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Inter-DS: A cost saving algorithm for expensive constrained multi-fidelity blackbox optimization

  • Xavier Lebeuf
  • Sébastien Le Digabel
  • Charles Audet
  • Miguel Diago
  • Stéphane Alarie
    • Categories Constrained Nonlinear Optimization, Energy, Optimization of Simulated Systems Tags , , , , ,

    This work introduces a novel blackbox optimization algorithm for computationally expensive constrained multi-fidelity problems. When applying a direct search method to such problems, the scarcity of feasible points may lead to numerous costly evaluations spent on infeasible points. Our proposed fidelity and interruption controlled optimization algorithm addresses this issue by leveraging multi-fidelity information, allowing for … Read more

    The convergence rate of the Sandwiching algorithm for convex bounded multiobjective optimization

  • Ina Lammel
  • Karl-Heinz Küfer
    • Categories Convex Optimization, Multi-Criteria Optimization Tags , , ,

    Sandwiching algorithms, also known as Benson-type algorithms, approximate the nondominated set of convex bounded multiobjective optimization problems by constructing and iteratively improving polyhedral inner and outer approximations. Using a set-valued metric, an estimate of the approximation quality is determined as the distance between the inner and outer approximation. The convergence of the algorithm is evaluated … Read more

    Computing an approximation of the nondominated set of multi-objective mixed-integer nonlinear optimization problems

  • Leo Warnow
  • Gabriele Eichfelder
    • Categories (Mixed) Integer Nonlinear Programming, Global Optimization, Multi-Criteria Optimization Tags , , , ,

    In practical applications, one often has not only one, but several objectives that need to be optimized simultaneously. What is more, modeling such real world problems usually involves using both, continuous and integer variables. This then results in multi-objective mixed-integer optimization problems, which are in focus of this paper. We present an approximation concept, called … Read more

    From Optimization to Control: Quasi Policy Iteration

  • Mohamad Amin Sharifi Kolarijani
  • Peyman Mohajerin Esfahani
    • Categories Convex Optimization, Dynamic Programming Tags , , , ,

    Recent control algorithms for Markov decision processes (MDPs) have been designed using an implicit analogy with well-established optimization algorithms. In this paper, we adopt the quasi-Newton method (QNM) from convex optimization to introduce a novel control algorithm coined as quasi-policy iteration (QPI). In particular, QPI is based on a novel approximation of the “Hessian” matrix … Read more

    Budget-Constrained Maximization of “Cobb-Douglas with Linear Components” Utility Function

  • Somdeb Lahiri
    • Categories Constrained Nonlinear Optimization, Linear Programming, Other Topics Tags , ,

    In what follows, we provide the demand analysis associated with budget-constrained linear utility maximization for each of several categories of goods, with the marginal rate of consumption expenditure-as a share of wealth- being a positive constant less than or equal to one. The marginal rate of consumption expenditure is endogenously determined, by a budget-constrained “Cobb-Douglas … Read more

    Neural Approximate Dynamic Programming for the Ultra-fast Order Dispatching Problem

  • Mucahit Cevik
  • Merve Bodur
  • Arash Dehghan
    • Categories Applications - OR and Management Sciences, Dynamic Programming, Transportation Tags , , ,

    Same-Day Delivery (SDD) services aim to maximize the fulfillment of online orders while minimizing delivery delays but are beset by operational uncertainties such as those in order volumes and courier planning. Our work aims to enhance the operational efficiency of SDD by focusing on the ultra-fast Order Dispatching Problem (ODP), which involves matching and dispatching … Read more

    Solving Various Classes of Arc Routing Problems with a Memetic Algorithm-based Framework

  • Sasan Mahmoudinazlou
    • Categories Dynamic Programming, Network Optimization, Transportation Tags , , , ,

    Arc routing problems are combinatorial optimization problems that have many real-world applications, such as mail delivery, snow plowing, and waste collection. Various variants of this problem are available, as well as algorithms intended to solve them heuristically or exactly. Presented here is a generic algorithmic framework that can be applied to a variety of arc … Read more

    Combining Precision Boosting with LP Iterative Refinement for Exact Linear Optimization

  • Leon Eifler
  • Ambros Gleixner
    • Categories (Mixed) Integer Linear Programming, Linear Programming, Other Topics Tags , , ,

    This article studies a combination of the two state-of-the-art algorithms for the exact solution of linear programs (LPs) over the rational numbers, i.e., without any roundoff errors or numerical tolerances. By integrating the method of precision boosting inside an LP iterative refinement loop, the combined algorithm is able to leverage the strengths of both methods: … Read more

    Price of Anarchy in Paving Matroid Congestion Games

  • Bainian Hao
  • Carla Michini
    • Categories Combinatorial Optimization, Game Theory Tags , , ,

    Congestion games allow to model competitive resource sharing in various distributed systems. Pure Nash equilibria, that are stable outcomes of a game, could be far from being socially optimal. Our goal is to identify combinatorial structures that limit the inefficiency of equilibria. This question has been mainly investigated for congestion games defined over networks. Instead, … Read more

    Strategy Investments in Matrix Games

  • Raul Garcia
  • Seyedmohammadhossein Hosseinian
  • Mallesh Pai
  • Andrew J. Schaefer
    • Categories (Mixed) Integer Linear Programming, Game Theory Tags , ,

    We propose an extension of matrix games where the row player may select rows and remove columns, subject to a budget constraint. We present an exact mixed-integer linear programming (MILP) formulation for the problem, provide analytical results concerning its solution, and discuss applications in the security domain. Our computational experiments show heuristic approaches on average … Read more