Approximation Algorithms for Distributionally Robust Stochastic Optimization with Black-Box Distributions

Two-stage stochastic optimization is a framework for modeling uncertainty, where we have a probability distribution over possible realizations of the data, called scenarios, and decisions are taken in two stages: we make first-stage decisions knowing only the underlying distribution and before a scenario is realized, and may take additional second-stage recourse actions after a scenario is realized. The goal is typically to minimize the total expected cost. A criticism of this model is that the underlying probability distribution is itself often imprecise! To address this, a versatile approach that has been proposed is the {\em distributionally robust 2-stage model}: given a collection of probability distributions, our goal now is to minimize the maximum expected total cost with respect to a distribution in this collection. We provide a framework for designing approximation algorithms in such settings when the collection is a ball around a central distribution and the central distribution is accessed {\em only via a sampling black box}. We first show that one can utilize the {\em sample average approximation} (SAA) method to reduce the problem to the case where the central distribution has {\em polynomial-size} support. We then show how to approximately solve a fractional relaxation of the SAA (i.e., polynomial-scenario central-distribution) problem. By complementing this via LP-rounding algorithms that provide {\em local} (i.e., per-scenario) approximation guarantees, we obtain the {\em first} approximation algorithms for the distributionally robust versions of a variety of discrete-optimization problems including set cover, vertex cover, edge cover, facility location, and Steiner tree, with guarantees that are, except for set cover, within $O(1)$-factors of the guarantees known for the deterministic version of the problem

Approximation Algorithms for Distributionally Robust Stochastic Optimization

Two-stage stochastic optimization is a widely used framework for modeling uncertainty, where we have a probability distribution over possible realizations of the data, called scenarios, and decisions are taken in two stages: we take first-stage actions knowing only the underlying distribution and before a scenario is realized, and may take additional second-stage recourse actions after a scenario is realized. The goal is typically to minimize the total expected cost. A common criticism levied at this model is that the underlying probability distribution is itself often imprecise. To address this, an approach that is quite versatile and has gained popularity in the stochastic-optimization literature is the two-stage distributionally robust stochastic model: given a collection D of probability distributions, our goal now is to minimize the maximum expected total cost with respect to a distribution in D. There has been almost no prior work however on developing approximation algorithms for distributionally robust problems where the underlying scenario collection is discrete, as is the case with discrete-optimization problems. We provide frameworks for designing approximation algorithms in such settings when the collection D is a ball around a central distribution, defined relative to two notions of distance between probability distributions: Wasserstein metrics (which include the L_1 metric) and the L_infinity metric. Our frameworks yield efficient algorithms even in settings with an exponential number of scenarios, where the central distribution may only be accessed via a sampling oracle. For distributionally robust optimization under a Wasserstein ball, we first show that one can utilize the sample average approximation (SAA) method (solve the distributionally robust problem with an empirical estimate of the central distribution) to reduce the problem to the case where the central distribution has a polynomial-size support, and is represented explicitly. This follows because we argue that a distributionally robust problem can be reduced in a novel way to a standard two-stage stochastic problem with bounded inflation factor, which enables one to use the SAA machinery developed for two-stage stochastic problems. Complementing this, we show how to approximately solve a fractional relaxation of the SAA problem (i.e., the distributionally robust problem obtained by replacing the original central distribution with its empirical estimate). Unlike in two-stage {stochastic, robust} optimization with polynomially many scenarios, this turns out to be quite challenging. We utilize a variant of the ellipsoid method for convex optimization in conjunction with several new ideas to show that the SAA problem can be approximately solved provided that we have an (approximation) algorithm for a certain max-min problem that is akin to, and generalizes, the k-max-min problem (find the worst-case scenario consisting of at most k elements) encountered in two-stage robust optimization. We obtain such an algorithm for various discrete-optimization problems; by complementing this via rounding algorithms that provide local (i.e., per-scenario) approximation guarantees, we obtain the first approximation algorithms for the distributionally robust versions of a variety of discrete-optimization problems including set cover, vertex cover, edge cover, facility location, and Steiner tree, with guarantees that are, except for set cover, within O(1)-factors of the guarantees known for the deterministic version of the problem. For distributionally robust optimization under an L_infinity ball, we consider a fractional relaxation of the problem, and replace its objective function with a proxy function that is pointwise close to the true objective function (within a factor of 2). We then show that we can efficiently compute approximate subgradients of the proxy function, provided that we have an algorithm for the problem of computing the t worst scenarios under a given first-stage decision, given an integer t. We can then approximately minimize the proxy function via a variant of the ellipsoid method, and thus obtain an approximate solution for the fractional relaxation of the distributionally robust problem. Complementing this via rounding algorithms with local guarantees, we obtain approximation algorithms for distributionally robust versions of various covering problems, including set cover, vertex cover, edge cover, and facility location, with guarantees that are within O(1)-factors of the guarantees known for their deterministic versions

