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MaRDMO: Future Gateway to FAIR Mathematical Data
No full textMathematical research data plays a crucial role across scientific disciplines, yet its documentation and dissemination remain challenging due to the lack of standardized research data management practices. The MaRDMO Plugin addresses these challenges by integrating mathematical models, algorithms, and interdisciplinary workflows into the established framework of the Research Data Management Organiser (RDMO). Built on FAIR principles, MaRDMO enables structured documentation and retrieval of mathematical research data through guided questionnaires. It connects to multiple knowledge graphs, including MathModDB, MathAlgoDB, and the MaRDI Portal. Users can document and search for models, algorithms, and workflows via dynamic selection interfaces that also leverage other sources such as Wikidata. The plugin facilitates the export to the individual MaRDI services, ensuring data quality through automated validation. By embedding mathematical research data management into the widely adopted RDMO platform, MaRDMO represents a significant step toward making mathematical research data more findable, accessible, and reusable
Mean-field optimal control with stochastic leaders
No full textWe consider interacting agent systems with a large number of stochastic agents (or particles) influenced by a fixed number of external stochastic lead agents. Such examples arise, for example in models of opinion dynamics, where a small number of leaders (influencers) can steer the behaviour of a large population of followers. In this context, we study a partial mean-field limit where the number of followers tends to infinity, while the number of leaders stays constant. The partial mean-field limit dynamics is then given by a McKean-Vlasov stochastic differential equation (SDE) for the followers, coupled to a controlled Itô-SDE governing the dynamics of the lead agents. For a given cost functional that the lead agents seek to minimise, we show that the unique optimal control of the finite agent system convergences to the optimal control of the limiting system. This establishes that the low-dimensional control of the partial (mean-field) system provides an effective approximation for controlling the high-dimensional finite agent system. In addition, we propose a stochastic gradient descent algorithm that can efficiently approximate the mean-field control. Our theoretical results are illustrated on opinion dynamics model with lead agents, where the control objective is to drive the followers to reach consensus in finite time
Consistent flow scenario generation based on open data for operational analysis of European gas transport networks
No full textIn recent years, European gas transport has been affected by major disruptive events like political issues such as, most recently, the Russian war on Ukraine. To incorporate the impacts of such events into decision-making during the energy transition, more complex models for gas network analysis are required. However, the limited availability of consistent data presents a significant obstacle in this endeavor. We use a mathematical-modeling-based scenario generator to deal with this obstacle. The scenario generator consists of capacitated network flow models representing the gas network at different aggregation levels. In this study, we present the coarse-to-fine approach utilized in this scenario generator
PySCIPOpt-ML: Embedding Trained Machine Learning Models into Mixed-Integer Programs
No full textA standard tool for modelling real-world optimisation problems is mixed-integer programming (MIP). However, for many of these problems there is either incomplete information describing variable relations, or the relations between variables are highly complex. To overcome both these hurdles, machine learning (ML) models are often used and embedded in the MIP as surrogate models to represent these relations. Due to the large amount of available ML frameworks, formulating ML models into MIPs is highly non-trivial. In this paper we propose a tool for the automatic MIP formulation of trained ML models, allowing easy integration of ML constraints into MIPs. In addition, we introduce a library of MIP instances with embedded ML constraints. The project is available at https://github.com/Opt-Mucca/PySCIPOpt-ML
On the byzantine-resilience of distillation-based federated learning
No full textFederated Learning (FL) algorithms using Knowledge Distillation (KD) have received increasing attention due to their favorable properties with respect to privacy, non-i.i.d. data and communication cost. These methods depart from transmitting model parameters and instead communicate information about a learning task by sharing predictions on a public dataset. In this work, we study the performance of such approaches in the byzantine setting, where a subset of the clients act in an adversarial manner aiming to disrupt the learning process. We show that KD-based FL algorithms are remarkably resilient and analyze how byzantine clients can influence the learning process. Based on these insights, we introduce two new byzantine attacks and demonstrate their ability to break existing byzantine-resilient methods. Additionally, we propose a novel defence method which enhances the byzantine resilience of KD-based FL algorithms. Finally, we provide a general framework to obfuscate attacks, making them significantly harder to detect, thereby improving their effectiveness
