Graham C. Smith, Joaquin Vicente, Simon Croft
et al.
Abstract The wild boar population in Europe has been growing in recent decades prior to the arrival of African swine fever (ASF), which has now spread across much of eastern Europe. We obtained two independent sources of wild boar data: occurrence sightings and hunting harvest. We combined these with environmental predictors and used them in two species distribution modelling approaches, a Maxent approach for occurrence data and a GLMM for the hunting harvest, to produce output at the European level. The output of these models was then combined with robust and comparable density estimates from 77 sites across Europe to produce a density estimate and total population size for each country prior to documenting ASF in that country (from 2007 for Georgia to 2022 for most EU countries that are still free from disease). The output indicates a total population of wild boar in Europe between 13.5 and 19.6 million individuals prior to the hunting season each year in the core wild boar range. Population estimates of wild boar in Europe based on occurrence sightings and hunting harvest are highly similar yet vary substantially among countries. Although the output may need to be adjusted where local factors affect the population (e.g., areas of range spread) the output can be used for assessing risk of disease spread and effect of management. We propose that the availability of density estimates from the European Observatory of Wildlife will permit robust population estimates for other species of interest since the methodology is consistent between species and habitats.
Various tasks in scientific computing can be modeled as an optimization problem on the indefinite Stiefel manifold. We address this using the Riemannian approach, which basically consists of equipping the feasible set with a Riemannian metric, preparing geometric tools such as orthogonal projections, formulae for Riemannian gradient, retraction and then extending an unconstrained optimization algorithm on the Euclidean space to the established manifold. The choice for the metric undoubtedly has a great influence on the method. In the previous work [D.V. Tiep and N.T. Son, A Riemannian gradient descent method for optimization on the indefinite Stiefel manifold, arXiv:2410.22068v2[math.OC]], a tractable metric, which is indeed a family of Riemannian metrics defined by a symmetric positive-definite matrix depending on the contact point, has been used. In general, it requires solving a Lyapunov matrix equation every time when the gradient of the cost function is needed, which might significantly contribute to the computational cost. To address this issue, we propose a new Riemannian metric for the indefinite Stiefel manifold. Furthermore, we construct the associated geometric structure, including a so-called quasi-geodesic and propose a retraction based on this curve. We then numerically verify the performance of the Riemannian gradient descent method associated with the new geometry and compare it with the previous work.
Dinh Van Tiep, Duong Thi Viet An, Nguyen Thi Ngoc Oanh
et al.
Various tasks in scientific computing can be modeled as an optimization problem on the indefinite Stiefel manifold. We address this using the Riemannian approach, which basically consists of equipping the feasible set with a Riemannian metric, preparing geometric tools such as orthogonal projections, formulae for Riemannian gradient, retraction and then extending an unconstrained optimization algorithm on the Euclidean space to the established manifold. The choice for the metric undoubtedly has a great influence on the method. In the previous work [D.V. Tiep and N.T. Son, A Riemannian gradient descent method for optimization on the indefinite Stiefel manifold, arXiv:2410.22068v2[math.OC]], a tractable metric, which is indeed a family of Riemannian metrics defined by a symmetric positive-definite matrix depending on the contact point, has been used. In general, it requires solving a Lyapunov matrix equation every time when the gradient of the cost function is needed, which might significantly contribute to the computational cost. To address this issue, we propose a new Riemannian metric for the indefinite Stiefel manifold. Furthermore, we construct the associated geometric structure, including a so-called quasi-geodesic and propose a retraction based on this curve. We then numerically verify the performance of the Riemannian gradient descent method associated with the new geometry and compare it with the previous work.
