Multiobjective shortest path problems with lexicographic goal-based preferences

Multiobjective shortest path problems are computationally harder than single objective ones. In particular, execution time is an important limiting factor in exact multiobjective search algorithms. This paper explores the possibility of improving search performance in those cases where the interesting portion of the Pareto front can be initially bounded. We introduce a new exact label-setting algorithm that returns the subset of Pareto optimal paths that satisfy a set of lexicographic goals, or the subset that minimizes deviation from goals if these cannot be fully satisfied. Formal proofs on the correctness of the algorithm are provided. We also show that the algorithm always explores a subset of the labels explored by a full Pareto search. The algorithm is evaluated over a set of problems with three objectives, showing a performance improvement of up to several orders of magnitude as goals become more restrictive.     

Effective learning hyper-heuristics for the course timetabling problem

Course timetabling is an important and recurring administrative activity in most educational institutions. This article combines a general modeling methodology with effective learning hyper-heuristics to solve this problem. The proposed hyper-heuristics are based on an iterated local search procedure that autonomously combines a set of move operators. Two types of learning for operator selection are contrasted: a static (offline) approach, with a clear distinction between training and execution phases; and a dynamic approach that learns on the fly. The resulting algorithms are tested over the set of real-world instances collected by the first and second International Timetabling competitions. The dynamic scheme statistically outperforms the static counterpart, and produces competitive results when compared to the state-of-the-art, even producing a new best-known solution. Importantly, our study illustrates that algorithms with increased autonomy and generality can outperform human designed problem-specific algorithms.     

A general approach to the analysis of controlled perturbation algorithms

Controlled Perturbation (CP, for short) is an approach to obtaining efficient and robust implementations of a large class of geometric algorithms using the computational speed of multiple precision floating point arithmetic (compared to exact arithmetic), while bypassing the precision problems by perturbation. It also allows algorithms to be written without consideration of degenerate cases. CP replaces the input objects by a set of randomly perturbed (moved, scaled, stretched, etc.) objects and protects the evaluation of geometric predicates by guards. The execution is aborted if a guard indicates that the evaluation of a predicate with floating point arithmetic may return an incorrect result. If the execution is aborted, the algorithm is rerun on a new perturbation and maybe with a higher precision of the floating point arithmetic. If the algorithm runs to completion, it returns the correct output for the perturbed input.The analysis of CP algorithms relates various parameters: the perturbation amount, the arithmetic precision, the range of input values, and the number of input objects. We present a general methodology for analyzing CP algorithms. It is powerful enough to analyze all geometric predicates that are formulated as signs of polynomials.     

On rigorous upper bounds to a global optimum

In branch and bound algorithms in constrained global optimization, a sharp upper bound on the global optimum is important for the overall efficiency of the branch and bound process. Software to find local optimizers, using floating point arithmetic, often computes an approximately feasible point close to an actual global optimizer. Not mathematically rigorous algorithms can simply evaluate the objective at such points to obtain approximate upper bounds. However, such points may actually be slightly infeasible, and the corresponding objective values may be slightly smaller than the global optimum. A consequence is that actual optimizers are occasionally missed, while the algorithm returns an approximate optimum and corresponding approximate optimizer that is occasionally far away from an actual global optimizer. In mathematically rigorous algorithms, objective values are accepted as upper bounds only if the point of evaluation is proven to be feasible. Such computational proofs of feasibility have been weak points in mathematically rigorous algorithms. This paper first reviews previously proposed automatic proofs of feasibility, then proposes an alternative technique. The alternative technique is tried on a test set that caused trouble for previous techniques, and is also employed in a mathematically rigorous branch and bound algorithm on that test set.     

Analysis of Static Simulated Annealing Algorithms

Generalized hill climbing (GHC) algorithms provide a framework for modeling local search algorithms to address intractable discrete optimization problems. This paper introduces a measure for determining the expected number of iterations to visit a predetermined objective function level, given that an inferior objective function level has been reached in a finite number of iterations. A variation of simulated annealing (SA), termed static simulated annealing (S²A), is analyzed using this measure. S²A uses a fixed cooling schedule during the algorithm execution. Though S²A is probably nonconvergent, its finite-time performance can be assessed using the finite-time performance measure defined in this paper.     

