Algorithm Engineering in Robust Optimization

Robust optimization is a young and emerging field of research having received a considerable increase of interest over the last decade. In this paper, we argue that the the algorithm engineering methodology fits very well to the field of robust optimization and yields a rewarding new perspective on both the current state of research and open research directions. To this end we go through the algorithm engineering cycle of design and analysis of concepts, development and implementation of algorithms, and theoretical and experimental evaluation. We show that many ideas of algorithm engineering have already been applied in publications on robust optimization. Most work on robust optimization is devoted to analysis of the concepts and the development of algorithms, some papers deal with the evaluation of a particular concept in case studies, and work on comparison of concepts just starts. What is still a drawback in many papers on robustness is the missing link to include the results of the experiments again in the design

A Swarm of Salesmen: Algorithmic Approaches to Multiagent Modeling

This honors thesis describes the algorithmic abstraction of a problem modeling a swarm of Mars rovers, where many agents must together achieve a goal. The algorithmic formulation of this problem is based on the traveling salesman problem (TSP), and so in this thesis I offer a review of the mathematical technique of linear programming in the context of its application to the TSP, an overview of some variations of the TSP and algorithms for approximating and solving them, and formulations without solutions of two novel TSP variations which are useful for modeling the original problem

Optimal Trees

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A Swarm of Salesmen: Algorithmic Approaches to Multiagent Modeling

This honors thesis describes the algorithmic abstraction of a problem modeling a swarm of Mars rovers, where many agents must together achieve a goal. The algorithmic formulation of this problem is based on the traveling salesman problem (TSP), and so in this thesis I offer a review of the mathematical technique of linear programming in the context of its application to the TSP, an overview of some variations of the TSP and algorithms for approximating and solving them, and formulations without solutions of two novel TSP variations which are useful for modeling the original problem

Models and algorithms for decomposition problems

This thesis deals with the decomposition both as a solution method and as a problem itself. A decomposition approach can be very effective for mathematical problems presenting a specific structure in which the associated matrix of coefficients is sparse and it is diagonalizable in blocks. But, this kind of structure may not be evident from the most natural formulation of the problem. Thus, its coefficient matrix may be preprocessed by solving a structure detection problem in order to understand if a decomposition method can successfully be applied. So, this thesis deals with the k-Vertex Cut problem, that is the problem of finding the minimum subset of nodes whose removal disconnects a graph into at least k components, and it models relevant applications in matrix decomposition for solving systems of equations by parallel computing. The capacitated k-Vertex Separator problem, instead, asks to find a subset of vertices of minimum cardinality the deletion of which disconnects a given graph in at most k shores and the size of each shore must not be larger than a given capacity value. Also this problem is of great importance for matrix decomposition algorithms. This thesis also addresses the Chance-Constrained Mathematical Program that represents a significant example in which decomposition techniques can be successfully applied. This is a class of stochastic optimization problems in which the feasible region depends on the realization of a random variable and the solution must optimize a given objective function while belonging to the feasible region with a probability that must be above a given value. In this thesis, a decomposition approach for this problem is introduced. The thesis also addresses the Fractional Knapsack Problem with Penalties, a variant of the knapsack problem in which items can be split at the expense of a penalty depending on the fractional quantity

Bi-criteria network optimization: problems and algorithms

Several approaches, exact and heuristics, have been designed in order to generate the Pareto frontier for multi-objective combinatorial optimization problems. Although several classes of standard optimization models have been studied in their multi- objective version, there still exists a big gap between the solution techniques and the complexity of the mathematical models that derive from the most recent real world applications. In this thesis such aspect is highlighted with reference to a specific application field, the telecommunication sector, where several emerging optimization problems are characterized by a multi-objective nature. The study of some of these problems, analyzed and solved in the thesis, has been the starting point for an assessment of the state of the art in multicriteria optimization with particular focus on multi-objective integer linear programming. A general two-phase approach for bi-criteria integer network flow problems has been proposed and applied to the bi-objective integer minimum cost flow and the bi-objective minimum spanning tree problem. For both of them the two-phase approach has been designed and tested to generate a complete set of efficient solutions. This procedure, with appropriate changes according to the specific problem, could be applied on other bi-objective integer network flow problems. In this perspective, this work can be seen as a first attempt in the direction of closing the gap between the complex models associated with the most recent real world applications and the methodologies to deal with multi-objective programming. The thesis is structured in the following way: Chapter 1 reports some preliminary concepts on graph and networks and a short overview of the main network flow problems; in Chapter 2 some emerging optimization problems are described, mathematically formalized and solved, underling their multi-objective nature. Chapter 3 presents the state of the art on multicriteria optimization. Chapter 4 describes the general idea of the solution algorithm proposed in this work for bi-objective integer network flow problems. Chapter 5 is focused on the bi-objective integer minimum cost flow problem and on the adaptation of the procedure proposed in Chapter 4 on such a problem. Analogously, Chapter 6 describes the application of the same approach on the bi-objective minimum spanning tree problem. Summing up, the general scheme appears to adapt very well to both problems and can be easily implemented. For the bi-objective integer minimum cost flow problem, the numerical tests performed on a selection of test instances, taken from the literature, permit to verify that the algorithm finds a complete set of efficient solutions. For the bi-objective minimum spanning tree problem, we solved a numerical example using two alternative methods for the first phase, confirming the practicability of the approach

Creation of the selection list for the Experiment Scheduling Program (ESP)

The efforts to develop a procedure to construct selection groups to augment the Experiment Scheduling Program (ESP) are summarized. Included is a User's Guide and a sample scenario to guide in the use of the software system that implements the developed procedures