Optimization
Practical Mission Planning for Optimized UAV-Sensor Wireless Recharging
Qian, Qiuchen, O'Keeffe, James, Wang, Yanran, Boyle, David
Optimal maintenance of sensor nodes in a Wireless Rechargeable Sensor Network (WRSN) requires effective scheduling of power delivery vehicles by solving the Charging Scheduling Problem (CSP). Deploying Unmanned Aerial Vehicles (UAVs) as mobile chargers has emerged as a promising solution due to their mobility and flexibility. The CSP can be formulated as a Mixed-Integer Non-Linear Programming problem whose optimization objective is maximizing the recharged energy of sensor nodes within the UAV battery constraint. While many studies have demonstrated satisfactory performance of heuristic algorithms in addressing specific routing problems, few studies explore online updating (i.e., mission re-planning `on the fly') in the CSP context. Here we present a new offline and online mission planner leveraging a first-principles power consumption model that uses real-time state information and environmental information. The planner, namely Rapid Online Metaheuristic-based Planner (ROMP), supplements solutions from a Guided Local Search (GLS) with our Context-aware Black Hole Algorithm. Our results demonstrate that ROMP outperforms GLS in most cases tested. We developed and proposed FastROMP to speed up the online mission (re-)planning algorithm by introducing a new online adjustment operator that uses the latest state information as input, eliminating the need for re-initialization. FastROMP not only provides a better quality route, but it also significantly reduces computational time. The reduction ranges from 39.57% in sparse deployment to 93.3% in denser deployments.
PyEPO: A PyTorch-based End-to-End Predict-then-Optimize Library for Linear and Integer Programming
In deterministic optimization, it is typically assumed that all problem parameters are fixed and known. In practice, however, some parameters may be a priori unknown but can be estimated from historical data. A typical predict-then-optimize approach separates predictions and optimization into two stages. Recently, end-to-end predict-then-optimize has become an attractive alternative. In this work, we present the PyEPO package, a PyTorchbased end-to-end predict-then-optimize library in Python. To the best of our knowledge, PyEPO (pronounced like pineapple with a silent "n") is the first such generic tool for linear and integer programming with predicted objective function coefficients. It provides four base algorithms: a convex surrogate loss function from the seminal work of Elmachtoub and Grigas [16], a differentiable black-box solver approach of Pogancic et al. [35], and two differentiable perturbation-based methods from Berthet et al. [6]. PyEPO provides a simple interface for the definition of new optimization problems, the implementation of state-of-the-art predict-then-optimize training algorithms, the use of custom neural network architectures, and the comparison of end-to-end approaches with the two-stage approach. PyEPO enables us to conduct a comprehensive set of experiments comparing a number of end-to-end and two-stage approaches along axes such as prediction accuracy, decision quality, and running time on problems such as Shortest Path, Multiple Knapsack, and the Traveling Salesperson Problem. We discuss some empirical insights from these experiments, which could guide future research. PyEPO and its documentation are available at https://github.com/khalil-research/PyEPO.
Optimal and Efficient Auctions for the Gradual Procurement of Strategic Service Provider Agents
Farhadi, Farzaneh (a:1:{s:5:"en_US";s:23:"Imperial College London";}) | Chli, Maria (Department of Computer Science, Aston University) | Jennings, Nicholas R. (Loughbourough University)
We consider an outsourcing problem where a software agent procures multiple services from providers with uncertain reliabilities to complete a computational task before a strict deadline. The service consumer’s goal is to design an outsourcing strategy (defining which services to procure and when) so as to maximize a specific objective function. This objective function can be different based on the consumer’s nature; a socially-focused consumer often aims to maximize social welfare, while a self-interested consumer often aims to maximize its own utility. However, in both cases, the objective function depends on the providers’ execution costs, which are privately held by the self-interested providers and hence may be misreported to influence the consumer’s decisions. For such settings, we develop a unified approach to design truthful procurement auctions that can be used by both socially-focused and, separately, self-interested consumers. This approach benefits from our proposed weighted threshold payment scheme which pays the provably minimum amount to make an auction with a monotone outsourcing strategy incentive compatible. This payment scheme can handle contingent outsourcing plans, where additional procurement happens gradually over time and only if the success probability of the already hired providers drops below a time-dependent threshold. Using a weighted threshold payment scheme, we design two procurement auctions that maximize, as well as two low-complexity heuristic-based auctions that approximately maximize, the consumer’s expected utility and expected social welfare, respectively. We demonstrate the effectiveness and strength of our proposed auctions through both game-theoretical and empirical analysis.
