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Marc E. Pfetsch

Publications and source records attributed to Marc E. Pfetsch.

At least 37 records · Page 2Linked to original sources

Block-sparse Recovery of Semidefinite Systems and Generalized Null Space Conditions

This article considers the recovery of low-rank matrices via a convex nuclear-norm minimization problem and presents two null space properties (NSP) which characterize uniform recovery for the case of block-diagonal matrices and block-diagonal positive semidefinite matrices. These null-space conditions turn out to be special cases of a new general setup, which allows to derive the mentioned NSPs and well-known NSPs from the literature. We discuss the relative strength of these conditions and also present a deterministic class of matrices that satisfies the block-diagonal semidefinite NSP.

cs.IT↗

Identification of Model Uncertainty via Optimal Design of Experiments Applied to a Mechanical Press

In engineering applications almost all processes are described with the help of models. Especially forming machines heavily rely on mathematical models for control and condition monitoring. Inaccuracies during the modeling, manufacturing and assembly of these machines induce model uncertainty which impairs the controller's performance. In this paper we propose an approach to identify model uncertainty using parameter identification, optimal design of experiments and hypothesis testing. The experimental setup is characterized by optimal sensor positions such that specific model parameters can be determined with minimal variance. This allows for the computation of confidence regions in which the real parameters or the parameter estimates from different test sets have to lie. We claim that inconsistencies in the estimated parameter values, considering their approximated confidence ellipsoids as well, cannot be explained by data uncertainty but are indicators of model uncertainty. The proposed method is demonstrated using a component of the 3D Servo Press, a multi-technology forming machine that combines spindles with eccentric servo drives.

stat.ML↗

Integrality of Linearizations of Polynomials over Binary Variables using Additional Monomials

Polynomial optimization problems over binary variables can be expressed as integer programs using a linearization with extra monomials in addition to those arising in the given polynomial. We characterize when such a linearization yields an integral relaxation polytope, generalizing work by Del Pia and Khajavirad (SIAM Journal on Optimization, 2018) and Buchheim, Crama and Rodríguez-Heck (European Journal of Operations Research, 2019). We also present an algorithm that finds these extra monomials for a given polynomial to yield an integral relaxation polytope or determines that no such set of extra monomials exists. In the former case, our approach yields an algorithm to solve the given polynomial optimization problem as a compact LP, and we complement this with a purely combinatorial algorithm.

cs.DM↗

IPBoost -- Non-Convex Boosting via Integer Programming

Recently non-convex optimization approaches for solving machine learning problems have gained significant attention. In this paper we explore non-convex boosting in classification by means of integer programming and demonstrate real-world practicability of the approach while circumventing shortcomings of convex boosting approaches. We report results that are comparable to or better than the current state-of-the-art.

cs.LG↗

Packing under Convex Quadratic Constraints

We consider a general class of binary packing problems with a convex quadratic knapsack constraint. We prove that these problems are APX-hard to approximate and present constant-factor approximation algorithms based upon three different algorithmic techniques: (1) a rounding technique tailored to a convex relaxation in conjunction with a non-convex relaxation whose approximation ratio equals the golden ratio; (2) a greedy strategy; (3) a randomized rounding leading to an approximation algorithm for the more general case with multiple convex quadratic constraints. We further show that a combination of the first two strategies can be used to yield a monotone algorithm leading to a strategyproof mechanism for a game-theoretic variant of the problem. Finally, we present a computational study of the empirical approximation of the three algorithms for problem instances arising in the context of real-world gas transport networks.

math.OC↗

Sparse Recovery With Integrality Constraints

We investigate conditions for the unique recoverability of sparse integer-valued signals from a small number of linear measurements. Both the objective of minimizing the number of nonzero components, the so-called $\ell_0$-norm, as well as its popular substitute, the $\ell_1$-norm, are covered. Furthermore, integrality constraints and possible bounds on the variables are investigated. Our results show that the additional prior knowledge of signal integrality allows for recovering more signals than what can be guaranteed by the established recovery conditions from (continuous) compressed sensing. Moreover, even though the considered problems are \NP-hard in general (even with an $\ell_1$-objective), we investigate testing the $\ell_0$-recovery conditions via some numerical experiments. It turns out that the corresponding problems are quite hard to solve in practice using black-box software. However, medium-sized instances of $\ell_0$- and $\ell_1$-minimization with binary variables can be solved exactly within reasonable time.

