Optimization
On the Cooling-Aware Workload Placement Problem
Cremonesi, Paolo (Politecnico di Milano) | Sansottera, Andrea (Politecnico di Milano) | Gualandi, Stefano (Università)
This paper proposes a new challenging optimization problem, called COOLING-AWARE WORKLOADPLACEMENT PROBLEM, that looks for a workload placement that optimizes the overall data center power consumption given by the sum of the server power consumption and of the computer room air conditioner power consumption. We formulate CWPP as a Mixed Integer Non Linear Problem using a cross-interferencematrix that links the workload placement to the cold airtemperature. Since state-of-the-art Mixed Integer Non Linear solvers can solve to optimality only the smallest instances, we devised two heuristics to obtain good feasible solutions: (i) a heuristic algorithm based on an integer linear relaxation of the problem, and (ii) a VariableNeighborhood Search algorithm. Both heuristic algorithms are evaluated against the best lower bounds obtained with a Mixed Integer Non Linear solver. Preliminary computational results show that both heuristics provide solutions that have a small percentage gap from the optimal solutions.
Computing Randomized Security Strategies in Networked Domains
Letchford, Joshua (Duke University) | Vorobeychik, Yevgeniy (Sandia National Laboratories)
Traditionally, security decisions have been made without explicitly accounting for adaptive, intelligent attackers. Recent game theoretic security models have explicitly included attacker response in computing randomized security policies. Techniques to date, however, generally fail to explicitly account for interdependence between the targets to be secured, which is of vital importance in a variety of domains, including cyber, supply chain, and critical infrastructure security. We introduce a novel framework for computing optimal randomized security policies in networked domains which extends previous approaches in two ways. First, we extend previous linear programming techniques for Stackelberg security games to incorporate benefits and costs of arbitrary security configurations on individual assets. Second, we offer a principled model of failure cascades that allows us to capture both the direct and indirect value of assets. Finally, we use our framework to analyze four models, two based on random graph generation models, a simple model of interdependence between critical infrastructure and key resource sectors, and a model of the Fedwire interbank payment network.
Addressing Execution and Observation Error in Security Games
Jain, Manish (University of Southern California) | Yin, Zhengyu ( University of Southern California ) | Tambe, Milind ( University of Southern California ) | Ordรณรฑez, Fernando (University of Southern California and University of Chile (Santiago))
Attacker-defender Stackelberg games have become a popular game-theoretic approach for security with deployments for LAX Police, the FAMS and the TSA. Unfortunately, most of the existing solution approaches do not model two key uncertainties of the real-world: there may be noise in the defenderโs execution of the suggested mixed strategy and/or the observations made by an attacker can be noisy. In this paper, we analyze a framework to model these uncertainties, and demonstrate that previous strategies perform poorly in such uncertain settings. We also analyze RECON, a novel algorithm that computes strategies for the defender that are robust to such uncertainties, and explore heuristics that further improve RECONโs efficiency.
Belief-Propagation for Weighted b-Matchings on Arbitrary Graphs and its Relation to Linear Programs with Integer Solutions
Bayati, Mohsen, Borgs, Christian, Chayes, Jennifer, Zecchina, Riccardo
We consider the general problem of finding the minimum weight $\bm$-matching on arbitrary graphs. We prove that, whenever the linear programming (LP) relaxation of the problem has no fractional solutions, then the belief propagation (BP) algorithm converges to the correct solution. We also show that when the LP relaxation has a fractional solution then the BP algorithm can be used to solve the LP relaxation. Our proof is based on the notion of graph covers and extends the analysis of (Bayati-Shah-Sharma 2005 and Huang-Jebara 2007}. These results are notable in the following regards: (1) It is one of a very small number of proofs showing correctness of BP without any constraint on the graph structure. (2) Variants of the proof work for both synchronous and asynchronous BP; it is the first proof of convergence and correctness of an asynchronous BP algorithm for a combinatorial optimization problem.
Non-Parametric Approximate Linear Programming for MDPs
Pazis, Jason (Duke University) | Parr, Ronald (Duke University)
The Approximate Linear Programming (ALP) approach to value function approximation for MDPs is a parametric value function approximation method, in that it represents the value function as a linear combination of features which are chosen a priori. Choosing these features can be a difficult challenge in itself. One recent effort, Regularized Approximate Linear Programming (RALP), uses L1 regularization to address this issue by combining a large initial set of features with a regularization penalty that favors a smooth value function with few non-zero weights. Rather than using smoothness as a backhanded way of addressing the feature selection problem, this paper starts with smoothness and develops a non-parametric approach to ALP that is consistent with the smoothness assumption. We show that this new approach has some favorable practical and analytical properties in comparison to (R)ALP.
