24,803 research outputs found
Deterministic Annealing and Nonlinear Assignment
For combinatorial optimization problems that can be formulated as Ising or
Potts spin systems, the Mean Field (MF) approximation yields a versatile and
simple ANN heuristic, Deterministic Annealing. For assignment problems the
situation is more complex -- the natural analog of the MF approximation lacks
the simplicity present in the Potts and Ising cases. In this article the
difficulties associated with this issue are investigated, and the options for
solving them discussed. Improvements to existing Potts-based MF-inspired
heuristics are suggested, and the possibilities for defining a proper
variational approach are scrutinized.Comment: 15 pages, 3 figure
Semidefinite Programming Approach for the Quadratic Assignment Problem with a Sparse Graph
The matching problem between two adjacency matrices can be formulated as the
NP-hard quadratic assignment problem (QAP). Previous work on semidefinite
programming (SDP) relaxations to the QAP have produced solutions that are often
tight in practice, but such SDPs typically scale badly, involving matrix
variables of dimension where n is the number of nodes. To achieve a speed
up, we propose a further relaxation of the SDP involving a number of positive
semidefinite matrices of dimension no greater than the number
of edges in one of the graphs. The relaxation can be further strengthened by
considering cliques in the graph, instead of edges. The dual problem of this
novel relaxation has a natural three-block structure that can be solved via a
convergent Augmented Direction Method of Multipliers (ADMM) in a distributed
manner, where the most expensive step per iteration is computing the
eigendecomposition of matrices of dimension . The new SDP
relaxation produces strong bounds on quadratic assignment problems where one of
the graphs is sparse with reduced computational complexity and running times,
and can be used in the context of nuclear magnetic resonance spectroscopy (NMR)
to tackle the assignment problem.Comment: 31 page
Doubly Stochastic Matrix Models for Estimation of Distribution Algorithms
Problems with solutions represented by permutations are very prominent in
combinatorial optimization. Thus, in recent decades, a number of evolutionary
algorithms have been proposed to solve them, and among them, those based on
probability models have received much attention. In that sense, most efforts
have focused on introducing algorithms that are suited for solving
ordering/ranking nature problems. However, when it comes to proposing
probability-based evolutionary algorithms for assignment problems, the works
have not gone beyond proposing simple and in most cases univariate models. In
this paper, we explore the use of Doubly Stochastic Matrices (DSM) for
optimizing matching and assignment nature permutation problems. To that end, we
explore some learning and sampling methods to efficiently incorporate DSMs
within the picture of evolutionary algorithms. Specifically, we adopt the
framework of estimation of distribution algorithms and compare DSMs to some
existing proposals for permutation problems. Conducted preliminary experiments
on instances of the quadratic assignment problem validate this line of research
and show that DSMs may obtain very competitive results, while computational
cost issues still need to be further investigated.Comment: Preprint of the paper accepted at ACM GECCO 202
Projected Power Iteration for Network Alignment
The network alignment problem asks for the best correspondence between two
given graphs, so that the largest possible number of edges are matched. This
problem appears in many scientific problems (like the study of protein-protein
interactions) and it is very closely related to the quadratic assignment
problem which has graph isomorphism, traveling salesman and minimum bisection
problems as particular cases. The graph matching problem is NP-hard in general.
However, under some restrictive models for the graphs, algorithms can
approximate the alignment efficiently. In that spirit the recent work by Feizi
and collaborators introduce EigenAlign, a fast spectral method with convergence
guarantees for Erd\H{o}s-Reny\'i graphs. In this work we propose the algorithm
Projected Power Alignment, which is a projected power iteration version of
EigenAlign. We numerically show it improves the recovery rates of EigenAlign
and we describe the theory that may be used to provide performance guarantees
for Projected Power Alignment.Comment: 8 page
Robust filtering for bilinear uncertain stochastic discrete-time systems
Copyright [2002] IEEE. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of Brunel University's products or services. Internal or personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution must be obtained from the IEEE by writing to [email protected]. By choosing to view this document, you agree to all provisions of the copyright laws protecting it.This paper deals with the robust filtering problem for uncertain bilinear stochastic discrete-time systems with estimation error variance constraints. The uncertainties are allowed to be norm-bounded and enter into both the state and measurement matrices. We focus on the design of linear filters, such that for all admissible parameter uncertainties, the error state of the bilinear stochastic system is mean square bounded, and the steady-state variance of the estimation error of each state is not more than the individual prespecified value. It is shown that the design of the robust filters can be carried out by solving some algebraic quadratic matrix inequalities. In particular, we establish both the existence conditions and the explicit expression of desired robust filters. A numerical example is included to show the applicability of the present method
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