This paper studies the communication complexity of convex risk-averse optimization over a network. The problem generalizes the well-studied risk-neutral finite-sum distributed optimization problem and its importance stems from the need to handle risk in an uncertain environment. For algorithms in the literature, there exists a gap in communication complexities for solving risk-averse and risk-neutral problems. We propose two distributed algorithms, namely the distributed risk averse optimization (DRAO) method and the distributed risk averse optimization with sliding (DRAO-S) method, to close the gap. Specifically, the DRAO method achieves the optimal communication complexity by assuming a certain saddle point subproblem can be easily solved in the server node. The DRAO-S method removes the strong assumption by introducing a novel saddle point sliding subroutine which only requires the projection over the ambiguity set $P$. We observe that the number of $P$-projections performed by DRAO-S is optimal. Moreover, we develop matching lower complexity bounds to show the communication complexities of both DRAO and DRAO-S to be improvable. Numerical experiments are conducted to demonstrate the encouraging empirical performance of the DRAO-S method.

This paper deals with the scenario approach to robust optimization. This relies on a random sampling of the possibly infinite number of constraints induced by uncertainties in the parameters of an optimization problem. Solving the resulting random program yields a solution for which the quality is measured in terms of the probability of violating the constraints for a random value of the uncertainties, typically unseen before. Another central issue is the determination of the sample complexity, i.e., the number of random constraints (or scenarios) that one must consider in order to guarantee a certain level of reliability. In this paper, we introduce the notion of margin to improve upon standard results in this field. In particular, using tools from statistical learning theory, we show that the sample complexity of a class of random programs does not explicitly depend on the number of variables. In addition, within the considered class, that includes polynomial constraints among others, this result holds for both convex and nonconvex instances with the same level of guarantees. We also derive a posteriori bounds on the probability of violation and sketch a regularization approach that could be used to improve the reliability of computed solutions on the basis of these bounds.

Abstract: Nowadays, centralized Path Computation Elements (PCE) integrate control plane algorithms to optimize routing and load-balancing continuously. When a link fails, the traffic load is automatically transferred to the remaining paths according to the configuration of load-balancers. In this context, we propose a load-balancing method that anticipates load transfers to ensure the protection of traffic against any Shared Risk Link Group (SRLG) failure. The main objective of this approach is to make better use of bandwidth compared to existing methods. It consists in reserving a minimum amount of extra bandwidth on links so that the rerouting of traffic is guaranteed.

Online collision-free trajectory generation within a shared workspace is fundamental for most multi-robot applications. However, many widely-used methods based on model predictive control (MPC) lack theoretical guarantees on the feasibility of underlying optimization. Furthermore, when applied in a distributed manner without a central coordinator, deadlocks often occur where several robots block each other indefinitely. Whereas heuristic methods such as introducing random perturbations exist, no profound analyses are given to validate these measures. Towards this end, we propose a systematic method called infinite-horizon model predictive control with deadlock resolution. The MPC is formulated as a convex optimization over the proposed modified buffered Voronoi with warning band. Based on this formulation, the condition of deadlocks is formally analyzed and proven to be analogous to a force equilibrium. A detection-resolution scheme is proposed, which can effectively detect deadlocks online before they even happen. Once detected, it utilizes an adaptive resolution scheme to resolve deadlocks, under which no stable deadlocks can exist under minor conditions. In addition, the proposed planning algorithm ensures recursive feasibility of the underlying optimization at each time step under both input and model constraints, is concurrent for all robots and requires only local communication. Comprehensive simulation and experiment studies are conducted over large-scale multi-robot systems. Significant improvements on success rate are reported, in comparison with other state-of-the-art methods and especially in crowded and high-speed scenarios.

Nowadays, embedded systems are provided with cache memories that are large enough to influence in both performance and energy consumption as never occurred before in this kind of systems. In addition, the cache memory system has been identified as a component that improves those metrics by adapting its configuration according to the memory access patterns of the applications being run. However, given that cache memories have many parameters which may be set to a high number of different values, designers face to a wide and time-consuming exploration space. In this paper we propose an optimization framework based on Grammatical Evolution (GE) which is able to efficiently find the best cache configurations for a given set of benchmark applications. This metaheuristic allows an important reduction of the optimization runtime obtaining good results in a low number of generations. Besides, this reduction is also increased due to the efficient storage of evaluated caches. Moreover, we selected GE because the plasticity of the grammar eases the creation of phenotypes that form the call to the cache simulator required for the evaluation of the different configurations. Experimental results for the Mediabench suite show that our proposal is able to find cache configurations that obtain an average improvement of $62\%$ versus a real world baseline configuration.

