Robust auction design under multiple priors by linear and integer programming

It is commonly assumed in the optimal auction design literature that valuations of buyers are independently drawn from a unique distribution. In this paper we study auctions under ambiguity, that is, in an environment where valuation distribution is uncertain itself, and present a linear programming approach to robust auction design problem with a discrete type space. We develop an algorithm that gives the optimal solution to the problem under certain assumptions when the seller is ambiguity averse with a finite prior set P and the buyers are ambiguity neutral with a prior f∈P. We also consider the case where all parties, the buyers and the seller, are ambiguity averse, and formulate this problem as a mixed integer programming problem. Then, we propose a hybrid algorithm that enables to compute an optimal solution for the problem in reduced time.

Applications of Strong Convex Relaxations to Allocation Problems

Christos Kalaitzis

Approximation algorithms are a commonly used tool for designing efficient algorithmic solutions for intractable problems, at the expense of the quality of the output solution. A prominent technique for designing such algorithms is the use of Linear Programming (LP) relaxations. An optimal solution to such a relaxation provides a bound on the objective value of the optimal integral solution, to which we compare the integral solution we return. In this context, when studying a specific problem, two natural questions often arise: What is a strong LP relaxation for this problem, and how can we exploit it? Over the course of the past few decades, a significant amount of effort has been expended by the research community in order to answer these questions for a variety of interesting intractable problems. Although there exist multiple problems for which we have designed LP relaxations that achieve best-possible guarantees, there still exist numerous problems for which we either have no strong LP relaxations, or do not know how to use them. The main focus of this thesis is extending our understanding of such strong relaxations. We focus on designing good approximation algorithms for certain allocation problems, by employing a class of strong LP relaxations, called configuration-LPs. For many such allocation problems, the best-known results are derived by using simple and natural LP relaxations, whereas configuration-LPs have been used successfully on several occasions in order to break pre-existing barriers set by weaker relaxations. However, our understanding of configuration-LPs is far from complete for many problems. Therefore, understanding and using these relaxations to the farthest extent possible is a quite intriguing question. Answering this question could result in improved approximation algorithms for a wide variety of allocation problems. The first problem we address in this thesis is the restricted max-min fair allocation problem. Prior to our work, the best known result provided an

\Omega(1)

-approximation that ran in polynomial time. Also, it was known how to estimate the value of an optimal solution to the problem within a factor of

1/(4+c)

, for any

c>0

, by solving the corresponding configuration-LP. Our first contribution in this thesis is the design of a

1/13

-approximation algorithm for the problem, using the configuration-LP. Specifically, although our algorithm is fully combinatorial, it consists of a local-search procedure that is guaranteed to succeed only when the configuration-LP is feasible. In order to establish the correctness and running time of the algorithm, it is crucial to use the configuration-LP in our analysis. The second problem we study is the scheduling of jobs on unrelated machines in order to minimize the sum of weighted completion times. For this problem, the best known approximation algorithm achieves a ratio of

3/2-r

, for some small

r>0

. Our second contribution in this thesis is the improvement of this ratio to

(1+\sqrt{2})/2+c

, for any

c>0

, for the special case of the problem where the jobs have uniform Smith ratios. To achieve this ratio, we design a randomized rounding algorithm that rounds solutions to the corresponding configuration-LP. Through a careful examination of the distribution this randomized algorithm outputs, we identify the one that maximizes the approximation ratio, and we then upper bound the ratio this worst-case distribution exhibits by

