arXiv subjects

Ulrich Pferschy

Publications and source records attributed to Ulrich Pferschy.

At least 19 recordsLinked to original sources

arXiv2026

Scheduling with Time Dependent Utilities: Fairness and Efficiency

A new class of multi agent single machine scheduling problems is introduced, where each job is associated with a self interested agent with a utility function decreasing in completion time. We aim to achieve a fair solution by maximizing the minimum utility across all agents. We study the problem's complexity and propose solution methods for several variants. For the general case, we present a binary search procedure to find the largest possible minimum utility, as well as an exact greedy based alternative. Variants with release and due dates are analyzed, showing strong NP hardness for arbitrary release dates, but weak NP hardness for a single release date job, and polynomial solvability when all jobs share processing times. For all these cases we also study the corresponding problem of finding efficient solutions where the sum of utilities is maximized. We also examine settings where linear utility functions can be adjusted within budget constraints, exploring the impact on optimal schedules when intercepts or slopes are modified. From a single agent perspective, we investigate the effect of improving one agent's utility in the overall solution. Adding a new job to be inserted with the best possible utility gives rise to rescheduling problems, where different lower bounds depending on the utilities of the original fair schedule are imposed. Finally, we consider a bi level setting where a leader wants to enforce a certain target schedule by modifying utility functions while the follower computes a fair solution for the modified instance. Our work contributes to scheduling theory, multi agent systems, and algorithmic fairness, highlighting fairness oriented objectives in competitive scheduling.

cs.GT↗

arXiv2024

Flow Shop Scheduling with Inter-Stage Flexibility and Blocking Constraints

We investigate a scheduling problem arising from a material handling and processing problem in a production line of an Austrian company building prefabricated house walls. The addressed problem is a permutation flow shop with blocking constraints in which the machine of at least one stage can process a number operations of two other stages in the system. This situation is usually referred to as multi-task or inter-stage flexibility. The problem is in general NP-hard, but we derive a number of special cases that can be solved in polynomial time. For the general case, we present a variety of heuristic algorithms, with a focus on matheuristics that are grounded in two different mixed-integer linear programming (MIP) formulations of the problem. These matheuristics leverage the strengths of exact optimization techniques while introducing flexibility to address limits on computation time. To assess the performance of the proposed approaches, we conduct an extensive computational study on randomly generated test cases based on real-world instances.

math.OC↗

arXiv2024

Minimizing Maximum Dissatisfaction in the Allocation of Indivisible Items under a Common Preference Graph

We consider the task of allocating indivisible items to agents, when the agents' preferences over the items are identical. The preferences are captured by means of a directed acyclic graph, with vertices representing items and an edge $(a,b)$, meaning that each of the agents prefers item $a$ over item $b$. The dissatisfaction of an agent is measured by the number of items that the agent does not receive and for which it also does not receive any more preferred item. The aim is to allocate the items to the agents in a fair way, i.e., to minimize the maximum dissatisfaction among the agents. We study the status of computational complexity of that problem and establish the following dichotomy: the problem is NP-hard for the case of at least three agents, even on fairly restricted graphs, but polynomially solvable for two agents. We also provide several polynomial-time results with respect to different underlying graph structures, such as graphs of width at most two and tree-like structures such as stars and matchings. These findings are complemented with fixed parameter tractability results related to path modules and independent set modules. Techniques employed in the paper include bottleneck assignment problem, greedy algorithm, dynamic programming, maximum network flow, and integer linear programming.

cs.DM↗

arXiv2024

Allocation of Indivisible Items with a Common Preference Graph: Minimizing Total Dissatisfaction

