56,112 research outputs found
Solving the G-problems in less than 500 iterations: Improved efficient constrained optimization by surrogate modeling and adaptive parameter control
Constrained optimization of high-dimensional numerical problems plays an
important role in many scientific and industrial applications. Function
evaluations in many industrial applications are severely limited and no
analytical information about objective function and constraint functions is
available. For such expensive black-box optimization tasks, the constraint
optimization algorithm COBRA was proposed, making use of RBF surrogate modeling
for both the objective and the constraint functions. COBRA has shown remarkable
success in solving reliably complex benchmark problems in less than 500
function evaluations. Unfortunately, COBRA requires careful adjustment of
parameters in order to do so.
In this work we present a new self-adjusting algorithm SACOBRA, which is
based on COBRA and capable to achieve high-quality results with very few
function evaluations and no parameter tuning. It is shown with the help of
performance profiles on a set of benchmark problems (G-problems, MOPTA08) that
SACOBRA consistently outperforms any COBRA algorithm with fixed parameter
setting. We analyze the importance of the several new elements in SACOBRA and
find that each element of SACOBRA plays a role to boost up the overall
optimization performance. We discuss the reasons behind and get in this way a
better understanding of high-quality RBF surrogate modeling
Shaping Social Activity by Incentivizing Users
Events in an online social network can be categorized roughly into endogenous
events, where users just respond to the actions of their neighbors within the
network, or exogenous events, where users take actions due to drives external
to the network. How much external drive should be provided to each user, such
that the network activity can be steered towards a target state? In this paper,
we model social events using multivariate Hawkes processes, which can capture
both endogenous and exogenous event intensities, and derive a time dependent
linear relation between the intensity of exogenous events and the overall
network activity. Exploiting this connection, we develop a convex optimization
framework for determining the required level of external drive in order for the
network to reach a desired activity level. We experimented with event data
gathered from Twitter, and show that our method can steer the activity of the
network more accurately than alternatives
SQG-Differential Evolution for difficult optimization problems under a tight function evaluation budget
In the context of industrial engineering, it is important to integrate
efficient computational optimization methods in the product development
process. Some of the most challenging simulation-based engineering design
optimization problems are characterized by: a large number of design variables,
the absence of analytical gradients, highly non-linear objectives and a limited
function evaluation budget. Although a huge variety of different optimization
algorithms is available, the development and selection of efficient algorithms
for problems with these industrial relevant characteristics, remains a
challenge. In this communication, a hybrid variant of Differential Evolution
(DE) is introduced which combines aspects of Stochastic Quasi-Gradient (SQG)
methods within the framework of DE, in order to improve optimization efficiency
on problems with the previously mentioned characteristics. The performance of
the resulting derivative-free algorithm is compared with other state-of-the-art
DE variants on 25 commonly used benchmark functions, under tight function
evaluation budget constraints of 1000 evaluations. The experimental results
indicate that the new algorithm performs excellent on the 'difficult' (high
dimensional, multi-modal, inseparable) test functions. The operations used in
the proposed mutation scheme, are computationally inexpensive, and can be
easily implemented in existing differential evolution variants or other
population-based optimization algorithms by a few lines of program code as an
non-invasive optional setting. Besides the applicability of the presented
algorithm by itself, the described concepts can serve as a useful and
interesting addition to the algorithmic operators in the frameworks of
heuristics and evolutionary optimization and computing
Selecting the best stochastic systems for large scale engineering problems
Selecting a subset of the best solutions among large-scale problems is an important area of research. When the alternative solutions are stochastic in nature, then it puts more burden on the problem. The objective of this paper is to select a set that is likely to contain the actual best solutions with high probability. If the selected set contains all the best solutions, then the selection is denoted as correct selection. We are interested in maximizing the probability of this selection; P(CS). In many cases, the available computation budget for simulating the solution set in order to maximize P(CS) is limited. Therefore, instead of distributing these computational efforts equally likely among the alternatives, the optimal computing budget allocation (OCBA) procedure came to put more effort on the solutions that have more impact on the selected set. In this paper, we derive formulas of how to distribute the available budget asymptotically to find the approximation of P(CS). We then present a procedure that uses OCBA with the ordinal optimization (OO) in order to select the set of best solutions. The properties and performance of the proposed procedure are illustrated through a numerical example. Overall results indicate that the procedure is able to select a subset of the best systems with high probability of correct selection using small number of simulation samples under different parameter settings
Classical Optimizers for Noisy Intermediate-Scale Quantum Devices
We present a collection of optimizers tuned for usage on Noisy Intermediate-Scale Quantum (NISQ) devices. Optimizers have a range of applications in quantum computing, including the Variational Quantum Eigensolver (VQE) and Quantum Approximate Optimization (QAOA) algorithms. They are also used for calibration tasks, hyperparameter tuning, in machine learning, etc. We analyze the efficiency and effectiveness of different optimizers in a VQE case study. VQE is a hybrid algorithm, with a classical minimizer step driving the next evaluation on the quantum processor. While most results to date concentrated on tuning the quantum VQE circuit, we show that, in the presence of quantum noise, the classical minimizer step needs to be carefully chosen to obtain correct results. We explore state-of-the-art gradient-free optimizers capable of handling noisy, black-box, cost functions and stress-test them using a quantum circuit simulation environment with noise injection capabilities on individual gates. Our results indicate that specifically tuned optimizers are crucial to obtaining valid science results on NISQ hardware, and will likely remain necessary even for future fault tolerant circuits
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