Preprocessing under uncertainty

In this work we study preprocessing for tractable problems when part of the input is unknown or uncertain. This comes up naturally if, e.g., the load of some machines or the congestion of some roads is not known far enough in advance, or if we have to regularly solve a problem over instances that are largely similar, e.g., daily airport scheduling with few charter flights. Unlike robust optimization, which also studies settings like this, our goal lies not in computing solutions that are (approximately) good for every instantiation. Rather, we seek to preprocess the known parts of the input, to speed up finding an optimal solution once the missing data is known. We present efficient algorithms that given an instance with partially uncertain input generate an instance of size polynomial in the amount of uncertain data that is equivalent for every instantiation of the unknown part. Concretely, we obtain such algorithms for Minimum Spanning Tree, Minimum Weight Matroid Basis, and Maximum Cardinality Bipartite Maxing, where respectively the weight of edges, weight of elements, and the availability of vertices is unknown for part of the input. Furthermore, we show that there are tractable problems, such as Small Connected Vertex Cover, for which one cannot hope to obtain similar results.Comment: 18 page

Random Neural Networks and Optimisation

In this thesis we introduce new models and learning algorithms for the Random Neural Network (RNN), and we develop RNN-based and other approaches for the solution of emergency management optimisation problems. With respect to RNN developments, two novel supervised learning algorithms are proposed. The first, is a gradient descent algorithm for an RNN extension model that we have introduced, the RNN with synchronised interactions (RNNSI), which was inspired from the synchronised firing activity observed in brain neural circuits. The second algorithm is based on modelling the signal-flow equations in RNN as a nonnegative least squares (NNLS) problem. NNLS is solved using a limited-memory quasi-Newton algorithm specifically designed for the RNN case. Regarding the investigation of emergency management optimisation problems, we examine combinatorial assignment problems that require fast, distributed and close to optimal solution, under information uncertainty. We consider three different problems with the above characteristics associated with the assignment of emergency units to incidents with injured civilians (AEUI), the assignment of assets to tasks under execution uncertainty (ATAU), and the deployment of a robotic network to establish communication with trapped civilians (DRNCTC). AEUI is solved by training an RNN tool with instances of the optimisation problem and then using the trained RNN for decision making; training is achieved using the developed learning algorithms. For the solution of ATAU problem, we introduce two different approaches. The first is based on mapping parameters of the optimisation problem to RNN parameters, and the second on solving a sequence of minimum cost flow problems on appropriately constructed networks with estimated arc costs. For the exact solution of DRNCTC problem, we develop a mixed-integer linear programming formulation, which is based on network flows. Finally, we design and implement distributed heuristic algorithms for the deployment of robots when the civilian locations are known or uncertain

A HYBRID ALGORITHM FOR THE UNCERTAIN INVERSE p-MEDIAN LOCATION PROBLEM

In this paper, we investigate the inverse p-median location  problem with variable edge lengths and variable vertex weights on networks in which the vertex weights and modification costs are the independent uncertain variables. We propose a  model for the uncertain inverse p-median location problem  with tail value at risk objective. Then, we show that  it  is NP-hard. Therefore,  a hybrid particle swarm optimization  algorithm is presented  to obtain   the approximate optimal solution of the proposed model. The algorithm contains expected value simulation and tail value at risk simulation

A linear programming based heuristic framework for min-max regret combinatorial optimization problems with interval costs

This work deals with a class of problems under interval data uncertainty, namely interval robust-hard problems, composed of interval data min-max regret generalizations of classical NP-hard combinatorial problems modeled as 0-1 integer linear programming problems. These problems are more challenging than other interval data min-max regret problems, as solely computing the cost of any feasible solution requires solving an instance of an NP-hard problem. The state-of-the-art exact algorithms in the literature are based on the generation of a possibly exponential number of cuts. As each cut separation involves the resolution of an NP-hard classical optimization problem, the size of the instances that can be solved efficiently is relatively small. To smooth this issue, we present a modeling technique for interval robust-hard problems in the context of a heuristic framework. The heuristic obtains feasible solutions by exploring dual information of a linearly relaxed model associated with the classical optimization problem counterpart. Computational experiments for interval data min-max regret versions of the restricted shortest path problem and the set covering problem show that our heuristic is able to find optimal or near-optimal solutions and also improves the primal bounds obtained by a state-of-the-art exact algorithm and a 2-approximation procedure for interval data min-max regret problems

Leveraging Decision Diagrams to Solve Two-stage Stochastic Programs with Binary Recourse and Logical Linking Constraints

