Exploiting Chordality in Optimization Algorithms for Model Predictive Control

In this chapter we show that chordal structure can be used to devise efficient optimization methods for many common model predictive control problems. The chordal structure is used both for computing search directions efficiently as well as for distributing all the other computations in an interior-point method for solving the problem. The chordal structure can stem both from the sequential nature of the problem as well as from distributed formulations of the problem related to scenario trees or other formulations. The framework enables efficient parallel computations.Comment: arXiv admin note: text overlap with arXiv:1502.0638

Large induced subgraphs via triangulations and CMSO

We obtain an algorithmic meta-theorem for the following optimization problem. Let \phi\ be a Counting Monadic Second Order Logic (CMSO) formula and t be an integer. For a given graph G, the task is to maximize |X| subject to the following: there is a set of vertices F of G, containing X, such that the subgraph G[F] induced by F is of treewidth at most t, and structure (G[F],X) models \phi. Some special cases of this optimization problem are the following generic examples. Each of these cases contains various problems as a special subcase: 1) "Maximum induced subgraph with at most l copies of cycles of length 0 modulo m", where for fixed nonnegative integers m and l, the task is to find a maximum induced subgraph of a given graph with at most l vertex-disjoint cycles of length 0 modulo m. 2) "Minimum \Gamma-deletion", where for a fixed finite set of graphs \Gamma\ containing a planar graph, the task is to find a maximum induced subgraph of a given graph containing no graph from \Gamma\ as a minor. 3) "Independent \Pi-packing", where for a fixed finite set of connected graphs \Pi, the task is to find an induced subgraph G[F] of a given graph G with the maximum number of connected components, such that each connected component of G[F] is isomorphic to some graph from \Pi. We give an algorithm solving the optimization problem on an n-vertex graph G in time O(#pmc n^{t+4} f(t,\phi)), where #pmc is the number of all potential maximal cliques in G and f is a function depending of t and \phi\ only. We also show how a similar running time can be obtained for the weighted version of the problem. Pipelined with known bounds on the number of potential maximal cliques, we deduce that our optimization problem can be solved in time O(1.7347^n) for arbitrary graphs, and in polynomial time for graph classes with polynomial number of minimal separators

Chordal Decomposition in Rank Minimized Semidefinite Programs with Applications to Subspace Clustering

Semidefinite programs (SDPs) often arise in relaxations of some NP-hard problems, and if the solution of the SDP obeys certain rank constraints, the relaxation will be tight. Decomposition methods based on chordal sparsity have already been applied to speed up the solution of sparse SDPs, but methods for dealing with rank constraints are underdeveloped. This paper leverages a minimum rank completion result to decompose the rank constraint on a single large matrix into multiple rank constraints on a set of smaller matrices. The re-weighted heuristic is used as a proxy for rank, and the specific form of the heuristic preserves the sparsity pattern between iterations. Implementations of rank-minimized SDPs through interior-point and first-order algorithms are discussed. The problem of subspace clustering is used to demonstrate the computational improvement of the proposed method.Comment: 6 pages, 6 figure

Line-distortion, Bandwidth and Path-length of a graph

We investigate the minimum line-distortion and the minimum bandwidth problems on unweighted graphs and their relations with the minimum length of a Robertson-Seymour's path-decomposition. The length of a path-decomposition of a graph is the largest diameter of a bag in the decomposition. The path-length of a graph is the minimum length over all its path-decompositions. In particular, we show: - if a graph $G$ can be embedded into the line with distortion $k$, then $G$ admits a Robertson-Seymour's path-decomposition with bags of diameter at most $k$ in $G$; - for every class of graphs with path-length bounded by a constant, there exist an efficient constant-factor approximation algorithm for the minimum line-distortion problem and an efficient constant-factor approximation algorithm for the minimum bandwidth problem; - there is an efficient 2-approximation algorithm for computing the path-length of an arbitrary graph; - AT-free graphs and some intersection families of graphs have path-length at most 2; - for AT-free graphs, there exist a linear time 8-approximation algorithm for the minimum line-distortion problem and a linear time 4-approximation algorithm for the minimum bandwidth problem