Allocating indivisible items among a set of agents is a frequently studied discrete optimization problem. In the setting considered in this work, the agents' preferences over the items are assumed to be identical. We consider a very recent measure for the overall quality of an allocation which does not rely on numerical valuations of the items. Instead, it captures the agents' opinion by a directed acyclic preference graph with vertices representing items. An arc $(a,b)$ in such a graph means that the agents prefer item $a$ over item $b$. For a given allocation of items the dissatisfaction of an agent is defined as the number of items which the agent does not receive and for which no more preferred item is given to the agent. Our goal is to find an efficient allocation of the items to the agents such that the total dissatisfaction over all agents is minimized. We explore the dichotomy between NP-hard and polynomially solvable instances, depending on properties of the underlying preference graph. While the problem is NP-hard already for three agents even on very restricted graph classes, it is polynomially solvable for two agents on general preference graphs. For an arbitrary number of agents, we derive polynomial-time algorithms for relevant restrictions of the underlying undirected graph. These are trees and, among the graphs of treewidth two, series-parallel graphs and cactus graphs.

cs.GT↗

arXiv2024

Operational Research: Methods and Applications

Throughout its history, Operational Research has evolved to include a variety of methods, models and algorithms that have been applied to a diverse and wide range of contexts. This encyclopedic article consists of two main sections: methods and applications. The first aims to summarise the up-to-date knowledge and provide an overview of the state-of-the-art methods and key developments in the various subdomains of the field. The second offers a wide-ranging list of areas where Operational Research has been applied. The article is meant to be read in a nonlinear fashion. It should be used as a point of reference or first-port-of-call for a diverse pool of readers: academics, researchers, students, and practitioners. The entries within the methods and applications sections are presented in alphabetical order. The authors dedicate this paper to the 2023 Turkey/Syria earthquake victims. We sincerely hope that advances in OR will play a role towards minimising the pain and suffering caused by this and future catastrophes.

math.OC↗

arXiv2023

REDS: Resource-Efficient Deep Subnetworks for Dynamic Resource Constraints

Deep learning models deployed on edge devices frequently encounter resource variability, which arises from fluctuating energy levels, timing constraints, or prioritization of other critical tasks within the system. State-of-the-art machine learning pipelines generate resource-agnostic models that are not capable to adapt at runtime. In this work, we introduce Resource-Efficient Deep Subnetworks (REDS) to tackle model adaptation to variable resources. In contrast to the state-of-the-art, REDS leverages structured sparsity constructively by exploiting permutation invariance of neurons, which allows for hardware-specific optimizations. Specifically, REDS achieves computational efficiency by (1) skipping sequential computational blocks identified by a novel iterative knapsack optimizer, and (2) taking advantage of data cache by re-arranging the order of operations in REDS computational graph. REDS supports conventional deep networks frequently deployed on the edge and provides computational benefits even for small and simple networks. We evaluate REDS on eight benchmark architectures trained on the Visual Wake Words, Google Speech Commands, Fashion-MNIST, CIFAR-10 and ImageNet-1K datasets, and test on four off-the-shelf mobile and embedded hardware platforms. We provide a theoretical result and empirical evidence demonstrating REDS' outstanding performance in terms of submodels' test set accuracy, and demonstrate an adaptation time in response to dynamic resource constraints of under 40$\mu$s, utilizing a fully-connected network on Arduino Nano 33 BLE.

cs.LG↗

arXiv2023

Fair Allocation Algorithms for Indivisible Items under Structured Conflict Constraints

We consider the fair allocation of indivisible items to several agents with additional conflict constraints. These are represented by a conflict graph where each item corresponds to a vertex of the graph and edges in the graph represent incompatible pairs of items which should not be allocated to the same agent. This setting combines the issues of Partition and Independent Set and can be seen as a partial coloring of the conflict graph. In the resulting optimization problem each agent has its own valuation function for the profits of the items. We aim at maximizing the lowest total profit obtained by any of the agents. In a previous paper this problem was shown to be strongly \NP-hard for several well-known graph classes, e.g., bipartite graphs and their line graphs. On the other hand, it was shown that pseudo-polynomial time algorithms exist for the classes of chordal graphs, cocomparability graphs, biconvex bipartite graphs, and graphs of bounded treewidth. In this contribution we extend this line of research by developing pseudo-polynomial time algorithms that solve the problem for the class of convex bipartite conflict graphs, graphs of bounded clique-width, and graphs of bounded tree-independence number. The algorithms are based on dynamic programming and also permit fully polynomial-time approximation schemes (FPTAS).

