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Margarida Carvalho

Publications and source records attributed to Margarida Carvalho.

At least 19 recordsLinked to original sources

Bridging Neural Tangent Kernel Analysis and Reinforcement Learning for Deep Function Approximation

Despite their widespread success across machine learning, the learning dynamics and generalization properties of neural networks remain poorly understood. The neural tangent kernel (NTK) provides an analytical characterization of the learning dynamics of infinitely wide neural networks and serves as a useful proxy for finite-width networks in supervised learning. In this work, we extend the NTK framework to reinforcement learning (RL) by introducing a temporal-difference (TD) flow formulation that accommodates time-varying mini-batches and TD targets, yielding a closed-form solution for value function evolution in an overparametrized setting. We also devise an optimization-based state-space exploration method that leverages the closed-form solution, coupled with constraints on the environment, to model the set of feasible states. On a deterministic grid environment, we validate that the proposed RL-based NTK formulation is indeed learning efficiently and adapting to the distribution shift in the training data distribution, and we demonstrate that the resulting exploration strategy improves sample efficiency. To our knowledge, this is the first work to extend NTK theory to characterize the learning dynamics of RL training with time-varying mini-batches and TD updates.

cs.LG↗

Cooperation Without Shared Rewards via Reciprocal Q-Augmentation

General-sum games are more challenging than fully cooperative or adversarial settings because agents may deceive or exploit one another. Achieving high social welfare requires sustained cooperation, while a single defection can drive agents toward a welfare suboptimal Nash equilibrium. Moreover, assuming access to other agents' rewards or internal states is often unrealistic and implicitly introduces additional cooperation into the setting. To address this issue, we introduce \textit{Reciprocal Q-Augmentation} (RQA), a method that uses a latent-variable opponent model to augment the Q-function with estimates of how one's actions affects other agents. RQA allows agents to learn both cooperative and defective policies using only their own Q-function. We show that, in social dilemmas, agents that all follow the cooperative policy of RQA learn to cooperate faster and reach higher levels of cooperation than fully cooperative algorithms. Moreover, a single RQA agent that switches appropriately between its cooperative and defecting policies can induce cooperation in agents trained with standard RL algorithms, which would otherwise end up defecting. We evaluate our approach on the Iterated Prisoner's Dilemma, Iterated Traveler's Dilemma, Iterated Stag Hunt, and \texttt{CleanUp-Lite}. Our experiments show that the algorithms implementing RQA outperforms fully cooperative methods with shared rewards and enables cooperation with algorithms that otherwise fail to reach high social welfare.

cs.GT↗

Multi-agent Assortment Optimization in Sequential Matching Markets

Motivated by the challenges faced by choice-based matching platforms, in this work, we study a generalization of the foundational model introduced by Ashlagi et al. (2022). Specifically, this model consists of two sides (e.g., customers and suppliers) who have preferences over the opposite side in the form of discrete choice models. A matching is realized through a two-step process where the platform's decision is to initially present to each agent on one side an assortment of users of the opposite side. The ultimate goal of the platform is to maximize the total expected revenue collected from the matching. Due to the computational complexity of this problem, we focus on the design of approximation algorithms with constant-factor guarantees for the constrained version of the problem under general choice preferences. First, to the best of our knowledge, we are the first to draw connections with the literature of submodular optimization and show that one-sided choice-oblivious approaches perform arbitrarily bad. Second, we show that, for the general setting, there exists a two-sided choice-aware randomized algorithm that achieves a (1-1/e)-approximation factor, which is the best possible. Third, we design an algorithm that is asymptotically optimal when one side follows the well-known multinomial-logit (MNL) choice model under the small probability regime. Fourth, we provide a simple and effective algorithm with a 1/4-approximation guarantee for the unconstrained setting with both sides following MNL models. Finally, we assess the performance of our proposed methods with a detailed computational study and discuss several extensions.

cs.GT↗

On the Complexity of Linear Programs with Parametric Constraint Matrices

While sensitivity analysis for linear programs with parametric right- hand side vectors is well established, cases involving parametric constraint matrices remain less explored. To address this gap, we investigate linear programs where the constraint matrix depends linearly on a scalar parameter. Our goal is to compute the minimum and maximum optimal values of these parametric linear programs within a fixed parameter range. This corresponds to solving two bilevel programs. We show that both decision versions of these optimization problems are NP-complete by proving both NP-hardness and membership in NP. We additionally identify three sufficient conditions on the parametric matrix under which the bilevel programs are no longer NP-hard. We introduce a reformulation for both problems, together with a Farkas-based certificate for the lower-level feasibility condition, and compare the execution time for solving them on standard benchmark instances. The experiments highlight a practical dichotomy. Although both bilevel optimizations are NP-hard, computing the parameter value corresponding to the minimum of the linear program is fast, whereas computing the value corresponding to the maximum is not. We relate this asymmetry to the parametric equality constraints, whose free dual variables leave the relaxation of the maximum reformulation unbounded.

