Statistics for Spatial Data.

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Convex Analysisの二,三の進展について

The formalism of probabilistic graphical models provides a unifying framework for capturing complex dependencies among random variables, and building large-scale multivariate statistical models. Graphical models have become a focus of research in many statistical, computational and mathematical fields, including bioinformatics, communication theory, statistical physics, combinatorial optimization, signal and image processing, information retrieval and statistical machine learning. Many problems that arise in specific instances — including the key problems of computing marginals and modes of probability distributions — are best studied in the general setting. Working with exponential family representations, and exploiting the conjugate duality between the cumulant function and the entropy for exponential families, we develop general variational representations of the problems of computing likelihoods, marginal probabilities and most probable configurations. We describe how a wide variety of algorithms — among them sum-product, cluster variational methods, expectation-propagation, mean field methods, max-product and linear programming relaxation, as well as conic programming relaxations — can all be understood in terms of exact or approximate forms of these variational representations. The variational approach provides a complementary alternative to Markov chain Monte Carlo as a general source of approximation methods for inference in large-scale statistical models.

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Graphical Models, Exponential Families, and Variational Inference

https://leeds-faculty.colorado.edu/glover/TS%20-%20Future%20Paths%20for%20Integer%20Programming.pdf

Future paths for integer programming and links to artificial intelligence

Preface 1. Decision-Theoretic Foundations 1.1 Game Theory, Rationality, and Intelligence 1.2 Basic Concepts of Decision Theory 1.3 Axioms 1.4 The Expected-Utility Maximization Theorem 1.5 Equivalent Representations 1.6 Bayesian Conditional-Probability Systems 1.7 Limitations of the Bayesian Model 1.8 Domination 1.9 Proofs of the Domination Theorems Exercises 2. Basic Models 2.1 Games in Extensive Form 2.2 Strategic Form and the Normal Representation 2.3 Equivalence of Strategic-Form Games 2.4 Reduced Normal Representations 2.5 Elimination of Dominated Strategies 2.6 Multiagent Representations 2.7 Common Knowledge 2.8 Bayesian Games 2.9 Modeling Games with Incomplete Information Exercises 3. Equilibria of Strategic-Form Games 3.1 Domination and Ratonalizability 3.2 Nash Equilibrium 3.3 Computing Nash Equilibria 3.4 Significance of Nash Equilibria 3.5 The Focal-Point Effect 3.6 The Decision-Analytic Approach to Games 3.7 Evolution. Resistance. and Risk Dominance 3.8 Two-Person Zero-Sum Games 3.9 Bayesian Equilibria 3.10 Purification of Randomized Strategies in Equilibria 3.11 Auctions 3.12 Proof of Existence of Equilibrium 3.13 Infinite Strategy Sets Exercises 4. Sequential Equilibria of Extensive-Form Games 4.1 Mixed Strategies and Behavioral Strategies 4.2 Equilibria in Behavioral Strategies 4.3 Sequential Rationality at Information States with Positive Probability 4.4 Consistent Beliefs and Sequential Rationality at All Information States 4.5 Computing Sequential Equilibria 4.6 Subgame-Perfect Equilibria 4.7 Games with Perfect Information 4.8 Adding Chance Events with Small Probability 4.9 Forward Induction 4.10 Voting and Binary Agendas 4.11 Technical Proofs Exercises 5. Refinements of Equilibrium in Strategic Form 5.1 Introduction 5.2 Perfect Equilibria 5.3 Existence of Perfect and Sequential Equilibria 5.4 Proper Equilibria 5.5 Persistent Equilibria 5.6 Stable Sets 01 Equilibria 5.7 Generic Properties 5.8 Conclusions Exercises 6. Games with Communication 6.1 Contracts and Correlated Strategies 6.2 Correlated Equilibria 6.3 Bayesian Games with Communication 6.4 Bayesian Collective-Choice Problems and Bayesian Bargaining Problems 6.5 Trading Problems with Linear Utility 6.6 General Participation Constraints for Bayesian Games with Contracts 6.7 Sender-Receiver Games 6.8 Acceptable and Predominant Correlated Equilibria 6.9 Communication in Extensive-Form and Multistage Games Exercises Bibliographic Note 7. Repeated Games 7.1 The Repeated Prisoners Dilemma 7.2 A General Model of Repeated Garnet 7.3 Stationary Equilibria of Repeated Games with Complete State Information and Discounting 7.4 Repeated Games with Standard Information: Examples 7.5 General Feasibility Theorems for Standard Repeated Games 7.6 Finitely Repeated Games and the Role of Initial Doubt 7.7 Imperfect Observability of Moves 7.8 Repeated Wines in Large Decentralized Groups 7.9 Repeated Games with Incomplete Information 7.10 Continuous Time 7.11 Evolutionary Simulation of Repeated Games Exercises 8. Bargaining and Cooperation in Two-Person Games 8.1 Noncooperative Foundations of Cooperative Game Theory 8.2 Two-Person Bargaining Problems and the Nash Bargaining Solution 8.3 Interpersonal Comparisons of Weighted Utility 8.4 Transferable Utility 8.5 Rational Threats 8.6 Other Bargaining Solutions 8.7 An Alternating-Offer Bargaining Game 8.8 An Alternating-Offer Game with Incomplete Information 8.9 A Discrete Alternating-Offer Game 8.10 Renegotiation Exercises 9. Coalitions in Cooperative Games 9.1 Introduction to Coalitional Analysis 9.2 Characteristic Functions with Transferable Utility 9.3 The Core 9.4 The Shapkey Value 9.5 Values with Cooperation Structures 9.6 Other Solution Concepts 9.7 Colational Games with Nontransferable Utility 9.8 Cores without Transferable Utility 9.9 Values without Transferable Utility Exercises Bibliographic Note 10. Cooperation under Uncertainty 10.1 Introduction 10.2 Concepts of Efficiency 10.3 An Example 10.4 Ex Post Inefficiency and Subsequent Oilers 10.5 Computing Incentive-Efficient Mechanisms 10.6 Inscrutability and Durability 10.7 Mechanism Selection by an Informed Principal 10.8 Neutral Bargaining Solutions 10.9 Dynamic Matching Processes with Incomplete Information Exercises Bibliography Index