Two-stage stochastic programs with binary recourse are challenging to solve and efficient solution methods for such problems have been limited. In this work, we generalize an existing binary decision diagram-based (BDD-based) approach of Lozano and Smith (Math. Program., 2018) to solve a special class of two-stage stochastic programs with binary recourse. In this setting, the first-stage decisions impact the second-stage constraints. Our modified problem extends the second-stage problem to a more general setting where logical expressions of the first-stage solutions enforce constraints in the second stage. We also propose a complementary problem and solution method which can be used for many of the same applications. In the complementary problem we have second-stage costs impacted by expressions of the first-stage decisions. In both settings, we convexify the second-stage problems using BDDs and parametrize either the arc costs or capacities of these BDDs with first-stage solutions depending on the problem. We further extend this work by incorporating conditional value-at-risk and we propose, to our knowledge, the first decomposition method for two-stage stochastic programs with binary recourse and a risk measure. We apply these methods to a novel stochastic dominating set problem and present numerical results to demonstrate the effectiveness of the proposed methods

Robust Coloring Optimization Model on Electricity Circuit Problems

The Graph Coloring Problem (GCP) is assigning different colors to certain elements in a graph based on certain constraints and using a minimum number of colors. GCP can be drawn into optimization problems, namely the problem of minimizing the color used together with the uncertainty in using the color used, so it can be assumed that there is an uncertainty in the number of colored vertices. One of the mathematical optimization techniques in dealing with uncertainty is Robust Optimization (RO) combined with computational tools. This article describes a robust GCP using the Polyhedral Uncertainty Theorem and model validation for electrical circuit problems. The form of an electrical circuit color chart consists of corners (components) and edges (wires or conductors). The results obtained are up to 3 colors for the optimization model for graph coloring problems and up to 5 colors for robust optimization models for graph coloring problems. The results obtained with robust optimization show more colors because the results contain uncertainty. When RO GCP is applied to an electrical circuit, the model is used to place the electrical components in the correct path so that the electrical components do not collide with each other

Scalable Robust Kidney Exchange

In barter exchanges, participants directly trade their endowed goods in a constrained economic setting without money. Transactions in barter exchanges are often facilitated via a central clearinghouse that must match participants even in the face of uncertainty---over participants, existence and quality of potential trades, and so on. Leveraging robust combinatorial optimization techniques, we address uncertainty in kidney exchange, a real-world barter market where patients swap (in)compatible paired donors. We provide two scalable robust methods to handle two distinct types of uncertainty in kidney exchange---over the quality and the existence of a potential match. The latter case directly addresses a weakness in all stochastic-optimization-based methods to the kidney exchange clearing problem, which all necessarily require explicit estimates of the probability of a transaction existing---a still-unsolved problem in this nascent market. We also propose a novel, scalable kidney exchange formulation that eliminates the need for an exponential-time constraint generation process in competing formulations, maintains provable optimality, and serves as a subsolver for our robust approach. For each type of uncertainty we demonstrate the benefits of robustness on real data from a large, fielded kidney exchange in the United States. We conclude by drawing parallels between robustness and notions of fairness in the kidney exchange setting.Comment: Presented at AAAI1

Budgeted Dominating Sets in Uncertain Graphs

We study the Budgeted Dominating Set (BDS) problem on uncertain graphs, namely, graphs with a probability distribution p associated with the edges, such that an edge e exists in the graph with probability p(e). The input to the problem consists of a vertex-weighted uncertain graph ? = (V, E, p, ?) and an integer budget (or solution size) k, and the objective is to compute a vertex set S of size k that maximizes the expected total domination (or total weight) of vertices in the closed neighborhood of S. We refer to the problem as the Probabilistic Budgeted Dominating Set (PBDS) problem. In this article, we present the following results on the complexity of the PBDS problem. 1) We show that the PBDS problem is NP-complete even when restricted to uncertain trees of diameter at most four. This is in sharp contrast with the well-known fact that the BDS problem is solvable in polynomial time in trees. We further show that PBDS is ?[1]-hard for the budget parameter k, and under the Exponential time hypothesis it cannot be solved in n^o(k) time. 2) We show that if one is willing to settle for (1-?) approximation, then there exists a PTAS for PBDS on trees. Moreover, for the scenario of uniform edge-probabilities, the problem can be solved optimally in polynomial time. 3) We consider the parameterized complexity of the PBDS problem, and show that Uni-PBDS (where all edge probabilities are identical) is ?[1]-hard for the parameter pathwidth. On the other hand, we show that it is FPT in the combined parameters of the budget k and the treewidth. 4) Finally, we extend some of our parameterized results to planar and apex-minor-free graphs. Our first hardness proof (Thm. 1) makes use of the new problem of k-Subset ?-? Maximization (k-SPM), which we believe is of independent interest. We prove its NP-hardness by a reduction from the well-known k-SUM problem, presenting a close relationship between the two problems