A Julia package for bilevel optimization problems

Mathematical optimization is the discipline dealing with the determination of the best (or almost best) decision with respect to a specific cost function and to a set of constraints on the decision. Bilevel optimization is a class of mathematical optimization problems with the optimality conditions of a lower-level problem embedded in the constraints. BilevelOptimization.jl is a toolbox built on top of the JuMP.jl ecosystem for mathematical optimization (Dunning, Huchette, & Lubin, 2017). Bilevel optimization is used to tackle various problems in areas such as power systems, security applications, network design or market equilibria. See Dempe (2018) for an overview of applications and recent formulations and theoretical progress. The computation of an optimal solution to a bilevel problem is in general hard. Even with all the constraints and the objectives at the two levels being linear, the resulting problem is non-convex and NP-hard, with a possibly disjoint feasible set. Optimization practitioners often rely on problem-specific properties and modeling techniques or heuristics. The goal of this package is to offer a both flexible model of a general class of bilevel problems and a solver which is compatible with the JuMP workflow

Constant-Factor FPT Approximation for Capacitated k-Median

Capacitated k-median is one of the few outstanding optimization problems for which the existence of a polynomial time constant factor approximation algorithm remains an open problem. In a series of recent papers algorithms producing solutions violating either the number of facilities or the capacity by a multiplicative factor were obtained. However, to produce solutions without violations appears to be hard and potentially requires different algorithmic techniques. Notably, if parameterized by the number of facilities k, the problem is also W[2] hard, making the existence of an exact FPT algorithm unlikely. In this work we provide an FPT-time constant factor approximation algorithm preserving both cardinality and capacity of the facilities. The algorithm runs in time 2^O(k log k) n^O(1) and achieves an approximation ratio of 7+epsilon

Fault Tolerant Max-Cut

In this work, we initiate the study of fault tolerant Max-Cut, where given an edge-weighted undirected graph G = (V,E), the goal is to find a cut S ? V that maximizes the total weight of edges that cross S even after an adversary removes k vertices from G. We consider two types of adversaries: an adaptive adversary that sees the outcome of the random coin tosses used by the algorithm, and an oblivious adversary that does not. For any constant number of failures k we present an approximation of (0.878-?) against an adaptive adversary and of ?_{GW}? 0.8786 against an oblivious adversary (here ?_{GW} is the approximation achieved by the random hyperplane algorithm of [Goemans-Williamson J. ACM `95]). Additionally, we present a hardness of approximation of ?_{GW} against both types of adversaries, rendering our results (virtually) tight. The non-linear nature of the fault tolerant objective makes the design and analysis of algorithms harder when compared to the classic Max-Cut. Hence, we employ approaches ranging from multi-objective optimization to LP duality and the ellipsoid algorithm to obtain our results

Improved Bounds for Metric Capacitated Covering Problems

In the Metric Capacitated Covering (MCC) problem, given a set of balls ? in a metric space P with metric d and a capacity parameter U, the goal is to find a minimum sized subset ?\u27 ? ? and an assignment of the points in P to the balls in ?\u27 such that each point is assigned to a ball that contains it and each ball is assigned with at most U points. MCC achieves an O(log |P|)-approximation using a greedy algorithm. On the other hand, it is hard to approximate within a factor of o(log |P|) even with ? < 3 factor expansion of the balls. Bandyapadhyay et al. [SoCG 2018, DCG 2019] showed that one can obtain an O(1)-approximation for the problem with 6.47 factor expansion of the balls. An open question left by their work is to reduce the gap between the lower bound 3 and the upper bound 6.47. In this current work, we show that it is possible to obtain an O(1)-approximation with only 4.24 factor expansion of the balls. We also show a similar upper bound of 5 for a more generalized version of MCC for which the best previously known bound was 9

LIPIcs, Volume 274, ESA 2023, Complete Volume

LIPIcs, Volume 274, ESA 2023, Complete Volum