论文标题

结构化两阶段优化问题的决策图有限的最短路径重新纠正

Constrained Shortest-Path Reformulations via Decision Diagrams for Structured Two-stage Optimization Problems

论文作者

Lozano, Leonardo, Bergman, David, Cire, Andre A.

论文摘要

许多离散的优化问题可以接受扩展的网络空间中约束最短路径的重新汇票,这是一种在启用,约束加强和搜索方面一直是关键的技术。在本文中,我们提出了这些模型的约束变体,用于两种具有挑战性的离散两阶段优化问题,其中传统方法(例如,双重和结合)与连续的方法相比不适用。具体而言,我们提出了一个框架,该框架将问题建模为决策图,并在基础多面体表示中作为线性不等式引入侧面约束,或者是最短路径动态编程模型中的状态变量。对于我们的第一个结构化班,我们研究了与块状约束的两个阶段问题。我们表明,此类约束可以作为图表弧中的指标函数提出,从而通过网络流表示为问题提供了替代性的单级重新印度。我们的第二个结构化类是经典的鲁棒优化,我们将决策图网络利用迭代的标签变量,类似于L形方法。我们在竞争性项目选择问题上评估了这些策略,以及随时间窗口的强大旅行销售人员,与各个领域的一般方法相比,计算效率的大量提高。

Many discrete optimization problems are amenable to constrained shortest-path reformulations in an extended network space, a technique that has been key in convexification, bound strengthening, and search. In this paper, we propose a constrained variant of these models for two challenging classes of discrete two-stage optimization problems, where traditional methods (e.g., dualize-and-combine) are not applicable compared to their continuous counterparts. Specifically, we propose a framework that models problems as decision diagrams and introduces side constraints either as linear inequalities in the underlying polyhedral representation, or as state variables in shortest-path dynamic programming models. For our first structured class, we investigate two-stage problems with interdiction constraints. We show that such constraints can be formulated as indicator functions in the arcs of the diagram, providing an alternative single-level reformulation of the problem via a network-flow representation. Our second structured class is classical robust optimization, where we leverage the decision diagram network to iteratively identify label variables, akin to an L-shaped method. We evaluate these strategies on a competitive project selection problem and the robust traveling salesperson with time windows, observing considerable improvements in computational efficiency as compared to general methods in the respective areas.

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