This paper presents a new Mixed Integer Linear Programming (MILP) formulation to find optimal solutions to the problem. The paper also proposes a new heuristic called the multi-trip algorithm for the problem whose solutions are compared against solutions of heuristics from literature and the optimal solutions obtained from the MILP formulation by testing them on both benchmark instances and real-world instances generated from road maps. Results show that the proposed heuristic was able to solve all the instances and produce better solutions than heuristics from the literature on 37 of 39 total instances. Due to the high requirement of memory and compute power, the Gurobi optimizer used for solving the MILP formulation, although it produced optimal solutions, was only able to solve benchmark instances but not real-world instances.

The development of connected autonomous vehicles (CAVs) facilitates the enhancement of traffic efficiency in complicated scenarios. In unsignalized roundabout scenarios, difficulties remain unsolved in developing an effective and efficient coordination strategy for CAVs. In this paper, we formulate the cooperative autonomous driving problem of CAVs in the roundabout scenario as a constrained optimal control problem, and propose a computationally-efficient parallel optimization framework to generate strategies for CAVs such that the travel efficiency is improved with hard safety guarantees. All constraints involved in the roundabout scenario are addressed appropriately with convex approximation, such that the convexity property of the reformulated optimization problem is exhibited. Then, a parallel optimization algorithm is presented to solve the reformulated optimization problem, where an embodied iterative nearest neighbor search strategy to determine the optimal passing sequence in the roundabout scenario. It is noteworthy that the travel efficiency in the roundabout scenario is enhanced and the computation burden is considerably alleviated with the innovation development. We also examine the proposed method in CARLA simulator and perform thorough comparisons with a rule-based baseline and the commonly used IPOPT optimization solver to demonstrate the effectiveness and efficiency of the proposed approach.

This paper studies the online stochastic resource allocation problem (RAP) with chance constraints. The online RAP is a 0-1 integer linear programming problem where the resource consumption coefficients are revealed column by column along with the corresponding revenue coefficients. When a column is revealed, the corresponding decision variables are determined instantaneously without future information. Moreover, in online applications, the resource consumption coefficients are often obtained by prediction. To model their uncertainties, we take the chance constraints into the consideration. To the best of our knowledge, this is the first time chance constraints are introduced in the online RAP problem. Assuming that the uncertain variables have known Gaussian distributions, the stochastic RAP can be transformed into a deterministic but nonlinear problem with integer second-order cone constraints. Next, we linearize this nonlinear problem and analyze the performance of vanilla online primal-dual algorithm for solving the linearized stochastic RAP. Under mild technical assumptions, the optimality gap and constraint violation are both on the order of $\sqrt{n}$. Then, to further improve the performance of the algorithm, several modified online primal-dual algorithms with heuristic corrections are proposed. Finally, extensive numerical experiments on both synthetic and real data demonstrate the applicability and effectiveness of our methods.

The entropic fictitious play (EFP) is a recently proposed algorithm that minimizes the sum of a convex functional and entropy in the space of measures -- such an objective naturally arises in the optimization of a two-layer neural network in the mean-field regime. In this work, we provide a concise primal-dual analysis of EFP in the setting where the learning problem exhibits a finite-sum structure. We establish quantitative global convergence guarantees for both the continuous-time and discrete-time dynamics based on properties of a proximal Gibbs measure introduced in Nitanda et al. (2022). Furthermore, our primal-dual framework entails a memory-efficient particle-based implementation of the EFP update, and also suggests a connection to gradient boosting methods. We illustrate the efficiency of our novel implementation in experiments including neural network optimization and image synthesis.

Under stringent model type and variable distribution assumptions, differentiable score-based causal discovery methods learn a directed acyclic graph (DAG) from observational data by evaluating candidate graphs over an average score function. Despite great success in low-dimensional linear systems, it has been observed that these approaches overly exploit easier-to-fit samples, thus inevitably learning spurious edges. Worse still, the common homogeneity assumption can be easily violated, due to the widespread existence of heterogeneous data in the real world, resulting in performance vulnerability when noise distributions vary. We propose a simple yet effective model-agnostic framework to boost causal discovery performance by dynamically learning the adaptive weights for the Reweighted Score function, ReScore for short, where the weights tailor quantitatively to the importance degree of each sample. Intuitively, we leverage the bilevel optimization scheme to alternately train a standard DAG learner and reweight samples -- that is, upweight the samples the learner fails to fit and downweight the samples that the learner easily extracts the spurious information from. Extensive experiments on both synthetic and real-world datasets are carried out to validate the effectiveness of ReScore. We observe consistent and significant boosts in structure learning performance. Furthermore, we visualize that ReScore concurrently mitigates the influence of spurious edges and generalizes to heterogeneous data. Finally, we perform the theoretical analysis to guarantee the structure identifiability and the weight adaptive properties of ReScore in linear systems. Learning causal structure from purely observational data (i.e., causal discovery) is a fundamental but daunting task (Chickering et al., 2004; Shen et al., 2020). It strives to identify causal relationships between variables and encode the conditional independence as a directed acyclic graph (DAG).