operations-research   86

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[1203.3203] An efficient algorithm for generating AoA networks
"The activities, in project scheduling, can be represented graphically in two different ways, by either assigning the activities to the nodes 'AoN' directed acyclic graph (dag) or to the arcs 'AoA dag'. In this paper, a new algorithm is proposed for generating, for a given project scheduling problem, an Activity-on-Arc dag starting from the Activity-on-Node dag using the concepts of line graphs of graphs."
scheduling  operations-research  algorithms  graph-theory 
9 weeks ago by Vaguery
[1203.3341] A Comparison of Multi-Parametric Programming, Mixed-Integer Programming, Gradient Descent Based, and the Embedding Approach on Four Published Hybrid Optimal Control Examples
"...Common misconceptions regarding the embedding approach are addressed including whether or not it results in an average value control model (no), is necessary to "tweak" the algorithm to get bang-bang solutions (no), requires infinite switching (no), has real-time capability (yes), or reduction to a classical nonlinear optimization problem (a desirable yes)."
control-theory  operations-research  algorithms  numerical-methods  philosophy-of-engineering  design-patterns  nudge-targets 
9 weeks ago by Vaguery
[1203.3249] Revisiting the Complexity of And/Or Graph Solution
"This paper presents a study on two data structures that have been used to model several problems in computer science: and/or graphs and x-y graphs. An and/or graph is an acyclic digraph containing a source, such that every vertex v has a label f(v) in {and,or} and edges represent dependency relations between vertices: a vertex labeled and depends on all of its out-neighbors, while a vertex labeled or depends on only one of its out-neighbors. X-y graphs are defined as a natural generalization of and/or graphs: every vertex vi of an x-y graph has a label xi-yi to mean that vi depends on xi of its yi out-neighbors. We analyze the complexity of the optimization problems Min-and/or and Min-x-y, which consist of finding solution subgraphs of optimal weight for and/or and x-y graphs, respectively. Motivated by the large applicability as well as the hardness of Min-and/or and Min-x-y, we study new complexity aspects of such problems, both from a classical and a parameterized point of view. …"
graph-theory  algorithms  operations-research  computational-complexity  nudge-targets 
9 weeks ago by Vaguery
[1110.0892] On Approximability of Block Sorting
"Block Sorting is a well studied problem, motivated by its applications in Optical Character Recognition (OCR), and Computational Biology. Block Sorting has been shown to be NP-Hard, and two separate polynomial time 2-approximation algorithms have been designed for the problem. But questions like whether a better approximation algorithm can be designed, and whether the problem is APX-Hard have been open for quite a while now.
In this work we answer the latter question by proving Block Sorting to be Max-SNP-Hard (APX-Hard). The APX-Hardness result is based on a linear reduction of Max-3SAT to Block Sorting. We also provide a new lower bound for the problem via a new parametrized problem k-Block Merging."
algorithms  nudge-targets  operations-research  OCR 
12 weeks ago by Vaguery
[1108.1170] Convex Optimization without Projection Steps
For the general problem of minimizing a convex function over a compact convex domain, we will investigate a simple iterative approximation algorithm based on the method by Frank & Wolfe 1956, that does not need projection steps in order to stay inside the optimization domain. Instead of a projection step, the linearized problem defined by a current subgradient is solved, which gives a step direction that will naturally stay in the domain. Our framework generalizes the sparse greedy algorithm of Frank & Wolfe and its primal-dual analysis by Clarkson 2010 (and the low-rank SDP approach by Hazan 2008) to arbitrary convex domains. We give a convergence proof guaranteeing {epsilon}-small duality gap after O(1/{epsilon}) iterations.

The method allows us to understand the sparsity of approximate solutions for any l1-regularized convex optimization problem (and for optimization over the simplex), expressed as a function of the approximation quality. We obtain matching upper and lower bounds of {Theta}(1/{epsilon}) for the sparsity for l1-problems. The same bounds apply to low-rank semidefinite optimization with bounded trace, showing that rank O(1/{epsilon}) is best possible here as well. As another application, we obtain sparse matrices of O(1/{epsilon}) non-zero entries as {epsilon}-approximate solutions when optimizing any convex function over a class of diagonally dominant symmetric matrices.

