Planning maximum capacity Wireless Local Area Networks

Size: px
Start display at page:

Download "Planning maximum capacity Wireless Local Area Networks"

Transcription

1 Edoardo Amaldi Sandro Bosio Antonio Capone Matteo Cesana Federico Malucelli Di Yuan Planning maximum capacity Wireless Local Area Networks

2 Outline Application 3 combinatorial optimization problems Complexity issues Hyperbolic formulations and solution approaches Quadratic formulations and solution approaches Linearization and model strenghthening Preliminary computational results Concluding remarks

3 Wireless Local Area Networks (WLANs) (Cabled) Local Area Networks Dramatic size increase Difficult cable management Cannot cope with users' mobility Introduction of wireless connections

4 Wireless Local Area Networks (WLANs) Users connected to the network via antennas (access points, hot spots) WLANs allow: to substitute cables in offices and departments (easier and more flexible management) at very low cost to provide network services in public areas (airports, business districts, hospitals, etc.)

5 WLAN planning J = {1,,n} candidate sites where antennas can be installed I = {1,,m} "test points" (TPs) or possible users positions For each j J: Ij I subset of test points covered by antenna j Goal: select a subset of candidate sites S J with covering constraints: each test point must be covered by at least one antenna without covering constraints: a test point is not necessarily covered

6 Solution quality measures Transmission protocol: a user can "talk" if all interfering users are "silent" "Talking probability" = 1/(# of the interfering users) 1/4 1/4 1/3 1/3 1/5 1/6 1/3 Network capacity = sum of the "talking probabilities" of all users

7 Objective functions For any S J, let I(S) denote the subset of users covered by S Network capacity c(s) = Network fairness i I(S) 1 j S:i I j Ij f(s) = min i I 1 j S:i I j Ij Intuitively solutions with small non-overlapping subsets should be privileged

8 Combinatorial Optimization problems Maximum capacity unconstrained WLAN P: {max c(s): S J } Maximum capacity covering WLAN PC: {max c(s): S J, j S Ij = I } Maximum fairness WLAN PF: {max f(s): S J } PF implies full coverage, since any solution covering all users dominates those not covering some users (which have fairness =0)

9 Example: third floor of our department Candidate sites Test points uniformly distributed

10 Minimum cardinality set covering Practitioner solution (dense)

11 Practitioner solution (sparse) Maximum capacity solution (PC)

12 Numerical results # Access Points Capacity Efficiency Min. card. Set Covering Practitioner dense Practitioner sparse Maximum capacity Efficiency = Capacity/(# Access Points)

13 Computational complexity Proposition: P, PC, and PF are NP-hard Reduction Exact Cover by 3-sets: Given a set X ( X =3q) and a collection C of n 3-element subsets Cj, j=1,,n, of X, does C contain an exact cover of X, i.e., C' C s.t. every element of X occurs in exactly one element of C? I = X, J = {1,,n}, {I 1,,I n } = C, S { j: Cj C' } P (PC) has a solution S with c(s)=q iff C' is an exact cover PF has a solution S with f(s)=1 iff C' is an exact cover

14 Mathematical Programming Formulations Data: users/subsets incidence matrix a ij = 1 if i Ij, j J 0 otherwise Variables: x j = 1 if j S, 0 otherwise selection of subset Ij y ih = 1 if i and h appear together in a selected subset, 0 otherwise union definition z i = 1 if i is covered, 0 otherwise coverage of user i

15 Max capacity covering WLAN (PC) PCH: max 1 y i I ih h I a ij x j 1 i I full coverage j J a ij a hj x j y ih i,h I, j J definition of y ih y ih 0 i,h I x j {0,1} j J Hyperbolic sum 0-1 constrained problem

16 Max capacity unconstrained WLAN (P) PH: max i I h I z i y ih a ij x j z i i I j J definition of z i a ij a hj x j y ih i,h I, j J definition of y ih 0 z i 1 i I y ih 0 i,h I x j {0,1} j J Hyperbolic sum 0-1 constrained problem

17 Max fairness WLAN (PF) 1 PFH: max min i I y ih h I a ij x j 1 i I full coverage j J a ij a hj x j y ih i,h I, j J definition of y ih y ih 0 i,h I x j {0,1} j J Hyperbolic bottleneck 0-1 constrained problem

18 Solving Hyperbolic formulations Problems PH and PCH cannot be solved by standard techniques nor the algorithms studied for Hyperbolic unconstrained 0-1 problems [Hansen, Poggi de Aragão, Ribeiro 90; 91] can be extended to the constrained case max { i a io + a ij x j j, x b io + b ij x j {0,1}} j j

19 Problem PFH can be solved by a sequence of mixed integer linear systems PFH: max { β : β SFH(β)} Fairness β [0,1] SFH(β): 1 β ( y ih ) i I h I a ij x j 1 i I j J a ij a hj x j y ih i,h I y ih 0 i,h I, x j {0,1} j J Optimal β can be found by binary search (solving a sequence of SFH(β)) Otherwise let α = 1/β and minimize α

20 Quadratic formulation (1) c j = i I j 1 I j = 1 q jk = I j I k I j I k - I j I k I j - I j I k I k (-1 q ij 0) I j I j I k I k

21 Quadratic formulation (1) QPC: max 1 xqx + cx 2 Ax 1 x {0,1} n QP: max 1 xqx + cx 2 x {0,1} n Linear contribution: capacity of a non overlapping subset Quadratic contribution: penalty due to the overlapping of two subsets

22 Quadratic formulation (1) QPC and QP are equivalent to PC and P if each element belongs to at most 2 subsets In the other cases QPC and QP underestimate network capacity QP can be approached by pseudoboolean techniques QPC is a Quadratic Set Covering problem Semidefinite Programming Combinatorial optimization approaches Bounding techniques derived from QAP (e.g. Gilmore and Lawler)

