26,415 research outputs found
Complexity Theory, Game Theory, and Economics: The Barbados Lectures
This document collects the lecture notes from my mini-course "Complexity
Theory, Game Theory, and Economics," taught at the Bellairs Research Institute
of McGill University, Holetown, Barbados, February 19--23, 2017, as the 29th
McGill Invitational Workshop on Computational Complexity.
The goal of this mini-course is twofold: (i) to explain how complexity theory
has helped illuminate several barriers in economics and game theory; and (ii)
to illustrate how game-theoretic questions have led to new and interesting
complexity theory, including recent several breakthroughs. It consists of two
five-lecture sequences: the Solar Lectures, focusing on the communication and
computational complexity of computing equilibria; and the Lunar Lectures,
focusing on applications of complexity theory in game theory and economics. No
background in game theory is assumed.Comment: Revised v2 from December 2019 corrects some errors in and adds some
recent citations to v1 Revised v3 corrects a few typos in v
Improving Optimization Bounds using Machine Learning: Decision Diagrams meet Deep Reinforcement Learning
Finding tight bounds on the optimal solution is a critical element of
practical solution methods for discrete optimization problems. In the last
decade, decision diagrams (DDs) have brought a new perspective on obtaining
upper and lower bounds that can be significantly better than classical bounding
mechanisms, such as linear relaxations. It is well known that the quality of
the bounds achieved through this flexible bounding method is highly reliant on
the ordering of variables chosen for building the diagram, and finding an
ordering that optimizes standard metrics is an NP-hard problem. In this paper,
we propose an innovative and generic approach based on deep reinforcement
learning for obtaining an ordering for tightening the bounds obtained with
relaxed and restricted DDs. We apply the approach to both the Maximum
Independent Set Problem and the Maximum Cut Problem. Experimental results on
synthetic instances show that the deep reinforcement learning approach, by
achieving tighter objective function bounds, generally outperforms ordering
methods commonly used in the literature when the distribution of instances is
known. To the best knowledge of the authors, this is the first paper to apply
machine learning to directly improve relaxation bounds obtained by
general-purpose bounding mechanisms for combinatorial optimization problems.Comment: Accepted and presented at AAAI'1
Three Puzzles on Mathematics, Computation, and Games
In this lecture I will talk about three mathematical puzzles involving
mathematics and computation that have preoccupied me over the years. The first
puzzle is to understand the amazing success of the simplex algorithm for linear
programming. The second puzzle is about errors made when votes are counted
during elections. The third puzzle is: are quantum computers possible?Comment: ICM 2018 plenary lecture, Rio de Janeiro, 36 pages, 7 Figure
From average case complexity to improper learning complexity
The basic problem in the PAC model of computational learning theory is to
determine which hypothesis classes are efficiently learnable. There is
presently a dearth of results showing hardness of learning problems. Moreover,
the existing lower bounds fall short of the best known algorithms.
The biggest challenge in proving complexity results is to establish hardness
of {\em improper learning} (a.k.a. representation independent learning).The
difficulty in proving lower bounds for improper learning is that the standard
reductions from -hard problems do not seem to apply in this
context. There is essentially only one known approach to proving lower bounds
on improper learning. It was initiated in (Kearns and Valiant 89) and relies on
cryptographic assumptions.
We introduce a new technique for proving hardness of improper learning, based
on reductions from problems that are hard on average. We put forward a (fairly
strong) generalization of Feige's assumption (Feige 02) about the complexity of
refuting random constraint satisfaction problems. Combining this assumption
with our new technique yields far reaching implications. In particular,
1. Learning 's is hard.
2. Agnostically learning halfspaces with a constant approximation ratio is
hard.
3. Learning an intersection of halfspaces is hard.Comment: 34 page
Single-machine scheduling with stepwise tardiness costs and release times
We study a scheduling problem that belongs to the yard operations component of the railroad planning problems, namely the hump sequencing problem. The scheduling problem is characterized as a single-machine problem with stepwise tardiness cost objectives. This is a new scheduling criterion which is also relevant in the context of traditional machine scheduling problems. We produce complexity results that characterize some cases of the problem as pseudo-polynomially solvable. For the difficult-to-solve cases of the problem, we develop mathematical programming formulations, and propose heuristic algorithms. We test the formulations and heuristic algorithms on randomly generated single-machine scheduling problems and real-life datasets for the hump sequencing problem. Our experiments show promising results for both sets of problems
Statistical Mechanics of maximal independent sets
The graph theoretic concept of maximal independent set arises in several
practical problems in computer science as well as in game theory. A maximal
independent set is defined by the set of occupied nodes that satisfy some
packing and covering constraints. It is known that finding minimum and
maximum-density maximal independent sets are hard optimization problems. In
this paper, we use cavity method of statistical physics and Monte Carlo
simulations to study the corresponding constraint satisfaction problem on
random graphs. We obtain the entropy of maximal independent sets within the
replica symmetric and one-step replica symmetry breaking frameworks, shedding
light on the metric structure of the landscape of solutions and suggesting a
class of possible algorithms. This is of particular relevance for the
application to the study of strategic interactions in social and economic
networks, where maximal independent sets correspond to pure Nash equilibria of
a graphical game of public goods allocation
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