博弈论 : 矛盾冲突分析 = Game theory : analysis of conflict

One: Introduction.Two: Linear Algebra, Convex Analysis, and Polyhedral Sets.Three: The Simplex Method.Four: Starting Solution and Convergence.Five: Special Simplex Implementations and Optimality Conditions.Six: Duality and Sensitivity Analysis.Seven: The Decomposition Principle.Eight: Complexity of the Simplex Algorithms.Nine: Minimal-Cost Network Flows.Ten: The Transportation and Assignment Problems.Eleven: The Out-of-Kilter Algorithm.Twelve: Maximal Flow, Shortest Path, Multicommodity Flow, and Network Synthesis Problems.Bibliography.Index.

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Linear Programming and Network Flows

In this paper a reformulation technique is presented that takes a given linear zero-one programming problem, converts it into a zero-one polynomial programming problem, and then relinearizes it into an extended linear program. It is shown that the strength of the resulting reformulation depends on the degree of the terms used to produce the polynomial program at the intermediate step of this method. In fact, as this degree varies from one up to the number of variables in the problem, a hierarchy of sharper representations is obtained with the final relaxation representing the convex hull of feasible solutions. The reformulation technique readily extends to produce a similar hierarchy of linear relaxations for zero-one polynomial programming problems. A characterization of the convex hull in the original variable space is also available through a projection process. The structure of this convex hull characterization (or its other relaxations) can be exploited to generate strong or facetial valid inequaliti...

