Unique Sink Orientations of Grids

We introduce unique sink orientations of grids as digraph models for many well-studied problems, including linear programming over products of simplices, generalized linear complementarity problems over P-matrices (PGLCP), and simple stochastic games. We investigate the combinatorial structure of such orientations and develop randomized algorithms for finding the sink. We show that the orientations arising from PGLCP satisfy the Holt-Klee condition known to hold for polytope digraphs, and we give the first expected linear-time algorithms for solving PGLCP with a fixed number of block

Exploiting Structures in Mixed-Integer Second-Order Cone Optimization Problems for Branch-and-Conic-Cut Algorithms

This thesis studies computational approaches for mixed-integer second-order cone optimization (MISOCO) problems. MISOCO models appear in many real-world applications, so MISOCO has gained significant interest in recent years. However, despite recent advancements, there is a gap between the theoretical developments and computational practice. Three chapters of this thesis address three areas of computational methodology for an efficient branch-and-conic-cut (BCC) algorithm to solve MISOCO problems faster in practice. These chapters include a detailed discussion on practical work on adding cuts in a BCC algorithm, novel methodologies for warm-starting second-order cone optimization (SOCO) subproblems, and heuristics for MISOCO problems.The first part of this thesis concerns the development of a novel warm-starting method of interior-point methods (IPM) for SOCO problems. The method exploits the Jordan frames of an original instance and solves two auxiliary linear optimization problems. The solutions obtained from these problems are used to identify an ideal initial point of the IPM. Numerical results on public test sets indicate that the warm-start method works well in practice and reduces the number of iterations required to solve related SOCO problems by around 30-40%.The second part of this thesis presents novel heuristics for MISOCO problems. These heuristics use the Jordan frames from both continuous relaxations and penalty problems and present a way of finding feasible solutions for MISOCO problems. Numerical results on conic and quadratic test sets show significant performance in terms of finding a solution that has a small gap to optimality.The last part of this thesis presents application of disjunctive conic cuts (DCC) and disjunctive cylindrical cuts (DCyC) to asset allocation problems (AAP). To maximize the benefit from these powerful cuts, several decisions regarding the addition of these cuts are inspected in a practical setting. The analysis in this chapter gives insight about how these cuts can be added in case-specific settings

Spacelike distance from discrete causal order

Any discrete approach to quantum gravity must provide some prescription as to how to deduce continuum properties from the discrete substructure. In the causal set approach it is straightforward to deduce timelike distances, but surprisingly difficult to extract spacelike distances, because of the unique combination of discreteness with local Lorentz invariance in that approach. We propose a number of methods to overcome this difficulty, one of which reproduces the spatial distance between two points in a finite region of Minkowski space. We provide numerical evidence that this definition can be used to define a `spatial nearest neighbor' relation on a causal set, and conjecture that this can be exploited to define the length of `continuous curves' in causal sets which are approximated by curved spacetime. This provides evidence in support of the ``Hauptvermutung'' of causal sets.Comment: 32 pages, 16 figures, revtex4; journal versio

Characterizations of long-run producer optima and the short-runapproach to long-run market equilibrium: a general theory withapplications to peak-load pricing

