A sequentially optimal algorithm for numerical integration

For the class of functions of one variable, satisfying the Lipschitz condition with a fixed constant, an optimal passive algorithm for numerical integration (an optimal quadrature formula) has been found by Nikol'skii. In this paper, a sequentially optimal algorithm is constructed; i.e., the algorithm on each step makes use in an optimal way of all relevant information which was accumulated on previous steps. Using the algorithm, it is necessary to solve an integer program at each step. An effective algorithm for solving these problems is given.The author is indebted to Professor S. E. Dreyfus, Department of Industrial Engineering and Operations Research, University of California, Berkeley, California, for his helpful attention to this paper.     

Simple Monte Carlo and the Metropolis algorithm

We study the integration of functions with respect to an unknown density. Information is available as oracle calls to the integrand and to the non-normalized density function. We are interested in analyzing the integration error of optimal algorithms (or the complexity of the problem) with emphasis on the variability of the weight function. For a corresponding large class of problem instances we show that the complexity grows linearly in the variability, and the simple Monte Carlo method provides an almost optimal algorithm. Under additional geometric restrictions (mainly log-concavity) for the density functions, we establish that a suitable adaptive local Metropolis algorithm is almost optimal and outperforms any non-adaptive algorithm.     

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.     

Optimal learning of bandlimited functions from localized sampling

An optimal algorithm for approximating bandlimited functions from localized sampling is established. Several equivalent formulations for the approximation error of the optimal algorithm are presented and its upper and lower bound estimates for the univariate case are provided. The estimates show that the approximation error decays exponentially (but not faster) as the number of localized samplings increases. As a consequence of these results, we obtain an upper bound estimate for the eigenvalues of an integral operator that arises in the bandwidth problem.     

Multiple-Subarc Gradient-Restoration Algorithm, Part 1: Algorithm Structure

Rapid progresses in information and computer technology allow the development of more advanced optimal control algorithms dealing with real-world problems. In this paper, which is Part 1 of a two-part sequence, a multiple-subarc gradient-restoration algorithm (MSGRA) is developed. We note that the original version of the sequential gradient-restoration algorithm (SGRA) was developed by Miele et al. in single-subarc form (SSGRA) during the years 1968–86; it has been applied successfully to solve a large number of optimal control problems of atmospheric and space flight.MSGRA is an extension of SSGRA, the single-subarc gradient-restoration algorithm. The primary reason for MSGRA is to enhance the robustness of gradient-restoration algorithms and also to enlarge the field of applications. Indeed, MSGRA can be applied to optimal control problems involving multiple subsystems as well as discontinuities in the state and control variables at the interface between contiguous subsystems.Two features of MSGRA are increased automation and efficiency. The automation of MSGRA is enhanced via time normalization: the actual time domain is mapped into a normalized time domain such that the normalized time length of each subarc is 1. The efficiency of MSGRA is enhanced by using the method of particular solutions to solve the multipoint boundary-value problems associated with the gradient phase and the restoration phase of the algorithm.In a companion paper [Part 2 (Ref. 2)], MSGRA is applied to compute the optimal trajectory for a multistage launch vehicle design, specifically, a rocket-powered spacecraft ascending from the Earth surface to a low Earth orbit (LEO). Single-stage, double-stage, and triple-stage configurations are considered and compared.     

A multi-objective lead time control problem in multi-stage assembly systems using genetic algorithms

In this paper, we develop a multi-objective model to optimally control the lead time of a multi-stage assembly system, using genetic algorithms. The multi-stage assembly system is modelled as an open queueing network. It is assumed that the product order arrives according to a Poisson process. In each service station, there is either one or infinite number of servers (machines) with exponentially distributed processing time, in which the service rate (capacity) is controllable. The optimal service control is decided at the beginning of the time horizon. The transport times between the service stations are independent random variables with generalized Erlang distributions. The problem is formulated as a multi-objective optimal control problem that involves four conflicting objective functions. The objective functions are the total operating costs of the system per period (to be minimized), the average lead time (min), the variance of the lead time (min) and the probability that the manufacturing lead time does not exceed a certain threshold (max). Finally, we apply a genetic algorithm with double strings using continuous relaxation based on reference solution updating (GADSCRRSU) to solve this multi-objective problem, using goal attainment formulation. The results are also compared against the results of a discrete-time approximation technique to show the efficiency of the proposed genetic algorithm approach.     