A hierarchy of relaxation between the continuous and convex hull representations

Preface. 1. Introduction. Part I: Discrete Nonconvex Programs. 2. RLT Hierarchy for Mixed-Integer Zero-One Problems. 3. Generalized Hierarchy for Exploiting Special Structures in Mixed-Integer Zero-One Problems. 4. RLT Hierarchy for General Discrete Mixed-Integer Problems. 5. Generating Valid Inequalities and Facets Using RLT. 6. Persistency in Discrete Optimization. Part II: Continuous Nonconvex Programs. 7. RLT-Based Global Optimization Algorithms for Nonconvex Polynomial Programming Problems. 8. Reformulation-Convexification Technique for Quadratic Programs and Some Convex Envelope Characterizations. 9. Reformulation-Convexification Technique for Polynomial Programs: Design and Implementation. Part III: Special Applications to Discrete and Continuous Nonconvex Programs. 10. Applications to Discrete Problems. 11. Applications to Continuous Problems. References.

/pdf/a-reformulation-linearization-technique-for-solving-discrete-1wai0rmms0.pdf

A Reformulation-Linearization Technique for Solving Discrete and Continuous Nonconvex Problems

Wireless sensor networks that operate on batteries have limited network lifetime. There have been extensive recent research efforts on how to design protocols and algorithms to prolong network lifetime. However, due to energy constraint, even under the most efficient protocols and algorithms, the network lifetime may still be unable to meet the mission's requirements. In this paper, we consider the energy provisioning (EP) problem for a two-tiered wireless sensor network. In addition to provisioning additional energy on the existing nodes, we also consider deploying relay nodes (RNs) into the network to mitigate network geometric deficiencies and prolong network lifetime. We formulate the joint problem of EP and RN placement (EP-RNP) into a mixed-integer nonlinear programming (MINLP) problem. Since an MINLP problem is NP-hard in general, and even state-of-the-art software and techniques are unable to offer satisfactory solutions, we develop a heuristic algorithm, called Smart Pairing and INtelligent Disc Search (SPINDS), to address this problem. We show a number of novel algorithmic design techniques in the design of SPINDS that effectively transform a complex MINLP problem into a linear programming (LP) problem without losing critical points in its search space. Through numerical results, we show that SPINDS offers a very attractive solution and some important insights to the EP-RNP problem.

/pdf/on-energy-provisioning-and-relay-node-placement-for-wireless-4ecq9pti3v.pdf

On energy provisioning and relay node placement for wireless sensor networks

This paper is concerned with the development of an algorithm for general bilinear programming problems. Such problems find numerous applications in economics and game theory, location theory, nonlinear multi-commodity network flows, dynamic assignment and production, and various risk management problems. The proposed approach develops a new Reformulation-Linearization Technique (RLT) for this problem, and imbeds it within a provably convergent branch-and-bound algorithm. The method first reformulates the problem by constructing a set of nonnegative variable factors using the problem constraints, and suitably multiplies combinations of these factors with the original problem constraints to generate additional valid nonlinear constraints. The resulting nonlinear program is subsequently linearized by defining a new set of variables, one for each nonlinear term. This “RLT” process yields a linear programming problem whose optimal value provides a tight lower bound on the optimal value to the bilinear programming problem. Various implementation schemes and constraint generation procedures are investigated for the purpose of further tightening the resulting linearization. The lower bound thus produced theoretically dominates, and practically is far tighter, than that obtained by using convex envelopes over hyper-rectangles. In fact, for some special cases, this process is shown to yield an exact linear programming representation. For the associated branch-and-bound algorithm, various admissible branching schemes are discussed, including one in which branching is performed by partitioning the intervals for only one set of variables x or y, whichever are fewer in number. Computational experience is provided to demonstrate the viability of the algorithm. For a large number of test problems from the literature, the initial bounding linear program itself solves the underlying bilinear programming problem.

Hanif D. Sherali

Papers

Linear Programming and Network Flows

A hierarchy of relaxation between the continuous and convex hull representations

A Reformulation-Linearization Technique for Solving Discrete and Continuous Nonconvex Problems

On energy provisioning and relay node placement for wireless sensor networks

A new reformulation-linearization technique for bilinear programming problems