13 research outputs found

    Pipage Rounding, Pessimistic Estimators and Matrix Concentration

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    Pipage rounding is a dependent random sampling technique that has several interesting properties and diverse applications. One property that has been particularly useful is negative correlation of the resulting vector. Unfortunately negative correlation has its limitations, and there are some further desirable properties that do not seem to follow from existing techniques. In particular, recent concentration results for sums of independent random matrices are not known to extend to a negatively dependent setting. We introduce a simple but useful technique called concavity of pessimistic estimators. This technique allows us to show concentration of submodular functions and conc

    Performance of the smallest-variance-first rule in appointment sequencing

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    A classical problem in appointment scheduling, with applications in health care, concerns the determination of the patients' arrival times that minimize a cost function that is a weighted sum of mean waiting times and mean idle times. Part of this problem is the sequencing problem, which focuses on ordering the patients. We assess the performance of the smallest-variance-first (SVF) rule, which sequences patients in order of increasing variance of their service durations. While it was known that SVF is not always optimal, many papers have found that it performs well in practice and simulation. We give theoretical justification for these observations by proving quantitative worst-case bounds on the ratio between the cost incurred by the SVF rule and the minimum attainable cost, in a number of settings. We also show that under quite general conditions, this ratio approaches 1 as the number of patients grows large, showing that the SVF rule is asymptotically optimal. While this viewpoint in terms of approximation ratio is a standard approach in many algorithmic settings, our results appear to be the first of this type in the appointment scheduling literature

    Algorithms for flows over time with scheduling costs

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    Flows over time have received substantial attention from both an optimization and (more recently) a game-theoretic perspective. In this model, each arc has an associated delay for traversing the arc, and a bound on the rate of flow entering the arc; flows are time-varying. We consider a setting which is very standard within the transportation economic literature, but has received little attention from an algorithmic perspective. The flow consists of users who are able to choose their route but also their departure time, and who desire to arrive at their destination at a particular time, incurring a scheduling cost if they arrive earlier or later. The total cost of a user is then a combination of the time they spend commuting, and the scheduling cost they incur. We present a combinatorial algorithm for the natural optimization problem, that of minimizing the average total cost of all users (i.e., maximizing the social welfare). Based on this, we also show how to set tolls so that this optimal flow is induced as an equilibrium of the underlying game

    A Duality Based 2-Approximation Algorithm for Maximum Agreement Forest

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    We give a 2-approximation algorithm for the Maximum Agreement Forest problem on two rooted binary trees. This NP-hard problem has been studied extensively in the past two decades, since it can be used to compute the rooted Subtree Prune-and-Regraft (rSPR) distance between two phylogenetic trees. Our algorithm is combinatorial and its running time is quadratic in the input size. To prove the approximation guarantee, we construct a feasible dual solution for a novel linear programming formulation. In addition, we show this linear program is stronger than previously known formulations, and we give a compact formulation, showing that it can be solved in polynomial tim

    Majorizing measures for the optimizer

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    The theory of majorizing measures, extensively developed by Fernique, Talagrand and many others, provides one of the most general frameworks for controlling the behavior of stochastic processes. In particular, it can be applied to derive quantitative bounds on the expected suprema and the degree of continuity of sample paths for many processes. One of the crowning achievements of the theory is Talagrand’s tight alternative characterization of the suprema of Gaussian processes in terms of majorizing measures. The proof of this theorem was difficult, and thus considerable effort was put into the task of developing both shorter and easier to understand proofs. A major reason for this difficulty was considered to be theory of majorizing measures itself, which had the reputation of being opaque and mysterious. As a consequence, most recent treatments of the theory (including by Talagrand himself) have eschewed the use of majorizing measures in favor of a purely combinatorial approach (the generic chaining) where objects based on sequences of partitions provide roughly matching upper and lower bounds on the desired expected supremum. In this paper, we return to majorizing measures as a primary object of study, and give a viewpoint that we think is very natural and clarifying from an optimization perspective. As our main contribution, we give an algorithmic proof of the majorizing measures theorem based on two parts: - We make the simple (but apparently new) observation that finding the best majorizing measure can be cast as a convex program. This also allows for efficiently computing the measure using off-the-shelf methods from convex optimization. - We obtain tree-based upper and lower bound certificates by rounding, in a series of steps, the primal and dual solutions to this convex program. While duality has conceptually been part of the theory since its beginnings, as far as we are aware no explicit link to convex optimization has been previously made.<p

