Solving Factored MDPs with Hybrid State and Action Variables

Efficient representations and solutions for large decision problems with continuous and discrete variables are among the most important challenges faced by the designers of automated decision support systems. In this paper, we describe a novel hybrid factored Markov decision process (MDP) model that allows for a compact representation of these problems, and a new hybrid approximate linear programming (HALP) framework that permits their efficient solutions. The central idea of HALP is to approximate the optimal value function by a linear combination of basis functions and optimize its weights by linear programming. We analyze both theoretical and computational aspects of this approach, and demonstrate its scale-up potential on several hybrid optimization problems

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

Taming a non-convex landscape with dynamical long-range order: memcomputing Ising benchmarks

Recent work on quantum annealing has emphasized the role of collective behavior in solving optimization problems. By enabling transitions of clusters of variables, such solvers are able to navigate their state space and locate solutions more efficiently despite having only local connections between elements. However, collective behavior is not exclusive to quantum annealers, and classical solvers that display collective dynamics should also possess an advantage in navigating a non-convex landscape. Here, we give evidence that a benchmark derived from quantum annealing studies is solvable in polynomial time using digital memcomputing machines, which utilize a collection of dynamical components with memory to represent the structure of the underlying optimization problem. To illustrate the role of memory and clarify the structure of these solvers we propose a simple model of these machines that demonstrates the emergence of long-range order. This model, when applied to finding the ground state of the Ising frustrated-loop benchmarks, undergoes a transient phase of avalanches which can span the entire lattice and demonstrates a connection between long-range behavior and their probability of success. These results establish the advantages of computational approaches based on collective dynamics of continuous dynamical systems

Human-Machine Collaborative Optimization via Apprenticeship Scheduling

Coordinating agents to complete a set of tasks with intercoupled temporal and resource constraints is computationally challenging, yet human domain experts can solve these difficult scheduling problems using paradigms learned through years of apprenticeship. A process for manually codifying this domain knowledge within a computational framework is necessary to scale beyond the ``single-expert, single-trainee" apprenticeship model. However, human domain experts often have difficulty describing their decision-making processes, causing the codification of this knowledge to become laborious. We propose a new approach for capturing domain-expert heuristics through a pairwise ranking formulation. Our approach is model-free and does not require enumerating or iterating through a large state space. We empirically demonstrate that this approach accurately learns multifaceted heuristics on a synthetic data set incorporating job-shop scheduling and vehicle routing problems, as well as on two real-world data sets consisting of demonstrations of experts solving a weapon-to-target assignment problem and a hospital resource allocation problem. We also demonstrate that policies learned from human scheduling demonstration via apprenticeship learning can substantially improve the efficiency of a branch-and-bound search for an optimal schedule. We employ this human-machine collaborative optimization technique on a variant of the weapon-to-target assignment problem. We demonstrate that this technique generates solutions substantially superior to those produced by human domain experts at a rate up to 9.5 times faster than an optimization approach and can be applied to optimally solve problems twice as complex as those solved by a human demonstrator.Comment: Portions of this paper were published in the Proceedings of the International Joint Conference on Artificial Intelligence (IJCAI) in 2016 and in the Proceedings of Robotics: Science and Systems (RSS) in 2016. The paper consists of 50 pages with 11 figures and 4 table