arXiv subjects

Arvind U. Raghunathan

Publications and source records attributed to Arvind U. Raghunathan.

At least 19 recordsLinked to original sources

arXiv2024

Coach Reservation for Groups Requests

Passenger transportation is a core aspect of a railway company's business, with ticket sales playing a central role in generating revenue. Profitable operations in this context rely heavily on the effectiveness of reject-or-assign policies for coach reservations. As in traditional revenue management, uncertainty in demand presents a significant challenge, particularly when seat availability is limited and passengers have varying itineraries. We extend traditional models from the literature by addressing both offline and online versions of the coach reservation problem for group requests, where two or more passengers must be seated in the same coach. For the offline case, in which all requests are known in advance, we propose an exact mathematical programming formulation that incorporates a first-come, first-served fairness condition, ensuring compliance with transportation regulations. We also propose algorithms for online models of the problem, in which requests are only revealed upon arrival, and the reject-or-assign decisions must be made in real-time. Our analysis for one of these models overcomes known barriers in the packing literature, yielding strong competitive ratio guarantees when group sizes are relatively small compared to coach capacity - a common scenario in practice. Using data from Shinkansen Tokyo-Shin-Osaka line, our numerical experiments demonstrate the practical effectiveness of the proposed policies. Our work provides compelling evidence supporting the adoption of fairness constraints, as revenue losses are minimal, and simple algorithms are sufficient for real-time decision-making. Moreover, our findings provide a strong support for the adoption of fairness in the railway industry and highlight the financial viability of a regulatory framework that allows railway companies to delay coach assignments if they adhere to stricter rules regarding request rejections.

math.OC↗

arXiv2024

Constructing Tight Quadratic Relaxations for Global Optimization: I. Outer-Approximating Twice-Differentiable Convex Functions

When computing bounds, spatial branch-and-bound algorithms often linearly outer approximate convex relaxations for non-convex expressions in order to capitalize on the efficiency and robustness of linear programming solvers. Considering that linear outer approximations sacrifice accuracy when approximating highly nonlinear functions and recognizing the recent advancements in the efficiency and robustness of available methods to solve optimization problems with quadratic objectives and constraints, we contemplate here the construction of quadratic outer approximations of twice-differentiable convex functions for use in deterministic global optimization. To this end, we present a novel cutting-plane algorithm that determines the tightest scaling parameter, $α$, in the second-order Taylor series approximation quadratic underestimator proposed by Su et al. We use a representative set of convex functions extracted from optimization benchmark libraries to showcase--qualitatively and quantitatively--the tightness of the constructed quadratic underestimators and to demonstrate the overall computational efficiency of our algorithm. Furthermore, we extend our construction procedure to generate even tighter quadratic underestimators by allowing overestimation in infeasible polyhedral regions of optimization problems, as informed by the latter's linear constraints.

math.OC↗

arXiv2024

Constructing Tight Quadratic Relaxations for Global Optimization: II. Underestimating Difference-of-Convex (D.C.) Functions

Recent advances in the efficiency and robustness of algorithms solving convex quadratically constrained quadratic programming (QCQP) problems motivate developing techniques for creating convex quadratic relaxations that, although more expensive to compute, provide tighter bounds than their classical linear counterparts. In the first part of this two-paper series [Strahl et al., 2024], we developed a cutting plane algorithm to construct convex quadratic underestimators for twice-differentiable convex functions, which we extend here to address the case of non-convex difference-of-convex (d.c.) functions as well. Furthermore, we generalize our approach to consider a hierarchy of quadratic forms, thereby allowing the construction of even tighter underestimators. On a set of d.c. functions extracted from benchmark libraries, we demonstrate noteworthy reduction in the hypervolume between our quadratic underestimators and linear ones constructed at the same points. Additionally, we construct convex QCQP relaxations at the root node of a spatial branch-and-bound tree for a set of systematically created d.c. optimization problems in up to four dimensions, and we show that our relaxations reduce the gap between the lower bound computed by the state-of-the-art global optimization solver BARON and the optimal solution by an excess of 90%, on average.

math.OC↗

arXiv2024

Simultaneous Trajectory Optimization and Contact Selection for Contact-rich Manipulation with High-Fidelity Geometry

Contact-implicit trajectory optimization (CITO) is an effective method to plan complex trajectories for various contact-rich systems including manipulation and locomotion. CITO formulates a mathematical program with complementarity constraints (MPCC) that enforces that contact forces must be zero when points are not in contact. However, MPCC solve times increase steeply with the number of allowable points of contact, which limits CITO's applicability to problems in which only a few, simple geometries are allowed to make contact. This paper introduces simultaneous trajectory optimization and contact selection (STOCS), as an extension of CITO that overcomes this limitation. The innovation of STOCS is to identify salient contact points and times inside the iterative trajectory optimization process. This effectively reduces the number of variables and constraints in each MPCC invocation. The STOCS framework, instantiated with key contact identification subroutines, renders the optimization of manipulation trajectories computationally tractable even for high-fidelity geometries consisting of tens of thousands of vertices.

