The Lovasz Local Lemma due to Erdos and Lovasz is a powerful tool in proving the existence of rare events. We present an extension of this lemma, which works well when the event to be shown to exist is a conjunction of individual events, each of which asserts that a random variable does not deviate much from its mean. As applications, we consider two classes of NP-hard integer programs: minimax and covering integer programs. A key technique, randomized rounding of linear relaxations, was developed by Raghavan and Thompson to derive good approximation algorithms for such problems. We use our extension of the Local Lemma to prove that randomized rounding produces, with non-zero probability, much better feasible solutions than known before, if the constraint matrices of these integer programs are column-sparse (e.g., routing using short paths, problems on hypergraphs with small dimension degree). This complements certain well-known results from discrepancy theory. We also generalize the method of pessimistic estimators due to Raghavan, to obtain constructive (algorithmic) versions of our results for covering integer programs.
Next, there is growing interest in optimization, since different participating individuals and or organizations may have different objective functions in a given problem instance; see, e.g., @cite_32 . Motivated by this, we study multi-criteria optimization in the setting of covering problems:
@cite_32
2102660061 2898266389 2035473589 2899173741
Sequential decision-making problems with multiple objectives arise naturally in practice and pose unique challenges for research in decision-theoretic planning and learning, which has largely focused on single-objective settings. This article surveys algorithms designed for sequential decision-making problems with multiple objectives. Though there is a growing body of literature on this subject, little of it makes explicit under what circumstances special methods are needed to solve multi-objective problems. Therefore, we identify three distinct scenarios in which converting such a problem to a single-objective one is impossible, infeasible, or undesirable. Furthermore, we propose a taxonomy that classifies multi-objective methods according to the applicable scenario, the nature of the scalarization function (which projects multi-objective values to scalar ones), and the type of policies considered. We show how these factors determine the nature of an optimal solution, which can be a single policy, a convex hull, or a Pareto front. Using this taxonomy, we survey the literature on multi-objective methods for planning and learning. Finally, we discuss key applications of such methods and outline opportunities for future work. Design decisions for complex systems often can be made or informed by a variety of information sources. When optimizing such a system, the evaluation of a quantity of interest is typically required at many different input configurations. For systems with expensive to evaluate available information sources, the optimization task can potentially be computationally prohibitive using traditional techniques. This paper presents an information-economic approach to the constrained optimization of a system with multiple available information sources. The approach rigorously quantifies the correlation between the discrepancies of different information sources, which enables the overcoming of information source bias. All information is exploited efficiently by fusing newly acquired information with that previously evaluated. Independent decision-makings are achieved by developing a two-step look-ahead utility policy and an information gain policy for objective function and constraints respectively. The approach is demonstrated on a one-dimensional example test problem and an aerodynamic design problem, where it is shown to perform well in comparison to traditional multi-information source techniques. In a multimodal optimization task, the main purpose is to find multiple optimal (global and local) solutions associated with a single objective function. Starting with the preselection method suggested in 1970, most of the existing evolutionary algorithms based methodologies employ variants of niching in an existing single-objective evolutionary algorithm framework so that similar solutions in a population are de-emphasized in order to focus and maintain multiple distant yet near-optimal solutions. In this paper, we use a completely different and generic strategy in which a single-objective multimodal optimization problem in converted into a suitable bi-objective optimization problem so that all local and global optimal solutions become members of the resulting weak Pareto-optimal set. We solve up to 16-variable test-problems having as many as 48 optima and also demonstrate successful results on constrained multimodal test-problems, suggested for the first time. The concept of using multi-objective optimization for solving single-objective multimodal problems seems novel and interesting, and importantly opens further avenues for research. In this paper, we demonstrate how to learn the objective function of a decision-maker while only observing the problem input data and the decision-maker's corresponding decisions over multiple rounds. Our approach is based on online learning and works for linear objectives over arbitrary feasible sets for which we have a linear optimization oracle. As such, it generalizes previous approaches based on KKT-system decomposition and dualization. The two exact algorithms we present -- based on multiplicative weights updates and online gradient descent respectively -- converge at a rate of O(1 sqrt(T)) and thus allow taking decisions which are essentially as good as those of the observed decision-maker already after relatively few observations. We also discuss several useful generalizations, such as the approximate learning of non-linear objective functions and the case of suboptimal observations. Finally, we show the effectiveness and possible applications of our methods in a broad computational study.