23 Quadratic formulation (1) P j : subproblem obtained by fixing x j =1 w j = max 1 2 q jk x k k J a ik 1 k J x k {0,1} i I \ I j k J due to nonpositiveness of coefficients qjk Pj is a Set Covering W = max (w j + c j ) x j j J a ij 1 j J x j {0,1} i I j J After some fixing, W can be computed by a Set Covering

24 Quadratic formulation (1) Claim: W is an upper bound for QPC It is an upper bound also when we use relaxations instead of computing the exact solution of the set covering problems

25 Quadratic formulation (2) Tradeoff between network capacity and cost p jk = I j I k (0 p I j I k jk 1) approximate measure of the capacity: tends to favor non overlapping subsets g j = installation cost QPC': max { 1 2 xpx - α gx: Ax 1, x {0,1}n } QP': max { 1 2 xpx - α gx, x {0,1}n } tradeoff parameter α>0

26 Quadratic formulation (2) QP' can be solved in polynomial time (min cut computation) Auxiliary graph G = (N, A) with capacities γ + j j γ j s p jk p kj t γ + k k γ k γ + j = max {0, 1 2 k J p jk - α g j } γ - j = max {0,- 1 2 k J p jk + α g j }

27 The minimum capacity s-t cut corresponds to the solution x maximizing the objective function of QP' [Hammer 65] 1 γ + j j γ j s p jk t p kj γ + k k γ k 0

28 Quadratic formulation (2) The Lagrangian relaxation of QPC' can be solved efficiently Minimization of a piecewise convex function At each iteration the computation of a min cut gives the value of the Lagrangian function

29 Computational results Quadratic vs. Hyperbolic Small instances ( J = 10, I = 100, 300) Subsets = circles in the plane (radii 50m, 100m, 200m) Comparison of the objective functions: Hyperbolic, Quadratic, Fairness, # installed access points Exact solutions computed by enumeration Simple heuristic algorithms Average on 10 instances

30 Full coverage: exact solutions cs=10 Fairness exact Hyperbolic exact Quadratic exact #AP Hyperbolic Quadratic fairness #AP Hyperbolic Quadratic fairness # AP Hyperbolic Quadratic fairness R=50m R=100m R=200m R=50m R=100m R=200m Without covering constraints cs=10 Hyperbolic exact Quadratic exact # AP Hyperbolic Quadratic # AP Hyperbolic Quadratic R=50m R=100m R=200m R=50m R=100m R=200m

31 Full coverage: comparison exact and heuristic solutions cs=10 Hyperbolic Quadratic exact heuristic exact heuristic R=50m R=100m R=200m R=50m R=100m R=200m Full coverage: comparison exact and heuristic solutions cs=10 Hyperbolic Quadratic exact heuristic exact heuristic R=50m R=100m R=200m R=50m R=100m R=200m

32 Linearization: idea A test point i may be covered by different activated antennas Introduce a 0-1 variable ξir for each test point i and each subset r of possible activated antennas covering i Exponentially many variables, depending on the cardinality of overlaps

33 Linearization: notation Ji subset of candidate sites covering i S(i) = 2 J i \ {Ø} set of antennas configurations covering i we include the emptyset if the total coverage is not required J(r) subset of candidate sites of configuration r For each configuration r in S(i) we can compute the contribution of test point i to the total network capacity Kir = 1 j J(r) Ij (Kir can be computed also according to the quadratic formulation)

34 Linearization: model max i I Kir ξir r S(i) ξir = 1 i I (one configuration per test point) r S(i) ξir = xj r:j J(r) xj {0,1} i I, j Ji j J (consistency in configuration selection) ξir 0 i I, r S(i) note that only x variables are binary

35 Instance generator Generated on a geometric base (2D) Avoided test points covered by a single candidate site

36 Computational results (1) instance QUADRATIC HYPERBOLIC J / I /id Integer LP Integer LP time value time value time value time value 50/25/ /50/ /100/ /37/ /75/ /150/ /50/ /100/ times in seconds on a 2.8 GHx Xeon

37 Strenghthening equalities Consider a pair of test points i and h and a subset S of candidates sites among those covering both i and h i S h The selected configurations in S for i and h must coincide ξir = r:j J(r) S ξhr r:h J(r) S

38 Computational results (2) instance QUADRATIC HYPERBOLIC J / I /id Integer LP Integer LP time value time value time value time value 100/50/ S = S = S =2/var /100/ S = S = S =2/var var3: generated variables for subsets of at most 3 candidate sites

39 Concluding remarks New interesting combinatorial optimization problems Hyperbolic 0-1 formulations Quadratic formulations (good approximation) Linearization and strenghthening Column generation? Frequency assignment

Hyperbolic set covering problems with competing ground-set elements

Hyperbolic set covering problems with competing ground-set elements g Hyperbolic set covering problems with competing ground-set elements Edoardo Amaldi, Sandro Bosio and Federico Malucelli Dipartimento di Elettronica e Informazione (DEI), Politecnico di Milano, Italy

More information

Linköping University Post Print. Solving Nonlinear Covering Problems Arising in WLAN Design

Linköping University Post Print. Solving Nonlinear Covering Problems Arising in WLAN Design Linköping University Post Print Solving Nonlinear Covering Problems Arising in WLAN Design Edoardo Amaldi, Sandro Bosio, Federico Malucelli and Di Yuan N.B.: When citing this work, cite the original article.

More information

ELE539A: Optimization of Communication Systems Lecture 16: Pareto Optimization and Nonconvex Optimization

ELE539A: Optimization of Communication Systems Lecture 16: Pareto Optimization and Nonconvex Optimization ELE539A: Optimization of Communication Systems Lecture 16: Pareto Optimization and Nonconvex Optimization Professor M. Chiang Electrical Engineering Department, Princeton University March 16, 2007 Lecture

More information

Lecture 8: Column Generation

Lecture 8: Column Generation Lecture 8: Column Generation (3 units) Outline Cutting stock problem Classical IP formulation Set covering formulation Column generation A dual perspective Vehicle routing problem 1 / 33 Cutting stock

More information

3.7 Strong valid inequalities for structured ILP problems

3.7 Strong valid inequalities for structured ILP problems 3.7 Strong valid inequalities for structured ILP problems By studying the problem structure, we can derive strong valid inequalities yielding better approximations of conv(x ) and hence tighter bounds.

