arXiv subjects

Carlos Cardonha

Publications and source records attributed to Carlos Cardonha.

11 recordsLinked to original sources

arXiv2024

The Sensitivity of the U.S. Presidential Election to Coordinated Voter Relocation

U.S. presidential elections are decided by the Electoral College, established in 1789, and designed to mitigate potential risks arising from the collusion of large groups of citizens. A statewide winner-take-all popular voting system for electors is implemented in all but two states, which has led to instances where narrow victories in key states were decisive in several recent elections. Small groups of voters can significantly impact the election, for example, through voter turnout. However, another dynamic can also influence this: a surprisingly small number of dedicated voters moving short distances across state lines. The extent to which the election's outcome is sensitive to small and well-coordinated movements of people has not been investigated in detail. Using a combination of forecasting, simulation, and optimization, we show that a candidate's probability of winning can be increased by 1% through the strategic relocation of approximately 10,000 people no farther than 100 miles from their current county of residence, less than 0.006% of the eligible voting population. Moreover, an 8% probability increase can be realized by a mere 50,000 voters relocating across state lines, or 0.03% of the voting population. Given the remarkably small number of people involved and the fact that establishing electoral residence in many states takes about a month, this coordinated relocation of voters is not nearly as challenging as previously thought. As it stands, U.S. presidential elections may be vulnerable to the exploitation of the aforementioned loophole. Therefore, we anticipate our findings will have direct consequences on policymaking and campaign strategy, as well as motivate new operations research methods within the political sciences.

physics.soc-ph↗

arXiv2024

The Madness of Multiple Entries in March Madness

This paper explores multi-entry strategies for betting pools related to single-elimination tournaments. In such betting pools, participants select winners of games, and their respective score is a weighted sum of the number of correct selections. Most betting pools have a top-heavy payoff structure, so the paper focuses on strategies that maximize the expected score of the best-performing entry. There is no known closed-formula expression for the estimation of this metric, so the paper investigates the challenges associated with the estimation and the optimization of multi-entry solutions. We present an exact dynamic programming approach for calculating the maximum expected score of any given fixed solution, which is exponential in the number of entries. We explore the structural properties of the problem to develop several solution techniques. In particular, by extracting insights from the solutions produced by one of our algorithms, we design a simple yet effective problem-specific heuristic that was the best-performing technique in our experiments, which were based on real-world data extracted from recent March Madness tournaments. In particular, our results show that the best 100-entry solution identified by our heuristic had a 2.2% likelihood of winning a $1 million prize in a real-world betting pool.

cs.DS↗

arXiv2024

Cardinality-Constrained Continuous Knapsack Problem with Concave Piecewise-Linear Utilities

We study an extension of the cardinality-constrained knapsack problem wherein each item has a concave piecewise linear utility structure (CCKP), which is motivated by applications such as resource management problems in monitoring and surveillance tasks. Our main contributions are combinatorial algorithms for the offline CCKP and an online version of the CCKP. For the offline problem, we present a fully polynomial-time approximation scheme and show that it can be cast as the maximization of a submodular function with cardinality constraints; the latter property allows us to derive a greedy $(1 - \frac{1}{e})$-approximation algorithm. For the online CCKP in the random order model, we derive a $\frac{10.427}α$-competitive algorithm based on $α$-approximation algorithms for the offline CCKP; moreover, we derive stronger guarantees for the cases wherein the cardinality capacity is very small or relatively large. Finally, we investigate the empirical performance of the proposed algorithms in numerical experiments.

cs.DS↗

arXiv2022

Recursive McCormick Linearization of Multilinear Programs

Linear programming (LP) relaxations are widely employed in exact solution methods for multilinear programs (MLP). One example is the family of Recursive McCormick Linearization (RML) strategies, where bilinear products are substituted for artificial variables, which deliver a relaxation of the original problem when introduced together with concave and convex envelopes. In this article, we introduce the first systematic approach for identifying RMLs, in which we focus on the identification of linear relaxation with a small number of artificial variables and with strong LP bounds. We present a novel mechanism for representing all the possible RMLs, which we use to design an exact mixed-integer programming (MIP) formulation for the identification of minimum-size RMLs; we show that this problem is NP-hard in general, whereas a special case is fixed-parameter tractable. Moreover, we explore structural properties of our formulation to derive an exact MIP model that identifies RMLs of a given size with the best possible relaxation bound is optimal. Our numerical results on a collection of benchmarks indicate that our algorithms outperform the RML strategy implemented in state-of-the-art global optimization solvers.

math.OC↗

arXiv2022

Optimizing over an ensemble of neural networks

We study optimization problems where the objective function is modeled through feedforward neural networks with rectified linear unit (ReLU) activation. Recent literature has explored the use of a single neural network to model either uncertain or complex elements within an objective function. However, it is well known that ensembles of neural networks produce more stable predictions and have better generalizability than models with single neural networks, which motivates the investigation of ensembles of neural networks rather than single neural networks in decision-making pipelines. We study how to incorporate a neural network ensemble as the objective function of an optimization model and explore computational approaches for the ensuing problem. We present a mixed-integer linear program based on existing popular big-M formulations for optimizing over a single neural network. We develop a two-phase approach for our model that combines preprocessing procedures to tighten bounds for critical neurons in the neural networks with a Lagrangian relaxation-based branch-and-bound approach. Experimental evaluations of our solution methods suggest that using ensembles of neural networks yields more stable and higher quality solutions, compared to single neural networks, and that our optimization algorithm outperforms (the adaption of) a state-of-the-art approach in terms of computational time and optimality gaps.

cs.LG↗

arXiv2021

Optimizing the expected maximum of two linear functions defined on a multivariate Gaussian distribution