(1+\sqrt{2})/2+c

EPFL2017

Shapes from Pixels

Mitra Fatemi

In today's digital world, sampling is at the heart of any signal acquisition device. Imaging devices are ubiquitous examples that capture two-dimensional visual signals and store them as the pixels of discrete images. The main concern is whether and how the pixels provide an exact or at least a fair representation of the original visual signal in the continuous domain. This motivates the design of exact reconstruction or approximation techniques for a target class of images. Such techniques benefit different imaging tasks such as super-resolution, deblurring and compression. This thesis focuses on the reconstruction of visual signals representing a shape over a background, from their samples. Shape images have only two intensity values. However, the filtering effect caused by the sampling kernel of imaging devices smooths out the sharp transitions in the image and results in samples with varied intensity levels. To trace back the shape boundaries, we need strategies to reconstruct the original bilevel image. But, abrupt intensity changes along the shape boundaries as well as diverse shape geometries make reconstruction of this class of signals very challenging. Curvelets and contourlets have been proved as efficient multiresolution representations for the class of shape images. This motivates the approximation of shape images in the aforementioned domains. In the first part of this thesis, we study generalized sampling and infinite-dimensional compressed sensing to approximate a signal in a domain that is known to provide a sparse or efficient representation for the signal, given its samples in a different domain. We show that the generalized sampling, due to its linearity, is incapable of generating good approximation of shape images from a limited number of samples. The infinite-dimensional compressed sensing is a more promising approach. However, the concept of random sampling in this scheme does not apply to the shape reconstruction problem. Next, we propose a sampling scheme for shape images with finite rate of innovation (FRI). More specifically, we model the shape boundaries as a subset of an algebraic curve with an implicit bivariate polynomial. We show that the image parameters are solutions of a set of linear equations with the coefficients being the image moments. We then replace conventional moments with more stable generalized moments that are adjusted to the given sampling kernel. This leads to successful reconstruction of shapes with moderate complexities from samples generated with realistic sampling kernels and in the presence of moderate noise levels. Our next contribution is a scheme for recovering shapes with smooth boundaries from a set of samples. The reconstructed image is constrained to regenerate the same samples (consistency) as well as forming a bilevel image. We initially formulate the problem by minimizing the shape perimeter over the set of consistent shapes. Next, we relax the non-convex shape constraint to transform the problem into minimizing the total variation over consistent non-negative-valued images. We introduce a requirement -called reducibility- that guarantees equivalence between the two problems. We illustrate that the reducibility effectively sets a requirement on the minimum sampling density. Finally, we study a relevant problem in the Boolean algebra: the Boolean compressed sensing. The problem is about recovering a sparse Boolean vector from a few collective binary tests. We study a formulation of this problem as a binary linear program, which is NP hard. To overcome the computational burden, we can relax the binary constraint on the variables and apply a rounding to the solution. We replace the rounding procedure with a randomized algorithm. We show that the proposed algorithm considerably improves the success rate with only a slight increase in the computational cost.

EPFL2016

New Algorithmic Paradigms for Discrete Problems using Dynamical Systems and Polynomials

Damian Mateusz Straszak

Optimization is a fundamental tool in modern science. Numerous important tasks in biology, economy, physics and computer science can be cast as optimization problems. Consider the example of machine learning: recent advances have shown that even the most sophisticated tasks involving decision making, can be reduced to solving certain optimization problems. These advances however, bring several new challenges to the field of algorithm design. The first of them is related to the ever-growing size of instances, these optimization problems need to be solved for. In practice, this forces the algorithms for these problems to run in time linear or nearly linear in their input size. The second challenge is related to the emergence of new, harder and harder problems which need to be dealt with. These problems are in most cases considered computationally intractable because of complexity barriers such as NP completeness, or because of non-convexity. Therefore, efficiently computable relaxations for these problems are typically desired. The material of this thesis is divided into two parts. In the first part we attempt to address the first challenge. The recent tremendous progress in developing fast algorithm for such fundamental problems as maximum flow or linear programming, demonstrate the power of continuous techniques and tools such as electrical flows, fast Laplacian solvers and interior point methods. In this thesis we study new algorithms of this type based on continuous dynamical systems inspired by the study of a slime mold Physarum polycephalum. We perform a rigorous mathematical analysis of these dynamical systems and extract from them new, fast algorithms for problems such as minimum cost flow, linear programming and basis pursuit. In the second part of the thesis we develop new tools to approach the second challenge. Towards this, we study a very general form of discrete optimization problems and its extension to sampling and counting, capturing a host of important problems such as counting matchings in graphs, computing permanents of matrices or sampling from constrained determinantal point processes. We present a very general framework, based on polynomials, for dealing with these problems computationally. It is based, roughly, on encoding the problem structure in a multivariate polynomial and then recovering the solution by means of certain continuous relaxations. This leads to several questions on how to reason about such relaxations and how to compute them. We resolve them by relating certain analytic properties of the arising polynomials, such as the location of their roots or convexity, to the combinatorial structure of the underlying problem. We believe that the ideas and mathematical techniques developed in this thesis are only a beginning and they will inspire more work on the use of dynamical systems and polynomials in the design of fast algorithms.

EPFL2018