Linear Dynamic Programs for Resource Management
Petrik, Marek (IBM Research) | Zilberstein, Shlomo (University of Massachusetts, Amherst)
Sustainable resource management in many domains presents large continuous stochastic optimization problems, which can often be modeled as Markov decision processes (MDPs). To solve such large MDPs, we identify and leverage linearity in state and action sets that is common in resource management. In particular, we introduce linear dynamic programs (LDPs) that generalize resource management problems and partially observable MDPs (POMDPs). We show that the LDP framework makes it possible to adapt point-based methods--the state of the art in solving POMDPs--to solving LDPs. The experimental results demonstrate the efficiency of this approach in managing the water level of a river reservoir. Finally, we discuss the relationship with dual dynamic programming, a method used to optimize hydroelectric systems.
The Steiner Multigraph Problem: Wildlife Corridor Design for Multiple Species
Lai, Katherine J. (Cornell University) | Gomes, Carla P. (Cornell University) | Schwartz, Michael K. (USDA Forest Service Rocky Mountain Research Station) | McKelvey, Kevin S. (USDA Forest Service Rocky Mountain Research Station) | Calkin, David E. (USDA Forest Service Rocky Mountain Research Station) | Montgomery, Claire A. (Oregon State University)
The conservation of wildlife corridors between existing habitat preserves is important for combating the effects of habitat loss and fragmentation facing species of concern. We introduce the Steiner Multigraph Problem to model the problem of minimum-cost wildlife corridor design for multiple species with different landscape requirements. This problem can also model other analogous settings in wireless and social networks. As a generalization of Steiner forest, the goal is to find a minimum-cost subgraph that connects multiple sets of terminals. In contrast to Steiner forest, each set of terminals can only be connected via a subset of the nodes. Generalizing Steiner forest in this way makes the problem NP-hard even when restricted to two pairs of terminals. However, we show that if the node subsets have a nested structure, the problem admits a fixed-parameter tractable algorithm in the number of terminals. We successfully test exact and heuristic solution approaches on a wildlife corridor instance for wolverines and lynx in western Montana, showing that though the problem is computationally hard, heuristics perform well, and provably optimal solutions can still be obtained.
Dynamic Resource Allocation in Conservation Planning
Golovin, Daniel (Caltech) | Krause, Andreas (ETH Zurich) | Gardner, Beth (North Carolina State University) | Converse, Sarah J. (US Geological Survey Patuxent Wildlife Research Center) | Morey, Steve (US Fish and Wildlife Service)
Consider the problem of protecting endangered species by selecting patches of land to be used for conservation purposes. Typically, the availability of patches changes over time, and recommendations must be made dynamically. This is a challenging prototypical example of a sequential optimization problem under uncertainty in computational sustainability. Existing techniques do not scale to problems of realistic size. In this paper, we develop an efficient algorithm for adaptively making recommendations for dynamic conservation planning, and prove that it obtains near-optimal performance. We further evaluate our approach on a detailed reserve design case study of conservation planning for three rare species in the Pacific Northwest of the United States.
CCRank: Parallel Learning to Rank with Cooperative Coevolution
Wang, Shuaiqiang (Shandong University of Finance) | Gao, Byron J. (Texas State University-San Marcos) | Wang, Ke (Simon Fraser University) | Lauw, Hady W. (Institute for Infocomm Research)
We propose CCRank, the first parallel algorithm for learning to rank, targeting simultaneous improvement in learning accuracy and efficiency. CCRank is based on cooperative coevolution (CC), a divide-and-conquer framework that has demonstrated high promise in function optimization for problems with large search space and complex structures. Moreover, CC naturally allows parallelization of sub-solutions to the decomposed subproblems, which can substantially boost learning efficiency. With CCRank, we investigate parallel CC in the context of learning to rank. Extensive experiments on benchmarks in comparison with the state-of-the-art algorithms show that CCRank gains in both accuracy and efficiency.
Automated Abstractions for Patrolling Security Games
Basilico, Nicola (Politecnico di Milano) | Gatti, Nicola (Politecnico di Milano)
Recently, there has been a significant interest in studying security games to provide tools for addressing resource allocation problems in security applications. Patrolling security games (PSGs) constitute a special class of security games wherein the resources are mobile. One of the most relevant open problems in security games is the design of scalable algorithms to tackle realistic scenarios. While the literature mainly focuses on heuristics and decomposition techniques (e.g., double oracle), in this paper we provide, to the best of our knowledge, the first study on the use of abstractions in security games (specifically for PSGs) to design scalable algorithms. We define some classes of abstractions and we provide parametric algorithms to automatically generate abstractions. We show that abstractions allow one to relax the constraint of patrolling strategies' Markovianity (customary in PSGs) and to solve large game instances. We additionally pose the problem to search for the optimal abstraction and we develop an anytime algorithm to find it.