a 2-dimensional network setting suggest that our algorithms result in better
tracking accuracy at the cost of only a few additional sensors, in comparison
to a recent prior work
The robust single machine scheduling problem with uncertain release and processing times
In this work, we study the single machine scheduling problem with uncertain
release times and processing times of jobs. We adopt a robust scheduling
approach, in which the measure of robustness to be minimized for a given
sequence of jobs is the worst-case objective function value from the set of all
possible realizations of release and processing times. The objective function
value is the total flow time of all jobs. We discuss some important properties
of robust schedules for zero and non-zero release times, and illustrate the
added complexity in robust scheduling given non-zero release times. We propose
heuristics based on variable neighborhood search and iterated local search to
solve the problem and generate robust schedules. The algorithms are tested and
their solution performance is compared with optimal solutions or lower bounds
through numerical experiments based on synthetic data
Approximation in stochastic integer programming
Approximation algorithms are the prevalent solution methods in the field of stochastic programming. Problems in this field are very hard to solve. Indeed, most of the research in this field has concentrated on designing solution methods that approximate the optimal solutions. However, efficiency in the complexity theoretical sense is usually not taken into account. Quality statements mostly remain restricted to convergence to an optimal solution without accompanying implications on the running time of the algorithms for attaining more and more accurate solutions. However, over the last twenty years also some studies on performance analysis of approximation algorithms for stochastic programming have appeared. In this direction we find both probabilistic analysis and worst-case analysis. There have been studies on performance ratios and on absolute divergence from optimality. Only recently the complexity of stochastic programming problems has been addressed, indeed confirming that these problems are harder than most combinatorial optimization problems.
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