Invited Session Fri.2.H 2013

Friday, 13:15 - 14:45 h, Room: H 2013

Cluster 11: Integer & mixed-integer programming [...]

Trends in integer programming

 

Chair: Jon Lee

 

 

Friday, 13:15 - 13:40 h, Room: H 2013, Talk 1

Amitabh Basu
A (k+1)-slope theorem for the k-dimensional infinite group relaxation

Coauthors: Robert Hildebrand, Matthias Koeppe, Marco Molinaro

 

Abstract:
We prove that any minimal valid function for the k-dimensional infinite group relaxation that is piecewise linear with at most k+1 slopes and does not factor through a linear map with non-trivial kernel is extreme. This generalizes a theorem of Gomory and Johnson for k=1, and Cornuéjols and Molinaro for k=2.

 

 

Friday, 13:45 - 14:10 h, Room: H 2013, Talk 2

Siqian Shen
Bilevel interdiction and risk-and-return tradeoffs in probabilistic programs with single or multiple chance constraints

 

Abstract:
Chance-constrained programs (CCP) measure value-at-risk of uncertain events, and impose a pre-given tolerance as an upper bound for such a risk. This paper focuses on problems with discretely distributed right-hand-sides in the chance constraints, and trades off risk and cost by also treating risk tolerances as decision variables. We first consider a problem with a single chance constraint in a bilevel interdiction setting, in which a leader decides a risk tolerance, to maximize a follower's objective of a minimization CCP. We show that only a finite number of possible tolerance thresholds matter to the follower's CCP, and interpret the risk tolerance variable as SOS1 binary variables. The bilevel program is then transformed into a deterministic IP. Similar results are used for solving a minimization problem with multiple chance constraints, where each has a risk tolerance variable and the summation of all tolerances is no more than a fixed budget. We develop an IP reformulation with multiple SOS1 binary variables, and solve it via decomposition and modified Benders cuts.

 

 

Friday, 14:15 - 14:40 h, Room: H 2013, Talk 3

Christopher Thomas Ryan
Computing pure Nash equilibria in symmetric games

Coauthors: Albert Xin Jiang, Kevin Leyton-Brown

 

Abstract:
We analyze the complexity of computing pure strategy Nash equilibria (PSNE) in symmetric games with a fixed number of actions. We restrict ourselves to "compact'' representations, meaning that the number of players can be exponential in the representation size. We give polynomial-time algorithms for finding a sample PSNE and counting the number of PSNEs.

 

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