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Oktay Günlük

Publications and source records attributed to Oktay Günlük.

8 recordsLinked to original sources

Sparse Cuts for the Positive Semidefinite Cone

We consider optimization problems containing nonconvex quadratic functions for which semidefinite programming (SDP) relaxations often yield strong bounds. We investigate linear inequalities that outer approximate the positive semidefinite cone and are sparse in the sense that they are supported only on the variables corresponding to products of variables present in quadratic functions. We show that these sparse linear inequalities yield an LP relaxation that gives the same bound as the SDP relaxation. We demonstrate how to identify these inequalities via a separation procedure that involves solving a structured ``projection'' SDP. In a computational study, we find that the sparse LP relaxations defined by these inequalities can accelerate branch-and-bound methods for globally solving nonconvex optimization problems.

math.OC↗

Integrated Multi-Modal Transit Network Design via Dynamic Line Generation

The integration of fixed-route public transit and on-demand mobility services presents both a modeling challenge and a computational opportunity for large-scale network design. We propose a flow-based mixed-integer programming formulation that jointly optimizes transit line planning and service frequencies while explicitly capturing first- and last-mile connectivity via on-demand services, under a fixed operating budget. To achieve tractability at urban scale, we develop a novel column generation heuristic scheme with tailored pricing subproblems. Applied to networks and demand in Boston and Chicago, the framework yields operationally feasible designs that substantially increase demand served. Relative to transit-only and on-demand-only baselines, ridership increases by up to 20.99% and 93.58% in Boston, and by up to 10.63% and 149.84% in Chicago. Compared to a multi-modal benchmark, our approach improves ridership by 5.42% and 5.80% in Boston and Chicago, respectively. These results demonstrate that (i) joint co-design of transit routes, frequencies, and on-demand legs within a unified optimization framework yields substantially greater ridership than single-mode or decoupled approaches under equivalent budget constraints; and (ii) the proposed formulation and column generation pricing scheme admit tractable, operationally feasible, high-performing solutions relative to tested baselines.

math.OC↗

Warehouse Problem with Bounds, Fixed Costs and Complementarity Constraints

This paper studies an open question in the warehouse problem where a merchant trading a commodity tries to find an optimal inventory-trading policy to decide on purchase and sale quantities during a fixed time horizon in order to maximize their total pay-off, making use of fluctuations in sale and cost prices. We provide the first known polynomial-time algorithms for the case when there are fixed costs for purchases and sales, optional complementarity constraints that prohibit purchasing and selling during the same time period, and bounds on purchase and sales quantities. We do so by providing an exact characterization of the extreme points of the feasible region and using this to construct a suitable network where a min-cost flow computation provides an optimal solution. We are also able to provide polynomial extended linear formulations for the original feasible regions. Our methods build on the work by Wolsey and Yaman (Discrete Optimization 2018). We also consider the problem without fixed costs and provide a fully polynomial time approximation scheme in a setting with time-dependent bounds.

cs.DS↗

Parallel Token Swapping for Qubit Routing

In this paper we study a combinatorial reconfiguration problem that involves finding an optimal sequence of swaps to move an initial configuration of tokens that are placed on the vertices of a graph to a final desired one. This problem arises as a crucial step in reducing the depth of a quantum circuit when compiling a quantum algorithm. We provide the first known constant factor approximation algorithms for the parallel token swapping problem on graph topologies that are commonly found in modern quantum computers, including cycle graphs, subdivided star graphs, and grid graphs. We also study the so-called stretch factor of a natural lower bound to the problem, which has been shown to be useful when designing heuristics for the qubit routing problem. Finally, we study the colored version of this reconfiguration problem where some tokens share the same color and are considered indistinguishable.

cs.DS↗

Warehouse Problem with Multiple Vendors and Generalized Complementarity Constraints

We study the warehouse problem, arising in the area of inventory management and production planning. Here, a merchant wants to decide an optimal trading policy that computes quantities of a single commodity to purchase, store and sell during each time period of a finite discrete time horizon. Motivated by recent applications in energy markets, we extend the models by Wolsey and Yaman (2018) and Bansal and Günlük (2023) and consider markets with multiple vendors and a more general form of the complementarity constraints. We show that these extensions can capture various practical conditions such as surge pricing and discounted sales, ramp-up and ramp-down constraints and batch pricing. We analyze the extreme points of the underlying non-linear integer program and provide an algorithm that exactly solves the problem. Our algorithm runs in polynomial time under reasonable practical conditions. We also show that the absence of such conditions renders the problem NP-Hard.

cs.DS↗

Demonstration of quantum volume 64 on a superconducting quantum computing system

We improve the quality of quantum circuits on superconducting quantum computing systems, as measured by the quantum volume, with a combination of dynamical decoupling, compiler optimizations, shorter two-qubit gates, and excited state promoted readout. This result shows that the path to larger quantum volume systems requires the simultaneous increase of coherence, control gate fidelities, measurement fidelities, and smarter software which takes into account hardware details, thereby demonstrating the need to continue to co-design the software and hardware stack for the foreseeable future.

quant-ph↗

Boolean Decision Rules via Column Generation

This paper considers the learning of Boolean rules in either disjunctive normal form (DNF, OR-of-ANDs, equivalent to decision rule sets) or conjunctive normal form (CNF, AND-of-ORs) as an interpretable model for classification. An integer program is formulated to optimally trade classification accuracy for rule simplicity. Column generation (CG) is used to efficiently search over an exponential number of candidate clauses (conjunctions or disjunctions) without the need for heuristic rule mining. This approach also bounds the gap between the selected rule set and the best possible rule set on the training data. To handle large datasets, we propose an approximate CG algorithm using randomization. Compared to three recently proposed alternatives, the CG algorithm dominates the accuracy-simplicity trade-off in 7 out of 15 datasets. When maximized for accuracy, CG is competitive with rule learners designed for this purpose, sometimes finding significantly simpler solutions that are no less accurate.

cs.AI↗

Generalized Linear Rule Models

This paper considers generalized linear models using rule-based features, also referred to as rule ensembles, for regression and probabilistic classification. Rules facilitate model interpretation while also capturing nonlinear dependences and interactions. Our problem formulation accordingly trades off rule set complexity and prediction accuracy. Column generation is used to optimize over an exponentially large space of rules without pre-generating a large subset of candidates or greedily boosting rules one by one. The column generation subproblem is solved using either integer programming or a heuristic optimizing the same objective. In experiments involving logistic and linear regression, the proposed methods obtain better accuracy-complexity trade-offs than existing rule ensemble algorithms. At one end of the trade-off, the methods are competitive with less interpretable benchmark models.

cs.LG↗