We propose a gradient descent method for solving optimization problems arising in settings of tropical geometry - a variant of algebraic geometry that has attracted growing interest in applications such as computational biology, economics, and computer science. Our approach takes advantage of the polyhedral and combinatorial structures arising in tropical geometry to propose a versatile method for approximating local minima in tropical statistical optimization problems - a rapidly growing body of work in recent years. Theoretical results establish global solvability for 1-sample problems and a convergence rate matching classical gradient descent. Numerical experiments demonstrate the method's superior performance compared to classical gradient descent for tropical optimization problems which exhibit tropical convexity but not classical convexity. We also demonstrate the seamless integration of tropical descent into advanced optimization methods, such as Adam, offering improved overall accuracy.
Minimum flow decomposition (MFD) — the problem of finding a minimum set of weighted source-to-sink paths that perfectly decomposes a flow — is a classical problem in Computer Science, and variants of it are powerful models in a different fields such as Bioinformatics and Transportation. Even on acyclic graphs, the problem is NP-hard, and most practical solutions have been via heuristics or approximations. While there is an extensive body of research on acyclic graphs, currently there is no exact solution on graphs with cycles. In this paper we present the first ILP formulation for three natural variants of the MFD problem in graphs with cycles, asking for a decomposition consisting only of weighted source-to-sink paths or cycles, trails, and walks, respectively. On three datasets of increasing levels of complexity from both Bioinformatics and Transportation, our approaches solve any instance in under 12 minutes. Our implementations are freely available at https://github.com/algbio/MFD-ILP .
In this paper, we construct a multicommodity international trade spatial price equilibrium model of special relevance to agriculture in which exchange rates are included along with policy instruments in the form of tariffs, subsidies as well as quotas. The model allows for multiple trade routes between country origin nodes and country destination nodes and these trade routes can include different modes of transportation and transport through distinct countries. We capture the impacts of exchange rates through the definition of effective path costs and identify the governing multicommodity international trade spatial price equilibrium conditions, which are then formulated as a variational inequality problem in product path flows. Existence results are established and a computational procedure presented. The illustrative numerical examples and a case study are inspired by the impacts of the war against Ukraine on agricultural trade flows and product prices. The modeling and algorithmic framework allows for the quantification of the impacts of exchange rates and various trade policies, as well as the addition or deletion of supply markets, demand markets and/or routes, on supply and demand market prices in local currencies, and on the volume of product trade flows with implications for food security.
In this paper, we develop a three-stage stochastic network-based optimization model for the provision of 5G services with Unmanned Aerial Vehicles (UAVs) in the disaster management phases of: preparedness, response and recover/reconstruction. Users or devices on the ground request services of a fleet of controller UAVs in flight and the requested services are executed by a fleet of UAVs organized as a Flying Ad-Hoc Network and interconnected via 5G technology. A disaster scenario can create difficulties for the provision of services by service providers. For this reason, in the first stage, service providers make predictions about possible scenarios in the second stage. Therefore, the first stage represents the preparedness phase, the second stage represents the response phase, followed by the recovery/reconstruction phase, represented by the third stage. In each of the three stages, service providers seek to maximize the amount of services to be performed, assigning each service a priority. They also aim to, simultaneously, minimize the total management costs of requests, the transmission and execution costs of services, the costs to increase the resources of the pre-existing network and, if need be, to reduce them in the recovery/reconstruction phase. For the proposed multi-stage stochastic optimization model, we provide variational formulations for which we investigate the existence and uniqueness of the solution. Finally, a detailed numerical example is solved in order underline some of the key aspects of the model. This paper adds to the literature on the rigorous mathematical modeling of advanced technologies for disaster management.
Data uncertainty has a great impact on portfolio selection. Based on the popular mean-absolute deviation (MAD) model, we investigate how to make robust portfolio decisions. In this paper, a novel Wasserstein metric-based data-driven distributionally robust mean-absolute deviation (DR-MAD) model is proposed. However, the proposed model is non-convex with an infinite-dimensional inner problem. To solve this model, we prove that it can be transformed into two simple finite-dimensional linear programs. Consequently, the problem can be solved as easily as solving the classic MAD model. Furthermore, the proposed DR-MAD model is compared with the 1/N, classic MAD and mean-variance model on S &P 500 constituent stocks in six different settings. The experimental results show that the portfolios constructed by DR-MAD model are superior to the benchmarks in terms of profitability and stability in most fluctuating markets. This result suggests that Wasserstein distributionally robust optimization framework is an effective approach to address data uncertainty in portfolio optimization.