math.OC↗

Complexity of Bilevel Linear and Bilevel Pricing Problems with a Single Upper-Level Variable

Bilevel linear programming (LP) is one of the simplest classes of bilevel optimization problems, yet it is known to be NP-hard in general. Specifically, determining whether the optimal objective value of a bilevel LP is at least as good as a given threshold, a standard decision version of the problem, is NP-complete. However, this decision problem becomes tractable when either the number of lower-level variables or the number of lower-level constraints is fixed, which prompts the question: What if restrictions are placed on the upper-level problem? In this paper, we address this gap by showing that the decision version of bilevel LP remains NP-complete even when there is only a single upper-level variable, no upper-level constraints (apart from the constraint enforcing optimality of the lower-level decision) and all variables are bounded between 0 and 1. This result implies that fixing the number of variables or constraints in the upper-level problem alone does not lead to tractability in general. On the positive side, we show that there is a polynomial-time algorithm that finds a locally optimal solution of such a rational bilevel LP instance. We also discuss an extension of our result to a bilevel pricing problem. These hardness results rely on auxiliary results of broad interest. Notably, we show that a lexicographic LP can be transformed to a single-objective LP by aggregating objectives with weights of encoding size polynomial in the sizes of cost coefficients and constraint matrix. In particular, these weights are valid uniformly for all right-hand sides.

math.OC↗

On the completeness of several fortification-interdiction games in the Polynomial Hierarchy

Fortification-interdiction games are tri-level adversarial games where two opponents act in succession to protect, disrupt and simply use an infrastructure for a specific purpose. Many such games have been formulated and tackled in the literature through specific algorithmic methods, however very few investigations exist on the completeness of such fortification problems in order to locate them rigorously in the polynomial hierarchy. We clarify the completeness status of several well-known fortification problems, such as the Tri-level Interdiction Knapsack Problem with unit fortification and attack weights, the Max-flow Interdiction Problem and Shortest Path Interdiction Problem with Fortification, the Multi-level Critical Node Problem with unit weights, as well as a well-studied electric grid defence planning problem. For all of these problems, we prove their completeness either for the $Σ^p_2$ or the $Σ^p_3$ class of the polynomial hierarchy. We also prove that the Multi-level Fortification-Interdiction Knapsack Problem with an arbitrary number of protection and interdiction rounds and unit fortification and attack weights is complete for any level of the polynomial hierarchy, therefore providing a useful basis for further attempts at proving the completeness of protection-interdiction games at any level of said hierarchy.

cs.CC↗

Even More Deception: Objective Misalignment in Mixed-Motive LLM Multi-Agent Systems

Large Language Models (LLMs)-powered multi-agent systems are increasingly deployed in mixed-motive environments, where agents operate under asymmetric information and strategic deception due to conflicting or hidden objectives. In these settings, misalignment with collective goals becomes a central concern. We propose a novel framework for evaluating objective misalignment using the social deduction game Werewolf, modifying the objective of a single agent while preserving its assigned role. Across LLMs from four different model families and sizes, four player roles, and three objective formulations, we introduce a dual analysis of the agents' internal reasoning and their public cheap-talk behavior (i.e costless, non-binding communication that does not directly affect the agents' utilities), complemented by an analysis of game outcomes. Our results show that objective misalignment undermines outcomes in inherently adversarial environments, an effect exacerbated by asymmetric information and specialized roles. While compromised agents consistently develop distinct objective-dependent reasoning strategies, these adaptations remain largely invisible in their public behavior. More broadly, our findings suggest that even subtle objective misalignment can profoundly affect collective decision-making, highlighting the need for effective mitigation strategies for LLM-based multi-agent systems.

cs.AI↗

On the Computational Complexity of Bilevel Integer Linear Programming

We investigate the computational complexity of bilevel integer linear programming. While Jeroslow~(1985) established that the decision version of this problem is $Σ^p_2$-complete when restricted to binary variables, we prove that this $Σ^p_2$-completeness persists even for general integer variables, settling a question that remained open for over 40 years. Furthermore, we analyze the impact of various structural assumptions on computational complexity. Notably, we strengthen the result of Köppe et al.~(2010) by proving polynomial-time solvability whenever the total number of upper- and lower-level variables is fixed, without any additional assumptions.