Microtransit offers a promising blend of rideshare flexibility and public transit efficiency. In practice, it faces unanticipated but spatially aligned requests, passengers seeking to join ongoing schedules, leading to underutilized capacity and degraded service if not properly managed. At the same time, it must accommodate diverse passenger needs, from routine errands to time-sensitive trips such as medical appointments. To meet these expectations, incorporating time flexibility is essential. However, existing models seldom consider both spontaneous and heterogeneous demand, limiting their real-world applicability. We propose a robust and flexible microtransit framework that integrates time flexibility and demand uncertainty via a Chance-Constrained Dial-A-Ride Problem with Soft Time Windows (CCDARP-STW). Demand uncertainty is captured through nonlinear chance constraints with controllable violation probabilities, while time flexibility is modeled with soft time windows and penalized cost. We develop a bounded-support relaxation using limited statistical information to linearize the chance constraints and solve the model using a tailored Branch-and-Cut-and-Price (BCP) algorithm with a probabilistic dominance rule. This rule improves computational efficiency, reducing explored labels by 17.40% and CPU time by 22.27% in robust cases. A case study based on real-world Chicago data shows our framework yields 11.55 minutes and 11.13 miles of savings versus conventional microtransit, and achieves the highest service reliability (96.46%) among robust models.
We provide a correction to the sufficient conditions under which closed-form expressions for the optimal Lagrange multiplier are provided in arXiv:2112.13138 [math.OC]. We first present a simple counterexample where the original conditions are insufficient, highlight where the original proof fails, and then provide modified conditions along with a correct proof of their validity. Finally, although the original paper discusses modifications to their method for problems that may not satisfy any sufficient conditions, we substantiate that discussion along two directions. We first show that computing an optimal Lagrange multiplier can still be done in polynomial time. We then provide complete and correct versions of the corresponding Benders and column-and-constraint generation algorithms in which the original method is used. We also discuss the implications of our findings on computational performance.
In this paper, further extensions of the result of the paper "A successive approximation method in functional spaces for hierarchical optimal control problems and its application to learning, arXiv:2410.20617 [math.OC], 2024" concerning a class of learning problem of point estimations for modeling of high-dimensional nonlinear functions are given. In particular, we present two viable extensions within the nested algorithm of the successive approximation method for the hierarchical optimal control problem, that provide better convergence property and computationally efficiency, which ultimately leading to an optimal parameter estimate. The first extension is mainly concerned with the convergence property of the steps involving how the two agents, i.e., the "leader" and the "follower," update their admissible control strategies, where we introduce augmented Hamiltonians for both agents and we further reformulate the admissible control updating steps as as sub-problems within the nested algorithm of the hierarchical optimal control problem that essentially provide better convergence property. Whereas the second extension is concerned with the computationally efficiency of the steps involving how the agents update their admissible control strategies, where we introduce intermediate state variable for each agent and we further embed the intermediate states within the optimal control problems of the "leader" and the "follower," respectively, that further lend the admissible control updating steps to be fully efficient time-parallelized within the nested algorithm of the hierarchical optimal control problem.
Quadratically constrained quadratic programs (QCQPs) are a highly expressive class of nonconvex optimization problems. While QCQPs are NP-hard in general, they admit a natural convex relaxation via the standard semidefinite program (SDP) relaxation. In this paper we study when the convex hull of the epigraph of a QCQP coincides with the projected epigraph of the SDP relaxation. We present a sufficient condition for convex hull exactness and show that this condition is further necessary under an additional geometric assumption. The sufficient condition is based on geometric properties of $Γ$, the cone of convex Lagrange multipliers, and its relatives $Γ_1$ and $Γ^\circ$.
We consider convex-concave saddle point problems, and more generally convex optimization problems we refer to as $\textit{saddle problems}$, which include the partial supremum or infimum of convex-concave saddle functions. Saddle problems arise in a wide range of applications, including game theory, machine learning, and finance. It is well known that a saddle problem can be reduced to a single convex optimization problem by dualizing either the convex (min) or concave (max) objectives, reducing a min-max problem into a min-min (or max-max) problem. Carrying out this conversion by hand can be tedious and error prone. In this paper we introduce $\textit{disciplined saddle programming}$ (DSP), a domain specific language (DSL) for specifying saddle problems, for which the dualizing trick can be automated. The language and methods are based on recent work by Juditsky and Nemirovski arXiv:2102.01002 [math.OC], who developed the idea of conic-representable saddle point programs, and showed how to carry out the required dualization automatically using conic duality. Juditsky and Nemirovski's conic representation of saddle problems extends Nesterov and Nemirovski's earlier development of conic representable convex problems; DSP can be thought of as extending disciplined convex programming (DCP) to saddle problems. Just as DCP makes it easy for users to formulate and solve complex convex problems, DSP allows users to easily formulate and solve saddle problems. Our method is implemented in an open-source package, also called DSP.
