Optimization - choosing subset of sets which minimises the cost - optimization

What would be an efficient way to solve such a problem:
We have many possible entities (for example: products, medical tests). The entities are offered in packages, buying item A, B,C in a package costs less than buying them separately (items might or might not be sold separately, if they are they have some price). We are interested only in a couple of items and we want to find what is the best combination of single products and/or packages of products to buy all our required items for a minimal cost (we don't really care if we buy any products not from our list or not, they have zero value to us). The content of packages can overlap (for example item A can be offered in several different packages and could be also offered on its own).
The most native way would be to compute a power set (all possible subsets) but this doesn't allow the solution to scale well.
What would be an efficient exact or approximate/heuristic solution?

You can do this in an optimization model.
Say we have as input data:
---- 14 SET c items+combos
c1, c2, c3, A , B , C
---- 14 SET i single items
A, B, C
---- 14 PARAMETER p prices
c1 30, c2 18, c3 18, A 10, B 12, C 15
---- 14 PARAMETER cc combo content
A B C
c1 1 1 1
c2 1 1
c3 2
A 1
B 1
C 1
---- 14 PARAMETER demand items needed
A 7, B 4, C 3
Now we solve the simple mixed integer programming (MIP) model:
The results look like:
---- 36 VARIABLE buy.L items+combos to buy
c1 3, c2 1, c3 1, A 1
---- 36 VARIABLE cost.L = 136.000
In some cases we will buy more than needed (if the discounts are high enough). If you have some value for items bought exceeding the demand then the model becomes a little bit more complicated.
Both high-performance commercial and open source MIP solvers are readily available. They will solve models of this type to global optimality very efficiently (even for larger data sets with many items and many combos). Compared to your "powerset" algorithm, to me this approach looks much more attractive. MIP solvers are not approximations, but they typically only need to explore a very small fraction of all possible feasible integer solutions.

Related

Order-independent Deep Learning Model

I have a dataset with parallel time series. The column 'A' depends on columns 'B' and 'C'. The order (and the number) of dependent columns can change. For example:
A B C
2022-07-23 1 10 100
2022-07-24 2 20 200
2022-07-25 3 30 300
How should I transform this data, or how should I build the model so the order of columns 'B' and 'C' ('A', 'B', 'C' vs 'A', C', 'B'`) doesn't change the result? I know about GCN, but I don't know how to implement it. Maybe there are other ways to achieve it.
UPDATE:
I want to generalize my question and make one more example. Let's say we have a matrix as a singe observation (no time series data):
col1 col2 target
0 1 a 20
1 2 a 30
2 3 b 30
3 4 b 40
I would like to predict one value 'target' per each row/instance. Each instance depends on other instances. The order of rows is irrelevant, and the number of rows in each observation can change.
You are looking for a permutation invariant operation on the columns.
One way of achieving this would be to apply column-wise operation, followed by a global pooling operation.
How that achieves your goal:
column-wise operations are permutation equivariant; that is, applying the operation on the columns and permuting the output, is the same as permuting the columns and then applying the operation.
A global pooling operation (e.g., max-pool, avg-pool) across the columns is permutation invariant: the result of an average pool does not depend on the order of the columns.
Applying a permutation invariant operation on top of a permutation equivariant one results in an overall permutation invariant function.
Additionally, you should look at self-attention layers, which are also permutation equivariant.
What I would try is:
Learn a representation (RNN/Transformer) for a single time series. Apply this representation to A, B and C.
Learn a transformer between the representation of A to those of B and C: that is, use the representation of A as "query" and those of B and C as "keys" and "values".
This will give you a representation of A that is permutation invariant in B and C.
Update (Aug 3rd, 2022):
For the case of "observations" with varying number of rows, and fixed number of columns:
I think you can treat each row as a "token" (with a fixed dimension = number of columns), and apply a Transformer encoder to predict the target for each "token", from the encoded tokens.

