GRASP/VND Optimization Algorithms for Hard Combinatorial Problems

Two hard combinatorial problems are addressed in this thesis. The first one is known as the ”Max CutClique”, a combinatorial problem introduced by P. Martins in 2012. Given a simple graph, the goal is to find a clique C such that the number of links shared between C and its complement C C is maximum. In a first contribution, a GRASP/VND methodology is proposed to tackle the problem. In a second one, the N P-Completeness of the problem is mathematically proved. Finally, a further generalization with weighted links is formally presented with a mathematical programming formulation, and the previous GRASP is adapted to the new problem. The second problem under study is a celebrated optimization problem coming from network reliability analysis. We assume a graph G with perfect nodes and imperfect links, that fail independently with identical probability ρ ∈ [0,1]. The reliability RG(ρ), is the probability that the resulting subgraph has some spanning tree. Given a number of nodes and links, p and q, the goal is to find the (p,q)-graph that has the maximum reliability RG(ρ), uniformly in the compact set ρ ∈ [0,1]. In a first contribution, we exploit properties shared by all uniformly most-reliable graphs such as maximum connectivity and maximum Kirchhoff number, in order to build a novel GRASP/VND methodology. Our proposal finds the globally optimum solution under small cases, and it returns novel candidates of uniformly most-reliable graphs, such as Kantor-Mobius and Heawood graphs. We also offer a literature review, ¨ and a mathematical proof that the bipartite graph K4,4 is uniformly most-reliable. Finally, an abstract mathematical model of Stochastic Binary Systems (SBS) is also studied. It is a further generalization of network reliability models, where failures are modelled by a general logical function. A geometrical approximation of a logical function is offered, as well as a novel method to find reliability bounds for general SBS. This bounding method combines an algebraic duality, Markov inequality and Hahn-Banach separation theorem between convex and compact sets

A review of Monte Carlo simulations of polymers with PERM

In this review, we describe applications of the pruned-enriched Rosenbluth method (PERM), a sequential Monte Carlo algorithm with resampling, to various problems in polymer physics. PERM produces samples according to any given prescribed weight distribution, by growing configurations step by step with controlled bias, and correcting "bad" configurations by "population control". The latter is implemented, in contrast to other population based algorithms like e.g. genetic algorithms, by depth-first recursion which avoids storing all members of the population at the same time in computer memory. The problems we discuss all concern single polymers (with one exception), but under various conditions: Homopolymers in good solvents and at the $\Theta$ point, semi-stiff polymers, polymers in confining geometries, stretched polymers undergoing a forced globule-linear transition, star polymers, bottle brushes, lattice animals as a model for randomly branched polymers, DNA melting, and finally -- as the only system at low temperatures, lattice heteropolymers as simple models for protein folding. PERM is for some of these problems the method of choice, but it can also fail. We discuss how to recognize when a result is reliable, and we discuss also some types of bias that can be crucial in guiding the growth into the right directions.Comment: 29 pages, 26 figures, to be published in J. Stat. Phys. (2011

Evolutionary games on graphs

Game theory is one of the key paradigms behind many scientific disciplines from biology to behavioral sciences to economics. In its evolutionary form and especially when the interacting agents are linked in a specific social network the underlying solution concepts and methods are very similar to those applied in non-equilibrium statistical physics. This review gives a tutorial-type overview of the field for physicists. The first three sections introduce the necessary background in classical and evolutionary game theory from the basic definitions to the most important results. The fourth section surveys the topological complications implied by non-mean-field-type social network structures in general. The last three sections discuss in detail the dynamic behavior of three prominent classes of models: the Prisoner's Dilemma, the Rock-Scissors-Paper game, and Competing Associations. The major theme of the review is in what sense and how the graph structure of interactions can modify and enrich the picture of long term behavioral patterns emerging in evolutionary games.Comment: Review, final version, 133 pages, 65 figure

A Continuation Method for Nash Equilibria in Structured Games

Structured game representations have recently attracted interest as models for multi-agent artificial intelligence scenarios, with rational behavior most commonly characterized by Nash equilibria. This paper presents efficient, exact algorithms for computing Nash equilibria in structured game representations, including both graphical games and multi-agent influence diagrams (MAIDs). The algorithms are derived from a continuation method for normal-form and extensive-form games due to Govindan and Wilson; they follow a trajectory through a space of perturbed games and their equilibria, exploiting game structure through fast computation of the Jacobian of the payoff function. They are theoretically guaranteed to find at least one equilibrium of the game, and may find more. Our approach provides the first efficient algorithm for computing exact equilibria in graphical games with arbitrary topology, and the first algorithm to exploit fine-grained structural properties of MAIDs. Experimental results are presented demonstrating the effectiveness of the algorithms and comparing them to predecessors. The running time of the graphical game algorithm is similar to, and often better than, the running time of previous approximate algorithms. The algorithm for MAIDs can effectively solve games that are much larger than those solvable by previous methods