Contact Models in Robotics: a Comparative Analysis
Lidec, Quentin Le, Jallet, Wilson, Montaut, Louis, Laptev, Ivan, Schmid, Cordelia, Carpentier, Justin
Physics simulation is ubiquitous in robotics. Whether in model-based approaches (e.g., trajectory optimization), or model-free algorithms (e.g., reinforcement learning), physics simulators are a central component of modern control pipelines in robotics. Over the past decades, several robotic simulators have been developed, each with dedicated contact modeling assumptions and algorithmic solutions. In this article, we survey the main contact models and the associated numerical methods commonly used in robotics for simulating advanced robot motions involving contact interactions. In particular, we recall the physical laws underlying contacts and friction (i.e., Signorini condition, Coulomb's law, and the maximum dissipation principle), and how they are transcribed in current simulators. For each physics engine, we expose their inherent physical relaxations along with their limitations due to the numerical techniques employed. Based on our study, we propose theoretically grounded quantitative criteria on which we build benchmarks assessing both the physical and computational aspects of simulation. We support our work with an open-source and efficient C++ implementation of the existing algorithmic variations. Our results demonstrate that some approximations or algorithms commonly used in robotics can severely widen the reality gap and impact target applications. We hope this work will help motivate the development of new contact models, contact solvers, and robotic simulators in general, at the root of recent progress in motion generation in robotics.
Reducing Discretization Error in the Frank-Wolfe Method
The Frank-Wolfe algorithm is a popular method in structurally constrained machine learning applications, due to its fast per-iteration complexity. However, one major limitation of the method is a slow rate of convergence that is difficult to accelerate due to erratic, zig-zagging step directions, even asymptotically close to the solution. We view this as an artifact of discretization; that is to say, the Frank-Wolfe \emph{flow}, which is its trajectory at asymptotically small step sizes, does not zig-zag, and reducing discretization error will go hand-in-hand in producing a more stabilized method, with better convergence properties. We propose two improvements: a multistep Frank-Wolfe method that directly applies optimized higher-order discretization schemes; and an LMO-averaging scheme with reduced discretization error, and whose local convergence rate over general convex sets accelerates from a rate of $O(1/k)$ to up to $O(1/k^{3/2})$.
D-SVM over Networked Systems with Non-Ideal Linking Conditions
Doostmohammadian, Mohammadreza, Aghasi, Alireza, Zarrabi, Houman
This paper considers distributed optimization algorithms, with application in binary classification via distributed support-vector-machines (D-SVM) over multi-agent networks subject to some link nonlinearities. The agents solve a consensus-constraint distributed optimization cooperatively via continuous-time dynamics, while the links are subject to strongly sign-preserving odd nonlinear conditions. Logarithmic quantization and clipping (saturation) are two examples of such nonlinearities. In contrast to existing literature that mostly considers ideal links and perfect information exchange over linear channels, we show how general sector-bounded models affect the convergence to the optimizer (i.e., the SVM classifier) over dynamic balanced directed networks. In general, any odd sector-bounded nonlinear mapping can be applied to our dynamics. The main challenge is to show that the proposed system dynamics always have one zero eigenvalue (associated with the consensus) and the other eigenvalues all have negative real parts. This is done by recalling arguments from matrix perturbation theory. Then, the solution is shown to converge to the agreement state under certain conditions. For example, the gradient tracking (GT) step size is tighter than the linear case by factors related to the upper/lower sector bounds. To the best of our knowledge, no existing work in distributed optimization and learning literature considers non-ideal link conditions.