math.OC↗

Revisiting the Neural Tangent Kernel: the role of large width and depth

Overparameterized fully-connected neural networks have been shown to behave like kernel models when trained with gradient descent, assuming standard scaling conditions on the width, the learning rate, and the parameter initialization. In the limit of infinitely large widths and infinitesimal learning rate, the obtained kernel provides a description of the learned model's output via a closed-form solution dependent on the architecture and the activation function. The Neural Tangent Kernel, central to this description, remains constant throughout training, a phenomenon that is referred to as ``lazy training'' or within the ``lazy regime''. Prior works show that the ``lazy regime'' leads to non-varying hidden neuron activations in infinitely-wide networks. Moreover, as infinitely-wide networks increase in depth, the Neural Tangent Kernel induces a closed-form solution that is data-independent, hence trivial. The Neural Tangent Kernel seemingly fails to describe the complexity of overparameterized neural networks on two distinct axes: large widths and large depths. In this work, we challenge these two conclusions and open the door to re-evaluating the Neural Tangent Kernel's role in describing the output of overparameterized neural networks. Specifically, we show experimentally that while deviations in the activations of individual hidden neurons vanish, the aggregate norm of these deviations does not. We support this finding with a theoretical result showing that the activations of the last hidden layer do not remain constant. Furthermore, we demonstrate that properly scaling the depth and stopping time in infinitely-wide ReLU networks yields a well-behaved, non-trivial output at large dataset sizes. We empirically evaluate the stability of this behavior on large datasets, and we describe the essential properties that enable the generalization of our results to other kernels.

cs.LG↗

Intermediate Bilevel Optimization: Modeling Endogenous Follower Tie-Breaking Behavior

In bilevel optimization, optimistic and pessimistic follower behaviors are the most commonly used forms to define how the follower ties-breaks among multiple optimal solutions. In this work, we go beyond these extreme tie-breaking behaviors and investigate the intermediate bilevel optimization program (I-BO), where the follower's selected optimal response is a decision-dependent random event, with a probability measure influenced by the leader's decision. We formally introduce a class of such endogenous measures, including the special case of strong-weak decision-dependent I-BO. We reformulate the I-BO as a Transformed I-BO (T-I-BO) with exogenous uncertainty by defining inverse and Markov-chain transformations, which represent the follower's response as a function of the leader's decision and exogenous randomness. We handle the T-I-BO's uncertainty via sample-average approximation (SAA), and we propose tailored approaches for its SAA program according to the chosen transformation. Computationally, our methods solve reasonable-sized instances efficiently and outperform the deterministic equivalent when available. Furthermore, experiments stress the critical need to accurately model follower tie-breaking behavior, particularly depending on its alignment with the leader's objective, as misspecification leads to suboptimal leader decisions.

math.OC↗

Price of Coupling in Multilevel Linear Programming

Multilevel programming is the standard framework for modeling hierarchical decision-making. In this paper, we characterize the computational complexity of deciding the existence of feasible and optimal solutions, as well as computing the optimal objective value in multilevel linear programming (LP). Our analysis considers various combinations of modeling assumptions, including the presence or absence of linking (coupling) constraints and whether all variables are bounded. In particular, we show the feasibility problem of $k$-level LP is $Σ^{p}_{k-1}$-complete for $k \ge 2$. Without linking constraints and unbounded variables, it is polynomial-time solvable for $k \le 4$ but becomes $Σ^{p}_{k-1}$-complete for $k \ge 5$, indicating a sharp jump in computational complexity assuming the polynomial hierarchy does not collapse. Combined with other results, one major implication is that no polynomial-time Turing machine can transform a bilevel LP instance with linking constraints into one without linking constraints while preserving feasibility unless P $=$ NP. In contrast, such machines exist for all $k \ge 5$. We observe similar phenomena with the decision of the existence of an optimal solution. In the bilevel case, feasibility and boundedness fully characterize the existence of an optimal solution, implying that the problem is DP-complete. However, these conditions are insufficient for $k \ge 3$ and the problem for $k \ge 3$ is $Δ^{p}_k$-complete. Similar to the feasibility problem, the problem becomes polynomially solvable for $k=2,3$ without linking constraints and unbounded variables. However, the problem is $Δ^{p}_k$-complete for $k \ge 4$, even with these simplifying assumptions. The computation of the optimal objective value is F$Δ^{p}_k$-complete for any $k \ge 2$, even without linking constraints and unbounded variables.

