6,250 research outputs found
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
A Majorization-Minimization Approach to Design of Power Transmission Networks
We propose an optimization approach to design cost-effective electrical power
transmission networks. That is, we aim to select both the network structure and
the line conductances (line sizes) so as to optimize the trade-off between
network efficiency (low power dissipation within the transmission network) and
the cost to build the network. We begin with a convex optimization method based
on the paper ``Minimizing Effective Resistance of a Graph'' [Ghosh, Boyd \&
Saberi]. We show that this (DC) resistive network method can be adapted to the
context of AC power flow. However, that does not address the combinatorial
aspect of selecting network structure. We approach this problem as selecting a
subgraph within an over-complete network, posed as minimizing the (convex)
network power dissipation plus a non-convex cost on line conductances that
encourages sparse networks where many line conductances are set to zero. We
develop a heuristic approach to solve this non-convex optimization problem
using: (1) a continuation method to interpolate from the smooth, convex problem
to the (non-smooth, non-convex) combinatorial problem, (2) the
majorization-minimization algorithm to perform the necessary intermediate
smooth but non-convex optimization steps. Ultimately, this involves solving a
sequence of convex optimization problems in which we iteratively reweight a
linear cost on line conductances to fit the actual non-convex cost. Several
examples are presented which suggest that the overall method is a good
heuristic for network design. We also consider how to obtain sparse networks
that are still robust against failures of lines and/or generators.Comment: 8 pages, 3 figures. To appear in Proc. 49th IEEE Conference on
Decision and Control (CDC '10
A bi-level model of dynamic traffic signal control with continuum approximation
This paper proposes a bi-level model for traffic network signal control, which is formulated as a dynamic Stackelberg game and solved as a mathematical program with equilibrium constraints (MPEC). The lower-level problem is a dynamic user equilibrium (DUE) with embedded dynamic network loading (DNL) sub-problem based on the LWR model (Lighthill and Whitham, 1955; Richards, 1956). The upper-level decision variables are (time-varying) signal green splits with the objective of minimizing network-wide travel cost. Unlike most existing literature which mainly use an on-and-off (binary) representation of the signal controls, we employ a continuum signal model recently proposed and analyzed in Han et al. (2014), which aims at describing and predicting the aggregate behavior that exists at signalized intersections without relying on distinct signal phases. Advantages of this continuum signal model include fewer integer variables, less restrictive constraints on the time steps, and higher decision resolution. It simplifies the modeling representation of large-scale urban traffic networks with the benefit of improved computational efficiency in simulation or optimization. We present, for the LWR-based DNL model that explicitly captures vehicle spillback, an in-depth study on the implementation of the continuum signal model, as its approximation accuracy depends on a number of factors and may deteriorate greatly under certain conditions. The proposed MPEC is solved on two test networks with three metaheuristic methods. Parallel computing is employed to significantly accelerate the solution procedure
Network correlated data gathering with explicit communication: NP-completeness and algorithms
We consider the problem of correlated data gathering by a network with a sink node and a tree-based communication structure, where the goal is to minimize the total transmission cost of transporting the information collected by the nodes, to the sink node. For source coding of correlated data, we consider a joint entropy-based coding model with explicit communication where coding is simple and the transmission structure optimization is difficult. We first formulate the optimization problem definition in the general case and then we study further a network setting where the entropy conditioning at nodes does not depend on the amount of side information, but only on its availability. We prove that even in this simple case, the optimization problem is NP-hard. We propose some efficient, scalable, and distributed heuristic approximation algorithms for solving this problem and show by numerical simulations that the total transmission cost can be significantly improved over direct transmission or the shortest path tree. We also present an approximation algorithm that provides a tree transmission structure with total cost within a constant factor from the optimal
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