Mean–variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics

The efficient modeling of execution price path of an asset to be traded is an important aspect of the optimal trading problem. In this paper an execution price path based on the second order autoregressive process is proposed. The proposed price path is a generalization of the existing first order autoregressive price path in literature. Using dynamic programming method the analytical closed form solution of unconstrained optimal trading problem under the second order autoregressive process is derived. However in order to incorporate non-negativity constraints in the problem formulation, the optimal static trading problems under second order autoregressive price process are formulated. For a risk neutral investor, the optimal static trading problem of minimizing expected execution cost subject to non-negativity constraints is formulated as a quadratic programming problem. Whereas, for a risk averse investor the variance of execution cost is considered as a measure for the timing risk, and the mean–variance problem is formulated. Moreover, the optimal static trading problem subject to stochastic dominance constraints with mean–variance static trading strategy as the reference strategy is studied. Using Static approximation method the algorithm to solve proposed optimal static trading problems is presented. With numerical illustrations conducted on simulated data and the real market data, the significance of second order autoregressive price path, and the optimal static trading problems is presented.     

A Jacobi algorithm and metric theory for greatest common divisors

Greatest common divisor algorithms are used to provide a natural motivation for considering a class of Jacobi-Perron algorithms which includes the original Jacobi algorithm. This work proves convergence and establishes metric properties for one of these algorithms. The proofs generalize to the larger class of algorithms. Full connections with the calculation of greatest common divisors will be treated elsewhere.     

Graph isomorphism problem

The article is a creative compilation of certain papers devoted to the graph isomorphism problem, which have appeared in recent years. An approach to the isomorphism problem is proposed in the first chapter, combining, mainly, the works of Babai and Luks. This approach, being to the survey's authors the most promising and fruitful of results, has two characteristic features: the use of information on the special structure of the automorphism group and the profound application of the theory of permutation groups. In particular, proofs are given of the recognizability of the isomorphism of graphs with bounded valences in polynomial time and of all graphs in moderately exponential time. In the second chapter a free exposition is given of the Filotti-Mayer-Miller results on the isomorphism of graphs of bounded genus. New and more complete proofs of the main assertions are presented, as well as an algorithm for the testing of the isomorphism of graphs of genus g in time O(v^O(g)), where v is the number of vertices. In the third chapter certain extended means of the construction of algorithms testing an isomorphism are discussed together with probabilistically estimated algorithms and the Las Vegas algorithms. In the fourth chapter the connections of the graph isomorphism problem with other problems are examined.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 118, pp. 83–158, 1982.     

Comparative analysis of two algorithms for numerical solution of nonlinear static problems for multilayer anisotropic shells of revolution. 1. Account of transverse shear

The discussion focuses on two numerical algorithms for solving the nonlinear static problems of multilayer composite shells of revolution, namely the algorithm based on the discrete orthogonalization method and the algorithm based on the finite element method with a local linear approximation in the meridian direction. The material of each layer of the shell is assumed to be linearly elastic and anisotropic (nonorthotropic). A feature of this approach is that the displacements of the face surfaces of the shell are chosen as unknown functions, i.e., the functions which allows us to formulate the kinematic boundary conditions on these surfaces. As an example, a cross-ply cylindrical shell subjected to uniform axisymmetric tension is considered. It is shown that the algorithms elaborated correctly describe the local distribution of the stress tensor over the shell thickness without an expensive software based on the 3D anisotropic theory of elasticity.Tambov State Technical University, Tambov, Russia. Translated from Mekhanika Kompozitnykh Materialov, Vol. 35, No. 3, pp. 347–358, May–June, 1999.     

Parallel sparse linear algebra and application to structural mechanics

The framework of this paper is the parallelization of a plasticity algorithm that uses an implicit method and an incremental approach. More precisely, we will focus on some specific parallel sparse linear algebra algorithms which are the most time-consuming steps to solve efficiently such an engineering application. First, we present a general algorithm which computes an efficient static scheduling of block computations for parallel sparse linear factorization. The associated solver, based on a supernodal fan-in approach, is fully driven by this scheduling. Second, we describe a scalable parallel assembly algorithm based on a distribution of elements induced by the previous distribution for the blocks of the sparse matrix. We give an overview of these algorithms and present performance results on an IBM SP2 for a collection of grid and irregular problems. This revised version was published online in June 2006 with corrections to the Cover Date.     

Discounted Markov games; successive approximation and stopping times

This paper presents a number of successive approximation algorithms for the repeated two-person zero-sum game called Markov game using the criterion of total expected discounted rewards. AsWessels [1977] did for Markov decision processes stopping times are introduced in order to simplify the proofs. It is shown that each algorithm provides upper and lower bounds for the value of the game and nearly optimal stationary strategies for both players.     

