82,749 research outputs found
Node Selection Heuristics Using the Upper Bound in Interval Branch and Bound
International audienceWe present in this article a new strategy for selecting the current node in an interval Branch and Bound algorithm for constrained global optimization. The standard best-first strategy selects the node with the lowest lower bound of the objective estimate. We propose in this article new node selection policies where an upper bound of each node/box is also taken into account. The good accuracy of this upper bound achieved by several operators leads to a good performance of the criterion. These new strategies obtain better experimental results than classical best-first search on difficult instances
Black-box optimization on hyper-rectangle using Recursive Modified Pattern Search and application to ROC-based Classification Problem
In Statistics, multi-modal and non-smooth likelihood (or, objective function)
maximization problems often arise with known upper and lower bound of the
parameters. A novel derivative-free global optimization technique is developed
to optimize any black-box function on a hyper-rectangular euclidean space. In
literature, pattern search technique has been shown to be a powerful tool for
blackbox optimization. The proposed algorithm follows the principle of pattern
search technique where new updated solution is obtained from the current
solution making movements (within the constrained sample space) along the
coordinates. Before making a jump from the current solution point to a new
solution point, objective function is evaluated in several neighborhood points
around the current solution and the best solution point is chosen based on the
objective function values at those points. Parallel threading can be used to
make the algorithm more scalable. Performance of the proposed method is
evaluated based on optimization of upto 5000 dimensional multi-modal benchmark
functions. The proposed algorithm is shown to perform upto 40 and 368 times
faster compared to Genetic Algorithm (GA) and Simulated Annealing (SA)
respectively. The proposed method is used to estimate the optimal biomarker
combination from Alzheimer data by maximizing the empirical estimates of area
under ROC curve
Certificates of infeasibility via nonsmooth optimization
An important aspect in the solution process of constraint satisfaction
problems is to identify exclusion boxes which are boxes that do not contain
feasible points. This paper presents a certificate of infeasibility for finding
such boxes by solving a linearly constrained nonsmooth optimization problem.
Furthermore, the constructed certificate can be used to enlarge an exclusion
box by solving a nonlinearly constrained nonsmooth optimization problem.Comment: arXiv admin note: substantial text overlap with arXiv:1506.0802
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