Integer Programming

We are given a set of clients with budget constraints and a set of indivisible items. Each client is willing to buy one or more bundles of (at most) k items each (bundles can be seen as hyperedges in a k-hypergraph). If client i gets a bundle e, she pays bi,e and yields a net profit wi,e. The Hypermatching Assignment Problem (HAP) is to assign a set of pairwise disjoint bundles to clients so as to maximize the total profit while respecting the budgets. This problem has various applications in production planning and budget-constrained auctions and generalizes well-studied problems in combinatorial optimization: for example the weighted (unweighted) k-hypergraph matching problem is the special case of HAP with one client having unbounded budget and general (unit) profits; the Generalized Assignment Problem (GAP) is the special case of HAP with k = 1.Let e > 0 denote an arbitrarily small constant. In this paper we obtain the following main results:• We give a randomized (k + 1 + e) approximation algorithm for HAP, which is based on rounding the 1-round Lasserre strengthening of a novel LP. This is one of a few approximation results based on Lasserre hierarchies and our approach might be of independent interest. We remark that for weighted k-hypergraph matching no LP nor SDP relaxation is known to have integrality gap better than k − 1 + 1/k for general k [Chan and Lau, SODA'10].• For the relevant special case that one wants to maximize the total revenue (i.e., bi,e = wi,e), we present a local search based (k + O (√k))/2 approximation algorithm for k = O(1). This almost matches the best known (k + 1 + e)/2 approximation ratio by Berman [SWAT'00] for the (less general) weighted k-hypergraph matching problem.• For the unweighted k-hypergraph matching problem, we present a (k + 1 + e)/3 approximation in quasipolynomial time. This improves over the (k + 2)/3 approximation by Halldorsson [SODA'95] (also in quasipolynomial time). In particular this suggests that a 4/3 + e approximation for 3-dimensional matching might exist, whereas the currently best known polynomial-time approximation ratio is 3/2.

Solving optimization problems with sparse or low-rank optimal solutions has been an important topic since the recent emergence of compressed sensing and its matrix extensions such as the matrix rank minimization and robust principal component analysis problems. Compressed sensing enables one to recover a signal or image with fewer observations than the “length” of the signal or image, and thus provides potential breakthroughs in applications where data acquisition is costly. However, the potential impact of compressed sensing cannot be realized without efficient optimization algorithms that can handle extremely large-scale and dense data from real applications. Although the convex relaxations of these problems can be reformulated as either linear programming, second-order cone programming or semidefinite programming problems, the standard methods for solving these relaxations are not applicable because the problems are usually of huge size and contain dense data. In this dissertation, we give efficient algorithms for solving these “sparse” optimization problems and analyze the convergence and iteration complexity properties of these algorithms. Chapter 2 presents algorithms for solving the linearly constrained matrix rank minimization problem. The tightest convex relaxation of this problem is the linearly constrained nuclear norm minimization. Although the latter can be cast and solved as a semidefinite programming problem, such an approach is computationally expensive when the matrices are large. In Chapter 2, we propose fixed-point and Bregman iterative algorithms for solving the nuclear norm minimization problem and prove convergence of the first of these algorithms. By using a homotopy approach together with an approximate singular value decomposition procedure, we get a very fast, robust and powerful algorithm, which we call FPCA (Fixed Point Continuation with Approximate SVD), that can solve very large matrix rank minimization problems. Our numerical results on randomly generated and real matrix completion problems demonstrate that this algorithm is much faster and provides much better recoverability than semidefinite programming solvers such as SDPT3. For example, our algorithm can recover 1000 × 1000 matrices of rank 50 with a relative error of 10−5 in about 3 minutes by sampling only 20 percent of the elements. We know of no other method that achieves as good recoverability. Numerical experiments on online recommendation, DNA microarray data set and image inpainting problems demonstrate the effectiveness of our algorithms. In Chapter 3, we study the convergence/recoverability properties of the fixed-point continuation algorithm and its variants for matrix rank minimization. Heuristics for determining the rank of the matrix when its true rank is not known are also proposed. Some of these algorithms are closely related to greedy algorithms in compressed sensing. Numerical results for these algorithms for solving linearly constrained matrix rank minimization problems are reported. Chapters 4 and 5 considers alternating direction type methods for solving composite convex optimization problems. We present in Chapter 4 alternating linearization algorithms that are based on an alternating direction augmented Lagrangian approach for minimizing the sum of two convex functions. Our basic methods require at most O(1/e) iterations to obtain an e-optimal solution, while our accelerated (i.e., fast) versions require at most O(1/ 3 ) iterations, with little change in the computational effort required at each iteration. For more general problem, i.e., minimizing the sum of K convex functions, we propose multiple-splitting algorithms for solving them. We propose both basic and accelerated algorithms with O(1/e) and O(1/ 3 ) iteration complexity bounds for obtaining an e-optimal solution. To the best of our knowledge, the complexity results presented in these two chapters are the first ones of this type that have been given for splitting and alternating direction type methods. Numerical results on various applications in sparse and low-rank optimization, including compressed sensing, matrix completion, image deblurring, robust principal component analysis, are reported to demonstrate the efficiency of our methods.