More information

3.8 Strong valid inequalities

3.8 Strong valid inequalities 3.8 Strong valid inequalities By studying the problem structure, we can derive strong valid inequalities which lead to better approximations of the ideal formulation conv(x ) and hence to tighter bounds.

More information

- Well-characterized problems, min-max relations, approximate certificates. - LP problems in the standard form, primal and dual linear programs

- Well-characterized problems, min-max relations, approximate certificates. - LP problems in the standard form, primal and dual linear programs LP-Duality ( Approximation Algorithms by V. Vazirani, Chapter 12) - Well-characterized problems, min-max relations, approximate certificates - LP problems in the standard form, primal and dual linear programs

More information

Integer Linear Programming Modeling

Integer Linear Programming Modeling DM554/DM545 Linear and Lecture 9 Integer Linear Programming Marco Chiarandini Department of Mathematics & Computer Science University of Southern Denmark Outline 1. 2. Assignment Problem Knapsack Problem

More information

Outline. Relaxation. Outline DMP204 SCHEDULING, TIMETABLING AND ROUTING. 1. Lagrangian Relaxation. Lecture 12 Single Machine Models, Column Generation

Outline. Relaxation. Outline DMP204 SCHEDULING, TIMETABLING AND ROUTING. 1. Lagrangian Relaxation. Lecture 12 Single Machine Models, Column Generation Outline DMP204 SCHEDULING, TIMETABLING AND ROUTING 1. Lagrangian Relaxation Lecture 12 Single Machine Models, Column Generation 2. Dantzig-Wolfe Decomposition Dantzig-Wolfe Decomposition Delayed Column

More information

5 Integer Linear Programming (ILP) E. Amaldi Foundations of Operations Research Politecnico di Milano 1

5 Integer Linear Programming (ILP) E. Amaldi Foundations of Operations Research Politecnico di Milano 1 5 Integer Linear Programming (ILP) E. Amaldi Foundations of Operations Research Politecnico di Milano 1 Definition: An Integer Linear Programming problem is an optimization problem of the form (ILP) min

More information

3.4 Relaxations and bounds

3.4 Relaxations and bounds 3.4 Relaxations and bounds Consider a generic Discrete Optimization problem z = min{c(x) : x X} with an optimal solution x X. In general, the algorithms generate not only a decreasing sequence of upper

More information

Topic: Primal-Dual Algorithms Date: We finished our discussion of randomized rounding and began talking about LP Duality.

Topic: Primal-Dual Algorithms Date: We finished our discussion of randomized rounding and began talking about LP Duality. CS787: Advanced Algorithms Scribe: Amanda Burton, Leah Kluegel Lecturer: Shuchi Chawla Topic: Primal-Dual Algorithms Date: 10-17-07 14.1 Last Time We finished our discussion of randomized rounding and

More information

Chapter 3: Discrete Optimization Integer Programming

Chapter 3: Discrete Optimization Integer Programming Chapter 3: Discrete Optimization Integer Programming Edoardo Amaldi DEIB Politecnico di Milano edoardo.amaldi@polimi.it Website: http://home.deib.polimi.it/amaldi/opt-16-17.shtml Academic year 2016-17

More information

Chapter 3: Discrete Optimization Integer Programming

Chapter 3: Discrete Optimization Integer Programming Chapter 3: Discrete Optimization Integer Programming Edoardo Amaldi DEIB Politecnico di Milano edoardo.amaldi@polimi.it Sito web: http://home.deib.polimi.it/amaldi/ott-13-14.shtml A.A. 2013-14 Edoardo

More information

Separation Techniques for Constrained Nonlinear 0 1 Programming

Separation Techniques for Constrained Nonlinear 0 1 Programming Separation Techniques for Constrained Nonlinear 0 1 Programming Christoph Buchheim Computer Science Department, University of Cologne and DEIS, University of Bologna MIP 2008, Columbia University, New

More information

Optimization Exercise Set n. 4 :

Optimization Exercise Set n. 4 : Optimization Exercise Set n. 4 : Prepared by S. Coniglio and E. Amaldi translated by O. Jabali 2018/2019 1 4.1 Airport location In air transportation, usually there is not a direct connection between every

More information

3.10 Lagrangian relaxation

3.10 Lagrangian relaxation 3.10 Lagrangian relaxation Consider a generic ILP problem min {c t x : Ax b, Dx d, x Z n } with integer coefficients. Suppose Dx d are the complicating constraints. Often the linear relaxation and the

More information

BBM402-Lecture 20: LP Duality

BBM402-Lecture 20: LP Duality BBM402-Lecture 20: LP Duality Lecturer: Lale Özkahya Resources for the presentation: https://courses.engr.illinois.edu/cs473/fa2016/lectures.html An easy LP? which is compact form for max cx subject to

More information

Semidefinite Programming Basics and Applications

Semidefinite Programming Basics and Applications Semidefinite Programming Basics and Applications Ray Pörn, principal lecturer Åbo Akademi University Novia University of Applied Sciences Content What is semidefinite programming (SDP)? How to represent

More information

Lecture 8: Column Generation

Lecture 8: Column Generation Lecture 8: Column Generation (3 units) Outline Cutting stock problem Classical IP formulation Set covering formulation Column generation A dual perspective 1 / 24 Cutting stock problem 2 / 24 Problem description

