Branching strategies for mixed-integer programs containing logical constraints and decomposable structure

Decision-making optimisation problems can include discrete selections, e.g. selecting a route, arranging non-overlapping items or designing a network of items. Branch-and-bound (B&B), a widely applied divide-and-conquer framework, often solves such problems by considering a continuous approximation, e.g. replacing discrete variable domains by a continuous superset. Such approximations weaken the logical relations, e.g. for discrete variables corresponding to Boolean variables. Branching in B&B reintroduces logical relations by dividing the search space. This thesis studies designing B&B branching strategies, i.e. how to divide the search space, for optimisation problems that contain both a logical and a continuous structure. We begin our study with a large-scale, industrially-relevant optimisation problem where the objective consists of machine-learnt gradient-boosted trees (GBTs) and convex penalty functions. GBT functions contain if-then queries which introduces a logical structure to this problem. We propose decomposition-based rigorous bounding strategies and an iterative heuristic that can be embedded into a B&B algorithm. We approach branching with two strategies: a pseudocost initialisation and strong branching that target the structure of GBT and convex penalty aspects of the optimisation objective, respectively. Computational tests show that our B&B approach outperforms state-of-the-art solvers in deriving rigorous bounds on optimality. Our second project investigates how satisfiability modulo theories (SMT) derived unsatisfiable cores may be utilised in a B&B context. Unsatisfiable cores are subsets of constraints that explain an infeasible result. We study two-dimensional bin packing (2BP) and develop a B&B algorithm that branches on SMT unsatisfiable cores. We use the unsatisfiable cores to derive cuts that break 2BP symmetries. Computational results show that our B&B algorithm solves 20% more instances when compared with commercial solvers on the tested instances. Finally, we study convex generalized disjunctive programming (GDP), a framework that supports logical variables and operators. Convex GDP includes disjunctions of mathematical constraints, which motivate branching by partitioning the disjunctions. We investigate separation by branching, i.e. eliminating solutions that prevent rigorous bound improvement, and propose a greedy algorithm for building the branches. We propose three scoring methods for selecting the next branching disjunction. We also analyse how to leverage infeasibility to expedite the B&B search. Computational results show that our scoring methods can reduce the number of explored B&B nodes by an order of magnitude when compared with scoring methods proposed in literature. Our infeasibility analysis further reduces the number of explored nodes.Open Acces

Doctor of Philosophy

dissertationScene labeling is the problem of assigning an object label to each pixel of a given image. It is the primary step towards image understanding and unifies object recognition and image segmentation in a single framework. A perfect scene labeling framework detects and densely labels every region and every object that exists in an image. This task is of substantial importance in a wide range of applications in computer vision. Contextual information plays an important role in scene labeling frameworks. A contextual model utilizes the relationships among the objects in a scene to facilitate object detection and image segmentation. Using contextual information in an effective way is one of the main questions that should be answered in any scene labeling framework. In this dissertation, we develop two scene labeling frameworks that rely heavily on contextual information to improve the performance over state-of-the-art methods. The first model, called the multiclass multiscale contextual model (MCMS), uses contextual information from multiple objects and at different scales for learning discriminative models in a supervised setting. The MCMS model incorporates crossobject and interobject information into one probabilistic framework, and thus is able to capture geometrical relationships and dependencies among multiple objects in addition to local information from each single object present in an image. The second model, called the contextual hierarchical model (CHM), learns contextual information in a hierarchy for scene labeling. At each level of the hierarchy, a classifier is trained based on downsampled input images and outputs of previous levels. The CHM then incorporates the resulting multiresolution contextual information into a classifier to segment the input image at original resolution. This training strategy allows for optimization of a joint posterior probability at multiple resolutions through the hierarchy. We demonstrate the performance of CHM on different challenging tasks such as outdoor scene labeling and edge detection in natural images and membrane detection in electron microscopy images. We also introduce two novel classification methods. WNS-AdaBoost speeds up the training of AdaBoost by providing a compact representation of a training set. Disjunctive normal random forest (DNRF) is an ensemble method that is able to learn complex decision boundaries and achieves low generalization error by optimizing a single objective function for each weak classifier in the ensemble. Finally, a segmentation framework is introduced that exploits both shape information and regional statistics to segment irregularly shaped intracellular structures such as mitochondria in electron microscopy images

ASlib: A Benchmark Library for Algorithm Selection

The task of algorithm selection involves choosing an algorithm from a set of algorithms on a per-instance basis in order to exploit the varying performance of algorithms over a set of instances. The algorithm selection problem is attracting increasing attention from researchers and practitioners in AI. Years of fruitful applications in a number of domains have resulted in a large amount of data, but the community lacks a standard format or repository for this data. This situation makes it difficult to share and compare different approaches effectively, as is done in other, more established fields. It also unnecessarily hinders new researchers who want to work in this area. To address this problem, we introduce a standardized format for representing algorithm selection scenarios and a repository that contains a growing number of data sets from the literature. Our format has been designed to be able to express a wide variety of different scenarios. Demonstrating the breadth and power of our platform, we describe a set of example experiments that build and evaluate algorithm selection models through a common interface. The results display the potential of algorithm selection to achieve significant performance improvements across a broad range of problems and algorithms.Comment: Accepted to be published in Artificial Intelligence Journa