cs.RO↗

arXiv2024

Robust Pivoting Manipulation using Contact Implicit Bilevel Optimization

Generalizable manipulation requires that robots be able to interact with novel objects and environment. This requirement makes manipulation extremely challenging as a robot has to reason about complex frictional interactions with uncertainty in physical properties of the object and the environment. In this paper, we study robust optimization for planning of pivoting manipulation in the presence of uncertainties. We present insights about how friction can be exploited to compensate for inaccuracies in the estimates of the physical properties during manipulation. Under certain assumptions, we derive analytical expressions for stability margin provided by friction during pivoting manipulation. This margin is then used in a Contact Implicit Bilevel Optimization (CIBO) framework to optimize a trajectory that maximizes this stability margin to provide robustness against uncertainty in several physical parameters of the object. We present analysis of the stability margin with respect to several parameters involved in the underlying bilevel optimization problem. We demonstrate our proposed method using a 6 DoF manipulator for manipulating several different objects. We also design and validate an MPC controller using the proposed algorithm which can track and regulate the position of the object during manipulation.

cs.RO↗

arXiv2023

Stability Analysis of Discrete-Time Linear Complementarity Systems

A Discrete-Time Linear Complementarity System (DLCS) is a dynamical system in discrete time whose state evolution is governed by linear dynamics in states and algebraic variables that solve a Linear Complementarity Problem (LCP). The DLCS is the hybrid dynamical system that is the discrete-time counterpart of the well-known Linear Complementarity System (LCS). We derive sufficient conditions for Lyapunov stability of a DLCS when using a quadratic Lyapunov function that depends only on the state variables and a quadratic Lyapunov function that depends both on the state and the algebraic variables. The sufficient conditions require checking the feasibility of a copositive program over nonconvex cones. Our results only assume that the LCP is solvable and do not require the solutions to be unique. We devise a novel, exact cutting plane algorithm for the verification of stability and the computation of the Lyapunov functions. To the best of our knowledge, our algorithm is the first exact approach for stability verification of DLCS. A number of numerical examples are presented to illustrate the approach. Though our main object of study in this paper is the DLCS, the proposed algorithm can be readily applied to the stability verification of LCS. In this context, we show the equivalence between the stability of a LCS and the DLCS, resulting from a time-stepping procedure applied to the LCS for all sufficiently small time steps.

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arXiv2023

Simultaneous Trajectory Optimization and Contact Selection for Multi-Modal Manipulation Planning

Complex dexterous manipulations require switching between prehensile and non-prehensile grasps, and sliding and pivoting the object against the environment. This paper presents a manipulation planner that is able to reason about diverse changes of contacts to discover such plans. It implements a hybrid approach that performs contact-implicit trajectory optimization for pivoting and sliding manipulation primitives and sampling-based planning to change between manipulation primitives and target object poses. The optimization method, simultaneous trajectory optimization and contact selection (STOCS), introduces an infinite programming framework to dynamically select from contact points and support forces between the object and environment during a manipulation primitive. To sequence manipulation primitives, a sampling-based tree-growing planner uses STOCS to construct a manipulation tree. We show that by using a powerful trajectory optimizer, the proposed planner can discover multi-modal manipulation trajectories involving grasping, sliding, and pivoting within a few dozen samples. The resulting trajectories are verified to enable a 6 DoF manipulator to manipulate physical objects successfully.

cs.RO↗

arXiv2023

Covariance Steering for Uncertain Contact-rich Systems

Planning and control for uncertain contact systems is challenging as it is not clear how to propagate uncertainty for planning. Contact-rich tasks can be modeled efficiently using complementarity constraints among other techniques. In this paper, we present a stochastic optimization technique with chance constraints for systems with stochastic complementarity constraints. We use a particle filter-based approach to propagate moments for stochastic complementarity system. To circumvent the issues of open-loop chance constrained planning, we propose a contact-aware controller for covariance steering of the complementarity system. Our optimization problem is formulated as Non-Linear Programming (NLP) using bilevel optimization. We present an important-particle algorithm for numerical efficiency for the underlying control problem. We verify that our contact-aware closed-loop controller is able to steer the covariance of the states under stochastic contact-rich tasks.