Both cutting plane methods and traditional decomposition methods are procedures that compute a bound on the optimal value of an integer linear program (ILP) by constructing an approximation to the convex hull of feasible solutions. This approximation is obtained by intersecting the polyhedron associated with the continuous relaxation, which has an explicit representation, with an implicitly defined polyhedron having a description of exponential size. In this paper, we first review these classical procedures and then introduce a new class of bounding methods called integrated decomposition methods, in which the bound yielded by traditional approaches is potentially improved by introducing a second implicitly defined polyhedron. We also discuss the concept of structured separation, which is related to the well-known template paradigm for dynamically generating valid inequalities and is central to our algorithmic framework. Finally, we briefly introduce a software framework for implementing the methods discussed in the paper and illustrate the concepts through the presentation of applications.

Structured prediction is used in areas such as computer vision and natural language processing to predict structured outputs such as segmentations or parse trees. In these settings, prediction is performed by MAP inference or, equivalently, by solving an integer linear program. Because of the complex scoring functions required to obtain accurate predictions, both learning and inference typically require the use of approximate solvers. We propose a theoretical explanation to the striking observation that approximations based on linear programming (LP) relaxations are often tight on real-world instances. In particular, we show that learning with LP relaxed inference encourages integrality of training instances, and that tightness generalizes from train to test data.

This paper focuses on solving two-stage stochastic mixed integer programs (SMIPs) with general mixed integer decision variables in both stages. We develop a decomposition algorithm in which the first stage approximation is solved using a branch-and-bound tree with nodes inheriting Benders' cuts that are valid for their ancestor nodes. In addition, we develop two closely related convexification schemes which use multi-term disjunctive cuts to obtain approximations of the second stage mixed-integer programs. We prove that the proposed methods are finitely convergent. One of the main advantages of our decomposition scheme is that we use a Benders-based branch-and-cut approach in which linear programming approximations are strengthened sequentially. Moreover as in many decomposition schemes, these subproblems can be solved in parallel. We also illustrate these algorithms using several variants of an SMIP example from the literature, and present preliminary evidence of the scalability of these algorithms as the number of scenarios increases.

The goal of the new edition is to continue with a systems view of the world. For a more robust and worldwide market dissemination, the new edition has changed to a reference book. The project systems approach to project management, is needed in executing projects across countries and across cultures, which is a crucial requirement in today's globalized and intertwined economics. The book uses ample graphical representations to clarify the concepts and techniques presented. The case examples help to reinforce the topics covered. Several illustrative examples and practice exercises are included. Each chapter is updated and new chapters include Project Simulation and Project Templates. A new chapter on managing complex projects in an age of artificial intelligence adds a unique value to the book. Features Highlights contemporary best practices of project management Uses a systems framework to integrate quantitative and qualitative tools Offers illustrative examples and practice exercises Covers project schedule performance appraisal techniques Discusses the knowledge areas contained in the Project Management Book of Knowledge (PMBOK) Presents software applications for project management, as well as case examples

