137 research outputs found
Restricted robust uniform matroid maximization under interval uncertainty
For the problem of selecting p items with interval objective function coefficients so as to maximize total profit, we introduce the r-restricted robust deviation criterion and seek solutions that minimize the r-restricted robust deviation. This new criterion increases the modeling power of the robust deviation (minmax regret) criterion by reducing the level of conservatism of the robust solution. It is shown that r-restricted robust deviation solutions can be computed efficiently. Results of experiments and comparisons with absolute robustness, robust deviation and restricted absolute robustness criteria are reported. © Springer-Verlag 2007
Randomized Strategies for Robust Combinatorial Optimization
In this paper, we study the following robust optimization problem. Given an
independence system and candidate objective functions, we choose an independent
set, and then an adversary chooses one objective function, knowing our choice.
Our goal is to find a randomized strategy (i.e., a probability distribution
over the independent sets) that maximizes the expected objective value. To
solve the problem, we propose two types of schemes for designing approximation
algorithms. One scheme is for the case when objective functions are linear. It
first finds an approximately optimal aggregated strategy and then retrieves a
desired solution with little loss of the objective value. The approximation
ratio depends on a relaxation of an independence system polytope. As
applications, we provide approximation algorithms for a knapsack constraint or
a matroid intersection by developing appropriate relaxations and retrievals.
The other scheme is based on the multiplicative weights update method. A key
technique is to introduce a new concept called -reductions for
objective functions with parameters . We show that our scheme
outputs a nearly -approximate solution if there exists an
-approximation algorithm for a subproblem defined by
-reductions. This improves approximation ratio in previous
results. Using our result, we provide approximation algorithms when the
objective functions are submodular or correspond to the cardinality robustness
for the knapsack problem
Robust randomized matchings
The following game is played on a weighted graph: Alice selects a matching
and Bob selects a number . Alice's payoff is the ratio of the weight of
the heaviest edges of to the maximum weight of a matching of size at
most . If guarantees a payoff of at least then it is called
-robust. In 2002, Hassin and Rubinstein gave an algorithm that returns
a -robust matching, which is best possible.
We show that Alice can improve her payoff to by playing a
randomized strategy. This result extends to a very general class of
independence systems that includes matroid intersection, b-matchings, and
strong 2-exchange systems. It also implies an improved approximation factor for
a stochastic optimization variant known as the maximum priority matching
problem and translates to an asymptotic robustness guarantee for deterministic
matchings, in which Bob can only select numbers larger than a given constant.
Moreover, we give a new LP-based proof of Hassin and Rubinstein's bound
Submodularity in Action: From Machine Learning to Signal Processing Applications
Submodularity is a discrete domain functional property that can be
interpreted as mimicking the role of the well-known convexity/concavity
properties in the continuous domain. Submodular functions exhibit strong
structure that lead to efficient optimization algorithms with provable
near-optimality guarantees. These characteristics, namely, efficiency and
provable performance bounds, are of particular interest for signal processing
(SP) and machine learning (ML) practitioners as a variety of discrete
optimization problems are encountered in a wide range of applications.
Conventionally, two general approaches exist to solve discrete problems:
relaxation into the continuous domain to obtain an approximate solution, or
development of a tailored algorithm that applies directly in the
discrete domain. In both approaches, worst-case performance guarantees are
often hard to establish. Furthermore, they are often complex, thus not
practical for large-scale problems. In this paper, we show how certain
scenarios lend themselves to exploiting submodularity so as to construct
scalable solutions with provable worst-case performance guarantees. We
introduce a variety of submodular-friendly applications, and elucidate the
relation of submodularity to convexity and concavity which enables efficient
optimization. With a mixture of theory and practice, we present different
flavors of submodularity accompanying illustrative real-world case studies from
modern SP and ML. In all cases, optimization algorithms are presented, along
with hints on how optimality guarantees can be established
Resilient Submodular Maximization For Control And Sensing
Fundamental applications in control, sensing, and robotics, motivate the design of systems by selecting system elements, such as actuators or sensors, subject to constraints that require the elements not only to be a few in number, but also, to satisfy heterogeneity or interdependency constraints (called matroid constraints). For example, consider the scenarios:
- (Control) Actuator placement: In a power grid, how should we place a few generators both to guarantee its stabilization with minimal control effort, and to satisfy interdependency constraints where the power grid must be controllable from the generators?
- (Sensing) Sensor placement: In medical brain-wearable devices, how should we place a few sensors to ensure smoothing estimation capabilities?
- (Robotics) Sensor scheduling: At a team of mobile robots, which few on-board sensors should we activate at each robot ---subject to heterogeneity constraints on the number of sensors that each robot can activate at each time--- so both to maximize the robots\u27 battery life, and to ensure the robots\u27 capability to complete a formation control task?
