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Pawel Zielinski

Publications and source records attributed to Pawel Zielinski.

At least 19 recordsLinked to original sources

Recoverable robust representatives selection problem under interval continuous budgeted uncertainty

In this paper, the recoverable robust representative selection problem is considered, where uncertain second-stage costs are modeled using interval uncertainty with a continuous budget. While the variant under a discrete uncertainty budget is known to be NP-hard, we show that transitioning to a continuous budget fundamentally alters the computational complexity landscape. Specifically, by exploiting the structural properties of the problem under the continuous budget model, we design a strongly polynomial-time algorithm for the general case. Furthermore, we propose an even more efficient strongly polynomial-time algorithm for an important special case.

cs.DS

Single-item lot sizing problem under budgeted lead-time uncertainty

In this paper, a single-item lot sizing problem with backordering is discussed. The time horizon is divided into planning periods, characterized by fixed and variable production costs, and future delivery periods with specified demands, where inventory holding and backordering costs may occur. For each planning period, a common nominal lead time is given. The true lead times can deviate to some extent from the nominal one, and their exact values are unknown at the planning step. We assume that lead times take only integer values and splitting production orders is not allowed. Furthermore, order crossovers are prohibited; thus, an order placed earlier cannot arrive after one placed later. A budgeted uncertainty set of possible lead-time scenarios is defined, where a budget allows us to control the amount of uncertainty of lead times. It is shown how to construct a family of production plans varying from the most optimistic (a best lead-time scenario occurs) to the most pessimistic (a worst lead-time scenario occurs). In order to compute these plans the R* criterion is applied which generalizes the conservative robust min-max criterion, commonly used in robust optimization. The computational complexity of the problem is investigated. Polynomial, pseudopolynomial time algorithms, and mixed integer programming formulations are proposed to solve the general problem and its special cases. The results of computational tests are provided that demonstrate that using the R* criterion can significantly enlarge the set of candidate production plans.

cs.DS

Recoverable robust shortest path problem under interval budgeted uncertainty representations

In this paper, the recoverable robust shortest path problem under interval uncertainty representations is discussed. This problem is known to be strongly NP-hard and also hard to approximate in general digraphs. In this paper, the class of acyclic digraphs is considered. It is shown that for the traditional interval uncertainty, the problem can be solved in polynomial time for all natural, known from the literature, neighborhoods. Efficient algorithms for various classes of acyclic digraphs are constructed. Some negative results for general digraphs are strengthened. Finally, some exact and approximate methods of solving the problem under budgeted interval uncertainty are proposed.

cs.DS

Computational complexity of the recoverable robust shortest path problem in acyclic digraphs

In this paper, the recoverable robust shortest path problem in acyclic digraphs is considered. The interval budgeted uncertainty representation is used to model the uncertain second-stage costs. The computational complexity of this problem has been open to date. In this paper, we prove that the problem is strongly NP-hard even for the case of layered acyclic digraphs. We also show that for the discrete budgeted uncertainty, the problem is not approximable unless P=NP.

cs.DS

Approximating the shortest path problem with scenarios

This paper discusses the shortest path problem in a general directed graph with $n$ nodes and $K$ cost scenarios (objectives). In order to choose a solution, the min-max criterion is applied. The min-max version of the problem is hard to approximate within $Ω(\log^{1-ε} K)$ for any $ε>0$ unless NP$\subseteq \text{DTIME}(n^{\text{polylog} \,n})$ even for arc series-parallel graphs and within $Ω(\log n/\log\log n)$ unless NP$\subseteq \text{ZPTIME}(n^{\log\log n})$ for acyclic graphs. The best approximation algorithm for the min-max shortest path problem in general graphs, known to date, has an approximation ratio of~$K$. In this paper, an $\widetilde{O}(\sqrt{n})$ flow LP-based approximation algorithm for min-max shortest path in general graphs is constructed. It is also shown that the approximation ratio obtained is close to an integrality gap of the corresponding flow LP relaxation.

cs.DS

The Enigma of Gaia18cjb: a Rare Hybrid of FUor and EXor?