Introducción: Las decisiones operativas de un minorista implican que a través de su surtido se pueda satisfacer la demanda logrando la mayor utilidad posible haciendo el mejor uso posible de su espacio de exhibición. Este artículo presenta un modelo de programación lineal entera mixta cuyo propósito es maximizar la rentabilidad de un minorista considerando los efectos de sustitución dinámica entre artículos, impactos de la elasticidad del espacio sobre la demanda, niveles de servicio esperados de la exhibición y las decisiones de los compradores. Objetivo: Proponer un modelo que soporte la toma de decisiones de asignación de espacio, planeación del surtido y localización en góndola de un minorista. Metodología: Primero se analizan diferentes factores que afectan las decisiones objeto de estudio usando fuentes primarias y secundarias. Luego se desarrolla el modelo matemático y se evalúa su desempeño utilizando datos reales de una categoría de productos en un punto de venta de una cadena de supermercados. Resultados: En la instancia de prueba se obtiene la solución óptima en un tiempo computacional razonable y esta solución permite establecer la forma en la cual gestionar de mejor manera el surtido en el punto de venta, superando los resultados del método actual. Conclusiones: El modelo propuesto permite aumentar la utilidad de la cadena a través del surtido adecuado, con los espacios de exhibición justos y con la localización exacta de los artículos seleccionados.

A theorem of Drinfel'd (Drinfel'd (1993)) classifies the Poisson homogeneous spaces of a Poisson Lie group (G,πG) via a special class of Lagrangian subalgebras of the Drinfel'd double of its Lie bialgebra. This result is extended in Liu et al. (1998) to a classification of the Poisson homogeneous spaces of a Poisson groupoid (G⇉P, πG) via a special class of Dirac structures in the Courant algebroid defined by the corresponding Lie bialgebroid. It is hence natural to ask what corresponds via these classifications, or extensions of them, to arbitrary Dirac structures in the Drinfel'd double or the Courant algebroid associated to a Poisson group(oid). We show in this thesis that there is a bigger class of Dirac structures that fits in this correspondence. They correspond naturally to Dirac homogeneous spaces of the Poisson group(oid). Dirac Lie groups and Dirac groupoids have been defined by Ortiz (2009) as a generalization of Poisson Lie groups, Poisson groupoids and presymplectic groupoids. We prove in an alternative manner the existence of a natural Lie bialgebra associated to a Dirac Lie group, and we find good candidates for the infinitesimal data of a Dirac groupoid; a square of morphisms of Lie algebroids associated to the multiplicative Dirac structure. These objects generalize simultaneously the Lie bialgebroid of Poisson groupoids and the IM-2-forms associated to presymplectic groupoids (Bursztyn et al. (2004)). We show also the existence of a Courant algebroid associated to these algebroids. This Courant algebroid structure is induced in a natural way by the ambient standard Courant algebroid TG ×G T*G and is isomorphic to the Courant algebroid AG ×P A*G in the Poisson case. We show that Dirac homogeneous spaces of Dirac Lie groups (respectively Dirac groupoids) correspond to certain classes of Dirac structures in the Drinfel'd double of the Lie bialgebra (respectively in the Courant algebroid). These results generalize the classification theorems in Drinfel'd (1993) and Liu et al. (1998). Along the way, we study involutive multiplicative foliations on Lie groupoids and show when and how there is a natural groupoid structure defined on the leaf spaces in the set of objects and the set of units of the Lie groupoid. This is a fact that is always true in the Lie group case, where a multiplicative foliation is automatically the left and right invariant image of an ideal in the Lie algebra, i.e., the leaves are the cosets of a normal subgroup of the Lie group.

