1,039 research outputs found
A linear programming based heuristic framework for min-max regret combinatorial optimization problems with interval costs
This work deals with a class of problems under interval data uncertainty,
namely interval robust-hard problems, composed of interval data min-max regret
generalizations of classical NP-hard combinatorial problems modeled as 0-1
integer linear programming problems. These problems are more challenging than
other interval data min-max regret problems, as solely computing the cost of
any feasible solution requires solving an instance of an NP-hard problem. The
state-of-the-art exact algorithms in the literature are based on the generation
of a possibly exponential number of cuts. As each cut separation involves the
resolution of an NP-hard classical optimization problem, the size of the
instances that can be solved efficiently is relatively small. To smooth this
issue, we present a modeling technique for interval robust-hard problems in the
context of a heuristic framework. The heuristic obtains feasible solutions by
exploring dual information of a linearly relaxed model associated with the
classical optimization problem counterpart. Computational experiments for
interval data min-max regret versions of the restricted shortest path problem
and the set covering problem show that our heuristic is able to find optimal or
near-optimal solutions and also improves the primal bounds obtained by a
state-of-the-art exact algorithm and a 2-approximation procedure for interval
data min-max regret problems
Regret Models and Preprocessing Techniques for Combinatorial Optimization under Uncertainty
Ph.DDOCTOR OF PHILOSOPH
An Active Learning Algorithm for Ranking from Pairwise Preferences with an Almost Optimal Query Complexity
We study the problem of learning to rank from pairwise preferences, and solve
a long-standing open problem that has led to development of many heuristics but
no provable results for our particular problem. Given a set of
elements, we wish to linearly order them given pairwise preference labels. A
pairwise preference label is obtained as a response, typically from a human, to
the question "which if preferred, u or v?u,v\in V{n\choose 2}$ possibilities only. We present an active learning algorithm for
this problem, with query bounds significantly beating general (non active)
bounds for the same error guarantee, while almost achieving the information
theoretical lower bound. Our main construct is a decomposition of the input
s.t. (i) each block incurs high loss at optimum, and (ii) the optimal solution
respecting the decomposition is not much worse than the true opt. The
decomposition is done by adapting a recent result by Kenyon and Schudy for a
related combinatorial optimization problem to the query efficient setting. We
thus settle an open problem posed by learning-to-rank theoreticians and
practitioners: What is a provably correct way to sample preference labels? To
further show the power and practicality of our solution, we show how to use it
in concert with an SVM relaxation.Comment: Fixed a tiny error in theorem 3.1 statemen
- …