We introduce QuaterGCN, a spectral Graph Convolutional Network (GCN) with quaternion-valued weights at whose core lies the Quaternionic Laplacian, a quaternion-valued Laplacian matrix by whose proposal we generalize two widely-used Laplacian matrices: the classical Laplacian (defined for undirected graphs) and the complex-valued Sign-Magnetic Laplacian (proposed within the spectral GCN SigMaNet to handle digraphs with weights of arbitrary sign). In addition to its generality, QuaterGCN is the only Laplacian to completely preserve the (di)graph topology that we are aware of, as it can handle graphs and digraphs containing antiparallel pairs of edges (digons) of different weight without reducing them to a single (directed or undirected) edge as done by other Laplacians. Experimental results show the superior performance of QuaterGCN compared to other state-of-the-art GCNs, particularly in scenarios where the information the digons carry is crucial to successfully address the task at hand.

We propose a numerically exact algorithm for solving the Bin-Packing Problem (BPP) based on a branch-price-and-cut framework combined with a pattern-enumeration method. Key to the algorithm is a novel technique for the computation of numerically safe dual bounds for the widely adopted set covering reformulation of the BPP (tightened with additional valid inequalities) with a precision that is higher than the one of general-purpose floating-point solvers. Our branch-price-and-cut algorithm also relies on an exact integer (fixed-point) label setting algorithm for solving the pricing problem associated with the tightened set-covering formulation. To the best of our knowledge, ours is the first algorithm for the BPP that is numerically exact and practical for solving large-scale instances. Extensive computational results on instances affected by notorious numerical difficulties (those of the Augmented Non-IRUP class) show that our exact algorithm outperforms all of the not numerically exact state-of-the-art algorithms based on branch-and-cut-and-price techniques that rely on a set-covering formulation of the BPP. History: Accepted by Andrea Lodi, Area Editor for Design & Analysis of Algorithms − Discrete.

This paper introduces SigMaNet, a generalized Graph Convolutional Network (GCN) capable of handling both undirected and directed graphs with weights not restricted in sign nor magnitude. The cornerstone of SigMaNet is the Sign-Magnetic Laplacian (LSM), a new Laplacian matrix that we introduce ex novo in this work. LSM allows us to bridge a gap in the current literature by extending the theory of spectral GCNs to (directed) graphs with both positive and negative weights. LSM exhibits several desirable properties not enjoyed by other Laplacian matrices on which several state-of-the-art architectures are based, among which encoding the edge direction and weight in a clear and natural way that is not negatively affected by the weight magnitude. LSM is also completely parameter-free, which is not the case of other Laplacian operators such as, e.g., the Magnetic Laplacian. The versatility and the performance of our proposed approach is amply demonstrated via computational experiments. Indeed, our results show that, for at least a metric, SigMaNet achieves the best performance in 15 out of 21 cases and either the first- or second-best performance in 21 cases out of 21, even when compared to architectures that are either more complex or that, due to being designed for a narrower class of graphs, should---but do not---achieve a better performance.

In the context of the maximum stable set problem, rank inequalities impose that the cardinality of any set of vertices contained in a stable set be, at most, as large as the stability number of the subgraph induced by such a set. Rank inequalities are very general, as they subsume many classical inequalities such as clique, hole, antihole, web, and antiweb inequalities. In spite of their generality, the exact separation of rank inequalities has never been addressed without the introduction of topological restrictions on the induced subgraph and the tightness of their closure has never been investigated systematically. In this work, we propose a methodology for optimizing over the closure of all rank inequalities with a right-hand side no larger than a small constant without imposing any restrictions on the topology of the induced subgraph. Our method relies on the exact separation of a relaxation of rank inequalities, which we call relaxed k-rank inequalities, whose closure is as tight. We investigate the corresponding separation problem, a bilevel programming problem asking for a subgraph of maximum weight with a bound on its stability number, whose study could be of independent interest. We first prove that the problem is [Formula: see text]-hard and provide some insights on its polyhedral structure. We then propose two exact methods for its solution: a branch-and-cut algorithm (which relies on a family of faced-defining inequalities which we introduce in this paper) and a purely combinatorial branch-and-bound algorithm. Our computational results show that the closure of rank inequalities with a right-hand side no larger than a small constant can yield a bound that is stronger, in some cases, than Lovász’s Theta function, and substantially stronger than bounds obtained with standard inequalities that are valid for the stable set problem, including odd-cycle inequalities and wheel inequalities. Summary of Contribution: This paper proposes two original methods for solving a challenging cut-separation problem (of bilevel type) for a large class of inequalities valid for one of the key operations research problems, namely, the max stable set problem. An extensive set of experimental results validates the proposed methods. All the source code and data sets are available online on GitHub.