We show that our proposed first-order method also applies to nuclear norm and max-norm matrix optimization problems. For nuclear norm regularized optimization, such as matrix completion and low-rank recovery, we demonstrate the practical efficiency and scalability of our algorithm for large matrix problems, as e.g. the Netflix dataset. For general convex optimization over bounded matrix max-norm, our algorithm is the first with a convergence guarantee, to the best of our knowledge.
operations-research  optimization  algorithms  nudge-targets 
january 2012 by Vaguery
[1112.6075] A semidefinite programming approach for solving Multiobjective Linear Programming
Several algorithms are available in the literature for finding the entire set of Pareto-optimal solutions in MultiObjective Linear Programming (MOLP). However, it has not been proposed so far an interior point algorithm that finds all Pareto-optimal solutions of MOLP. We present an explicit construction, based on a transformation of any MOLP into a finite sequence of SemiDefinite Programs (SDP), the solutions of which give the entire set of Pareto-optimal extreme points solutions of MOLP. These SDP problems are solved by interior point methods; thus our approach provides a pseudo-polynomial interior point methodology to find the set of Pareto-optimal solutions of MOLP.
linear-programming  algorithms  multiobjective-optimization  nudge-targets  operations-research 
january 2012 by Vaguery
[1110.5190] Constant-factor approximation of domination number in sparse graphs
"The k-domination number of a graph is the minimum size of a set X such that every vertex of G is in distance at most k from X. We give a linear time constant-factor approximation algorithm for k-domination number in classes of graphs with bounded expansion, which include e.g. proper minor-closed graph classes, classes closed on topological minors or classes of graphs that can be drawn on a fixed surface with bounded number of crossings on each edge.

The algorithm is based on the following approximate min-max characterization. A subset A of vertices of a graph G is d-independent if the distance between each pair of vertices in A is greater than d. Note that the size of the largest 2k-independent set is a lower bound for the k-domination number. We show that every graph from a fixed class with bounded expansion contains a 2k-independent set A and a k-dominating set D such that |D|=O(|A|), and these sets can be found in linear time. For domination number (k=1) the assumptions can be relaxed, and the result holds for all graph classes with arrangeability bounded by a constant."
operations-research  combinatorics  graph-theory  algorithms  nudge-targets 
december 2011 by Vaguery
[1112.1945] Approximation Algorithms for Edge Partitioned Vertex Cover Problems
"In the Partial Vertex Cover (PVC) problem we are given an undirected graph G = (V, E), a positive cost associated with each vertex and a positive integer k and the goal is to find a minimum cost subset of vertices S such that atleast k edges of the graph are covered. In this paper we consider two new generalization of the PVC problem. In the first variation which we call Partition Vertex Cover (Partition-VC) problem, the edges of the graph G are divided into n disjoint partitions $P_1, P_2... P_n$ and we have to select a minimum cost subset of vertices S such that atleast $k_i$ edges are covered from partition $P_i$. In the second variation which we call Knapsack Partition Vertex Cover (KPVC) problem, in addition to the previous conditions, each edge e has a profit $pi_{e}$ associated with it and we have an added knapsack constraint that the total profit of the covered edges in partition $P_i$ should be atleast $Pi_i$. We give an $O(log n)$ approximation for both the problems using a combination of deterministic rounding and randomized rounding approach that operates on the LP strengthened by adding Knapsack Cover inequalities as proposed by Carr, Fleischer, Leung & Phillips. We also show that these bounds can not be further improved by reducing the set cover problem to the Partition-VC problem in polynomial time. We also give an $O(f)$ approximation for the Partition-VC problem using a primal dual schema where f is the maximum number of edges in any partition."
operations-research  graph-theory  graph-partitioning  linear-programming  nudge-targets 
december 2011 by Vaguery
[1101.3501] Convergence rates of efficient global optimization algorithms
"Efficient global optimization is the problem of minimizing an unknown function f, using as few evaluations f(x) as possible. It can be considered as a continuum-armed bandit problem, with noiseless data and simple regret. Expected improvement is perhaps the most popular method for solving this problem; the algorithm performs well in experiments, but little is known about its theoretical properties. Implementing expected improvement requires a choice of Gaussian process prior, which determines an associated space of functions, its reproducing-kernel Hilbert space (RKHS). When the prior is fixed, expected improvement is known to converge on the minimum of any function in the RKHS. We begin by providing convergence rates for this procedure. The rates are optimal for functions of low smoothness, and we modify the algorithm to attain optimal rates for smoother functions. For practitioners, however, these results are somewhat misleading. Priors are typically not held fixed, but depend on parameters estimated from the data. For standard estimators, we show this procedure may never discover the minimum of f. We then propose alternative estimators, chosen to minimize the constants in the rate of convergence, and show these estimators retain the convergence rates of a fixed prior."
