A metaheuristic penalty approach for the starting point in nonlinear programming

Solving nonlinear programming problems usually involve difficulties to obtain a starting point that produces convergence to a local feasible solution, for which the objective function value is sufficiently good. A novel approach is proposed, combining metaheuristic techniques with modern deterministic optimization schemes, with the aim to solve a sequence of penalized related problems to generate convenient starting points. The metaheuristic ideas are used to choose the penalty parameters associated with the constraints, and for each set of penalty parameters a deterministic scheme is used to evaluate a properly chosen metaheuristic merit function. Based on this starting-point approach, we describe two different strategies for solving the nonlinear programming problem. We illustrate the properties of the combined schemes on three nonlinear programming benchmark-test problems, and also on the well-known and hard-to-solve disk-packing problem, that possesses a huge amount of local-nonglobal solutions, obtaining encouraging results both in terms of optimality and feasibility.authorsversionpublishe

Analysis of combinatorial search spaces for a class of NP-hard problems, An

2011 Spring.Includes bibliographical references.Given a finite but very large set of states X and a real-valued objective function ƒ defined on X, combinatorial optimization refers to the problem of finding elements of X that maximize (or minimize) ƒ. Many combinatorial search algorithms employ some perturbation operator to hill-climb in the search space. Such perturbative local search algorithms are state of the art for many classes of NP-hard combinatorial optimization problems such as maximum k-satisfiability, scheduling, and problems of graph theory. In this thesis we analyze combinatorial search spaces by expanding the objective function into a (sparse) series of basis functions. While most analyses of the distribution of function values in the search space must rely on empirical sampling, the basis function expansion allows us to directly study the distribution of function values across regions of states for combinatorial problems without the need for sampling. We concentrate on objective functions that can be expressed as bounded pseudo-Boolean functions which are NP-hard to solve in general. We use the basis expansion to construct a polynomial-time algorithm for exactly computing constant-degree moments of the objective function ƒ over arbitrarily large regions of the search space. On functions with restricted codomains, these moments are related to the true distribution by a system of linear equations. Given low moments supplied by our algorithm, we construct bounds of the true distribution of ƒ over regions of the space using a linear programming approach. A straightforward relaxation allows us to efficiently approximate the distribution and hence quickly estimate the count of states in a given region that have certain values under the objective function. The analysis is also useful for characterizing properties of specific combinatorial problems. For instance, by connecting search space analysis to the theory of inapproximability, we prove that the bound specified by Grover's maximum principle for the Max-Ek-Lin-2 problem is sharp. Moreover, we use the framework to prove certain configurations are forbidden in regions of the Max-3-Sat search space, supplying the first theoretical confirmation of empirical results by others. Finally, we show that theoretical results can be used to drive the design of algorithms in a principled manner by using the search space analysis developed in this thesis in algorithmic applications. First, information obtained from our moment retrieving algorithm can be used to direct a hill-climbing search across plateaus in the Max-k-Sat search space. Second, the analysis can be used to control the mutation rate on a (1+1) evolutionary algorithm on bounded pseudo-Boolean functions so that the offspring of each search point is maximized in expectation. For these applications, knowledge of the search space structure supplied by the analysis translates to significant gains in the performance of search

Enabling Scalability: Graph Hierarchies and Fault Tolerance

In this dissertation, we explore approaches to two techniques for building scalable algorithms. First, we look at different graph problems. We show how to exploit the input graph\u27s inherent hierarchy for scalable graph algorithms. The second technique takes a step back from concrete algorithmic problems. Here, we consider the case of node failures in large distributed systems and present techniques to quickly recover from these. In the first part of the dissertation, we investigate how hierarchies in graphs can be used to scale algorithms to large inputs. We develop algorithms for three graph problems based on two approaches to build hierarchies. The first approach reduces instance sizes for NP-hard problems by applying so-called reduction rules. These rules can be applied in polynomial time. They either find parts of the input that can be solved in polynomial time, or they identify structures that can be contracted (reduced) into smaller structures without loss of information for the specific problem. After solving the reduced instance using an exponential-time algorithm, these previously contracted structures can be uncontracted to obtain an exact solution for the original input. In addition to a simple preprocessing procedure, reduction rules can also be used in branch-and-reduce algorithms where they are successively applied after each branching step to build a hierarchy of problem kernels of increasing computational hardness. We develop reduction-based algorithms for the classical NP-hard problems Maximum Independent Set and Maximum Cut. The second approach is used for route planning in road networks where we build a hierarchy of road segments based on their importance for long distance shortest paths. By only considering important road segments when we are far away from the source and destination, we can substantially speed up shortest path queries. In the second part of this dissertation, we take a step back from concrete graph problems and look at more general problems in high performance computing (HPC). Here, due to the ever increasing size and complexity of HPC clusters, we expect hardware and software failures to become more common in massively parallel computations. We present two techniques for applications to recover from failures and resume computation. Both techniques are based on in-memory storage of redundant information and a data distribution that enables fast recovery. The first technique can be used for general purpose distributed processing frameworks: We identify data that is redundantly available on multiple machines and only introduce additional work for the remaining data that is only available on one machine. The second technique is a checkpointing library engineered for fast recovery using a data distribution method that achieves balanced communication loads. Both our techniques have in common that they work in settings where computation after a failure is continued with less machines than before. This is in contrast to many previous approaches that---in particular for checkpointing---focus on systems that keep spare resources available to replace failed machines. Overall, we present different techniques that enable scalable algorithms. While some of these techniques are specific to graph problems, we also present tools for fault tolerant algorithms and applications in a distributed setting. To show that those can be helpful in many different domains, we evaluate them for graph problems and other applications like phylogenetic tree inference

Achieving highly scalable evolutionary real-valued optimization by exploiting partial evaluations

It is known that to achieve efficient scalability of an Evolutionary Algorithm (EA), dependencies (also known as linkage) must be properly taken into account during variation. In a Gray-Box Optimization (GBO) setting, exploiting prior knowledge regarding these dependencies can greatly benefit optimization. We specifically consider the setting where partial evaluations are possible, meaning that the partial modification of a solution can be efficiently evaluated. Such problems are potentially very difficult, for example, non-separable, multimodal, and multiobjective. The Gene-pool Optimal Mixing Evolutionary Algorithm (GOMEA) can effectively exploit partial evaluations, leading to a substantial improvement in performance and scalability. GOMEA was recently shown to be extendable to real-valued optimization through a combination with the real-valued estimation of distribution algorithm AMaLGaM. In this article, we definitively introduce the Real-Valued GOMEA (RV-GOMEA), and introduce a new variant, constructed by combining GOMEA with what is arguably the best-known real-valued EA, the Covariance Matrix Adaptation Evolution Strategies (CMA-ES). Both variants of GOMEA are compared to L-BFGS and the Limited Memory CMA-ES (LM-CMA-ES). We show that both variants of RV-GOMEA achieve excellent performance and scalability in a GBO setting, which can be orders of magnitude better than that of EAs unable to efficiently exploit the GBO setting

Efficient local search for Pseudo Boolean Optimization

Algorithms and the Foundations of Software technolog