Exact And Representative Algorithms For Multi Objective Optimization

In most real-life problems, the decision alternatives are evaluated with multiple conflicting criteria. The entire set of non-dominated solutions for practical problems is impossible to obtain with reasonable computational effort. Decision maker generally needs only a representative set of solutions from the actual Pareto front. First algorithm we present is for efficiently generating a well dispersed non-dominated solution set representative of the Pareto front which can be used for general multi objective optimization problem. The algorithm first partitions the criteria space into grids to generate reference points and then searches for non-dominated solutions in each grid. This grid-based search utilizes achievement scalarization function and guarantees Pareto optimality. The results of our experimental results demonstrate that the proposed method is very competitive with other algorithms in literature when representativeness quality is considered; and advantageous from the computational efficiency point of view. Although generating the whole Pareto front does not seem very practical for many real life cases, sometimes it is required for verification purposes or where DM wants to run his decision making structures on the full set of Pareto solutions. For this purpose we present another novel algorithm. This algorithm attempts to adapt the standard branch and bound approach to the multi objective context by proposing to branch on solution points on objective space. This algorithm is proposed for multi objective integer optimization type of problems. Various properties of branch and bound concept has been investigated and explained within the multi objective optimization context such as fathoming, node selection, heuristics, as well as some multi objective optimization specific concepts like filtering, non-domination probability, running in parallel. Potential of this approach for being used both as a full Pareto generation or an approximation approach has been shown with experimental studies

VIVA: An Online Algorithm for Piecewise Curve Estimation Using ℓ\u3csup\u3e0\u3c/sup\u3e Norm Regularization

Many processes deal with piecewise input functions, which occur naturally as a result of digital commands, user interfaces requiring a confirmation action, or discrete-time sampling. Examples include the assembly of protein polymers and hourly adjustments to the infusion rate of IV fluids during treatment of burn victims. Estimation of the input is straightforward regression when the observer has access to the timing information. More work is needed if the input can change at unknown times. Successful recovery of the change timing is largely dependent on the choice of cost function minimized during parameter estimation. Optimal estimation of a piecewise input will often proceed by minimization of a cost function which includes an estimation error term (most commonly mean square error) and the number (cardinality) of input changes (number of commands). Because the cardinality (ℓ0 norm) is not convex, the ℓ2 norm (quadratic smoothing) and ℓ1 norm (total variation minimization) are often substituted because they permit the use of convex optimization algorithms. However, these penalize the magnitude of input changes and therefore bias the piecewise estimates. Another disadvantage is that global optimization methods must be run after the end of data collection. One approach to unbiasing the piecewise parameter fits would include application of total variation minimization to recover timing, followed by piecewise parameter fitting. Another method is presented herein: a dynamic programming approach which iteratively develops populations of candidate estimates of increasing length, pruning those proven to be dominated. Because the usage of input data is entirely causal, the algorithm recovers timing and parameter values online. A functional definition of the algorithm, which is an extension of Viterbi decoding and integrates the pruning concept from branch-and-bound, is presented. Modifications are introduced to improve handling of non-uniform sampling, non-uniform confidence, and burst errors. Performance tests using synthesized data sets as well as volume data from a research system recording fluid infusions show five-fold (piecewise-constant data) and 20-fold (piecewise-linear data) reduction in error compared to total variation minimization, along with improved sparsity and reduced sensitivity to the regularization parameter. Algorithmic complexity and delay are also considered