optimization  operations-research  theory-and-practice-sitting-in-a-tree  nudge-targets  algorithms 
december 2011 by Vaguery
[1111.3996] Complexity of the path avoiding forbidden pairs problem revisited
"Let G = (V, E) be a directed acyclic graph with two distinguished vertices s, t and let F be a set of forbidden pairs of vertices. We say that a path in G is safe, if it contains at most one vertex from each pair {u, v} in F. Given G and F, the path avoiding forbidden pairs (PAFP) problem is to find a safe s-t path in G. We systematically study the complexity of different special cases of the PAFP problem defined according to the mutual positions of fobidden pairs. Fix one topological ordering of vertices; we say that pairs {u, v} and {x, y} are disjoint, if u, v < x, y, nested, if u < x, y < v, and halving, if u < x < v < y. The PAFP problem is known to be NP-hard in general or if no two pairs are disjoint; we prove that it remains NP-hard even when no two forbidden pairs are nested. On the other hand, if no two pairs are halving, the problem is known to be solvable in cubic time. We simplify and improve this result by showing an O(M(n)) time algorithm, where M(n) is the time to multiply two n times n boolean matrices."
graph-theory  operations-research  nudge-targets  algorithms  interesting-as-a-TSP-mixin 
december 2011 by Vaguery
[1109.5229] Distributed Algorithms for Optimal Power Flow Problem
"Optimal power flow (OPF) is an important problem for power generation and it is in general non-convex. With the employment of renewable energy, it will be desirable if OPF can be solved very efficiently so its solution can be used in real time. With some special network structure, e.g. trees, the problem has been shown to have a zero duality gap and the convex dual problem yields the optimal solution. In this paper, we propose a primal and a dual algorithm to coordinate the smaller subproblems decomposed from the convexified OPF. We can arrange the subproblems to be solved sequentially and cumulatively in a central node or solved in parallel in distributed nodes. We test the algorithms on IEEE radial distribution test feeders, some random tree-structured networks, and the IEEE transmission system benchmarks. Simulation results show that the computation time can be improved dramatically with our algorithms over the centralized approach of solving the problem without decomposition, especially in tree-structured problems. The computation time grows linearly with the problem size with the cumulative approach while the distributed one can have size-independent computation time."
operations-research  algorithms  network-theory  infrastructure  composition  nudge-targets 
december 2011 by Vaguery
[1109.5641] Energy-Aware Load Balancing in Content Delivery Networks
"Internet-scale distributed systems such as content delivery networks (CDNs) operate hundreds of thousands of servers deployed in thousands of data center locations around the globe. Since the energy costs of operating such a large IT infrastructure are a significant fraction of the total operating costs, we argue for redesigning CDNs to incorporate energy optimizations as a first-order principle. We propose techniques to turn off CDN servers during periods of low load while seeking to balance three key design goals: maximize energy reduction, minimize the impact on client-perceived service availability (SLAs), and limit the frequency of on-off server transitions to reduce wear-and-tear and its impact on hardware reliability. We propose an optimal offline algorithm and an online algorithm to extract energy savings both at the level of local load balancing within a data center and global load balancing across data centers. We evaluate our algorithms using real production workload traces from a large commercial CDN. Our results show that it is possible to reduce the energy consumption of a CDN by more than 55% while ensuring a high level of availability that meets customer SLA requirements and incurring an average of one on-off transition per server per day. Further, we show that keeping even 10% of the servers as hot spares helps absorb load spikes due to global flash crowds with little impact on availability SLAs. Finally, we show that redistributing load across proximal data centers can enhance service availability significantly, but has only a modest impact on energy savings."
algorithms  load-balancing  infrastructure  nudge-targets  operations-research 
december 2011 by Vaguery
[1110.1553] Hierarchical QR factorization algorithms for multi-core cluster systems
"This paper describes a new QR factorization algorithm which is especially designed for massively parallel platforms combining parallel distributed multi-core nodes. These platforms make the present and the foreseeable future of high-performance computing. Our new QR factorization algorithm falls in the category of the tile algorithms which naturally enables good data locality for the sequential kernels executed by the cores (high sequential performance), low number of messages in a parallel distributed setting (small latency term), and fine granularity (high parallelism)."