More information

Optimization in Wireless Communication

Optimization in Wireless Communication Zhi-Quan (Tom) Luo Department of Electrical and Computer Engineering University of Minnesota 200 Union Street SE Minneapolis, MN 55455 2007 NSF Workshop Challenges Optimization problems from wireless applications

More information

ELE539A: Optimization of Communication Systems Lecture 6: Quadratic Programming, Geometric Programming, and Applications

ELE539A: Optimization of Communication Systems Lecture 6: Quadratic Programming, Geometric Programming, and Applications ELE539A: Optimization of Communication Systems Lecture 6: Quadratic Programming, Geometric Programming, and Applications Professor M. Chiang Electrical Engineering Department, Princeton University February

More information

3.10 Column generation method

3.10 Column generation method 3.10 Column generation method Many relevant decision-making (discrete optimization) problems can be formulated as ILP problems with a very large (exponential) number of variables. Examples: cutting stock,

More information

CSE541 Class 22. Jeremy Buhler. November 22, Today: how to generalize some well-known approximation results

CSE541 Class 22. Jeremy Buhler. November 22, Today: how to generalize some well-known approximation results CSE541 Class 22 Jeremy Buhler November 22, 2016 Today: how to generalize some well-known approximation results 1 Intuition: Behavior of Functions Consider a real-valued function gz) on integers or reals).

More information

LMI Methods in Optimal and Robust Control

LMI Methods in Optimal and Robust Control LMI Methods in Optimal and Robust Control Matthew M. Peet Arizona State University Lecture 02: Optimization (Convex and Otherwise) What is Optimization? An Optimization Problem has 3 parts. x F f(x) :

More information

3.7 Cutting plane methods

3.7 Cutting plane methods 3.7 Cutting plane methods Generic ILP problem min{ c t x : x X = {x Z n + : Ax b} } with m n matrix A and n 1 vector b of rationals. According to Meyer s theorem: There exists an ideal formulation: conv(x

More information

CS599: Convex and Combinatorial Optimization Fall 2013 Lecture 24: Introduction to Submodular Functions. Instructor: Shaddin Dughmi

CS599: Convex and Combinatorial Optimization Fall 2013 Lecture 24: Introduction to Submodular Functions. Instructor: Shaddin Dughmi CS599: Convex and Combinatorial Optimization Fall 2013 Lecture 24: Introduction to Submodular Functions Instructor: Shaddin Dughmi Announcements Introduction We saw how matroids form a class of feasible

More information

15.083J/6.859J Integer Optimization. Lecture 10: Solving Relaxations

15.083J/6.859J Integer Optimization. Lecture 10: Solving Relaxations 15.083J/6.859J Integer Optimization Lecture 10: Solving Relaxations 1 Outline The key geometric result behind the ellipsoid method Slide 1 The ellipsoid method for the feasibility problem The ellipsoid

More information

Computational Integer Programming. Lecture 2: Modeling and Formulation. Dr. Ted Ralphs

Computational Integer Programming. Lecture 2: Modeling and Formulation. Dr. Ted Ralphs Computational Integer Programming Lecture 2: Modeling and Formulation Dr. Ted Ralphs Computational MILP Lecture 2 1 Reading for This Lecture N&W Sections I.1.1-I.1.6 Wolsey Chapter 1 CCZ Chapter 2 Computational

More information

where X is the feasible region, i.e., the set of the feasible solutions.

where X is the feasible region, i.e., the set of the feasible solutions. 3.5 Branch and Bound Consider a generic Discrete Optimization problem (P) z = max{c(x) : x X }, where X is the feasible region, i.e., the set of the feasible solutions. Branch and Bound is a general semi-enumerative

More information

Integer programming: an introduction. Alessandro Astolfi

Integer programming: an introduction. Alessandro Astolfi Integer programming: an introduction Alessandro Astolfi Outline Introduction Examples Methods for solving ILP Optimization on graphs LP problems with integer solutions Summary Introduction Integer programming

More information

3.10 Column generation method

3.10 Column generation method 3.10 Column generation method Many relevant decision-making problems can be formulated as ILP problems with a very large (exponential) number of variables. Examples: cutting stock, crew scheduling, vehicle

More information

Decomposition Methods for Quadratic Zero-One Programming

Decomposition Methods for Quadratic Zero-One Programming Decomposition Methods for Quadratic Zero-One Programming Borzou Rostami This dissertation is submitted for the degree of Doctor of Philosophy in Information Technology Advisor: Prof. Federico Malucelli

More information

Randomized algorithms for lexicographic inference

Randomized algorithms for lexicographic inference Randomized algorithms for lexicographic inference R. Kohli 1 K. Boughanmi 1 V. Kohli 2 1 Columbia Business School 2 Northwestern University 1 What is a lexicographic rule? 2 Example of screening menu (lexicographic)

More information

A new family of facet defining inequalities for the maximum edge-weighted clique problem

A new family of facet defining inequalities for the maximum edge-weighted clique problem A new family of facet defining inequalities for the maximum edge-weighted clique problem Franklin Djeumou Fomeni June 2016 Abstract This paper considers a family of cutting planes, recently developed for

More information

Inderjit Dhillon The University of Texas at Austin

Inderjit Dhillon The University of Texas at Austin Inderjit Dhillon The University of Texas at Austin ( Universidad Carlos III de Madrid; 15 th June, 2012) (Based on joint work with J. Brickell, S. Sra, J. Tropp) Introduction 2 / 29 Notion of distance

More information

Approximation Algorithms for Maximum. Coverage and Max Cut with Given Sizes of. Parts? A. A. Ageev and M. I. Sviridenko

Approximation Algorithms for Maximum. Coverage and Max Cut with Given Sizes of. Parts? A. A. Ageev and M. I. Sviridenko Approximation Algorithms for Maximum Coverage and Max Cut with Given Sizes of Parts? A. A. Ageev and M. I. Sviridenko Sobolev Institute of Mathematics pr. Koptyuga 4, 630090, Novosibirsk, Russia fageev,svirg@math.nsc.ru

More information

NONLINEAR. (Hillier & Lieberman Introduction to Operations Research, 8 th edition)

NONLINEAR. (Hillier & Lieberman Introduction to Operations Research, 8 th edition) NONLINEAR PROGRAMMING (Hillier & Lieberman Introduction to Operations Research, 8 th edition) Nonlinear Programming g Linear programming has a fundamental role in OR. In linear programming all its functions

More information

Optimization Exercise Set n.5 :

Optimization Exercise Set n.5 : Optimization Exercise Set n.5 : Prepared by S. Coniglio translated by O. Jabali 2016/2017 1 5.1 Airport location In air transportation, usually there is not a direct connection between every pair of airports.

