Subgradient Based Multiple-Starting-Point Algorithm for Non-Smooth Optimization of Analog Circuits
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Lec9p1, ORF363/COS323
Lec9p1, ORF363/COS323 Instructor: Amir Ali Ahmadi Fall 2014 This lecture: • Multivariate Newton's method TAs: Y. Chen, G. Hall, • Rates of convergence J. Ye • Modifications for global convergence • Nonlinear least squares ○ The Gauss-Newton algorithm • In the previous lecture, we saw the general framework of descent algorithms, with several choices for the step size and the descent direction. We also discussed convergence issues associated with these methods and provided some formal definitions for studying rates of convergence. Our focus before was on gradient descent methods and variants, which use only first order information (first order derivatives). These algorithms achieved a linear rate of convergence. • Today, we see a wonderful descent method with superlinear (in fact quadratic) rate of convergence: the Newton algorithm. This is a generalization of what we saw a couple of lectures ago in dimension one for root finding and function minimization. • The Newton's method is nothing but a descent method with a specific choice of a descent direction; one that iteratively adjusts itself to the local geometry of the function to be minimized. • In practice, Newton's method can converge with much fewer iterations than gradient methods. For example, for quadratic functions, while we saw that gradient methods can zigzag for a long time (depending on the underlying condition number), Newton's method will always get the optimal solution in a single step. • The cost that we pay for fast convergence is the need to (i) access second order information (i.e., derivatives of first and second order), and (ii) solve a linear system of equations at every step of the algorithm. -
Guided Local Search
GUIDED LOCAL SEARCH Christos Voudouris, Edward P. K. Tsang and Abdullah Alsheddy Abstract Combinatorial explosion problem is a well known phenomenon that pre- vents complete algorithms from solving many real-life combinatorial optimization problems. In many situations, heuristic search methods are needed. This chapter de- scribes the principles of Guided Local Search (GLS) and Fast Local Search (FLS) and surveys their applications. GLS is a penalty-based meta-heuristic algorithm that sits on top of other local search algorithms, with the aim to improve their efficiency and robustness. FLS is a way of reducing the size of the neighbourhood to improve the efficiency of local search. The chapter also provides guidance for implement- ing and using GLS and FLS. Four problems, representative of general application categories, are examined with detailed information provided on how to build a GLS- based method in each case. Key words: Heuristic Search, Meta-Heuristics, Penalty-based Methods, Guided Local Search, Tabu Search, Constraint Satisfaction. 1 INTRODUCTION Many practical problems are NP-hard in nature, which means complete, construc- tive search is unlikely to satisfy our computational demand. For example, suppose Christos Voudouris Group Chief Technology Office, BT plc, Orion Building, mlb1/pp12, Marthlesham Heath, Ipswich, IP5 3RE, United Kingdom, e-mail: [email protected] Edward P. K. Tsang Department of Computer Science, Univeristy of Essex, Wivenhoe Park, Colchester, CO4 3SQ, United Kingdom, e-mail: [email protected] Abdullah Alsheddy Department of Computer Science, Univeristy of Essex, Wivenhoe Park, Colchester, CO4 3SQ, United Kingdom, e-mail: [email protected] 1 2 Christos Voudouris, Edward P. -
Use of the NLPQLP Sequential Quadratic Programming Algorithm to Solve Rotorcraft Aeromechanical Constrained Optimisation Problems
NASA/TM—2016–216632 Use of the NLPQLP Sequential Quadratic Programming Algorithm to Solve Rotorcraft Aeromechanical Constrained Optimisation Problems Jane Anne Leyland Ames Research Center Moffett Field, California April 2016 This page is required and contains approved text that cannot be changed. NASA STI Program ... in Profile Since its founding, NASA has been dedicated • CONFERENCE PUBLICATION. to the advancement of aeronautics and Collected papers from scientific and space science. The NASA scientific and technical conferences, symposia, technical information (STI) program plays a seminars, or other meetings sponsored key part in helping NASA maintain this or co-sponsored by