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Haoran Zhu

Publications and source records attributed to Haoran Zhu.

61 records · Page 4Linked to original sources

The k-aggregation Closure for Covering Sets

In this paper, we will answer one of the questions proposed by Bodur, Del~Pia, Dey, Molinaro and Pokutta in 2017. Specifically, we show that the k-aggregation closure of a covering set is a polyhedron. The proof technique is based on an equivalent condition for the closure of any particular family of cutting-planes to be polyhedral, from the perspective of convex geometry. We believe that this technique can be applied to tackle other polyhedrality problems in the future and may be of independent interest.

math.OC↗

Relaxations and Cutting Planes for Linear Programs with Complementarity Constraints

We study relaxations for linear programs with complementarity constraints, especially instances whose complementary pairs of variables are not independent. Our formulation is based on identifying vertex covers of the conflict graph of the instance and generalizes the extended reformulation-linearization technique of Nguyen, Richard, and Tawarmalani to instances with general complementarity conditions between variables. We demonstrate how to obtain strong cutting planes for our formulation from both the stable set polytope and the boolean quadric polytope associated with a complete bipartite graph. Through an extensive computational study for three types of practical problems, we assess the performance of our proposed linear relaxation and new cutting-planes in terms of the optimality gap closed.

math.OC↗

Multi-cover Inequalities for Totally-Ordered Multiple Knapsack Sets: Theory and Computation

We propose a method to generate cutting-planes from multiple covers of knapsack constraints. The covers may come from different knapsack inequalities if the weights in the inequalities form a totally-ordered set. Thus, we introduce and study the structure of a totally-ordered multiple knapsack set. The valid multi-cover inequalities we derive for its convex hull have a number of interesting properties. First, they generalize the well-known (1, k)-configuration inequalities. Second, they are not aggregation cuts. Third, they cannot be generated as a rank-1 Chvatal-Gomory cut from the inequality system consisting of the knapsack constraints and all their minimal cover inequalities. We also provide conditions under which the inequalities are facets for the convex hull of the totally-ordered knapsack set, as well as conditions for those inequalities to fully characterize its convex hull. We give an integer program to solve the separation and provide numerical experiments that showcase the strength of these new inequalities.

math.OC↗

A robust single-pixel particle image velocimetry based on fully convolutional networks with cross-correlation embedded

Particle image velocimetry (PIV) is essential in experimental fluid dynamics. In the current work, we propose a new velocity field estimation paradigm, which achieves a synergetic combination of the deep learning method and the traditional cross-correlation method. Specifically, the deep learning method is used to optimize and correct a coarse velocity guess to achieve a super-resolution calculation. And the cross-correlation method provides the initial velocity field based on a coarse correlation with a large interrogation window. As a reference, the coarse velocity guess helps with improving the robustness of the proposed algorithm. This fully convolutional network with embedded cross-correlation is named as CC-FCN. CC-FCN has two types of input layers, one is for the particle images, and the other is for the initial velocity field calculated using cross-correlation with a coarse resolution. Firstly, two pyramidal modules extract features of particle images and initial velocity field respectively. Then the fusion module appropriately fuses these features. Finally, CC-FCN achieves the super-resolution calculation through a series of deconvolution layers to obtain the single-pixel velocity field. As the supervised learning strategy is considered, synthetic data sets including ground-truth fluid motions are generated to train the network parameters. Synthetic and real experimental PIV data sets are used to test the trained neural network in terms of accuracy, precision, spatial resolution and robustness. The test results show that these attributes of CC-FCN are further improved compared with those of other tested PIV algorithms. The proposed model could therefore provide competitive and robust estimations for PIV experiments.

physics.flu-dyn↗

On the Polyhedrality of the Chvatal-Gomory Closure

In this paper, we provide an equivalent condition for the Chvatal-Gomory (CG) closure of a closed convex set to be finitely-generated. Using this result, we are able to prove that, for any closed convex set that can be written as the Minkowski sum of a compact convex set and a closed convex cone, its CG closure is a rational polyhedron if and only if its recession cone is a rational polyhedral cone. As a consequence, this generalizes and unifies all the currently known results, for the case of rational polyhedron and compact convex set.

math.OC↗

A Scalable MIP-based Method for Learning Optimal Multivariate Decision Trees

Several recent publications report advances in training optimal decision trees (ODT) using mixed-integer programs (MIP), due to algorithmic advances in integer programming and a growing interest in addressing the inherent suboptimality of heuristic approaches such as CART. In this paper, we propose a novel MIP formulation, based on a 1-norm support vector machine model, to train a multivariate ODT for classification problems. We provide cutting plane techniques that tighten the linear relaxation of the MIP formulation, in order to improve run times to reach optimality. Using 36 data-sets from the University of California Irvine Machine Learning Repository, we demonstrate that our formulation outperforms its counterparts in the literature by an average of about 10% in terms of mean out-of-sample testing accuracy across the data-sets. We provide a scalable framework to train multivariate ODT on large data-sets by introducing a novel linear programming (LP) based data selection method to choose a subset of the data for training. Our method is able to routinely handle large data-sets with more than 7,000 sample points and outperform heuristics methods and other MIP based techniques. We present results on data-sets containing up to 245,000 samples. Existing MIP-based methods do not scale well on training data-sets beyond 5,500 samples.

cs.LG↗

Integer packing sets form a well-quasi-ordering

An integer packing set is a set of non-negative integer vectors with the property that, if a vector $x$ is in the set, then every non-negative integer vector $y$ with $y \leq x$ is in the set as well. Integer packing sets appear naturally in Integer Optimization. In fact, the set of integer points in any packing polyhedron is an integer packing set. The main result of this paper is that integer packing sets, ordered by inclusion, form a well-quasi-ordering. This result allows us to answer a question recently posed by Bodur et al. In fact, we prove that the k-aggregation closure of any packing polyhedron is again a packing polyhedron. The generality of our main result allows us to provide a generalization to non-polyhedral sets: The k-aggregation closure of any downset of $\mathbb{R}^n_+$ is a packing polyhedron.

math.OC↗