A cyclic projected gradient method

In recent years, convex optimization methods were successfully applied for various image processing tasks and a large number of first-order methods were designed to minimize the corresponding functionals. Interestingly, it was shown recently in Grewenig et al. (2010) that the simple idea of so-called “superstep cycles” leads to very efficient schemes for time-dependent (parabolic) image enhancement problems as well as for steady state (elliptic) image compression tasks. The “superstep cycles” approach is similar to the nonstationary (cyclic) Richardson method which has been around for over sixty years. In this paper, we investigate the incorporation of superstep cycles into the projected gradient method. We show for two problems in compressive sensing and image processing, namely the LASSO approach and the Rudin-Osher-Fatemi model that the resulting simple cyclic projected gradient algorithm can numerically compare with various state-of-the-art first-order algorithms. However, due to the nonlinear projection within the algorithm convergence proofs even under restrictive assumptions on the linear operators appear to be hard. We demonstrate the difficulties by studying the simplest case of a two-cycle algorithm in ?² with projections onto the Euclidean ball.     

On branching heuristics for the bi-objective 0/1 unidimensional knapsack problem

This paper focuses on branching strategies that are involved in branch and bound algorithms when solving multi-objective optimization problems. The choice of the branching variable at each node of the search tree constitutes indeed an important component of these algorithms. In this work we focus on multi-objective knapsack problems. In the literature, branching heuristics used for these problems are static, i.e., the order on the variables is determined prior to the execution. This study investigates the benefit of defining more sophisticated branching strategies. We first analyze and compare a representative set of classic branching heuristics and conclude that none can be identified as the best overall heuristic. Using an oracle, we highlight that combining branching heuristics within the same branch and bound algorithm leads to considerably reduced search trees but induces high computational costs. Based on learning adaptive techniques, we propose then dynamic adaptive branching strategies that are able to select the suitable heuristic to apply at each node of the search tree. Experiments are conducted on the bi-objective 0/1 unidimensional knapsack problem.     

Adaptive constraint reduction for convex quadratic programming

We propose an adaptive, constraint-reduced, primal-dual interior-point algorithm for convex quadratic programming with many more inequality constraints than variables. We reduce the computational effort by assembling, instead of the exact normal-equation matrix, an approximate matrix from a well chosen index set which includes indices of constraints that seem to be most critical. Starting with a large portion of the constraints, our proposed scheme excludes more unnecessary constraints at later iterations. We provide proofs for the global convergence and the quadratic local convergence rate of an affine-scaling variant. Numerical experiments on random problems, on a data-fitting problem, and on a problem in array pattern synthesis show the effectiveness of the constraint reduction in decreasing the time per iteration without significantly affecting the number of iterations. We note that a similar constraint-reduction approach can be applied to algorithms of Mehrotra’s predictor-corrector type, although no convergence theory is supplied.     

Generic Algorithm for Generalized Fractional Programming

We propose a unified framework to study various versions of Dinkelbach-type algorithms for solving the generalized fractional programming problem. Classical algorithms used carefully selected iterate points and incorporated subtle convergence proofs. Our generic algorithm, however, is natural and simple. Moreover, the convergence analysis can be carried out through geometric observations and fundamental properties of convex functions. Consequently, the classical results are either refined or strengthened with new insights.     

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.     

An Algorithm for Constructing Single Processor Static–Dynamic Schedules

An extended approach is proposed for using algorithms to find the maximum flow in a transport network when constructing schedules for performing work with interruptions in a new class of problems of creating static–dynamic schedules. This is accomplished by projecting realtime systems with the architecture of integrated module avionics. The results from an experimental study confirm the high accuracy of the proposed algorithm.     

Structured populations,cell growth and measure valued balance laws

A well-posedness theory of measure valued solutions to balance laws is presented. Nonlinear semigroups are constructed by means of the operator splitting algorithm. This approach allows to separate the differential terms from the integral ones, leading to a significant simplification of the proofs. Continuous dependence with respect to parameters is also shown. The whole framework allows a unified approach to a variety of structured population models, providing to each of them the basic well posedness and stability results.     

非负矩阵的一些算法

本文利用有限图论和齐次有限马尔可夫链理论的有关命题和算法得到了不同于[1]、[3]的算法:(1)有限阶非负矩阵可约性的判别、有限阶可约矩阵化为主对角线上都为不可约子块的分块三角阵的算法;(2)有限阶不可约矩阵的Frobenius表示的算法.对上述二算法本文还分别给出了直观简便的图示法.