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Register a new userTwo Stage Optimization with Recourse and Revocation
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Haotian Jiang
Publication date
2016
fields
Informatics Engineering
and research's language is
English
Authors
Haotian Jiang
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Two-stage optimization with recourse model is an important and widely used model, which has been studied extensively these years. In this article, we will look at a new variant of it, called the two-stage optimization with recourse and revocation model. This new model differs from the traditional one in that one is allowed to revoke some of his earlier decisions and withdraw part of the earlier costs, which is not unlikely in many real applications, and is therefore considered to be more realistic under many situations. We will adopt several approaches to study this model. In fact, we will develop an LP rounding scheme for some cover problems and show that they can be solved using this scheme and an adaptation of the rounding approach for the deterministic counterpart, provided the polynomial scenario assumption. Stochastic uncapacitated facility location problem will also be studied to show that the approximation algorithm that worked for the two-stage with recourse model worked for this model as well. In addition, we will use other methods to study the model.
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We present a method to solve two-stage stochastic problems with fixed recourse when the uncertainty space can have either discrete or continuous distributions. Given a partition of the uncertainty space, the method is addressed to solve a discrete problem with one scenario for each element of the partition (sub-regions of the uncertainty space). Fixing first stage variables, we formulate a second stage subproblem for each element, and exploiting information from the dual of these problems, we provide conditions that the partition must satisfy to obtain the optimal solution. These conditions provide guidance on how to refine the partition, converging iteratively to the optimal solution. Results from computational experiments show how the method automatically refines the partition of the uncertainty space in the regions of interest for the problem. Our algorithm is a generalization of the adaptive partition-based method presented by Song & Luedtke (2015) for discrete distributions, extending its applicability to more general cases.
The main focus of this paper is radius-based (supplier) clustering in the two-stage stochastic setting with recourse, where the inherent stochasticity of the model comes in the form of a budget constraint. We also explore a number of variants where additional constraints are imposed on the first-stage decisions, specifically matroid and multi-knapsack constraints. Our eventual goal is to provide results for supplier problems in the most general distributional setting, where there is only black-box access to the underlying distribution. To that end, we follow a two-step approach. First, we develop algorithms for a restricted version of each problem, in which all possible scenarios are explicitly provided; second, we employ a novel emph{scenario-discarding} variant of the standard emph{Sample Average Approximation (SAA)} method, in which we crucially exploit properties of the restricted-case algorithms. We finally note that the scenario-discarding modification to the SAA method is necessary in order to optimize over the radius.
A sketch is a probabilistic data structure used to record frequencies of items in a multi-set. Sketches are widely used in various fields, especially those that involve processing and storing data streams. In streaming applications with high data rates, a sketch fills up very quickly. Thus, its contents are periodically transferred to the remote collector, which is responsible for answering queries. In this paper, we propose a new sketch, called Slim-Fat (SF) sketch, which has a significantly higher accuracy compared to prior art, a much smaller memory footprint, and at the same time achieves the same speed as the best prior sketch. The key idea behind our proposed SF-sketch is to maintain two separate sketches: a small sketch called Slim-subsketch and a large sketch called Fat-subsketch. The Slim-subsketch is periodically transferred to the remote collector for answering queries quickly and accurately. The Fat-subsketch, however, is not transferred to the remote collector because it is used only to assist the Slim-subsketch during the insertions and deletions and is not used to answer queries. We implemented and extensively evaluated SF-sketch along with several prior sketches and compared them side by side. Our experimental results show that SF-sketch outperforms the most widely used CM-sketch by up to 33.1 times in terms of accuracy. We have released the source codes of our proposed sketch as well as existing sketches at Github. The short version of this paper will appear in ICDE 2017.
In this paper we study the facility location problem in the online with recourse and dynamic algorithm models. In the online with recourse model, clients arrive one by one and our algorithm needs to maintain good solutions at all time steps with only a few changes to the previously made decisions (called recourse). We show that the classic local search technique can lead to a $(1+sqrt{2}+epsilon)$-competitive online algorithm for facility location with only $Oleft(frac{log n}{epsilon}logfrac1epsilonright)$ amortized facility and client recourse. We then turn to the dynamic algorithm model for the problem, where the main goal is to design fast algorithms that maintain good solutions at all time steps. We show that the result for online facility location, combined with the randomized local search technique of Charikar and Guha [10], leads to an $O(1+sqrt{2}+epsilon)$ approximation dynamic algorithm with amortized update time of $tilde O(n)$ in the incremental setting. Notice that the running time is almost optimal, since in general metric space it takes $Omega(n)$ time to specify a new clients position. The approximation factor of our algorithm also matches the best offline analysis of the classic local search algorithm. Finally, we study the fully dynamic model for facility location, where clients can both arrive and depart. Our main result is an $O(1)$-approximation algorithm in this model with $O(|F|)$ preprocessing time and $O(log^3 D)$ amortized update time for the HST metric spaces. Using the seminal results of Bartal [4] and Fakcharoenphol, Rao and Talwar [17], which show that any arbitrary $N$-point metric space can be embedded into a distribution over HSTs such that the expected distortion is at most $O(log N)$, we obtain a $O(log |F|)$ approximation with preprocessing time of $O(|F|^2log |F|)$ and $O(log^3 D)$ amortized update time.
In the classical Online Metric Matching problem, we are given a metric space with $k$ servers. A collection of clients arrive in an online fashion, and upon arrival, a client should irrevocably be matched to an as-yet-unmatched server. The goal is to find an online matching which minimizes the total cost, i.e., the sum of distances between each client and the server it is matched to. We know deterministic algorithms~cite{KP93,khuller1994line} that achieve a competitive ratio of $2k-1$, and this bound is tight for deterministic algorithms. The problem has also long been considered in specialized metrics such as the line metric or metrics of bounded doubling dimension, with the current best result on a line metric being a deterministic $O(log k)$ competitive algorithm~cite{raghvendra2018optimal}. Obtaining (or refuting) $O(log k)$-competitive algorithms in general metrics and constant-competitive algorithms on the line metric have been long-standing open questions in this area. In this paper, we investigate the robustness of these lower bounds by considering the Online Metric Matching with Recourse problem where we are allowed to change a small number of previous assignments upon arrival of a new client. Indeed, we show that a small logarithmic amount of recourse can significantly improve the quality of matchings we can maintain. For general metrics, we show a simple emph{deterministic} $O(log k)$-competitive algorithm with $O(log k)$-amortized recourse, an exponential improvement over the $2k-1$ lower bound when no recourse is allowed. We next consider the line metric, and present a deterministic algorithm which is $3$-competitive and has $O(log k)$-recourse, again a substantial improvement over the best known $O(log k)$-competitive algorithm when no recourse is allowed.
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