11,268 research outputs found
Topics in exact precision mathematical programming
The focus of this dissertation is the advancement of theory and computation related to exact precision mathematical programming. Optimization software based on floating-point arithmetic can return suboptimal or incorrect resulting because of round-off errors or the use of numerical tolerances. Exact or correct results are necessary for some applications. Implementing software entirely in rational arithmetic can be prohibitively slow. A viable alternative is the use of hybrid methods that use fast numerical computation to obtain approximate results that are then verified or corrected with safe or exact computation. We study fast methods for sparse exact rational linear algebra, which arises as a bottleneck when solving linear programming problems exactly. Output sensitive methods for exact linear algebra are studied. Finally, a new method for computing valid linear programming bounds is introduced and proven effective as a subroutine for solving mixed-integer linear programming problems exactly. Extensive computational results are presented for each topic.Ph.D.Committee Chair: Dr. William J. Cook; Committee Member: Dr. George Nemhauser; Committee Member: Dr. Robin Thomas; Committee Member: Dr. Santanu Dey; Committee Member: Dr. Shabbir Ahmed; Committee Member: Dr. Zonghao G
Time-optimal Coordination of Mobile Robots along Specified Paths
In this paper, we address the problem of time-optimal coordination of mobile
robots under kinodynamic constraints along specified paths. We propose a novel
approach based on time discretization that leads to a mixed-integer linear
programming (MILP) formulation. This problem can be solved using
general-purpose MILP solvers in a reasonable time, resulting in a
resolution-optimal solution. Moreover, unlike previous work found in the
literature, our formulation allows an exact linear modeling (up to the
discretization resolution) of second-order dynamic constraints. Extensive
simulations are performed to demonstrate the effectiveness of our approach.Comment: Published in 2016 IEEE/RSJ International Conference on Intelligent
Robots and Systems (IROS
Branching on multi-aggregated variables
open5siopenGamrath, Gerald; Melchiori, Anna; Berthold, Timo; Gleixner, Ambros M.; Salvagnin, DomenicoGamrath, Gerald; Melchiori, Anna; Berthold, Timo; Gleixner, Ambros M.; Salvagnin, Domenic
Optimising a nonlinear utility function in multi-objective integer programming
In this paper we develop an algorithm to optimise a nonlinear utility
function of multiple objectives over the integer efficient set. Our approach is
based on identifying and updating bounds on the individual objectives as well
as the optimal utility value. This is done using already known solutions,
linear programming relaxations, utility function inversion, and integer
programming. We develop a general optimisation algorithm for use with k
objectives, and we illustrate our approach using a tri-objective integer
programming problem.Comment: 11 pages, 2 tables; v3: minor revisions, to appear in Journal of
Global Optimizatio
Maximum Resilience of Artificial Neural Networks
The deployment of Artificial Neural Networks (ANNs) in safety-critical
applications poses a number of new verification and certification challenges.
In particular, for ANN-enabled self-driving vehicles it is important to
establish properties about the resilience of ANNs to noisy or even maliciously
manipulated sensory input. We are addressing these challenges by defining
resilience properties of ANN-based classifiers as the maximal amount of input
or sensor perturbation which is still tolerated. This problem of computing
maximal perturbation bounds for ANNs is then reduced to solving mixed integer
optimization problems (MIP). A number of MIP encoding heuristics are developed
for drastically reducing MIP-solver runtimes, and using parallelization of
MIP-solvers results in an almost linear speed-up in the number (up to a certain
limit) of computing cores in our experiments. We demonstrate the effectiveness
and scalability of our approach by means of computing maximal resilience bounds
for a number of ANN benchmark sets ranging from typical image recognition
scenarios to the autonomous maneuvering of robots.Comment: Timestamp research work conducted in the project. version 2: fix some
typos, rephrase the definition, and add some more existing wor
From Uncertainty Data to Robust Policies for Temporal Logic Planning
We consider the problem of synthesizing robust disturbance feedback policies
for systems performing complex tasks. We formulate the tasks as linear temporal
logic specifications and encode them into an optimization framework via
mixed-integer constraints. Both the system dynamics and the specifications are
known but affected by uncertainty. The distribution of the uncertainty is
unknown, however realizations can be obtained. We introduce a data-driven
approach where the constraints are fulfilled for a set of realizations and
provide probabilistic generalization guarantees as a function of the number of
considered realizations. We use separate chance constraints for the
satisfaction of the specification and operational constraints. This allows us
to quantify their violation probabilities independently. We compute disturbance
feedback policies as solutions of mixed-integer linear or quadratic
optimization problems. By using feedback we can exploit information of past
realizations and provide feasibility for a wider range of situations compared
to static input sequences. We demonstrate the proposed method on two robust
motion-planning case studies for autonomous driving
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