Convex Hull Formulations for Mixed-Integer Multilinear Functions

In this paper, we present convex hull formulations for a mixed-integer, multilinear term/function (MIMF) that features products of multiple continuous and binary variables. We develop two equivalent convex relaxations of an MIMF and study their polyhedral properties in their corresponding higher-dimensional spaces. We numerically observe that the proposed formulations consistently perform better than state-of-the-art relaxation approaches

Computing Approximate Nash Equilibria for Integer Programming Games

We propose a framework to compute approximate Nash equilibria in integer programming games with nonlinear payoffs, i.e., simultaneous and non-cooperative games where each player solves a parametrized mixed-integer nonlinear program. We prove that using absolute approximations of the players' objective functions and then computing its Nash equilibria is equivalent to computing approximate Nash equilibria where the approximation factor is doubled. In practice, we propose an algorithm to approximate the players' objective functions via piecewise linear approximations. Our numerical experiments on a cybersecurity investment game show the computational effectiveness of our approach

Euclidean distance geometry and applications

Euclidean distance geometry is the study of Euclidean geometry based on the concept of distance. This is useful in several applications where the input data consists of an incomplete set of distances, and the output is a set of points in Euclidean space that realizes the given distances. We survey some of the theory of Euclidean distance geometry and some of the most important applications: molecular conformation, localization of sensor networks and statics.Comment: 64 pages, 21 figure

Convexity and level sets for interval-valued fuzzy sets

Convexity is a deeply studied concept since it is very useful in many fields of mathematics, like optimization. When we deal with imprecision, the convexity is required as well and some important applications can be found fuzzy optimization, in particular convexity of fuzzy sets. In this paper we have extended the notion of convexity for interval-valued fuzzy sets in order to be able to cover some wider area of imprecision. We show some of its interesting properties, and study the preservation under the intersection and the cutworthy property. Finally, we applied convexity to decision-making problems.Slovak grant agency VEGAVedecka grantova agentura MSVVaS SR a SAV (VEGA) [1/0150/21]; Spanish Ministry of Science and TechnologySpanish Government [TIN-201787600-P, PGC2018-098623-B-I00]; FICYT [IDI/2018/000176]Ministerio de Ciencia y Tecnología, MICYT: PGC2018-098623-B-I00, TIN-2017-87600-P; Fundación para el Fomento en Asturias de la Investigación Científica Aplicada y la Tecnología, FICYT: IDI/2018/00017

GALINI: an extensible solver for mixed-integer quadratically-constrained problems

Many industrial relevant optimization problems can be formulated as Mixed-Integer Quadratically Constrained Problems. This class of problems are difficult to solve because of 1) the non-convex bilinear terms 2) integer variables. This thesis develops the Python library \suspect{} for detecting special structure (monotonicity and convexity) of Pyomo models. This library can be extended to provide specialized detection for complex expressions. As a motivating example, we show how the library can be used to detect the convexity of the reciprocal of the log mean temperature difference. This thesis introduces GALINI: a novel solver that is easy to extend at runtime with new 1) cutting planes, 2) primal heuristics, 3) branching strategies, 4) node selection strategies, and 5) relaxations.GALINI uses Pyomo to represent optimization problems, this decision makes it possible to integrate with the existing Pyomo ecosystem to provide, for example, building blocks for relaxations. We test the solver on two large datasets and show that the performance is comparable to existing open source solvers. Finally, we present a library to formulate pooling problems, a class of network flow problems, using Pyomo. The library provides a mechanism to automatically generate the PQ-formulation for pooling problems. Since the library keeps the knowledge of the original network, it can 1) use a mixed-integer programming primal heuristic specialized for the pooling problem to find a feasible solution, and 2) generate valid cuts for the pooling problem. We use this library to develop an extension for GALINI that uses the mixed-integer programming primal heuristic to find a feasible solution and that generates cuts at every node of the branch & cut algorithm. We test GALINI with the pooling extensions on large scale instances of the pooling problem and show that we obtain results that are comparable to or better than the best available commercial solver on dense instances.Open Acces