Análise Setorial do Impacto da Política dos APLs no Rio Grande do Sul

This study evaluates the Local Productive Arrangements (LPAs) policy in Rio Grande do Sul. It will be examined was analyzed whether the sectors of the municipalities that have APL had some impact on the level of employment and income than those who don’t. The data are taken from the RAIS using 672 CNAE 2.0’s classes site for all municipalities in the state from 2006 to 2014. The method used was the difference-in-differences applying matching and fixed-effect for the sectors and time. The arrangement named Moveleiro da Serra Gaúcha and the arrangement named Pedras, Gemas e Joias were the ones who had positive and significant results for the level of employment. On average remuneration analysis, nine APLs had positive and significant effects.Este trabajo evaluó la política de Arreglos Productivos locales (APL) para los municipios de Rio Grande do Sul. Se analizó el impacto en los sectores de los municipios que poseen APL en relación a aquellos que no poseen en el período de 2006 a 2014. El arreglo Mueble de la Sierra Gaucha y el APL de Piedras, Gemas y Joias fueron los únicos que obtuvieron resultados positivos y significativos para el nivel de empleo. En el análisis de la remuneración media, nueve APL presentaron efectos positivos.Este trabalho avaliou a política de Arranjos Produtivos Locais (APL) no Rio Grande do Sul. Foi analisado se os setores dos municípios que possuem APL tiveram algum impacto sobre o nível de emprego e renda em relação àqueles que não possuem. Os dados foram retirados do site da RAIS utilizando-se 672 classes CNAE 2.0 para todos os municípios do estado no período de 2006 a 2014. O método utilizado foi o de diferenças-em-diferenças aplicando-se matching e efeito-fixo para os setores e o tempo. O arranjo Moveleiro da Serra Gaúcha e o APL de Pedras, Gemas e Joias foram os únicos que obtiveram resultados positivos e significativos para o nível de emprego. Na análise da remuneração média, nove APLs apresentaram efeitos positivos e com significância

Local Productive Arrangements: A Strategy for Better Performance

This study evaluates the Local Productive Arrangements (LPAs) policy in Rio Grande do Sul. It will be examined was analyzed whether the sectors of the municipalities that have APL had some impact on the level of employment and income than those who don’t. The data are taken from the RAIS using 672 CNAE 2.0’s classes site for all municipalities in the state from 2006 to 2014. The method used was the difference-in-differences applying matching and fixed-effect for the sectors and time. The arrangement named Moveleiro da Serra Gaúcha and the arrangement named Pedras, Gemas e Joias were the ones who had positive and significant results for the level of employment. On average remuneration analysis, nine APLs had positive and significant effects

Dermoscopy of dermatofibrosarcoma protuberans : what do we know?

Background: Dermatofibrosarcoma protuberans (DFSP) is an uncommon mesenchymal tumor of in-termediate malignancy. Its rarity and slow progression often imply a delayed diagnosis. There are few previous reports of dermoscopic features of DFSP and most are single case descriptions.Objectives: To report 2 cases of DFSP and their dermoscopic features, as well as conduct a review of all previous cases published addressing the use of dermoscopy in this tumor.Methods: We conducted a literature search for all dermoscopic cases of DFSP. In addition, we pre-sented 2 additional cases and compared them to the earlier findings.Results: We summarized the main dermoscopic findings of DFSP based on analysis from 32 patients. The most common features of this tumor are the presence of vessels (81%), followed by a pigmented network (78%) and a pinkish background (66%).Conclusions: DFSP can mimic benign lesions and the diagnosis may be challenging. Dermoscopy is an important tool that may enhance clinical suspicion toward the diagnosis of DFSP

A GESTÃO UNIVERSITÁRIA EM UMA PERSPECTIVA SÓCIO-TÉCNICA SOBRE O USO DA CERTIFICAÇÃO DIGITAL EM NUVEM NA UNIVERSIDADE FEDERAL DE SANTA CATARINA, SEGUNDO AS NORMATIVAS 06 E 10 DE 2017 DO INSTITUTO NACIONAL DE TECNOLOGIA DA INFORMAÇÃO