Multi-objective optimization in graphical models

Many real-life optimization problems are combinatorial, i.e. they concern a choice of the best solution from a finite but exponentially large set of alternatives. Besides, the solution quality of many of these problems can often be evaluated from several points of view (a.k.a. criteria). In that case, each criterion may be described by a different objective function. Some important and well-known multicriteria scenarios are: · In investment optimization one wants to minimize risk and maximize benefits. · In travel scheduling one wants to minimize time and cost. · In circuit design one wants to minimize circuit area, energy consumption and maximize speed. · In knapsack problems one wants to minimize load weight and/or volume and maximize its economical value. The previous examples illustrate that, in many cases, these multiple criteria are incommensurate (i.e., it is difficult or impossible to combine them into a single criterion) and conflicting (i.e., solutions that are good with respect one criterion are likely to be bad with respect to another). Taking into account simultaneously the different criteria is not trivial and several notions of optimality have been proposed. Independently of the chosen notion of optimality, computing optimal solutions represents an important current research challenge. Graphical models are a knowledge representation tool widely used in the Artificial Intelligence field. They seem to be specially suitable for combinatorial problems. Roughly, graphical models are graphs in which nodes represent variables and the (lack of) arcs represent conditional independence assumptions. In addition to the graph structure, it is necessary to specify its micro-structure which tells how particular combinations of instantiations of interdependent variables interact. The graphical model framework provides a unifying way to model a broad spectrum of systems and a collection of general algorithms to efficiently solve them. In this Thesis we integrate multi-objective optimization problems into the graphical model paradigm and study how algorithmic techniques developed in the graphical model context can be extended to multi-objective optimization problems. As we show, multiobjective optimization problems can be formalized as a particular case of graphical models using the semiring-based framework. It is, to the best of our knowledge, the first time that graphical models in general, and semiring-based problems in particular are used to model an optimization problem in which the objective function is partially ordered. Moreover, we show that most of the solving techniques for mono-objective optimization problems can be naturally extended to the multi-objective context. The result of our work is the mathematical formalization of multi-objective optimization problems and the development of a set of multiobjective solving algorithms that have been proved to be efficient in a number of benchmarks.Muchos problemas reales de optimización son combinatorios, es decir, requieren de la elección de la mejor solución (o solución óptima) dentro de un conjunto finito pero exponencialmente grande de alternativas. Además, la mejor solución de muchos de estos problemas es, a menudo, evaluada desde varios puntos de vista (también llamados criterios). Es este caso, cada criterio puede ser descrito por una función objetivo. Algunos escenarios multi-objetivo importantes y bien conocidos son los siguientes: · En optimización de inversiones se pretende minimizar los riesgos y maximizar los beneficios. · En la programación de viajes se quiere reducir el tiempo de viaje y los costes. · En el diseño de circuitos se quiere reducir al mínimo la zona ocupada del circuito, el consumo de energía y maximizar la velocidad. · En los problemas de la mochila se quiere minimizar el peso de la carga y/o el volumen y maximizar su valor económico. Los ejemplos anteriores muestran que, en muchos casos, estos criterios son inconmensurables (es decir, es difícil o imposible combinar todos ellos en un único criterio) y están en conflicto (es decir, soluciones que son buenas con respecto a un criterio es probable que sean malas con respecto a otra). Tener en cuenta de forma simultánea todos estos criterios no es trivial y para ello se han propuesto diferentes nociones de optimalidad. Independientemente del concepto de optimalidad elegido, el cómputo de soluciones óptimas representa un importante desafío para la investigación actual. Los modelos gráficos son una herramienta para la represetanción del conocimiento ampliamente utilizados en el campo de la Inteligencia Artificial que parecen especialmente indicados en problemas combinatorios. A grandes rasgos, los modelos gráficos son grafos en los que los nodos representan variables y la (falta de) arcos representa la interdepencia entre variables. Además de la estructura gráfica, es necesario especificar su (micro-estructura) que indica cómo interactúan instanciaciones concretas de variables interdependientes. Los modelos gráficos proporcionan un marco capaz de unificar el modelado de un espectro amplio de sistemas y un conjunto de algoritmos generales capaces de resolverlos eficientemente. En esta tesis integramos problemas de optimización multi-objetivo en el contexto de los modelos gráficos y estudiamos cómo diversas técnicas algorítmicas desarrolladas dentro del marco de los modelos gráficos se pueden extender a problemas de optimización multi-objetivo. Como mostramos, este tipo de problemas se pueden formalizar como un caso particular de modelo gráfico usando el paradigma basado en semi-anillos (SCSP). Desde nuestro conocimiento, ésta es la primera vez que los modelos gráficos en general, y el paradigma basado en semi-anillos en particular, se usan para modelar un problema de optimización cuya función objetivo está parcialmente ordenada. Además, mostramos que la mayoría de técnicas para resolver problemas monoobjetivo se pueden extender de forma natural al contexto multi-objetivo. El resultado de nuestro trabajo es la formalización matemática de problemas de optimización multi-objetivo y el desarrollo de un conjunto de algoritmos capaces de resolver este tipo de problemas. Además, demostramos que estos algoritmos son eficientes en un conjunto determinado de benchmarks

Computing leximin-optimal solutions in constraint networks

AbstractIn many real-world multiobjective optimization problems one needs to find solutions or alternatives that provide a fair compromise between different conflicting objective functions—which could be criteria in a multicriteria context, or agent utilities in a multiagent context—while being efficient (i.e. informally, ensuring the greatest possible overall agents' satisfaction). This is typically the case in problems implying human agents, where fairness and efficiency requirements must be met. Preference handling, resource allocation problems are another examples of the need for balanced compromises between several conflicting objectives. A way to characterize good solutions in such problems is to use the leximin preorder to compare the vectors of objective values, and to select the solutions which maximize this preorder. In this article, we describe five algorithms for finding leximin-optimal solutions using constraint programming. Three of these algorithms are original. Other ones are adapted, in constraint programming settings, from existing works. The algorithms are compared experimentally on three benchmark problems

Certifying Correctness for Combinatorial Algorithms : by Using Pseudo-Boolean Reasoning

