231 research outputs found
Probability Distributions on Partially Ordered Sets and Network Interdiction Games
This article poses the following problem: Does there exist a probability
distribution over subsets of a finite partially ordered set (poset), such that
a set of constraints involving marginal probabilities of the poset's elements
and maximal chains is satisfied? We present a combinatorial algorithm to
positively resolve this question. The algorithm can be implemented in
polynomial time in the special case where maximal chain probabilities are
affine functions of their elements. This existence problem is relevant for the
equilibrium characterization of a generic strategic interdiction game on a
capacitated flow network. The game involves a routing entity that sends its
flow through the network while facing path transportation costs, and an
interdictor who simultaneously interdicts one or more edges while facing edge
interdiction costs. Using our existence result on posets and strict
complementary slackness in linear programming, we show that the Nash equilibria
of this game can be fully described using primal and dual solutions of a
minimum-cost circulation problem. Our analysis provides a new characterization
of the critical components in the interdiction game. It also leads to a
polynomial-time approach for equilibrium computation
Cube versus Torus Models for Combinatorial Optimization Problems and the Euclidean Minimum Spanning Tree Constant
For a sample of points drawn uniformly from either the d-dimensional torus or the d-cube, d > 2, we define a class of random processes with the property of being asymptotically equivalent in expectation in the two models. Examples include the traveling salesman problem (TSP), the minimum spanning tree problem (MST), etc. Application of this result helps closing down one open question: We prove that the analytical expression recently obtained by Avram and Bertsimas for the MST constant in the d-torus model is in fact valid for the traditional d-cube model. For the MST, we also extend our result and show that stronger equivalences hold. Finally we present some remarks on the possible use of the d-torus model for exploring rates of convergence for the TSP in the square
Separable Convex Optimization with Nested Lower and Upper Constraints
We study a convex resource allocation problem in which lower and upper bounds
are imposed on partial sums of allocations. This model is linked to a large
range of applications, including production planning, speed optimization,
stratified sampling, support vector machines, portfolio management, and
telecommunications. We propose an efficient gradient-free divide-and-conquer
algorithm, which uses monotonicity arguments to generate valid bounds from the
recursive calls, and eliminate linking constraints based on the information
from sub-problems. This algorithm does not need strict convexity or
differentiability. It produces an -approximate solution for the
continuous problem in time
and an integer solution in time, where is
the number of decision variables, is the number of constraints, and is
the resource bound. A complexity of is also achieved
for the linear and quadratic cases. These are the best complexities known to
date for this important problem class. Our experimental analyses confirm the
good performance of the method, which produces optimal solutions for problems
with up to 1,000,000 variables in a few seconds. Promising applications to the
support vector ordinal regression problem are also investigated
A Note on the Number of Leaves of a Euclidean Minimal Spanning Tree
We show that the number of vertices of degree k in the Euclidean minimal spanning tree through points drawn uniformly from either the d-dimensional torus or from the d-cube, d > 2, are asymptotically equivalent with probability one. Implications are discussed
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