Optimization
All You Need is an Improving Column: Enhancing Column Generation for Parallel Machine Scheduling via Transformers
Hijazi, Amira, Ozaltin, Osman, Uzsoy, Reha
We present a neural network-enhanced column generation (CG) approach for a parallel machine scheduling problem. The proposed approach utilizes an encoder-decoder attention model, namely the transformer and pointer architectures, to develop job sequences with negative reduced cost and thus generate columns to add to the master problem. By training the neural network offline and using it in inference mode to predict negative reduced costs columns, we achieve significant computational time savings compared to dynamic programming (DP). Since the exact DP procedure is used to verify that no further columns with negative reduced cost can be identified at termination, the optimality guarantee of the original CG procedure is preserved. For small to medium-sized instances, our approach achieves an average 45% reduction in computation time compared to solving the subproblems with DP. Furthermore, the model generalizes not only to unseen, larger problem instances from the same probability distribution but also to instances from different probability distributions than those presented at training time. For large-sized instances, the proposed approach achieves an 80% improvement in the objective value in under 500 seconds, demonstrating both its scalability and efficiency.
Patrol Security Game: Defending Against Adversary with Freedom in Attack Timing, Location, and Duration
Yang, Hao-Tsung, Weng, Ting-Kai, Chang, Ting-Yu, Liu, Kin Sum, Lin, Shan, Gao, Jie, Tsai, Shih-Yu
We explored the Patrol Security Game (PSG), a robotic patrolling problem modeled as an extensive-form Stackelberg game, where the attacker determines the timing, location, and duration of their attack. Our objective is to devise a patrolling schedule with an infinite time horizon that minimizes the attacker's payoff. We demonstrated that PSG can be transformed into a combinatorial minimax problem with a closed-form objective function. By constraining the defender's strategy to a time-homogeneous first-order Markov chain (i.e., the patroller's next move depends solely on their current location), we proved that the optimal solution in cases of zero penalty involves either minimizing the expected hitting time or return time, depending on the attacker model, and that these solutions can be computed efficiently. Additionally, we observed that increasing the randomness in the patrol schedule reduces the attacker's expected payoff in high-penalty cases. However, the minimax problem becomes non-convex in other scenarios. To address this, we formulated a bi-criteria optimization problem incorporating two objectives: expected maximum reward and entropy. We proposed three graph-based algorithms and one deep reinforcement learning model, designed to efficiently balance the trade-off between these two objectives. Notably, the third algorithm can identify the optimal deterministic patrol schedule, though its runtime grows exponentially with the number of patrol spots. Experimental results validate the effectiveness and scalability of our solutions, demonstrating that our approaches outperform state-of-the-art baselines on both synthetic and real-world crime datasets.
Towards Safer Heuristics With XPlain
Karimi, Pantea, Pirelli, Solal, Kakarla, Siva Kesava Reddy, Beckett, Ryan, Segarra, Santiago, Li, Beibin, Namyar, Pooria, Arzani, Behnaz
Many problems that cloud operators solve are computationally expensive, and operators often use heuristic algorithms (that are faster and scale better than optimal) to solve them more efficiently. Heuristic analyzers enable operators to find when and by how much their heuristics underperform. However, these tools do not provide enough detail for operators to mitigate the heuristic's impact in practice: they only discover a single input instance that causes the heuristic to underperform (and not the full set), and they do not explain why. We propose XPlain, a tool that extends these analyzers and helps operators understand when and why their heuristics underperform. We present promising initial results that show such an extension is viable.