NASA. important role. • SPECIAL PUBLICATION. Scientific, The NASA STI program operates under the technical, or historical information from auspices of the Agency Chief Information NASA programs, projects, and Officer. It collects, organizes, provides for missions, often concerned with subjects archiving, and disseminates NASA’s STI. The having substantial public interest. NASA STI program provides access to the NTRS Registered and its public interface, • TECHNICAL TRANSLATION. the NASA Technical Reports Server, thus English-language translations of foreign providing one of the largest collections of scientific and technical material aeronautical and space science STI in the pertinent to NASA’s mission. world. Results are published in both non- NASA channels and by NASA in the NASA Specialized services also include STI Report Series, which includes the organizing and publishing research following report types: results, distributing specialized research announcements and feeds, providing • TECHNICAL PUBLICATION. Reports of information desk and personal search completed research or a major significant support, and enabling data exchange phase of research that present the results services. -
(Stochastic) Local Search Algorithms
DM841 DISCRETE OPTIMIZATION Part 2 – Heuristics (Stochastic) Local Search Algorithms Marco Chiarandini Department of Mathematics & Computer Science University of Southern Denmark Local Search Algorithms Basic Algorithms Outline Local Search Revisited 1. Local Search Algorithms 2. Basic Algorithms 3. Local Search Revisited Components 2 Local Search Algorithms Basic Algorithms Outline Local Search Revisited 1. Local Search Algorithms 2. Basic Algorithms 3. Local Search Revisited Components 3 Local Search Algorithms Basic Algorithms Local Search Algorithms Local Search Revisited Given a (combinatorial) optimization problem Π and one of its instances π: 1. search space S(π) I specified by the definition of (finite domain, integer) variables and their values handling implicit constraints I all together they determine the representation of candidate solutions I common solution representations are discrete structures such as: sequences, permutations, partitions, graphs (e.g., for SAT: array, sequence of truth assignments to propositional variables) Note: solution set S 0(π) ⊆ S(π) (e.g., for SAT: models of given formula) 4 Local Search Algorithms Basic Algorithms Local Search Algorithms (cntd) Local Search Revisited 2. evaluation function fπ : S(π) ! R I it handles the soft constraints and the objective function (e.g., for SAT: number of false clauses) S(π) 3. neighborhood function, Nπ : S ! 2 I defines for each solution s 2 S(π) a set of solutions N(s) ⊆ S(π) that are in some sense close to s. (e.g., for SAT: neighboring variable assignments differ in the truth value of exactly one variable) 5 Local Search Algorithms Basic Algorithms Local Search Algorithms (cntd) Local Search Revisited Further components [according to [HS]] 4. -
A Sequential Quadratic Programming Algorithm with an Additional Equality Constrained Phase
A Sequential Quadratic Programming Algorithm with an Additional Equality Constrained Phase Jos´eLuis Morales∗ Jorge Nocedal † Yuchen Wu† December 28, 2008 Abstract A sequential quadratic programming (SQP) method is presented that aims to over- come some of the drawbacks of contemporary SQP methods. It avoids the difficulties associated with indefinite quadratic programming subproblems by defining this sub- problem to be always convex. The novel feature of the approach is the addition of an equality constrained phase that promotes fast convergence and improves performance in the presence of ill conditioning. This equality constrained phase uses exact second order information and can be implemented using either a direct solve or an iterative method. The paper studies the global and local convergence properties of the new algorithm and presents a set of numerical experiments to illustrate its practical performance. 1 Introduction Sequential quadratic programming (SQP) methods are very effective techniques for solv- ing small, medium-size and certain classes of large-scale nonlinear programming problems. They are often preferable to interior-point methods when a sequence of related problems must be solved (as in branch and bound methods) and more generally, when a good estimate of the solution is available. Some SQP methods employ convex quadratic programming sub- problems for the step computation (typically using quasi-Newton Hessian approximations) while other variants define the Hessian of the SQP model using second derivative informa- tion, which can lead to nonconvex quadratic subproblems; see [27, 1] for surveys on SQP methods. ∗Departamento de Matem´aticas, Instituto Tecnol´ogico Aut´onomode M´exico, M´exico. This author was supported by Asociaci´onMexicana de Cultura AC and CONACyT-NSF grant J110.388/2006. -