O desenvolvimento de tecnologias na área da segurança da informação trouxe grandes avanços no tocante à produção documental. A transformação substancial dos processos elaborados na gestão das universidades começou com a criação de documentos digitais e, posteriormente, com a utilização do certificado digital conferindo maior segurança, agilidade e integridade, contribuindo para a sustentabilidade ambiental. Vantagens e cuidados são necessários no uso desta ferramenta, pois é através dela que se identifica de forma inequívoca o titular em ambiente virtual que não poderá repudiar essa identificação ou a assinatura em documentos digitais. O custo dessa ferramenta ainda é elevado para o poder público. Este trabalho trata-se de uma pesquisa qualitativa, descritiva, aplicada e bibliográfica que tem como objetivo mostrar como as Instruções Normativas nº 06 e nº 10 de 2017 do ITI podem dar apoio aos gestores públicos no sentido de facilitar o acesso ao certificado digital através da validação pelo SIGEPE e a mobilidade do titular do certificado digital armazenado na nuvem, assim como garantir a integridade, originalidade e autenticidade dos documentos assinados e aos acessos por ele realizados

CORRELACIONANDO TIPOS DE CULTURA ORGANIZACIONAL COM ESTRATÉGIAS DE REMUNERAÇÃO UTILIZANDO A TIPOLOGIA DE CHARLES HANDY

This study identified the correlations between compensation strategies and the organizational culture typology proposed by Handy (2003), based on the degree of formalization and centralization that identifies the culture: Zeus (power), Apollo (roles), Athena (task) and Dionysus (person). A survey was performed of compensation managers at 76 companies associated with the Salary Information Exchange Group (GRUPISA), and the questionnaires with a construct composed of twelve organizational compensation components were analyzed using Pearson’s correlation coefficient and multiple regression We concluded that the compensation variables were correlated in a different fashion with each of the culture types: (i) “Zeus” organizations should emphasize behavioral factors in all spheres of the compensation system; (ii) in the case of “Apollo” organizations the emphasis should be on growth and development opportunities; (iii) in “Athena” organizations the focus should be on financial rewards, and, “Dionysus” organizations should place emphasis on the quality of compensation.Esta investigación identificó las correlaciones entre las estrategias de remuneración y la topología de cultura organizacional propuesta por Handy (2003) basada en las dimensiones del grado de formalización y centralización que identifica la cultura: Zeus (poder), Apolo (papeles), Atena (tarea) y Dionisio (persona). La investigación fue aplicada en gestores de remuneración de 76 empresas asociadas al Grupo de Permuta de Informaciones Salariales (Grupisa), y los cuestionarios con un constructo compuesto por doce componentes de la remuneración organizacional fueron analizadas utilizando Correlación de Pearson y Regresión Múltipla. Concluimos que las variables de remuneración se correlacionan de manera distinta con cada uno de los tipos de cultura: (1) organizaciones “Zeus” deben enfatizar los factores de comportamiento en todas las esferas del sistema de remuneración; (ii) para las organizaciones “Apolo” el énfasis debe ser aplicada en las oportunidades de crecimiento y desarrollo, (iii) en las organizaciones “Atena” el foco debe ser en las recompensas financieras y (iv) organizaciones “Dionisio” deben dar énfasis a la calidad de la remuneración.Este estudo identificou as correlações entre as estratégias de remuneração e a tipologia de cultura organizacional proposta por Handy (2003) baseada nas dimensões do grau de formalização e centralização que identifica a cultura: Zeus (poder), Apolo (papéis), Atena (tarefa), e Dionísio (pessoa). A pesquisa foi aplicada a gestores de remuneração de 76 empresas associadas ao Grupo de Permuta de Informações Salariais (Grupisa), e os questionários com um construto composto por doze componentes da remuneração organizacional foram analisados utilizando Correlação de Pearson e Regressão Múltipla. Concluímos que as variáveis de remuneração se correlacionam de forma diferente com cada um dos tipos de cultura: (i) organizações “Zeus” devem enfatizar os fatores comportamentais em todas as esferas do sistema de remuneração; (ii) para as organizações “Apolo” a ênfase deve ser aplicada nas oportunidades de crescimento e desenvolvimento, (iii) nas organizações “Atena” o foco deve ser nas recompensas financeiras, e, (iv) organizações “Dionísio” devem dar ênfase à qualidade da remuneração