arXiv subjects

Jan Rolfes

Publications and source records attributed to Jan Rolfes.

10 recordsLinked to original sources

arXiv2025

High-Quality Tomographic Image Reconstruction Integrating Neural Networks and Mathematical Optimization

In this work, we develop a novel technique for reconstructing images from projection-based nano- and microtomography. Our contribution focuses on enhancing reconstruction quality, particularly for specimen composed of homogeneous material phases connected by sharp edges. This is accomplished by training a neural network to identify edges within subpictures. The trained network is then integrated into a mathematical optimization model, to reduce artifacts from previous reconstructions. To this end, the optimization approach favors solutions according to the learned predictions, however may also determine alternative solutions if these are strongly supported by the raw data. Hence, our technique successfully incorporates knowledge about the homogeneity and presence of sharp edges in the sample and thereby eliminates blurriness. Our results on experimental datasets show significant enhancements in interface sharpness and material homogeneity compared to benchmark algorithms. Thus, our technique produces high-quality reconstructions, showcasing its potential for advancing tomographic imaging techniques.

cs.CV↗

arXiv2023

A semidefinite programming hierarchy for covering problems in discrete geometry

In this paper we present a new semidefinite programming hierarchy for covering problems in compact metric spaces. Over the last years, these kind of hierarchies were developed primarily for geometric packing and for energy minimization problems; they frequently provide the best known bounds. Starting from a semidefinite programming hierarchy for the dominating set problem in graph theory, we derive the new hierarchy for covering and show some of its basic properties: The hierarchy converges in finitely many steps, but the first level collapses to the volume bound when the compact metric space is homogeneous.

math.OC↗

arXiv2023

Improving reconstructions in nanotomography for homogeneous materials via mathematical optimization

Compressed sensing is an image reconstruction technique to achieve high-quality results from limited amount of data. In order to achieve this, it utilizes prior knowledge about the samples that shall be reconstructed. Focusing on image reconstruction in nanotomography, this work proposes enhancements by including additional problem-specific knowledge. In more detail, we propose further classes of algebraic inequalities that are added to the compressed sensing model. The first consists in a valid upper bound on the pixel brightness. It only exploits general information about the projections and is thus applicable to a broad range of reconstruction problems. The second class is applicable whenever the sample material is of roughly homogeneous composition. The model favors a constant density and penalizes deviations from it. The resulting mathematical optimization models are algorithmically tractable and can be solved to global optimality by state-of-the-art available implementations of interior point methods. In order to evaluate the novel models, obtained results are compared to existing image reconstruction methods, tested on simulated and experimental data sets. The experimental data comprise one 360° electron tomography tilt series of a macroporous zeolite particle and one absorption contrast nano X-ray computed tomography (nano-CT) data set of a copper microlattice structure. The enriched models are optimized quickly and show improved reconstruction quality, outperforming the existing models. Promisingly, our approach yields superior reconstruction results, particularly when information about the samples is available for a small number of tilt angles only

cond-mat.mtrl-sci↗

arXiv2023

Alternating mixed-integer programming and neural network training for approximating stochastic two-stage problems

The presented work addresses two-stage stochastic programs (2SPs), a broadly applicable model to capture optimization problems subject to uncertain parameters with adjustable decision variables. In case the adjustable or second-stage variables contain discrete decisions, the corresponding 2SPs are known to be NP-complete. The standard approach of forming a single-stage deterministic equivalent problem can be computationally challenging even for small instances, as the number of variables and constraints scales with the number of scenarios. To avoid forming a potentially huge MILP problem, we build upon an approach of approximating the expected value of the second-stage problem by a neural network (NN) and encoding the resulting NN into the first-stage problem. The proposed algorithm alternates between optimizing the first-stage variables and retraining the NN. We demonstrate the value of our approach with the example of computing operating points in power systems by showing that the alternating approach provides improved first-stage decisions and a tighter approximation between the expected objective and its neural network approximation.

math.OC↗

arXiv2023

A mixed-integer approximation of robust optimization problems with mixed-integer adjustments

In the present article we propose a mixed-integer approximation of adjustable-robust optimization (ARO) problems, that have both, continuous and discrete variables on the lowest level. As these trilevel problems are notoriously hard to solve, we restrict ourselves to weakly-connected instances. Our approach allows us to approximate, and in some cases exactly represent, the trilevel problem as a single-level mixed-integer problem. This allows us to leverage the computational efficiency of state-of-the-art mixed-integer programming solvers. We demonstrate the value of this approach by applying it to the optimization of power systems, particularly to the control of smart converters.

math.OC↗

arXiv2023

Bounds on polarization problems on compact sets via mixed integer programming

Finding point configurations, that yield the maximum polarization (Chebyshev constant) is gaining interest in the field of geometric optimization. In the present article, we study the problem of unconstrained maximum polarization on compact sets. In particular, we discuss necessary conditions for local optimality, such as that a locally optimal configuration is always contained in the convex hull of the respective darkest points. Building on this, we propose two sequences of mixed-integer linear programs in order to compute lower and upper bounds on the maximal polarization, where the lower bound is constructive. Moreover, we prove the convergence of these sequences towards the maximal polarization.