Strongly Polynomial Algorithm for the Intersection of a Line with a Polymatroid Jean Fonlupt, Alexandre Skoda
Strongly polynomial algorithm for the intersection of a line with a polymatroid Jean Fonlupt, Alexandre Skoda To cite this version: Jean Fonlupt, Alexandre Skoda. Strongly polynomial algorithm for the intersection of a line with a polymatroid. Research Trends in Combinatorial Optimization, Springer Berlin Heidelberg, pp.69-85, 2009, 10.1007/978-3-540-76796-1_5. hal-00634187 HAL Id: hal-00634187 https://hal.archives-ouvertes.fr/hal-00634187 Submitted on 20 Oct 2011 HAL is a multi-disciplinary open access L’archive ouverte pluridisciplinaire HAL, est archive for the deposit and dissemination of sci- destinée au dépôt et à la diffusion de documents entific research documents, whether they are pub- scientifiques de niveau recherche, publiés ou non, lished or not. The documents may come from émanant des établissements d’enseignement et de teaching and research institutions in France or recherche français ou étrangers, des laboratoires abroad, or from public or private research centers. publics ou privés. Strongly polynomial algorithm for the intersection of a line with a polymatroid Jean Fonlupt1 and Alexandre Skoda2 1 Equipe Combinatoire et Optimisation. CNRS et Universit´eParis6 [email protected] 2 Equipe Combinatoire et Optimisation. CNRS et Universit´eParis6 France Telecom R&D. Sophia Antipolis [email protected] Summary. We present a new algorithm for the problem of determining the inter- N section of a half-line Δu = {x ∈ IR | x = λu for λ ≥ 0} with a polymatroid. We then propose a second algorithm which generalizes the first algorithm and solves a parametric linear program. We prove that these two algorithms are strongly poly- nomial and that their running time is O(n8 + γn7)whereγ is the time for an oracle call. -
Exploring High-Order Neighborhoods by Pattern Mining and Injection
PILS: Exploring high-order neighborhoods by pattern mining and injection Florian Arnolda, ´Italo Santanab, Kenneth S¨orensena, Thibaut Vidalb∗ a University of Antwerp, Department of Engineering Management, Belgium fflorian.arnold,[email protected] bDepartamento de Inform´atica,Pontif´ıciaUniversidade Cat´olicado Rio de Janeiro (PUC-Rio) fisantana,[email protected] Abstract. We introduce pattern injection local search (PILS), an optimization strategy that uses pattern mining to explore high-order local-search neighborhoods, and illustrate its application on the vehicle routing problem. PILS operates by storing a limited number of frequent patterns from elite solutions. During the local search, each pattern is used to define one move in which 1) incompatible edges are disconnected, 2) the edges defined by the pattern are reconnected, and 3) the remaining solution fragments are optimally reconnected. Each such move is accepted only in case of solution improvement. As visible in our experiments, this strategy results in a new paradigm of local search, which complements and enhances classical search approaches in a controllable amount of computational time. We demonstrate that PILS identifies useful high-order moves (e.g., 9-opt and 10-opt) which would otherwise not be found by enumeration, and that it significantly improves the performance of state-of-the-art population-based and neighborhood-centered metaheuristics. Keywords. Local search, Pattern mining, Combinatorial optimization, Vehicle routing problem ∗ Corresponding author 1. Introduction Since the \no free lunch" theorem [46], it is known that no method can | on average | perform arXiv:1912.11462v1 [cs.AI] 24 Dec 2019 better than any other method on all possible problems. -
On the Design of (Meta)Heuristics
