Optimization
Using Linear Programming and Divide and Conquer to Solve Large Games of Imperfect Information
Parker, Jon (Georgetown University, Johns Hopkins University)
Solving games of imperfect information with linear programming took a significant leap forward when Koller, Megiddo, and Stengel (KMS) proposed an exponentially more compact way to represent two-player games of imperfect information as linear programs. Despite this substantial advancement many recent works on solving these games rely on Counter Factual Regret Minimization (CFR) as opposed to linear programming. One reason CFR became a standard approach is that CFR is easily parallelizable whereas the linear program defined by KMS's technique is difficult to solve in parallel. Convenient parallelism made CFR more amenable to multi-core computing environments and large games. This paper presents a method to parallelize the linear programing techniques of KMS. The proposed iterative method divides a potentially intractable linear program representing a large game of imperfect information into many smaller linear programs. Each of the smaller LPs can be processed independently and in parallel. It is shown that the solutions to the smaller LPs interact together over multiple iterations of this algorithm to produce a strategy pair that converges to the Nash Equilibrium solution to the original undivided problem. This is the first work to propose a Dantzig-Wolfe style decomposition for solving two-player games of imperfect information.
Agents Vote for the Environment: Designing Energy-Efficient Architecture
Marcolino, Leandro Soriano (University of Southern California) | Gerber, David (University of Southern California) | Kolev, Boian (California State University, Dominguez Hills) | Price, Samori (California State University, Dominguez Hills) | Pantazis, Evangelos (University of Southern California) | Tian, Ye (University of Southern California) | Tambe, Milind (University of Southern California)
Saving energy is a major concern. Hence, it is fundamental to design and construct buildings that are energy-efficient. It is known that the early stage of architectural design has a significant impact on this matter. However, it is complex to create designs that are optimally energy efficient, and at the same time balance other essential criterias such as economics, space, and safety. One state-of-the art approach is to create parametric designs, and use a genetic algorithm to optimize across different objectives. We further improve this method, by aggregating the solutions of multiple agents. We evaluate diverse teams, composed by different agents; and uniform teams, composed by multiple copies of a single agent. We test our approach across three design cases of increasing complexity, and show that the diverse team provides a significantly larger percentage of optimal solutions than single agents.
Algorithms for Stochastic Physical Search on General Graphs
Brown, Daniel S. (Air Force Research Laboratories) | Hudack, Jeffrey (Air Force Research Laboratories) | Banerjee, Bikramjit (University of Southern Mississippi)
Stochastic Physical Search (SPS) refers to the search for an item in a physical environment where the item's price is stochastic, and where the cost to obtain the item includes both travel and purchase costs. This type of problem models task planning scenarios where the cost of completing an objective at a location is drawn from a probability distribution, reflecting the influence of unknown factors. Prior work on this domain has focused on solutions where the expected cost is minimized. Recently, SPS problems with other objectives have been proposed and theoretically analyzed, in particular when either the budget or the desired probability of success is fixed. However, general optimal solvers for these new variants do not yet exist. We present algorithms for optimal solution of these variants on general graphs. We formulate them as mixed integer linear programming problems, and solve them using an off-the-shelf MILP solver. We then develop custom branch and bound algorithms which result in a dramatic reduction in computation speed. Using these algorithms, we generate empirical insights into the hardness landscape of the fixed budget and fixed probability of success SPS variants.
State Space Abstraction in Artificial Intelligence and Operations Research
Holte, Robert C. (University of Alberta) | Fan, Gaojian (University of Alberta)
In this paper we compare the abstraction methods used for state space search and planning in Artificial Intelligence with the state space relaxation methods used in Operations Research for various optimization problems such as the Travelling Salesman problem (TSP). Although developed independently, these methods are based on exactly the same general idea: lower bounds on distances in a given state space can be derived by computing exact distances in a ``simplified" state space. Our aim is to describe these methods so that the two communities understand what each other has done and can begin to work together.
Designing a Portfolio of Parameter Configurations for Online Algorithm Selection
Gunawan, Aldy (Singapore Management University) | Lau, Hoong Chuin (Singapore Management University) | Misir, Mustafa (Singapore Management University)
Algorithm portfolios seek to determine an effective set of algorithms that can be used within an algorithm selection framework to solve problems. A limited number of these portfolio studies focus on generating different versions of a target algorithm using different parameter configurations. In this paper, we employ a Design of Experiments (DOE) approach to determine a promising range of values for each parameter of an algorithm. These ranges are further processed to determine a portfolio of parameter configurations, which would be used within two online Algorithm Selection approaches for solving different instances of a given combinatorial optimization problem effectively. We apply our approach on a Simulated Annealing-Tabu Search (SA-TS) hybrid algorithm for solving the Quadratic Assignment Problem (QAP) as well as an Iterated Local Search (ILS) on the Travelling Salesman Problem (TSP). We also generate a portfolio of parameter configurations using best-of-breed parameter tuning approaches directly for the comparison purpose. Experimental results show that our approach lead to improvements over best-of-breed parameter tuning approaches.