cs.DM↗

arXiv2023

Integrating multiple sources of ordinal information in portfolio optimization

Active portfolio management tries to incorporate any source of meaningful information into the asset selection process. In this contribution we consider qualitative views specified as total orders of the expected asset returns and discuss two different approaches for incorporating this input in a mean-variance portfolio optimization model. In the robust optimization approach we first compute a posterior expectation of asset returns for every given total order by an extension of the Black-Litterman (BL) framework. Then these expected asset returns are considered as possible input scenarios for robust optimization variants of the mean-variance portfolio model (max-min robustness, min regret robustness and soft robustness). In the order aggregation approach rules from social choice theory (Borda, Footrule, Copeland, Best-of-k and MC4) are used to aggregate the total order in a single ``consensus total order''. Then expected asset returns are computed for this ``consensus total order'' by the extended BL framework mentioned above. Finally, these expectations are used as an input of the classical mean-variance optimization. Using data from EUROSTOXX 50 and S&P 100 we empirically compare the success of the two approaches in the context of portfolio performance analysis and observe that in general aggregating orders by social choice methods outperforms robust optimization based methods for both data sets.

q-fin.PM↗

arXiv2022

Fair allocation of indivisible items with conflict graphs

We consider the fair allocation of indivisible items to several agents and add a graph theoretical perspective to this classical problem. Namely, we introduce an incompatibility relation between pairs of items described in terms of a conflict graph. Every subset of items assigned to one agent has to form an independent set in this graph. Thus, the allocation of items to the agents corresponds to a partial coloring of the conflict graph. Every agent has its own profit valuation for every item. Aiming at a fair allocation, our goal is the maximization of the lowest total profit of items allocated to any one of the agents. The resulting optimization problem contains, as special cases, both Partition and Independent Set. In our contribution we derive complexity and algorithmic results depending on the properties of the given graph. We show that the problem is strongly NP-hard for bipartite graphs and their line graphs, and solvable in pseudo-polynomial time for the classes of chordal graphs, cocomparability graphs, biconvex bipartite graphs, and graphs of bounded treewidth. Each of the pseudo-polynomial algorithms can also be turned into a fully polynomial approximation scheme (FPTAS).

cs.DM↗

arXiv2022

Allocation of Indivisible Items with Individual Preference Graphs

This paper studies the allocation of indivisible items to agents, when each agent's preferences are expressed by means of a directed acyclic graph. The vertices of each preference graph represent the subset of items approved of by the respective agent. An arc $(a,b)$ in such a graph means that the respective agent prefers item $a$ over item $b$. We introduce a new measure of dissatisfaction of an agent by counting the number of non-assigned items which are approved of by the agent and for which no more preferred item is allocated to the agent. Considering two problem variants, we seek an allocation of the items to the agents in a way that minimizes (i) the total dissatisfaction over all agents or (ii) the maximum dissatisfaction among the agents. For both optimization problems we study the status of computational complexity and obtain NP-hardness results as well as polynomial algorithms with respect to natural underlying graph structures, such as stars, trees, paths, and matchings. We also analyze the parameterized complexity of the two problems with respect to various parameters related to the number of agents, the dissatisfaction threshold, the vertex degrees of the preference graphs, and the treewidth.

cs.MA↗

arXiv2021

Optimally rescheduling jobs with a LIFO buffer

This paper considers single-machine scheduling problems in which a given solution, i.e. an ordered set of jobs, has to be improved as much as possible by re-sequencing the jobs. The need for rescheduling may arise in different contexts, e.g. due to changes in the job data or because of the local objective in a stage of a supply chain \red{that is} not aligned with the given sequence. A common production setting entails the movement of jobs (or parts) on a conveyor. This is reflected in our model by facilitating the re-sequencing of jobs via a buffer of limited capacity accessible by a LIFO policy. We consider the classical objective functions of total weighted completion time, maximum lateness and (weighted) number of late jobs and study their complexity. For three of these problems we present strictly polynomial-time dynamic programming algorithms, while for the case of minimizing the weighted number of late jobs NP-hardness is proven and a pseudo-polynomial algorithm is given.

