Symmetry in RLT cuts for the quadratic assignment and standard quadratic optimization problems

The reformulation-linearization technique (RLT), introduced in [W.P. Adams, H.D. Sher-ali, A tight linearization and an algorithm for zero-one quadratic programming problems, Management Science, 32(10):1274{1290, 1986], provides a way to compute linear program-ming bounds on the optimal values of NP-hard combinatorial optimization problems. In this paper we show that, in the presence of suitable algebraic symmetry in the original problem data, it is sometimes possible to compute level two RLT bounds with additional linear matrix inequality constraints. As an illustration of our methodology, we compute the best-known bounds for certain graph partitioning problems on strongly regular graphs

Semidefinite programming and eigenvalue bounds for the graph partition problem

The graph partition problem is the problem of partitioning the vertex set of a graph into a fixed number of sets of given sizes such that the sum of weights of edges joining different sets is optimized. In this paper we simplify a known matrix-lifting semidefinite programming relaxation of the graph partition problem for several classes of graphs and also show how to aggregate additional triangle and independent set constraints for graphs with symmetry. We present an eigenvalue bound for the graph partition problem of a strongly regular graph, extending a similar result for the equipartition problem. We also derive a linear programming bound of the graph partition problem for certain Johnson and Kneser graphs. Using what we call the Laplacian algebra of a graph, we derive an eigenvalue bound for the graph partition problem that is the first known closed form bound that is applicable to any graph, thereby extending a well-known result in spectral graph theory. Finally, we strengthen a known semidefinite programming relaxation of a specific quadratic assignment problem and the above-mentioned matrix-lifting semidefinite programming relaxation by adding two constraints that correspond to assigning two vertices of the graph to different parts of the partition. This strengthening performs well on highly symmetric graphs when other relaxations provide weak or trivial bounds

Conic Programming Approaches for Polynomial Optimization: Theory and Applications

Historically, polynomials are among the most popular class of functions used for empirical modeling in science and engineering. Polynomials are easy to evaluate, appear naturally in many physical (real-world) systems, and can be used to accurately approximate any smooth function. It is not surprising then, that the task of solving polynomial optimization problems; that is, problems where both the objective function and constraints are multivariate polynomials, is ubiquitous and of enormous interest in these fields. Clearly, polynomial op- timization problems encompass a very general class of non-convex optimization problems, including key combinatorial optimization problems.The focus of the first three chapters of this document is to address the solution of polynomial optimization problems in theory and in practice, using a conic optimization approach. Convex optimization has been well studied to solve quadratic constrained quadratic problems. In the first part, convex relaxations for general polynomial optimization problems are discussed. Instead of using the matrix space to study quadratic programs, we study the convex relaxations for POPs through a lifted tensor space, more specifically, using the completely positive tensor cone and the completely positive semidefinite tensor cone. We show that tensor relaxations theoretically yield no-worse global bounds for a class of polynomial optimization problems than relaxation for a QCQP reformulation of the POPs. We also propose an approximation strategy for tensor cones and show empirically the advantage of the tensor relaxation.In the second part, we propose an alternative SDP and SOCP hierarchy to obtain global bounds for general polynomial optimization problems. Comparing with other existing SDP and SOCP hierarchies that uses higher degree sum of square (SOS) polynomials and scaled diagonally sum of square polynomials (SDSOS) when the hierarchy level increases, these proposed hierarchies, using fixed degree SOS and SDSOS polynomials but more of these polynomials, perform numerically better. Numerical results show that the hierarchies we proposed have better performance in terms of tightness of the bound and solution time compared with other hierarchies in the literature.The third chapter deals with Alternating Current Optimal Power Flow problem via a polynomial optimization approach. The Alternating Current Optimal Power Flow (ACOPF) problem is a challenging non-convex optimization problem in power systems. Prior research mainly focuses on using SDP relaxations and SDP-based hierarchies to address the solution of ACOPF problem. In this Chapter, we apply existing SOCP hierarchies to this problem and explore the structure of the network to propose simplified hierarchies for ACOPF problems. Compared with SDP approaches, SOCP approaches are easier to solve and can be used to approximate large scale ACOPF problems.The last chapter also relates to the use of conic optimization techniques, but in this case to pricing in markets with non-convexities. Indeed, it is an application of conic optimization approach to solve a pricing problem in energy systems. Prior research in energy market pricing mainly focus on linear costs in the objective function. Due to the penetration of renewable energies into the current electricity grid, it is important to consider quadratic costs in the objective function, which reflects the ramping costs for traditional generators. This study address the issue how to find the market clearing prices when considering quadratic costs in the objective function

