Towards insightful algorithm selection for optimisation using meta-learning concepts

In this paper we propose a meta-learning inspired framework for analysing the performance of meta-heuristics for optimization problems, and developing insights into the relationships between search space characteristics of the problem instances and algorithm performance. Preliminary results based on several meta-heuristics for well-known instances of the Quadratic Assignment Problem are presented to illustrate the approach using both supervised and unsupervised learning methods.

Is proof dead in the age of computers?

Some knowledge of what it means to construct a proof is an extremely important part of mathematics. All mathematics teachers and students should have some exposure to the ideas of proof and proving. This paper deals with the issue of creating proofs in mathematics problems.

Well-conditioned configurations of fault-tolerant manipulators

Fault-tolerant motion of redundant manipulators can be obtained by joint velocity reconfiguration. For fault-tolerant manipulators, it is beneficial to determine the configurations that can tolerate the locked-joint failures with a minimum relative joint velocity jump, because the manipulator can rapidly reconfigure itself to tolerate the fault. This paper uses the properties of the condition numbers to introduce those optimal configurations for serial manipulators. The relationship between the manipulator's locked-joint failures and the condition number of the Jacobian matrix is indicated by using a matrix perturbation methodology. Then, it is observed that the condition number provides an upper bound of the required relative joint velocity change for recovering the faults which leads to define the optimal fault-tolerant configuration from the minimization of the condition number. The optimization problem to obtain the minimum condition number is converted to three standard Eigen value optimization problems. A solution is for selected optimization problem is presented. Finally, in order to obtain the optimal fault-tolerant configuration, the proposed method is applied to a 4-DoF planar manipulator.

An efficient meta-heuristic algorithm for grid computing

A grid computing system consists of a group of programs and resources that are spread across machines in the grid. A grid system has a dynamic environment and decentralized distributed resources, so it is important to provide efficient scheduling for applications. Task scheduling is an NP-hard problem and deterministic algorithms are inadequate and heuristic algorithms such as particle swarm optimization (PSO) are needed to solve the problem. PSO is a simple parallel algorithm that can be applied in different ways to resolve optimization problems. PSO searches the problem space globally and needs to be combined with other methods to search locally as well. In this paper, we propose a hybrid-scheduling algorithm to solve the independent task- scheduling problem in grid computing. We have combined PSO with the gravitational emulation local search (GELS) algorithm to form a new method, PSO–GELS. Our experimental results demonstrate the effectiveness of PSO–GELS compared to other algorithms.

Rapid Physarum Algorithm for shortest path problem

As shortest path (SP) problem has been one of the most fundamental network optimization problems for a long time, technologies for this problem are still being studied. In this paper, a new method by integrating a path finding mathematical model, inspired by Physarum polycephalum, with extracted one heuristic rule to solve SP problem has been proposed, which is called Rapid Physarum Algorithm (RPA). Simulation experiments have been carried out on three different network topologies with varying number of nodes. It is noted that the proposed RPA can find the optimal path as the path finding model does for most networks. What is more, experimental results show that the performance of RPA surpasses the path finding model on both iterations and solution time. © 2014 Elsevier B.V.

Prediciton of emergency events: a multi-task multi-label learning approach

Prediction of patient outcomes is critical to plan resources in an hospital emergency department. We present a method to exploit longitudinal data from Electronic Medical Records (EMR), whilst exploiting multiple patient outcomes. We divide the EMR data into segments where each segment is a task, and all tasks are associated with multiple patient outcomes over a 3, 6 and 12 month period. We propose a model that learns a prediction function for each task-label pair, interacting through two subspaces: the first subspace is used to impose sharing across all tasks for a given label. The second subspace captures the task-specific variations and is shared across all the labels for a given task. The proposed model is formulated as an iterative optimization problems and solved using a scalable and efficient Block co-ordinate descent (BCD) method. We apply the proposed model on two hospital cohorts - Cancer and Acute Myocardial Infarction (AMI) patients collected over a two year period from a large hospital emergency department. We show that the predictive performance of our proposed models is significantly better than those of several state-of-the-art multi-task and multi-label learning methods.

A note on an application of Arrow's theorem: sufficient conditions for Lucas' inflation and welfare

Bellman's methods for dynamic optimization constitute the present mainstream in economics. However, some results associated with optimal controI can be particularly usefuI in certain problems. The purpose of this note is presenting such an example. The value function derived in Lucas' (2000) shopping-time economy in Infiation and Welfare need not be concave, leading this author to develop numerical analyses to determine if consumer utility is in fact maximized along the balanced path constructed from the first order conditions. We use Arrow's generalization of Mangasarian's results in optimal control theory and develop sufficient conditions for the problem. The analytical conclusions and the previous numerical results are compatible .