This is a new formal framework for the theory of competitive equilibrium and its applications.Our "short-run approach" means the calculation of long-run producer optimaand general equilibria from the short-run solutions to the producer's profit maximizationprogramme and its dual. The marginal interpretation of the dual solution means that itcan be used to value the capital and other fixed inputs, whose levels are then adjustedaccordingly (where possible). But short-run profit can be a nondifferentiable function ofthe fixed quantities, and the short-run cost is nondifferentiable whenever there is a rigidcapacity constraint. Nondifferentiability of the optimal value requires the introductionof nonsmooth calculus into equilibrium analysis, and subdifferential generalizations ofsmooth-calculus results of microeconomics are given, including the key Wong-Viner EnvelopeTheorem. This resolves long-standing discrepancies between "textbook theory"and industrial experience. The other tool employed to characterise long-run produceroptima is a primal-dual pair of programmes. Both marginalist and programming characterizationsof producer optima are given in a taxonomy of seventeen equivalent systemsof conditions. When the technology is described by production sets, the most usefulsystem for the short-run approach is that using the short-run profit programme andits dual. This programme pair is employed to set up a formal framework for long-rungeneral-equilibrium pricing of a range of commodities with joint costs of production.This gives a practical method that finds the short-run general equilibrium en route tothe long-run equilibrium, exploiting the operating policies and plant valuations that mustbe determined anyway. These critical short-run solutions have relatively simple formsthat can greatly ease the fixed-point problem of solving for equilibrium, as is shownon an electricity pricing example. Applicable criteria are given for the existence of theshort-run solutions and for the absence of a duality gap. The general analysis is speltout for technologies with conditionally fixed coefficients, a concept extending that of thefixed-coefficients production function to the case of multiple outputs. The short-run approachis applied to the peak-load pricing of electricity generated by thermal, hydro andpumped-storage plants. This gives, for the first time, a sound method of valuing thefixed assets-in this case, river flows and the sites suitable for reservoirs.general equilibrium, fixed-input valuation, nondifferentiable joint costs,Wong-Viner Envelope Theorem, public utility pricing

The algebra of entanglement and the geometry of composition

String diagrams turn algebraic equations into topological moves that have recurring shapes, involving the sliding of one diagram past another. We individuate, at the root of this fact, the dual nature of polygraphs as presentations of higher algebraic theories, and as combinatorial descriptions of "directed spaces". Operations of polygraphs modelled on operations of topological spaces are used as the foundation of a compositional universal algebra, where sliding moves arise from tensor products of polygraphs. We reconstruct several higher algebraic theories in this framework. In this regard, the standard formalism of polygraphs has some technical problems. We propose a notion of regular polygraph, barring cell boundaries that are not homeomorphic to a disk of the appropriate dimension. We define a category of non-degenerate shapes, and show how to calculate their tensor products. Then, we introduce a notion of weak unit to recover weakly degenerate boundaries in low dimensions, and prove that the existence of weak units is equivalent to a representability property. We then turn to applications of diagrammatic algebra to quantum theory. We re-evaluate the category of Hilbert spaces from the perspective of categorical universal algebra, which leads to a bicategorical refinement. Then, we focus on the axiomatics of fragments of quantum theory, and present the ZW calculus, the first complete diagrammatic axiomatisation of the theory of qubits. The ZW calculus has several advantages over ZX calculi, including a computationally meaningful normal form, and a fragment whose diagrams can be read as setups of fermionic oscillators. Moreover, its generators reflect an operational classification of entangled states of 3 qubits. We conclude with generalisations of the ZW calculus to higher-dimensional systems, including the definition of a universal set of generators in each dimension.Comment: v2: changes to end of Chapter 3. v1: 214 pages, many figures; University of Oxford doctoral thesi

Computational experience and the explanatory value of condition numbers for linear optimization

Abstract in HTML and working paper for download in PDF available via World Wide Web at the Social Science Research Network.Title from cover. "January 2002."Includes bibliographical references (leaves 32-34).The goal of this paper is to develop some computational experience and test the practical relevance of the theory of condition numbers C(d) for linear optimization, as applied to problem instances that one might encounter in practice. We used the NETLIB suite of linear optimization problems as a test bed for condition number computation and analysis. Our computational results indicate that 72% of the NETLIB suite problem instances are ill-conditioned. However, after pre-processing heuristics are applied, only 19% of the post-processed problem instances are ill-conditioned, and log C(d) of the finitely-conditioned post-processed problems is fairly nicely distributed. We also show that the number of IPM iterations needed to solve the problems in the NETLIB suite varies roughly linearly (and monotonically) with log C(d) of the post-processed problem instances. Empirical evidence yields a positive linear relationship between IPM iterations and log C(d) for the post-processed problem instances, significant at the 95% confidence level. Furthermore, 42% of the variation in IPM iterations among the NETLIB suite problem instances is accounted for by log C(d) of the problem instances after pre-processing. Keywords: Convex Optimization, Complexity, Interior-Point Method, Barrier Method.Fernando Ordonez [and] Robert M. Freund