3 Search Results for "Gupte, Akshay"

Document
DOI: 10.4230/LIPIcs.SEA.2023.12
Multilinear Formulations for Computing a Nash Equilibrium of Multi-Player Games

Authors: Miriam Fischer and Akshay Gupte

Published in: LIPIcs, Volume 265, 21st International Symposium on Experimental Algorithms (SEA 2023)

Abstract
We present multilinear and mixed-integer multilinear programs to find a Nash equilibrium in multi-player noncooperative games. We compare the formulations to common algorithms in Gambit, and conclude that a multilinear feasibility program finds a Nash equilibrium faster than any of the methods we compare it to, including the quantal response equilibrium method, which is recommended for large games. Hence, the multilinear feasibility program is an alternative method to find a Nash equilibrium in multi-player games, and outperforms many common algorithms. The mixed-integer formulations are generalisations of known mixed-integer programs for two-player games, however unlike two-player games, these mixed-integer programs do not give better performance than existing algorithms.
Cite as

Miriam Fischer and Akshay Gupte. Multilinear Formulations for Computing a Nash Equilibrium of Multi-Player Games. In 21st International Symposium on Experimental Algorithms (SEA 2023). Leibniz International Proceedings in Informatics (LIPIcs), Volume 265, pp. 12:1-12:14, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2023)

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@InProceedings{fischer_et_al:LIPIcs.SEA.2023.12,
  author =	{Fischer, Miriam and Gupte, Akshay},
  title =	{{Multilinear Formulations for Computing a Nash Equilibrium of Multi-Player Games}},
  booktitle =	{21st International Symposium on Experimental Algorithms (SEA 2023)},
  pages =	{12:1--12:14},
  series =	{Leibniz International Proceedings in Informatics (LIPIcs)},
  ISBN =	{978-3-95977-279-2},
  ISSN =	{1868-8969},
  year =	{2023},
  volume =	{265},
  editor =	{Georgiadis, Loukas},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops-dev.dagstuhl.de/entities/document/10.4230/LIPIcs.SEA.2023.12},
  URN =		{urn:nbn:de:0030-drops-183620},
  doi =		{10.4230/LIPIcs.SEA.2023.12},
  annote =	{Keywords: Noncooperative n-person games, Nash equilibrium, Multilinear functions, Nonconvex problems, Mixed-integer optimization}
}
Document
DOI: 10.4230/LIPIcs.SEA.2022.24
An Adaptive Refinement Algorithm for Discretizations of Nonconvex QCQP

Authors: Akshay Gupte, Arie M. C. A. Koster, and Sascha Kuhnke

Published in: LIPIcs, Volume 233, 20th International Symposium on Experimental Algorithms (SEA 2022)

Abstract
We present an iterative algorithm to compute feasible solutions in reasonable running time to quadratically constrained quadratic programs (QCQPs), which form a challenging class of nonconvex continuous optimization. This algorithm is based on a mixed-integer linear program (MILP) which is a restriction of the original QCQP obtained by discretizing all quadratic terms. In each iteration, this MILP restriction is solved to get a feasible QCQP solution. Since the quality of this solution heavily depends on the chosen discretization of the MILP, we iteratively adapt the discretization values based on the MILP solution of the previous iteration. To maintain a reasonable problem size in each iteration of the algorithm, the discretization sizes are fixed at predefined values. Although our algorithm did not always yield good feasible solutions on arbitrary QCQP instances, an extensive computational study on almost 1300 test instances of two different problem classes - box-constrained quadratic programs with complementarity constraints and disjoint bilinear programs, demonstrates the effectiveness of our approach. We compare the quality of our solutions against those from heuristics and local optimization algorithms in two state-of-the-art commercial solvers and observe that on one instance class we clearly outperform the other methods whereas on the other class we obtain competitive results.
Cite as

Akshay Gupte, Arie M. C. A. Koster, and Sascha Kuhnke. An Adaptive Refinement Algorithm for Discretizations of Nonconvex QCQP. In 20th International Symposium on Experimental Algorithms (SEA 2022). Leibniz International Proceedings in Informatics (LIPIcs), Volume 233, pp. 24:1-24:14, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2022)