Joint dynamic probabilistic constraints with projected linear decision rules

We consider multistage stochastic linear optimization problems combining joint dynamic probabilistic constraints with hard constraints. We develop a method for projecting decision rules onto hard constraints of wait-and-see type. We establish the relation between the original (in nite dimensional) problem and approximating problems working with projections from di erent subclasses of decision policies. Considering the subclass of linear decision rules and a generalized linear model for the underlying stochastic process with noises that are Gaussian or truncated Gaussian, we show that the value and gradient of the objective and constraint functions of the approximating problems can be computed analytically.

Estratégias de aplicações sequenciais e paralelas da metaheurística otimização por enxame de partículas ao problema do caixeiro viajante

Particle Swarm Optimization is a metaheuristic that arose in order to simulate the behavior of a number of birds in flight, with its random movement locally, but globally determined. This technique has been widely used to address non-liner continuous problems and yet little explored in discrete problems. This paper presents the operation of this metaheuristic, and propose strategies for implementation of optimization discret problems as form of execution parallel as sequential. The computational experiments were performed to instances of the TSP, selected in the library TSPLIB contenct to 3038 nodes, showing the improvement of performance of parallel methods for their sequential versions, in executation time and results

Algoritmo Q-learning como estratégia de exploração e/ou explotação para metaheurísticas GRASP e algoritmo genético

Techniques of optimization known as metaheuristics have achieved success in the resolution of many problems classified as NP-Hard. These methods use non deterministic approaches that reach very good solutions which, however, don t guarantee the determination of the global optimum. Beyond the inherent difficulties related to the complexity that characterizes the optimization problems, the metaheuristics still face the dilemma of xploration/exploitation, which consists of choosing between a greedy search and a wider exploration of the solution space. A way to guide such algorithms during the searching of better solutions is supplying them with more knowledge of the problem through the use of a intelligent agent, able to recognize promising regions and also identify when they should diversify the direction of the search. This way, this work proposes the use of Reinforcement Learning technique - Q-learning Algorithm - as exploration/exploitation strategy for the metaheuristics GRASP (Greedy Randomized Adaptive Search Procedure) and Genetic Algorithm. The GRASP metaheuristic uses Q-learning instead of the traditional greedy-random algorithm in the construction phase. This replacement has the purpose of improving the quality of the initial solutions that are used in the local search phase of the GRASP, and also provides for the metaheuristic an adaptive memory mechanism that allows the reuse of good previous decisions and also avoids the repetition of bad decisions. In the Genetic Algorithm, the Q-learning algorithm was used to generate an initial population of high fitness, and after a determined number of generations, where the rate of diversity of the population is less than a certain limit L, it also was applied to supply one of the parents to be used in the genetic crossover operator. Another significant change in the hybrid genetic algorithm is the proposal of a mutually interactive cooperation process between the genetic operators and the Q-learning algorithm. In this interactive/cooperative process, the Q-learning algorithm receives an additional update in the matrix of Q-values based on the current best solution of the Genetic Algorithm. The computational experiments presented in this thesis compares the results obtained with the implementation of traditional versions of GRASP metaheuristic and Genetic Algorithm, with those obtained using the proposed hybrid methods. Both algorithms had been applied successfully to the symmetrical Traveling Salesman Problem, which was modeled as a Markov decision process

Análise e síntese de antenas e superfícies seletivas de frequência utilizando computação evolucionária e inteligência de enxames