cs.RO↗

arXiv2023

Tactile Tool Manipulation

Humans can effortlessly perform very complex, dexterous manipulation tasks by reacting to sensor observations. In contrast, robots can not perform reactive manipulation and they mostly operate in open-loop while interacting with their environment. Consequently, the current manipulation algorithms either are inefficient in performance or can only work in highly structured environments. In this paper, we present closed-loop control of a complex manipulation task where a robot uses a tool to interact with objects. Manipulation using a tool leads to complex kinematics and contact constraints that need to be satisfied for generating feasible manipulation trajectories. We first present an open-loop controller design using Non-Linear Programming (NLP) that satisfies these constraints. In order to design a closed-loop controller, we present a pose estimator of objects and tools using tactile sensors. Using our tactile estimator, we design a closed-loop controller based on Model Predictive Control (MPC). The proposed algorithm is verified using a 6 DoF manipulator on tasks using a variety of objects and tools. We verify that our closed-loop controller can successfully perform tool manipulation under several unexpected contacts. Video summarizing this work and hardware experiments are found https://youtu.be/VsClK04qDhk.

cs.RO↗

arXiv2021

SDP-quality bounds via convex quadratic relaxations for global optimization of mixed-integer quadratic programs

We consider the global optimization of nonconvex mixed-integer quadratic programs with linear equality constraints. In particular, we present a new class of convex quadratic relaxations which are derived via quadratic cuts. To construct these quadratic cuts, we solve a separation problem involving a linear matrix inequality with a special structure that allows the use of specialized solution algorithms. Our quadratic cuts are nonconvex, but define a convex feasible set when intersected with the equality constraints. We show that our relaxations are an outer-approximation of a semi-infinite convex program which under certain conditions is equivalent to a well-known semidefinite program relaxation. The new relaxations are implemented in the global optimization solver BARON, and tested by conducting numerical experiments on a large collection of problems. Results demonstrate that, for our test problems, these relaxations lead to a significant improvement in the performance of BARON.

math.OC↗

arXiv2021

PYROBOCOP : Python-based Robotic Control & Optimization Package for Manipulation and Collision Avoidance

PYROBOCOP is a lightweight Python-based package for control and optimization of robotic systems described by nonlinear Differential Algebraic Equations (DAEs). In particular, the package can handle systems with contacts that are described by complementarity constraints and provides a general framework for specifying obstacle avoidance constraints. The package performs direct transcription of the DAEs into a set of nonlinear equations by performing orthogonal collocation on finite elements. The resulting optimization problem belongs to the class of Mathematical Programs with Complementarity Constraints (MPCCs). MPCCs fail to satisfy commonly assumed constraint qualifications and require special handling of the complementarity constraints in order for NonLinear Program (NLP) solvers to solve them effectively. PYROBOCOP provides automatic reformulation of the complementarity constraints that enables NLP solvers to perform optimization of robotic systems. The package is interfaced with ADOLC for obtaining sparse derivatives by automatic differentiation and IPOPT for performing optimization. We demonstrate the effectiveness of our approach in terms of speed and flexibility. We provide several numerical examples for several robotic systems with collision avoidance as well as contact constraints represented using complementarity constraints. We provide comparisons with other open source optimization packages like CasADi and Pyomo .

cs.RO↗

arXiv2020

Spectral relaxations and branching strategies for global optimization of mixed-integer quadratic programs

We consider the global optimization of nonconvex quadratic programs and mixed-integer quadratic programs. We present a family of convex quadratic relaxations which are derived by convexifying nonconvex quadratic functions through perturbations of the quadratic matrix. We investigate the theoretical properties of these quadratic relaxations and show that they are equivalent to some particular semidefinite programs. We also introduce novel branching variable selection strategies which can be used in conjunction with the quadratic relaxations investigated in this paper. We integrate the proposed relaxation and branching techniques into the global optimization solver BARON, and test our implementation by conducting numerical experiments on a large collection of problems. Results demonstrate that the proposed implementation leads to very significant reductions in BARON's computational times to solve the test problems.

math.OC↗

arXiv2020

Local Policy Optimization for Trajectory-Centric Reinforcement Learning

The goal of this paper is to present a method for simultaneous trajectory and local stabilizing policy optimization to generate local policies for trajectory-centric model-based reinforcement learning (MBRL). This is motivated by the fact that global policy optimization for non-linear systems could be a very challenging problem both algorithmically and numerically. However, a lot of robotic manipulation tasks are trajectory-centric, and thus do not require a global model or policy. Due to inaccuracies in the learned model estimates, an open-loop trajectory optimization process mostly results in very poor performance when used on the real system. Motivated by these problems, we try to formulate the problem of trajectory optimization and local policy synthesis as a single optimization problem. It is then solved simultaneously as an instance of nonlinear programming. We provide some results for analysis as well as achieved performance of the proposed technique under some simplifying assumptions.

