Hadi Charkhgard

Solving Hard Bi-objective Knapsack Problems Using Deep Reinforcement Learning

  • Sasan Mahmoudinazlou
  • Hadi Charkhgard
  • Ali Eshragh
    • Categories Approximation Algorithms, Integer Programming Tags , , ,

    We study a class of bi-objective integer programs known as bi-objective knapsack problems (BOKPs). Our research focuses on the development of innovative exact and approximate solution methods for BOKPs by synergizing algorithmic concepts from two distinct domains: multi-objective integer programming and (deep) reinforcement learning. While novel reinforcement learning techniques have been applied successfully to single-objective … Read more

    A Criterion Space Search Feasibility Pump Heuristic for Solving Maximum Multiplicative Programs

  • Ashim Khanal
  • Hadi Charkhgard
    • Categories Game Theory, Multi-Criteria Optimization, Nonlinear Optimization Tags , , , ,

    We study a class of nonlinear optimization problems with diverse practical applications, particularly in cooperative game theory. These problems are referred to as Maximum Multiplicative Programs (MMPs), and can be conceived as instances of “Optimization Over the Frontier” in multiobjective optimization. To solve MMPs, we introduce a feasibility pump-based heuristic that is specifically designed to … Read more

    Solving Multiplicative Programs by Binary-encoding the Multiplication Operation

  • Hadi Charkhgard
  • Fabian Rigterink
  • Payman Ghasemi Saghand
  • Vahid Mahmoodian
    • Categories Applications - OR and Management Sciences, Game Theory Tags ,

    Multiplicative programs in the form of maximization and/or minimization have numerous applications in conservation planning, game theory, and multi-objective optimization settings. In practice, multiplicative programs are challenging to solve because of their multiplicative objective function (a product of continuous or integer variables). These challenges are twofold: 1. As the number of factors in the objective … Read more

    The Magic of Nash Social Welfare in Optimization: Do Not Sum, Just Multiply!

  • Hadi Charkhgard
  • Parisa Charkhgard
  • Rasul Esmaeilbeigi
  • Kimia Keshanian
    • Categories Game Theory, Global Optimization, Multi-Criteria Optimization Tags , , , ,

    In this paper, we explain some key challenges when dealing with a single/multi-objective optimization problem in practice. To overcome these challenges, we present a mathematical program that optimizes a Nash Social Welfare function. We refer to this mathematical program as the Nash Social Welfare Program (NSWP). An interesting property of the NSWP is that it … Read more

    Multi-objective Optimization Based Algorithms for Solving Mixed Integer Linear Minimum Multiplicative Programs

  • Hadi Charkhgard
  • Vahid Mahmoodian
  • Yu Zhang
    • Categories (Mixed) Integer Nonlinear Programming, Branch and Cut Algorithms, Global Optimization

    We present two new algorithms for a class of single-objective non-linear optimization problems, the so-called Mixed Integer Linear minimum Multiplicative Programs (MIL-mMPs). This class of optimization problems has a desirable characteristic: a MIL-mMP can be viewed as a special case of the problem of optimization over the efficient set in multi-objective optimization. The proposed algorithms … Read more

    Query Batching Optimization in Database Systems

  • Hadi Charkhgard
  • Iman Dayarian
  • Mehrad Eslami
  • Vahid Mahmoodian
  • Yicheng Tu
    • Categories (Mixed) Integer Linear Programming, Approximation Algorithms, Multidisciplinary Design Optimization

    Techniques based on sharing data and computation among queries have been an active research topic in database systems. While work in this area developed algorithms and systems that are shown to be effective, there is a lack of rigorous modeling and theoretical study for query processing and optimization. Query batching in database systems has strong … Read more

    A bi-level branch-and-bound algorithm for the capacitated competitive facility location problem

  • Hadi Charkhgard
  • Vahid Mahmoodian
  • Yu Zhang
    • Categories Branch and Cut Algorithms, Supply Chain Management Tags , , ,

    Competitive facility location problem is a typical facility locating optimization problem but in a competitive environment. The main characteristic of this problem is the competitive nature of the market. In essence, the problem involves two competitors, i.e., a leader and a follower, who seek to attract customers by establishing new facilities to maximize their own … Read more

    Exact Solution Approaches for Integer Linear Generalized Maximum Multiplicative Programs Through the Lens of Multi-objective Optimization

  • Hadi Charkhgard
  • Payman Ghasemi Saghand
    • Categories Applications - OR and Management Sciences, Game Theory, Integer Programming Tags , , , ,

    We study a class of single-objective nonlinear optimization problems, the so-called Integer Linear Generalized Maximum Multiplicative Programs (IL-GMMP). This class of optimization problems has a significant number of applications in different fields of study including but not limited to game theory, systems reliability, and conservative planning. An IL-GMMP can be reformulated as a mixed integer … Read more

    Learning to Project in Multi-Objective Binary Linear Programming

  • Hadi Charkhgard
  • Iman Dayarian
  • Ali Eshragh
  • Sorna Javadi
  • Alvaro Sierra-Altamiranda
    • Categories (Mixed) Integer Linear Programming, Multi-Criteria Optimization, Other Topics Tags , , , ,

    In this paper, we investigate the possibility of improving the performance of multi-objective optimization solution approaches using machine learning techniques. Specifically, we focus on multi-objective binary linear programs and employ one of the most effective and recently developed criterion space search algorithms, the so-called KSA, during our study. This algorithm computes all nondominated points of … Read more

    Hybrid Rebalancing with Dynamic Hubbing for Free-floating Bike Sharing Using Multi-objective Simulation Optimization

  • Hadi Charkhgard
  • Vahid Mahmoodian
  • Yu Zhang
    • Categories Optimization of Simulated Systems, Transportation Tags , , , ,

    For rebalancing problem of free-floating bike sharing systems, we propose dynamic hubbing (i.e. dynamically determining geofencing areas) and hybrid rebalancing (combining user-based and operator-based strategies) and solve the problem with a novel multi-objective simulation optimization approach. Given historical usage data and real-time bike GPS location information, dynamic geofenced areas (hubs) are determined to encourage users … Read more