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 Optimization


Fast and Provably Convergent Algorithms for Gromov-Wasserstein in Graph Data

arXiv.org Artificial Intelligence

In this paper, we study the design and analysis of a class of efficient algorithms for computing the Gromov-Wasserstein (GW) distance tailored to large-scale graph learning tasks. Armed with the Luo-Tseng error bound condition (Luo and Tseng, 1992), two proposed algorithms, called Bregman Alternating Projected Gradient (BAPG) and hybrid Bregman Proximal Gradient (hBPG) enjoy the convergence guarantees. Upon task-specific properties, our analysis further provides novel theoretical insights to guide how to select the best-fit method. As a result, we are able to provide comprehensive experiments to validate the effectiveness of our methods on a host of tasks, including graph alignment, graph partition, and shape matching. In terms of both wall-clock time and modeling performance, the proposed methods achieve state-of-the-art results.


Developments in the field of Operations research and optimization part2

#artificialintelligence

Abstract: This paper focuses on the Matrix Factorization based Clustering (MFC) method which is one of the few closed-form algorithms for the subspace clustering algorithm. Despite being simple, closed-form, and computation-efficient, MFC can outperform the other sophisticated subspace clustering methods in many challenging scenarios. We reveal the connection between MFC and the Innovation Pursuit (iPursuit) algorithm which was shown to be able to outperform the other spectral clustering based methods with a notable margin especially when the span of clusters are close. A novel theoretical study is presented which sheds light on the key performance factors of both algorithms (MFC/iPursuit) and it is shown that both algorithms can be robust to notable intersections between the span of clusters. Importantly, in contrast to the theoretical guarantees of other algorithms which emphasized on the distance between the subspaces as the key performance factor and without making the innovation assumption, it is shown that the performance of MFC/iPursuit mainly depends on the distance between the innovative components of the clusters.


Multi-objective robust optimization using adaptive surrogate models for problems with mixed continuous-categorical parameters

arXiv.org Machine Learning

Explicitly accounting for uncertainties is paramount to the safety of engineering structures. Optimization which is often carried out at the early stage of the structural design offers an ideal framework for this task. When the uncertainties are mainly affecting the objective function, robust design optimization is traditionally considered. This work further assumes the existence of multiple and competing objective functions that need to be dealt with simultaneously. The optimization problem is formulated by considering quantiles of the objective functions which allows for the combination of both optimality and robustness in a single metric. By introducing the concept of common random numbers, the resulting nested optimization problem may be solved using a general-purpose solver, herein the non-dominated sorting genetic algorithm (NSGA-II). The computational cost of such an approach is however a serious hurdle to its application in real-world problems. We therefore propose a surrogate-assisted approach using Kriging as an inexpensive approximation of the associated computational model. The proposed approach consists of sequentially carrying out NSGA-II while using an adaptively built Kriging model to estimate the quantiles. Finally, the methodology is adapted to account for mixed categorical-continuous parameters as the applications involve the selection of qualitative design parameters as well. The methodology is first applied to two analytical examples showing its efficiency. The third application relates to the selection of optimal renovation scenarios of a building considering both its life cycle cost and environmental impact. It shows that when it comes to renovation, the heating system replacement should be the priority.


A General Framework for Hierarchical Redundancy Resolution Under Arbitrary Constraints

arXiv.org Artificial Intelligence

The increasing interest in autonomous robots with a high number of degrees of freedom for industrial applications and service robotics demands control algorithms to handle multiple tasks as well as hard constraints efficiently. This paper presents a general framework in which both kinematic (velocity- or acceleration-based) and dynamic (torque-based) control of redundant robots are handled in a unified fashion. The framework allows for the specification of redundancy resolution problems featuring a hierarchy of arbitrary (equality and inequality) constraints, arbitrary weighting of the control effort in the cost function and an additional input used to optimize possibly remaining redundancy. To solve such problems, a generalization of the Saturation in the Null Space (SNS) algorithm is introduced, which extends the original method according to the features required by our general control framework. Variants of the developed algorithm are presented, which ensure both efficient computation and optimality of the solution. Experiments on a KUKA LBRiiwa robotic arm, as well as simulations with a highly redundant mobile manipulator are reported.


Are metaheuristics worth it? A computational comparison between nature-inspired and deterministic techniques on black-box optimization problems

arXiv.org Artificial Intelligence

In the field of derivative-free optimization, both of its main branches, the deterministic and nature-inspired techniques, experienced in recent years substantial advancement. In this paper, we provide an extensive computational comparison of selected methods from each of these branches. The chosen representatives were either standard and well-utilized methods, or the best-performing methods from recent numerical comparisons. The computational comparison was performed on five different benchmark sets and the results were analyzed in terms of performance, time complexity, and convergence properties of the selected methods. The results showed that, when dealing with situations where the objective function evaluations are relatively cheap, the nature-inspired methods have a significantly better performance than their deterministic counterparts. However, in situations when the function evaluations are costly or otherwise prohibited, the deterministic methods might provide more consistent and overall better results.