Achieving O(1/N) Optimality Gap in Restless Bandits through Diffusion Approximation
Yan, Chen, Wang, Weina, Ying, Lei
The Restless Multi-Armed Bandit (RMAB) problem is a fundamental framework in decision theory and operations research, where a decision maker must choose which among multiple tasks (arms) to work on (pull) at each time step in order to maximize cumulative reward [24]. Unlike the classic bandit problem [14], in the restless variant, the state of each arm evolves stochastically regardless of whether it is pulled. This problem has gained significant attention due to its applicability in various domains where optimal decision-making under uncertainty is critical, such as machine maintenance [11], target tracking [17], network communication [18] and clinic trials [22], to name a few. Despite its relevance, the RMAB problem is known to be PSPACE-hard [19], and finding optimal policies is computationally challenging, especially when the number of arms N is large. In this paper, we focus on the finite horizon version of the RMAB problem with N homogeneous arms and horizon H, where each arm follows the same (time-dependent) state transition and reward function. While computing the exact optimal policy is impractical, the homogeneity of the model allows for the design of efficient heuristic policies. One such class of heuristics is based on fluid approximation, which transforms the original N-armed RMAB problem into a Linear Program (LP).
Network Topology Inference from Smooth Signals Under Partial Observability
Peng, Chuansen, Tang, Hanning, Wang, Zhiguo, Shen, Xiaojing
Inferring network topology from smooth signals is a significant problem in data science and engineering. A common challenge in real-world scenarios is the availability of only partially observed nodes. While some studies have considered hidden nodes and proposed various optimization frameworks, existing methods often lack the practical efficiency needed for large-scale networks or fail to provide theoretical convergence guarantees. In this paper, we address the problem of inferring network topologies from smooth signals with partially observed nodes. We propose a first-order algorithmic framework that includes two variants: one based on column sparsity regularization and the other on a low-rank constraint. We establish theoretical convergence guarantees and demonstrate the linear convergence rate of our algorithms. Extensive experiments on both synthetic and real-world data show that our results align with theoretical predictions, exhibiting not only linear convergence but also superior speed compared to existing methods. To the best of our knowledge, this is the first work to propose a first-order algorithmic framework for inferring network structures from smooth signals under partial observability, offering both guaranteed linear convergence and practical effectiveness for large-scale networks.
TAGExplainer: Narrating Graph Explanations for Text-Attributed Graph Learning Models
Pan, Bo, Xiong, Zhen, Wu, Guanchen, Zhang, Zheng, Zhang, Yifei, Zhao, Liang
Representation learning of Text-Attributed Graphs (TAGs) has garnered significant attention due to its applications in various domains, including recommendation systems and social networks. Despite advancements in TAG learning methodologies, challenges remain in explainability due to the black-box nature of existing TAG representation learning models. This paper presents TAGExplainer, the first method designed to generate natural language explanations for TAG learning. TAGExplainer employs a generative language model that maps input-output pairs to explanations reflecting the model's decision-making process. To address the lack of annotated ground truth explanations in real-world scenarios, we propose first generating pseudo-labels that capture the model's decisions from saliency-based explanations, then the pseudo-label generator is iteratively trained based on three training objectives focusing on faithfulness and brevity via Expert Iteration, to improve the quality of generated pseudo-labels. The high-quality pseudo-labels are finally utilized to train an end-to-end explanation generator model. Extensive experiments are conducted to demonstrate the effectiveness of TAGExplainer in producing faithful and concise natural language explanations.
Stochastic Quasi-Newton Optimization in Large Dimensions Including Deep Network Training
Suman, Uttam, Mamajiwala, Mariya, Saxena, Mukul, Tyagi, Ankit, Roy, Debasish
Our proposal is on a new stochastic optimizer for non-convex and possibly non-smooth objective functions typically defined over large dimensional design spaces. Towards this, we have tried to bridge noise-assisted global search and faster local convergence, the latter being the characteristic feature of a Newton-like search. Our specific scheme -- acronymed FINDER (Filtering Informed Newton-like and Derivative-free Evolutionary Recursion), exploits the nonlinear stochastic filtering equations to arrive at a derivative-free update that has resemblance with the Newton search employing the inverse Hessian of the objective function. Following certain simplifications of the update to enable a linear scaling with dimension and a few other enhancements, we apply FINDER to a range of problems, starting with some IEEE benchmark objective functions to a couple of archetypal data-driven problems in deep networks to certain cases of physics-informed deep networks. The performance of the new method vis-\'a-vis the well-known Adam and a few others bears evidence to its promise and potentialities for large dimensional optimization problems of practical interest.