Stability analysis of split equality and split feasibility problems
No full textIn this paper, for the first time in the literature, we study the stability of solutions of two classes of feasibility (i.e., split equality and split feasibility) problems by set-valued and variational analysis techniques. Our idea is to equivalently reformulate the feasibility problems as parametric generalized equations to which set-valued and variational analysis techniques apply. Sufficient conditions, as well as necessary conditions, for the Lipschitz-likeness of the involved solution maps are proved by exploiting special structures of the problems and by using an advanced result of B.S. Mordukhovich [J. Global Optim. 28, 347–362 (2004)]. These conditions stand on a solid interaction among all the input data by means of their dual counterparts, which are transposes of matrices and regular/limiting normal cones to sets. Several examples are presented to illustrate how the obtained results work in practice and also show that the assumption on the existence of a nonzero solution used in the necessity conditions cannot be lifted
Benchmarking of Quantum and Classical Computing in Large-Scale Dynamic Portfolio Optimization Under Market Frictions
No full textShape-from-Template with Generalised Camera
No full textThis article presents a new method for non-rigidly registering a 3D shape to 2D keypoints observed by a constellation of multiple cameras. Non-rigid registration of a 3D shape to observed 2D keypoints, i.e., Shape-from-Template (SfT), has been widely studied using single images, but SfT with information from multiple-cameras jointly opens new directions for extending the scope of known use-cases such as 3D shape registration in medical imaging and registration from hand-held cameras, to name a few. We represent such multi-camera setup with the generalised camera model; therefore any collection of perspective or orthographic cameras observing any deforming object can be registered. We propose multiple approaches for such SfT: the first approach where the corresponded keypoints lie on a direction vector from a known 3D point in space, the second approach where the corresponded keypoints lie on a direction vector from an unknown 3D point in space but with known orientation w.r.t some local reference frame, and a third approach where, apart from correspondences, the silhouette of the imaged object is also known. Together, these form the first set of solutions to the SfT problem with generalised cameras. The key idea behind SfT with generalised camera is the improved reconstruction accuracy from estimating deformed shape while utilising the additional information from the mutual constraints between multiple views of a deformed object. The correspondence-based approaches are solved with convex programming while the silhouette-based approach is an iterative refinement of the results from the convex solutions. We demonstrate the accuracy of our proposed methods on many synthetic and real data
Exploring Metastable Dynamics of Gene Regulatory Networks with ISOKANN
No full textStochastic dynamical systems like gene regulatory networks (GRNs) often exhibit behavior characterized by metastable sets (representing cellular phenotypes), in which trajectories remain for long times, whereas switches between these sets in the phase space are rare events. One way to capture these rare events is to infer the system’s long-term behavior from the spectral characteristics (eigenvalues and eigenvectors) of its Koopman operator. For GRNs, the Koopman operator is based on the chemical master equation (CME), which provides a precise mathematical modeling framework for stochastic GRNs. Since the CME is typically analytically intractable, methods based on discretizing the CME operator have been developed. However, determining the number and location of metastable sets in the phase space as well as the transition rates between them remains computationally challenging, especially for large GRNs with many genes and interactions. A promising alternative method, called ISOKANN (invariant subspaces of Koopman operators with artificial neural networks) has been developed in the context of molecular dynamics. ISOKANN uses a combination of the power iteration and neural networks to learn the basis functions of an invariant subspace of the Koopman operator. In this paper, we extend the application of ISOKANN to the
CME operator and apply it to two small GRNs: a genetic toggle switch model and a model for macrophage polarization. Our work opens a new field of application for the ISOKANN algorithm and demonstrates the potential of this algorithm for studying large GRNs