In the first part of this thesis we motivate the above design problems, and propose the first algorithms to address them. In particular, although traditional approaches to matroid-constrained maximization have met great success in machine learning and facility location, they are unable to meet the aforementioned problem of actuator placement. In addition, although traditional approaches to sensor selection enable Kalman filtering capabilities, they do not enable smoothing or formation control capabilities, as required in the above problems of sensor placement and scheduling. Therefore, in the first part of the thesis we provide the first algorithms, and prove they achieve the following characteristics: provable approximation performance: the algorithms guarantee a solution close to the optimal; minimal running time: the algorithms terminate with the same running time as state-of-the-art algorithms for matroid-constrained maximization; adaptiveness: where applicable, at each time step the algorithms select system elements based on both the history of selections. We achieve the above ends by taking advantage of a submodular structure of in all aforementioned problems ---submodularity is a diminishing property for set functions, parallel to convexity for continuous functions.
But in failure-prone and adversarial environments, sensors and actuators can fail; sensors and actuators can get attacked. Thence, the traditional design paradigms over matroid-constraints become insufficient, and in contrast, resilient designs against attacks or failures become important. However, no approximation algorithms are known for their solution; relevantly, the problem of resilient maximization over matroid constraints is NP-hard.
In the second part of this thesis we motivate the general problem of resilient maximization over matroid constraints, and propose the first algorithms to address it, to protect that way any design over matroid constraints, not only within the boundaries of control, sensing, and robotics, but also within machine learning, facility location, and matroid-constrained optimization in general.
In particular, in the second part of this thesis we provide the first algorithms, and prove they achieve the following characteristics: resiliency: the algorithms are valid for any number of attacks or failures; adaptiveness: where applicable, at each time step the algorithms select system elements based on both the history of selections, and on the history of attacks or failures; provable approximation guarantees: the algorithms guarantee for any submodular or merely monotone function a solution close to the optimal; minimal running time: the algorithms terminate with the same running time as state-of-the-art algorithms for matroid-constrained maximization. We bound the performance of our algorithms by using notions of curvature for monotone (not necessarily submodular) set functions, which are established in the literature of submodular maximization.
In the third and final part of this thesis we apply our tools for resilient maximization in robotics, and in particular, to the problem of active information gathering with mobile robots. This problem calls for the motion-design of a team of mobile robots so to enable the effective information gathering about a process of interest, to support, e.g., critical missions such as hazardous environmental monitoring, and search and rescue. Therefore, in the third part of this thesis we aim to protect such multi-robot information gathering tasks against attacks or failures that can result to the withdrawal of robots from the task. We conduct both numerical and hardware experiments in multi-robot multi-target tracking scenarios, and exemplify the benefits, as well as, the performance of our approach
Energy-Aware, Collision-Free Information Gathering for Heterogeneous Robot Teams
This paper considers the problem of safely coordinating a team of
sensor-equipped robots to reduce uncertainty about a dynamical process, where
the objective trades off information gain and energy cost. Optimizing this
trade-off is desirable, but leads to a non-monotone objective function in the
set of robot trajectories. Therefore, common multi-robot planners based on
coordinate descent lose their performance guarantees. Furthermore, methods that
handle non-monotonicity lose their performance guarantees when subject to
inter-robot collision avoidance constraints. As it is desirable to retain both
the performance guarantee and safety guarantee, this work proposes a
hierarchical approach with a distributed planner that uses local search with a
worst-case performance guarantees and a decentralized controller based on
control barrier functions that ensures safety and encourages timely arrival at
sensing locations. Via extensive simulations, hardware-in-the-loop tests and
hardware experiments, we demonstrate that the proposed approach achieves a
better trade-off between sensing and energy cost than coordinate-descent-based
algorithms.Comment: To appear in Transactions on Robotics; 18 pages and 16 figures. arXiv
admin note: text overlap with arXiv:2101.1109
Who Should Get Vaccinated? Individualized Allocation of Vaccines Over SIR Network
How to allocate vaccines over heterogeneous individuals is one of the
important policy decisions in pandemic times. This paper develops a procedure
to estimate an individualized vaccine allocation policy under limited supply,
exploiting social network data containing individual demographic
characteristics and health status. We model spillover effects of the vaccines
based on a Heterogeneous-Interacted-SIR network model and estimate an
individualized vaccine allocation policy by maximizing an estimated social
welfare (public health) criterion incorporating the spillovers. While this
optimization problem is generally an NP-hard integer optimization problem, we
show that the SIR structure leads to a submodular objective function, and
provide a computationally attractive greedy algorithm for approximating a
solution that has theoretical performance guarantee. Moreover, we characterise
a finite sample welfare regret bound and examine how its uniform convergence
rate depends on the complexity and riskiness of social network. In the
simulation, we illustrate the importance of considering spillovers by comparing
our method with targeting without network information
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