Analyzing the performance of simultaneous generalized hill climbing algorithms

Simultaneous generalized hill climbing (SGHC) algorithms provide a framework for using heuristics to simultaneously address sets of intractable discrete optimization problems where information is shared between the problems during the algorithm execution. Many well-known heuristics can be embedded within the SGHC algorithm framework. This paper shows that the solutions generated by an SGHC algorithm are a stochastic process that satisfies the Markov property. This allows problem probability mass functions to be formulated for particular sets of problems based on the long-term behavior of the algorithm. Such results can be used to determine the proportion of iterations that an SGHC algorithm will spend optimizing over each discrete optimization problem. Sufficient conditions that guarantee that the algorithm spends an equal number of iterations in each discrete optimization problem are provided. SGHC algorithms can also be formulated such that the overall performance of the algorithm is independent of the initial discrete optimization problem chosen. Sufficient conditions are obtained guaranteeing that an SGHC algorithm will visit the globally optimal solution for each discrete optimization problem. Lastly, rates of convergence for SGHC algorithms are reported that show that given a rate of convergence for the embedded GHC algorithm, the SGHC algorithm can be designed to preserve this rate.     

Noisy image segmentation based on nonlinear diffusion equation model

This paper addresses the segmentation problem in noisy image based on nonlinear diffusion equation model and proposes a new adaptive segmentation model based on gray-level image segmentation model. This model also can be extended to the vector value image segmentation. By virtue of the prior information of regions and boundary of image, a framework is established to construct different segmentation models using different probability density functions. A segmentation model exploiting Gauss probability density function is given in this paper. An efficient and unconditional stable algorithm based on locally one-dimensional (LOD) scheme is developed and it is used to segment the gray image and the vector values image. Comparing with existing classical models, the proposed approach gives the best performance.     

Segmentation of Pulmonary Nodule Images Using 1-Norm Minimization

Total variation minimization (in the 1-norm) has edge preserving and enhancing properties which make it suitable for image segmentation. We present Image Simplification, a new formulation and algorithm for image segmentation. We illustrate the edge enhancing properties of 1-norm total variation minimization in a discrete setting by giving exact solutions to the problem for piecewise constant functions in the presence of noise. In this case, edges can be exactly recovered if the noise is sufficiently small. After optimization, segmentation is completed using edge detection. We find that our image segmentation approach yields good results when applied to the segmentation of pulmonary nodules.     

HPBILc: A histogram-based EDA for continuous optimization

Designing different estimation of distribution algorithms for continuous optimization is a recent emerging focus in the evolutionary computation field. This paper proposes an improved population-based incremental learning algorithm using histogram probabilistic model for continuous optimization. Histogram models are advantageous in describing the solution distribution of complex and multimodal continuous problems. The algorithm utilizes the sub-dividing strategy to guarantee the accuracy of optimal solutions. Experimental results show that the proposed algorithm is effective and it obtains better performance than the fast evolutionary programming (FEP) and those newly published EDAs in most test functions.     

A fast algorithm for image segmentation based on fuzzy region competition

Variational models for image segmentation are usually solved by the level set method, which is not only slow to compute but also dependent on initialization strongly. Recently, fuzzy region competition models or globally convex segmentation models have been introduced. They are insensitive to initialization, but contain TV-regularizers, making them difficult to compute. Goldstein, Bresson and Osher have applied the split Bregman iteration to globally convex segmentation models which avoided the regularization of TV norm and speeded up the computation. However, the split Bregman method needs to solve a partial differential equation (PDE) in each iteration. In this paper, we present a simple algorithm without solving the PDEs proposed originally by Jia et al. (2009) with application to image segmentation problems. The algorithm also avoids the regularization of TV norm and has a simpler form, which is in favor of implementing. Numerical experiments show that our algorithm works faster and more efficiently than other fast schemes, such as duality based methods and the split Bregman scheme.     

