arXiv subjects

Fred Glover

Publications and source records attributed to Fred Glover.

18 recordsLinked to original sources

arXiv2022

Heuristic Search for Rank Aggregation with Application to Label Ranking

Rank aggregation aims to combine the preference rankings of a number of alternatives from different voters into a single consensus ranking. As a useful model for a variety of practical applications, however, it is a computationally challenging problem. In this paper, we propose an effective hybrid evolutionary ranking algorithm to solve the rank aggregation problem with both complete and partial rankings. The algorithm features a semantic crossover based on concordant pairs and a late acceptance local search reinforced by an efficient incremental evaluation technique. Experiments are conducted to assess the algorithm, indicating a highly competitive performance on benchmark instances compared with state-of-the-art algorithms. To demonstrate its practical usefulness, the algorithm is applied to label ranking, which is an important machine learning task.

cs.NE↗

arXiv2020

Exploiting Local Optimality in Metaheuristic Search

A variety of strategies have been proposed for overcoming local optimality in metaheuristic search. This paper examines characteristics of moves that can be exploited to make good decisions about steps that lead away from a local optimum and then lead toward a new local optimum. We introduce strategies to identify and take advantage of useful features of solution history with an adaptive memory metaheuristic, to provide rules for selecting moves that offer promise for discovering improved local optima. Our approach uses a new type of adaptive memory based on a construction called exponential extrapolation. The memory operates by means of threshold inequalities that ensure selected moves will not lead to a specified number of most recently encountered local optima. Associated thresholds are embodied in choice rule strategies that further exploit the exponential extrapolation concept. Together these produce a threshold based Alternating Ascent (AA) algorithm that opens a variety of research possibilities for exploration.

cs.AI↗

arXiv2020

A Self-Organizing Extreme-Point Tabu-Search Algorithm for Fixed Charge Network Problems with Extensions

We propose a new self-organizing algorithm for fixed-charge network flow problems based on ghost image (GI) processes as proposed in Glover (1994) and adapted to fixed-charge transportation problems in Glover, Amini and Kochenberger (2005). Our self-organizing GI algorithm iteratively modifies an idealized representation of the problem embodied in a parametric ghost image, enabling all steps to be performed with a primal network flow algorithm operating on the parametric GI. Computational tests are carried out on an extensive set of benchmark problems which includes the previous largest set in the literature, comparing our algorithm to the best methods previously proposed for fixed-charge transportation problems, though our algorithm is not specialized to this class. We also provide comparisons for additional more general fixed-charge network flow problems against Cplex 12.8 to demonstrate that the new self-organizing GI algorithm is effective on large problem instances, finding solutions with statistically equivalent objective values at least 700 times faster. The attractive outcomes produced by the current GI/TS implementation provide a significant advance in our ability to solve fixed-cost network problems efficiently and invites its use for larger instances from a variety of application domains.

cs.DM↗

arXiv2020

Bi-objective Optimization of Biclustering with Binary Data

Clustering consists of partitioning data objects into subsets called clusters according to some similarity criteria. This paper addresses a generalization called quasi-clustering that allows overlapping of clusters, and which we link to biclustering. Biclustering simultaneously groups the objects and features so that a specific group of objects has a special group of features. In recent years, biclustering has received a lot of attention in several practical applications. In this paper we consider a bi-objective optimization of biclustering problem with binary data. First we present an integer programing formulations for the bi-objective optimization biclustering. Next we propose a constructive heuristic based on the set intersection operation and its efficient implementation for solving a series of mono-objective problems used inside the Epsilon-constraint method (obtained by keeping only one objective function and the other objective function is integrated into constraints). Finally, our experimental results show that using CPLEX solver as an exact algorithm for finding an optimal solution drastically increases the computational cost for large instances, while our proposed heuristic provides very good results and significantly reduces the computational expense.

cs.AI↗

arXiv2020

Quantum Bridge Analytics II: Network Optimization and Combinatorial Chaining for Asset Exchange

