Efficiency Analysis of Swarm Intelligence and Randomization Techniques

Swarm intelligence has becoming a powerful technique in solving design and scheduling tasks. Metaheuristic algorithms are an integrated part of this paradigm, and particle swarm optimization is often viewed as an important landmark. The outstanding performance and efficiency of swarm-based algorithms inspired many new developments, though mathematical understanding of metaheuristics remains partly a mystery. In contrast to the classic deterministic algorithms, metaheuristics such as PSO always use some form of randomness, and such randomization now employs various techniques. This paper intends to review and analyze some of the convergence and efficiency associated with metaheuristics such as firefly algorithm, random walks, and L\'evy flights. We will discuss how these techniques are used and their implications for further research.Comment: 10 pages. arXiv admin note: substantial text overlap with arXiv:1212.0220, arXiv:1208.0527, arXiv:1003.146

Computational models for inferring biochemical networks

Biochemical networks are of great practical importance. The interaction of biological compounds in cells has been enforced to a proper understanding by the numerous bioinformatics projects, which contributed to a vast amount of biological information. The construction of biochemical systems (systems of chemical reactions), which include both topology and kinetic constants of the chemical reactions, is NP-hard and is a well-studied system biology problem. In this paper, we propose a hybrid architecture, which combines genetic programming and simulated annealing in order to generate and optimize both the topology (the network) and the reaction rates of a biochemical system. Simulations and analysis of an artificial model and three real models (two models and the noisy version of one of them) show promising results for the proposed method.The Romanian National Authority for Scientific Research, CNDI–UEFISCDI, Project No. PN-II-PT-PCCA-2011-3.2-0917

On the generalised Langevin equation for simulated annealing

In this paper, we consider the generalised (higher order) Langevin equation for the purpose of simulated annealing and optimisation of nonconvex functions. Our approach modifies the underdamped Langevin equation by replacing the Brownian noise with an appropriate Ornstein-Uhlenbeck process to account for memory in the system. Under reasonable conditions on the loss function and the annealing schedule, we establish convergence of the continuous time dynamics to a global minimum. In addition, we investigate the performance numerically and show better performance and higher exploration of the state space compared to the underdamped and overdamped Langevin dynamics with the same annealing schedule

The approximate coordinate exchange algorithm for Bayesian optimal design of experiments

Optimal Bayesian experimental design typically involves maximising the expectation, with respect to the joint distribution of parameters and responses, of some appropriately chosen utility function. This objective function is usually not available in closed form and the design space can be of high dimensionality. The approximate coordinate exchange algorithm is proposed for this maximisation problem where a Gaussian process emulator is used to approximate the objective function. The algorithm can be used for arbitrary utility functions meaning we can consider fully Bayesian optimal design. It can also be used for those utility functions that result in pseudo-Bayesian designs such as the popular Bayesian D-optimality. The algorithm is demonstrated on a range of examples

Out of equilibrium dynamics of classical and quantum complex systems

Equilibrium is a rather ideal situation, the exception rather than the rule in Nature. Whenever the external or internal parameters of a physical system are varied its subsequent relaxation to equilibrium may be either impossible or take very long times. From the point of view of fundamental physics no generic principle such as the ones of thermodynamics allows us to fully understand their behaviour. The alternative is to treat each case separately. It is illusionary to attempt to give, at least at this stage, a complete description of all non-equilibrium situations. Still, one can try to identify and characterise some concrete but still general features of a class of out of equilibrium problems - yet to be identified - and search for a unified description of these. In this report I briefly describe the behaviour and theory of a set of non-equilibrium systems and I try to highlight common features and some general laws that have emerged in recent years.Comment: 36 pages, to be published in Compte Rendus de l'Academie de Sciences, T. Giamarchi e