math.OC↗

arXiv2023

A Safe Approximation Based on Mixed-Integer Optimization for Non-Convex Distributional Robustness Governed by Univariate Indicator Functions

In this work, we present an algorithmically tractable safe approximation of distributionally robust optimization (DRO) problems that contain univariate indicator functions. The latter appear in different applications, but render the model nonlinear and nonconvex. The considered ambiguity sets can exploit moment information. Typically, reformulation approaches using duality theory need to make strong assumptions on the structure of the underlying constraints, such as convexity in the decisions or concavity in the uncertainty which cannot be assumed in our setting. We nevertheless present an equivalent semi-infinite reformulation that is subsequently approximated by a discretized counterpart. Under mild assumptions, the latter provides a safe approximation that is formulated as a tractable mixed-integer linear problem, which can be solved by available standard software. Obtained solutions are guaranteed to be feasible for the original distributionally robust problem. Although we show that in general convergence to the true DRO problem cannot be expected, we furthermore prove that the approximation of the adversarial problem indeed converges to its true value for increasingly fine discretization. On the practical side, the approach is made concrete for a challenging, fundamental task in material design, namely in particle separation. Computational results for a realistic setting show that the safe approximation yields robust solutions of high-quality and can be computed within short time.

math.OC↗

arXiv2022

Pareto Robust optimization on Euclidean vector spaces

Pareto efficiency for robust linear programs was introduced by Iancu and Trichakis in [9]. We generalize their approach and theoretical results to robust optimization problems in Euclidean spaces with affine uncertainty. Additionally, we demonstrate the value of this approach in an exemplary manner in the area of robust semidefinite programming (SDP). In particular, we prove that computing a Pareto robustly optimal solution for a robust SDP is tractable and illustrate the benefit of such solutions at the example of the maximal eigenvalue problem. Furthermore, we modify the famous algorithm of Goemans and Williamson [8] in order to compute cuts for the robust max-cut problem that yield an improved approximation guarantee in non-worst-case scenarios.

math.OC↗

arXiv2022

Robust Market Equilibria under Uncertain Cost

This work studies equilibrium problems under uncertainty where firms maximize their profits in a robust way when selling their output. Robust optimization plays an increasingly important role when best guaranteed objective values are to be determined, independently of the specific distributional assumptions regarding uncertainty. In particular, solutions are to be determined that are feasible regardless of how the uncertainty manifests itself within some predefined uncertainty set. Our mathematical analysis adopts the robust optimization perspective in the context of equilibrium problems. First, we present structural insights for a single-stage, nonadjustable robust setting. We then go one step further and study the more complex two-stage or adjustable case where a part of the variables can adjust to the realization of the uncertainty. We compare equilibrium outcomes with the corresponding centralized robust optimization problem where thesum of all profits are maximized. As we find, the market equilibrium for the perfectly competitive firms differs from the solution of the robust central planner, which is in stark contrast to classical results regarding the efficiency of market equilibria with perfectly competitive firms. For the different scenarios considered, we furthermore are able to determine the resulting price of anarchy. In the case of non-adjustable robustness, for fixed demand in every time step the price of anarchy is bounded whereas it is unbounded if the buyers are modeled by elastic demand functions. For the two-stage adjustable setting, we show how to compute subsidies for the firms that lead to robust welfareoptimal equilibria.

math.OC↗

arXiv2021

Affinely Adjustable Robust Linear Complementarity Problems

Linear complementarity problems are a powerful tool for modeling many practically relevant situations such as market equilibria. They also connect many sub-areas of mathematics like game theory, optimization, and matrix theory. Despite their close relation to optimization, the protection of LCPs against uncertainties -- especially in the sense of robust optimization -- is still in its infancy. During the last years, robust LCPs have only been studied using the notions of strict and $Γ$-robustness. Unfortunately, both concepts lead to the problem that the existence of robust solutions cannot be guaranteed. In this paper, we consider affinely adjustable robust LCPs. In the latter, a part of the LCP solution is allowed to adjust via a function that is affine in the uncertainty. We show that this notion of robustness allows to establish strong characterizations of solutions for the cases of uncertain matrix and vector, separately, from which existence results can be derived. Our main results are valid for the case of an uncertain LCP vector. Here, we additionally provide sufficient conditions on the LCP matrix for the uniqueness of a solution. Moreover, based on characterizations of the affinely adjustable robust solutions, we derive a mixed-integer programming formulation that allows to solve the corresponding robust counterpart. If, in addition, the certain LCP matrix is positive semidefinite, we prove polynomial-time solvability and uniqueness of robust solutions. If the LCP matrix is uncertain, characterizations of solutions are developed for every nominal matrix, i.e., these characterizations are, in particular, independent of the definiteness of the nominal matrix. Robust solutions are also shown to be unique for positive definite LCP matrix but both uniqueness and mixed-integer programming formulations still remain open problems if the nominal LCP matrix is not psd.

math.OC↗