Approximating Huffman codes in parallel

In this paper we present new results on the approximate parallel construction of Huffman codes. Our algorithm achieves linear work and logarithmic time, provided that the initial set of elements is sorted. This is the first parallel algorithm for that problem with the optimal time and work. Combining our approach with the best known parallel sorting algorithms we can construct an almost optimal Huffman tree with optimal time and work. This also leads to the first parallel algorithm that constructs exact Huffman codes with maximum codeword length H in time O(H) with n/logn processors, if the elements are sorted.     

Fully dynamic recognition algorithm and certificate for directed cographs

This paper presents an optimal fully dynamic recognition algorithm for directed cographs. Given the modular decomposition tree of a directed cograph G, the algorithm supports arc and vertex modification (insertion or deletion) in O(d) time where d is the number of arcs involved in the operation. Moreover, if the modified graph remains a directed cograph, the modular decomposition tree is updated; otherwise, a certificate is returned within the same complexity.     

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.     

Self-concordant functions for optimization on smooth manifolds

This paper discusses self-concordant functions on smooth manifolds. In Euclidean space, such functions are utilized extensively as barrier functions in interior-point methods for polynomial time optimization algorithms. Here, the self-concordant function is carefully defined on a differential manifold in such a way that the properties of self-concordant functions in Euclidean space are preserved. A Newton decrement is defined and analyzed for this class of functions. Based on this, a damped Newton algorithm is proposed for the optimization of self-concordant functions. Under reasonable technical assumptions such as geodesic completeness of the manifold, this algorithm is guaranteed to fall in any given small neighborhood of the optimal solution in a finite number of steps. The existence and uniqueness of the optimal solution is also proved in this paper. Hence, the optimal solution is a global one. Furthermore, it ensures a quadratic convergence within a neighborhood of the minimal point. This neighborhood can be specified in terms of the Newton decrement. The computational complexity bound of the proposed approach is also given explicitly. This complexity bound is shown to be of the order where is the desired precision. Some interesting optimization problems are given to illustrate the proposed concept and algorithm. A part of the materials has been presented at 2004 Conference on Decision and Control     

Using convex envelopes to solve the interactive fixed-charge linear programming problem

In the well-known fixed-charge linear programming problem, it is assumed, for each activity, that the value of the fixed charge incurred when the level of the activity is positive does not depend upon which other activities, if any, are also undertaken at a positive level. However, we have encountered several practical problems where this assumption does not hold. In an earlier paper, we developed a new problem, called the interactive fixed-charge linear programming problem (IFCLP), to model these problems. In this paper, we show how to construct the convex envelopes and other convex underestimating functions for the objective function for problem (IFCLP) over various rectangular subsets of its domain. Using these results, we develop a specialized branch-and-bound algorithm for problem (IFCLP) which finds an exact optimal solution for the problem in a finite number of steps. We also discuss the main properties of this algorithm.The authors would like to thank an anonymous referee for his helpful suggestions.     

Interactive decision making: Equivalence of modified formulations

We discuss the use of a quadratic norm for departures from the bliss value of a decision problem under conflicting objectives. The use of a quadratic norm is, for example, of interest within the dynamic framework of optimal control. The symmetric nature of the quadratic norm is relaxed to allow for nonsymmetric preferences. The possibility of tailoring the quadratic objective function to generate optimal policies which are acceptable to the policy maker is explored with two alternative interactive algorithms. One of these is for objective functions with diagonal weighting matrices and uses updates of the bliss values. The second algorithm proceeds by updating non-diagonal weights, while keeping the bliss values fixed. The equivalence of both algorithms is established.     

An improved upper bound for the TSP in cubic 3-edge-connected graphs

We consider the travelling salesman problem (TSP) problem on (the metric completion of) 3-edge-connected cubic graphs. These graphs are interesting because of the connection between their optimal solutions and the subtour elimination LP relaxation. Our main result is an approximation algorithm better than the 3/2-approximation algorithm for TSP in general.     

