Optimization
Zone pAth Construction (ZAC) based Approaches for Effective Real-Time Ridesharing
Lowalekar, Meghna, Varakantham, Pradeep, Jaillet, Patrick
Real-time ridesharing systems such as UberPool, Lyft Line and GrabShare have become hugely popular as they reduce the costs for customers, improve per trip revenue for drivers and reduce traffic on the roads by grouping customers with similar itineraries. The key challenge in these systems is to group the โrightโ requests to travel together in the โrightโ available vehicles in real-time, so that the objective (e.g., requests served, revenue or delay) is optimized. This challenge has been addressed in existing work by: (i) generating as many relevant feasible combinations of requests (with respect to the available delay for customers) as possible in real-time; and then (ii) optimizing assignment of the feasible request combinations to vehicles. Since the number of request combinations increases exponentially with the increase in vehicle capacity and number of requests, unfortunately, such approaches have to employ ad hoc heuristics to identify a subset of request combinations for assignment. Our key contribution is in developing approaches that employ zone (abstraction of individual locations) paths instead of request combinations. Zone paths allow for generation of significantly more โrelevantโ combinations (in comparison to ad hoc heuristics) in real-time than competing approaches due to two reasons: (i) Each zone path can typically represent multiple request combinations; (ii) Zone paths are generated using a combination of offline and online methods. Specifically, we contribute both myopic (ridesharing assignment focussed on current requests only) and non-myopic (ridesharing assignment considers impact on expected future requests) approaches that employ zone paths. In our experimental results, we demonstrate that our myopic approach outperforms the current best myopic approach for ridesharing on both real-world and synthetic datasets (with respect to both objective and runtime). We also show that our non-myopic approach obtains 14.7% improvement over existing myopic approach. Our non-myopic approach gets improvements of up to 12.48% over a recent non-myopic approach, NeurADP. Even when NeurADP is allowed to optimize learning over test settings, results largely remain comparable except in a couple of cases, where NeurADP performs better.
Marketing Mix Optimization with Practical Constraints
Huang, Hsin-Chan, Xu, Jiefeng, Lim, Alvin
In today's business environment, a company may employ a mix of many marketing activities (e.g., free samples, discount coupons, weekly specials and advertisements) to attract new customers, enhance customer loyalty, and induce sales. Given a marketing plan with a mix of marketing activities, each activity may be allowed a spend level that results in corresponding outcome. The company often needs to adjust the resource allocated to marketing activities due to various reasons (e.g., marketing budget change, change in scope of targeted audience, geographies and products, product demand and/or supply changes, and activity cost and/or performance changes), aiming to optimize the revenue, profit, or other goals of the company. In practice, the company may desire such adjustments to be planned and executed by considering resource availability for executing changes, contractual obligations, etc. Due to minimum incremental investments required for certain marketing activities (e.g., minimum cost of a targeted rating point in TV advertisements or minimum cost of implementing a promotional discount), there is a need to impose a minimum change in spend (investment) constraint for a marketing activity. Since resources will be required to implement changes in marketing activities and resources available are limited, a constraint on the maximum to number of activities with spend changes is also imposed. Therefore, to guarantee that the outcome of a marketing mix optimization (MMO) is feasible for practical implementation, there is a need to solve the MMO problem with these added constraints. Given an existing marketing plan (typically from a previous period), our MMO problem aims to adjust spend allocations on marketing activities with an objective of maximizing revenue subject to four sets of constraints: bounds on activity spend, total budget limits, the minimum change in spend for an activity, and the maximum number of activities associated with spend change.