On the design of (meta)heuristics Tony Wauters CODeS Research group, KU Leuven, Belgium There are two types of people • Those who use heuristics • And those who don’t ☺ 2 Tony Wauters, Department of Computer Science, CODeS research group Heuristics Origin: Ancient Greek: εὑρίσκω, "find" or "discover" Oxford Dictionary: Proceeding to a solution by trial and error or by rules that are only loosely defined. Tony Wauters, Department of Computer Science, CODeS research group 3 Properties of heuristics + Fast* + Scalable* + High quality solutions* + Solve any type of problem (complex constraints, non-linear, …) - Problem specific (but usually transferable to other problems) - Cannot guarantee optimallity * if well designed 4 Tony Wauters, Department of Computer Science, CODeS research group Heuristic types • Constructive heuristics • Metaheuristics • Hybrid heuristics • Matheuristics: hybrid of Metaheuristics and Mathematical Programming • Other hybrids: Machine Learning, Constraint Programming,… • Hyperheuristics 5 Tony Wauters, Department of Computer Science, CODeS research group Constructive heuristics • Incrementally construct a solution from scratch. • Easy to understand and implement • Usually very fast • Reasonably good solutions 6 Tony Wauters, Department of Computer Science, CODeS research group Metaheuristics A Metaheuristic is a high-level problem independent algorithmic framework that provides a set of guidelines or strategies to develop heuristic optimization algorithms. Instead of reinventing the wheel when developing a heuristic -
A Novel LP-Based Local Search Technique – Fast and Quite Good –
A Novel LP-based Local Search Technique – Fast and Quite Good – Vom Fachbereich Informatik der Technische Universit¨at Darmstadt zur Erlangung des akademischen Grades eines Dr. rer. nat. genehmigte Dissertation von Herrn Alaubek Avdil (M.Sc.) aus der Ulaanbaatar, Mongolei Referent: Professor Dr. Karsten Weihe Korreferent: Professor Dr. Matthias M¨uller-Hannemann Tag der Einreichung: 04. Juni 2009 Tag der m¨undlichen Pr¨ufung: 17. Juli 2009 Darmstadt 2009 D 17 ii Acknowledgments I want to express my deep and sincere gratitude to my supervisor Prof. Karsten Weihe for enabling my doctoral study, inspiring with scientific work and motivating and providing me pleasant research and work atmosphere. Without his trust and encouragement my research would not be done and this theses would not exist. I am extremely grateful to Prof. Matthias M¨uller-Hannemann for his invaluable support and advice on my research, excellent and critical review to improve the presentation of my work, and for his friendship, and making it possible for my young family be close with me during my doctoral study in Germany. I would like to express my warm and sincere thanks to the colleagues and members of Algorithmics Group at the Department of Computer Science of Technische Universit¨at Darmstadt for their support and valuable comments on my research. My special ackno- wledgment goes to Dr. Roland Martin for his unforgettable support and encouragement during my doctoral study, and his detailed review and constructive criticism during the writing process of my dissertation. I wish to extend my warmest thanks to all people, who have helped me with my work at the Department of Computer Science at Technische Universit¨at Darmstadt. -
Coupling Ant Colony System with Local Search
UNIVERSITE´ LIBRE DE BRUXELLES Ecole´ Polytechnique de Bruxelles IRIDIA - Institut de Recherches Interdisciplinaires et de D´eveloppements en Intelligence Artificielle Coupling Ant Colony System with Local Search Luca Maria Gambardella Promoteur de Th`ese: Prof. Marco DORIGO Th`esepr´esent´eeen vue de l'obtention du titre de Docteur en Sciences de l'Ing´enieur Ann´eeacad´emique2014-2015 2 Summary In the last decades there has been a lot of interest in computational models and algorithms inspired by the observation of natural systems. Nature seems to be very good at inventing processes that have many of the qualities we would like to be able to put into artificial systems. Consider for example genetic algorithms and evolutionary computation (Holland 1975): by reproducing in a simplified way the approach taken by Nature to develop living beings, researchers were able to develop both control systems for learning autonomous agents, and robust optimiza- tion algorithms for function optimization or combinatorial optimization. We can also think of work in reinforcement learning (Kaelbling et al. 1996): again, the observation of how animals learn to accomplish some simple tasks has suggested a useful and productive set of reinforcement- based learning algorithms. There are many such examples, some already very widespread, like simulated annealing (Kirkpatrick et al. 1983), ge- netic algorithms (Holland 1975), neural networks (Rumelhart et al. 1986), and others that still exist mostly in research labs, like immune networks (Bersini & F.Varela 1993) and classifier systems (Holland & Reitman 1978). In this thesis we present another ethological approach to combinatorial optimization, which has been inspired by the observation of ant colonies: the Ant Colony System (ACS, Gambardella & Dorigo 1996; Dorigo & Gambardella 1997). -
