6,983 research outputs found
Scheduling for a Processor Sharing System with Linear Slowdown
We consider the problem of scheduling arrivals to a congestion system with a
finite number of users having identical deterministic demand sizes. The
congestion is of the processor sharing type in the sense that all users in the
system at any given time are served simultaneously. However, in contrast to
classical processor sharing congestion models, the processing slowdown is
proportional to the number of users in the system at any time. That is, the
rate of service experienced by all users is linearly decreasing with the number
of users. For each user there is an ideal departure time (due date). A
centralized scheduling goal is then to select arrival times so as to minimize
the total penalty due to deviations from ideal times weighted with sojourn
times. Each deviation is assumed quadratic, or more generally convex. But due
to the dynamics of the system, the scheduling objective function is non-convex.
Specifically, the system objective function is a non-smooth piecewise convex
function. Nevertheless, we are able to leverage the structure of the problem to
derive an algorithm that finds the global optimum in a (large but) finite
number of steps, each involving the solution of a constrained convex program.
Further, we put forward several heuristics. The first is the traversal of
neighbouring constrained convex programming problems, that is guaranteed to
reach a local minimum of the centralized problem. This is a form of a "local
search", where we use the problem structure in a novel manner. The second is a
one-coordinate "global search", used in coordinate pivot iteration. We then
merge these two heuristics into a unified "local-global" heuristic, and
numerically illustrate the effectiveness of this heuristic
On the use of biased-randomized algorithms for solving non-smooth optimization problems
Soft constraints are quite common in real-life applications. For example, in freight transportation, the fleet size can be enlarged by outsourcing part of the distribution service and some deliveries to customers can be postponed as well; in inventory management, it is possible to consider stock-outs generated by unexpected demands; and in manufacturing processes and project management, it is frequent that some deadlines cannot be met due to delays in critical steps of the supply chain. However, capacity-, size-, and time-related limitations are included in many optimization problems as hard constraints, while it would be usually more realistic to consider them as soft ones, i.e., they can be violated to some extent by incurring a penalty cost. Most of the times, this penalty cost will be nonlinear and even noncontinuous, which might transform the objective function into a non-smooth one. Despite its many practical applications, non-smooth optimization problems are quite challenging, especially when the underlying optimization problem is NP-hard in nature. In this paper, we propose the use of biased-randomized algorithms as an effective methodology to cope with NP-hard and non-smooth optimization problems in many practical applications. Biased-randomized algorithms extend constructive heuristics by introducing a nonuniform randomization pattern into them. Hence, they can be used to explore promising areas of the solution space without the limitations of gradient-based approaches, which assume the existence of smooth objective functions. Moreover, biased-randomized algorithms can be easily parallelized, thus employing short computing times while exploring a large number of promising regions. This paper discusses these concepts in detail, reviews existing work in different application areas, and highlights current trends and open research lines
Graphical Models for Optimal Power Flow
Optimal power flow (OPF) is the central optimization problem in electric
power grids. Although solved routinely in the course of power grid operations,
it is known to be strongly NP-hard in general, and weakly NP-hard over tree
networks. In this paper, we formulate the optimal power flow problem over tree
networks as an inference problem over a tree-structured graphical model where
the nodal variables are low-dimensional vectors. We adapt the standard dynamic
programming algorithm for inference over a tree-structured graphical model to
the OPF problem. Combining this with an interval discretization of the nodal
variables, we develop an approximation algorithm for the OPF problem. Further,
we use techniques from constraint programming (CP) to perform interval
computations and adaptive bound propagation to obtain practically efficient
algorithms. Compared to previous algorithms that solve OPF with optimality
guarantees using convex relaxations, our approach is able to work for arbitrary
distribution networks and handle mixed-integer optimization problems. Further,
it can be implemented in a distributed message-passing fashion that is scalable
and is suitable for "smart grid" applications like control of distributed
energy resources. We evaluate our technique numerically on several benchmark
networks and show that practical OPF problems can be solved effectively using
this approach.Comment: To appear in Proceedings of the 22nd International Conference on
Principles and Practice of Constraint Programming (CP 2016
Separable Concave Optimization Approximately Equals Piecewise-Linear Optimization
We study the problem of minimizing a nonnegative separable concave function
over a compact feasible set. We approximate this problem to within a factor of
1+epsilon by a piecewise-linear minimization problem over the same feasible
set. Our main result is that when the feasible set is a polyhedron, the number
of resulting pieces is polynomial in the input size of the polyhedron and
linear in 1/epsilon. For many practical concave cost problems, the resulting
piecewise-linear cost problem can be formulated as a well-studied discrete
optimization problem. As a result, a variety of polynomial-time exact
algorithms, approximation algorithms, and polynomial-time heuristics for
discrete optimization problems immediately yield fully polynomial-time
approximation schemes, approximation algorithms, and polynomial-time heuristics
for the corresponding concave cost problems.
We illustrate our approach on two problems. For the concave cost
multicommodity flow problem, we devise a new heuristic and study its
performance using computational experiments. We are able to approximately solve
significantly larger test instances than previously possible, and obtain
solutions on average within 4.27% of optimality. For the concave cost facility
location problem, we obtain a new 1.4991+epsilon approximation algorithm.Comment: Full pape
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Algorithms for network piecewise-linear programs
In this paper a subarea of Piecewise-Linear Programming named network Piecewise-Linear Programming (NPLP) is discussed. Initially the problem formulation, main efinitins and related Concepts are presented. In the sequence of the paper, four specialized algorithms for NPLP, as well as the results of a preliminary computational study, are presented
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