Optimization
Three Pillars Towards Next-Generation Routing System
Li, Lei, Zhang, Mengxuan, Xu, Zizhuo, Xu, Yehong, Zhou, XIaofang
The routing results are playing an increasingly important role in transportation efficiency, but they could generate traffic congestion unintentionally. This is because the traffic condition and routing system are disconnected components in the current routing paradigm. In this paper, we propose a next-generation routing paradigm that could reduce traffic congestion by considering the influence of the routing results in real-time. Specifically, we regard the routing results as the root cause of the future traffic flow, which at the same time is identified as the root cause of traffic conditions. To implement such a system, we identify three essential components: 1) the traffic condition simulation that establishes the relation between traffic flow and traffic condition with guaranteed accuracy; 2) the future route management that supports efficient simulation with dynamic route update; 3) the global routing optimization that improves the overall transportation system efficiency. Preliminary design and experimental results will be presented, and the corresponding challenges and research directions will also be discussed.
Optimal L-Systems for Stochastic L-system Inference Problems
This paper presents two novel theorems that address two open problems in stochastic Lindenmayer-system (L-system) inference, specifically focusing on the construction of an optimal stochastic L-system capable of generating a given sequence of strings. The first theorem delineates a method for crafting a stochastic L-system that maximizes the likelihood of producing a given sequence of words through a singular derivation. Furthermore, the second theorem determines the stochastic L-systems with the highest probability of producing a given sequence of words with multiple possible derivations. From these, we introduce an algorithm to infer an optimal stochastic L-system from a given sequence. This algorithm incorporates sophisticated optimization techniques, such as interior point methods, ensuring production of a stochastically optimal stochastic L-system suitable for generating the given sequence. This allows for the use of using stochastic L-systems as model for machine learning using only positive data for training.
Lexicographic optimization-based approaches to learning a representative model for multi-criteria sorting with non-monotonic criteria
Zhang, Zhen, Li, Zhuolin, Yu, Wenyu
Deriving a representative model using value function-based methods from the perspective of preference disaggregation has emerged as a prominent and growing topic in multi-criteria sorting (MCS) problems. A noteworthy observation is that many existing approaches to learning a representative model for MCS problems traditionally assume the monotonicity of criteria, which may not always align with the complexities found in real-world MCS scenarios. Consequently, this paper proposes some approaches to learning a representative model for MCS problems with non-monotonic criteria through the integration of the threshold-based value-driven sorting procedure. To do so, we first define some transformation functions to map the marginal values and category thresholds into a UTA-like functional space. Subsequently, we construct constraint sets to model non-monotonic criteria in MCS problems and develop optimization models to check and rectify the inconsistency of the decision maker's assignment example preference information. By simultaneously considering the complexity and discriminative power of the models, two distinct lexicographic optimization-based approaches are developed to derive a representative model for MCS problems with non-monotonic criteria. Eventually, we offer an illustrative example and conduct comprehensive simulation experiments to elaborate the feasibility and validity of the proposed approaches.
Fair Minimum Representation Clustering via Integer Programming
Lawless, Connor, Gunluk, Oktay
Clustering is an unsupervised learning task that aims to partition data into a set of clusters. In many applications, these clusters correspond to real-world constructs (e.g., electoral districts, playlists, TV channels) whose benefit can only be attained by groups when they reach a minimum level of representation (e.g., 50\% to elect their desired candidate). In this paper, we study the k-means and k-medians clustering problems with the additional constraint that each group (e.g., demographic group) must have a minimum level of representation in at least a given number of clusters. We formulate the problem through a mixed-integer optimization framework and present an alternating minimization algorithm, called MiniReL, that directly incorporates the fairness constraints. While incorporating the fairness criteria leads to an NP-Hard assignment problem within the algorithm, we provide computational approaches that make the algorithm practical even for large datasets. Numerical results show that the approach is able to create fairer clusters with practically no increase in the clustering cost across standard benchmark datasets.
Thresholded Lexicographic Ordered Multiobjective Reinforcement Learning
Tercan, Alperen, Prabhu, Vinayak S.
Lexicographic multi-objective problems, which impose a lexicographic importance order over the objectives, arise in many real-life scenarios. Existing Reinforcement Learning work directly addressing lexicographic tasks has been scarce. The few proposed approaches were all noted to be heuristics without theoretical guarantees as the Bellman equation is not applicable to them. Additionally, the practical applicability of these prior approaches also suffers from various issues such as not being able to reach the goal state. While some of these issues have been known before, in this work we investigate further shortcomings, and propose fixes for improving practical performance in many cases. We also present a policy optimization approach using our Lexicographic Projection Optimization (LPO) algorithm that has the potential to address these theoretical and practical concerns. Finally, we demonstrate our proposed algorithms on benchmark problems.