A separable assignment problem (SAP) is defined by a set of bins and a set of items to pack in each bin; a value, fij, for assigning item j to bin i; and a separate packing constraint for each bin—i.e., for each bin, a family of subsets of items that fit in to that bin. The goal is to pack items into bins to maximize the aggregate value. This class of problems includes the maximum generalized assignment problem (GAP)1 and a distributed caching problem (DCP) described in this paper. Given a β-approximation algorithm for finding the highest value packing of a single bin, we give A polynomial-time LP-rounding based ((1 − 1/e)β)-approximation algorithm. A simple polynomial-time local search (β/(β + 1) − ε)-approximation algorithm, for any ε > 0. Therefore, for all examples of SAP that admit an approximation scheme for the single-bin problem, we obtain an LP-based algorithm with (1 − 1/e − ε)-approximation and a local search algorithm with (½ - ε)-approximation guarantee. Furthermore, for cases in which the subproblem admits a fully polynomial approximation scheme (such as for GAP), the LP-based algorithm analysis can be strengthened to give a guarantee of 1 − 1/e. The best previously known approximation algorithm for GAP is a ½-approximation by Shmoys and Tardos and Chekuri and Khanna. Our LP algorithm is based on rounding a new linear programming relaxation, with a provably better integrality gap. To complement these results, we show that SAP and DCP cannot be approximated within a factor better than 1 − 1/e unless NP ⫅ DTIME(nO(log log n)), even if there exists a polynomial-time exact algorithm for the single-bin problem. We extend the (1 − 1/e)-approximation algorithm to a constant-factor approximation algorithms for a nonseparable assignment problem with applications in maximizing revenue for budget-constrained combinatorial auctions and the AdWords assignment problem. We generalize the local search algorithm to yield a ½ - ε approximation algorithm for the maximum k-median problem with hard capacities.

In this paper, the scheduling problem of elective patients in the Orthopedic Department of the “Lozano Blesa” Hospital in Zaragoza is considered. This problem takes into account two contradictory objectives: obtain a given occupation rate of the Operation Room (OR) and respect as much as possible the preference order of the patients in the waiting list. Three different mathematical models are discussed: 1) Quadratic Assignment Problem (QAP); 2) a Mixed Integer Linear Programing (MILP) model; and 3) Generalized Assignment Problem (GAP). These models solve combinatorial problems with a high computational cost; for this reason, heuristic methods have been used to solve large instances. In particular, 1) a meta-heuristic Genetic Algorithm (GA) for the QAP; 2) a heuristic Steepest Descent Multiplier Adjustment Method (SDMAM) for the GAP; and 3) a heuristic iterative method for MILP. Finally, the models and the heuristics are compared according to the occupation rate and the preference order criteria.

The Schur complement trick appears sporadically in numerical optimization methods [Schur 1917; Cottle 1974]. The trick is especially useful for solving Lagrangian saddle point problems when minimizing quadratic energies subject to linear equality constraints [Gill et al. 1987]. Typically, to apply the trick, the energy's Hessian is assumed positive definite. I generalize this technique for positive semi-definite Hessians.

This paper proposes for latency insensitive systems a performance optimization technique called channel buffer queue sizing, which is performed after relay station insertion in the physical design stage. It can be shown that proper queue sizing can reduce or even completely avoid the performance loss due to imbalanced relay stations insertion in reconvergent paths. Moreover, the problem of queue sizing and placement of the additional buffers for maximum performance is formulated and studied to properly allocate available chip areas in the layout to communication channels. An algorithm based on mixed integer linear programming is proposed. Experimental results show that queue sizing is effective in improving the performance of latency insensitive systems even under tight area constraints. Moreover, the proposed algorithm is sufficiently efficient in obtaining the optimal solution for systems of practical sizes.

