50,491 research outputs found
Semidefinite approximation for mixed binary quadratically constrained quadratic programs
Motivated by applications in wireless communications, this paper develops
semidefinite programming (SDP) relaxation techniques for some mixed binary
quadratically constrained quadratic programs (MBQCQP) and analyzes their
approximation performance. We consider both a minimization and a maximization
model of this problem. For the minimization model, the objective is to find a
minimum norm vector in -dimensional real or complex Euclidean space, such
that concave quadratic constraints and a cardinality constraint are
satisfied with both binary and continuous variables. {\color{blue}By employing
a special randomized rounding procedure, we show that the ratio between the
norm of the optimal solution of the minimization model and its SDP relaxation
is upper bounded by \cO(Q^2(M-Q+1)+M^2) in the real case and by
\cO(M(M-Q+1)) in the complex case.} For the maximization model, the goal is
to find a maximum norm vector subject to a set of quadratic constraints and a
cardinality constraint with both binary and continuous variables. We show that
in this case the approximation ratio is bounded from below by
\cO(\epsilon/\ln(M)) for both the real and the complex cases. Moreover, this
ratio is tight up to a constant factor
Stochastic Constraint Programming
To model combinatorial decision problems involving uncertainty and
probability, we introduce stochastic constraint programming. Stochastic
constraint programs contain both decision variables (which we can set) and
stochastic variables (which follow a probability distribution). They combine
together the best features of traditional constraint satisfaction, stochastic
integer programming, and stochastic satisfiability. We give a semantics for
stochastic constraint programs, and propose a number of complete algorithms and
approximation procedures. Finally, we discuss a number of extensions of
stochastic constraint programming to relax various assumptions like the
independence between stochastic variables, and compare with other approaches
for decision making under uncertainty.Comment: Proceedings of the 15th Eureopean Conference on Artificial
Intelligenc
The opportunistic replacement and inspection problem for components with a stochastic life time
The problem of finding efficient maintenance and inspection schemes in the case of components with a stochastic life time is studied and a mixed integer programming solution is proposed. The problem is compared with the two simpler problems of which the studied problem is a generalisation: The opportunistic replacement problem, assuming components with a deterministic life time and The opportunistic replacement problem for components with a stochastic life time, for maintenance schemes without inspections
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