cs.IT↗

Semi-automatically optimized calibration of internal combustion engines

Modern combustion engines incorporate a number of actuators and sensors that can be used to control and optimize the performance and emissions. We describe a semi-automatic method to simultaneously measure and calibrate the actuator settings and the resulting behavior of the engine. The method includes an adaptive process for refining the measurements, a data cleaning step, and an optimization procedure. The optimization works in a discretized space and incorporates the conditions to describe the dependence between the actuators and the engine behavior as well as emission bounds. We demonstrate our method on practical examples.

math.OC↗

Irreducible infeasible subsystems of semidefinite systems

Farkas' lemma for semidefinite programming characterizes semidefinite feasibility of linear matrix pencils in terms of an alternative spectrahedron. In the well-studied special case of linear programming, a theorem by Gleeson and Ryan states that the index sets of irreducible infeasible subsystems are exactly the supports of the vertices of the corresponding alternative polyhedron. We show that one direction of this theorem can be generalized to the nonlinear situation of extreme points of general spectrahedra. The reverse direction, however, is not true in general, which we show by means of counterexamples. On the positive side, an irreducible infeasible block subsystem is obtained whenever the extreme point has minimal block support. Motivated by results from sparse recovery, we provide a criterion for the uniqueness of solutions of semidefinite block systems.

math.OC↗

Joint Antenna Selection and Phase-Only Beamforming Using Mixed-Integer Nonlinear Programming

In this paper, we consider the problem of joint antenna selection and analog beamformer design in downlink single-group multicast networks. Our objective is to reduce the hardware costs by minimizing the number of required phase shifters at the transmitter while fulfilling given distortion limits at the receivers. We formulate the problem as an L0 minimization problem and devise a novel branch-and-cut based algorithm to solve the resulting mixed-integer nonlinear program to optimality. We also propose a suboptimal heuristic algorithm to solve the above problem approximately with a low computational complexity. Computational results illustrate that the solutions produced by the proposed heuristic algorithm are optimal in most cases. The results also indicate that the performance of the optimal methods can be significantly improved by initializing with the result of the suboptimal method.

math.OC↗

On the Complexity of Instationary Gas Flows

We study a simplistic model of instationary gas flows consisting of a sequence of k stationary gas flows. We present efficiently solvable cases and NP-hardness results, establishing complexity gaps between stationary and instationary gas flows (already for k=2) as well as between instationary gas s-t-flows and instationary gas b-flows.

math.OC↗

A Compact Formulation for the $\ell_{2,1}$ Mixed-Norm Minimization Problem

Parameter estimation from multiple measurement vectors (MMVs) is a fundamental problem in many signal processing applications, e.g., spectral analysis and direction-of- arrival estimation. Recently, this problem has been address using prior information in form of a jointly sparse signal structure. A prominent approach for exploiting joint sparsity considers mixed-norm minimization in which, however, the problem size grows with the number of measurements and the desired resolution, respectively. In this work we derive an equivalent, compact reformulation of the $\ell_{2,1}$ mixed-norm minimization problem which provides new insights on the relation between different existing approaches for jointly sparse signal reconstruction. The reformulation builds upon a compact parameterization, which models the row-norms of the sparse signal representation as parameters of interest, resulting in a significant reduction of the MMV problem size. Given the sparse vector of row-norms, the jointly sparse signal can be computed from the MMVs in closed form. For the special case of uniform linear sampling, we present an extension of the compact formulation for gridless parameter estimation by means of semidefinite programming. Furthermore, we derive in this case from our compact problem formulation the exact equivalence between the $\ell_{2,1}$ mixed-norm minimization and the atomic-norm minimization. Additionally, for the case of irregular sampling or a large number of samples, we present a low complexity, grid-based implementation based on the coordinate descent method.

cs.IT↗

Solving MIPs via Scaling-based Augmentation

Augmentation methods for mixed-integer (linear) programs are a class of primal solution approaches in which a current iterate is augmented to a better solution or proved optimal. It is well known that the performance of these methods, i.e., number of iterations needed, can theoretically be improved by scaling methods. We extend these results by an improved and extended convergence analysis, which shows that bit scaling and geometric scaling theoretically perform similarly well in the worst case for 0/1 polytopes as well as show that in some cases geometric scaling can outperform bit scaling arbitrarily. We also investigate the performance of implementations of these methods, where the augmentation directions are computed by a MIP solver. It turns out that the number of iterations is usually low. While scaling methods usually do not improve the performance for easier problems, in the case of hard mixed-integer optimization problems they allow to compute solutions of very good quality and are often superior.

