3,698 research outputs found
A nonmonotone GRASP
A greedy randomized adaptive search procedure (GRASP) is an itera-
tive multistart metaheuristic for difficult combinatorial optimization problems. Each
GRASP iteration consists of two phases: a construction phase, in which a feasible
solution is produced, and a local search phase, in which a local optimum in the
neighborhood of the constructed solution is sought. Repeated applications of the con-
struction procedure yields different starting solutions for the local search and the
best overall solution is kept as the result. The GRASP local search applies iterative
improvement until a locally optimal solution is found. During this phase, starting from
the current solution an improving neighbor solution is accepted and considered as the
new current solution. In this paper, we propose a variant of the GRASP framework that
uses a new “nonmonotone” strategy to explore the neighborhood of the current solu-
tion. We formally state the convergence of the nonmonotone local search to a locally
optimal solution and illustrate the effectiveness of the resulting Nonmonotone GRASP
on three classical hard combinatorial optimization problems: the maximum cut prob-
lem (MAX-CUT), the weighted maximum satisfiability problem (MAX-SAT), and
the quadratic assignment problem (QAP)
Binary Particle Swarm Optimization based Biclustering of Web usage Data
Web mining is the nontrivial process to discover valid, novel, potentially
useful knowledge from web data using the data mining techniques or methods. It
may give information that is useful for improving the services offered by web
portals and information access and retrieval tools. With the rapid development
of biclustering, more researchers have applied the biclustering technique to
different fields in recent years. When biclustering approach is applied to the
web usage data it automatically captures the hidden browsing patterns from it
in the form of biclusters. In this work, swarm intelligent technique is
combined with biclustering approach to propose an algorithm called Binary
Particle Swarm Optimization (BPSO) based Biclustering for Web Usage Data. The
main objective of this algorithm is to retrieve the global optimal bicluster
from the web usage data. These biclusters contain relationships between web
users and web pages which are useful for the E-Commerce applications like web
advertising and marketing. Experiments are conducted on real dataset to prove
the efficiency of the proposed algorithms
Let's Make Block Coordinate Descent Go Fast: Faster Greedy Rules, Message-Passing, Active-Set Complexity, and Superlinear Convergence
Block coordinate descent (BCD) methods are widely-used for large-scale
numerical optimization because of their cheap iteration costs, low memory
requirements, amenability to parallelization, and ability to exploit problem
structure. Three main algorithmic choices influence the performance of BCD
methods: the block partitioning strategy, the block selection rule, and the
block update rule. In this paper we explore all three of these building blocks
and propose variations for each that can lead to significantly faster BCD
methods. We (i) propose new greedy block-selection strategies that guarantee
more progress per iteration than the Gauss-Southwell rule; (ii) explore
practical issues like how to implement the new rules when using "variable"
blocks; (iii) explore the use of message-passing to compute matrix or Newton
updates efficiently on huge blocks for problems with a sparse dependency
between variables; and (iv) consider optimal active manifold identification,
which leads to bounds on the "active set complexity" of BCD methods and leads
to superlinear convergence for certain problems with sparse solutions (and in
some cases finite termination at an optimal solution). We support all of our
findings with numerical results for the classic machine learning problems of
least squares, logistic regression, multi-class logistic regression, label
propagation, and L1-regularization
The development and application of metaheuristics for problems in graph theory: A computational study
This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.It is known that graph theoretic models have extensive application
to real-life discrete optimization problems. Many of these models
are NP-hard and, as a result, exact methods may be impractical for
large scale problem instances. Consequently, there is a great interest
in developing e±cient approximate methods that yield near-optimal
solutions in acceptable computational times. A class of such methods,
known as metaheuristics, have been proposed with success.
This thesis considers some recently proposed NP-hard combinatorial
optimization problems formulated on graphs. In particular, the min-
imum labelling spanning tree problem, the minimum labelling Steiner
tree problem, and the minimum quartet tree cost problem, are inves-
tigated. Several metaheuristics are proposed for each problem, from
classical approximation algorithms to novel approaches. A compre-
hensive computational investigation in which the proposed methods
are compared with other algorithms recommended in the literature is
reported. The results show that the proposed metaheuristics outper-
form the algorithms recommended in the literature, obtaining optimal
or near-optimal solutions in short computational running times. In
addition, a thorough analysis of the implementation of these methods
provide insights for the implementation of metaheuristic strategies for
other graph theoretic problems
Greedy vector quantization
We investigate the greedy version of the -optimal vector quantization
problem for an -valued random vector . We show the
existence of a sequence such that minimizes
(-mean quantization error at level induced by
). We show that this sequence produces -rate
optimal -tuples ( the -mean
quantization error at level induced by goes to at rate
). Greedy optimal sequences also satisfy, under natural
additional assumptions, the distortion mismatch property: the -tuples
remain rate optimal with respect to the -norms, .
Finally, we propose optimization methods to compute greedy sequences, adapted
from usual Lloyd's I and Competitive Learning Vector Quantization procedures,
either in their deterministic (implementable when ) or stochastic
versions.Comment: 31 pages, 4 figures, few typos corrected (now an extended version of
an eponym paper to appear in Journal of Approximation
Optimal treatment allocations in space and time for on-line control of an emerging infectious disease
A key component in controlling the spread of an epidemic is deciding where, whenand to whom to apply an intervention.We develop a framework for using data to informthese decisionsin realtime.We formalize a treatment allocation strategy as a sequence of functions, oneper treatment period, that map up-to-date information on the spread of an infectious diseaseto a subset of locations where treatment should be allocated. An optimal allocation strategyoptimizes some cumulative outcome, e.g. the number of uninfected locations, the geographicfootprint of the disease or the cost of the epidemic. Estimation of an optimal allocation strategyfor an emerging infectious disease is challenging because spatial proximity induces interferencebetween locations, the number of possible allocations is exponential in the number oflocations, and because disease dynamics and intervention effectiveness are unknown at outbreak.We derive a Bayesian on-line estimator of the optimal allocation strategy that combinessimulation–optimization with Thompson sampling.The estimator proposed performs favourablyin simulation experiments. This work is motivated by and illustrated using data on the spread ofwhite nose syndrome, which is a highly fatal infectious disease devastating bat populations inNorth America
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