Search schemes for random optimization algorithms that preserve the asymptotic distribution

Markovian algorithms for estimating the global maximum or minimum of real valued functions defined on some domain Omega subset of R-d are presented. Conditions on the search schemes that preserve the asymptotic distribution are derived. Global and local search schemes satisfying these conditions are analysed and shown to yield sharper confidence intervals when compared to the i.i.d. case.

Using non-parametric search algorithms to forecast daily excess stock returns

Are the learning procedures of genetic algorithms (GAs) able to generate optimal architectures for artificial neural networks (ANNs) in high frequency data? In this experimental study,GAs are used to identify the best architecture for ANNs. Additional learning is undertaken by the ANNs to forecast daily excess stock returns. No ANN architectures were able to outperform a random walk,despite the finding of non-linearity in the excess returns. This failure is attributed to the absence of suitable ANN structures and further implies that researchers need to be cautious when making inferences from ANN results that use high frequency data.

The application of adaptive partitioned random search in feature selection problem

Feature selection is one of important and frequently used techniques in data preprocessing. It can improve the efficiency and the effectiveness of data mining by reducing the dimensions of feature space and removing the irrelevant and redundant information. Feature selection can be viewed as a global optimization problem of finding a minimum set of M relevant features that describes the dataset as well as the original N attributes. In this paper, we apply the adaptive partitioned random search strategy into our feature selection algorithm. Under this search strategy, the partition structure and evaluation function is proposed for feature selection problem. This algorithm ensures the global optimal solution in theory and avoids complete randomness in search direction. The good property of our algorithm is shown through the theoretical analysis.

All-sky search algorithms for monochromatic signals in bar gravitational wave detector data

In this paper we design and develop several filtering strategies for the analysis of data generated by a resonant bar gravitational wave (GW) antenna, with the goal of assessing the presence (or absence) therein of long-duration monochromatic GW signals, as well as the eventual amplitude and frequency of the signals, within the sensitivity band of the detector. Such signals are most likely generated in the fast rotation of slightly asymmetric spinning stars. We develop practical procedures, together with a study of their statistical properties, which will provide us with useful information on the performance of each technique. The selection of candidate events will then be established according to threshold-crossing probabilities, based on the Neyman-Pearson criterion. In particular, it will be shown that our approach, based on phase estimation, presents a better signal-to-noise ratio than does pure spectral analysis, the most common approach.

Beam Search Algorithms for Minimizing Tool Switches on a Flexible Manufacturing System

In the minimization of tool switches problem we seek a sequence to process a set of jobs so that the number of tool switches required is minimized. In this work different variations of a heuristic based on partial ordered job sequences are implemented and evaluated. All variations adopt a depth first strategy of the enumeration tree. The computational test results indicate that good results can be obtained by a variation which keeps the best three branches at each node of the enumeration tree, and randomly choose, among all active nodes, the next node to branch when backtracking.

Novel fast random search clustering approach for mixing matrix identification in MIMO linear blind inverse problems with sparse inputs

In this paper we propose a novel fast random search clustering (RSC) algorithm for mixing matrix identification in multiple input multiple output (MIMO) linear blind inverse problems with sparse inputs. The proposed approach is based on the clustering of the observations around the directions given by the columns of the mixing matrix that occurs typically for sparse inputs. Exploiting this fact, the RSC algorithm proceeds by parameterizing the mixing matrix using hyperspherical coordinates, randomly selecting candidate basis vectors (i.e. clustering directions) from the observations, and accepting or rejecting them according to a binary hypothesis test based on the Neyman–Pearson criterion. The RSC algorithm is not tailored to any specific distribution for the sources, can deal with an arbitrary number of inputs and outputs (thus solving the difficult under-determined problem), and is applicable to both instantaneous and convolutive mixtures. Extensive simulations for synthetic and real data with different number of inputs and outputs, data size, sparsity factors of the inputs and signal to noise ratios confirm the good performance of the proposed approach under moderate/high signal to noise ratios. RESUMEN. Método de separación ciega de fuentes para señales dispersas basado en la identificación de la matriz de mezcla mediante técnicas de "clustering" aleatorio.