Machine Learning for Electronic Design Automation: A Survey
Huang, Guyue, Hu, Jingbo, He, Yifan, Liu, Jialong, Ma, Mingyuan, Shen, Zhaoyang, Wu, Juejian, Xu, Yuanfan, Zhang, Hengrui, Zhong, Kai, Ning, Xuefei, Ma, Yuzhe, Yang, Haoyu, Yu, Bei, Yang, Huazhong, Wang, Yu
In recent years, with the development of semiconductor technology, the scale of integrated circuit (IC) has grown exponentially, challenging the scalability and reliability of the circuit design flow. Therefore, EDA algorithms and software are required to be more effective and efficient to deal with extremely large search space with low latency. Machine learning (ML) is taking an important role in our lives these days, which has been widely used in many scenarios. ML methods, including traditional and deep learning algorithms, achieve amazing performance in solving classification, detection, and design space exploration problems. Additionally, ML methods show great potential to generate high-quality solutions for many NP-complete (NPC) problems, which are common in the EDA field, while traditional methods lead to huge time and resource consumption to solve these problems. Traditional methods usually solve every problem from the beginning, with a lack of knowledge accumulation. Instead, ML algorithms focus on extracting high-level features or patterns that can be reused in other related or similar situations, avoiding repeated complicated analysis. Therefore, applying machine learning methods is a promising direction to accelerate the solving of EDA problems. These authors are ordered alphabetically.
Integrated Offline and Online Decision Making under Uncertainty
De Filippo, Allegra, Lombardi, Michele, Milano, Michela
This paper considers multi-stage optimization problems under uncertainty that involve distinct offline and online phases. In particular it addresses the issue of integrating these phases to show how the two are often interrelated in real-world applications. Our methods are applicable under two (fairly general) conditions: 1) the uncertainty is exogenous; 2) it is possible to define a greedy heuristic for the online phase that can be modeled as a parametric convex optimization problem. We start with a baseline composed by a two-stage offline approach paired with the online greedy heuristic. We then propose multiple methods to tighten the offline/online integration, leading to significant quality improvements, at the cost of an increased computation effort either in the offline or the online phase. Overall, our methods provide multiple options to balance the solution quality/time trade-off, suiting a variety of practical application scenarios. To test our methods, we ground our approaches on two real cases studies with both offline and online decisions: an energy management problem with uncertain renewable generation and demand, and a vehicle routing problem with uncertain travel times. The application domains feature respectively continuous and discrete decisions. An extensive analysis of the experimental results shows that indeed offline/online integration may lead to substantial benefits.
A general framework for modeling and dynamic simulation of multibody systems using factor graphs
Blanco-Claraco, Josรฉ-Luis, Leanza, Antonio, Reina, Giulio
In this paper, we present a novel general framework grounded in the factor graph theory to solve kinematic and dynamic problems for multi-body systems. Although the motion of multi-body systems is considered to be a well-studied problem and various methods have been proposed for its solution, a unified approach providing an intuitive interpretation is still pursued. We describe how to build factor graphs to model and simulate multibody systems using both, independent and dependent coordinates. Then, batch optimization or a fixed-lag-smoother can be applied to solve the underlying optimization problem that results in a highly-sparse nonlinear minimization problem. The proposed framework has been tested in extensive simulations and validated against a commercial multibody software. We release a reference implementation as an open-source C++ library, based on the GTSAM framework, a well-known estimation library. Simulations of forward and inverse dynamics are presented, showing comparable accuracy with classical approaches. The proposed factor graph-based framework has the potential to be integrated into applications related with motion estimation and parameter identification of complex mechanical systems, ranging from mechanisms to vehicles, or robot manipulators.
Optimizing Hospital Room Layout to Reduce the Risk of Patient Falls
Chaeibakhsh, Sarvenaz, Novin, Roya Sabbagh, Hermans, Tucker, Merryweather, Andrew, Kuntz, Alan
Despite years of research into patient falls in hospital rooms, falls and related injuries remain a serious concern to patient safety. In this work, we formulate a gradient-free constrained optimization problem to generate and reconfigure the hospital room interior layout to minimize the risk of falls. We define a cost function built on a hospital room fall model that takes into account the supportive or hazardous effect of the patient's surrounding objects, as well as simulated patient trajectories inside the room. We define a constraint set that ensures the functionality of the generated room layouts in addition to conforming to architectural guidelines. We solve this problem efficiently using a variant of simulated annealing. We present results for two real-world hospital room types and demonstrate a significant improvement of 18% on average in patient fall risk when compared with a traditional hospital room layout and 41% when compared with randomly generated layouts.