Heuristics for the fixed cost median problem

We describe in this paper polynomial heuristics for three important hard problems—the discrete fixed cost median problem (the plant location problem), the continuous fixed cost median problem in a Euclidean space, and the network fixed cost median problem with convex costs. The heuristics for all the three problems guarantee error ratios no worse than the logarithm of the number of customer points. The derivation of the heuristics is based on the presentation of all types of median problems discussed as a set covering problem.     

An edge driven wavelet frame model for image restoration

Wavelet frame systems are known to be effective in capturing singularities from noisy and degraded images. In this paper, we introduce a new edge driven wavelet frame model for image restoration by approximating images as piecewise smooth functions. With an implicit representation of image singularities sets, the proposed model inflicts different strength of regularization on smooth and singular image regions and edges. The proposed edge driven model is robust to both image approximation and singularity estimation. The implicit formulation also enables an asymptotic analysis of the proposed models and a rigorous connection between the discrete model and a general continuous variational model. Finally, numerical results on image inpainting and deblurring show that the proposed model is compared favorably against several popular image restoration models.     

Integrated exact,hybrid and metaheuristic learning methods for confidentiality protection

A vital task facing government agencies and commercial organizations that report data is to represent the data in a meaningful way and simultaneously to protect the confidentiality of critical components of this data. The challenge is to organize and disseminate data in a form that prevents such critical components from being inferred by groups bent on corporate espionage, to gain competitive advantages, or having a desire to penetrate the security of the information underlying the data. Controlled tabular adjustment is a recently developed approach for protecting sensitive information by imposing a special form of statistical disclosure limitation on tabular data. The underlying model gives rise to a mixed integer linear programming problem involving both continuous and discrete (zero-one) variables. We develop stratified ordered (s-ordered) heuristics and a new meta-heuristic learning approach for solving this model, and compare their performance to previous heuristics and to an exact algorithm embodied in the state-of-the-art ILOG- CPLEX software. Our new approaches are based on partitioning the problem into its discrete and continuous components, first creating an s-ordered heuristic that reduces the number of binary variables through a grouping procedure that combines an exact mathematical programming model with constructive heuristics. To gain further advantages we then replace the mathematical programming model with an evolutionary scatter search approach that makes it possible to extend the method to large problems with over 9000 entries. Finally, we introduce a new metaheuristic learning method that significantly improves the quality of solutions obtained.     

Using Discrete and Continuous Models to Solve Nanoporous Flow Optimization Problems

We consider using a discrete network model in combination with continuous nonlinear optimization models to solve the problem of optimizing channels in nanoporous materials. The problem and the hierarchical optimization algorithm are described in [2]. A key feature of the model is the fact that we use the edges of the finite element grid as the locations of the channels. The focus here is on the use of the discrete model within that algorithm. We develop several approximations to the relevant flow and a greedy algorithm for quickly generating a "good" tree connecting all of the nodes in the finite-element mesh to a designated root node. We also consider Metropolis-Hastings (MH) improvements to the greedy result. We consider both a regular triangulation and a Delaunay triangulation of the region, and present some numerical results.     

A fast alternating minimization algorithm for total variation deblurring without boundary artifacts

Recently, a fast alternating minimization algorithm for total variation image deblurring (FTVd) has been presented by Wang, Yang, Yin, and Zhang (2008) [32]. The method in a nutshell consists of a discrete Fourier transform-based alternating minimization algorithm with periodic boundary conditions and in which two fast Fourier transforms (FFTs) are required per iteration. In this paper, we propose an alternating minimization algorithm for the continuous version of the total variation image deblurring problem. We establish convergence of the proposed continuous alternating minimization algorithm. The continuous setting is very useful to have a unifying representation of the algorithm, independently of the discrete approximation of the deconvolution problem, in particular concerning the strategies for dealing with boundary artifacts. Indeed, an accurate restoration of blurred and noisy images requires a proper treatment of the boundary. A discrete version of our continuous alternating minimization algorithm is obtained following two different strategies: the imposition of appropriate boundary conditions and the enlargement of the domain. The first one is computationally useful in the case of a symmetric blur, while the second one can be efficiently applied for a nonsymmetric blur. Numerical tests show that our algorithm generates higher quality images in comparable running times with respect to the Fast Total Variation deconvolution algorithm.     