Over the last decades, dramatic improvements in combinatorialoptimisation algorithms have significantly impacted artificialintelligence, operations research, and other areas. These advances,however, are achieved through highly sophisticated algorithms that aredifficult to verify and prone to implementation errors that can causeincorrect results. A promising approach to detect wrong results is touse certifying algorithms that produce not only the desired output butalso a certificate or proof of correctness of the output. An externaltool can then verify the proof to determine that the given answer isvalid. In the Boolean satisfiability (SAT) community, this concept iswell established in the form of proof logging, which has become thestandard solution for generating trustworthy outputs. The problem isthat there are still some SAT solving techniques for which prooflogging is challenging and not yet used in practice. Additionally,there are many formalisms more expressive than SAT, such as constraintprogramming, various graph problems and maximum satisfiability(MaxSAT), for which efficient proof logging is out of reach forstate-of-the-art techniques.This work develops a new proof system building on the cutting planesproof system and operating on pseudo-Boolean constraints (0-1 linearinequalities). We explain how such machine-verifiable proofs can becreated for various problems, including parity reasoning, symmetry anddominance breaking, constraint programming, subgraph isomorphism andmaximum common subgraph problems, and pseudo-Boolean problems. Weimplement and evaluate the resulting algorithms and a verifier for theproof format, demonstrating that the approach is practical for a widerange of problems. We are optimistic that the proposed proof system issuitable for designing certifying variants of algorithms inpseudo-Boolean optimisation, MaxSAT and beyond

Quality Representation in Multiobjective Programming

In recent years, emphasis has been placed on generating quality representations of the nondominated set of multiobjective programming problems. This manuscript presents two methods for generating discrete representations with equidistant points for multiobjective programs with solution sets determined by convex cones. The Bilevel Controlled Spacing (BCS) method has a bilevel structure with the lower-level generating the nondominated points and the upper-level controlling the spacing. The Constraint Controlled Spacing (CCS) method is based on the epsilon-constraint method with an additional constraint to control the spacing of generated points. Both methods (under certain assumptions) are proven to produce (weakly) nondominated points. Along the way, several interesting results about obtuse, simplicial cones are also proved. Both the BCS and CCS methods are tested and show promise on a variety of problems: linear, convex, nonconvex (CCS only), two-dimensional, and three-dimensional. Sample Matlab code for two of these examples can be found in the appendices as well as tables containing the generated solution points. The manuscript closes with conclusions and ideas for further research in this field

Theoretical Computer Science and Discrete Mathematics

This book includes 15 articles published in the Special Issue "Theoretical Computer Science and Discrete Mathematics" of Symmetry (ISSN 2073-8994). This Special Issue is devoted to original and significant contributions to theoretical computer science and discrete mathematics. The aim was to bring together research papers linking different areas of discrete mathematics and theoretical computer science, as well as applications of discrete mathematics to other areas of science and technology. The Special Issue covers topics in discrete mathematics including (but not limited to) graph theory, cryptography, numerical semigroups, discrete optimization, algorithms, and complexity

Mixed-integer Nonlinear Optimization: a hatchery for modern mathematics

The second MFO Oberwolfach Workshop on Mixed-Integer Nonlinear Programming (MINLP) took place between 2nd and 8th June 2019. MINLP refers to one of the hardest Mathematical Programming (MP) problem classes, involving both nonlinear functions as well as continuous and integer decision variables. MP is a formal language for describing optimization problems, and is traditionally part of Operations Research (OR), which is itself at the intersection of mathematics, computer science, engineering and econometrics. The scientific program has covered the three announced areas (hierarchies of approximation, mixed-integer nonlinear optimal control, and dealing with uncertainties) with a variety of tutorials, talks, short research announcements, and a special "open problems'' session

Operations research: from computational biology to sensor network

In this dissertation we discuss the deployment of combinatorial optimization methods for modeling and solve real life problemS, with a particular emphasis to two biological problems arising from a common scenario: the reconstruction of the three-dimensional shape of a biological molecule from Nuclear Magnetic Resonance (NMR) data. The fi rst topic is the 3D assignment pathway problem (APP) for a RNA molecule. We prove that APP is NP-hard, and show a formulation of it based on edge-colored graphs. Taking into account that interactions between consecutive nuclei in the NMR spectrum are diff erent according to the type of residue along the RNA chain, each color in the graph represents a type of interaction. Thus, we can represent the sequence of interactions as the problem of fi nding a longest (hamiltonian) path whose edges follow a given order of colors (i.e., the orderly colored longest path). We introduce three alternative IP formulations of APP obtained with a max flow problem on a directed graph with packing constraints over the partitions, which have been compared among themselves. Since the last two models work on cyclic graphs, for them we proposed an algorithm based on the solution of their relaxation combined with the separation of cycle inequalities in a Branch & Cut scheme. The second topic is the discretizable distance geometry problem (DDGP), which is a formulation on discrete search space of the well-known distance geometry problem (DGP). The DGP consists in seeking the embedding in the space of a undirected graph, given a set of Euclidean distances between certain pairs of vertices. DGP has two important applications: (i) fi nding the three dimensional conformation of a molecule from a subset of interatomic distances, called Molecular Distance Geometry Problem, and (ii) the Sensor Network Localization Problem. We describe a Branch & Prune (BP) algorithm tailored for this problem, and two versions of it solving the DDGP both in protein modeling and in sensor networks localization frameworks. BP is an exact and exhaustive combinatorial algorithm that examines all the valid embeddings of a given weighted graph G=(V,E,d), under the hypothesis of existence of a given order on V. By comparing the two version of BP to well-known algorithms we are able to prove the e fficiency of BP in both contexts, provided that the order imposed on V is maintained