Amir Reza Varzandi, Stefania Zanet, Patricia Barroso Seano
et al.
AbstractSince 2007, an ongoing African swine fever (ASF) pandemic has significantly impacted Eurasia. Extensive field evidence and modeling confirm the central role of wild boar in ASF epidemiology. To effectively control and eradicate the infection, rapid detection of the ASF virus (ASFV) is crucial for prompt intervention in areas of recent viral introduction or ongoing outbreaks. Environmental DNA (eDNA) is a cost-effective and non-invasive technique that has shown promising results in monitoring animal species and their pathogens and has the potential to be used for wildlife disease surveillance. In this study, we designed and evaluated an eDNA sampling method for highly turbid water and soil samples to detect ASFV and wild boar (Sus scrofa) DNA as a control using qPCR while ensuring biosafety measures and evaluating ASF epidemiology. To validate our method, we obtained samples from La Mandria Regional Park (LMRP) in northwestern Italy, an area free of ASFV, and spiked them in a laboratory setting with an ASFV’s synthetic DNA template. Our findings highlight the potential of eDNA monitoring as a reliable, rapid, and safe method for early detection of ASFV from soil and turbid water samples.
We consider convex-concave saddle point problems, and more generally convex optimization problems we refer to as $\textit{saddle problems}$, which include the partial supremum or infimum of convex-concave saddle functions. Saddle problems arise in a wide range of applications, including game theory, machine learning, and finance. It is well known that a saddle problem can be reduced to a single convex optimization problem by dualizing either the convex (min) or concave (max) objectives, reducing a min-max problem into a min-min (or max-max) problem. Carrying out this conversion by hand can be tedious and error prone. In this paper we introduce $\textit{disciplined saddle programming}$ (DSP), a domain specific language (DSL) for specifying saddle problems, for which the dualizing trick can be automated. The language and methods are based on recent work by Juditsky and Nemirovski arXiv:2102.01002 [math.OC], who developed the idea of conic-representable saddle point programs, and showed how to carry out the required dualization automatically using conic duality. Juditsky and Nemirovski's conic representation of saddle problems extends Nesterov and Nemirovski's earlier development of conic representable convex problems; DSP can be thought of as extending disciplined convex programming (DCP) to saddle problems. Just as DCP makes it easy for users to formulate and solve complex convex problems, DSP allows users to easily formulate and solve saddle problems. Our method is implemented in an open-source package, also called DSP.
This work is a follow-up and a complement to arXiv:1912.08899 [math.OC] for solving polynomial optimization problems (POPs). The chordal-TSSOS hierarchy that we propose is a new sparse moment-SOS framework based on term-sparsity and chordal extension. By exploiting term-sparsity of the input polynomials we obtain a two-level hierarchy of semidefinite programming relaxations. The novelty and distinguishing feature of such relaxations is to obtain quasi block-diagonal matrices obtained in an iterative procedure that performs chordal extension of certain adjacency graphs. The graphs are related to the terms arising in the original data and not to the links between variables. Various numerical examples demonstrate the efficiency and the scalability of this new hierarchy for both unconstrained and constrained POPs. The two hierarchies are complementary. While the former TSSOS arXiv:1912.08899 [math.OC] has a theoretical convergence guarantee, the chordal-TSSOS has superior performance but lacks this theoretical guarantee.
