Objective Improvement in Information-Geometric Optimization

Information-Geometric Optimization (IGO) is a unified framework of stochastic algorithms for optimization problems. Given a family of probability distributions, IGO turns the original optimization problem into a new maximization problem on the parameter space of the probability distributions. IGO updates the parameter of the probability distribution along the natural gradient, taken with respect to the Fisher metric on the parameter manifold, aiming at maximizing an adaptive transform of the objective function. IGO recovers several known algorithms as particular instances: for the family of Bernoulli distributions IGO recovers PBIL, for the family of Gaussian distributions the pure rank-mu CMA-ES update is recovered, and for exponential families in expectation parametrization the cross-entropy/ML method is recovered. This article provides a theoretical justification for the IGO framework, by proving that any step size not greater than 1 guarantees monotone improvement over the course of optimization, in terms of q-quantile values of the objective function f. The range of admissible step sizes is independent of f and its domain. We extend the result to cover the case of different step sizes for blocks of the parameters in the IGO algorithm. Moreover, we prove that expected fitness improves over time when fitness-proportional selection is applied, in which case the RPP algorithm is recovered

Information-Geometric Optimization Algorithms: A Unifying Picture via Invariance Principles

We present a canonical way to turn any smooth parametric family of probability distributions on an arbitrary search space $X$ into a continuous-time black-box optimization method on $X$, the \emph{information-geometric optimization} (IGO) method. Invariance as a design principle minimizes the number of arbitrary choices. The resulting \emph{IGO flow} conducts the natural gradient ascent of an adaptive, time-dependent, quantile-based transformation of the objective function. It makes no assumptions on the objective function to be optimized. The IGO method produces explicit IGO algorithms through time discretization. It naturally recovers versions of known algorithms and offers a systematic way to derive new ones. The cross-entropy method is recovered in a particular case, and can be extended into a smoothed, parametrization-independent maximum likelihood update (IGO-ML). For Gaussian distributions on $\mathbb{R}^d$, IGO is related to natural evolution strategies (NES) and recovers a version of the CMA-ES algorithm. For Bernoulli distributions on $\{0,1\}^d$, we recover the PBIL algorithm. From restricted Boltzmann machines, we obtain a novel algorithm for optimization on $\{0,1\}^d$. All these algorithms are unified under a single information-geometric optimization framework. Thanks to its intrinsic formulation, the IGO method achieves invariance under reparametrization of the search space $X$, under a change of parameters of the probability distributions, and under increasing transformations of the objective function. Theory strongly suggests that IGO algorithms have minimal loss in diversity during optimization, provided the initial diversity is high. First experiments using restricted Boltzmann machines confirm this insight. Thus IGO seems to provide, from information theory, an elegant way to spontaneously explore several valleys of a fitness landscape in a single run.Comment: Final published versio

Lipschitz gradients for global optimization in a one-point-based partitioning scheme

A global optimization problem is studied where the objective function $f(x)$ is a multidimensional black-box function and its gradient $f'(x)$ satisfies the Lipschitz condition over a hyperinterval with an unknown Lipschitz constant $K$. Different methods for solving this problem by using an a priori given estimate of $K$, its adaptive estimates, and adaptive estimates of local Lipschitz constants are known in the literature. Recently, the authors have proposed a one-dimensional algorithm working with multiple estimates of the Lipschitz constant for $f'(x)$ (the existence of such an algorithm was a challenge for 15 years). In this paper, a new multidimensional geometric method evolving the ideas of this one-dimensional scheme and using an efficient one-point-based partitioning strategy is proposed. Numerical experiments executed on 800 multidimensional test functions demonstrate quite a promising performance in comparison with popular DIRECT-based methods.Comment: 25 pages, 4 figures, 5 tables. arXiv admin note: text overlap with arXiv:1103.205

Hybrid Optimization Schemes for Quantum Control

Optimal control theory is a powerful tool for solving control problems in quantum mechanics, ranging from the control of chemical reactions to the implementation of gates in a quantum computer. Gradient-based optimization methods are able to find high fidelity controls, but require considerable numerical effort and often yield highly complex solutions. We propose here to employ a two-stage optimization scheme to significantly speed up convergence and achieve simpler controls. The control is initially parametrized using only a few free parameters, such that optimization in this pruned search space can be performed with a simplex method. The result, considered now simply as an arbitrary function on a time grid, is the starting point for further optimization with a gradient-based method that can quickly converge to high fidelities. We illustrate the success of this hybrid technique by optimizing a holonomic phasegate for two superconducting transmon qubits coupled with a shared transmission line resonator, showing that a combination of Nelder-Mead simplex and Krotov's method yields considerably better results than either one of the two methods alone.Comment: 17 pages, 5 figures, 2 table

Joint Resource Optimization for Multicell Networks with Wireless Energy Harvesting Relays

This paper first considers a multicell network deployment where the base station (BS) of each cell communicates with its cell-edge user with the assistance of an amplify-and-forward (AF) relay node. Equipped with a power splitter and a wireless energy harvester, the self-sustaining relay scavenges radio frequency (RF) energy from the received signals to process and forward the information. Our aim is to develop a resource allocation scheme that jointly optimizes (i) BS transmit powers, (ii) received power splitting factors for energy harvesting and information processing at the relays, and (iii) relay transmit powers. In the face of strong intercell interference and limited radio resources, we formulate three highly-nonconvex problems with the objectives of sum-rate maximization, max-min throughput fairness and sum-power minimization. To solve such challenging problems, we propose to apply the successive convex approximation (SCA) approach and devise iterative algorithms based on geometric programming and difference-of-convex-functions programming. The proposed algorithms transform the nonconvex problems into a sequence of convex problems, each of which is solved very efficiently by the interior-point method. We prove that our algorithms converge to the locally optimal solutions that satisfy the Karush-Kuhn-Tucker conditions of the original nonconvex problems. We then extend our results to the case of decode-and-forward (DF) relaying with variable timeslot durations. We show that our resource allocation solutions in this case offer better throughput than that of the AF counterpart with equal timeslot durations, albeit at a higher computational complexity. Numerical results confirm that the proposed joint optimization solutions substantially improve the network performance, compared with cases where the radio resource parameters are individually optimized

Efficiency Improvement of Measurement Pose Selection Techniques in Robot Calibration

The paper deals with the design of experiments for manipulator geometric and elastostatic calibration based on the test-pose approach. The main attention is paid to the efficiency improvement of numerical techniques employed in the selection of optimal measurement poses for calibration experiments. The advantages of the developed technique are illustrated by simulation examples that deal with the geometric calibration of the industrial robot of serial architecture