Rigorous numerical approaches in electronic structure theory

Electronic structure theory concerns the description of molecular properties according to the postulates of quantum mechanics. For practical purposes, this is realized entirely through numerical computation, the scope of which is constrained by computational costs that increases rapidly with the size of the system. The significant progress made in this field over the past decades have been facilitated in part by the willingness of chemists to forego some mathematical rigour in exchange for greater efficiency. While such compromises allow large systems to be computed feasibly, there are lingering concerns over the impact that these compromises have on the quality of the results that are produced. This research is motivated by two key issues that contribute to this loss of quality, namely i) the numerical errors accumulated due to the use of finite precision arithmetic and the application of numerical approximations, and ii) the reliance on iterative methods that are not guaranteed to converge to the correct solution. Taking the above issues in consideration, the aim of this thesis is to explore ways to perform electronic structure calculations with greater mathematical rigour, through the application of rigorous numerical methods. Of which, we focus in particular on methods based on interval analysis and deterministic global optimization. The Hartree-Fock electronic structure method will be used as the subject of this study due to its ubiquity within this domain. We outline an approach for placing rigorous bounds on numerical error in Hartree-Fock computations. This is achieved through the application of interval analysis techniques, which are able to rigorously bound and propagate quantities affected by numerical errors. Using this approach, we implement a program called Interval Hartree-Fock. Given a closed-shell system and the current electronic state, this program is able to compute rigorous error bounds on quantities including i) the total energy, ii) molecular orbital energies, iii) molecular orbital coefficients, and iv) derived electronic properties. Interval Hartree-Fock is adapted as an error analysis tool for studying the impact of numerical error in Hartree-Fock computations. It is used to investigate the effect of input related factors such as system size and basis set types on the numerical accuracy of the Hartree-Fock total energy. Consideration is also given to the impact of various algorithm design decisions. Examples include the application of different integral screening thresholds, the variation between single and double precision arithmetic in two-electron integral evaluation, and the adjustment of interpolation table granularity. These factors are relevant to both the usage of conventional Hartree-Fock code, and the development of Hartree-Fock code optimized for novel computing devices such as graphics processing units. We then present an approach for solving the Hartree-Fock equations to within a guaranteed margin of error. This is achieved by treating the Hartree-Fock equations as a non-convex global optimization problem, which is then solved using deterministic global optimization. The main contribution of this work is the development of algorithms for handling quantum chemistry specific expressions such as the one and two-electron integrals within the deterministic global optimization framework. This approach was implemented as an extension to an existing open source solver. Proof of concept calculations are performed for a variety of problems within Hartree-Fock theory, including those in i) point energy calculation, ii) geometry optimization, iii) basis set optimization, and iv) excited state calculation. Performance analyses of these calculations are also presented and discussed

