An Atypical Survey of Typical-Case Heuristic Algorithms

Heuristic approaches often do so well that they seem to pretty much always give the right answer. How close can heuristic algorithms get to always giving the right answer, without inducing seismic complexity-theoretic consequences? This article first discusses how a series of results by Berman, Buhrman, Hartmanis, Homer, Longpr\'{e}, Ogiwara, Sch\"{o}ening, and Watanabe, from the early 1970s through the early 1990s, explicitly or implicitly limited how well heuristic algorithms can do on NP-hard problems. In particular, many desirable levels of heuristic success cannot be obtained unless severe, highly unlikely complexity class collapses occur. Second, we survey work initiated by Goldreich and Wigderson, who showed how under plausible assumptions deterministic heuristics for randomized computation can achieve a very high frequency of correctness. Finally, we consider formal ways in which theory can help explain the effectiveness of heuristics that solve NP-hard problems in practice.Comment: This article is currently scheduled to appear in the December 2012 issue of SIGACT New

Efficient Benchmarking of Algorithm Configuration Procedures via Model-Based Surrogates

The optimization of algorithm (hyper-)parameters is crucial for achieving peak performance across a wide range of domains, ranging from deep neural networks to solvers for hard combinatorial problems. The resulting algorithm configuration (AC) problem has attracted much attention from the machine learning community. However, the proper evaluation of new AC procedures is hindered by two key hurdles. First, AC benchmarks are hard to set up. Second and even more significantly, they are computationally expensive: a single run of an AC procedure involves many costly runs of the target algorithm whose performance is to be optimized in a given AC benchmark scenario. One common workaround is to optimize cheap-to-evaluate artificial benchmark functions (e.g., Branin) instead of actual algorithms; however, these have different properties than realistic AC problems. Here, we propose an alternative benchmarking approach that is similarly cheap to evaluate but much closer to the original AC problem: replacing expensive benchmarks by surrogate benchmarks constructed from AC benchmarks. These surrogate benchmarks approximate the response surface corresponding to true target algorithm performance using a regression model, and the original and surrogate benchmark share the same (hyper-)parameter space. In our experiments, we construct and evaluate surrogate benchmarks for hyperparameter optimization as well as for AC problems that involve performance optimization of solvers for hard combinatorial problems, drawing training data from the runs of existing AC procedures. We show that our surrogate benchmarks capture overall important characteristics of the AC scenarios, such as high- and low-performing regions, from which they were derived, while being much easier to use and orders of magnitude cheaper to evaluate

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)

A Tutorial on Clique Problems in Communications and Signal Processing

Since its first use by Euler on the problem of the seven bridges of K\"onigsberg, graph theory has shown excellent abilities in solving and unveiling the properties of multiple discrete optimization problems. The study of the structure of some integer programs reveals equivalence with graph theory problems making a large body of the literature readily available for solving and characterizing the complexity of these problems. This tutorial presents a framework for utilizing a particular graph theory problem, known as the clique problem, for solving communications and signal processing problems. In particular, the paper aims to illustrate the structural properties of integer programs that can be formulated as clique problems through multiple examples in communications and signal processing. To that end, the first part of the tutorial provides various optimal and heuristic solutions for the maximum clique, maximum weight clique, and $k$-clique problems. The tutorial, further, illustrates the use of the clique formulation through numerous contemporary examples in communications and signal processing, mainly in maximum access for non-orthogonal multiple access networks, throughput maximization using index and instantly decodable network coding, collision-free radio frequency identification networks, and resource allocation in cloud-radio access networks. Finally, the tutorial sheds light on the recent advances of such applications, and provides technical insights on ways of dealing with mixed discrete-continuous optimization problems

Combinatorial optimization and metaheuristics

Today, combinatorial optimization is one of the youngest and most active areas of discrete mathematics. It is a branch of optimization in applied mathematics and computer science, related to operational research, algorithm theory and computational complexity theory. It sits at the intersection of several fields, including artificial intelligence, mathematics and software engineering. Its increasing interest arises for the fact that a large number of scientific and industrial problems can be formulated as abstract combinatorial optimization problems, through graphs and/or (integer) linear programs. Some of these problems have polynomial-time (“efficient”) algorithms, while most of them are NP-hard, i.e. it is not proved that they can be solved in polynomial-time. Mainly, it means that it is not possible to guarantee that an exact solution to the problem can be found and one has to settle for an approximate solution with known performance guarantees. Indeed, the goal of approximate methods is to find “quickly” (reasonable run-times), with “high” probability, provable “good” solutions (low error from the real optimal solution). In the last 20 years, a new kind of algorithm commonly called metaheuristics have emerged in this class, which basically try to combine heuristics in high level frameworks aimed at efficiently and effectively exploring the search space. This report briefly outlines the components, concepts, advantages and disadvantages of different metaheuristic approaches from a conceptual point of view, in order to analyze their similarities and differences. The two very significant forces of intensification and diversification, that mainly determine the behavior of a metaheuristic, will be pointed out. The report concludes by exploring the importance of hybridization and integration methods