We study stochastic optimization problems with objective function given by the expectation of the maximum of two linear functions defined on the component random variables of a multivariate Gaussian distribution. We consider random variables that are arbitrarily correlated, and we show that the problem is NP-hard even if the space of feasible solutions is unconstrained. We exploit a closed-form expression for the objective function from the literature to construct a cutting-plane algorithm that can be seen as an extension of the integer L-shaped method for a highly nonlinear function, which includes the evaluation of the c.d.f and p.d.f of a standard normal random variable with decision variables as part of the arguments. To exhibit the model's applicability, we consider two featured applications. The first is daily fantasy sports, where the algorithm identifies entries with positive returns during the 2018-2019 National Football League season. The second is a special case of makespan minimization for two parallel machines and jobs with uncertain processing times; for the special case where the jobs are uncorrelated, we prove the equivalence between its deterministic and stochastic versions and show that our algorithm can deliver a constant-factor approximation guarantee for the problem. The results of our computational evaluation involving synthetic and real-world data suggest that our discretization and upper bounding techniques lead to significant computational improvements and that the proposed algorithm outperforms sub-optimal solutions approaches.

math.OC↗

arXiv2018

Binary Decision Diagrams for Bin Packing with Minimum Color Fragmentation

Bin Packing with Minimum Color Fragmentation (BPMCF) is an extension of the Bin Packing Problem in which each item has a size and a color and the goal is to minimize the sum of the number of bins containing items of each color. In this work, we introduce BPMCF and present a decomposition strategy to solve the problem, where the assignment of items to bins is formulated as a binary decision diagram and an optimal integrated solutions is identified through a mixed-integer linear programming model. Our computational experiments show that the proposed approach greatly outperforms a direct formulation of BPMCF and that its performance is suitable for large instances of the problem.

cs.DS↗

arXiv2018

Theoretical and Practical Aspects of the Linear Tape Scheduling Problem

Magnetic tapes have been playing a key role as means for storage of digital data for decades, and their unsurpassed cost-effectiveness still make them the technology of choice in several industries, such as media and entertainment. Tapes are mostly used for cold storage nowadays, and therefore the study of scheduling algorithms for read requests tailored for these devices has been largely neglected in the literature. In this article, we investigate the Linear Tape Scheduling Problem (LTSP), in which read requests associated with files stored on a single-tracked magnetic tape should be scheduled in a way that the sum of all response times are minimized. LTSP has many similarities with classical combinatorial optimization problems such as the Traveling Repairmen Problem and the Dial-a-Ride Problem restricted to the real line; nevertheless, significant differences on structural properties and strict time-limit constraints of real-world scenarios make LTSP challenging and interesting on its own. In this work, we investigate several properties and algorithms for LTSP and some of its extensions. The results allowed for the identification of 3-approximation algorithms for LTSP and efficient exact algorithms for some of its special cases. We also show that LTSPR, the version of the problem with heterogeneous release times for requests, is NP-complete. OLTSP, the online extension of LTSPR, does not admit c-competitive algorithms for any constant factor c, but we nevertheless introduce an algorithm for the problem and show through extensive computational experiments on synthetic and real-world datasets that different embodiments of the proposed strategy are computationally efficient and over-perform by orders of magnitude an algorithm being currently used by real-world tape file systems.

cs.DS↗

arXiv2018

Network Models for Multiobjective Discrete Optimization

This paper provides a novel framework for solving multiobjective discrete optimization problems with an arbitrary number of objectives. Our framework formulates these problems as network models, in that enumerating the Pareto frontier amounts to solving a multicriteria shortest path problem in an auxiliary network. We design techniques for exploiting the network model in order to accelerate the identification of the Pareto frontier, most notably a number of operations to simplify the network by removing nodes and arcs while preserving the set of nondominated solutions. We show that the proposed framework yields orders-of-magnitude performance improvements over existing state-of-the-art algorithms on five problem classes containing both linear and nonlinear objective functions.

math.OC↗

arXiv2017

Modeling Epistemological Principles for Bias Mitigation in AI Systems: An Illustration in Hiring Decisions

Artificial Intelligence (AI) has been used extensively in automatic decision making in a broad variety of scenarios, ranging from credit ratings for loans to recommendations of movies. Traditional design guidelines for AI models focus essentially on accuracy maximization, but recent work has shown that economically irrational and socially unacceptable scenarios of discrimination and unfairness are likely to arise unless these issues are explicitly addressed. This undesirable behavior has several possible sources, such as biased datasets used for training that may not be detected in black-box models. After pointing out connections between such bias of AI and the problem of induction, we focus on Popper's contributions after Hume's, which offer a logical theory of preferences. An AI model can be preferred over others on purely rational grounds after one or more attempts at refutation based on accuracy and fairness. Inspired by such epistemological principles, this paper proposes a structured approach to mitigate discrimination and unfairness caused by bias in AI systems. In the proposed computational framework, models are selected and enhanced after attempts at refutation. To illustrate our discussion, we focus on hiring decision scenarios where an AI system filters in which job applicants should go to the interview phase.

cs.AI↗

arXiv2013

Patience-aware Scheduling for Cloud Services: Freeing Users from the Chains of Boredom

Scheduling of service requests in Cloud computing has traditionally focused on the reduction of pre-service wait, generally termed as waiting time. Under certain conditions such as peak load, however, it is not always possible to give reasonable response times to all users. This work explores the fact that different users may have their own levels of tolerance or patience with response delays. We introduce scheduling strategies that produce better assignment plans by prioritising requests from users who expect to receive the results earlier and by postponing servicing jobs from those who are more tolerant to response delays. Our analytical results show that the behaviour of users' patience plays a key role in the evaluation of scheduling techniques, and our computational evaluation demonstrates that, under peak load, the new algorithms typically provide better user experience than the traditional FIFO strategy.

cs.DC↗