Of keyboards and beyond - optimization in human-computer interaction

In this thesis, we present optimization frameworks in the area of Human-Computer Interaction. At first, we discuss keyboard layout problems with a special focus on a project we participated in, which aimed at designing the new French keyboard standard. The special nature of this national-scale project and its optimization ingredients are discussed in detail; we specifically highlight our algorithmic contribution to this project. Exploiting the special structure of this design problem, we propose an optimization framework that was efficiently computes keyboard layouts and provides very good optimality guarantees in form of tight lower bounds. The optimized layout that we showed to be nearly optimal was the basis of the new French keyboard standard recently published in the National Assembly in Paris. Moreover, we propose a relaxation for the quadratic assignment problem (a generalization of keyboard layouts) that is based on semidefinite programming. In a branch-and-bound framework, this relaxation achieves competitive results compared to commonly used linear programming relaxations for this problem. Finally, we introduce a modeling language for mixed integer programs that especially focuses on the challenges and features that appear in participatory optimization problems similar to the French keyboard design process.Diese Arbeit behandelt Ansätze zu Optimierungsproblemen im Bereich Human-Computer Interaction. Zuerst diskutieren wir Tastaturbelegungsprobleme mit einem besonderen Fokus auf einem Projekt, an dem wir teilgenommen haben: die Erstellung eines neuen Standards für die französische Tastatur. Wir gehen auf die besondere Struktur dieses Problems und unseren algorithmischen Beitrag ein: ein Algorithmus, der mit Optimierungsmethoden die Struktur dieses speziellen Problems ausnutzt. Mithilfe dieses Algorithmus konnten wir effizient Tastaturbelegungen berechnen und die Qualität dieser Belegungen effektiv (in Form von unteren Schranken) nachweisen. Das finale optimierte Layout, welches mit unserer Methode bewiesenermaßen nahezu optimal ist, diente als Grundlage für den kürzlich in der französischen Nationalversammlung veröffentlichten neuen französischen Tastaturstandard. Darüberhinaus beschreiben wir eine Relaxierung für das quadratische Zuweisungsproblem (eine Verallgemeinerung des Tastaturbelegungsproblems), die auf semidefinieter Programmierung basiert. Wir zeigen, dass unser Algorithmus im Vergleich zu üblich genutzten linearen Relaxierung gut abschneidet. Abschließend definieren und diskutieren wir eine Modellierungssprache für gemischt integrale Programme. Diese Sprache ist speziell auf die besonderen Herausforderungen abgestimmt, die bei interaktiven Optimierungsproblemen auftreten, welche einen ähnlichen Charakter haben wie der Prozess des Designs der französischen Tastatur

New bounds for the max-kk-cut and chromatic number of a graph

We consider several semidefinite programming relaxations for the max-$k$-cut problem, with increasing complexity. The optimal solution of the weakest presented semidefinite programming relaxation has a closed form expression that includes the largest Laplacian eigenvalue of the graph under consideration. This is the first known eigenvalue bound for the max-$k$-cut when $k>2$ that is applicable to any graph. This bound is exploited to derive a new eigenvalue bound on the chromatic number of a graph. For regular graphs, the new bound on the chromatic number is the same as the well-known Hoffman bound; however, the two bounds are incomparable in general. We prove that the eigenvalue bound for the max-$k$-cut is tight for several classes of graphs. We investigate the presented bounds for specific classes of graphs, such as walk-regular graphs, strongly regular graphs, and graphs from the Hamming association scheme

Revisiting the Evolution and Application of Assignment Problem: A Brief Overview

The assignment problem (AP) is incredibly challenging that can model many real-life problems. This paper provides a limited review of the recent developments that have appeared in the literature, meaning of assignment problem as well as solving techniques and will provide a review on   a lot of research studies on different types of assignment problem taking place in present day real life situation in order to capture the variations in different types of assignment techniques. Keywords: Assignment problem, Quadratic Assignment, Vehicle Routing, Exact Algorithm, Bound, Heuristic etc