Data-driven topology design based on principal component analysis for 3D structural design problems
Yang, Jun, Yaji, Kentaro, Yamasaki, Shintaro
Topology optimization is a structural design methodology widely utilized to address engineering challenges. However, sensitivity-based topology optimization methods struggle to solve optimization problems characterized by strong non-linearity. Leveraging the sensitivity-free nature and high capacity of deep generative models, data-driven topology design (DDTD) methodology is considered an effective solution to this problem. Despite this, the training effectiveness of deep generative models diminishes when input size exceeds a threshold while maintaining high degrees of freedom is crucial for accurately characterizing complex structures. To resolve the conflict between the both, we propose DDTD based on principal component analysis (PCA). Its core idea is to replace the direct training of deep generative models with material distributions by using a principal component score matrix obtained from PCA computation and to obtain the generated material distributions with new features through the restoration process. We apply the proposed PCA-based DDTD to the problem of minimizing the maximum stress in 3D structural mechanics and demonstrate it can effectively address the current challenges faced by DDTD that fail to handle 3D structural design problems. Various experiments are conducted to demonstrate the effectiveness and practicability of the proposed PCA-based DDTD.
Revisiting Safe Exploration in Safe Reinforcement learning
Eckel, David, Zhang, Baohe, Bödecker, Joschka
Safe reinforcement learning (SafeRL) extends standard reinforcement learning with the idea of safety, where safety is typically defined through the constraint of the expected cost return of a trajectory being below a set limit. However, this metric fails to distinguish how costs accrue, treating infrequent severe cost events as equal to frequent mild ones, which can lead to riskier behaviors and result in unsafe exploration. We introduce a new metric, expected maximum consecutive cost steps (EMCC), which addresses safety during training by assessing the severity of unsafe steps based on their consecutive occurrence. This metric is particularly effective for distinguishing between prolonged and occasional safety violations. We apply EMMC in both on- and off-policy algorithm for benchmarking their safe exploration capability. Finally, we validate our metric through a set of benchmarks and propose a new lightweight benchmark task, which allows fast evaluation for algorithm design.
Landscape-Aware Automated Algorithm Configuration using Multi-output Mixed Regression and Classification
Long, Fu Xing, Frenzel, Moritz, Krause, Peter, Gitterle, Markus, Bäck, Thomas, van Stein, Niki
In landscape-aware algorithm selection problem, the effectiveness of feature-based predictive models strongly depends on the representativeness of training data for practical applications. In this work, we investigate the potential of randomly generated functions (RGF) for the model training, which cover a much more diverse set of optimization problem classes compared to the widely-used black-box optimization benchmarking (BBOB) suite. Correspondingly, we focus on automated algorithm configuration (AAC), that is, selecting the best suited algorithm and fine-tuning its hyperparameters based on the landscape features of problem instances. Precisely, we analyze the performance of dense neural network (NN) models in handling the multi-output mixed regression and classification tasks using different training data sets, such as RGF and many-affine BBOB (MA-BBOB) functions. Based on our results on the BBOB functions in 5d and 20d, near optimal configurations can be identified using the proposed approach, which can most of the time outperform the off-the-shelf default configuration considered by practitioners with limited knowledge about AAC. Furthermore, the predicted configurations are competitive against the single best solver in many cases. Overall, configurations with better performance can be best identified by using NN models trained on a combination of RGF and MA-BBOB functions.
Kalman Filtering for Precise Indoor Position and Orientation Estimation Using IMU and Acoustics on Riemannian Manifolds
AlSharif, Mohammed H., Ahmed, Mohanad, Siala, Mohamed, Al-Naffouri, Tareq Y.
Indoor tracking and pose estimation, i.e., determining the position and orientation of a moving target, are increasingly important due to their numerous applications. While Inertial Navigation Systems (INS) provide high update rates, their positioning errors can accumulate rapidly over time. To mitigate this, it is common to integrate INS with complementary systems to correct drift and improve accuracy. This paper presents a novel approach that combines INS with an acoustic Riemannian-based localization system to enhance indoor positioning and orientation tracking. The proposed method employs both the Extended Kalman Filter (EKF) and the Unscented Kalman Filter (UKF) for fusing data from the two systems. The Riemannian-based localization system delivers high-accuracy estimates of the target's position and orientation, which are then used to correct the INS data. A new projection algorithm is introduced to map the EKF or UKF output onto the Riemannian manifold, further improving estimation accuracy. Our results show that the proposed methods significantly outperform benchmark algorithms in both position and orientation estimation. The effectiveness of the proposed methods was evaluated through extensive numerical simulations and testing using our in-house experimental setup. These evaluations confirm the superior performance of our approach in practical scenarios.
Solving Integrated Process Planning and Scheduling Problem via Graph Neural Network Based Deep Reinforcement Learning
Li, Hongpei, Zhang, Han, He, Ziyan, Jia, Yunkai, Jiang, Bo, Huang, Xiang, Ge, Dongdong
The Integrated Process Planning and Scheduling (IPPS) problem combines process route planning and shop scheduling to achieve high efficiency in manufacturing and maximize resource utilization, which is crucial for modern manufacturing systems. Traditional methods using Mixed Integer Linear Programming (MILP) and heuristic algorithms can not well balance solution quality and speed when solving IPPS. In this paper, we propose a novel end-to-end Deep Reinforcement Learning (DRL) method. We model the IPPS problem as a Markov Decision Process (MDP) and employ a Heterogeneous Graph Neural Network (GNN) to capture the complex relationships among operations, machines, and jobs. To optimize the scheduling strategy, we use Proximal Policy Optimization (PPO). Experimental results show that, compared to traditional methods, our approach significantly improves solution efficiency and quality in large-scale IPPS instances, providing superior scheduling strategies for modern intelligent manufacturing systems.