20,353 research outputs found
Nonlinear Integer Programming
Research efforts of the past fifty years have led to a development of linear
integer programming as a mature discipline of mathematical optimization. Such a
level of maturity has not been reached when one considers nonlinear systems
subject to integrality requirements for the variables. This chapter is
dedicated to this topic.
The primary goal is a study of a simple version of general nonlinear integer
problems, where all constraints are still linear. Our focus is on the
computational complexity of the problem, which varies significantly with the
type of nonlinear objective function in combination with the underlying
combinatorial structure. Numerous boundary cases of complexity emerge, which
sometimes surprisingly lead even to polynomial time algorithms.
We also cover recent successful approaches for more general classes of
problems. Though no positive theoretical efficiency results are available, nor
are they likely to ever be available, these seem to be the currently most
successful and interesting approaches for solving practical problems.
It is our belief that the study of algorithms motivated by theoretical
considerations and those motivated by our desire to solve practical instances
should and do inform one another. So it is with this viewpoint that we present
the subject, and it is in this direction that we hope to spark further
research.Comment: 57 pages. To appear in: M. J\"unger, T. Liebling, D. Naddef, G.
Nemhauser, W. Pulleyblank, G. Reinelt, G. Rinaldi, and L. Wolsey (eds.), 50
Years of Integer Programming 1958--2008: The Early Years and State-of-the-Art
Surveys, Springer-Verlag, 2009, ISBN 354068274
JuliBootS: a hands-on guide to the conformal bootstrap
We introduce {\tt JuliBootS}, a package for numerical conformal bootstrap
computations coded in {\tt Julia}. The centre-piece of {\tt JuliBootS} is an
implementation of Dantzig's simplex method capable of handling arbitrary
precision linear programming problems with continuous search spaces. Current
supported features include conformal dimension bounds, OPE bounds, and
bootstrap with or without global symmetries. The code is trivially
parallelizable on one or multiple machines. We exemplify usage extensively with
several real-world applications. In passing we give a pedagogical introduction
to the numerical bootstrap methods.Comment: 29 page
Complexity of Discrete Energy Minimization Problems
Discrete energy minimization is widely-used in computer vision and machine
learning for problems such as MAP inference in graphical models. The problem,
in general, is notoriously intractable, and finding the global optimal solution
is known to be NP-hard. However, is it possible to approximate this problem
with a reasonable ratio bound on the solution quality in polynomial time? We
show in this paper that the answer is no. Specifically, we show that general
energy minimization, even in the 2-label pairwise case, and planar energy
minimization with three or more labels are exp-APX-complete. This finding rules
out the existence of any approximation algorithm with a sub-exponential
approximation ratio in the input size for these two problems, including
constant factor approximations. Moreover, we collect and review the
computational complexity of several subclass problems and arrange them on a
complexity scale consisting of three major complexity classes -- PO, APX, and
exp-APX, corresponding to problems that are solvable, approximable, and
inapproximable in polynomial time. Problems in the first two complexity classes
can serve as alternative tractable formulations to the inapproximable ones.
This paper can help vision researchers to select an appropriate model for an
application or guide them in designing new algorithms.Comment: ECCV'16 accepte
Adaptive Regret Minimization in Bounded-Memory Games
Online learning algorithms that minimize regret provide strong guarantees in
situations that involve repeatedly making decisions in an uncertain
environment, e.g. a driver deciding what route to drive to work every day.
While regret minimization has been extensively studied in repeated games, we
study regret minimization for a richer class of games called bounded memory
games. In each round of a two-player bounded memory-m game, both players
simultaneously play an action, observe an outcome and receive a reward. The
reward may depend on the last m outcomes as well as the actions of the players
in the current round. The standard notion of regret for repeated games is no
longer suitable because actions and rewards can depend on the history of play.
To account for this generality, we introduce the notion of k-adaptive regret,
which compares the reward obtained by playing actions prescribed by the
algorithm against a hypothetical k-adaptive adversary with the reward obtained
by the best expert in hindsight against the same adversary. Roughly, a
hypothetical k-adaptive adversary adapts her strategy to the defender's actions
exactly as the real adversary would within each window of k rounds. Our
definition is parametrized by a set of experts, which can include both fixed
and adaptive defender strategies.
We investigate the inherent complexity of and design algorithms for adaptive
regret minimization in bounded memory games of perfect and imperfect
information. We prove a hardness result showing that, with imperfect
information, any k-adaptive regret minimizing algorithm (with fixed strategies
as experts) must be inefficient unless NP=RP even when playing against an
oblivious adversary. In contrast, for bounded memory games of perfect and
imperfect information we present approximate 0-adaptive regret minimization
algorithms against an oblivious adversary running in time n^{O(1)}.Comment: Full Version. GameSec 2013 (Invited Paper
Perron vector optimization applied to search engines
In the last years, Google's PageRank optimization problems have been
extensively studied. In that case, the ranking is given by the invariant
measure of a stochastic matrix. In this paper, we consider the more general
situation in which the ranking is determined by the Perron eigenvector of a
nonnegative, but not necessarily stochastic, matrix, in order to cover
Kleinberg's HITS algorithm. We also give some results for Tomlin's HOTS
algorithm. The problem consists then in finding an optimal outlink strategy
subject to design constraints and for a given search engine.
We study the relaxed versions of these problems, which means that we should
accept weighted hyperlinks. We provide an efficient algorithm for the
computation of the matrix of partial derivatives of the criterion, that uses
the low rank property of this matrix. We give a scalable algorithm that couples
gradient and power iterations and gives a local minimum of the Perron vector
optimization problem. We prove convergence by considering it as an approximate
gradient method.
We then show that optimal linkage stategies of HITS and HOTS optimization
problems verify a threshold property. We report numerical results on fragments
of the real web graph for these search engine optimization problems.Comment: 28 pages, 5 figure
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