Building Trust in Black-box Optimization: A Comprehensive Framework for Explainability
Nezami, Nazanin, Anahideh, Hadis
Optimizing costly black-box functions within a constrained evaluation budget presents significant challenges in many real-world applications. Surrogate Optimization (SO) is a common resolution, yet its proprietary nature introduced by the complexity of surrogate models and the sampling core (e.g., acquisition functions) often leads to a lack of explainability and transparency. While existing literature has primarily concentrated on enhancing convergence to global optima, the practical interpretation of newly proposed strategies remains underexplored, especially in batch evaluation settings. In this paper, we propose \emph{Inclusive} Explainability Metrics for Surrogate Optimization (IEMSO), a comprehensive set of model-agnostic metrics designed to enhance the transparency, trustworthiness, and explainability of the SO approaches. Through these metrics, we provide both intermediate and post-hoc explanations to practitioners before and after performing expensive evaluations to gain trust. We consider four primary categories of metrics, each targeting a specific aspect of the SO process: Sampling Core Metrics, Batch Properties Metrics, Optimization Process Metrics, and Feature Importance. Our experimental evaluations demonstrate the significant potential of the proposed metrics across different benchmarks.
Optimizing Collaborative Robotics since Pre-Deployment via Cyber-Physical Systems' Digital Twins
Cella, Christian, Faroni, Marco, Zanchettin, Andrea, Rocco, Paolo
The collaboration between humans and robots re-quires a paradigm shift not only in robot perception, reasoning, and action, but also in the design of the robotic cell. This paper proposes an optimization framework for designing collaborative robotics cells using a digital twin during the pre-deployment phase. This approach mitigates the limitations of experience-based sub-optimal designs by means of Bayesian optimization to find the optimal layout after a certain number of iterations. By integrating production KPIs into a black-box optimization frame-work, the digital twin supports data-driven decision-making, reduces the need for costly prototypes, and ensures continuous improvement thanks to the learning nature of the algorithm. The paper presents a case study with preliminary results that show how this methodology can be applied to obtain safer, more efficient, and adaptable human-robot collaborative environments.
DRL Optimization Trajectory Generation via Wireless Network Intent-Guided Diffusion Models for Optimizing Resource Allocation
Wu, Junjie, Fang, Xuming, Niyato, Dusit, Wang, Jiacheng, Wang, Jingyu
With the rapid advancements in wireless communication fields, including low-altitude economies, 6G, and Wi-Fi, the scale of wireless networks continues to expand, accompanied by increasing service quality demands. Traditional deep reinforcement learning (DRL)-based optimization models can improve network performance by solving non-convex optimization problems intelligently. However, they heavily rely on online deployment and often require extensive initial training. Online DRL optimization models typically make accurate decisions based on current channel state distributions. When these distributions change, their generalization capability diminishes, which hinders the responsiveness essential for real-time and high-reliability wireless communication networks. Furthermore, different users have varying quality of service (QoS) requirements across diverse scenarios, and conventional online DRL methods struggle to accommodate this variability. Consequently, exploring flexible and customized AI strategies is critical. We propose a wireless network intent (WNI)-guided trajectory generation model based on a generative diffusion model (GDM). This model can be generated and fine-tuned in real time to achieve the objective and meet the constraints of target intent networks, significantly reducing state information exposure during wireless communication. Moreover, The WNI-guided optimization trajectory generation can be customized to address differentiated QoS requirements, enhancing the overall quality of communication in future intelligent networks. Extensive simulation results demonstrate that our approach achieves greater stability in spectral efficiency variations and outperforms traditional DRL optimization models in dynamic communication systems.