1,934 research outputs found
Parallel asynchronous Hungarian methods for the assignment problem
Cover title.Includes bibliographical references (p. 24-25).Research supported in part by the BM/C3 Technology branch of the United States Army Strategic Defense Command.by Dimitri P. Bertsekas and David A. Castañon
Streaming, Distributed Variational Inference for Bayesian Nonparametrics
This paper presents a methodology for creating streaming, distributed
inference algorithms for Bayesian nonparametric (BNP) models. In the proposed
framework, processing nodes receive a sequence of data minibatches, compute a
variational posterior for each, and make asynchronous streaming updates to a
central model. In contrast to previous algorithms, the proposed framework is
truly streaming, distributed, asynchronous, learning-rate-free, and
truncation-free. The key challenge in developing the framework, arising from
the fact that BNP models do not impose an inherent ordering on their
components, is finding the correspondence between minibatch and central BNP
posterior components before performing each update. To address this, the paper
develops a combinatorial optimization problem over component correspondences,
and provides an efficient solution technique. The paper concludes with an
application of the methodology to the DP mixture model, with experimental
results demonstrating its practical scalability and performance.Comment: This paper was presented at NIPS 2015. Please use the following
BibTeX citation: @inproceedings{Campbell15_NIPS, Author = {Trevor Campbell
and Julian Straub and John W. {Fisher III} and Jonathan P. How}, Title =
{Streaming, Distributed Variational Inference for Bayesian Nonparametrics},
Booktitle = {Advances in Neural Information Processing Systems (NIPS)}, Year
= {2015}
The auction algorithm for assignment and other network flow problems
Cover title.Includes bibliographical references (p. 15-17).Research supported by the Army Research Office. DAAL 03-86-K-0171by Dimitri P. Bertsekas
Parallel asynchronous primal-dual methods for the minimum cost flow problem
Cover title. "September 1990."Includes bibliographical references (p. 18-19).Research supported by the BM/C3 Technology branch of the United States Army Strategic Defense Command.by Dimitri P. Bertsekas and David A. Castañon
Parallel primal-dual methods for the minimum cost flow problem
"This report is a substantial revision of report LIDS-P-1998, September 1990."Includes bibliographical references (p. 20-21).Supported by the BM/C3 Technology branch of the U.S. Army Strategic Defense Command.by Dimitri P. Bertsekas and David A. Castañon
Streaming Graph Challenge: Stochastic Block Partition
An important objective for analyzing real-world graphs is to achieve scalable
performance on large, streaming graphs. A challenging and relevant example is
the graph partition problem. As a combinatorial problem, graph partition is
NP-hard, but existing relaxation methods provide reasonable approximate
solutions that can be scaled for large graphs. Competitive benchmarks and
challenges have proven to be an effective means to advance state-of-the-art
performance and foster community collaboration. This paper describes a graph
partition challenge with a baseline partition algorithm of sub-quadratic
complexity. The algorithm employs rigorous Bayesian inferential methods based
on a statistical model that captures characteristics of the real-world graphs.
This strong foundation enables the algorithm to address limitations of
well-known graph partition approaches such as modularity maximization. This
paper describes various aspects of the challenge including: (1) the data sets
and streaming graph generator, (2) the baseline partition algorithm with
pseudocode, (3) an argument for the correctness of parallelizing the Bayesian
inference, (4) different parallel computation strategies such as node-based
parallelism and matrix-based parallelism, (5) evaluation metrics for partition
correctness and computational requirements, (6) preliminary timing of a
Python-based demonstration code and the open source C++ code, and (7)
considerations for partitioning the graph in streaming fashion. Data sets and
source code for the algorithm as well as metrics, with detailed documentation
are available at GraphChallenge.org.Comment: To be published in 2017 IEEE High Performance Extreme Computing
Conference (HPEC
Target Assignment in Robotic Networks: Distance Optimality Guarantees and Hierarchical Strategies
We study the problem of multi-robot target assignment to minimize the total
distance traveled by the robots until they all reach an equal number of static
targets. In the first half of the paper, we present a necessary and sufficient
condition under which true distance optimality can be achieved for robots with
limited communication and target-sensing ranges. Moreover, we provide an
explicit, non-asymptotic formula for computing the number of robots needed to
achieve distance optimality in terms of the robots' communication and
target-sensing ranges with arbitrary guaranteed probabilities. The same bounds
are also shown to be asymptotically tight.
In the second half of the paper, we present suboptimal strategies for use
when the number of robots cannot be chosen freely. Assuming first that all
targets are known to all robots, we employ a hierarchical communication model
in which robots communicate only with other robots in the same partitioned
region. This hierarchical communication model leads to constant approximations
of true distance-optimal solutions under mild assumptions. We then revisit the
limited communication and sensing models. By combining simple rendezvous-based
strategies with a hierarchical communication model, we obtain decentralized
hierarchical strategies that achieve constant approximation ratios with respect
to true distance optimality. Results of simulation show that the approximation
ratio is as low as 1.4
A Finite-Time Cutting Plane Algorithm for Distributed Mixed Integer Linear Programming
Many problems of interest for cyber-physical network systems can be
formulated as Mixed Integer Linear Programs in which the constraints are
distributed among the agents. In this paper we propose a distributed algorithm
to solve this class of optimization problems in a peer-to-peer network with no
coordinator and with limited computation and communication capabilities. In the
proposed algorithm, at each communication round, agents solve locally a small
LP, generate suitable cutting planes, namely intersection cuts and cost-based
cuts, and communicate a fixed number of active constraints, i.e., a candidate
optimal basis. We prove that, if the cost is integer, the algorithm converges
to the lexicographically minimal optimal solution in a finite number of
communication rounds. Finally, through numerical computations, we analyze the
algorithm convergence as a function of the network size.Comment: 6 pages, 3 figure
New Auction Algorithms for the Assignment Problem and Extensions
We consider the classical linear assignment problem, and we introduce new
auction algorithms for its optimal and suboptimal solution. The algorithms are
founded on duality theory, and are related to ideas of competitive bidding by
persons for objects and the attendant market equilibrium, which underlie
real-life auction processes. We distinguish between two fundamentally different
types of bidding mechanisms: aggressive and cooperative. Mathematically,
aggressive bidding relies on a notion of approximate coordinate descent in dual
space, an epsilon-complementary slackness condition to regulate the amount of
descent approximation, and the idea of epsilon-scaling to resolve efficiently
the price wars that occur naturally as multiple bidders compete for a smaller
number of valuable objects. Cooperative bidding avoids price wars through
detection and cooperative resolution of any competitive impasse that involves a
group of persons.
We discuss the relations between the aggressive and the cooperative bidding
approaches, we derive new algorithms and variations that combine ideas from
both of them, and we also make connections with other primal-dual methods,
including the Hungarian method. Furthermore, our discussion points the way to
algorithmic extensions that apply more broadly to network optimization,
including shortest path, max-flow, transportation, and minimum cost flow
problems with both linear and convex cost functions
- …