Distribute numbers as close to possible

This seems to be a 2 step problem I'm trying to solve.
Let's say we have N records, and we are trying to distribute as evenly as possible into K groups.
The second problem - each group in K can only accept an M amount of records.
For example, if we have 5 records, and 3 groups, then we would distribute 2 into Group K1, 2 into Group K2 and 1 record into Group K3. However, if say in group 1, it only accepts at most 1 record. Then the arrangement would need to be 1 into Group K1, 2 into Group K2, and 2 into Group K3.
I'm not necessary after the solution but what algorithm I might need to use to solve this? Apparently for the distribution, I need to use the Greedy algorithm? But for the second step, this seems to be a bit more complicated
Edit:
The example I'm looking at is:
Number of records: 23
Groups: 10
Max records for each group
G1 = 4
G2 = 1
G3 = 0
G4 = 5
G5 = 0
G6 = 0
G7 = 2
G8 = 4
G9 = 2
G10 = 2
if N=12 and K=3 then in normal situation,you just split it V=12/3=4 for each group. but since you have M limitation, and for example K3 can only accept 1 then the distribution can be 6-5-1 which is not evenly distributed.
So i guess you need to sort K based on the M limitation, so for the example above the groups order become K3-K1-K2.
then if the distributed value V is bigger than the accepted amount M for that group, you need to take the remainder and distribute it again to the remaining group (K3=1, then 4-1=3 must be distributed to K1 and K2).
the implementation might be complicated, i hope you can find more simple solution for this
From what I understood, you need to separate all groups which allows a fixed number of values first and then equally distribute records among remaining groups. Let's take an example, let's say we have 15 records which needs to be distributed among 5 groups (G1, G2, G3, G4 and G5). Also let's assume that G2 and G4 allows max records of 2 and 4 respectively. Now algorithm should go like this:
Get average(ceiling integer) of records based on number of groups (In this example we'll get 3).
Add all max allowed records which are smaller than our average (In this example it's G2 only who's max limit(i.e. 2) is less than our average hence the number comes as 2).
Now subtract our number from step 2 from total records and also subtract the number of groups involved in step 2 from total groups. (remaining total records: 13, remaining total groups 4).
Get the new average(ceiling integer) using remaining records and groups. (New average 4).
Get average (Integer) (i.e. 3) and allot equal number of records to remaining groups - 1.
Get Mod (i.e. 1) and allot that number to the last group.
Now what we finally will have here:
G1(No limit): 4
G2(Limit 2): 2
G3(No limit): 4
G4(Limit 4): 4
G5(No limit): 1
Let me know if you think that this algo might fail for some scenarios.
Formula to get ceiling integer average
floor((#total_records + #total_groups-1) / #total_groups)

Example on Transportaion dilemma

A lumber company ships pine flooring from its three mills, A 1 ,
A 2 and A 3 , to three building suppliers, B 1 , B 2 and B 3 . The
table below shows the demand, availabilities and unit costs of
transportation. Starting with the north-west corner solution
and using the stepping-stone method, determine the
transportation pattern that minimises the total cost.
The distribution matrix with nothes-west corner method give the following matrix :
{ [25,0,0] , [5,30,5] , [0,0,31] }
then i compute the improvements indices for unused cells , and check for optimal. it's not optimal sol cell (3,1) is negative 1 .
I cannot apply stepping stone method on this distribution matrix because the second row has three consecutive basic cell . What is the optimal solution ?
The Optimal distribution Matrix is { [0,0,25],[0,30,10],[30,0,1] }.
The Optimal cost = 25*(2)+30*(2)+10*(3)+30*(3)+1*(3) = 233
the answer obtained after three iterations.

