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
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We study problems in multiobjective optimization, in which solutions to a combinatorial optimization problem are evaluated with respect to several cost criteria, and we are interested in the trade-off between these objectives (the so-called Pareto curve). We point out that, under very general conditions, there is a polynomially succinct curve that spl epsiv -approximates the Pareto curve, for any spl epsiv >0. We give a necessary and sufficient condition under which this approximate Pareto curve can be constructed in time polynomial in the size of the instance and 1 spl epsiv . In the case of multiple linear objectives, we distinguish between two cases: when the underlying feasible region is convex, then we show that approximating the multi-objective problem is equivalent to approximating the single-objective problem. If however the feasible region is discrete, then we point out that the question reduces to an old and recurrent one: how does the complexity of a combinatorial optimization problem change when its feasible region is intersected with a hyperplane with small coefficients; we report some interesting new findings in this domain. Finally, we apply these concepts and techniques to formulate and solve approximately a cost-time-quality trade-off for optimizing access to the World-Wide Web, in a model first studied by (1996) (which was actually the original motivation for this work). This paper addresses the solution of bound-constrained optimization problems using algorithms that require only the availability of objective function values but no derivative information. We refer to these algorithms as derivative-free algorithms. Fueled by a growing number of applications in science and engineering, the development of derivative-free optimization algorithms has long been studied, and it has found renewed interest in recent time. Along with many derivative-free algorithms, many software implementations have also appeared. The paper presents a review of derivative-free algorithms, followed by a systematic comparison of 22 related implementations using a test set of 502 problems. The test bed includes convex and nonconvex problems, smooth as well as nonsmooth problems. The algorithms were tested under the same conditions and ranked under several criteria, including their ability to find near-global solutions for nonconvex problems, improve a given starting point, and refine a near-optimal solution. A total of 112,448 problem instances were solved. We find that the ability of all these solvers to obtain good solutions diminishes with increasing problem size. For the problems used in this study, TOMLAB MULTIMIN, TOMLAB GLCCLUSTER, MCS and TOMLAB LGO are better, on average, than other derivative-free solvers in terms of solution quality within 2,500 function evaluations. These global solvers outperform local solvers even for convex problems. Finally, TOMLAB OQNLP, NEWUOA, and TOMLAB MULTIMIN show superior performance in terms of refining a near-optimal solution. Recent work on Bayesian optimization has shown its effectiveness in global optimization of difficult black-box objective functions. Many real-world optimization problems of interest also have constraints which are unknown a priori. In this paper, we study Bayesian optimization for constrained problems in the general case that noise may be present in the constraint functions, and the objective and constraints may be evaluated independently. We provide motivating practical examples, and present a general framework to solve such problems. We demonstrate the effectiveness of our approach on optimizing the performance of online latent Dirichlet allocation subject to topic sparsity constraints, tuning a neural network given test-time memory constraints, and optimizing Hamiltonian Monte Carlo to achieve maximal effectiveness in a fixed time, subject to passing standard convergence diagnostics. Robust optimization has traditionally focused on uncertainty in data and costs in optimization problems to formulate models whose solutions will be optimal in the worst-case among the various uncertain scenarios in the model. While these approaches may be thought of defining data- or cost-robust problems, we formulate a new "demand-robust" model motivated by recent work on two-stage stochastic optimization problems. We propose this in the framework of general covering problems and prove a general structural lemma about special types of first-stage solutions for such problems: there exists a first-stage solution that is a minimal feasible solution for the union of the demands for some subset of the scenarios and its objective function value is no more than twice the optimal. We then provide approximation algorithms for a variety of standard discrete covering problems in this setting, including minimum cut, minimum multi-cut, shortest paths, Steiner trees, vertex cover and un-capacitated facility location. While many of our results draw from rounding approaches recently developed for stochastic programming problems, we also show new applications of old metric rounding techniques for cut problems in this demand-robust setting.