اشترك بالحزمة الذهبية واحصل على وصول غير محدود شمرا أكاديميا
تسجيل مستخدم جديدDesigning Networks: A Mixed-Integer Linear Optimization Approach
134
0
0.0
(
0
)
نشر من قبل
Chrysanthos Gounaris
تاريخ النشر
2015
مجال البحث
الهندسة المعلوماتية
والبحث باللغة
English
اسأل ChatGPT حول البحث
ﻻ يوجد ملخص باللغة العربية
Designing networks with specified collective properties is useful in a variety of application areas, enabling the study of how given properties affect the behavior of network models, the downscaling of empirical networks to workable sizes, and the analysis of network evolution. Despite the importance of the task, there currently exists a gap in our ability to systematically generate networks that adhere to theoretical guarantees for the given property specifications. In this paper, we propose the use of Mixed-Integer Linear Optimization modeling and solution methodologies to address this Network Generation Problem. We present a number of useful modeling techniques and apply them to mathematically express and constrain network properties in the context of an optimization formulation. We then develop complete formulations for the generation of networks that attain specified levels of connectivity, spread, assortativity and robustness, and we illustrate these via a number of computational case studies.
قيم البحث
اقرأ أيضاً
Engineering networks fall into the category of large-scale networks with heterogeneous nodes such as sources and sinks. The survivability analysis of such networks requires the analysis of the connectivity of the network components for every possible
combination of faults to determine a network response to each combination of faults. From the computational complexity point of view, the problem belongs to the class of exponential time problems at least. Partially, the problem complexity can be reduced by mapping the initial topology of a complex large-scale network with multiple sources and multiple sinks onto a set of smaller sub-topologies with multiple sources and a single sink connected to the network of sources by a single link. In this paper, the mapping procedure is applied to the Florida power grid.
Mixed Integer Programming (MIP) solvers rely on an array of sophisticated heuristics developed with decades of research to solve large-scale MIP instances encountered in practice. Machine learning offers to automatically construct better heuristics f
rom data by exploiting shared structure among instances in the data. This paper applies learning to the two key sub-tasks of a MIP solver, generating a high-quality joint variable assignment, and bounding the gap in objective value between that assignment and an optimal one. Our approach constructs two corresponding neural network-based components, Neural Diving and Neural Branching, to use in a base MIP solver such as SCIP. Neural Diving learns a deep neural network to generate multiple partial assignments for its integer variables, and the resulting smaller MIPs for un-assigned variables are solved with SCIP to construct high quality joint assignments. Neural Branching learns a deep neural network to make variable selection decisions in branch-and-bound to bound the objective value gap with a small tree. This is done by imitating a new variant of Full Strong Branching we propose that scales to large instances using GPUs. We evaluate our approach on six diverse real-world datasets, including two Google production datasets and MIPLIB, by training separate neural networks on each. Most instances in all the datasets combined have $10^3-10^6$ variables and constraints after presolve, which is significantly larger than previous learning approaches. Comparing solvers with respect to primal-dual gap averaged over a held-out set of instances, the learning-augmented SCIP is 2x to 10x better on all datasets except one on which it is $10^5$x better, at large time limits. To the best of our knowledge, ours is the first learning approach to demonstrate such large improvements over SCIP on both large-scale real-world application datasets and MIPLIB.
The travelling salesman problem (TSP) of space trajectory design is complicated by its complex structure design space. The graph based tree search and stochastic seeding combinatorial approaches are commonly employed to tackle the time-dependent TSP
due to their combinatorial nature. In this paper, a new continuous optimization strategy for the mixed integer combinatorial problem is proposed. The space trajectory combinatorial problem is tackled using continuous gradient based method. A continuous mapping technique is developed to map the integer type ID of targets on the sequence to a set of continuous design variables. Expected flyby targets are introduced as references and used as priori to select the candidate target to fly by. Bayesian based analysis is employed to model accumulated posterior of the sequence and a new objective function with quadratic form constraints is constructed. The new introduced auxiliary design variables of expected targets together with the original design variables are set to be optimized. A gradient based optimizer is used to search optimal sequence parameter. Performances of the proposed algorithm are demonstrated through a multiple debris rendezvous problem and a static TSP benchmark.
We study the problem of learning a linear model to set the reserve price in an auction, given contextual information, in order to maximize expected revenue from the seller side. First, we show that it is not possible to solve this problem in polynomi
al time unless the emph{Exponential Time Hypothesis} fails. Second, we present a strong mixed-integer programming (MIP) formulation for this problem, which is capable of exactly modeling the nonconvex and discontinuous expected reward function. Moreover, we show that this MIP formulation is ideal (i.e. the strongest possible formulation) for the revenue function of a single impression. Since it can be computationally expensive to exactly solve the MIP formulation in practice, we also study the performance of its linear programming (LP) relaxation. Though it may work well in practice, we show that, unfortunately, in the worst case the optimal objective of the LP relaxation can be O(number of samples) times larger than the optimal objective of the true problem. Finally, we present computational results, showcasing that the MIP formulation, along with its LP relaxation, are able to achieve superior in- and out-of-sample performance, as compared to state-of-the-art algorithms on both real and synthetic datasets. More broadly, we believe this work offers an indication of the strength of optimization methodologies like MIP to exactly model intrinsic discontinuities in machine learning problems.
Decentralized optimization, particularly the class of decentralized composite convex optimization (DCCO) problems, has found many applications. Due to ubiquitous communication congestion and random dropouts in practice, it is highly desirable to desi
gn decentralized algorithms that can handle stochastic communication networks. However, most existing algorithms for DCCO only work in time-invariant networks and cannot be extended to stochastic networks because they inherently need knowledge of network topology $textit{a priori}$. In this paper, we propose a new decentralized dual averaging (DDA) algorithm that can solve DCCO in stochastic networks. Under a rather mild condition on stochastic networks, we show that the proposed algorithm attains $textit{global linear convergence}$ if each local objective function is strongly convex. Our algorithm substantially improves the existing DDA-type algorithms as the latter were only known to converge $textit{sublinearly}$ prior to our work. The key to achieving the improved rate is the design of a novel dynamic averaging consensus protocol for DDA, which intuitively leads to more accurate local estimates of the global dual variable. To the best of our knowledge, this is the first linearly convergent DDA-type decentralized algorithm and also the first algorithm that attains global linear convergence for solving DCCO in stochastic networks. Numerical results are also presented to support our design and analysis.
سجل دخول لتتمكن من نشر تعليقات
التعليقات
جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