More information

N. L. P. NONLINEAR PROGRAMMING (NLP) deals with optimization models with at least one nonlinear function. NLP. Optimization. Models of following form:

N. L. P. NONLINEAR PROGRAMMING (NLP) deals with optimization models with at least one nonlinear function. NLP. Optimization. Models of following form: 0.1 N. L. P. Katta G. Murty, IOE 611 Lecture slides Introductory Lecture NONLINEAR PROGRAMMING (NLP) deals with optimization models with at least one nonlinear function. NLP does not include everything

More information

Discrete (and Continuous) Optimization WI4 131

Discrete (and Continuous) Optimization WI4 131 Discrete (and Continuous) Optimization WI4 131 Kees Roos Technische Universiteit Delft Faculteit Electrotechniek, Wiskunde en Informatica Afdeling Informatie, Systemen en Algoritmiek e-mail: C.Roos@ewi.tudelft.nl

More information

Approximation Algorithms

Approximation Algorithms Approximation Algorithms Chapter 26 Semidefinite Programming Zacharias Pitouras 1 Introduction LP place a good lower bound on OPT for NP-hard problems Are there other ways of doing this? Vector programs

More information

Determinants of Partition Matrices

Determinants of Partition Matrices journal of number theory 56, 283297 (1996) article no. 0018 Determinants of Partition Matrices Georg Martin Reinhart Wellesley College Communicated by A. Hildebrand Received February 14, 1994; revised

More information

Dual Decomposition.

Dual Decomposition. 1/34 Dual Decomposition http://bicmr.pku.edu.cn/~wenzw/opt-2017-fall.html Acknowledgement: this slides is based on Prof. Lieven Vandenberghes lecture notes Outline 2/34 1 Conjugate function 2 introduction:

More information

Lecture 7: Lagrangian Relaxation and Duality Theory

Lecture 7: Lagrangian Relaxation and Duality Theory Lecture 7: Lagrangian Relaxation and Duality Theory (3 units) Outline Lagrangian dual for linear IP Lagrangian dual for general IP Dual Search Lagrangian decomposition 1 / 23 Joseph Louis Lagrange Joseph

More information

5.5 Quadratic programming

5.5 Quadratic programming 5.5 Quadratic programming Minimize a quadratic function subject to linear constraints: 1 min x t Qx + c t x 2 s.t. a t i x b i i I (P a t i x = b i i E x R n, where Q is an n n matrix, I and E are the

More information

1 Maximizing a Submodular Function

1 Maximizing a Submodular Function 6.883 Learning with Combinatorial Structure Notes for Lecture 16 Author: Arpit Agarwal 1 Maximizing a Submodular Function In the last lecture we looked at maximization of a monotone submodular function,

More information

Integer Programming, Constraint Programming, and their Combination

Integer Programming, Constraint Programming, and their Combination Integer Programming, Constraint Programming, and their Combination Alexander Bockmayr Freie Universität Berlin & DFG Research Center Matheon Eindhoven, 27 January 2006 Discrete Optimization General framework

More information

Submodular Functions Properties Algorithms Machine Learning

Submodular Functions Properties Algorithms Machine Learning Submodular Functions Properties Algorithms Machine Learning Rémi Gilleron Inria Lille - Nord Europe & LIFL & Univ Lille Jan. 12 revised Aug. 14 Rémi Gilleron (Mostrare) Submodular Functions Jan. 12 revised

More information

Linear and Integer Programming - ideas

Linear and Integer Programming - ideas Linear and Integer Programming - ideas Paweł Zieliński Institute of Mathematics and Computer Science, Wrocław University of Technology, Poland http://www.im.pwr.wroc.pl/ pziel/ Toulouse, France 2012 Literature

More information

Notes on Dantzig-Wolfe decomposition and column generation

Notes on Dantzig-Wolfe decomposition and column generation Notes on Dantzig-Wolfe decomposition and column generation Mette Gamst November 11, 2010 1 Introduction This note introduces an exact solution method for mathematical programming problems. The method is

More information

E5295/5B5749 Convex optimization with engineering applications. Lecture 5. Convex programming and semidefinite programming

E5295/5B5749 Convex optimization with engineering applications. Lecture 5. Convex programming and semidefinite programming E5295/5B5749 Convex optimization with engineering applications Lecture 5 Convex programming and semidefinite programming A. Forsgren, KTH 1 Lecture 5 Convex optimization 2006/2007 Convex quadratic program

More information

Working Paper Series HEARIN CENTER FOR ENTERPRISE SCIENCE

Working Paper Series HEARIN CENTER FOR ENTERPRISE SCIENCE HCES -05-04 Working Paper Series HEARIN CENTER FOR ENTERPRISE SCIENCE Solving the Maximum Edge Weight Clique Problem via Unconstrained Quadratic Programming By Gary Kochenberger Fred Glover Bahram Alidaee

More information

Facets for Node-Capacitated Multicut Polytopes from Path-Block Cycles with Two Common Nodes