cs.LG↗

arXiv2019

JANOS: An Integrated Predictive and Prescriptive Modeling Framework

Business research practice is witnessing a surge in the integration of predictive modeling and prescriptive analysis. We describe a modeling framework JANOS that seamlessly integrates the two streams of analytics, for the first time allowing researchers and practitioners to embed machine learning models in an optimization framework. JANOS allows for specifying a prescriptive model using standard optimization modeling elements such as constraints and variables. The key novelty lies in providing modeling constructs that allow for the specification of commonly used predictive models and their features as constraints and variables in the optimization model. The framework considers two sets of decision variables; regular and predicted. The relationship between the regular and the predicted variables are specified by the user as pre-trained predictive models. JANOS currently supports linear regression, logistic regression, and neural network with rectified linear activation functions, but we plan to expand on this set in the future. In this paper, we demonstrate the flexibility of the framework through an example on scholarship allocation in a student enrollment problem and provide a numeric performance evaluation.

cs.LG↗

arXiv2019

Game Theoretic Optimization via Gradient-based Nikaido-Isoda Function

Computing Nash equilibrium (NE) of multi-player games has witnessed renewed interest due to recent advances in generative adversarial networks. However, computing equilibrium efficiently is challenging. To this end, we introduce the Gradient-based Nikaido-Isoda (GNI) function which serves: (i) as a merit function, vanishing only at the first-order stationary points of each player's optimization problem, and (ii) provides error bounds to a stationary Nash point. Gradient descent is shown to converge sublinearly to a first-order stationary point of the GNI function. For the particular case of bilinear min-max games and multi-player quadratic games, the GNI function is convex. Hence, the application of gradient descent in this case yields linear convergence to an NE (when one exists). In our numerical experiments, we observe that the GNI formulation always converges to the first-order stationary point of each player's optimization problem.

cs.LG↗

arXiv2017

Submodular Function Maximization for Group Elevator Scheduling

We propose a novel approach for group elevator scheduling by formulating it as the maximization of submodular function under a matroid constraint. In particular, we propose to model the total waiting time of passengers using a quadratic Boolean function. The unary and pairwise terms in the function denote the waiting time for single and pairwise allocation of passengers to elevators, respectively. We show that this objective function is submodular. The matroid constraints ensure that every passenger is allocated to exactly one elevator. We use a greedy algorithm to maximize the submodular objective function, and derive provable guarantees on the optimality of the solution. We tested our algorithm using Elevate 8, a commercial-grade elevator simulator that allows simulation with a wide range of elevator settings. We achieve significant improvement over the existing algorithms.

cs.AI↗

arXiv2017

Optimization of circuitry arrangements for heat exchangers using derivative-free optimization

Optimization of the refrigerant circuitry can improve a heat exchanger's performance. Design engineers currently choose the refrigerant circuitry according to their experience and heat exchanger simulations. However, the design of an optimized refrigerant circuitry is difficult. The number of refrigerant circuitry candidates is enormous. Therefore, exhaustive search algorithms cannot be used and intelligent techniques must be developed to explore the solution space efficiently. In this paper, we formulate refrigerant circuitry design as a binary constrained optimization problem. We use CoilDesigner, a simulation and design tool of air to refrigerant heat exchangers, in order to simulate the performance of different refrigerant circuitry designs. We treat CoilDesigner as a black-box system since the exact relationship of the objective function with the decision variables is not explicit. Derivative-free optimization (DFO) algorithms are suitable for solving this black-box model since they do not require explicit functional representations of the objective function and the constraints. The aim of this paper is twofold. First, we compare four mixed-integer constrained DFO solvers and one box-bounded DFO solver and evaluate their ability to solve a difficult industrially relevant problem. Second, we demonstrate that the proposed formulation is suitable for optimizing the circuitry configuration of heat exchangers. We apply the DFO solvers to 17 heat exchanger design problems. Results show that TOMLAB/glcDirect and TOMLAB/glcSolve can find optimal or near-optimal refrigerant circuitry designs after a relatively small number of circuit simulations.

cs.CE↗

arXiv2016

On the Minimum Chordal Completion Polytope

A graph is chordal if every cycle of length at least four contains a chord, that is, an edge connecting two nonconsecutive vertices of the cycle. Several classical applications in sparse linear systems, database management, computer vision, and semidefinite programming can be reduced to finding the minimum number of edges to add to a graph so that it becomes chordal, known as the minimum chordal completion problem (MCCP). In this article we propose a new formulation for the MCCP which does not rely on finding perfect elimination orderings of the graph, as has been considered in previous work. We introduce several families of facet-defining inequalities for cycle subgraphs and investigate the underlying separation problems, showing that some key inequalities are NP-Hard to separate. We also show general properties of the proposed polyhedra, indicating certain conditions and methods through which facets and inequalities associated with the polytope of a certain graph can be adapted in order to become valid and eventually facet-defining for some of its subgraphs or supergraphs. Numerical studies combining heuristic separation methods based on a threshold rounding and lazy-constraint generation indicate that our approach substantially outperforms existing methods for the MCCP, solving many benchmark graphs to optimality for the first time.

cs.DS↗