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Sean Lo

Publications and source records attributed to Sean Lo.

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Online Rack Placement in Large-Scale Data Centers: Online Sampling Optimization and Deployment

This paper optimizes the configuration of large-scale data centers toward cost-effective, reliable and sustainable cloud supply chains. The problem involves placing incoming racks of servers within a data center to maximize demand coverage given space, power and cooling restrictions. We formulate an online integer optimization model to support rack placement decisions. We propose a tractable online sampling optimization (OSO) approach to multi-stage stochastic optimization, which approximates unknown parameters with a sample path and re-optimizes decisions dynamically. We prove that OSO achieves a strong competitive ratio in canonical online resource allocation problems and sublinear regret in the online batched bin packing problem. Theoretical and computational results show it can outperform mean-based certainty-equivalent resolving heuristics. Our algorithm has been packaged into a software solution deployed across Microsoft's data centers, contributing an interactive decision-making process at the human-machine interface. Using deployment data, econometric tests suggest that adoption of the solution has a negative and statistically significant impact on power stranding, estimated at 1-3 percentage point. At the scale of cloud computing, these improvements in data center performance result in significant cost savings and environmental benefits.

math.OC

Subpath-Based Column Generation for Electric Vehicle Routing Problems

Motivated by widespread electrification targets, this paper studies an Electric Vehicle Routing Problem with Time Windows and Nonlinear Charging (EVRPTWNL) that jointly optimizes routing-scheduling decisions and charging decisions given vehicle capacities, time windows and battery capacities. We develop a column generation scheme with a subpath-based label-setting algorithm that decomposes the pricing problem into two phases: (i) generating subpaths between charging stations, and (ii) combining subpaths into paths while optimizing charging decisions in between. We formalize a domination framework to establish the convergence and exactness of the algorithm, and prove that the methodology can solve a range of EVRP variants (e.g., with vehicle capacities, time windows, and nonlinear charging) and relaxation-tightening strategies (e.g., ng-relaxations and subset-row cuts). Computational results show improvements over path-based benchmarks in both computational time and solution quality, especially when time windows become wider, when vehicles can perform multiple tasks on a single charge and when vehicles still need to recharge several times across the planning horizon. Ultimately, the methodology can scale to otherwise intractable instances with up to 100 customers, thereby enhancing fleet management capabilities across electrified logistics areas.

math.OC

Disjunctive Branch-and-Bound for Certifiably Optimal Low-Rank Matrix Completion

Low-rank matrix completion consists of computing a matrix of minimal complexity that recovers a given set of observations as accurately as possible. Unfortunately, existing methods for matrix completion are heuristics that, while highly scalable and often identifying high-quality solutions, do not provide an instance-wise certificate of optimality. We reexamine matrix completion with an optimality-oriented eye. We reformulate low-rank matrix completion problems as convex problems over the non-convex set of projection matrices and implement a disjunctive branch-and-bound scheme that solves them to certifiable optimality. Further, we derive a novel and often near-exact class of convex relaxations by decomposing a low-rank matrix as a sum of rank-one matrices and incentivizing that two-by-two minors in each rank-one matrix have determinant zero. In numerical experiments, our new convex relaxations decrease the optimality gap by two orders of magnitude compared to existing attempts, and our disjunctive branch-and-bound scheme solves $n \times m$ rank-$k$ matrix completion problems to certifiable optimality or near optimality in hours for $\max \{m, n\} \leq 2500$ and $k \leq 5$. Moreover, this reduction in the training error translates into an average $2\%$--$50\%$ reduction in the test set error compared with alternating minimization-based methods.

cs.LG