A Decomposition Approach to Multi-Vehicle Cooperative Control

We present methods that generate cooperative strategies for multi-vehicle control problems using a decomposition approach. By introducing a set of tasks to be completed by the team of vehicles and a task execution method for each vehicle, we decomposed the problem into a combinatorial component and a continuous component. The continuous component of the problem is captured by task execution, and the combinatorial component is captured by task assignment. In this paper, we present a solver for task assignment that generates near-optimal assignments quickly and can be used in real-time applications. To motivate our methods, we apply them to an adversarial game between two teams of vehicles. One team is governed by simple rules and the other by our algorithms. In our study of this game we found phase transitions, showing that the task assignment problem is most difficult to solve when the capabilities of the adversaries are comparable. Finally, we implement our algorithms in a multi-level architecture with a variable replanning rate at each level to provide feedback on a dynamically changing and uncertain environment.Comment: 36 pages, 19 figures, for associated web page see http://control.mae.cornell.edu/earl/decom

The Voice of Optimization

We introduce the idea that using optimal classification trees (OCTs) and optimal classification trees with-hyperplanes (OCT-Hs), interpretable machine learning algorithms developed by Bertsimas and Dunn [2017, 2018], we are able to obtain insight on the strategy behind the optimal solution in continuous and mixed-integer convex optimization problem as a function of key parameters that affect the problem. In this way, optimization is not a black box anymore. Instead, we redefine optimization as a multiclass classification problem where the predictor gives insights on the logic behind the optimal solution. In other words, OCTs and OCT-Hs give optimization a voice. We show on several realistic examples that the accuracy behind our method is in the 90%-100% range, while even when the predictions are not correct, the degree of suboptimality or infeasibility is very low. We compare optimal strategy predictions of OCTs and OCT-Hs and feedforward neural networks (NNs) and conclude that the performance of OCT-Hs and NNs is comparable. OCTs are somewhat weaker but often competitive. Therefore, our approach provides a novel insightful understanding of optimal strategies to solve a broad class of continuous and mixed-integer optimization problems

Branching on multi-aggregated variables

open5siopenGamrath, Gerald; Melchiori, Anna; Berthold, Timo; Gleixner, Ambros M.; Salvagnin, DomenicoGamrath, Gerald; Melchiori, Anna; Berthold, Timo; Gleixner, Ambros M.; Salvagnin, Domenic

Configurable Strategies for Work-stealing

Work-stealing systems are typically oblivious to the nature of the tasks they are scheduling. For instance, they do not know or take into account how long a task will take to execute or how many subtasks it will spawn. Moreover, the actual task execution order is typically determined by the underlying task storage data structure, and cannot be changed. There are thus possibilities for optimizing task parallel executions by providing information on specific tasks and their preferred execution order to the scheduling system. We introduce scheduling strategies to enable applications to dynamically provide hints to the task-scheduling system on the nature of specific tasks. Scheduling strategies can be used to independently control both local task execution order as well as steal order. In contrast to conventional scheduling policies that are normally global in scope, strategies allow the scheduler to apply optimizations on individual tasks. This flexibility greatly improves composability as it allows the scheduler to apply different, specific scheduling choices for different parts of applications simultaneously. We present a number of benchmarks that highlight diverse, beneficial effects that can be achieved with scheduling strategies. Some benchmarks (branch-and-bound, single-source shortest path) show that prioritization of tasks can reduce the total amount of work compared to standard work-stealing execution order. For other benchmarks (triangle strip generation) qualitatively better results can be achieved in shorter time. Other optimizations, such as dynamic merging of tasks or stealing of half the work, instead of half the tasks, are also shown to improve performance. Composability is demonstrated by examples that combine different strategies, both within the same kernel (prefix sum) as well as when scheduling multiple kernels (prefix sum and unbalanced tree search)

A Framework for Globally Optimizing Mixed-Integer Signomial Programs

Mixed-integer signomial optimization problems have broad applicability in engineering. Extending the Global Mixed-Integer Quadratic Optimizer, GloMIQO (Misener, Floudas in J. Glob. Optim., 2012. doi:10.1007/s10898-012-9874-7), this manuscript documents a computational framework for deterministically addressing mixed-integer signomial optimization problems to ε-global optimality. This framework generalizes the GloMIQO strategies of (1) reformulating user input, (2) detecting special mathematical structure, and (3) globally optimizing the mixed-integer nonconvex program. Novel contributions of this paper include: flattening an expression tree towards term-based data structures; introducing additional nonconvex terms to interlink expressions; integrating a dynamic implementation of the reformulation-linearization technique into the branch-and-cut tree; designing term-based underestimators that specialize relaxation strategies according to variable bounds in the current tree node. Computational results are presented along with comparison of the computational framework to several state-of-the-art solvers. © 2013 Springer Science+Business Media New York

A Tutorial on Clique Problems in Communications and Signal Processing

Since its first use by Euler on the problem of the seven bridges of K\"onigsberg, graph theory has shown excellent abilities in solving and unveiling the properties of multiple discrete optimization problems. The study of the structure of some integer programs reveals equivalence with graph theory problems making a large body of the literature readily available for solving and characterizing the complexity of these problems. This tutorial presents a framework for utilizing a particular graph theory problem, known as the clique problem, for solving communications and signal processing problems. In particular, the paper aims to illustrate the structural properties of integer programs that can be formulated as clique problems through multiple examples in communications and signal processing. To that end, the first part of the tutorial provides various optimal and heuristic solutions for the maximum clique, maximum weight clique, and $k$-clique problems. The tutorial, further, illustrates the use of the clique formulation through numerous contemporary examples in communications and signal processing, mainly in maximum access for non-orthogonal multiple access networks, throughput maximization using index and instantly decodable network coding, collision-free radio frequency identification networks, and resource allocation in cloud-radio access networks. Finally, the tutorial sheds light on the recent advances of such applications, and provides technical insights on ways of dealing with mixed discrete-continuous optimization problems