Neumann, Aneta
Evolving Hard Maximum Cut Instances for Quantum Approximate Optimization Algorithms
Pan, Shuaiqun, Patel, Yash J., Neumann, Aneta, Neumann, Frank, Bäck, Thomas, Wang, Hao
Variational quantum algorithms, such as the Recursive Quantum Approximate Optimization Algorithm (RQAOA), have become increasingly popular, offering promising avenues for employing Noisy Intermediate-Scale Quantum devices to address challenging combinatorial optimization tasks like the maximum cut problem. In this study, we utilize an evolutionary algorithm equipped with a unique fitness function. This approach targets hard maximum cut instances within the latent space of a Graph Autoencoder, identifying those that pose significant challenges or are particularly tractable for RQAOA, in contrast to the classic Goemans and Williamson algorithm. Our findings not only delineate the distinct capabilities and limitations of each algorithm but also expand our understanding of RQAOA's operational limits. Furthermore, the diverse set of graphs we have generated serves as a crucial benchmarking asset, emphasizing the need for more advanced algorithms to tackle combinatorial optimization challenges. Additionally, our results pave the way for new avenues in graph generation research, offering exciting opportunities for future explorations.
Theoretical Analysis of Quality Diversity Algorithms for a Classical Path Planning Problem
Dang, Duc-Cuong, Neumann, Aneta, Neumann, Frank, Opris, Andre, Sudholt, Dirk
In recent years, computing diverse sets of high quality solutions for combinatorial optimisation problems has gained significant attention in the area of artificial intelligence from both theoretical (Baste et al., 2022, 2019; Fomin et al., 2024; Hanaka et al., 2023) and experimental (Vonásek and Saska, 2018; Ingmar et al., 2020) perspectives. Prominent examples where diverse sets of high quality solutions are sought come from the area of path planning (Hanaka et al., 2021; Gao et al., 2022). Particularly, quality diversity (QD) algorithms have shown to produce excellent results for challenging problems in the areas such as robotics (Miao et al., 2022; Shen et al., 2020), games (Cully and Demiris, 2018) and combinatorial optimisation (Nikfarjam et al., 2024a). This work contributes to the theoretical understanding of QD algorithms. Such algorithms compute several solutions that occupy different areas of a so-called behavioural space. Approaches that use a multidimensional archive of phenotypic elites, called Map-Elites (Mouret and Clune, 2015), are among the most commonly used QD algorithms.
Optimizing Monotone Chance-Constrained Submodular Functions Using Evolutionary Multi-Objective Algorithms
Neumann, Aneta, Neumann, Frank
Many real-world optimization problems can be stated in terms of submodular functions. Furthermore, these real-world problems often involve uncertainties which may lead to the violation of given constraints. A lot of evolutionary multi-objective algorithms following the Pareto optimization approach have recently been analyzed and applied to submodular problems with different types of constraints. We present a first runtime analysis of evolutionary multi-objective algorithms based on Pareto optimization for chance-constrained submodular functions. Here the constraint involves stochastic components and the constraint can only be violated with a small probability of alpha. We investigate the classical GSEMO algorithm for two different bi-objective formulations using tail bounds to determine the feasibility of solutions. We show that the algorithm GSEMO obtains the same worst case performance guarantees for monotone submodular functions as recently analyzed greedy algorithms for the case of uniform IID weights and uniformly distributed weights with the same dispersion when using the appropriate bi-objective formulation. As part of our investigations, we also point out situations where the use of tail bounds in the first bi-objective formulation can prevent GSEMO from obtaining good solutions in the case of uniformly distributed weights with the same dispersion if the objective function is submodular but non-monotone due to a single element impacting monotonicity. Furthermore, we investigate the behavior of the evolutionary multi-objective algorithms GSEMO, NSGA-II and SPEA2 on different submodular chance-constrained network problems. Our experimental results show that the use of evolutionary multi-objective algorithms leads to significant performance improvements compared to state-of-the-art greedy algorithms for submodular optimization.
