189 research outputs found
Bringing Order to Special Cases of Klee's Measure Problem
Klee's Measure Problem (KMP) asks for the volume of the union of n
axis-aligned boxes in d-space. Omitting logarithmic factors, the best algorithm
has runtime O*(n^{d/2}) [Overmars,Yap'91]. There are faster algorithms known
for several special cases: Cube-KMP (where all boxes are cubes), Unitcube-KMP
(where all boxes are cubes of equal side length), Hypervolume (where all boxes
share a vertex), and k-Grounded (where the projection onto the first k
dimensions is a Hypervolume instance).
In this paper we bring some order to these special cases by providing
reductions among them. In addition to the trivial inclusions, we establish
Hypervolume as the easiest of these special cases, and show that the runtimes
of Unitcube-KMP and Cube-KMP are polynomially related. More importantly, we
show that any algorithm for one of the special cases with runtime T(n,d)
implies an algorithm for the general case with runtime T(n,2d), yielding the
first non-trivial relation between KMP and its special cases. This allows to
transfer W[1]-hardness of KMP to all special cases, proving that no n^{o(d)}
algorithm exists for any of the special cases under reasonable complexity
theoretic assumptions. Furthermore, assuming that there is no improved
algorithm for the general case of KMP (no algorithm with runtime O(n^{d/2 -
eps})) this reduction shows that there is no algorithm with runtime
O(n^{floor(d/2)/2 - eps}) for any of the special cases. Under the same
assumption we show a tight lower bound for a recent algorithm for 2-Grounded
[Yildiz,Suri'12].Comment: 17 page
Efficient Computation of Expected Hypervolume Improvement Using Box Decomposition Algorithms
In the field of multi-objective optimization algorithms, multi-objective
Bayesian Global Optimization (MOBGO) is an important branch, in addition to
evolutionary multi-objective optimization algorithms (EMOAs). MOBGO utilizes
Gaussian Process models learned from previous objective function evaluations to
decide the next evaluation site by maximizing or minimizing an infill
criterion. A common criterion in MOBGO is the Expected Hypervolume Improvement
(EHVI), which shows a good performance on a wide range of problems, with
respect to exploration and exploitation. However, so far it has been a
challenge to calculate exact EHVI values efficiently. In this paper, an
efficient algorithm for the computation of the exact EHVI for a generic case is
proposed. This efficient algorithm is based on partitioning the integration
volume into a set of axis-parallel slices. Theoretically, the upper bound time
complexities are improved from previously and , for two- and
three-objective problems respectively, to , which is
asymptotically optimal. This article generalizes the scheme in higher
dimensional case by utilizing a new hyperbox decomposition technique, which was
proposed by D{\"a}chert et al, EJOR, 2017. It also utilizes a generalization of
the multilayered integration scheme that scales linearly in the number of
hyperboxes of the decomposition. The speed comparison shows that the proposed
algorithm in this paper significantly reduces computation time. Finally, this
decomposition technique is applied in the calculation of the Probability of
Improvement (PoI)
Multiplicative Approximations, Optimal Hypervolume Distributions, and the Choice of the Reference Point
Many optimization problems arising in applications have to consider several
objective functions at the same time. Evolutionary algorithms seem to be a very
natural choice for dealing with multi-objective problems as the population of
such an algorithm can be used to represent the trade-offs with respect to the
given objective functions. In this paper, we contribute to the theoretical
understanding of evolutionary algorithms for multi-objective problems. We
consider indicator-based algorithms whose goal is to maximize the hypervolume
for a given problem by distributing {\mu} points on the Pareto front. To gain
new theoretical insights into the behavior of hypervolume-based algorithms we
compare their optimization goal to the goal of achieving an optimal
multiplicative approximation ratio. Our studies are carried out for different
Pareto front shapes of bi-objective problems. For the class of linear fronts
and a class of convex fronts, we prove that maximizing the hypervolume gives
the best possible approximation ratio when assuming that the extreme points
have to be included in both distributions of the points on the Pareto front.
Furthermore, we investigate the choice of the reference point on the
approximation behavior of hypervolume-based approaches and examine Pareto
fronts of different shapes by numerical calculations
Hybridization of multi-objective deterministic particle swarm with derivative-free local searches
The paper presents a multi-objective derivative-free and deterministic global/local hybrid algorithm for the efficient and effective solution of simulation-based design optimization (SBDO) problems. The objective is to show how the hybridization of two multi-objective derivative-free global and local algorithms achieves better performance than the separate use of the two algorithms in solving specific SBDO problems for hull-form design. The proposed method belongs to the class of memetic algorithms, where the global exploration capability of multi-objective deterministic particle swarm optimization is enriched by exploiting the local search accuracy of a derivative-free multi-objective line-search method. To the authors best knowledge, studies are still limited on memetic, multi-objective, deterministic, derivative-free, and evolutionary algorithms for an effective and efficient solution of SBDO for hull-form design. The proposed formulation manages global and local searches based on the hypervolume metric. The hybridization scheme uses two parameters to control the local search activation and the number of function calls used by the local algorithm. The most promising values of these parameters were identified using forty analytical tests representative of the SBDO problem of interest. The resulting hybrid algorithm was finally applied to two SBDO problems for hull-form design. For both analytical tests and SBDO problems, the hybrid method achieves better performance than its global and local counterparts
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