Facets for Node-Capacitated Multicut Polytopes from Path-Block Cycles with Two Common Nodes Facets for Node-Capacitated Multicut Polytopes from Path-Block Cycles with Two Common Nodes Michael M. Sørensen July 2016 Abstract Path-block-cycle inequalities are valid, and sometimes facet-defining,

More information

A Branch and Bound Algorithm for the Project Duration Problem Subject to Temporal and Cumulative Resource Constraints

A Branch and Bound Algorithm for the Project Duration Problem Subject to Temporal and Cumulative Resource Constraints A Branch and Bound Algorithm for the Project Duration Problem Subject to Temporal and Cumulative Resource Constraints Christoph Schwindt Institut für Wirtschaftstheorie und Operations Research University

More information

LECTURE NOTES DISCRETE MATHEMATICS. Eusebius Doedel

LECTURE NOTES DISCRETE MATHEMATICS. Eusebius Doedel LECTURE NOTES on DISCRETE MATHEMATICS Eusebius Doedel 1 LOGIC Introduction. First we introduce some basic concepts needed in our discussion of logic. These will be covered in more detail later. A set is

More information

Section Notes 9. IP: Cutting Planes. Applied Math 121. Week of April 12, 2010

Section Notes 9. IP: Cutting Planes. Applied Math 121. Week of April 12, 2010 Section Notes 9 IP: Cutting Planes Applied Math 121 Week of April 12, 2010 Goals for the week understand what a strong formulations is. be familiar with the cutting planes algorithm and the types of cuts

More information

Integer Programming Formulations for the Minimum Weighted Maximal Matching Problem

Integer Programming Formulations for the Minimum Weighted Maximal Matching Problem Optimization Letters manuscript No. (will be inserted by the editor) Integer Programming Formulations for the Minimum Weighted Maximal Matching Problem Z. Caner Taşkın Tınaz Ekim Received: date / Accepted:

More information

Section Notes 8. Integer Programming II. Applied Math 121. Week of April 5, expand your knowledge of big M s and logical constraints.

Section Notes 8. Integer Programming II. Applied Math 121. Week of April 5, expand your knowledge of big M s and logical constraints. Section Notes 8 Integer Programming II Applied Math 121 Week of April 5, 2010 Goals for the week understand IP relaxations be able to determine the relative strength of formulations understand the branch

More information

Chapter 11. Approximation Algorithms. Slides by Kevin Wayne Pearson-Addison Wesley. All rights reserved.

Chapter 11. Approximation Algorithms. Slides by Kevin Wayne Pearson-Addison Wesley. All rights reserved. Chapter 11 Approximation Algorithms Slides by Kevin Wayne. Copyright @ 2005 Pearson-Addison Wesley. All rights reserved. 1 Approximation Algorithms Q. Suppose I need to solve an NP-hard problem. What should

More information

A Geometric Approach to Graph Isomorphism

A Geometric Approach to Graph Isomorphism A Geometric Approach to Graph Isomorphism Pawan Aurora and Shashank K Mehta Indian Institute of Technology, Kanpur - 208016, India {paurora,skmehta}@cse.iitk.ac.in Abstract. We present an integer linear

More information

Convex envelopes, cardinality constrained optimization and LASSO. An application in supervised learning: support vector machines (SVMs)

Convex envelopes, cardinality constrained optimization and LASSO. An application in supervised learning: support vector machines (SVMs) ORF 523 Lecture 8 Princeton University Instructor: A.A. Ahmadi Scribe: G. Hall Any typos should be emailed to a a a@princeton.edu. 1 Outline Convexity-preserving operations Convex envelopes, cardinality

More information

The maximal stable set problem : Copositive programming and Semidefinite Relaxations

The maximal stable set problem : Copositive programming and Semidefinite Relaxations The maximal stable set problem : Copositive programming and Semidefinite Relaxations Kartik Krishnan Department of Mathematical Sciences Rensselaer Polytechnic Institute Troy, NY 12180 USA kartis@rpi.edu

More information

Extended Formulations, Lagrangian Relaxation, & Column Generation: tackling large scale applications

Extended Formulations, Lagrangian Relaxation, & Column Generation: tackling large scale applications Extended Formulations, Lagrangian Relaxation, & Column Generation: tackling large scale applications François Vanderbeck University of Bordeaux INRIA Bordeaux-Sud-Ouest part : Defining Extended Formulations

More information

Geometric Steiner Trees

Geometric Steiner Trees Geometric Steiner Trees From the book: Optimal Interconnection Trees in the Plane By Marcus Brazil and Martin Zachariasen Part 3: Computational Complexity and the Steiner Tree Problem Marcus Brazil 2015

More information

EE/ACM Applications of Convex Optimization in Signal Processing and Communications Lecture 18

EE/ACM Applications of Convex Optimization in Signal Processing and Communications Lecture 18 EE/ACM 150 - Applications of Convex Optimization in Signal Processing and Communications Lecture 18 Andre Tkacenko Signal Processing Research Group Jet Propulsion Laboratory May 31, 2012 Andre Tkacenko

More information

Cutting Planes for First Level RLT Relaxations of Mixed 0-1 Programs

Cutting Planes for First Level RLT Relaxations of Mixed 0-1 Programs Cutting Planes for First Level RLT Relaxations of Mixed 0-1 Programs 1 Cambridge, July 2013 1 Joint work with Franklin Djeumou Fomeni and Adam N. Letchford Outline 1. Introduction 2. Literature Review

More information

Combinatorial Optimization with One Quadratic Term: Spanning Trees and Forests

Combinatorial Optimization with One Quadratic Term: Spanning Trees and Forests Combinatorial Optimization with One Quadratic Term: Spanning Trees and Forests Christoph Buchheim 1 and Laura Klein 1 1 Fakultät für Mathematik, TU Dortmund, Vogelpothsweg 87, 44227 Dortmund, Germany,