cs.DS↗

arXiv2021

The Product Knapsack Problem: Approximation and Complexity

We consider the product knapsack problem, which is the variant of the classical 0-1 knapsack problem where the objective consists of maximizing the product of the profits of the selected items. These profits are allowed to be positive or negative. We show that this recently introduced variant of the knapsack problem is weakly NP-hard and present a fully polynomial-time approximation scheme (FPTAS) for the problem. Moreover, we analyze the approximation quality achieved by a natural extension of the classical greedy procedure to the product knapsack problem.

math.OC↗

arXiv2018

Geometric and LP-based heuristics for the quadratic travelling salesman problem

A generalization of the classical TSP is the so-called quadratic travelling salesman problem (QTSP), in which a cost coefficient is associated with the transition in every vertex, i.e. with every pair of edges traversed in succession. In this paper we consider two geometrically motivated special cases of the QTSP known from the literature, namely the angular-metric TSP, where transition costs correspond to turning angles in every vertex, and the angular-distance-metric TSP, where a linear combination of turning angles and Euclidean distances is considered. At first we introduce a wide range of heuristic approaches, motivated by the typical geometric structure of optimal solutions. In particular, we exploit lens-shaped neighborhoods of edges and a decomposition of the graph into layers of convex hulls, which are then merged into a tour by a greedy-type procedure or by utilizing an ILP model. Secondly, we consider an ILP model for a standard linearization of QTSP and compute fractional solutions of a relaxation. By rounding we obtain a collection of subtours, paths and isolated points, which are combined into a tour by various strategies, all of them involving auxiliary ILP models. Finally, different improvement heuristics are proposed, most notably a matheuristic which locally reoptimizes the solution for rectangular sectors of the given point set by an ILP approach. Extensive computational experiments for benchmark instances from the literature and extensions thereof illustrate the Pareto-efficient frontier of algorithms in a (running time, objective value)-space. It turns out that our new methods clearly dominate the previously published heuristics.

cs.DM↗

arXiv2018

Approximating the Incremental Knapsack Problem

We consider the 0-1 Incremental Knapsack Problem (IKP) where the capacity grows over time periods and if an item is placed in the knapsack in a certain period, it cannot be removed afterwards. The contribution of a packed item in each time period depends on its profit as well as on a time factor which reflects the importance of the period in the objective function. The problem calls for maximizing the weighted sum of the profits over the whole time horizon. In this work, we provide approximation results for IKP and its restricted variants. In some results, we rely on Linear Programming (LP) to derive approximation bounds and show how the proposed LP-based analysis can be seen as a valid alternative to more formal proof systems. We first manage to prove the tightness of some approximation ratios of a general purpose algorithm currently available in the literature and originally applied to a time-invariant version of the problem. We also devise a Polynomial Time Approximation Scheme (PTAS) when the input value indicating the number of periods is considered as a constant. Then, we add the mild and natural assumption that each item can be packed in the first time period. For this variant, we discuss different approximation algorithms suited for any number of time periods and for the special case with two periods.