The AIMD algorithm, which underpins the Transmission Control Protocol (TCP) for transporting data packets in communication networks, is perhaps the most successful control algorithm ever deployed. Recently, its use has been extended beyond communication networks, and successful applications of the AIMD algorithm have been reported in transportation, energy, and mathematical biology. A very recent development in the use of AIMD is its application in solving large-scale optimisation and distributed control problems without the need for inter-agent communication. In this context, an interesting problem arises when multiple AIMD networks are coupled in some sense (usually through a nonlinearity). The purpose of this note is to prove that such systems in certain settings inherit the ergodic properties of individual AIMD networks. This result has important consequences for the convergence of the aforementioned optimisation algorithms. The arguments in the paper also correct conceptual and technical errors in Alam et al. (2020, The convergence of finite-averaging of AIMD for distributed heterogeneous resource allocations. arXiv:2001.08083 [math.OC].).
We revisit a class of integer optimal control problems for which a trust-region method has been proposed and analyzed in arXiv:2106.13453v3 [math.OC]. While the algorithm proposed in arXiv:2106.13453v3 [math.OC] successfully solves the class of optimization problems under consideration, its convergence analysis requires restrictive regularity assumptions. There are many examples of integer optimal control problems involving partial differential equations where these regularity assumptions are not satisfied. In this article we provide a way to bypass the restrictive regularity assumptions by introducing an additional partial regularization of the control inputs by means of mollification and proving a $\Gamma$-convergence-type result when the support parameter of the mollification is driven to zero. We highlight the applicability of this theory in the case of fluid flows through deformable porous media equations that arise in biomechanics. We show that the regularity assumptions are violated in the case of poro-visco-elastic systems, and thus one needs to use the regularization of the control input introduced in this article. Associated numerical results show that while the homotopy can help to find better objective values and points of lower instationarity, the practical performance of the algorithm without the input regularization may be on par with the homotopy.
This article is largely concerned with the time-discretization of descriptor-variable systems coupled to with complementarity constraints. They are named descriptor-variable linear complementarity systems (DVLCS). More speci cally passive DVLCS with minimal state space representation are studied. The Euler implicit discretization of DVLCS is analysed: the one-step non-smooth problem (OSNSP), that is a generalized equation, is shown to be well-posed under some conditions. Then the convergence of the discretized solutions is studied. Several examples illustrate the applicability and the limitations of the developments.
Antonio Silveti-Falls, Cesare Molinari, Jalal Fadili
In this paper we propose and analyze inexact and stochastic versions of the CGALP algorithm developed in [25], which we denote ICGALP , that allow for errors in the computation of several important quantities. In particular this allows one to compute some gradients, proximal terms, and/or linear minimization oracles in an inexact fashion that facilitates the practical application of the algorithm to computationally intensive settings, e.g., in high (or possibly infinite) dimensional Hilbert spaces commonly found in machine learning problems. The algorithm is able to solve composite minimization problems involving the sum of three convex proper lower-semicontinuous functions subject to an affine constraint of the form Ax = b for some bounded linear operator A. Only one of the functions in the objective is assumed to be differentiable, the other two are assumed to have an accessible proximal operator and a linear minimization oracle. As main results, we show convergence of the Lagrangian values (so-called convergence in the Bregman sense) and asymptotic feasibility of the affine constraint as well as strong convergence of the sequence of dual variables to a solution of the dual problem, in an almost sure sense. Almost sure convergence rates are given for the Lagrangian values and the feasibility gap for the ergodic primal variables. Rates in expectation are given for the Lagrangian values and the feasibility gap subsequentially in the pointwise sense. Numerical experiments verifying the predicted rates of convergence are shown as well.
This paper considers the problem of multi-agent distributed linear regression in the presence of system noises. In this problem, the system comprises multiple agents wherein each agent locally observes a set of data points, and the agents' goal is to compute a linear model that best fits the collective data points observed by all the agents. We consider a server-based distributed architecture where the agents interact with a common server to solve the problem; however, the server cannot access the agents' data points. We consider a practical scenario wherein the system either has observation noise, i.e., the data points observed by the agents are corrupted, or has process noise, i.e., the computations performed by the server and the agents are corrupted. In noise-free systems, the recently proposed distributed linear regression algorithm, named the Iteratively Pre-conditioned Gradient-descent (IPG) method, has been claimed to converge faster than related methods. In this paper, we study the robustness of the IPG method, against both the observation noise and the process noise. We empirically show that the robustness of the IPG method compares favorably to the state-of-the-art algorithms.