Context. Gaia18cjb is one of the Gaia-alerted eruptive young star candidates which has been experiencing a slow and strong brightening during the last 13 years, similar to some FU Orionis-type objects. Aims. The aim of this work is to derive the young stellar nature of Gaia18cjb, determine its physical and accretion properties to classify its variability. Methods. We conducted monitoring observations using multi-filter optical and near-infrared photometry, as well as near-infrared spectroscopy. We present the analysis of pre-outburst and outburst optical and infrared light curves, color-magnitude diagrams in different bands, the detection of near-IR spectral lines, and estimates of both stellar and accretion parameters during the burst. Results. The optical light curve shows an unusually long (8 years) brightening event of 5 mag in the last 13 years, before reaching a plateau indicating that the burst is still on-going, suggesting a FUor-like nature. The same outburst is less strong in the infrared light curves. The near-infrared spectra, obtained during the outburst, exhibit emission lines typical of highly accreting low-intermediate mass young stars with typical EXor features. The spectral index of Gaia18cjb SED classifies it as a Class I in the pre-burst stage and a Flat Spectrum young stellar object (YSO) during the burst. Conclusions. Gaia18cjb is an eruptive YSO which shows FUor-like photometric features (in terms of brightening amplitude and length of the burst) and EXor-like spectroscopic features and accretion rate, as V350 Cep and V1647 Ori, classified as objects in between FUors and EXors

astro-ph.SR

Wasserstein robust combinatorial optimization problems

This paper discusses a class of combinatorial optimization problems with uncertain costs in the objective function. It is assumed that a sample of the cost realizations is available, which defines an empirical probability distribution for the random cost vector. A Wasserstein ball, centered at the empirical distribution, is used to define an ambiguity set of probability distributions. A solution minimizing the Conditional Value at Risk for a worst probability distribution in the Wasserstein ball is computed. The complexity of the problem is investigated. Exact and approximate solution methods for various support sets are proposed. Some known results for the Wasserstein robust shortest path problem are generalized and refined.

math.OC

A framework of distributionally robust possibilistic optimization

In this paper, an optimization problem with uncertain constraint coefficients is considered. Possibility theory is used to model the uncertainty. Namely, a joint possibility distribution in constraint coefficient realizations, called scenarios, is specified. This possibility distribution induces a necessity measure in scenario set, which in turn describes an ambiguity set of probability distributions in scenario set. The distributionally robust approach is then used to convert the imprecise constraints into deterministic equivalents. Namely, the left-hand side of an imprecise constraint is evaluated by using a risk measure with respect to the worst probability distribution that can occur. In this paper, the Conditional Value at Risk is used as the risk measure, which generalizes the strict robust and expected value approaches, commonly used in literature. A general framework for solving such a class of problems is described. Some cases which can be solved in polynomial time are identified.

math.OC

Solving the recoverable robust shortest path problem in DAGs

This paper deals with the recoverable robust shortest path problem under the interval uncertainty representation. The problem is known to be strongly NP-hard and not approximable in general digraphs. Polynomial time algorithms for the problem under consideration in DAGs are proposed.

cs.DS

Distributionally robust possibilistic optimization problems

In this paper a class of optimization problems with uncertain linear constraints is discussed. It is assumed that the constraint coefficients are random vectors whose probability distributions are only partially known. Possibility theory is used to model the imprecise probabilities. In one of the interpretations, a possibility distribution (a membership function of a fuzzy set) in the set of coefficient realizations induces a necessity measure, which in turn defines a family of probability distributions in this set. The distributionally robust approach is then used to transform the imprecise constraints into deterministic counterparts. Namely, the uncertain left-had side of each constraint is replaced with the expected value with respect to the worst probability distribution that can occur. It is shown how to represent the resulting problem by using linear or second order cone constraints. This leads to problems which are computationally tractable for a wide class of optimization models, in particular for linear programming.

math.OC

Soft robust solutions to possibilistic optimization problems

This paper discusses a class of uncertain optimization problems, in which unknown parameters are modeled by fuzzy intervals. The membership functions of the fuzzy intervals are interpreted as possibility distributions for the values of the uncertain parameters. It is shown how the known concepts of robustness and light robustness, for the interval uncertainty representation of the parameters, can be generalized to choose solutions under the assumed model of uncertainty in the possibilistic setting. Furthermore, these solutions can be computed efficiently for a wide class of problems, in particular for linear programming problems with fuzzy parameters in constraints and objective function. In this paper a theoretical framework is presented and results of some computational tests are shown.