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@InProceedings{gupte_et_al:LIPIcs.SEA.2022.24,
  author =	{Gupte, Akshay and Koster, Arie M. C. A. and Kuhnke, Sascha},
  title =	{{An Adaptive Refinement Algorithm for Discretizations of Nonconvex QCQP}},
  booktitle =	{20th International Symposium on Experimental Algorithms (SEA 2022)},
  pages =	{24:1--24:14},
  series =	{Leibniz International Proceedings in Informatics (LIPIcs)},
  ISBN =	{978-3-95977-251-8},
  ISSN =	{1868-8969},
  year =	{2022},
  volume =	{233},
  editor =	{Schulz, Christian and U\c{c}ar, Bora},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops-dev.dagstuhl.de/entities/document/10.4230/LIPIcs.SEA.2022.24},
  URN =		{urn:nbn:de:0030-drops-165585},
  doi =		{10.4230/LIPIcs.SEA.2022.24},
  annote =	{Keywords: Quadratically Constrained Quadratic Programs, Mixed Integer Linear Programming, Heuristics, BoxQP, Disjoint Bilinear}
}
Document
DOI: 10.4230/OASIcs.ATMOS.2021.4
Solving the Home Service Assignment, Routing, and Appointment Scheduling (H-SARA) Problem with Uncertainties

Authors: Syu-Ning Johnn, Yiran Zhu, Andrés Miniguano-Trujillo, and Akshay Gupte

Published in: OASIcs, Volume 96, 21st Symposium on Algorithmic Approaches for Transportation Modelling, Optimization, and Systems (ATMOS 2021)

Abstract
The Home Service Assignment, Routing, and Appointment scheduling (H-SARA) problem integrates the strategic fleet-sizing, tactical assignment, operational vehicle routing and scheduling problems at different decision levels, with a single period planning horizon and uncertainty (stochasticity) from the service duration, travel time, and customer cancellation rate. We propose a stochastic mixed-integer linear programming model for the H-SARA problem. Additionally, a reduced deterministic version is introduced which allows to solve small-scale instances to optimality with two acceleration approaches. For larger instances, we develop a tailored two-stage decision support system that provides high-quality and in-time solutions based on information revealed at different stages. Our solution method aims to reduce various costs under stochasticity, to create reasonable routes with balanced workload and team-based customer service zones, and to increase customer satisfaction by introducing a two-stage appointment notification system updated at different time stages before the actual service. Our two-stage heuristic is competitive to CPLEX’s exact solution methods in providing time and cost-effective decisions and can update previously-made decisions based on an increased level of information. Results show that our two-stage heuristic is able to tackle reasonable-size instances and provides good-quality solutions using less time compared to the deterministic and stochastic models on the same set of simulated instances.
Cite as

Syu-Ning Johnn, Yiran Zhu, Andrés Miniguano-Trujillo, and Akshay Gupte. Solving the Home Service Assignment, Routing, and Appointment Scheduling (H-SARA) Problem with Uncertainties. In 21st Symposium on Algorithmic Approaches for Transportation Modelling, Optimization, and Systems (ATMOS 2021). Open Access Series in Informatics (OASIcs), Volume 96, pp. 4:1-4:21, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2021)

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@InProceedings{johnn_et_al:OASIcs.ATMOS.2021.4,
  author =	{Johnn, Syu-Ning and Zhu, Yiran and Miniguano-Trujillo, Andr\'{e}s and Gupte, Akshay},
  title =	{{Solving the Home Service Assignment, Routing, and Appointment Scheduling (H-SARA) Problem with Uncertainties}},
  booktitle =	{21st Symposium on Algorithmic Approaches for Transportation Modelling, Optimization, and Systems (ATMOS 2021)},
  pages =	{4:1--4:21},
  series =	{Open Access Series in Informatics (OASIcs)},
  ISBN =	{978-3-95977-213-6},
  ISSN =	{2190-6807},
  year =	{2021},
  volume =	{96},
  editor =	{M\"{u}ller-Hannemann, Matthias and Perea, Federico},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops-dev.dagstuhl.de/entities/document/10.4230/OASIcs.ATMOS.2021.4},
  URN =		{urn:nbn:de:0030-drops-148737},
  doi =		{10.4230/OASIcs.ATMOS.2021.4},
  annote =	{Keywords: Home Health Care, Mixed-Integer Linear Programming, Two-stage Stochastic, Uncertainties A Priori Optimisation, Adaptive Large Neighbourhood Search, Monte-Carlo Simulation}
}
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