DMO Seminar Archives

14 December 2023 14:00 till 15:00

[DMO] Esther Julien: Neur2RO: Neural two-stage robust optimization

Robust optimization provides a mathematical framework for modeling and computing solutions to decision-making problems under worst-case uncertainty. In this talk I will present recent work in two-stage robust optimization (2RO) problems, wherein first-stage and second-stage decisions are made before and after uncertainty is realized. This results in a nested min-max-min optimization problem, which generally means that we are dealing with computationally challenging problems, especially in case of integer decisions. Together with my co-authors, we propose Neur2RO, an efficient machine learning-based algorithm. We learn to estimate the value function of the second-stage problem via a neural network architecture designed to construct an easy-to-solve surrogate optimization problem. Our computational experiments on two 2RO benchmarks demonstrate that we can find near-optimal solutions among different sizes of instances, often within orders of magnitude less computing time.
In this talk we mostly focus on multi-colouring. An (n,k)-colouring of a graph is an assignment of a k-subset of {1, 2, . . . , n} to each vertex such that adjacent vertices receive disjoint subsets. And the question we are looking at is: given a graph G that is (n,k)-colourable, how large can we guarantee an (n',k')-colourable induced subgraph to be (for some given (n',k'))? Answering that question leads to having to look at combinatorial objects such as set systems and Kneser graphs, and is connected to several open problems in those areas.
This is joint work with Xinyi Xu.

05 April 2023 14:00 till 15:00

[DMO] Siv Sørensen: Topology reconstruction using time series data in telecommunication networks

We consider Hybrid fiber-coaxial (HFC) networks in which data is transmitted from a root node to a set of customers using a series of splitters and coaxial cable lines that make up a general (non-binary) tree. The physical locations of the components in a HFC network are always known but frequently the cabling is not. This makes cable faults difficult to locate and resolve. In this study we consider time series data received by customer modems, to reconstruct the topology of HFC networks. We assume that the data can be translated into a series of events, and that two customers sharing many connections in the network will observe many similar events. This approach allows us to use maximum parsimony to minimize the total number of character-state changes in a tree based on observations in the leaf nodes. Furthermore, we assume that nodes located physically close to each other have a larger probability of being connected. Hence, our objective is a weighted sum of data distance and physical distance. A variable-neighborhood search heuristic is presented for minimizing the combined distance. Furthermore, three greedy heuristics are proposed for finding an initial solution. Computational results are reported for both real-life and synthetic customer data with various degrees of background noise, showing that we are able to reconstruct the topology with a very high precision.