The frequency selective surfaces, or FSS (Frequency Selective Surfaces), are structures consisting of periodic arrays of conductive elements, called patches, which are usually very thin and they are printed on dielectric layers, or by openings perforated on very thin metallic surfaces, for applications in bands of microwave and millimeter waves. These structures are often used in aircraft, missiles, satellites, radomes, antennae reflector, high gain antennas and microwave ovens, for example. The use of these structures has as main objective filter frequency bands that can be broadcast or rejection, depending on the specificity of the required application. In turn, the modern communication systems such as GSM (Global System for Mobile Communications), RFID (Radio Frequency Identification), Bluetooth, Wi-Fi and WiMAX, whose services are highly demanded by society, have required the development of antennas having, as its main features, and low cost profile, and reduced dimensions and weight. In this context, the microstrip antenna is presented as an excellent choice for communications systems today, because (in addition to meeting the requirements mentioned intrinsically) planar structures are easy to manufacture and integration with other components in microwave circuits. Consequently, the analysis and synthesis of these devices mainly, due to the high possibility of shapes, size and frequency of its elements has been carried out by full-wave models, such as the finite element method, the method of moments and finite difference time domain. However, these methods require an accurate despite great computational effort. In this context, computational intelligence (CI) has been used successfully in the design and optimization of microwave planar structures, as an auxiliary tool and very appropriate, given the complexity of the geometry of the antennas and the FSS considered. The computational intelligence is inspired by natural phenomena such as learning, perception and decision, using techniques such as artificial neural networks, fuzzy logic, fractal geometry and evolutionary computation. This work makes a study of application of computational intelligence using meta-heuristics such as genetic algorithms and swarm intelligence optimization of antennas and frequency selective surfaces. Genetic algorithms are computational search methods based on the theory of natural selection proposed by Darwin and genetics used to solve complex problems, eg, problems where the search space grows with the size of the problem. The particle swarm optimization characteristics including the use of intelligence collectively being applied to optimization problems in many areas of research. The main objective of this work is the use of computational intelligence, the analysis and synthesis of antennas and FSS. We considered the structures of a microstrip planar monopole, ring type, and a cross-dipole FSS. We developed algorithms and optimization results obtained for optimized geometries of antennas and FSS considered. To validate results were designed, constructed and measured several prototypes. The measured results showed excellent agreement with the simulated. Moreover, the results obtained in this study were compared to those simulated using a commercial software has been also observed an excellent agreement. Specifically, the efficiency of techniques used were CI evidenced by simulated and measured, aiming at optimizing the bandwidth of an antenna for wideband operation or UWB (Ultra Wideband), using a genetic algorithm and optimizing the bandwidth, by specifying the length of the air gap between two frequency selective surfaces, using an optimization algorithm particle swarm

Uma implementação paralela híbrida para o problema do caixeiro viajante usando algoritmos genéticos, GRASP e aprendizagem por reforço

The metaheuristics techiniques are known to solve optimization problems classified as NP-complete and are successful in obtaining good quality solutions. They use non-deterministic approaches to generate solutions that are close to the optimal, without the guarantee of finding the global optimum. Motivated by the difficulties in the resolution of these problems, this work proposes the development of parallel hybrid methods using the reinforcement learning, the metaheuristics GRASP and Genetic Algorithms. With the use of these techniques, we aim to contribute to improved efficiency in obtaining efficient solutions. In this case, instead of using the Q-learning algorithm by reinforcement learning, just as a technique for generating the initial solutions of metaheuristics, we use it in a cooperative and competitive approach with the Genetic Algorithm and GRASP, in an parallel implementation. In this context, was possible to verify that the implementations in this study showed satisfactory results, in both strategies, that is, in cooperation and competition between them and the cooperation and competition between groups. In some instances were found the global optimum, in others theses implementations reach close to it. In this sense was an analyze of the performance for this proposed approach was done and it shows a good performance on the requeriments that prove the efficiency and speedup (gain in speed with the parallel processing) of the implementations performed

Algoritmos genéticos: uso de lógica nebulosa e análise de convergência por cadeia de Markov

In this work, the Markov chain will be the tool used in the modeling and analysis of convergence of the genetic algorithm, both the standard version as for the other versions that allows the genetic algorithm. In addition, we intend to compare the performance of the standard version with the fuzzy version, believing that this version gives the genetic algorithm a great ability to find a global optimum, own the global optimization algorithms. The choice of this algorithm is due to the fact that it has become, over the past thirty yares, one of the more importan tool used to find a solution of de optimization problem. This choice is due to its effectiveness in finding a good quality solution to the problem, considering that the knowledge of a good quality solution becomes acceptable given that there may not be another algorithm able to get the optimal solution for many of these problems. However, this algorithm can be set, taking into account, that it is not only dependent on how the problem is represented as but also some of the operators are defined, to the standard version of this, when the parameters are kept fixed, to their versions with variables parameters. Therefore to achieve good performance with the aforementioned algorithm is necessary that it has an adequate criterion in the choice of its parameters, especially the rate of mutation and crossover rate or even the size of the population. It is important to remember that those implementations in which parameters are kept fixed throughout the execution, the modeling algorithm by Markov chain results in a homogeneous chain and when it allows the variation of parameters during the execution, the Markov chain that models becomes be non - homogeneous. Therefore, in an attempt to improve the algorithm performance, few studies have tried to make the setting of the parameters through strategies that capture the intrinsic characteristics of the problem. These characteristics are extracted from the present state of execution, in order to identify and preserve a pattern related to a solution of good quality and at the same time that standard discarding of low quality. Strategies for feature extraction can either use precise techniques as fuzzy techniques, in the latter case being made through a fuzzy controller. A Markov chain is used for modeling and convergence analysis of the algorithm, both in its standard version as for the other. In order to evaluate the performance of a non-homogeneous algorithm tests will be applied to compare the standard fuzzy algorithm with the genetic algorithm, and the rate of change adjusted by a fuzzy controller. To do so, pick up optimization problems whose number of solutions varies exponentially with the number of variables

