180 research outputs found

    Exact algorithms for minimum sum-of-squares clustering

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    NP-Hardness of Euclidean sum-of-squares clustering -- Computational complexity -- An incorrect reduction from the K-section problem -- A new proof by reduction from the densest cut problem -- Evaluating a branch-and-bound RLT-based algorithm for minimum sum-of-squares clustering -- Reformulation-Linearization technique for the MSSC -- Branch-and-bound for the MSSC -- An attempt at reproducting computational results -- Breaking symmetry and convex hull inequalities -- A branch-and-cut SDP-based algorithm for minimum sum-of-squares clustering -- Equivalence of MSSC to 0-1 SDP -- A branch-and cut algorithm for the 0-1 SDP formulation -- Computational experiments -- An improved column generation algorithm for minimum sum-of-squares clustering -- Column generation algorithm revisited -- A geometric approach -- Generalization to the Euclidean space -- Computational results

    (Global) Optimization: Historical notes and recent developments

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    Recent developments in (Global) Optimization are surveyed in this paper. We collected and commented quite a large number of recent references which, in our opinion, well represent the vivacity, deepness, and width of scope of current computational approaches and theoretical results about nonconvex optimization problems. Before the presentation of the recent developments, which are subdivided into two parts related to heuristic and exact approaches, respectively, we briefly sketch the origin of the discipline and observe what, from the initial attempts, survived, what was not considered at all as well as a few approaches which have been recently rediscovered, mostly in connection with machine learning

    Global Optimization for Cardinality-constrained Minimum Sum-of-Squares Clustering via Semidefinite Programming

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    The minimum sum-of-squares clustering (MSSC), or k-means type clustering, has been recently extended to exploit prior knowledge on the cardinality of each cluster. Such knowledge is used to increase performance as well as solution quality. In this paper, we propose a global optimization approach based on the branch-and-cut technique to solve the cardinality-constrained MSSC. For the lower bound routine, we use the semidefinite programming (SDP) relaxation recently proposed by Rujeerapaiboon et al. [SIAM J. Optim. 29(2), 1211-1239, (2019)]. However, this relaxation can be used in a branch-and-cut method only for small-size instances. Therefore, we derive a new SDP relaxation that scales better with the instance size and the number of clusters. In both cases, we strengthen the bound by adding polyhedral cuts. Benefiting from a tailored branching strategy which enforces pairwise constraints, we reduce the complexity of the problems arising in the children nodes. For the upper bound, instead, we present a local search procedure that exploits the solution of the SDP relaxation solved at each node. Computational results show that the proposed algorithm globally solves, for the first time, real-world instances of size 10 times larger than those solved by state-of-the-art exact methods

    Mixed-integer programming techniques for the minimum sum-of-squares clustering problem

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    The minimum sum-of-squares clustering problem is a very important problem in data mining and machine learning with very many applications in, e.g., medicine or social sciences. However, it is known to be NP-hard in all relevant cases and to be notoriously hard to be solved to global optimality in practice. In this paper, we develop and test different tailored mixed-integer programming techniques to improve the performance of state-of-the-art MINLP solvers when applied to the problem—among them are cutting planes, propagation techniques, branching rules, or primal heuristics. Our extensive numerical study shows that our techniques significantly improve the performance of the open-source MINLP solver SCIP. Consequently, using our novel techniques, we can solve many instances that are not solvable with SCIP without our techniques and we obtain much smaller gaps for those instances that can still not be solved to global optimality

    Advances in Polynomial Optimization

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    Polynomial optimization has a wide range of practical applications in fields such as optimal control, energy and water networks, facility location, management science, and finance. It also generalizes relevant optimization problems thoroughly studied in the literature, such as mixed-binary linear optimization, quadratic optimization, and complementarity problems. As finding globally optimal solutions is an extremely challenging task, the development of efficient techniques for solving polynomial optimization problems is of particular relevance. In this thesis we provide a detailed study of different techniques to solve this kind of problems and we introduce some nobel approaches in this field, including the use of statistical learning techniques. Furthermore, we also present a practical application of polynomial optimization to finance and more specifically, portfolio design

    Column generation algorithms for exact modularity maximization in networks

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    International audienceFinding modules, or clusters, in networks currently attracts much attention in several domains. The most studied criterion for doing so, due to Newman and Girvan [Phys. Rev. E 69, 026113 (2004)], is modularity maximization. Many heuristics have been proposed for maximizing modularity and yield rapidly near optimal solution or sometimes optimal ones but without a guarantee of optimality. There are few exact algorithms, prominent among which is a paper by Xu et al. [Eur. Phys. J. B 60, 231 (2007)]. Modularity maximization can also be expressed as a clique partitioning problem and the row generation algorithm of Grötschel and Wakabayashi [Math. Program. 45, 59 (1989)] applied. We propose to extend both of these algorithms using the powerful column generation methods for linear and non linear integer programming. Performance of the four resulting algorithms is compared on problems from the literature. Instances with up to 512 entities are solved exactly. Moreover, the computing time of previously solved problems are reduced substantially

    An exact CP approach for the cardinality-constrained euclidean minimum sum-of-squares clustering problem

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    Clustering consists in finding hidden groups from unlabeled data which are as homogeneous and well-separated as possible. Some contexts impose constraints on the clustering solutions such as restrictions on the size of each cluster, known as cardinality-constrained clustering. In this work we present an exact approach to solve the Cardinality-Constrained Euclidean Minimum Sum-of-Squares Clustering Problem. We take advantage of the structure of the problem to improve several aspects of previous constraint programming approaches: lower bounds, domain filtering, and branching. Computational experiments on benchmark instances taken from the literature confirm that our approach improves our solving capability over previously-proposed exact methods for this problem

    Using a conic bundle method to accelerate both phases of a quadratic convex reformulation

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    We present algorithm MIQCR-CB that is an advancement of method MIQCR~(Billionnet, Elloumi and Lambert, 2012). MIQCR is a method for solving mixed-integer quadratic programs and works in two phases: the first phase determines an equivalent quadratic formulation with a convex objective function by solving a semidefinite problem (SDP)(SDP), and, in the second phase, the equivalent formulation is solved by a standard solver. As the reformulation relies on the solution of a large-scale semidefinite program, it is not tractable by existing semidefinite solvers, already for medium sized problems. To surmount this difficulty, we present in MIQCR-CB a subgradient algorithm within a Lagrangian duality framework for solving (SDP)(SDP) that substantially speeds up the first phase. Moreover, this algorithm leads to a reformulated problem of smaller size than the one obtained by the original MIQCR method which results in a shorter time for solving the second phase. We present extensive computational results to show the efficiency of our algorithm

    Proceedings of the 8th Cologne-Twente Workshop on Graphs and Combinatorial Optimization

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    International audienceThe Cologne-Twente Workshop (CTW) on Graphs and Combinatorial Optimization started off as a series of workshops organized bi-annually by either Köln University or Twente University. As its importance grew over time, it re-centered its geographical focus by including northern Italy (CTW04 in Menaggio, on the lake Como and CTW08 in Gargnano, on the Garda lake). This year, CTW (in its eighth edition) will be staged in France for the first time: more precisely in the heart of Paris, at the Conservatoire National d’Arts et Métiers (CNAM), between 2nd and 4th June 2009, by a mixed organizing committee with members from LIX, Ecole Polytechnique and CEDRIC, CNAM
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