53 research outputs found
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Approximation schemes for network, clustering and queueing models
In this dissertation, we consider important optimization problems that arise in three different domains, namely network models, clustering problems and queueing models. To be more specific, we focus on devising efficient traffic routing models, deriving exact convex reformulation to the well-known K-means clustering problem and studying the classical Naor’s observable queues under uncertain parameters. In the following chapters, we discuss these problems in detail, design efficient and tractable solution methodologies, and assess the quality of proposed solutions. In the first part of the dissertation, we analyze a limited-adaptability traffic routing model for the Austin road network. Routing a person through a traffic network presents a tension between selecting a fixed route that is easy to navigate and selecting an aggressively adaptive route that minimizes the expected travel time. We develop non-aggressive adaptive routes in the middle-ground seeking the best of both these extremes. Specifically, these routes still adapt to changing traffic condition, however we limit the total number of allowable adjustments. This improves the user experience, by providing a continuum of options between saving travel time and minimizing navigation. We design strategies to model single and multiple route adjustments, and investigate enumerative techniques to solve these models. We also develop tractable algorithms with easily computable lower and upper bounds to handle real-size traffic data. We finally present the numerical results highlighting the benefit of different levels of adaptability in terms of reducing the expected travel time. In the second part of the dissertation, we study the well-known classical K-means clustering problem. We show that the popular K-means clustering problem can equivalently be reformulated as a conic program of polynomial size. The arising convex optimization problem is NP-hard, but amenable to a tractable semidefinite programming (SDP) relaxation that is tighter than the current SDP relaxation schemes in the literature. In contrast to the existing schemes, our proposed SDP formulation gives rise to solutions that can be leveraged to identify the clusters. We devise a new approximation algorithm for K-means clustering that utilizes the improved formulation and empirically illustrate its superiority over the state-of-the-art solution schemes. Finally, we study an extension of Naor’s analysis [74] on the joining or balking problem in observable M/M/1 queues, relaxing the principal assumption of deterministic arrival and service rates. While all the Markovian assumptions still hold, we assume the arrival and service rates are uncertain and study this problem under stochastic and distributionally robust settings. In the former setting, the exact rates are unknown but we assume the distribution of rates are known to all the decision makers. We derive the optimal joining threshold strategies from the perspective of an individual customer, a social optimizer and a revenue maximizer, such that expected profit rate is maximized. In the distributionally robust setting, we go a step further to assume the true distributions are unknown and the decision makers have access to only a finite set of training samples. Similar to the stochastic setting, we derive optimal thresholds such that the worst-case expected profit rates are maximized. Finally, we compare our observations, both theoretically and numerically, with Naor’s classical results.Operations Research and Industrial Engineerin
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Quantum meets optimization and machine learning
With the advent of the quantum era, what role the quantum computer will play in optimization and machine learning becomes a natural and salient question. The development of novel quantum computing techniques is essential to showcase the quantum advantage in these fields. At the same time, new findings in classical optimization and machine learning algorithms also have the potential to stimulate quantum computing research. In the dissertation, we explore the fascinating connections between quantum computing, optimization, and machine learning, paving the way for transformative advances in all three fields. First, on the quantum side, we present efficient quantum algorithms for fundamental problems in sampling, optimization, and quantum physics. Our results highlight the practical advantages of quantum computing in these fields. In addition, we introduce new approaches to quantum complexity theory for characterizing the quantum hardness of optimization and machine learning problems. Second, on the optimization side, we improve the efficiency of the state-of-the-art classical algorithms for solving semi-definite programming (SDP), Fourier sensing, dynamic distance estimation, etc. Our classical results are closely intertwined with quantum computing. Some of them serve as stepping stones to new quantum algorithms, while others are motivated by quantum applications or inspired by quantum techniques. Third, on the machine learning side, we develop fast classical and quantum algorithms for training over-parameterized neural networks with provable guarantees of convergence and generalization. Furthermore, we contribute to the security aspect of machine learning by theoretically investigating some potential approaches to (classically) protect private data in collaborative machine learning and to (quantumly) protect the copyright of machine learning models. Fourth, we investigate the concentration and discrepancy properties of hyperbolic polynomials and higher-order random walks, which could potentially be applied to quantum computing, optimization, and machine learning.Computer Science
Communication for Teams of Networked Robots
There are a large class of problems, from search and rescue to environmental monitoring, that can benefit from teams of mobile robots in environments where there is no existing infrastructure for inter-agent communication. We seek to address the problems necessary for a team of small, low-power, low-cost robots to deploy in such a way that they can dynamically provide their own multi-hop communication network. To do so, we formulate a situational awareness problem statement that specifies both the physical task and end-to-end communication rates that must be maintained. In pursuit of a solution to this problem, we address topics ranging from the modeling of point-to-point wireless communication to mobility control for connectivity maintenance. Since our focus is on developing solutions to these problems that can be experimentally verified, we also detail the design and implantation of a decentralized testbed for multi-robot research. Experiments on this testbed allow us to determine data-driven models for point-to-point wireless channel prediction, test relative signal-strength-based localization methods, and to verify that our algorithms for mobility control maintain the desired instantaneous rates when routing through the wireless network. The tools we develop are integral to the fielding of teams of robots with robust wireless network capabilities
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