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

Parallelizing RRT on distributed-memory architectures

This paper addresses the problem of improving the performance of the Rapidly-exploring Random Tree (RRT) algorithm by parallelizing it. For scalability reasons we do so on a distributed-memory architecture, using the message-passing paradigm. We present three parallel versions of RRT along with the technicalities involved in their implementation. We also evaluate the algorithms and study how they behave on different motion planning problems

An ADMM Based Framework for AutoML Pipeline Configuration

We study the AutoML problem of automatically configuring machine learning pipelines by jointly selecting algorithms and their appropriate hyper-parameters for all steps in supervised learning pipelines. This black-box (gradient-free) optimization with mixed integer & continuous variables is a challenging problem. We propose a novel AutoML scheme by leveraging the alternating direction method of multipliers (ADMM). The proposed framework is able to (i) decompose the optimization problem into easier sub-problems that have a reduced number of variables and circumvent the challenge of mixed variable categories, and (ii) incorporate black-box constraints along-side the black-box optimization objective. We empirically evaluate the flexibility (in utilizing existing AutoML techniques), effectiveness (against open source AutoML toolkits),and unique capability (of executing AutoML with practically motivated black-box constraints) of our proposed scheme on a collection of binary classification data sets from UCI ML& OpenML repositories. We observe that on an average our framework provides significant gains in comparison to other AutoML frameworks (Auto-sklearn & TPOT), highlighting the practical advantages of this framework

Stationary probability density of stochastic search processes in global optimization

A method for the construction of approximate analytical expressions for the stationary marginal densities of general stochastic search processes is proposed. By the marginal densities, regions of the search space that with high probability contain the global optima can be readily defined. The density estimation procedure involves a controlled number of linear operations, with a computational cost per iteration that grows linearly with problem size

The Ariadne's Clew Algorithm

We present a new approach to path planning, called the "Ariadne's clew algorithm". It is designed to find paths in high-dimensional continuous spaces and applies to robots with many degrees of freedom in static, as well as dynamic environments - ones where obstacles may move. The Ariadne's clew algorithm comprises two sub-algorithms, called Search and Explore, applied in an interleaved manner. Explore builds a representation of the accessible space while Search looks for the target. Both are posed as optimization problems. We describe a real implementation of the algorithm to plan paths for a six degrees of freedom arm in a dynamic environment where another six degrees of freedom arm is used as a moving obstacle. Experimental results show that a path is found in about one second without any pre-processing

copulaedas: An R Package for Estimation of Distribution Algorithms Based on Copulas

The use of copula-based models in EDAs (estimation of distribution algorithms) is currently an active area of research. In this context, the copulaedas package for R provides a platform where EDAs based on copulas can be implemented and studied. The package offers complete implementations of various EDAs based on copulas and vines, a group of well-known optimization problems, and utility functions to study the performance of the algorithms. Newly developed EDAs can be easily integrated into the package by extending an S4 class with generic functions for their main components. This paper presents copulaedas by providing an overview of EDAs based on copulas, a description of the implementation of the package, and an illustration of its use through examples. The examples include running the EDAs defined in the package, implementing new algorithms, and performing an empirical study to compare the behavior of different algorithms on benchmark functions and a real-world problem

A review on robot motion planning approaches

The ability of a robot to plan its own motion seems pivotal to its autonomy, and that is why the motion planning has become part and parcel of modern intelligent robotics. In this paper, about 100 research are reviewed and briefly described to identify and classify the amount of the existing work for each motion planning approach. Meanwhile, around 200 research were used to determine the percentage of the application of each approach. The paper includes comparative tables and charts showing the application frequency of each approach in the last 30 years. Finally, some open areas and challenging topics are presented based on the reviewed papers