Bayesian optimization with improved scalability and derivative information for efficient design of nanophotonic structures
Garcia-Santiago, Xavier, Burger, Sven, Rockstuhl, Carsten, Schneider, Philipp-Immanuel
We propose the combination of forward shape derivatives and the use of an iterative inversion scheme for Bayesian optimization to find optimal designs of nanophotonic devices. This approach widens the range of applicability of Bayesian optmization to situations where a larger number of iterations is required and where derivative information is available. This was previously impractical because the computational efforts required to identify the next evaluation point in the parameter space became much larger than the actual evaluation of the objective function. We demonstrate an implementation of the method by optimizing a waveguide edge coupler.
Neural Fitted Q Iteration based Optimal Bidding Strategy in Real Time Reactive Power Market_1
Patel, Jahnvi, Jay, Devika, Ravindran, Balaraman, Swarup, K. Shanti
In real time electricity markets, the objective of generation companies while bidding is to maximize their profit. The strategies for learning optimal bidding have been formulated through game theoretical approaches and stochastic optimization problems. Similar studies in reactive power markets have not been reported so far because the network voltage operating conditions have an increased impact on reactive power markets than on active power markets. Contrary to active power markets, the bids of rivals are not directly related to fuel costs in reactive power markets. Hence, the assumption of a suitable probability distribution function is unrealistic, making the strategies adopted in active power markets unsuitable for learning optimal bids in reactive power market mechanisms. Therefore, a bidding strategy is to be learnt from market observations and experience in imperfect oligopolistic competition-based markets. In this paper, a pioneer work on learning optimal bidding strategies from observation and experience in a three-stage reactive power market is reported.
On Satisficing in Quantitative Games
Bansal, Suguman, Chatterjee, Krishnendu, Vardi, Moshe Y.
Several problems in planning and reactive synthesis can be reduced to the analysis of two-player quantitative graph games. {\em Optimization} is one form of analysis. We argue that in many cases it may be better to replace the optimization problem with the {\em satisficing problem}, where instead of searching for optimal solutions, the goal is to search for solutions that adhere to a given threshold bound. This work defines and investigates the satisficing problem on a two-player graph game with the discounted-sum cost model. We show that while the satisficing problem can be solved using numerical methods just like the optimization problem, this approach does not render compelling benefits over optimization. When the discount factor is, however, an integer, we present another approach to satisficing, which is purely based on automata methods. We show that this approach is algorithmically more performant -- both theoretically and empirically -- and demonstrates the broader applicability of satisficing overoptimization.
SDP Achieves Exact Minimax Optimality in Phase Synchronization
We study the phase synchronization problem with noisy measurements $Y=z^*z^{*H}+\sigma W\in\mathbb{C}^{n\times n}$, where $z^*$ is an $n$-dimensional complex unit-modulus vector and $W$ is a complex-valued Gaussian random matrix. It is assumed that each entry $Y_{jk}$ is observed with probability $p$. We prove that an SDP relaxation of the MLE achieves the error bound $(1+o(1))\frac{\sigma^2}{2np}$ under a normalized squared $\ell_2$ loss. This result matches the minimax lower bound of the problem, and even the leading constant is sharp. The analysis of the SDP is based on an equivalent non-convex programming whose solution can be characterized as a fixed point of the generalized power iteration lifted to a higher dimensional space. This viewpoint unifies the proofs of the statistical optimality of three different methods: MLE, SDP, and generalized power method. The technique is also applied to the analysis of the SDP for $\mathbb{Z}_2$ synchronization, and we achieve the minimax optimal error $\exp\left(-(1-o(1))\frac{np}{2\sigma^2}\right)$ with a sharp constant in the exponent.