Resource downgrading

This paper aims to develop models to optimally manage costs associated with resources that can be downgraded. These resources are reused a number of times before becoming unsuitable for their original purpose, and then they are assigned for some other purpose. The typical decisions are the quantity of resources to purchase, to downgrade and to hold in the inventory. A network-based model is developed to formulate the problem and to investigate several special cases. As the model becomes an integer program due to some side constraints, several heuristics are developed here to overcome the challenges associated with solving the resulting integer program. A semiconductor industry application for test wafer management is presented using real-life data.     

Global asymptotical stability of the positive equilibrium of a logistic competitive model

Global asymptotical stability of the positive equilibrium (PE) of a dynamical system is one of the research focus in theoretical studies of both continuous and discrete bio-mathematical models. In this paper, we shall establish the global asymptotical stability of the PE of a discrete Logistic competitive model in certain planar region. Indeed, sufficient conditions, dependent only on the parameters of the model, are obtained to ensure the global asymptotical stability of the PE in this region. The parameter region that corresponds to these sufficient conditions can be illustrated graphically and several examples of such regions are presented. Our approach to establish the global asymptotical stability of the PE involves proving the global attractivity of the PE in the planar region concerned and a key process here is the derivation of the maxima of the related functions in the planar region.     

High-Dimensional Mixed Graphical Models

While graphical models for continuous data (Gaussian graphical models) and discrete data (Ising models) have been extensively studied, there is little work on graphical models for datasets with both continuous and discrete variables (mixed data), which are common in many scientific applications. We propose a novel graphical model for mixed data, which is simple enough to be suitable for high-dimensional data, yet flexible enough to represent all possible graph structures. We develop a computationally efficient regression-based algorithm for fitting the model by focusing on the conditional log-likelihood of each variable given the rest. The parameters have a natural group structure, and sparsity in the fitted graph is attained by incorporating a group lasso penalty, approximated by a weighted lasso penalty for computational efficiency. We demonstrate the effectiveness of our method through an extensive simulation study and apply it to a music annotation dataset (CAL500), obtaining a sparse and interpretable graphical model relating the continuous features of the audio signal to binary variables such as genre, emotions, and usage associated with particular songs. While we focus on binary discrete variables for the main presentation, we also show that the proposed methodology can be easily extended to general discrete variables.     

Discrete optimal control model and bound error for microbial continuous fermentation

A discrete optimal control model is given according to the discrete nonlinear dynamic system of continuous fermentations of glycerol to 1,3-propanediol (1,3-PD). The property of some major functions and their bounds on approximation errors are studied in this paper. Then, the conclusion that the optimality function of discrete optimal control model is the consistent approximation to one of the continuous optimal control model is proved. The results presented in this work can be used as guidelines for the optimal algorithm and its convergence.     

A spatially continuous max-flow and min-cut framework for binary labeling problems

We propose and investigate novel max-flow models in the spatially continuous setting, with or without i priori defined supervised constraints, under a comparative study of graph based max-flow/min-cut. We show that the continuous max-flow models correspond to their respective continuous min-cut models as primal and dual problems. In this respect, basic conceptions and terminologies from discrete max-flow/min-cut are revisited under a new variational perspective. We prove that the associated nonconvex partitioning problems, unsupervised or supervised, can be solved globally and exactly via the proposed convex continuous max-flow and min-cut models. Moreover, we derive novel fast max-flow based algorithms whose convergence can be guaranteed by standard optimization theories. Experiments on image segmentation, both unsupervised and supervised, show that our continuous max-flow based algorithms outperform previous approaches in terms of efficiency and accuracy.     