More information

On Two Class-Constrained Versions of the Multiple Knapsack Problem

On Two Class-Constrained Versions of the Multiple Knapsack Problem On Two Class-Constrained Versions of the Multiple Knapsack Problem Hadas Shachnai Tami Tamir Department of Computer Science The Technion, Haifa 32000, Israel Abstract We study two variants of the classic

More information

On a Cardinality-Constrained Transportation Problem With Market Choice

On a Cardinality-Constrained Transportation Problem With Market Choice On a Cardinality-Constrained Transportation Problem With Market Choice Pelin Damcı-Kurt Santanu S. Dey Simge Küçükyavuz Abstract It is well-known that the intersection of the matching polytope with a cardinality

More information

Structural and Multidisciplinary Optimization. P. Duysinx and P. Tossings

Structural and Multidisciplinary Optimization. P. Duysinx and P. Tossings Structural and Multidisciplinary Optimization P. Duysinx and P. Tossings 2018-2019 CONTACTS Pierre Duysinx Institut de Mécanique et du Génie Civil (B52/3) Phone number: 04/366.91.94 Email: P.Duysinx@uliege.be

More information

Structured Problems and Algorithms

Structured Problems and Algorithms Integer and quadratic optimization problems Dept. of Engg. and Comp. Sci., Univ. of Cal., Davis Aug. 13, 2010 Table of contents Outline 1 2 3 Benefits of Structured Problems Optimization problems may become

More information

MVE165/MMG631 Linear and integer optimization with applications Lecture 8 Discrete optimization: theory and algorithms

MVE165/MMG631 Linear and integer optimization with applications Lecture 8 Discrete optimization: theory and algorithms MVE165/MMG631 Linear and integer optimization with applications Lecture 8 Discrete optimization: theory and algorithms Ann-Brith Strömberg 2017 04 07 Lecture 8 Linear and integer optimization with applications

More information

Enabling Efficient Analog Synthesis by Coupling Sparse Regression and Polynomial Optimization

Enabling Efficient Analog Synthesis by Coupling Sparse Regression and Polynomial Optimization Enabling Efficient Analog Synthesis by Coupling Sparse Regression and Polynomial Optimization Ye Wang, Michael Orshansky, Constantine Caramanis ECE Dept., The University of Texas at Austin 1 Analog Synthesis

More information

9. Submodular function optimization

9. Submodular function optimization Submodular function maximization 9-9. Submodular function optimization Submodular function maximization Greedy algorithm for monotone case Influence maximization Greedy algorithm for non-monotone case

More information

Discrete Optimization 2010 Lecture 8 Lagrangian Relaxation / P, N P and co-n P

Discrete Optimization 2010 Lecture 8 Lagrangian Relaxation / P, N P and co-n P Discrete Optimization 2010 Lecture 8 Lagrangian Relaxation / P, N P and co-n P Marc Uetz University of Twente m.uetz@utwente.nl Lecture 8: sheet 1 / 32 Marc Uetz Discrete Optimization Outline 1 Lagrangian

More information

Module 04 Optimization Problems KKT Conditions & Solvers

Module 04 Optimization Problems KKT Conditions & Solvers Module 04 Optimization Problems KKT Conditions & Solvers Ahmad F. Taha EE 5243: Introduction to Cyber-Physical Systems Email: ahmad.taha@utsa.edu Webpage: http://engineering.utsa.edu/ taha/index.html September

More information

Solving Box-Constrained Nonconvex Quadratic Programs

Solving Box-Constrained Nonconvex Quadratic Programs Noname manuscript No. (will be inserted by the editor) Solving Box-Constrained Nonconvex Quadratic Programs Pierre Bonami Oktay Günlük Jeff Linderoth June 13, 2016 Abstract We present effective computational

More information

Network Flows. 6. Lagrangian Relaxation. Programming. Fall 2010 Instructor: Dr. Masoud Yaghini

Network Flows. 6. Lagrangian Relaxation. Programming. Fall 2010 Instructor: Dr. Masoud Yaghini In the name of God Network Flows 6. Lagrangian Relaxation 6.3 Lagrangian Relaxation and Integer Programming Fall 2010 Instructor: Dr. Masoud Yaghini Integer Programming Outline Branch-and-Bound Technique

More information

Introduction to Integer Programming

Introduction to Integer Programming Lecture 3/3/2006 p. /27 Introduction to Integer Programming Leo Liberti LIX, École Polytechnique liberti@lix.polytechnique.fr Lecture 3/3/2006 p. 2/27 Contents IP formulations and examples Total unimodularity

More information

Conic optimization under combinatorial sparsity constraints

Conic optimization under combinatorial sparsity constraints Conic optimization under combinatorial sparsity constraints Christoph Buchheim and Emiliano Traversi Abstract We present a heuristic approach for conic optimization problems containing sparsity constraints.

More information

Network Localization via Schatten Quasi-Norm Minimization

Network Localization via Schatten Quasi-Norm Minimization Network Localization via Schatten Quasi-Norm Minimization Anthony Man-Cho So Department of Systems Engineering & Engineering Management The Chinese University of Hong Kong (Joint Work with Senshan Ji Kam-Fung

More information

Semidefinite and Second Order Cone Programming Seminar Fall 2001 Lecture 5

Semidefinite and Second Order Cone Programming Seminar Fall 2001 Lecture 5 Semidefinite and Second Order Cone Programming Seminar Fall 2001 Lecture 5 Instructor: Farid Alizadeh Scribe: Anton Riabov 10/08/2001 1 Overview We continue studying the maximum eigenvalue SDP, and generalize

More information

6.842 Randomness and Computation Lecture 5

6.842 Randomness and Computation Lecture 5 6.842 Randomness and Computation 2012-02-22 Lecture 5 Lecturer: Ronitt Rubinfeld Scribe: Michael Forbes 1 Overview Today we will define the notion of a pairwise independent hash function, and discuss its

More information

LP based heuristics for the multiple knapsack problem. with assignment restrictions