Grasp Stability Analysis with Passive Reactions

Despite decades of research robotic manipulation systems outside of highly-structured industrial applications are still far from ubiquitous. Perhaps particularly curious is the fact that there appears to be a large divide between the theoretical grasp modeling literature and the practical manipulation community. Specifically, it appears that the most successful approaches to tasks such as pick-and-place or grasping in clutter are those that have opted for simple grippers or even suction systems instead of dexterous multi-fingered platforms. We argue that the reason for the success of these simple manipulation systemsis what we call passive stability: passive phenomena due to nonbackdrivable joints or underactuation allow for robust grasping without complex sensor feedback or controller design. While these effects are being leveraged to great effect, it appears the practical manipulation community lacks the tools to analyze them. In fact, we argue that the traditional grasp modeling theory assumes a complexity that most robotic hands do not possess and is therefore of limited applicability to the robotic hands commonly used today. We discuss these limitations of the existing grasp modeling literature and setout to develop our own tools for the analysis of passive effects in robotic grasping. We show that problems of this kind are difficult to solve due to the non-convexity of the Maximum Dissipation Principle (MDP), which is part of the Coulomb friction law. We show that for planar grasps the MDP can be decomposed into a number of piecewise convex problems, which can be solved for efficiently. Despite decades of research robotic manipulation systems outside of highlystructured industrial applications are still far from ubiquitous. Perhaps particularly curious is the fact that there appears to be a large divide between the theoretical grasp modeling literature and the practical manipulation community. Specifically, it appears that the most successful approaches to tasks such as pick-and-place or grasping in clutter are those that have opted for simple grippers or even suction systems instead of dexterous multi-fingered platforms. We argue that the reason for the success of these simple manipulation systemsis what we call passive stability: passive phenomena due to nonbackdrivable joints or underactuation allow for robust grasping without complex sensor feedback or controller design. While these effects are being leveraged to great effect, it appears the practical manipulation community lacks the tools to analyze them. In fact, we argue that the traditional grasp modeling theory assumes a complexity that most robotic hands do not possess and is therefore of limited applicability to the robotic hands commonly used today. We discuss these limitations of the existing grasp modeling literature and setout to develop our own tools for the analysis of passive effects in robotic grasping. We show that problems of this kind are difficult to solve due to the non-convexity of the Maximum Dissipation Principle (MDP), which is part of the Coulomb friction law. We show that for planar grasps the MDP can be decomposed into a number of piecewise convex problems, which can be solved for efficiently. We show that the number of these piecewise convex problems is quadratic in the number of contacts and develop a polynomial time algorithm for their enumeration. Thus, we present the first polynomial runtime algorithm for the determination of passive stability of planar grasps. For the spacial case we present the first grasp model that captures passive effects due to nonbackdrivable actuators and underactuation. Formulating the grasp model as a Mixed Integer Program we illustrate that a consequence of omitting the maximum dissipation principle from this formulation is the introduction of solutions that violate energy conservation laws and are thus unphysical. We propose a physically motivated iterative scheme to mitigate this effect and thus provide the first algorithm that allows for the determination of passive stability for spacial grasps with both fully actuated and underactuated robotic hands. We verify the accuracy of our predictions with experimental data and illustrate practical applications of our algorithm. We build upon this work and describe a convex relaxation of the Coulombfriction law and a successive hierarchical tightening approach that allows us to find solutions to the exact problem including the maximum dissipation principle. It is the first grasp stability method that allows for the efficient solution of the passive stability problem to arbitrary accuracy. The generality of our grasp model allows us to solve a wide variety of problems such as the computation of optimal actuator commands. This makes our framework a valuable tool for practical manipulation applications. Our work is relevant beyond robotic manipulation as it applies to the stability of any assembly of rigid bodies with frictional contacts, unilateral constraints and externally applied wrenches. Finally, we argue that with the advent of data-driven methods as well as theemergence of a new generation of highly sensorized hands there are opportunities for the application of the traditional grasp modeling theory to fields such as robotic in-hand manipulation through model-free reinforcement learning. We present a method that applies traditional grasp models to maintain quasi-static stability throughout a nominally model-free reinforcement learning task. We suggest that such methods can potentially reduce the sample complexity of reinforcement learning for in-hand manipulation.We show that the number of these piecewise convex problems is quadratic in the number of contacts and develop a polynomial time algorithm for their enumeration. Thus, we present the first polynomial runtime algorithm for the determination of passive stability of planar grasps

Nonparametric least squares estimation in integer-valued GARCH models

In this thesis we consider Poisson regression models for count data. Suppose we observe a time series of count variables. Given the information about the past, each count variable has a Poisson distribution with a random intensity. The time series of intensities is unobservable, but we impose a functional relationship between the current intensity and the preceding pair of intensity and count observation. In the literature some consideration has been given to parametric models of the linear INGARCH(1,1) type or more involved ones like the log linear model. In these cases √n-consistency of the partial maximum likelihood estimator has been proven. Suppose that the relationship between a count variable and the respectively preceding pair of count and intensity variables is given by a link function that cannot be characterized by a finite-dimensional parameter. We call this model a nonparametric integer valued GARCH model. In order to obtain a suitable estimation equation in this nonparametric model, a contractive condition has to be imposed on the true link function. We analyze the rate of convergence of a least squares estimator that is inspired by the work of Meister and Kreiß (2016). We prove uniform mixing of the univariate count process and use the derived properties to apply some classical tools from empirical process theory. The size of the class of admissible functions determines the rate of convergence, which is a common property of nonparametric models. Since this estimator is computationally rather impractical, we also analyze the behavior of an approximate least squares estimator. In contrast to the analysis of the first estimator, the examination of the estimators asymptotic quality is based on the exploitation of martingale properties instead of mixing. The approximate least squares estimator is indeed computable, and we take the opportunity to conduct experiments to illustrate the proposed statistical procedure. An exposition of the experimental results will conclude this thesis