Dynamic Redeployment to Counter Congestion or Starvation in Vehicle Sharing Systems
Ghosh, Supriyo (Singapore Management University) | Varakantham, Pradeep (Singapore Management University) | Adulyasak, Yossiri ( Massachusetts Institute of Technology ) | Jaillet, Patrick ( Massachusetts Institute of Technology)
Vehicle-sharing (ex: bike sharing, car sharing) is widelyadopted in many cities of the world due to concernsassociated with extensive private vehicle usage, whichhas led to increased carbon emissions, traffic conges-tion and usage of non-renewable resources. In vehicle-sharing systems, base stations are strategically placedthroughout a city and each of the base stations containa pre-determined number of vehicles at the beginningof each day. Due to the stochastic and individualisticmovement of customers, typically, there is either con-gestion (more than required) or starvation (fewer thanrequired) of vehicles at certain base stations. As demon-strated in our experimental results, this happens oftenand can cause a significant loss in demand. We proposeto dynamically redeploy idle vehicles using carriers soas to minimize lost demand or alternatively maximizerevenue of the vehicle sharing company. To that end,we contribute an optimization formulation to jointly ad-dress the redeployment (of vehicles) and routing (of car-riers) problems and provide two approaches that rely ondecomposability and abstraction of problem domains toreduce the computation time significantly. Finally, wedemonstrate the utility of our approaches on two realworld data sets of bike-sharing companies.
HVAC-Aware Occupancy Scheduling
Lim, BoonPing (NICTA and Australian National University) | Briel, Menkes van den (NICTA and Australian National University) | Thiebaux, Sylvie (NICTA and Australian National University) | Backhaus, Scott (Los Alamos National Laboratory) | Bent, Russell (Los Alamos National Laboratory)
Energy consumption in commercial and educational buildings is impacted by group activities such as meetings, workshops, classes and exams, and can be reduced by scheduling these activities to take place at times and locations that are favorable from an energy standpoint. This paper improves on the effectiveness of energy-aware room-booking and occupancy scheduling approaches, by allowing the scheduling decisions to rely on an explicit model of the building's occupancy-based HVAC control. The core component of our approach is a mixed-integer linear programming (MILP) model which optimally solves the joint occupancy scheduling and occupancy-based HVAC control problem. To scale up to realistic problem sizes, we embed this MILP model into a large neighbourhood search (LNS). We obtain substantial energy reduction in comparison with occupancy-based HVAC control using arbitrary schedules or using schedules obtained by existing heuristic energy-aware scheduling approaches.
Optimal Planning Strategy for Ambush Avoidance
Boidot, Emmanuel (Georgia Institute of Technology) | Marzuoli, Aude (Georgia Institute of Technology) | Feron, Eric (Georgia Institute of Technology)
Operating vehicles in adversarial environments between a recurring origin-destination pair requires new planning techniques. Such a technique, presented in this paper, is a game inspired by Ruckleโs original contribution. The goal of the first player is to minimize the expected casualties undergone by a moving agent. The goal of the second player is to maximize this damage. The outcome of the game is obtained via a linear program that solves the corresponding minmax optimization problem over this outcome. The formulation originally proposed by Feron and Joseph is extended to different environment models in order to compute routing strategies over unstructured environments. To compare these methods for increasingly accurate representations of the environment, a grid-based model is chosen to represent the environment and the existence of a sufficient network size is highlighted. A global framework for the generation of realistic routing strategies between any two points is described. Finally the practicality of the proposed framework is illustrated on real world environments.
Exact tensor completion using t-SVD
In this paper we focus on the problem of completion of multidimensional arrays (also referred to as tensors) from limited sampling. Our approach is based on a recently proposed tensor-Singular Value Decomposition (t-SVD) [1]. Using this factorization one can derive notion of tensor rank, referred to as the tensor tubal rank, which has optimality properties similar to that of matrix rank derived from SVD. As shown in [2] some multidimensional data, such as panning video sequences exhibit low tensor tubal rank and we look at the problem of completing such data under random sampling of the data cube. We show that by solving a convex optimization problem, which minimizes the tensor nuclear norm obtained as the convex relaxation of tensor tubal rank, one can guarantee recovery with overwhelming probability as long as samples in proportion to the degrees of freedom in t-SVD are observed. In this sense our results are order-wise optimal. The conditions under which this result holds are very similar to the incoherency conditions for the matrix completion, albeit we define incoherency under the algebraic set-up of t-SVD. We show the performance of the algorithm on some real data sets and compare it with other existing approaches based on tensor flattening and Tucker decomposition.
Identifiability of the Simplex Volume Minimization Criterion for Blind Hyperspectral Unmixing: The No Pure-Pixel Case
Lin, Chia-Hsiang, Ma, Wing-Kin, Li, Wei-Chiang, Chi, Chong-Yung, Ambikapathi, ArulMurugan
In blind hyperspectral unmixing (HU), the pure-pixel assumption is well-known to be powerful in enabling simple and effective blind HU solutions. However, the pure-pixel assumption is not always satisfied in an exact sense, especially for scenarios where pixels are heavily mixed. In the no pure-pixel case, a good blind HU approach to consider is the minimum volume enclosing simplex (MVES). Empirical experience has suggested that MVES algorithms can perform well without pure pixels, although it was not totally clear why this is true from a theoretical viewpoint. This paper aims to address the latter issue. We develop an analysis framework wherein the perfect endmember identifiability of MVES is studied under the noiseless case. We prove that MVES is indeed robust against lack of pure pixels, as long as the pixels do not get too heavily mixed and too asymmetrically spread. The theoretical results are verified by numerical simulations.