Ergodic Control and Polyhedral approaches to PageRank Optimization

We study a general class of PageRank optimization problems which consist in finding an optimal outlink strategy for a web site subject to design constraints. We consider both a continuous problem, in which one can choose the intensity of a link, and a discrete one, in which in each page, there are obligatory links, facultative links and forbidden links. We show that the continuous problem, as well as its discrete variant when there are no constraints coupling different pages, can both be modeled by constrained Markov decision processes with ergodic reward, in which the webmaster determines the transition probabilities of websurfers. Although the number of actions turns out to be exponential, we show that an associated polytope of transition measures has a concise representation, from which we deduce that the continuous problem is solvable in polynomial time, and that the same is true for the discrete problem when there are no coupling constraints. We also provide efficient algorithms, adapted to very large networks. Then, we investigate the qualitative features of optimal outlink strategies, and identify in particular assumptions under which there exists a "master" page to which all controlled pages should point. We report numerical results on fragments of the real web graph.Comment: 39 page

Assessing the Computational Complexity of Multi-Layer Subgraph Detection

Multi-layer graphs consist of several graphs (layers) over the same vertex set. They are motivated by real-world problems where entities (vertices) are associated via multiple types of relationships (edges in different layers). We chart the border of computational (in)tractability for the class of subgraph detection problems on multi-layer graphs, including fundamental problems such as maximum matching, finding certain clique relaxations (motivated by community detection), or path problems. Mostly encountering hardness results, sometimes even for two or three layers, we can also spot some islands of tractability

Exact Mean Computation in Dynamic Time Warping Spaces

Dynamic time warping constitutes a major tool for analyzing time series. In particular, computing a mean series of a given sample of series in dynamic time warping spaces (by minimizing the Fr\'echet function) is a challenging computational problem, so far solved by several heuristic and inexact strategies. We spot some inaccuracies in the literature on exact mean computation in dynamic time warping spaces. Our contributions comprise an exact dynamic program computing a mean (useful for benchmarking and evaluating known heuristics). Based on this dynamic program, we empirically study properties like uniqueness and length of a mean. Moreover, experimental evaluations reveal substantial deficits of state-of-the-art heuristics in terms of their output quality. We also give an exact polynomial-time algorithm for the special case of binary time series

Behavioural Economics: Classical and Modern

In this paper, the origins and development of behavioural economics, beginning with the pioneering works of Herbert Simon (1953) and Ward Edwards (1954), is traced, described and (critically) discussed, in some detail. Two kinds of behavioural economics – classical and modern – are attributed, respectively, to the two pioneers. The mathematical foundations of classical behavioural economics is identified, largely, to be in the theory of computation and computational complexity; the corresponding mathematical basis for modern behavioural economics is, on the other hand, claimed to be a notion of subjective probability (at least at its origins in the works of Ward Edwards). The economic theories of behavior, challenging various aspects of 'orthodox' theory, were decisively influenced by these two mathematical underpinnings of the two theoriesClassical Behavioural Economics, Modern Behavioural Economics, Subjective Probability, Model of Computation, Computational Complexity. Subjective Expected Utility

Numerical polynomial homotopy continuation method to locate all the power flow solutions

The manuscript addresses the problem of finding all solutions of power flow equations or other similar non-linear system of algebraic equations. This problem arises naturally in a number of power systems contexts, most importantly the direct methods for transient stability analysis and voltage stability assessment. Here, the authors introduce a novel form of homotopy continuation method called the numerical polynomial homotopy continuation method that is mathematically guaranteed to find all the solutions without ever encountering a bifurcation. Since finding real solutions is much more challenging, first the authors embed the real form of power flow equation in complex space, and then track the generally unphysical solutions with complex values of real and imaginary parts of the voltages. The solutions converge to physical real form in the end of the homotopy. The so-called gamma-trick mathematically rigorously ensures that all the paths are well-behaved along the paths, so unlike other continuation approaches, no special handling of bifurcations is necessary. The method is embarrassingly parallelisable. The authors demonstrate the technique performance by solving several test cases up to the 14 buses. Finally, they discuss possible strategies for scaling the method to large size systems, and propose several applications for security assessments