Theory of evidence for face detection and tracking

This paper deals with face detection and tracking by computer vision for multimedia applications. Contrary to current techniques that are based on huge learning databases and complex algorithms to get generic face models (e.g., active appearance models), the proposed method handles simple contextual knowledge representative of the application background thanks to a quick supervised initialization. The transferable belief model is used to counteract the incompleteness of the prior model due first to a lack of exhaustiveness of the learning stage and secondly to the subjectivity of the task of face segmentation. The algorithm contains two main steps: detection and tracking. In the detection phase, an evidential face model is estimated by merging basic beliefs elaborated from Viola and Jones face detector and from a skin colour detector, for the assignment of mass functions. These functions are computed as the merging of sources in a specific nonlinear colour space. In order to deal with colour information dependence in the fusion process, the Den?ux cautious rule is used. The pignistic probabilities stemming from the face model guarantee the compatibility between the belief framework and the probabilistic framework. They are the entries of a bootstrap particle filter which yields face tracking at video rate. We show that the proper tuning of the evidential model parameters improves the tracking performance in real-time. Quantitative evaluation of the proposed method gives a detection rate reaching 80%, comparable to what can be found in the literature. However the proposed method requires only a weak initialization.     

Parameter Expanded Algorithms for Bayesian Latent Variable Modeling of Genetic Pleiotropy Data

Motivated by genetic association studies of pleiotropy, we propose a Bayesian latent variable approach to jointly study multiple outcomes. The models studied here can incorporate both continuous and binary responses, and can account for serial and cluster correlations. We consider Bayesian estimation for the model parameters, and we develop a novel MCMC algorithm that builds upon hierarchical centering and parameter expansion techniques to efficiently sample from the posterior distribution. We evaluate the proposed method via extensive simulations and demonstrate its utility with an application to an association study of various complication outcomes related to Type 1 diabetes. This article has supplementary material online.     

Pareto optimality and a class of set covering heuristics

The set covering problem has many diverse applications to problems arising in crew scheduling, facility location and other business areas. Since the problem is known to be hard to solve optimally, a number of approximate (heuristic) approaches have been designed for it. These approaches (with one exception) divide into two main groups, greedy heuristics and dual saturation heuristics. We use the concept of a Pareto optimal dual solution to show that an arbitrary dual saturation heuristic has the same worst-case performance guarantee as the two best known heuristics of that type. Moreover, this poor performance level is always attainable by those two heuristics.     

Copula models for insurance claim numbers with excess zeros and time-dependence

This paper develops two copula models for fitting the insurance claim numbers with excess zeros and time-dependence. The joint distribution of the claims in two successive periods is modeled by a copula with discrete or continuous marginal distributions. The first model fits two successive claims by a bivariate copula with discrete marginal distributions. In the second model, a copula is used to model the random effects of the conjoint numbers of successive claims with continuous marginal distributions. Zero-inflated phenomenon is taken into account in the above copula models. The maximum likelihood is applied to estimate the parameters of the discrete copula model. A two-step procedure is proposed to estimate the parameters in the second model, with the first step to estimate the marginals, followed by the second step to estimate the unobserved random effect variables and the copula parameter. Simulations are performed to assess the proposed models and methodologies.     

A primal-dual active-set algorithm for bilaterally constrained total variation deblurring and piecewise constant Mumford-Shah segmentation problems

In this paper, we propose a fast primal-dual algorithm for solving bilaterally constrained total variation minimization problems which subsume the bilaterally constrained total variation image deblurring model and the two-phase piecewise constant Mumford-Shah image segmentation model. The presence of the bilateral constraints makes the optimality conditions of the primal-dual problem semi-smooth which can be solved by a semi-smooth Newton’s method superlinearly. But the linear system to solve at each iteration is very large and difficult to precondition. Using a primal-dual active-set strategy, we reduce the linear system to a much smaller and better structured one so that it can be solved efficiently by conjugate gradient with an approximate inverse preconditioner. Locally superlinear convergence results are derived for the proposed algorithm. Numerical experiments are also provided for both deblurring and segmentation problems. In particular, for the deblurring problem, we show that the addition of the bilateral constraints to the total variation model improves the quality of the solutions.