Estudo avaliativo de um algoritmo genético auto-organizável e multiobjetivo utilizando aprendizado de máquina para aplicações de telecomunicações

This paper presents an evaluative study about the effects of using a machine learning technique on the main features of a self-organizing and multiobjective genetic algorithm (GA). A typical GA can be seen as a search technique which is usually applied in problems involving no polynomial complexity. Originally, these algorithms were designed to create methods that seek acceptable solutions to problems where the global optimum is inaccessible or difficult to obtain. At first, the GAs considered only one evaluation function and a single objective optimization. Today, however, implementations that consider several optimization objectives simultaneously (multiobjective algorithms) are common, besides allowing the change of many components of the algorithm dynamically (self-organizing algorithms). At the same time, they are also common combinations of GAs with machine learning techniques to improve some of its characteristics of performance and use. In this work, a GA with a machine learning technique was analyzed and applied in a antenna design. We used a variant of bicubic interpolation technique, called 2D Spline, as machine learning technique to estimate the behavior of a dynamic fitness function, based on the knowledge obtained from a set of laboratory experiments. This fitness function is also called evaluation function and, it is responsible for determining the fitness degree of a candidate solution (individual), in relation to others in the same population. The algorithm can be applied in many areas, including in the field of telecommunications, as projects of antennas and frequency selective surfaces. In this particular work, the presented algorithm was developed to optimize the design of a microstrip antenna, usually used in wireless communication systems for application in Ultra-Wideband (UWB). The algorithm allowed the optimization of two variables of geometry antenna - the length (Ls) and width (Ws) a slit in the ground plane with respect to three objectives: radiated signal bandwidth, return loss and central frequency deviation. These two dimensions (Ws and Ls) are used as variables in three different interpolation functions, one Spline for each optimization objective, to compose a multiobjective and aggregate fitness function. The final result proposed by the algorithm was compared with the simulation program result and the measured result of a physical prototype of the antenna built in the laboratory. In the present study, the algorithm was analyzed with respect to their success degree in relation to four important characteristics of a self-organizing multiobjective GA: performance, flexibility, scalability and accuracy. At the end of the study, it was observed a time increase in algorithm execution in comparison to a common GA, due to the time required for the machine learning process. On the plus side, we notice a sensitive gain with respect to flexibility and accuracy of results, and a prosperous path that indicates directions to the algorithm to allow the optimization problems with "η" variables

Método de Otimização Topológica em Estruturas Tridimensionais

The topology optimization problem characterize and determine the optimum distribution of material into the domain. In other words, after the definition of the boundary conditions in a pre-established domain, the problem is how to distribute the material to solve the minimization problem. The objective of this work is to propose a competitive formulation for optimum structural topologies determination in 3D problems and able to provide high-resolution layouts. The procedure combines the Galerkin Finite Elements Method with the optimization method, looking for the best material distribution along the fixed domain of project. The layout topology optimization method is based on the material approach, proposed by Bendsoe & Kikuchi (1988), and considers a homogenized constitutive equation that depends only on the relative density of the material. The finite element used for the approach is a four nodes tetrahedron with a selective integration scheme, which interpolate not only the components of the displacement field but also the relative density field. The proposed procedure consists in the solution of a sequence of layout optimization problems applied to compliance minimization problems and mass minimization problems under local stress constraint. The microstructure used in this procedure was the SIMP (Solid Isotropic Material with Penalty). The approach reduces considerably the computational cost, showing to be efficient and robust. The results provided a well defined structural layout, with a sharpness distribution of the material and a boundary condition definition. The layout quality was proporcional to the medium size of the element and a considerable reduction of the project variables was observed due to the tetrahedrycal element