math.OC↗

Decision Problems in Multilevel Linear Programming

We study the computational complexity of decision problems in $k$-level linear programming (LP). Seminal work by Jeroslow establishes that determining whether the optimal objective value of a $k$-level LP is at least as good as a given threshold is $Σ^{\mathrm{p}}_{k-1}$-hard. In this paper, we demonstrate the matching upper bound and thereby prove that this problem is $Σ^{\mathrm{p}}_{k-1}$-complete. To this end, we show that the feasible region of a $k$-level LP can be expressed as a union of sets defined by weak and strict linear inequalities. Moreover, we show that the decision of the unboundedness is $Σ^{\mathrm{p}}_{k-1}$-complete. Finally, we discuss the extension of our results to the mixed-binary cases. In short, this work closes lasting open questions in multilevel programming.

math.OC↗

Two-Stage Stochastic Capacity Expansion in Stable Matching under Truthful or Strategic Preference Uncertainty

Recent studies on many-to-one matching markets have explored agents with flexible capacity and truthful preference reporting, focusing on mechanisms that jointly design capacities and select a matching. However, in real-world applications such as school choice and residency matching, preferences are revealed after capacity decisions are made, with matching occurring afterward; uncertainty about agents' preferences must be considered during capacity planning. Moreover, even under strategy-proof mechanisms, agents may strategically misreport preferences based on beliefs about admission chances. We introduce a two-stage stochastic matching problem with uncertain preferences, using school choice as a case study. In the first stage, the clearinghouse expands schools' capacities before observing students' reported preferences. Students either report their true preferences, producing exogenous uncertainty, or act strategically, submitting reported preferences based on their true preferences and admission chances (which depend on capacities), introducing endogenous uncertainty. In the second stage, the clearinghouse computes the student-optimal stable matching based on schools' priorities and students' reported preferences. In strategic cases, endogenous reported preferences are utility-maximizing transformations of capacity decisions and exogenous true preferences; we handle uncertainty using sample average approximation(SAA). We develop behavior-based mathematical formulations and, due to problem complexity, propose Lagrangian- and local-search-based behavior-specific heuristics for near-optimal solutions. Our SAA-based approaches outperform the average scenario approach on students' matching preferences and admission outcomes, emphasizing the impact of stochastic preferences on capacity decisions. Student behavior notably influences capacity design, stressing the need to consider misreports.

cs.GT↗

Stackelberg Dynamic Location Planning under Cumulative Demand

Dynamic facility location problems predominantly suppose a monopoly over the service or product provided. Nonetheless, this premise can be a severe oversimplification in the presence of market competitors, as customers may prefer facilities installed by one of them. The monopolistic assumption can particularly worsen planning performance when demand depends on prior location decisions of the market participants, namely, when unmet demand from one period carries over to the next. Such a demand behaviour creates an intrinsic relationship between customer demand and location decisions of all market participants, and requires the decision-maker to anticipate the competitor's response. This work studies a novel competitive facility location problem that combines cumulative demand and market competition to devise high-quality solutions. We propose bilevel mixed-integer programming formulations for two variants of our problem, prove that the optimistic variant is $Σ^{p}_{2}$-hard, and develop branch-and-cut algorithms with tightened value-function cuts that significantly outperform general-purpose bilevel solvers. Our results quantify the severe cost of planning under a monopolistic assumption (profit drops by half on average) and the gains from cooperation over competition (6% more joint profit), while drawing managerial guidelines on how instance attributes and duopolistic modelling choices shape robust location schedules.

math.OC↗

Competitive EV charging station location with queues

Electric vehicle (EV) public charging infrastructure planning faces significant challenges in competitive markets, where multiple service providers affect congestion and user behavior. This work extends existing modeling frameworks by incorporating the presence of competitors' stations and more realistic queueing systems. First, we analyze three finite queueing systems, M/M/1/K, M/M/s/K, and M/Er/s/K, with varying numbers of servers (charging outlets) and service time distributions, deriving analytic expressions for user behavior metrics. Second, we embed the queueing-based user behavior model into a bilevel program, where the upper level locates new charging stations to maximize accessibility (throughput), and the lower level captures users' station choices via a user equilibrium. Third, we apply a reformulation from competitive congested user-choice facility location models to approximately solve the bilevel problem and introduce a surrogate-based heuristic to enhance scalability. Fourth, we showcase our methodology on a real-world case study of an urban area in Montreal (Canada), offering managerial insights into how user-choice behavior assumptions and competition affect throughput and location decisions. The results demonstrate that our model yields (re)location strategies that outperform the existing network. More broadly, this approach provides a tool for incorporating charging service quality-through queueing metrics-and existing competition into station planning.

