Computational problems without computation

Problemen uit de discrete wiskunde lijken op het eerste gezicht vaak erg simpel. Ze kunnen meestal gemakkelijk en zonder gebruik te maken van wiskundige begrippen worden geformuleerd. Toch komt het vaak voor dat zo’n ogenschijnlijk eenvoudig probleem nog open is of dat er, zoals bij het handelsreizigersprobleem, wel een oplossing gegeven kan worden,maar alleen een die onbruikbaar is omdat de rekentijd bij grotere getallen te snel groeit. In dit artikel, gebaseerd op zijn voordracht op het NMC 2002, kijkt Gerhard Woeginger naar de tegenovergestelde situatie. Hij introduceert allerlei discrete\ud problemen die onoplosbaar lijken, maar waarvoor er een simpele oplossing bestaat

Implicit sampling for path integral control, Monte Carlo localization, and SLAM

The applicability and usefulness of implicit sampling in stochastic optimal control, stochastic localization, and simultaneous localization and mapping (SLAM), is explored; implicit sampling is a recently-developed variationally-enhanced sampling method. The theory is illustrated with examples, and it is found that implicit sampling is significantly more efficient than current Monte Carlo methods in test problems for all three applications

Mechanical Systems with Symmetry, Variational Principles, and Integration Algorithms

This paper studies variational principles for mechanical systems with symmetry and their applications to integration algorithms. We recall some general features of how to reduce variational principles in the presence of a symmetry group along with general features of integration algorithms for mechanical systems. Then we describe some integration algorithms based directly on variational principles using a discretization technique of Veselov. The general idea for these variational integrators is to directly discretize Hamilton’s principle rather than the equations of motion in a way that preserves the original systems invariants, notably the symplectic form and, via a discrete version of Noether’s theorem, the momentum map. The resulting mechanical integrators are second-order accurate, implicit, symplectic-momentum algorithms. We apply these integrators to the rigid body and the double spherical pendulum to show that the techniques are competitive with existing integrators

Downwash-Aware Trajectory Planning for Large Quadrotor Teams

We describe a method for formation-change trajectory planning for large quadrotor teams in obstacle-rich environments. Our method decomposes the planning problem into two stages: a discrete planner operating on a graph representation of the workspace, and a continuous refinement that converts the non-smooth graph plan into a set of C^k-continuous trajectories, locally optimizing an integral-squared-derivative cost. We account for the downwash effect, allowing safe flight in dense formations. We demonstrate the computational efficiency in simulation with up to 200 robots and the physical plausibility with an experiment with 32 nano-quadrotors. Our approach can compute safe and smooth trajectories for hundreds of quadrotors in dense environments with obstacles in a few minutes.Comment: 8 page

Bayesian emulation for optimization in multi-step portfolio decisions

We discuss the Bayesian emulation approach to computational solution of multi-step portfolio studies in financial time series. "Bayesian emulation for decisions" involves mapping the technical structure of a decision analysis problem to that of Bayesian inference in a purely synthetic "emulating" statistical model. This provides access to standard posterior analytic, simulation and optimization methods that yield indirect solutions of the decision problem. We develop this in time series portfolio analysis using classes of economically and psychologically relevant multi-step ahead portfolio utility functions. Studies with multivariate currency, commodity and stock index time series illustrate the approach and show some of the practical utility and benefits of the Bayesian emulation methodology.Comment: 24 pages, 7 figures, 2 table