Parallel Deterministic and Stochastic Global Minimization of Functions with Very Many Minima

The optimization of three problems with high dimensionality and many local minima are investigated under five different optimization algorithms: DIRECT, simulated annealing, Spall’s SPSA algorithm, the KNITRO package, and QNSTOP, a new algorithm developed at Indiana University

Exploring self-similarity of complex cellular networks: The edge-covering method with simulated annealing and log-periodic sampling

Song, Havlin and Makse (2005) have recently used a version of the box-counting method, called the node-covering method, to quantify the self-similar properties of 43 cellular networks: the minimal number $N_V$ of boxes of size $\ell$ needed to cover all the nodes of a cellular network was found to scale as the power law $N_V \sim (\ell+1)^{-D_V}$ with a fractal dimension $D_V=3.53\pm0.26$. We propose a new box-counting method based on edge-covering, which outperforms the node-covering approach when applied to strictly self-similar model networks, such as the Sierpinski network. The minimal number $N_E$ of boxes of size $\ell$ in the edge-covering method is obtained with the simulated annealing algorithm. We take into account the possible discrete scale symmetry of networks (artifactual and/or real), which is visualized in terms of log-periodic oscillations in the dependence of the logarithm of $N_E$ as a function of the logarithm of $\ell$. In this way, we are able to remove the bias of the estimator of the fractal dimension, existing for finite networks. With this new methodology, we find that $N_E$ scales with respect to $\ell$ as a power law $N_E \sim \ell^{-D_E}$ with $D_E=2.67\pm0.15$ for the 43 cellular networks previously analyzed by Song, Havlin and Makse (2005). Bootstrap tests suggest that the analyzed cellular networks may have a significant log-periodicity qualifying a discrete hierarchy with a scaling ratio close to 2. In sum, we propose that our method of edge-covering with simulated annealing and log-periodic sampling minimizes the significant bias in the determination of fractal dimensions in log-log regressions.Comment: 19 elsart pages including 9 eps figure

Seeking Quantum Speedup Through Spin Glasses: The Good, the Bad, and the Ugly

There has been considerable progress in the design and construction of quantum annealing devices. However, a conclusive detection of quantum speedup over traditional silicon-based machines remains elusive, despite multiple careful studies. In this work we outline strategies to design hard tunable benchmark instances based on insights from the study of spin glasses - the archetypal random benchmark problem for novel algorithms and optimization devices. We propose to complement head-to-head scaling studies that compare quantum annealing machines to state-of-the-art classical codes with an approach that compares the performance of different algorithms and/or computing architectures on different classes of computationally hard tunable spin-glass instances. The advantage of such an approach lies in having to only compare the performance hit felt by a given algorithm and/or architecture when the instance complexity is increased. Furthermore, we propose a methodology that might not directly translate into the detection of quantum speedup, but might elucidate whether quantum annealing has a "`quantum advantage" over corresponding classical algorithms like simulated annealing. Our results on a 496 qubit D-Wave Two quantum annealing device are compared to recently-used state-of-the-art thermal simulated annealing codes.Comment: 14 pages, 8 figures, 3 tables, way too many reference

Seeing the Unseen Network: Inferring Hidden Social Ties from Respondent-Driven Sampling

Learning about the social structure of hidden and hard-to-reach populations --- such as drug users and sex workers --- is a major goal of epidemiological and public health research on risk behaviors and disease prevention. Respondent-driven sampling (RDS) is a peer-referral process widely used by many health organizations, where research subjects recruit other subjects from their social network. In such surveys, researchers observe who recruited whom, along with the time of recruitment and the total number of acquaintances (network degree) of respondents. However, due to privacy concerns, the identities of acquaintances are not disclosed. In this work, we show how to reconstruct the underlying network structure through which the subjects are recruited. We formulate the dynamics of RDS as a continuous-time diffusion process over the underlying graph and derive the likelihood for the recruitment time series under an arbitrary recruitment time distribution. We develop an efficient stochastic optimization algorithm called RENDER (REspoNdent-Driven nEtwork Reconstruction) that finds the network that best explains the collected data. We support our analytical results through an exhaustive set of experiments on both synthetic and real data.Comment: A full version with technical proofs. Accepted by AAAI-1