math.OC↗

Projection onto the Cosparse Set is NP-Hard

The computational complexity of a problem arising in the context of sparse optimization is considered, namely, the projection onto the set of $k$-cosparse vectors w.r.t. some given matrix $\Omeg$. It is shown that this projection problem is (strongly) \NP-hard, even in the special cases in which the matrix $\Omeg$ contains only ternary or bipolar coefficients. Interestingly, this is in contrast to the projection onto the set of $k$-sparse vectors, which is trivially solved by keeping only the $k$ largest coefficients.

cs.CC↗

The Computational Complexity of the Restricted Isometry Property, the Nullspace Property, and Related Concepts in Compressed Sensing

This paper deals with the computational complexity of conditions which guarantee that the NP-hard problem of finding the sparsest solution to an underdetermined linear system can be solved by efficient algorithms. In the literature, several such conditions have been introduced. The most well-known ones are the mutual coherence, the restricted isometry property (RIP), and the nullspace property (NSP). While evaluating the mutual coherence of a given matrix is easy, it has been suspected for some time that evaluating RIP and NSP is computationally intractable in general. We confirm these conjectures by showing that for a given matrix A and positive integer k, computing the best constants for which the RIP or NSP hold is, in general, NP-hard. These results are based on the fact that determining the spark of a matrix is NP-hard, which is also established in this paper. Furthermore, we also give several complexity statements about problems related to the above concepts.

math.OC↗

An Infeasible-Point Subgradient Method Using Adaptive Approximate Projections

We propose a new subgradient method for the minimization of nonsmooth convex functions over a convex set. To speed up computations we use adaptive approximate projections only requiring to move within a certain distance of the exact projections (which decreases in the course of the algorithm). In particular, the iterates in our method can be infeasible throughout the whole procedure. Nevertheless, we provide conditions which ensure convergence to an optimal feasible point under suitable assumptions. One convergence result deals with step size sequences that are fixed a priori. Two other results handle dynamic Polyak-type step sizes depending on a lower or upper estimate of the optimal objective function value, respectively. Additionally, we briefly sketch two applications: Optimization with convex chance constraints, and finding the minimum l1-norm solution to an underdetermined linear system, an important problem in Compressed Sensing.

math.OC↗

Orbitopal Fixing

The topic of this paper are integer programming models in which a subset of 0/1-variables encode a partitioning of a set of objects into disjoint subsets. Such models can be surprisingly hard to solve by branch-and-cut algorithms if the order of the subsets of the partition is irrelevant, since this kind of symmetry unnecessarily blows up the search tree. We present a general tool, called orbitopal fixing, for enhancing the capabilities of branch-and-cut algorithms in solving such symmetric integer programming models. We devise a linear time algorithm that, applied at each node of the search tree, removes redundant parts of the tree produced by the above mentioned symmetry. The method relies on certain polyhedra, called orbitopes, which have been introduced bei Kaibel and Pfetsch (Math. Programm. A, 114 (2008), 1-36). It does, however, not explicitly add inequalities to the model. Instead, it uses certain fixing rules for variables. We demonstrate the computational power of orbitopal fixing at the example of a graph partitioning problem.

math.OC↗

Computing the bounded subcomplex of an unbounded polyhedron

We study efficient combinatorial algorithms to produce the Hasse diagram of the poset of bounded faces of an unbounded polyhedron, given vertex-facet incidences. We also discuss the special case of simple polyhedra and present computational results.

math.CO↗

Packing and Partitioning Orbitopes

We introduce orbitopes as the convex hulls of 0/1-matrices that are lexicographically maximal subject to a group acting on the columns. Special cases are packing and partitioning orbitopes, which arise from restrictions to matrices with at most or exactly one 1-entry in each row, respectively. The goal of investigating these polytopes is to gain insight into ways of breaking certain symmetries in integer programs by adding constraints, e.g., for a well-known formulation of the graph coloring problem. We provide a thorough polyhedral investigation of packing and partitioning orbitopes for the cases in which the group acting on the columns is the cyclic group or the symmetric group. Our main results are complete linear inequality descriptions of these polytopes by facet-defining inequalities. For the cyclic group case, the descriptions turn out to be totally unimodular, while for the symmetric group case both the description and the proof are more involved. Nevertheless, the associated separation problem can be solved in linear time also in this case.

math.OC↗