    A note on hierarchical hubbing for a generalization of the VPN problem

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    A note on hierarchical hubbing for a generalization of the VPN problem

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    Robust network design refers to a class of optimization problems that occur when designing networks to efficiently handle variable demands. The notion of "hierarchical hubbing" was introduced (in the narrow context of a specific robust network design question), by Olver and Shepherd [2010]. Hierarchical hubbing allows for routings with a multiplicity of "hubs" which are connected to the terminals and to each other in a treelike fashion. Recently, Fréchette et al. [2013] explored this notion much more generally, focusing on its applicability to an extension of the well-studied hose model that allows for upper bounds on individual point-to-point demands. In this paper, we consider hierarchical hubbing in the context of a previously studied (and extremely natural) generalization of the hose model, and prove that the optimal hierarchical hubbing solution can be found efficiently. This result is relevant to a recently proposed generalization of the "VPN Conjecture"

    Approximability of Robust Network Design

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    We consider robust (undirected) network design (RND) problems where the set of feasible demands may be given by an arbitrary convex body. This model, introduced by Ben-Ameur and Kerivin [Ben-Ameur W, Kerivin H (2003) New economical virtual private networks. Comm. ACM 46(6):69-73], generalizes the well-studied virtual private network (VPN) problem. Most research in this area has focused on constant factor approximations for specific polytope of demands, such as the class of hose matrices used in the definition of VPN. As pointed out in Chekuri [Chekuri C (2007) Routing and network design with robustness to changing or uncertain traffic demands. SIGACT News 38(3):106-128], however, the general problem was only known to be APX-hard (based on a reduction from the Steiner tree problem). We show that the general robust design is hard to approximate to within polylogarithmic factors. We establish this by showing a general reduction of buy-at-bulk network design to the robust network design problem. Gupta pointed out that metric embeddings imply an O4log n5-approximation for the general RND problem, and hence this is tight up to polylogarithmic factors. In the second part of the paper, we introduce a natural generalization of the VPN problem. In this model, the set of feasible demands is determined by a tree with edge capacities; a demand matrix is feasible if it can be routed on the tree. We give a constant factor approximation algorithm for this problem that achieves factor of 8 in general, and 2 for the case where the tree has unit capacities. As an application of this result, we consider so-called H-tope demand polytopes. These correspond to demands which are routable in some graph H. We show that the corresponding RND problem has an O415-approximation if H admits a stochastic constant-distortion embedding into tree metrics. © 2014 INFORMS

    Dynamic vs Oblivious Routing in Network Design

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    Consider the robust network design problem of finding a minimum cost network with enough capacity to route all traffic demand matrices in a given polytope. We investigate the impact of different routing models in this robust setting: in particular, we compare oblivious routing, where the routing between each terminal pair must be fixed in advance, to dynamic routing, where routings may depend arbitrarily on the current demand. Our main result is a construction that shows that the optimal cost of such a network based on oblivious routing (fractional or integral) may be a factor of Ω(log n) more than the cost required when using dynamic routing. This is true even in the important special case of the asymmetric hose model. This answers a question in (Chekuri, SIGACT News 38(3):106-128, 2007), and is tight up to constant factors. Our proof technique builds on a connection between expander graphs and robust design for single-sink traffic patterns (Chekuri et al., Networks 50(1):50-54, 2007). © Springer Science+Business Media, LLC 2010

    Pipage Rounding, Pessimistic Estimators and Matrix Concentration

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    Pipage rounding is a dependent random sampling technique that has several interesting properties and diverse applications. One property that has been particularly useful is negative correlation of the resulting vector. Unfortunately negative correlation has its limitations, and there are some further desirable properties that do not seem to follow from existing techniques. In particular, recent concentration results for sums of independent random matrices are not known to extend to a negatively dependent setting. We introduce a simple but useful technique called concavity of pessimistic estimators. This technique allows us to show concentration of submodular functions and conc
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