eess.SY↗

Dynamic Facility Location under Cumulative Customer Demand

Dynamic facility location problems aim at placing one or more valuable resources over a planning horizon to meet customer demand. Existing literature commonly assumes that customer demand quantities are defined independently for each time period. In many planning contexts, however, unmet demand carries over to future time periods. Unmet demand at some time periods may therefore affect decisions of subsequent time periods. This work studies a novel location problem, where the decision maker places facilities over time to capture cumulative customer demand. We propose two mixed-integer programming formulations for this problem, and show that one of them has a tighter continuous relaxation and allows the representation of more general customer demand behaviour. We characterize the computational complexity for this problem, and analyze which problem characteristics result in NP-hardness. We then propose an exact branch-and-Benders-cut method, and show that this method is approximately five times faster, on average, than solving the tighter formulation directly in our computational experiments. Our results also quantify the benefit of accounting for cumulative customer demand within the optimization framework, since the corresponding planning solutions perform much better than those obtained by ignoring cumulative demand or employing myopic heuristics. We also draw managerial insights on the quality of service perceived by customers when the provider places facilities under cumulative customer demand.

math.OC↗

Reasoning with Preference Constraints: A Benchmark for Language Models in Many-to-One Matching Markets

Recent advances in reasoning with large language models (LLMs) have demonstrated strong performance on complex mathematical tasks, including combinatorial optimization. Techniques such as Chain-of-Thought and In-Context Learning have further enhanced this capability, making LLMs both powerful and accessible tools for a wide range of users, including non-experts. However, applying LLMs to matching problems, which require reasoning under preferential and structural constraints, remains underexplored. To address this gap, we introduce a novel benchmark of 369 instances of the College Admission Problem, a canonical example of a matching problem with preferences, to evaluate LLMs across key dimensions: feasibility, stability, and optimality. We employ this benchmark to assess the performance of several open-weight LLMs. Our results first reveal that while LLMs can satisfy certain constraints, they struggle to meet all evaluation criteria consistently. They also show that reasoning LLMs, like QwQ and GPT-oss, significantly outperform traditional models such as Llama, Qwen or Mistral, defined here as models used without any dedicated reasoning mechanisms. Moreover, we observed that LLMs reacted differently to the various prompting strategies tested, which include Chain-of-Thought, In-Context Learning and role-based prompting, with no prompt consistently offering the best performance. Finally, we report the performances from iterative prompting with auto-generated feedback and show that they are not monotonic; they can peak early and then significantly decline in later attempts. Overall, this work offers a new perspective on model reasoning performance and the effectiveness of prompting strategies in combinatorial optimization problems with preferential constraints.

cs.AI↗

The Strength of Flow Refueling Location Problem Formulations and an Extension to Cyclic Routing

The Flow Refueling Location Problem (FRLP) is a stylized model for determining the optimal placement of refueling stations for vehicles with limited travel ranges, such as hydrogen fuel cell vehicles and electric vehicles. A notable extension, the deviation FRLP, accounts for the possibility that drivers may deviate from their preferred routes to refuel or recharge. While solution techniques based on various mathematical programming formulations have been thoroughly explored for this extension, there is a lack of theoretical insights into the relationships and strengths of these formulations. In this work, for the deviation extension, we study two prominent FRLP formulations from the literature and compare their strengths in terms of linear programming (LP) relaxations. We show that the LP relaxation of one formulation yields a bound that is at least as tight as that of the other, which may explain its observed superior performance. Building on these insights, we address a common modeling assumption in the FRLP that requires drivers to use the same paths for their outbound and inbound trips. Specifically, we relax this assumption and introduce the cyclic FRLP, where drivers may use different paths in each direction. We show how existing formulations can be naturally extended to accommodate this setting and describe a branch-and-cut algorithm to solve the problem. We provide numerical experiments highlighting the benefits of such asymmetric routing. For example, in an instance based on the Californian network, the cyclic FRLP serves all demands using 30% fewer facilities than the original FRLP.

math.OC↗