Desing and development of a robotic platform for the evaluation of search algorithms

Plant diseases represent a major economic and environmental problem in agriculture and forestry. Upon infection, a plant develops symptoms that affect different parts of the plant causing a significant agronomic impact. As many such diseases spread in time over the whole crop, a system for early disease detection can aid to mitigate the losses produced by the plant diseases and can further prevent their spread [1]. In recent years, several mathematical algorithms of search have been proposed [2,3] that could be used as a non-invasive, fast, reliable and cost-effective methods to localize in space infectious focus by detecting changes in the profile of volatile organic compounds. Tracking scents and locating odor sources is a major challenge in robotics, on one hand because odour plumes consists of non-uniform intermittent odour patches dispersed by the wind and on the other hand because of the lack of precise and reliable odour sensors. Notwithstanding, we have develop a simple robotic platform to study the robustness and effectiveness of different search algorithms [4], with respect to specific problems to be found in their further application in agriculture, namely errors committed in the motion and sensing and to the existence of spatial constraints due to land topology or the presence of obstacles.

Memory search algorithms for an iterative processor.

Includes bibliographical references.

One Class of Stochastic Local Search Algorithms

Accelerated probabilistic modeling algorithms, presenting stochastic local search (SLS) technique, are considered. General algorithm scheme and specific combinatorial optimization method, using “golden section” rule (GS-method), are given. Convergence rates using Markov chains are received. An overview of current combinatorial optimization techniques is presented.

Interrelated product design activities sequencing with efficient tabu search algorithms

This paper proposes and investigates a metaheuristic tabu search algorithm (TSA) that generates optimal or near optimal solutions sequences for the feedback length minimization problem (FLMP) associated to a design structure matrix (DSM). The FLMP is a non-linear combinatorial optimization problem, belonging to the NP-hard class, and therefore finding an exact optimal solution is very hard and time consuming, especially on medium and large problem instances. First, we introduce the subject and provide a review of the related literature and problem definitions. Using the tabu search method (TSM) paradigm, this paper presents a new tabu search algorithm that generates optimal or sub-optimal solutions for the feedback length minimization problem, using two different neighborhoods based on swaps of two activities and shifting an activity to a different position. Furthermore, this paper includes numerical results for analyzing the performance of the proposed TSA and for fixing the proper values of its parameters. Then we compare our results on benchmarked problems with those already published in the literature. We conclude that the proposed tabu search algorithm is very promising because it outperforms the existing methods, and because no other tabu search method for the FLMP is reported in the literature. The proposed tabu search algorithm applied to the process layer of the multidimensional design structure matrices proves to be a key optimization method for an optimal product development.

Interrelated product design activities sequencing with efficient tabu search algorithms

This paper proposes and investigates a metaheuristic tabu search algorithm (TSA) that generates optimal or near optimal solutions sequences for the feedback length minimization problem (FLMP) associated to a design structure matrix (DSM). The FLMP is a non-linear combinatorial optimization problem, belonging to the NP-hard class, and therefore finding an exact optimal solution is very hard and time consuming, especially on medium and large problem instances. First, we introduce the subject and provide a review of the related literature and problem definitions. Using the tabu search method (TSM) paradigm, this paper presents a new tabu search algorithm that generates optimal or sub-optimal solutions for the feedback length minimization problem, using two different neighborhoods based on swaps of two activities and shifting an activity to a different position. Furthermore, this paper includes numerical results for analyzing the performance of the proposed TSA and for fixing the proper values of its parameters. Then we compare our results on benchmarked problems with those already published in the literature. We conclude that the proposed tabu search algorithm is very promising because it outperforms the existing methods, and because no other tabu search method for the FLMP is reported in the literature. The proposed tabu search algorithm applied to the process layer of the multidimensional design structure matrices proves to be a key optimization method for an optimal product development.

Palette-colouring: a belief propagation approach

We consider a variation of the prototype combinatorial optimization problem known as graph colouring. Our optimization goal is to colour the vertices of a graph with a fixed number of colours, in a way to maximize the number of different colours present in the set of nearest neighbours of each given vertex. This problem, which we pictorially call palette-colouring, has been recently addressed as a basic example of a problem arising in the context of distributed data storage. Even though it has not been proved to be NP-complete, random search algorithms find the problem hard to solve. Heuristics based on a naive belief propagation algorithm are observed to work quite well in certain conditions. In this paper, we build upon the mentioned result, working out the correct belief propagation algorithm, which needs to take into account the many-body nature of the constraints present in this problem. This method improves the naive belief propagation approach at the cost of increased computational effort. We also investigate the emergence of a satisfiable-to-unsatisfiable 'phase transition' as a function of the vertex mean degree, for different ensembles of sparse random graphs in the large size ('thermodynamic') limit.