LP based heuristics for the multiple knapsack problem. with assignment restrictions LP based heuristics for the multiple knapsack problem with assignment restrictions Geir Dahl and Njål Foldnes Centre of Mathematics for Applications and Department of Informatics, University of Oslo, P.O.Box

More information

APPLIED MECHANISM DESIGN FOR SOCIAL GOOD

APPLIED MECHANISM DESIGN FOR SOCIAL GOOD APPLIED MECHANISM DESIGN FOR SOCIAL GOOD JOHN P DICKERSON Lecture #4 09/08/2016 CMSC828M Tuesdays & Thursdays 12:30pm 1:45pm PRESENTATION LIST IS ONLINE! SCRIBE LIST COMING SOON 2 THIS CLASS: (COMBINATORIAL)

More information

CSC Linear Programming and Combinatorial Optimization Lecture 12: The Lift and Project Method

CSC Linear Programming and Combinatorial Optimization Lecture 12: The Lift and Project Method CSC2411 - Linear Programming and Combinatorial Optimization Lecture 12: The Lift and Project Method Notes taken by Stefan Mathe April 28, 2007 Summary: Throughout the course, we have seen the importance

More information

Section Notes 9. Midterm 2 Review. Applied Math / Engineering Sciences 121. Week of December 3, 2018

Section Notes 9. Midterm 2 Review. Applied Math / Engineering Sciences 121. Week of December 3, 2018 Section Notes 9 Midterm 2 Review Applied Math / Engineering Sciences 121 Week of December 3, 2018 The following list of topics is an overview of the material that was covered in the lectures and sections

More information

Lecture 11 October 7, 2013

Lecture 11 October 7, 2013 CS 4: Advanced Algorithms Fall 03 Prof. Jelani Nelson Lecture October 7, 03 Scribe: David Ding Overview In the last lecture we talked about set cover: Sets S,..., S m {,..., n}. S has cost c S. Goal: Cover

More information

Data Mining and Matrices

Data Mining and Matrices Data Mining and Matrices 08 Boolean Matrix Factorization Rainer Gemulla, Pauli Miettinen June 13, 2013 Outline 1 Warm-Up 2 What is BMF 3 BMF vs. other three-letter abbreviations 4 Binary matrices, tiles,

More information

Equivalent relaxations of optimal power flow

Equivalent relaxations of optimal power flow Equivalent relaxations of optimal power flow 1 Subhonmesh Bose 1, Steven H. Low 2,1, Thanchanok Teeraratkul 1, Babak Hassibi 1 1 Electrical Engineering, 2 Computational and Mathematical Sciences California

More information

On the complexity of maximizing the minimum Shannon capacity in wireless networks by joint channel assignment and power allocation

On the complexity of maximizing the minimum Shannon capacity in wireless networks by joint channel assignment and power allocation On the complexity of maximizing the minimum Shannon capacity in wireless networks by joint channel assignment and power allocation Mikael Fallgren Royal Institute of Technology December, 2009 Abstract

More information

Auxiliary-Function Methods in Optimization

Auxiliary-Function Methods in Optimization Auxiliary-Function Methods in Optimization Charles Byrne (Charles Byrne@uml.edu) http://faculty.uml.edu/cbyrne/cbyrne.html Department of Mathematical Sciences University of Massachusetts Lowell Lowell,

More information

Lecture 5: Probabilistic tools and Applications II

Lecture 5: Probabilistic tools and Applications II T-79.7003: Graphs and Networks Fall 2013 Lecture 5: Probabilistic tools and Applications II Lecturer: Charalampos E. Tsourakakis Oct. 11, 2013 5.1 Overview In the first part of today s lecture we will

More information

CS , Fall 2011 Assignment 2 Solutions

CS , Fall 2011 Assignment 2 Solutions CS 94-0, Fall 20 Assignment 2 Solutions (8 pts) In this question we briefly review the expressiveness of kernels (a) Construct a support vector machine that computes the XOR function Use values of + and

More information

Lecture 20: Goemans-Williamson MAXCUT Approximation Algorithm. 2 Goemans-Williamson Approximation Algorithm for MAXCUT

Lecture 20: Goemans-Williamson MAXCUT Approximation Algorithm. 2 Goemans-Williamson Approximation Algorithm for MAXCUT CS 80: Introduction to Complexity Theory 0/03/03 Lecture 20: Goemans-Williamson MAXCUT Approximation Algorithm Instructor: Jin-Yi Cai Scribe: Christopher Hudzik, Sarah Knoop Overview First, we outline

More information

CS264: Beyond Worst-Case Analysis Lecture #11: LP Decoding

CS264: Beyond Worst-Case Analysis Lecture #11: LP Decoding CS264: Beyond Worst-Case Analysis Lecture #11: LP Decoding Tim Roughgarden October 29, 2014 1 Preamble This lecture covers our final subtopic within the exact and approximate recovery part of the course.

More information

GRAPH ALGORITHMS Week 7 (13 Nov - 18 Nov 2017)

GRAPH ALGORITHMS Week 7 (13 Nov - 18 Nov 2017) GRAPH ALGORITHMS Week 7 (13 Nov - 18 Nov 2017) C. Croitoru croitoru@info.uaic.ro FII November 12, 2017 1 / 33 OUTLINE Matchings Analytical Formulation of the Maximum Matching Problem Perfect Matchings

More information

15-780: LinearProgramming

15-780: LinearProgramming 15-780: LinearProgramming J. Zico Kolter February 1-3, 2016 1 Outline Introduction Some linear algebra review Linear programming Simplex algorithm Duality and dual simplex 2 Outline Introduction Some linear

More information

Monotone Submodular Maximization over a Matroid

Monotone Submodular Maximization over a Matroid Monotone Submodular Maximization over a Matroid Yuval Filmus January 31, 2013 Abstract In this talk, we survey some recent results on monotone submodular maximization over a matroid. The survey does not

More information