Local Optima in Diversity Optimization: Non-trivial Offspring Population is Essential
Antipov, Denis, Neumann, Aneta, Neumann, Frank
The main goal of diversity optimization is to find a diverse set of solutions which satisfy some lower bound on their fitness. Evolutionary algorithms (EAs) are often used for such tasks, since they are naturally designed to optimize populations of solutions. This approach to diversity optimization, called EDO, has been previously studied from theoretical perspective, but most studies considered only EAs with a trivial offspring population such as the $(\mu + 1)$ EA. In this paper we give an example instance of a $k$-vertex cover problem, which highlights a critical difference of the diversity optimization from the regular single-objective optimization, namely that there might be a locally optimal population from which we can escape only by replacing at least two individuals at once, which the $(\mu + 1)$ algorithms cannot do. We also show that the $(\mu + \lambda)$ EA with $\lambda \ge \mu$ can effectively find a diverse population on $k$-vertex cover, if using a mutation operator inspired by Branson and Sutton (TCS 2023). To avoid the problem of subset selection which arises in the $(\mu + \lambda)$ EA when it optimizes diversity, we also propose the $(1_\mu + 1_\mu)$ EA$_D$, which is an analogue of the $(1 + 1)$ EA for populations, and which is also efficient at optimizing diversity on the $k$-vertex cover problem.
Sampling-based Pareto Optimization for Chance-constrained Monotone Submodular Problems
Yan, Xiankun, Neumann, Aneta, Neumann, Frank
Recently surrogate functions based on the tail inequalities were developed to evaluate the chance constraints in the context of evolutionary computation and several Pareto optimization algorithms using these surrogates were successfully applied in optimizing chance-constrained monotone submodular problems. However, the difference in performance between algorithms using the surrogates and those employing the direct sampling-based evaluation remains unclear. Within the paper, a sampling-based method is proposed to directly evaluate the chance constraint. Furthermore, to address the problems with more challenging settings, an enhanced GSEMO algorithm integrated with an adaptive sliding window, called ASW-GSEMO, is introduced. In the experiments, the ASW-GSEMO employing the sampling-based approach is tested on the chance-constrained version of the maximum coverage problem with different settings. Its results are compared with those from other algorithms using different surrogate functions. The experimental findings indicate that the ASW-GSEMO with the sampling-based evaluation approach outperforms other algorithms, highlighting that the performances of algorithms using different evaluation methods are comparable. Additionally, the behaviors of ASW-GSEMO are visualized to explain the distinctions between it and the algorithms utilizing the surrogate functions.
Runtime Analysis of Evolutionary Diversity Optimization on the Multi-objective (LeadingOnes, TrailingZeros) Problem
Antipov, Denis, Neumann, Aneta, Neumann, Frank, Sutton, Andrew M.
The diversity optimization is the class of optimization problems, in which we aim at finding a diverse set of good solutions. One of the frequently used approaches to solve such problems is to use evolutionary algorithms which evolve a desired diverse population. This approach is called evolutionary diversity optimization (EDO). In this paper, we analyse EDO on a 3-objective function LOTZ$_k$, which is a modification of the 2-objective benchmark function (LeadingOnes, TrailingZeros). We prove that the GSEMO computes a set of all Pareto-optimal solutions in $O(kn^3)$ expected iterations. We also analyze the runtime of the GSEMO$_D$ (a modification of the GSEMO for diversity optimization) until it finds a population with the best possible diversity for two different diversity measures, the total imbalance and the sorted imbalances vector. For the first measure we show that the GSEMO$_D$ optimizes it asymptotically faster than it finds a Pareto-optimal population, in $O(kn^2\log(n))$ expected iterations, and for the second measure we show an upper bound of $O(k^2n^3\log(n))$ expected iterations. We complement our theoretical analysis with an empirical study, which shows a very similar behavior for both diversity measures that is close to the theory predictions.
