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Combinatorial optimization and metaheuristics
Today, combinatorial optimization is one of the youngest and most active areas of discrete mathematics. It is a branch of optimization in applied mathematics and computer science, related to operational research, algorithm theory and computational complexity theory. It sits at the intersection of several fields, including artificial intelligence, mathematics and software engineering. Its increasing interest arises for the fact that a large number of scientific and industrial problems can be formulated as abstract combinatorial optimization problems, through graphs and/or (integer) linear programs. Some of these problems have polynomial-time (“efficient”) algorithms, while most of them are NP-hard, i.e. it is not proved that they can be solved in polynomial-time. Mainly, it means that it is not possible to guarantee that an exact solution to the problem can be found and one has to settle for an approximate solution with known performance guarantees. Indeed, the goal of approximate methods is to find “quickly” (reasonable run-times), with “high” probability, provable “good” solutions (low error from the real optimal solution). In the last 20 years, a new kind of algorithm commonly called metaheuristics have emerged in this class, which basically try to combine heuristics in high level frameworks aimed at efficiently and effectively exploring the search space. This report briefly outlines the components, concepts, advantages and disadvantages of different metaheuristic approaches from a conceptual point of view, in order to analyze their similarities and differences. The two very significant forces of intensification and diversification, that mainly determine the behavior of a metaheuristic, will be pointed out. The report concludes by exploring the importance of hybridization and integration methods
Worst-Case Linear Discriminant Analysis as Scalable Semidefinite Feasibility Problems
In this paper, we propose an efficient semidefinite programming (SDP)
approach to worst-case linear discriminant analysis (WLDA). Compared with the
traditional LDA, WLDA considers the dimensionality reduction problem from the
worst-case viewpoint, which is in general more robust for classification.
However, the original problem of WLDA is non-convex and difficult to optimize.
In this paper, we reformulate the optimization problem of WLDA into a sequence
of semidefinite feasibility problems. To efficiently solve the semidefinite
feasibility problems, we design a new scalable optimization method with
quasi-Newton methods and eigen-decomposition being the core components. The
proposed method is orders of magnitude faster than standard interior-point
based SDP solvers.
Experiments on a variety of classification problems demonstrate that our
approach achieves better performance than standard LDA. Our method is also much
faster and more scalable than standard interior-point SDP solvers based WLDA.
The computational complexity for an SDP with constraints and matrices of
size by is roughly reduced from to
( in our case).Comment: 14 page
Breaking Instance-Independent Symmetries In Exact Graph Coloring
Code optimization and high level synthesis can be posed as constraint
satisfaction and optimization problems, such as graph coloring used in register
allocation. Graph coloring is also used to model more traditional CSPs relevant
to AI, such as planning, time-tabling and scheduling. Provably optimal
solutions may be desirable for commercial and defense applications.
Additionally, for applications such as register allocation and code
optimization, naturally-occurring instances of graph coloring are often small
and can be solved optimally. A recent wave of improvements in algorithms for
Boolean satisfiability (SAT) and 0-1 Integer Linear Programming (ILP) suggests
generic problem-reduction methods, rather than problem-specific heuristics,
because (1) heuristics may be upset by new constraints, (2) heuristics tend to
ignore structure, and (3) many relevant problems are provably inapproximable.
Problem reductions often lead to highly symmetric SAT instances, and
symmetries are known to slow down SAT solvers. In this work, we compare several
avenues for symmetry breaking, in particular when certain kinds of symmetry are
present in all generated instances. Our focus on reducing CSPs to SAT allows us
to leverage recent dramatic improvement in SAT solvers and automatically
benefit from future progress. We can use a variety of black-box SAT solvers
without modifying their source code because our symmetry-breaking techniques
are static, i.e., we detect symmetries and add symmetry breaking predicates
(SBPs) during pre-processing.
An important result of our work is that among the types of
instance-independent SBPs we studied and their combinations, the simplest and
least complete constructions are the most effective. Our experiments also
clearly indicate that instance-independent symmetries should mostly be
processed together with instance-specific symmetries rather than at the
specification level, contrary to what has been suggested in the literature
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