Edge Computing for Semantic Communication Enabled Metaverse: An Incentive Mechanism Design

arXiv.org Artificial Intelligence

Semantic communication (SemCom) and edge computing are two disruptive solutions to address emerging requirements of huge data communication, bandwidth efficiency and low latency data processing in Metaverse. However, edge computing resources are often provided by computing service providers and thus it is essential to design appealingly incentive mechanisms for the provision of limited resources. Deep learning (DL)- based auction has recently proposed as an incentive mechanism that maximizes the revenue while holding important economic properties, i.e., individual rationality and incentive compatibility. Therefore, in this work, we introduce the design of the DLbased auction for the computing resource allocation in SemComenabled Metaverse. First, we briefly introduce the fundamentals and challenges of Metaverse. Second, we present the preliminaries of SemCom and edge computing. Third, we review various incentive mechanisms for edge computing resource trading. Fourth, we present the design of the DL-based auction for edge resource allocation in SemCom-enabled Metaverse. Simulation results demonstrate that the DL-based auction improves the revenue while nearly satisfying the individual rationality and incentive compatibility constraints.


Self-adaptive algorithms for quasiconvex programming and applications to machine learning

arXiv.org Artificial Intelligence

For solving a broad class of nonconvex programming problems on an unbounded constraint set, we provide a self-adaptive step-size strategy that does not include line-search techniques and establishes the convergence of a generic approach under mild assumptions. Specifically, the objective function may not satisfy the convexity condition. Unlike descent line-search algorithms, it does not need a known Lipschitz constant to figure out how big the first step should be. The crucial feature of this process is the steady reduction of the step size until a certain condition is fulfilled. In particular, it can provide a new gradient projection approach to optimization problems with an unbounded constrained set. The correctness of the proposed method is verified by preliminary results from some computational examples. To demonstrate the effectiveness of the proposed technique for large-scale problems, we apply it to some experiments on machine learning, such as supervised feature selection, multi-variable logistic regressions and neural networks for classification.


Model-Free Approach to Fair Solar PV Curtailment Using Reinforcement Learning

arXiv.org Artificial Intelligence

The rapid adoption of residential solar photovoltaics (PV) has resulted in regular overvoltage events, due to correlated reverse power flows. Currently, PV inverters prevent damage to electronics by curtailing energy production in response to overvoltage. However, this disproportionately affects households at the far end of the feeder, leading to an unfair allocation of the potential value of energy produced. Globally optimizing for fair curtailment requires accurate feeder parameters, which are often unknown. This paper investigates reinforcement learning, which gradually optimizes a fair PV curtailment strategy by interacting with the system. We evaluate six fairness metrics on how well they can be learned compared to an optimal solution oracle. We show that all definitions permit efficient learning, suggesting that reinforcement learning is a promising approach to achieving both safe and fair PV coordination.


Distributed Unconstrained Optimization with Time-varying Cost Functions

arXiv.org Artificial Intelligence

In this paper, we propose a novel solution for the distributed unconstrained optimization problem where the total cost is the summation of time-varying local cost functions of a group networked agents. The objective is to track the optimal trajectory that minimizes the total cost at each time instant. Our approach consists of a two-stage dynamics, where the first one samples the first and second derivatives of the local costs periodically to construct an estimate of the descent direction towards the optimal trajectory, and the second one uses this estimate and a consensus term to drive local states towards the time-varying solution while reaching consensus. The first part is carried out by the implementation of a weighted average consensus algorithm in the discrete-time framework and the second part is performed with a continuous-time dynamics. Using the Lyapunov stability analysis, an upper bound on the gradient of the total cost is obtained which is asymptotically reached. This bound is characterized by the properties of the local costs. To demonstrate the performance of the proposed method, a numerical example is conducted that studies tuning the algorithm's parameters and their effects on the convergence of local states to the optimal trajectory.


Fast Learning of Multidimensional Hawkes Processes via Frank-Wolfe

arXiv.org Artificial Intelligence

Hawkes processes have recently risen to the forefront of tools when it comes to modeling and generating sequential events data. Multidimensional Hawkes processes model both the self and cross-excitation between different types of events and have been applied successfully in various domain such as finance, epidemiology and personalized recommendations, among others. In this work we present an adaptation of the Frank-Wolfe algorithm for learning multidimensional Hawkes processes. Experimental results show that our approach has better or on par accuracy in terms of parameter estimation than other first order methods, while enjoying a significantly faster runtime.