parallel-computing  operations-research  factorization  algorithms  nudge-targets  meta-algorithms 
october 2011 by Vaguery
[1110.1560] On the Coloring of Grid Wireless Sensor Networks: the Vector-Based Coloring Method
"Graph coloring is used in wireless networks to optimize network resources: bandwidth and energy. Nodes access the medium according to their color. It is the responsibility of the coloring algorithm to ensure that interfering nodes do not have the same color. In this research report, we focus on wireless sensor networks with grid topologies. How does a coloring algorithm take advantage of the regularity of grid topology to provide an optimal periodic coloring, that is a coloring with the minimum number of colors? We propose the Vector-Based Coloring Method, denoted VCM, a new method that is able to provide an optimal periodic coloring for any radio transmission range and for any h-hop coloring, h>=1. This method consists in determining at which grid nodes a color can be reproduced without creating interferences between these nodes while minimizing the number of colors used. We compare the number of colors provided by VCM with the number of colors obtained by a distributed coloring algorithm with line and column priority assignments. We also provide bounds on the number of colors of optimal general colorings of the infinite grid, and show that periodic colorings (and thus VCM) are asymptotically optimal. Finally, we discuss the applicability of this method to a real wireless network."
graph-theory  algorithms  operations-research  nudge-targets 
october 2011 by Vaguery
[1110.1580] A Polylogarithmic-Competitive Algorithm for the k-Server Problem
"We give the first polylogarithmic-competitive randomized online algorithm for the $k$-server problem on an arbitrary finite metric space. In particular, our algorithm achieves a competitive ratio of O(log^3 n log^2 k log log n) for any metric space on n points. Our algorithm improves upon the deterministic (2k-1)-competitive algorithm of Koutsoupias and Papadimitriou [J.ACM'95] whenever n is sub-exponential in k."
scheduling  operations-research  algorithms  nudge-targets 
october 2011 by Vaguery
[1110.1590] PSA: The Packet Scheduling Algorithm for Wireless Sensor Networks
"The main cause of wasted energy consumption in wireless sensor networks is packet collision. The packet scheduling algorithm is therefore introduced to solve this problem. Some packet scheduling algorithms can also influence and delay the data transmitting in the real-time wireless sensor networks. This paper presents the packet scheduling algorithm (PSA) in order to reduce the packet congestion in MAC layer leading to reduce the overall of packet collision in the system The PSA is compared with the simple CSMA/CA and other approaches using network topology benchmarks in mathematical method. The performances of our PSA are better than the standard (CSMA/CA). The PSA produces better throughput than other algorithms. On other hand, the average delay of PSA is higher than previous works. However, the PSA utilizes the channel better than all algorithms."
sensor-networks  distributed-processing  scheduling  routing  operations-research  algorithms  nudge-targets 
october 2011 by Vaguery
[1001.4278] Weight Optimization for Distributed Average Consensus Algorithm in Symmetric, CCS & KCS Star Networks
"This paper addresses weight optimization problem in distributed consensus averaging algorithm over networks with symmetric star topology. We have determined optimal weights and convergence rate of the network in terms of its topological parameters. In addition, two alternative topologies with more rapid convergence rates have been introduced. The new topologies are Complete-Cored Symmetric (CCS) star and K-Cored Symmetric (KCS) star topologies. It has been shown that the optimal weights for the edges of central part in symmetric and CCS star configurations are independent of their branches. By simulation optimality of obtained weights under quantization constraints have been verified."
operations-research  decision-making  network-theory  nudge-targets 
october 2011 by Vaguery
[1105.2584] Workload Classification & Software Energy Measurement for Efficient Scheduling on Private Cloud Platforms
"At present there are a number of barriers to creating an energy efficient workload scheduler for a Private Cloud based data center. Firstly, the relationship between different workloads and power consumption must be investigated. Secondly, current hardware-based solutions to providing energy usage statistics are unsuitable in warehouse scale data centers where low cost and scalability are desirable properties. In this paper we discuss the effect of different workloads on server power consumption in a Private Cloud platform. We display a noticeable difference in energy consumption when servers are given tasks that dominate various resources (CPU, Memory, Hard Disk and Network). We then use this insight to develop CloudMonitor, a software utility that is capable of >95% accurate power predictions from monitoring resource consumption of workloads, after a "training phase" in which a dynamic power model is developed."
operations-research  cloud-computing  system-administration  learning-from-data  nudge-targets 
october 2011 by Vaguery
[1107.1866] Priority-based task reassignments in hierarchical 2D mesh-connected systems using tableaux
"Task reassignments in 2D mesh-connected systems (2D-MSs) have been researched and simulated for several decades. We propose a hierarchical 2D mesh-connected system (2D-HMS) in order to exploit the regular nature of a 2D-MS. In our approach priority-based task assignments and reassignments in a 2D-HMS are represented by tableaux and their algorithms. We provide examples of priority-based task reassignments in a 2D-HMS in which task relocations are simply reduced to a jeu de taquin slide."
scheduling  operations-research  algorithms  grid-computing  optimization  nudge-targets 
october 2011 by Vaguery

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