Clever Algorithms Nature-Inspired Programming Recipes Ii
Jason Brownlee Clever Algorithms Nature-Inspired Programming Recipes ii Jason Brownlee, PhD Jason Brownlee studied Applied Science at Swinburne University in Melbourne, Australia, going on to complete a Masters in Information Technology focusing on Niching Genetic Algorithms, and a PhD in the field of Artificial Immune Systems. Jason has worked for a number of years as a Consultant and Software Engineer for a range of Corporate and Government organizations. When not writing books, Jason likes to compete in Machine Learning competitions. Cover Image © Copyright 2011 Jason Brownlee. All Reserved. Clever Algorithms: Nature-Inspired Programming Recipes © Copyright 2011 Jason Brownlee. Some Rights Reserved. Revision 2. 16 June 2012 ISBN: 978-1-4467-8506-5 This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 2.5 Australia License. The full terms of the license are located online at http://creativecommons.org/licenses/by-nc-sa/2.5/au/legalcode Webpage Source code and additional resources can be downloaded from the books companion website online at http://www.CleverAlgorithms.com Contents Foreword vii Preface ix I Background1 1 Introduction3 1.1 What is AI.........................3 1.2 Problem Domains...................... 10 1.3 Unconventional Optimization............... 13 1.4 Book Organization..................... 17 1.5 How to Read this Book.................. 20 1.6 Further Reading...................... 21 1.7 Bibliography........................ 22 II Algorithms 27 2 Stochastic Algorithms 29 2.1 Overview.......................... 29 2.2 Random Search....................... 30 2.3 Adaptive Random Search................. 34 2.4 Stochastic Hill Climbing.................. 40 2.5 Iterated Local Search.................... 44 2.6 Guided Local Search.................... 50 2.7 Variable Neighborhood Search.............. -
Hybrid Algorithms for On-Line and Combinatorial Optimization Problems
Hybrid Algorithms for On-Line Search and Combinatorial Optimization Problems. Yury V. Smirnov May 28, 1997 CMU-CS-97-171 Submitted in partial fulfillment of the requirements for the degree of Doctor of Philosophy School of Computer Science Carnegie Mellon University Pittsburgh, PA 15213 Copyright c 1997 Yury V. Smirnov All rights reserved This research is sponsored in part by the National Science Foundation under grant number IRI-9502548. The views and conclusions contained in this document are those of the authors and should not be interpreted as representing the official policies, either expressed or implied, of the sponsoring organizations or the U.S. government. Keywords: Hybrid Algorithms, Cross-Fertilization, Agent-Centered Search, Limited Lookahead, Pigeonhole Principle, Linear Programming Relaxation. “ Each problem I solved became a pattern, that I used later to solve other problems.” Ren´e Descartes To my wife, Tanya, and my sons, Nick and Michael ii Abstract By now Artificial Intelligence (AI), Theoretical Computer Science (CS theory) and Opera- tions Research (OR) have investigated a variety of search and optimization problems. However, methods from these scientific areas use different problem descriptions, models, and tools. They also address problems with particular efficiency requirements. For example, approaches from CS theory are mainly concerned with the worst-case scenarios and are not focused on empirical performance. A few efforts have tried to apply methods across areas. Usually a significant amount of work is required to make different approaches “talk the same language,” be suc- cessfully implemented, and, finally, solve the actual same problem with an overall acceptable efficiency. This thesis presents a systematic approach that attempts to advance the state of the art in the transfer of knowledge across the above mentioned areas.