Current Mixed Integer Linear Programming (MILP)-based search against symmetric-key primitives with 8-bit S-boxes can only build word-wise model to search for truncated differential characteristics. In such a model, the properties of the Differential Distribution Table (DDT) are not considered. To take these properties into account, a bit-wise model is necessary, which can be generated by the H-representation of the convex hull or the logical condition modeling. However, the complexity of both approaches becomes impractical when the size of the S-box exceeds 5 bits. In this paper, we propose a new modeling for large (8-bit or more) S-boxes. In particular, we first propose an algorithm to generate a bit-wise model of the DDT for large S-boxes. We observe that the problem of generating constraints in logical condition modeling can be converted into the problem of minimizing the product-of-sum of Boolean functions, which is a well-studied problem. Hence, classical off-the-shelf solutions such as the Quine-McCluskey algorithm or the Espresso algorithm can be utilized, which makes building a bit-wise model, for 8-bit or larger S-boxes, practical. Then this model is further extended to search for the best differential characteristic by considering the probabilities of each propagation in the DDT, which is a much harder problem than searching for the lower bound on the number of active S-boxes. Our idea is to separate the DDT into multiple tables for each probability and add conditional constraints to control the behavior of these multiple tables. The proposed modeling is first applied to SKINNY-128 to find that there is no differential characteristic having probability higher than 2 −128 for 14 rounds, while the designers originally expected that 15 rounds were required. We also applied the proposed modeling to two, arbitrarily selected, constructions of the seven AES round function based constructions proposed in FSE 2016 and managed to improve the lower bound on the number of the active S-boxes in one construction and the upper bound on the differential characteristic for the other.

Capacity is an important property for QoS support in Mobile Ad Hoc Networks (MANETs) and has recently attracted considerable attention in research. However, most approaches rely on simplified models (infinite network, isotropic radio propagation, unidirectional links, perfect scheduling, etc.) and provide only asymptotic bounds or integer linear programming equations. In this paper we take a probabilistic approach and model capacity as a random variable that depends on node distribution, communication pattern, radio propagation and channel assignment. Expected values for the random variable at a given point within the parameter space are then computed using Monte-Carlo simulation. The modularity of the approach allows for capacity analysis under more realistic network models. We demonstrate the potential of such a model by showing that for acknowledgement-based networks throughput capacity increases in the presence of shadowing, even above the critical node density.

The electric energy consumption in passenger vehicles is rapidly increasing. To limit the associated increase in fuel consumption, an energy management system has been developed. This system exploits the fact that the losses in the internal combustion engine vary with the operating point, and uses the possibility to temporarily store electric energy in a battery, such that electric energy is only produced at moments when it is cheap to generate. To come to a practically applicable solution, a vehicle model is derived, containing only the component characteristics relevant for this application. The energy management problem is formulated as an optimization problem. The fuel consumption over a driving cycle is minimized, while respecting physical limitations of the components and maintaining an acceptable energy level of the battery. Several optimization methods are studied to come to a solution. The dynamic optimization problem is solved using Dynamic Programming. After rewriting it as a static optimization problem and approximating the cost function by a quadratic function, the problem is solved using Quadratic Programming, which requires less computation time. A real-time implementable strategy has been derived from the Quadratic Programming problem, that does not require a prediction of the future driving cycle. This strategy compares the current cost of producing electric energy with the estimated average cost. By adapting the average cost based on the energy level of the battery, it is ensured that the battery energy level will remain around the desired value. Simulations show that a fuel reduction up till 2% can be obtained on a conventional vehicle without major hardware changes. Higher reductions are possible on the exhaust emissions. To predict and explain the amount of fuel reduction that can be obtained with a given vehicle configuration, a set of engineering rules is derived based on typical component characteristics. Their results correspond reasonably well with the simulations. An advanced power net topology is studied which contains both a battery and an ultracapacitor that are connected by a DC-DC converter and a switch. Because of the increased complexity, this system is modeled using linear and piecewise linear approximations of the component characteristics, such that the energy management problem can be casted as a Linear Programming problem. The discrete switch makes it a Mixed Integer Linear Programming Problem. A realtime strategy, similar to the strategy for the conventional power net, has been derived. The addition fuel reduction that is obtained with the dual storage power net is small, because the maximum profit that can be obtained with an ideal lossless battery is not much higher than with a normal battery. Subsequently, hybrid electric vehicles are studied that use an Integrated Starter Generator which can be used for generating electric power and for vehicle propulsion. Several conSummary figurations are studied with respect to their potential fuel reduction. Configurations that enable start-stop operation of the engine obtain a much higher fuel reduction, up to 40%. The controllers are tested in real-time on a Hardware-in-the-Loop environment, where a vehicle simulation model is combined with existing electric components. It is shown that the electric power setpoints provided by an energy management strategy can be realized in practice.