Supply chain collaboration

In the past, research in operations management focused on single-firm analysis. Its goal was to provide managers in practice with suitable tools to improve the performance of their firm by calculating optimal inventory quantities, among others. Nowadays, business decisions are dominated by the globalization of markets and increased competition among firms. Further, more and more products reach the customer through supply chains that are composed of independent firms. Following these trends, research in operations management has shifted its focus from single-firm analysis to multi-firm analysis, in particular to improving the efficiency and performance of supply chains under decentralized control. The main characteristics of such chains are that the firms in the chain are independent actors who try to optimize their individual objectives, and that the decisions taken by a firm do also affect the performance of the other parties in the supply chain. These interactions among firms’ decisions ask for alignment and coordination of actions. Therefore, game theory, the study of situations of cooperation or conflict among heterogenous actors, is very well suited to deal with these interactions. This has been recognized by researchers in the field, since there are an ever increasing number of papers that applies tools, methods and models from game theory to supply chain problems

A General Large Neighborhood Search Framework for Solving Integer Programs

This paper studies how to design abstractions of large-scale combinatorial optimization problems that can leverage existing state-of-the-art solvers in general purpose ways, and that are amenable to data-driven design. The goal is to arrive at new approaches that can reliably outperform existing solvers in wall-clock time. We focus on solving integer programs, and ground our approach in the large neighborhood search (LNS) paradigm, which iteratively chooses a subset of variables to optimize while leaving the remainder fixed. The appeal of LNS is that it can easily use any existing solver as a subroutine, and thus can inherit the benefits of carefully engineered heuristic approaches and their software implementations. We also show that one can learn a good neighborhood selector from training data. Through an extensive empirical validation, we demonstrate that our LNS framework can significantly outperform, in wall-clock time, compared to state-of-the-art commercial solvers such as Gurobi

Matroids are Immune to Braess Paradox

The famous Braess paradox describes the following phenomenon: It might happen that the improvement of resources, like building a new street within a congested network, may in fact lead to larger costs for the players in an equilibrium. In this paper we consider general nonatomic congestion games and give a characterization of the maximal combinatorial property of strategy spaces for which Braess paradox does not occur. In a nutshell, bases of matroids are exactly this maximal structure. We prove our characterization by two novel sensitivity results for convex separable optimization problems over polymatroid base polyhedra which may be of independent interest.Comment: 21 page

Tropical Limits of Probability Spaces, Part I: The Intrinsic Kolmogorov-Sinai Distance and the Asymptotic Equipartition Property for Configurations

The entropy of a finite probability space $X$ measures the observable cardinality of large independent products $X^{\otimes n}$ of the probability space. If two probability spaces $X$ and $Y$ have the same entropy, there is an almost measure-preserving bijection between large parts of $X^{\otimes n}$ and $Y^{\otimes n}$. In this way, $X$ and $Y$ are asymptotically equivalent. It turns out to be challenging to generalize this notion of asymptotic equivalence to configurations of probability spaces, which are collections of probability spaces with measure-preserving maps between some of them. In this article we introduce the intrinsic Kolmogorov-Sinai distance on the space of configurations of probability spaces. Concentrating on the large-scale geometry we pass to the asymptotic Kolmogorov-Sinai distance. It induces an asymptotic equivalence relation on sequences of configurations of probability spaces. We will call the equivalence classes \emph{tropical probability spaces}. In this context we prove an Asymptotic Equipartition Property for configurations. It states that tropical configurations can always be approximated by homogeneous configurations. In addition, we show that the solutions to certain Information-Optimization problems are Lipschitz-con\-tinuous with respect to the asymptotic Kolmogorov-Sinai distance. It follows from these two statements that in order to solve an Information-Optimization problem, it suffices to consider homogeneous configurations. Finally, we show that spaces of trajectories of length $n$ of certain stochastic processes, in particular stationary Markov chains, have a tropical limit.Comment: Comment to version 2: Fixed typos, a calculation mistake in Lemma 5.1 and its consequences in Proposition 5.2 and Theorem 6.

An Algorithmic Theory of Dependent Regularizers, Part 1: Submodular Structure

We present an exploration of the rich theoretical connections between several classes of regularized models, network flows, and recent results in submodular function theory. This work unifies key aspects of these problems under a common theory, leading to novel methods for working with several important models of interest in statistics, machine learning and computer vision. In Part 1, we review the concepts of network flows and submodular function optimization theory foundational to our results. We then examine the connections between network flows and the minimum-norm algorithm from submodular optimization, extending and improving several current results. This leads to a concise representation of the structure of a large class of pairwise regularized models important in machine learning, statistics and computer vision. In Part 2, we describe the full regularization path of a class of penalized regression problems with dependent variables that includes the graph-guided LASSO and total variation constrained models. This description also motivates a practical algorithm. This allows us to efficiently find the regularization path of the discretized version of TV penalized models. Ultimately, our new algorithms scale up to high-dimensional problems with millions of variables

P?=NP as minimization of degree 4 polynomial, integration or Grassmann number problem, and new graph isomorphism problem approaches

While the P vs NP problem is mainly approached form the point of view of discrete mathematics, this paper proposes reformulations into the field of abstract algebra, geometry, fourier analysis and of continuous global optimization - which advanced tools might bring new perspectives and approaches for this question. The first one is equivalence of satisfaction of 3-SAT problem with the question of reaching zero of a nonnegative degree 4 multivariate polynomial (sum of squares), what could be tested from the perspective of algebra by using discriminant. It could be also approached as a continuous global optimization problem inside $[0,1]^n$, for example in physical realizations like adiabatic quantum computers. However, the number of local minima usually grows exponentially. Reducing to degree 2 polynomial plus constraints of being in $\{0,1\}^n$, we get geometric formulations as the question if plane or sphere intersects with $\{0,1\}^n$. There will be also presented some non-standard perspectives for the Subset-Sum, like through convergence of a series, or zeroing of $\int_0^{2\pi} \prod_i \cos(\varphi k_i) d\varphi$ fourier-type integral for some natural $k_i$. The last discussed approach is using anti-commuting Grassmann numbers $\theta_i$, making $(A \cdot \textrm{diag}(\theta_i))^n$ nonzero only if $A$ has a Hamilton cycle. Hence, the P$\ne$NP assumption implies exponential growth of matrix representation of Grassmann numbers. There will be also discussed a looking promising algebraic/geometric approach to the graph isomorphism problem -- tested to successfully distinguish strongly regular graphs with up to 29 vertices.Comment: 19 pages, 8 figure