Using 3-Objective Evolutionary Algorithms for the Dynamic Chance Constrained Knapsack Problem
Pathiranage, Ishara Hewa, Neumann, Frank, Antipov, Denis, Neumann, Aneta
Real-world optimization problems often involve stochastic and dynamic components. Evolutionary algorithms are particularly effective in these scenarios, as they can easily adapt to uncertain and changing environments but often uncertainty and dynamic changes are studied in isolation. In this paper, we explore the use of 3-objective evolutionary algorithms for the chance constrained knapsack problem with dynamic constraints. In our setting, the weights of the items are stochastic and the knapsack's capacity changes over time. We introduce a 3-objective formulation that is able to deal with the stochastic and dynamic components at the same time and is independent of the confidence level required for the constraint. This new approach is then compared to the 2-objective formulation which is limited to a single confidence level. We evaluate the approach using two different multi-objective evolutionary algorithms (MOEAs), namely the global simple evolutionary multi-objective optimizer (GSEMO) and the multi-objective evolutionary algorithm based on decomposition (MOEA/D), across various benchmark scenarios. Our analysis highlights the advantages of the 3-objective formulation over the 2-objective formulation in addressing the dynamic chance constrained knapsack problem.
Limited Query Graph Connectivity Test
Guo, Mingyu, Li, Jialiang, Neumann, Aneta, Neumann, Frank, Nguyen, Hung
We propose a combinatorial optimisation model called Limited Query Graph Connectivity Test. We consider a graph whose edges have two possible states (On/Off). The edges' states are hidden initially. We could query an edge to reveal its state. Given a source s and a destination t, we aim to test s-t connectivity by identifying either a path (consisting of only On edges) or a cut (consisting of only Off edges). We are limited to B queries, after which we stop regardless of whether graph connectivity is established. We aim to design a query policy that minimizes the expected number of queries. Our model is mainly motivated by a cyber security use case where we need to establish whether an attack path exists in a network, between a source and a destination. Edge query is resolved by manual effort from the IT admin, which is the motivation behind query minimization. Our model is highly related to monotone Stochastic Boolean Function Evaluation (SBFE). There are two existing exact algorithms for SBFE that are prohibitively expensive. We propose a significantly more scalable exact algorithm. While previous exact algorithms only scale for trivial graphs (i.e., past works experimented on at most 20 edges), we empirically demonstrate that our algorithm is scalable for a wide range of much larger practical graphs (i.e., Windows domain network graphs with tens of thousands of edges). We propose three heuristics. Our best-performing heuristic is via reducing the search horizon of the exact algorithm. The other two are via reinforcement learning (RL) and Monte Carlo tree search (MCTS). We also derive an anytime algorithm for computing the performance lower bound. Experimentally, we show that all our heuristics are near optimal. The exact algorithm based heuristic outperforms all, surpassing RL, MCTS and 8 existing heuristics ported from SBFE and related literature.
Rigorous Runtime Analysis of Diversity Optimization with GSEMO on OneMinMax
Antipov, Denis, Neumann, Aneta, Neumann, Frank
The evolutionary diversity optimization aims at finding a diverse set of solutions which satisfy some constraint on their fitness. In the context of multi-objective optimization this constraint can require solutions to be Pareto-optimal. In this paper we study how the GSEMO algorithm with additional diversity-enhancing heuristic optimizes a diversity of its population on a bi-objective benchmark problem OneMinMax, for which all solutions are Pareto-optimal. We provide a rigorous runtime analysis of the last step of the optimization, when the algorithm starts with a population with a second-best diversity, and prove that it finds a population with optimal diversity in expected time $O(n^2)$, when the problem size $n$ is odd. For reaching our goal, we analyse the random walk of the population, which reflects the frequency of changes in the population and their outcomes.
Rigorous Runtime Analysis of MOEA/D for Solving Multi-Objective Minimum Weight Base Problems
Do, Anh Viet, Neumann, Aneta, Neumann, Frank, Sutton, Andrew M.
We study the multi-objective minimum weight base problem, an abstraction of classical NP-hard combinatorial problems such as the multi-objective minimum spanning tree problem. We prove some important properties of the convex hull of the non-dominated front, such as its approximation quality and an upper bound on the number of extreme points. Using these properties, we give the first run-time analysis of the MOEA/D algorithm for this problem, an evolutionary algorithm that effectively optimizes by decomposing the objectives into single-objective components. We show that the MOEA/D, given an appropriate decomposition setting, finds all extreme points within expected fixed-parameter polynomial time in the oracle model, the parameter being the number of objectives. Experiments are conducted on random bi-objective minimum spanning tree instances, and the results agree with our theoretical findings. Furthermore, compared with a previously studied evolutionary algorithm for the problem GSEMO, MOEA/D finds all extreme points much faster across all instances.