cs.DS↗

arXiv2018

On a Stackelberg Subset Sum Game

This contribution deals with a two-level discrete decision problem, a so-called Stackelberg strategic game: A Subset Sum setting is addressed with a set $N$ of items with given integer weights. One distinguished player, the leader, may alter the weights of the items in a given subset $L\subset N$, and a second player, the follower, selects a solution $A\subseteq N$ in order to utilize a bounded resource in the best possible way. Finally, the leader receives a payoff from those items of its subset $L$ that were included in the overall solution $A$, chosen by the follower. We assume that the follower applies a publicly known, simple, heuristic algorithm to determine its solution set, which avoids having to solve NP-hard problems. Two variants of the problem are considered, depending on whether the leader is able to control (i.e., change) the weights of its items (i) in the objective function or (ii) in the bounded resource constraint. The leader's objective is the maximization of the overall weight reduction, for the first variant, or the maximization of the weight increase for the latter one. In both variants there is a trade-off for each item between the contribution value to the leader's objective and the chance of being included in the follower's solution set. We analyze the leader's pricing problem for a natural greedy strategy of the follower and discuss the complexity of the corresponding problems. We show that setting the optimal weight values for the leader is, in general, NP-hard. It is even NP-hard to provide a solution within a constant factor of the best possible solution. Exact algorithms, based on dynamic programming and running in pseudopolynomial time, are provided. The additional cases, in which the follower faces a continuous (linear relaxation) version of the above problems, are shown to be straightforward to solve.

cs.DM↗

arXiv2017

Dynamic programming algorithms, efficient solution of the LP-relaxation and approximation schemes for the Penalized Knapsack Problem

We consider the 0-1 Penalized Knapsack Problem (PKP). Each item has a profit, a weight and a penalty and the goal is to maximize the sum of the profits minus the greatest penalty value of the items included in a solution. We propose an exact approach relying on a procedure which narrows the relevant range of penalties, on the identification of a core problem and on dynamic programming. The proposed approach turns out to be very effective in solving hard instances of PKP and compares favorably both to commercial solver CPLEX 12.5 applied to the ILP formulation of the problem and to the best available exact algorithm in the literature. Then we present a general inapproximability result and investigate several relevant special cases which permit fully polynomial time approximation schemes (FPTASs).

cs.DS↗

arXiv2016

Generating subtour elimination constraints for the TSP from pure integer solutions

The traveling salesman problem (TSP) is one of the most prominent combinatorial optimization problems. Given a complete graph G = (V, E) and non-negative distances d for every edge, the TSP asks for a shortest tour through all vertices with respect to the distances d. The method of choice for solving the TSP to optimality is a branch and cut approach. Usually the integrality constraints are relaxed first and all separation processes to identify violated inequalities are done on fractional solutions. In our approach we try to exploit the impressive performance of current ILP-solvers and work only with integer solutions without ever interfering with fractional solutions. We stick to a very simple ILP-model and relax the subtour elimination constraints only. The resulting problem is solved to integer optimality, violated constraints (which are trivial to find) are added and the process is repeated until a feasible solution is found. In order to speed up the algorithm we pursue several attempts to find as many relevant subtours as possible. These attempts are based on the clustering of vertices with additional insights gained from empirical observations and random graph theory. Computational results are performed on test instances taken from the TSPLIB95 and on random Euclidean graphs.

math.OC↗

arXiv2015

Price of Fairness for Allocating a Bounded Resource

In this paper we study the problem of allocating a scarce resource among several players (or agents). A central decision maker wants to maximize the total utility of all agents. However, such a solution may be unfair for one or more agents in the sense that it can be achieved through a very unbalanced allocation of the resource. On the other hand fair/balanced allocations may be far from being optimal from a central point of view. So, in this paper we are interested in assessing the quality of fair solutions, i.e. in measuring the system efficiency loss under a fair allocation compared to the one that maximizes the sum of agents utilities. This indicator is usually called the Price of Fairness and we study it under three different definitions of fairness, namely maximin, Kalai-Smorodinski and proportional fairness. Our results are of two different types. We first formalize a number of properties holding for any general multi-agent problem without any special assumption on the agents utility sets. Then we introduce an allocation problem, where each agent can consume the resource in given discrete quantities (items), such that the maximization of the total utility is given by a Subset Sum Problem. For the resulting Fair Subset Sum Problem, in the case of two agents, we provide upper and lower bounds on the Price of Fairness as functions of an upper bound on the items size.

cs.GT↗