52,197 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)
The edge-disjoint path problem on random graphs by message-passing
We present a message-passing algorithm to solve the edge disjoint path
problem (EDP) on graphs incorporating under a unique framework both traffic
optimization and path length minimization. The min-sum equations for this
problem present an exponential computational cost in the number of paths. To
overcome this obstacle we propose an efficient implementation by mapping the
equations onto a weighted combinatorial matching problem over an auxiliary
graph. We perform extensive numerical simulations on random graphs of various
types to test the performance both in terms of path length minimization and
maximization of the number of accommodated paths. In addition, we test the
performance on benchmark instances on various graphs by comparison with
state-of-the-art algorithms and results found in the literature. Our
message-passing algorithm always outperforms the others in terms of the number
of accommodated paths when considering non trivial instances (otherwise it
gives the same trivial results). Remarkably, the largest improvement in
performance with respect to the other methods employed is found in the case of
benchmarks with meshes, where the validity hypothesis behind message-passing is
expected to worsen. In these cases, even though the exact message-passing
equations do not converge, by introducing a reinforcement parameter to force
convergence towards a sub optimal solution, we were able to always outperform
the other algorithms with a peak of 27% performance improvement in terms of
accommodated paths. On random graphs, we numerically observe two separated
regimes: one in which all paths can be accommodated and one in which this is
not possible. We also investigate the behaviour of both the number of paths to
be accommodated and their minimum total length.Comment: 14 pages, 8 figure
Structured Sparsity: Discrete and Convex approaches
Compressive sensing (CS) exploits sparsity to recover sparse or compressible
signals from dimensionality reducing, non-adaptive sensing mechanisms. Sparsity
is also used to enhance interpretability in machine learning and statistics
applications: While the ambient dimension is vast in modern data analysis
problems, the relevant information therein typically resides in a much lower
dimensional space. However, many solutions proposed nowadays do not leverage
the true underlying structure. Recent results in CS extend the simple sparsity
idea to more sophisticated {\em structured} sparsity models, which describe the
interdependency between the nonzero components of a signal, allowing to
increase the interpretability of the results and lead to better recovery
performance. In order to better understand the impact of structured sparsity,
in this chapter we analyze the connections between the discrete models and
their convex relaxations, highlighting their relative advantages. We start with
the general group sparse model and then elaborate on two important special
cases: the dispersive and the hierarchical models. For each, we present the
models in their discrete nature, discuss how to solve the ensuing discrete
problems and then describe convex relaxations. We also consider more general
structures as defined by set functions and present their convex proxies.
Further, we discuss efficient optimization solutions for structured sparsity
problems and illustrate structured sparsity in action via three applications.Comment: 30 pages, 18 figure
Geometric Reasoning with polymake
The mathematical software system polymake provides a wide range of functions
for convex polytopes, simplicial complexes, and other objects. A large part of
this paper is dedicated to a tutorial which exemplifies the usage. Later
sections include a survey of research results obtained with the help of
polymake so far and a short description of the technical background
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