Simultaneous Spatial and Temporal Assignment for Fast UAV Trajectory Optimization using Bilevel Optimization
Chen, Qianzhong, Cheng, Sheng, Hovakimyan, Naira
In this paper, we propose a framework for fast trajectory planning for unmanned aerial vehicles (UAVs). Our framework is reformulated from an existing bilevel optimization, in which the lower-level problem solves for the optimal trajectory with a fixed time allocation, whereas the upper-level problem updates the time allocation using analytical gradients. The lower-level problem incorporates the safety-set constraints (in the form of inequality constraints) and is cast as a convex quadratic program (QP). Our formulation modifies the lower-level QP by excluding the inequality constraints for the safety sets, which significantly reduces the computation time. The safety-set constraints are moved to the upper-level problem, where the feasible waypoints are updated together with the time allocation using analytical gradients enabled by the OptNet. We validate our approach in simulations, where our method's computation time scales linearly with respect to the number of safety sets, in contrast to the state-of-the-art that scales exponentially.
Improving Gradient Methods via Coordinate Transformations: Applications to Quantum Machine Learning
Bermejo, Pablo, Aizpurua, Borja, Orus, Roman
Machine learning algorithms, both in their classical and quantum versions, heavily rely on optimization algorithms based on gradients, such as gradient descent and alike. The overall performance is dependent on the appearance of local minima and barren plateaus, which slow-down calculations and lead to non-optimal solutions. In practice, this results in dramatic computational and energy costs for AI applications. In this paper we introduce a generic strategy to accelerate and improve the overall performance of such methods, allowing to alleviate the effect of barren plateaus and local minima. Our method is based on coordinate transformations, somehow similar to variational rotations, adding extra directions in parameter space that depend on the cost function itself, and which allow to explore the configuration landscape more efficiently. The validity of our method is benchmarked by boosting a number of quantum machine learning algorithms, getting a very significant improvement in their performance.
Learning Personalized Decision Support Policies
Bhatt, Umang, Chen, Valerie, Collins, Katherine M., Kamalaruban, Parameswaran, Kallina, Emma, Weller, Adrian, Talwalkar, Ameet
Individual human decision-makers may benefit from different forms of support to improve decision outcomes. However, a key question is which form of support will lead to accurate decisions at a low cost. In this work, we propose learning a decision support policy that, for a given input, chooses which form of support, if any, to provide. We consider decision-makers for whom we have no prior information and formalize learning their respective policies as a multi-objective optimization problem that trades off accuracy and cost. Using techniques from stochastic contextual bandits, we propose $\texttt{THREAD}$, an online algorithm to personalize a decision support policy for each decision-maker, and devise a hyper-parameter tuning strategy to identify a cost-performance trade-off using simulated human behavior. We provide computational experiments to demonstrate the benefits of $\texttt{THREAD}$ compared to offline baselines. We then introduce $\texttt{Modiste}$, an interactive tool that provides $\texttt{THREAD}$ with an interface. We conduct human subject experiments to show how $\texttt{Modiste}$ learns policies personalized to each decision-maker and discuss the nuances of learning decision support policies online for real users.
Certified Zeroth-order Black-Box Defense with Robust UNet Denoiser
Verma, Astha, Bangar, Siddhesh, Subramanyam, A V, Lal, Naman, Shah, Rajiv Ratn, Satoh, Shin'ichi
Certified defense methods against adversarial perturbations have been recently investigated in the black-box setting with a zeroth-order (ZO) perspective. However, these methods suffer from high model variance with low performance on high-dimensional datasets due to the ineffective design of the denoiser and are limited in their utilization of ZO techniques. To this end, we propose a certified ZO preprocessing technique for removing adversarial perturbations from the attacked image in the black-box setting using only model queries. We propose a robust UNet denoiser (RDUNet) that ensures the robustness of black-box models trained on high-dimensional datasets. We propose a novel black-box denoised smoothing (DS) defense mechanism, ZO-RUDS, by prepending our RDUNet to the black-box model, ensuring black-box defense. We further propose ZO-AE-RUDS in which RDUNet followed by autoencoder (AE) is prepended to the black-box model. We perform extensive experiments on four classification datasets, CIFAR-10, CIFAR-10, Tiny Imagenet, STL-10, and the MNIST dataset for image reconstruction tasks. Our proposed defense methods ZO-RUDS and ZO-AE-RUDS beat SOTA with a huge margin of $35\%$ and $9\%$, for low dimensional (CIFAR-10) and with a margin of $20.61\%$ and $23.51\%$ for high-dimensional (STL-10) datasets, respectively.