cs.DS

Robust production planning with budgeted cumulative demand uncertainty

This paper deals with a problem of production planning, which is a version of the capacitated single-item lot sizing problem with backordering under demand uncertainty, modeled by uncertain cumulative demands. The well-known interval budgeted uncertainty representation is assumed. Two of its variants are considered. The first one is the discrete budgeted uncertainty, in which at most a specified number of cumulative demands can deviate from their nominal values at the same time.The second variant is the continuous budgeted uncertainty, in which the sum of the deviations of cumulative demands from their nominal values, at the same time, is at most a bound on the total deviation provided. For both cases, in order to choose a production plan that hedges against the cumulative demand uncertainty, the robust minmax criterion is used. Polynomial algorithms for evaluating the impact of uncertainty in the demand on a given production plan in terms of its cost, called the adversarial problem, and for finding robust production plans under the discrete budgeted uncertainty are constructed. Hence, in this case, the problems under consideration are not much computationally harder than their deterministic counterparts. For the continuous budgeted uncertainty, it is shown that the adversarial problem and the problem of computing a robust production plan along with its worst-case cost are NP-hard. In the case, when uncertainty intervals are non-overlapping, they can be solved in pseudopolynomial time and admit fully polynomial timeapproximation schemes. In the general case, a decomposition algorithm for finding a robust plan is proposed.

cs.DS

Towards an automatic processing of CCD images with CPCS 2.0

We present a new automatic tool for time-domain astronomy - the Cambridge Photometric Calibration Server 2.0 - developed under OPTICON H2020 programme. It has been designed to respond to the need of automated rapid photometric data calibration and dissemination for transient events, primarily from Gaia space mission. CPCS has been in operation since 2013 and has been used to calibrate around 130 000 observations of hundreds of transients. We present the status of this tool's development and demonstrate improvements made in the second version. The tests present the ability to combine CCD imaging data from multiple telescopes and a whole variety of instruments. New tool provides science-ready photometric data within minutes from observations in the automatic manner.

astro-ph.IM

Combinatorial two-stage minmax regret problems under interval uncertainty

In this paper a class of combinatorial optimization problems is discussed. It is assumed that a feasible solution can be constructed in two stages. In the first stage the objective function costs are known while in the second stage they are uncertain and belong to an interval uncertainty set. In order to choose a solution, the minmax regret criterion is used. Some general properties of the problem are established and results for two particular problems, namely the shortest path and the selection problem, are shown.

cs.DS

Robust two-stage combinatorial optimization problems under convex uncertainty

In this paper a class of robust two-stage combinatorial optimization problems is discussed. It is assumed that the uncertain second stage costs are specified in the form of a convex uncertainty set, in particular polyhedral or ellipsoidal ones. It is shown that the robust two-stage versions of basic network and selection problems are NP-hard, even in a very restrictive cases. Some exact and approximation algorithms for the general problem are constructed. Polynomial and approximation algorithms for the robust two-stage versions of basic problems, such as the selection and shortest path problems, are also provided.

cs.DS

Two-stage Combinatorial Optimization Problems under Risk

In this paper a class of combinatorial optimization problems is discussed. It is assumed that a solution can be constructed in two stages. The current first-stage costs are precisely known, while the future second-stage costs are only known to belong to an uncertainty set, which contains a finite number of scenarios with known probability distribution. A partial solution, chosen in the first stage, can be completed by performing an optimal recourse action, after the true second-stage scenario is revealed. A solution minimizing the Conditional Value at Risk (CVaR) measure is computed. Since expectation and maximum are boundary cases of CVaR, the model generalizes the traditional stochastic and robust two-stage approaches, previously discussed in the existing literature. In this paper some new negative and positive results are provided for basic combinatorial optimization problems such as the selection or network problems.

cs.DS

Robust recoverable 0-1 optimization problems under polyhedral uncertainty

This paper deals with a robust recoverable approach to 0-1 programming problems. It is assumed that a solution constructed in the first stage can be modified to some extent in the second stage. This modification consists in choosing a solution in some prescribed neighborhood of the current solution. The second stage solution cost can be uncertain and a polyhedral structure of uncertainty is used. The resulting robust recoverable problem is a min-max-min problem, which can be hard to solve when the number of variables is large. In this paper we provide a framework for solving robust recoverable 0-1 programming problems with a specified polyhedral uncertainty and propose several lower bounds and approximate solutions, which can be used for a wide class of 0-1 optimization problems. The results of computational tests for two problems, namely the assignment and the knapsack ones, are also presented.

cs.DS

Risk averse single machine scheduling - complexity and approximation

In this paper a class of single machine scheduling problems is considered. It is assumed that job processing times and due dates can be uncertain and they are specified in the form of discrete scenario set. A probability distribution in the scenario set is known. In order to choose a schedule some risk criteria such as the value at risk (VaR) an conditional value at risk (CVaR) are used. Various positive and negative complexity results are provided for basic single machine scheduling problems. In this paper new complexity results are shown and some known complexity results are strengthen.

cs.DS