Subcutaneous Implantable Cardioverter-Defibrillators (S-ICDs) are used for prevention of sudden cardiac death triggered by ventricular arrhythmias. T Wave Over Sensing (TWOS) is an inherent risk with S-ICDs which can lead to inappropriate shocks. A major predictor of TWOS is a high T:R ratio (the ratio between the amplitudes of the T and R waves). Currently, patients' Electrocardiograms (ECGs) are screened over 10 s to measure the T:R ratio to determine the patients' eligibility for S-ICD implantation. Due to temporal variations in the T:R ratio, 10 s is not a long enough window to reliably determine the normal values of a patient's T:R ratio. In this paper, we develop a convolutional neural network (CNN) based model utilising phase space reconstruction matrices to predict T:R ratios from 10-second ECG segments without explicitly locating the R or T waves, thus avoiding the issue of TWOS. This tool can be used to automatically screen patients over a much longer period and provide an in-depth description of the behavior of the T:R ratio over that period. The tool can also enable much more reliable and descriptive screenings to better assess patients' eligibility for S-ICD implantation.

We study an information-structure design problem (a.k.a. a persuasion problem) with a single sender and multiple receivers with actions of a priori unknown types, independently drawn from action-specific marginal probability distributions. As in the standard Bayesian persuasion model, the sender has access to additional information regarding the action types, which she can exploit when committing to a (noisy) signaling scheme through which she sends a private signal to each receiver. The novelty of our model is in considering the much more expressive case in which the receivers interact in a sequential game with imperfect information, with utilities depending on the game outcome and the realized action types. After formalizing the notions of ex ante and ex interim persuasiveness (which differ by the time at which the receivers commit to following the sender's signaling scheme), we investigate the continuous optimization problem of computing a signaling scheme which maximizes the sender's expected revenue. We show that computing an optimal ex ante persuasive signaling scheme is NP-hard when there are three or more receivers. Instead, in contrast with previous hardness results for ex interim persuasion, we show that, for games with two receivers, an optimal ex ante persuasive signaling scheme can be computed in polynomial time thanks to the novel algorithm we propose, based on the ellipsoid method.

Abstract The search problem of computing aStackelberg(orleader-follower)equilibrium(also referred to as anoptimal strategy to commit to) has been widely investigated in the scientific literature in, almost exclusively, the single-follower setting. Although theoptimisticandpessimisticversions of the problem, i.e., those where the single follower breaks any ties among multiple equilibria either in favour or against the leader, are solved with different methodologies, both cases allow for efficient, polynomial-time algorithms based on linear programming. The situation is different with multiple followers, where results are only sporadic and depend strictly on the nature of the followers’ game. In this paper, we investigate the setting of a normal-form game with a single leader and multiple followers who, after observing the leader’s commitment, play a Nash equilibrium. When both leader and followers are allowed to play mixed strategies, the corresponding search problem, both in the optimistic and pessimistic versions, is known to be inapproximable in polynomial time to within any multiplicative polynomial factor unless $$\textsf {P}=\textsf {NP}$$ P=NP . Exact algorithms are known only for the optimistic case. We focus on the case where the followers play pure strategies—a restriction that applies to a number of real-world scenarios and which, in principle, makes the problem easier—under the assumption of pessimism (the optimistic version of the problem can be straightforwardly solved in polynomial time). After casting this search problem (with followers playing pure strategies) as apessimistic bilevel programming problem, we show that, with two followers, the problem is -hard and, with three or more followers, it cannot be approximated in polynomial time to within any multiplicative factor which is polynomial in the size of the normal-form game, nor, assuming utilities in [0, 1], to within any constant additive loss stricly smaller than 1 unless $$\textsf {P}=\textsf {NP}$$ P=NP . This shows that, differently from what happens in the optimistic version, hardness and inapproximability in the pessimistic problem are not due to the adoption of mixed strategies. We then show that the problem admits, in the general case, a supremum but not a maximum, and we propose a single-level mathematical programming reformulation which asks for the maximization of a nonconcave quadratic function over an unbounded nonconvex feasible region defined by linear and quadratic constraints. Since, due to admitting a supremum but not a maximum, only a restricted version of this formulation can be solved to optimality with state-of-the-art methods, we propose an exactad hocalgorithm (which we also embed within a branch-and-bound scheme) capable of computing the supremum of the problem and, for cases where there is no leader’s strategy where such value is attained, also an $$\alpha $$ α -approximate strategy where $$\alpha > 0$$ α>0 is an arbitrary additive loss (at most as large as the supremum). We conclude the paper by evaluating the scalability of our algorithms via computational experiments on a well-established testbed of game instances.

