21,556 research outputs found
Exact solutions to a class of stochastic generalized assignment problems
This paper deals with a stochastic Generalized Assignment Problem with recourse. Only a random subset of the given set of jobs will require to be actually processed. An assignment of each job to an agent is decided a priori, and once the demands are known, reassignments can be performed if there are overloaded agents. We construct a convex approximation of the objective function that is sharp at all feasible solutions. We then present three versions of an exact algorithm to solve this problem, based on branch and bound techniques, optimality cuts, and a special purpose lower bound. numerical results are reported.
Combinatorics and Geometry of Transportation Polytopes: An Update
A transportation polytope consists of all multidimensional arrays or tables
of non-negative real numbers that satisfy certain sum conditions on subsets of
the entries. They arise naturally in optimization and statistics, and also have
interest for discrete mathematics because permutation matrices, latin squares,
and magic squares appear naturally as lattice points of these polytopes.
In this paper we survey advances on the understanding of the combinatorics
and geometry of these polyhedra and include some recent unpublished results on
the diameter of graphs of these polytopes. In particular, this is a thirty-year
update on the status of a list of open questions last visited in the 1984 book
by Yemelichev, Kovalev and Kravtsov and the 1986 survey paper of Vlach.Comment: 35 pages, 13 figure
Constant Rank Bimatrix Games are PPAD-hard
The rank of a bimatrix game (A,B) is defined as rank(A+B). Computing a Nash
equilibrium (NE) of a rank-, i.e., zero-sum game is equivalent to linear
programming (von Neumann'28, Dantzig'51). In 2005, Kannan and Theobald gave an
FPTAS for constant rank games, and asked if there exists a polynomial time
algorithm to compute an exact NE. Adsul et al. (2011) answered this question
affirmatively for rank- games, leaving rank-2 and beyond unresolved.
In this paper we show that NE computation in games with rank , is
PPAD-hard, settling a decade long open problem. Interestingly, this is the
first instance that a problem with an FPTAS turns out to be PPAD-hard. Our
reduction bypasses graphical games and game gadgets, and provides a simpler
proof of PPAD-hardness for NE computation in bimatrix games. In addition, we
get:
* An equivalence between 2D-Linear-FIXP and PPAD, improving a result by
Etessami and Yannakakis (2007) on equivalence between Linear-FIXP and PPAD.
* NE computation in a bimatrix game with convex set of Nash equilibria is as
hard as solving a simple stochastic game.
* Computing a symmetric NE of a symmetric bimatrix game with rank is
PPAD-hard.
* Computing a (1/poly(n))-approximate fixed-point of a (Linear-FIXP)
piecewise-linear function is PPAD-hard.
The status of rank- games remains unresolved
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