Improved Optimal Control Methods Based Upon the Adjoining Cell Mapping Technique

In this paper, cell mapping methods are studied and refined for the optimal control of autonomous dynamical systems. First, the method proposed by Hsu (Ref. 1) is analyzed and some improvements are presented. Second, adjoining cell mapping (ACM), based on an adaptive time of integration (Refs. 2–3), is formulated as an alternative technique for computing optimal control laws of nonlinear systems, employing the cellular state-space approximation. This technique overcomes the problem of determining an appropriate duration of the integration time for the simple cell mapping method and provides a suitable mapping for the search procedures. Artificial intelligence techniques, together with some improvements on the original formulation lead to a very efficient algorithm for computing optimal control laws with ACM (CACM). Several examples illustrate the performance of the CACM algorithm.     

WDM网络中的一个改进的最优半光通道路由算法

本文在一个限定的条件下，提出了一个WDM网络中的寻找最优半光通道算法，使时间复杂度从O（k^2n km knlog(kn))提高到O（k^2n km nlogn)。     

The one-to-one shortest-path problem: An empirical analysis with the two-tree Dijkstra algorithm

Four new shortest-path algorithms, two sequential and two parallel, for the source-to-sink shortest-path problem are presented and empirically compared with five algorithms previously discussed in the literature. The new algorithm, S22, combines the highly effective data structure of the S2 algorithm of Dial et al., with the idea of simultaneously building shortest-path trees from both source and sink nodes, and was found to be the fastest sequential shortest-path algorithm. The new parallel algorithm, PS22, is based on S22 and is the best of the parallel algorithms. We also present results for three new S22-type shortest-path heuristics. These heuristics find very good (often optimal) paths much faster than the best shortest-path algorithm.     

A method for constructing an optimal estimate calculation algorithm

The problem of searching for an optimal procedure for constructing the best (in a certain sense) algorithm in the family of estimate calculation algorithms is considered. Such a procedure is designed, and upper bounds for its complexity are derived. The case of a two-dimensional feature space is analyzed in detail.     

A class of gap functions for variational inequalities

Recently Auchmuty (1989) has introduced a new class of merit functions, or optimization formulations, for variational inequalities in finite-dimensional space. We develop and generalize Auchmuty's results, and relate his class of merit functions to other works done in this field. Especially, we investigate differentiability and convexity properties, and present characterizations of the set of solutions to variational inequalities. We then present new descent algorithms for variational inequalities within this framework, including approximate solutions of the direction finding and line search problems. The new class of merit functions include the primal and dual gap functions, introduced by Zuhovickii et al. (1969a, 1969b), and the differentiable merit function recently presented by Fukushima (1992); also, the descent algorithm proposed by Fukushima is a special case from the class of descent methods developed in this paper. Through a generalization of Auchmuty's class of merit functions we extend those inherent in the works of Dafermos (1983), Cohen (1988) and Wu et al. (1991); new algorithmic equivalence results, relating these algorithm classes to each other and to Auchmuty's framework, are also given.Corresponding author.     

A hybrid hypercube – Genetic algorithm approach for deploying many emergency response mobile units in an urban network

Emergency response services are critical for modern societies. This paper presents a model and a heuristic solution for the optimal deployment of many emergency response units in an urban transportation network and an application for transit mobile repair units (TMRU) in the city of Athens, Greece. The model considers the stochastic nature of such services, suggesting that a unit may be already engaged, when an incident occurs. The proposed model integrates a queuing model (the hypercube model), a location model and a metaheuristic optimization algorithm (genetic algorithm) for obtaining appropriate unit locations in a two-step approach. In the first step, the service area is partitioned into sub-areas (called superdistricts) while, in parallel, necessary number of units is determined for each superdistrict. An approximate solution to the symmetric hypercube model with spatially homogeneous demand is developed. A Genetic Algorithm is combined with the approximate hypercube model for obtaining best superdistricts and associated unit numbers. With both of the above requirements defined in step one, the second step proceeds in the optimal deployment of units within each superdistrict.     

Toward Optimal ε-Approximate Nearest Neighbor Algorithms

We combine the recent optimal predecessor algorithm with a recent randomized stratified tree algorithm for an ε-approximate nearest neighbor to give an algorithm for an ε-approximate nearest neighbor in a fixed-dimensional space that is optimal with respect to universe size. We also give a deterministic version of the stratified tree algorithm.