Markov Chain Analysis of Evolution Strategies on a Linear Constraint Optimization Problem

This paper analyses a $(1,\lambda)$-Evolution Strategy, a randomised comparison-based adaptive search algorithm, on a simple constraint optimisation problem. The algorithm uses resampling to handle the constraint and optimizes a linear function with a linear constraint. Two cases are investigated: first the case where the step-size is constant, and second the case where the step-size is adapted using path length control. We exhibit for each case a Markov chain whose stability analysis would allow us to deduce the divergence of the algorithm depending on its internal parameters. We show divergence at a constant rate when the step-size is constant. We sketch that with step-size adaptation geometric divergence takes place. Our results complement previous studies where stability was assumed.Comment: Amir Hussain; Zhigang Zeng; Nian Zhang. IEEE Congress on Evolutionary Computation, Jul 2014, Beijing, Chin

Markov Chain Analysis of Cumulative Step-size Adaptation on a Linear Constrained Problem

This paper analyzes a (1, $\lambda$)-Evolution Strategy, a randomized comparison-based adaptive search algorithm, optimizing a linear function with a linear constraint. The algorithm uses resampling to handle the constraint. Two cases are investigated: first the case where the step-size is constant, and second the case where the step-size is adapted using cumulative step-size adaptation. We exhibit for each case a Markov chain describing the behaviour of the algorithm. Stability of the chain implies, by applying a law of large numbers, either convergence or divergence of the algorithm. Divergence is the desired behaviour. In the constant step-size case, we show stability of the Markov chain and prove the divergence of the algorithm. In the cumulative step-size adaptation case, we prove stability of the Markov chain in the simplified case where the cumulation parameter equals 1, and discuss steps to obtain similar results for the full (default) algorithm where the cumulation parameter is smaller than 1. The stability of the Markov chain allows us to deduce geometric divergence or convergence , depending on the dimension, constraint angle, population size and damping parameter, at a rate that we estimate. Our results complement previous studies where stability was assumed.Comment: Evolutionary Computation, Massachusetts Institute of Technology Press (MIT Press): STM Titles, 201

Optimal resource allocation in femtocell networks based on Markov modeling of interferers' activity

Femtocell networks offer a series of advantages with respect to conventional cellular networks. However, a potential massive deployment of femto-access points (FAPs) poses a big challenge in terms of interference management, which requires proper radio resource allocation techniques. In this article, we propose alternative optimal power/bit allocation strategies over a time-frequency frame based on a statistical modeling of the interference activity. Given the lack of knowledge of the interference activity, we assume a Bayesian approach that provides the optimal allocation, conditioned to periodic spectrum sensing, and estimation of the interference activity statistical parameters. We consider first a single FAP accessing the radio channel in the presence of a dynamical interference environment. Then, we extend the formulation to a multi-FAP scenario, where nearby FAP's react to the strategies of the other FAP's, still within a dynamical interference scenario. The multi-user case is first approached using a strategic non-cooperative game formulation. Then, we propose a coordination game based on the introduction of a pricing mechanism that exploits the backhaul link to enable the exchange of parameters (prices) among FAP's

Efficient Gaussian Sampling for Solving Large-Scale Inverse Problems using MCMC Methods

The resolution of many large-scale inverse problems using MCMC methods requires a step of drawing samples from a high dimensional Gaussian distribution. While direct Gaussian sampling techniques, such as those based on Cholesky factorization, induce an excessive numerical complexity and memory requirement, sequential coordinate sampling methods present a low rate of convergence. Based on the reversible jump Markov chain framework, this paper proposes an efficient Gaussian sampling algorithm having a reduced computation cost and memory usage. The main feature of the algorithm is to perform an approximate resolution of a linear system with a truncation level adjusted using a self-tuning adaptive scheme allowing to achieve the minimal computation cost. The connection between this algorithm and some existing strategies is discussed and its efficiency is illustrated on a linear inverse problem of image resolution enhancement.Comment: 20 pages, 10 figures, under review for journal publicatio

Cumulative Step-size Adaptation on Linear Functions

The CSA-ES is an Evolution Strategy with Cumulative Step size Adaptation, where the step size is adapted measuring the length of a so-called cumulative path. The cumulative path is a combination of the previous steps realized by the algorithm, where the importance of each step decreases with time. This article studies the CSA-ES on composites of strictly increasing functions with affine linear functions through the investigation of its underlying Markov chains. Rigorous results on the change and the variation of the step size are derived with and without cumulation. The step-size diverges geometrically fast in most cases. Furthermore, the influence of the cumulation parameter is studied.Comment: arXiv admin note: substantial text overlap with arXiv:1206.120

Cognitive Interference Management in Retransmission-Based Wireless Networks

Cognitive radio methodologies have the potential to dramatically increase the throughput of wireless systems. Herein, control strategies which enable the superposition in time and frequency of primary and secondary user transmissions are explored in contrast to more traditional sensing approaches which only allow the secondary user to transmit when the primary user is idle. In this work, the optimal transmission policy for the secondary user when the primary user adopts a retransmission based error control scheme is investigated. The policy aims to maximize the secondary users' throughput, with a constraint on the throughput loss and failure probability of the primary user. Due to the constraint, the optimal policy is randomized, and determines how often the secondary user transmits according to the retransmission state of the packet being served by the primary user. The resulting optimal strategy of the secondary user is proven to have a unique structure. In particular, the optimal throughput is achieved by the secondary user by concentrating its transmission, and thus its interference to the primary user, in the first transmissions of a primary user packet. The rather simple framework considered in this paper highlights two fundamental aspects of cognitive networks that have not been covered so far: (i) the networking mechanisms implemented by the primary users (error control by means of retransmissions in the considered model) react to secondary users' activity; (ii) if networking mechanisms are considered, then their state must be taken into account when optimizing secondary users' strategy, i.e., a strategy based on a binary active/idle perception of the primary users' state is suboptimal.Comment: accepted for publication on Transactions on Information Theor