Google Spreadsheet with SQL query - finding best combination

I have a google spreadsheet for my gaming information. It contains 2 sheets - one for monster information, another for team.
Monster information sheet contains the attack value, defend value, and the mana cost of monsters. It's almost like a database of monsters that I can summon.
Team sheet does the following:
Asks for the amount of mana I currently have.
Computes a list of up to 5 monsters that I can summon (it can be less than 5).
Each monster has their own mana cost, therefore total mana cost mustn't exceed the amount of mana I have given in point 1.
The tabulated list should give me a team that have the highest combined attack value. It does not matter how many monsters are summoned. Each monster cannot be summoned twice though.
I have been thinking of using query() function so that I can make use of SQL statements. (so that I can hopefully retrieve the tabulated list directly)
Sample: Monster Info
A B C D
1 Monster Attack Defense Cost
2 MonA 1200 1200 35
3 MonB 1400 1300 50
... ...
Sample: Team
A B C D
1 Mana 120
2
3 Attack Team
4 Monster Attack Cost Total Attack
5 MonB 1400 50 1400
6 MonA 1200 35 2600
7 ... ...
I have these formula in "Team" sheet
A5: =query('Monster Info'!$A$:$D,"SELECT A,B,D ORDER BY B DESC LIMIT 5")
B5: =CONTINUE(A5, 1, 2)
C5: =CONTINUE(A5, 1, 3)
D5: =C5
A6: =CONTINUE(A5, 2, 1)
B6: =CONTINUE(A5, 2, 2)
C6: =CONTINUE(A5, 2, 3)
D6: =D5+C6
That only gets the 5 best attack monsters, regardless of the mana cost consideration. How do I do that such that it takes consideration of both attack value and mana cost value? There is another problem shown in the example below:
Example: (simplified version, without defense value etc)
Monster Attack Cost
MonA 1400 50
MonB 1200 35
MonC 1100 30
MonD 900 25
MonE 500 20
MonF 400 15
MonG 350 10
MonH 250 5
If I have 160 mana, then the obvious team is A+B+C+D+E (5100 Attack).
If I have 150 mana, it becomes A+B+C+D+G (4950 Attack).
If I have 140 mana, it becomes A+B+C+D (4600 Attack).
If I have 130 mana, it becomes B+C+D+E+F (4100 Attack using 125 mana) or A+B+C+F (4100 Attack using all 130 mana).
If I have 120 mana, it becomes B+C+D+E+G (4050 Attack).
If I have 110 mana, it becomes B+C+D+F+H (3850 Attack).
As you can see, there isn't really a pattern within the results.
Any expert willing to share their insights on this?
I've played with the problem for an hour and I only have a workaround here. Your problem seems to be a standard linear programming task which should can easily be solved by a "Solver" software. There used to be a so called "Solver" in google spreadsheet, but unfortunately it was removed from the newest version. If you are not insisting on Google solution, you should try it in one of the Solver-supported spreadsheet manager softwares.
I tried MS Office (it has a Solver add-in, installation guide: http://office.microsoft.com/en-001/excel-help/load-the-solver-add-in-HP010342660.aspx).
Before you run the solver, you should prepare your original dataset a bit, with helper columns and cells.
Add a new column next to the "Cost" column (let's assume it is column "D"), and under it put each row either 0, or 1. This column will tell you if a monster is selected to the attack team or not.
Add two more columns ("E" and "F" respectively). These columns will be products of the Attack and of the Cost respectively. So you should write a function to the E2 cell: =b2*d2, and for the F2 cell: =c2*d2. With this way if a monster is selected (which is told by the D column, remember), the appropriate E and F cells will be non zero values, aotherwise they will be 0.
Create a SUM row under the last row, and create a summarizing function for the D,E,F columns respectively. So in my spreadsheet D10 cell gets its value like this: =sum(d2:d9), and so on.
I created a spreadsheet to show these steps: https://docs.google.com/spreadsheets/d/1_7XRlupEEwat3CthSSz8h_yJ44MysK9hMsj0ijPEn18/edit?usp=sharing
Remember to copy this worksheet to an MS Office worksheet, before you start the Solver.
Now, you are ready to start the Solver. (Data menu, Solver in MS Office). You can see a video here on using the Solver: https://www.youtube.com/watch?v=Oyc0k9kiD7o
It's not that hard as it looks like, but for this case I'll describe what to write where:
Set Objective: you should select the "E10" cell, as that represents the sum of all the attack points.
Check "Max" radiobutton as we would like to maximize the value of the attacks.
By Changing variable cells: Select the "d2:d9" interval as those cells are representing whether a monster is selected or not. The solver will try to adjust these values (0, or 1) in order to maximise the sum attack.
Subject to the Contraints: Here we should add some constraints. Click on the Add button, and then:
First we should ensure that d2:d9 are all binary values. So "Cell reference" should be "d2:d9" and from the dropdown menu, select "bin" as binary.
Another constraint should be that the sum of the selected monsters should not exceed 5. So select the cell where the sum of the selected monsters is represented (D10) and add "<=" and the value "5"
Finally we cannot use more manna that we have, so select the cell in which you store the sum of used manna (F2), and "<=", and add the whole amount of manna we can spend in my case it's in the I2 cell).
Done. It should work, in my case it worked at least.
Hope it helps anyway.

Deterministic/non-deterministic state system mapping

I read in a book on non-deterministic mapping there is mapping from Q*∑ to 2Q for M=(Q,∑,trans,q0,F)
where Q is a set of states.
But I am not able to understand how it's 2Q;
if there are 3 states a, b, c, how does it map to 8 states?
I always found that the easiest way to think about these (since the set of states is finite) is as having each of those subsets be an encoding of a base-2 number that ranges from 0 (all bits zero) to 2|Q|-1 (all bits one), where there are as many bits in the number as there are members in the state set, Q. Then, you can just take one of these numbers and map it into a subset by using whether a particular bit in the number is set. Easy!
Here's a worked example where Q = {a,b,c}. In this case, |Q| is 3 (there are three elements) and so 23 is 8. That means we get this if we say that the leading bit is for element a, the next bit is for b, and the trailing bit for c:
0 = 000 = {}
1 = 001 = {c}
2 = 010 = {b}
3 = 011 = {b,c}
4 = 100 = {a}
5 = 101 = {a,c}
6 = 110 = {a,b}
7 = 111 = {a,b,c}
See? That initial three states has been transformed into 8, and we have a natural numbering of them that we could use to create the labels of those states if we chose.
Now, to the interpretations of this within a non-deterministic context. Basically, the non-determinism means that we're uncertain about what state we're in. We represent this by using a pseudo-state that is the set of “real” states that we might be in; if we have total non-determinism then we are in the pseudo-state where all real-states are possible (i.e., {a,b,c}) whereas the pseudo-state where no real-states are possible (i.e., {}) is the converse (and really ought to be impossible to reach in the transition system). In a real system, you're usually not dealing with either of those extremes.
The logic of how you convert the deterministic transition system into a non-deterministic one is rather more complex than I want to go into here. (I had to read a substantial PhD thesis to learn it so it's definitely more than an SO answer's worth!)
2Q means the set of all subsets of Q. For each state q and each letter x from sigma, there is a subset of Q states to which you can go from q with letter x. So yeah, if there are three states abc the set 2Q consists of 8 elements {{}, {a}, {b}, {c}, {a,b}, {a,c}, {b,c}, {a,b,c}}. It doesn't map to 8 states, it maps to one of these 8 sets. HTH