The ability of TCP's congestion control scheme to adapt the rate of traffic flows and fairly use all the available resources is one of the Internet's pillars. So far, however, the elasticity of traffic has been disregarded in traffic engineering (TE) methodologies mainly because, only recently, the increase in access capacity has moved the bottlenecks from the access network to the operator network and hungry cloud-based applications have begun to use all the available bandwidth. We propose a new approach to TE with elastic demands which models the interaction between the network operator and the end-to-end congestion control scheme as a Stackelberg game. Given a set of elastic traffic demands only specified by their origin-destination pairs, the network operator chooses a set of routing paths (leader's problem) which, when coupled with the fair bandwidth allocation that the congestion control scheme would determine for the chosen routing (follower's problem), maximizes a network utility function. We present bilevel programming formulations for the above TE problem with two widely-adopted bandwidth allocation models, namely, max-min fairness and proportional fairness, and derive corresponding exact and approximate single-level mathematical programming reformulations. After discussing some key properties, we report on computational results obtained for different network topologies and instance sizes. Interestingly, even feasible solutions to our bilevel TE problems with large optimality gaps yield substantially higher network utility values than those obtained by solving a standard single-level TE problem and then fairly reallocating the bandwidth a posteriori.

We study Stackelberg games where the underlying structure is a congestion game. We recall that, while leadership in 2-player games has been widely investigated, only few results are known when the number of players is three or more. The intractability of finding a Stackelberg equilibrium (SE) in normal-form and polymatrix games is among them. In this paper, we focus on congestion games in which each player can choose a single resource (a.k.a. singleton congestion games) and a player acts as leader. We show that, without further assumptions, finding an SE when the followers break ties in favor of the leader is not in Poly-APX, unless P = NP. Instead, under the assumption that every player has access to the same resources and that the cost functions are monotonic, we show that an SE can be computed efficiently when the followers break ties either in favor or against the leader.

The problem of computing the strategy to commit to has been widely investigated in the scientific literature for the case where a single-follower is present. In the multi-follower setting though, results are only sporadic. In this paper, we address the multi-follower case for normal-form games, assuming that, after observing the leader’s commitment, the followers play pure strategies and reach a Nash equilibrium. We focus on the pessimistic case where, among many equilibria, one minimizing the leader’s utility is chosen (the opposite case is computationally trivial). We show that the problem is NP-hard even with only two followers, and propose an exact exponential-time algorithm which, for any number of followers, either finds an equilibrium when the game admits a finite one or, if not, an α-approximation of the supremum of the leader’ utility, for any α > 0.

We study the problem of computing an equilibrium in leader-follower games with a single leader and multiple followers where, after the leader’s commitment to a mixed strategy, the followers play simultaneously in a noncooperative way, reaching a Nash equilibrium. We tackle the problem from a bilevel programming perspective. Since, given the leader’s strategy, the followers’ subgame may admit multiple Nash equilibria, we consider the cases where the followers play either the best (optimistic) or the worst (pessimistic) Nash equilibrium in terms of the leader’s utility. For the optimistic case, we propose three formulations which cast the problem into a single level mixed-integer nonconvex program. For the pessimistic case, which, as we show, may admit a supremum but not a maximum, we develop an ad hoc branch-and-bound algorithm. Computational results are reported and illustrated.

In the context of finding the largest stable set of a graph, rank inequalities prescribe that a stable set can contain, from any induced subgraph of the original graph, at most as many vertices as the stability number of the former. Although these inequalities subsume many of the valid inequalities known for the problem, their exact separation has only been investigated in few special cases obtained by restricting the induced subgraph to a specific topology. In this work, we propose a different approach in which, rather than imposing topological restrictions on the induced subgraph, we assume the right-hand side of the inequality to be fixed to a given (but arbitrary) constant. We then study the arising separation problem, which corresponds to the problem of finding a maximum weight subgraph with a bounded stability number. After proving its hardness and giving some insights on its polyhedral structure, we propose an exact branch-and-cut method for its solution. Computational results show that the separation of topology-free rank inequalities with a fixed right-hand side yields a substantial improvement over the bound provided by the fractional clique polytope (which is obtained with rank inequalities where the induced subgraph is restricted to a clique), often better than that obtained with Lovász’s Theta function via semidefinite programming.