Quantum Bridge Analytics relates to methods and systems for hybrid classical-quantum computing, and is devoted to developing tools for bridging classical and quantum computing to gain the benefits of their alliance in the present and enable enhanced practical application of quantum computing in the future. This is the second of a two-part tutorial that surveys key elements of Quantum Bridge Analytics and its applications. Part I focused on the Quadratic Unconstrained Binary Optimization (QUBO) model which is presently the most widely applied optimization model in the quantum computing area, and which unifies a rich variety of combinatorial optimization problems. Part II (the present paper) examines an application that augments the use of QUBO models, by disclosing a context for coordinating QUBO solutions through a model we call the Asset Exchange Problem (AEP). Solutions to the AEP enable individuals or institutions to take fuller advantage of solutions to their QUBO models by exchanges of assets that benefit all participants. Such exchanges are generated by a combination of two optimization technologies, one grounded in network optimization and one based on a new metaheuristic optimization approach called combinatorial chaining. This combination provides a flexibility to solve AEP variants that open the door to additional links to quantum computing applications and additional applications via the Quantum Bridge Analytics perspective. We show how this modeling and solution capability gives rise to an Asset Exchange Technology that embraces a broad range of financial, industrial, scientific and social settings. Examples are presented that show the nature of these processes from a tutorial perspective.

cs.DM↗

arXiv2019

A Tutorial on Formulating and Using QUBO Models

The Quadratic Unconstrained Binary Optimization (QUBO) model has gained prominence in recent years with the discovery that it unifies a rich variety of combinatorial optimization problems. By its association with the Ising problem in physics, the QUBO model has emerged as an underpinning of the quantum computing area known as quantum annealing and has become a subject of study in neuromorphic computing. Through these connections, QUBO models lie at the heart of experimentation carried out with quantum computers developed by D-Wave Systems and neuromorphic computers developed by IBM. Computational experience is being amassed by both the classical and the quantum computing communities that highlights not only the potential of the QUBO model but also its effectiveness as an alternative to traditional modeling and solution methodologies. This tutorial discloses the basic features of the QUBO model that give it the power and flexibility to encompass the range of applications that have thrust it onto center stage of the optimization field. We show how many different types of constraining relationships arising in practice can be embodied within the "unconstrained" QUBO formulation in a very natural manner using penalty functions, yielding exact model representations in contrast to the approximate representations produced by customary uses of penalty functions. Each step of generating such models is illustrated in detail by simple numerical examples, to highlight the convenience of using QUBO models in numerous settings. We also describe recent innovations for solving QUBO models that offer a fertile avenue for integrating classical and quantum computing and for applying these models in machine learning.

cs.DS↗

arXiv2017

A Tabu Search based clustering algorithm and its parallel implementation on Spark

The well-known K-means clustering algorithm has been employed widely in different application domains ranging from data analytics to logistics applications. However, the K-means algorithm can be affected by factors such as the initial choice of centroids and can readily become trapped in a local optimum. In this paper, we propose an improved K-means clustering algorithm that is augmented by a Tabu Search strategy, and which is better adapted to meet the needs of big data applications. Our design is further enhanced to take advantage of parallel processing based on the Spark framework. Computational experiments demonstrate the superiority of our Tabu Search based clustering algorithm over a widely used version of the K-means approach embodied in Spark MLlib, comparing the algorithms in terms of scalability, accuracy, and effectiveness.

cs.DC↗

arXiv2017

Memetic search for identifying critical nodes in sparse graphs

Critical node problems involve identifying a subset of critical nodes from an undirected graph whose removal results in optimizing a pre-defined measure over the residual graph. As useful models for a variety of practical applications, these problems are computational challenging. In this paper, we study the classic critical node problem (CNP) and introduce an effective memetic algorithm for solving CNP. The proposed algorithm combines a double backbone-based crossover operator (to generate promising offspring solutions), a component-based neighborhood search procedure (to find high-quality local optima) and a rank-based pool updating strategy (to guarantee a healthy population). Specially, the component-based neighborhood search integrates two key techniques, i.e., two-phase node exchange strategy and node weighting scheme. The double backbone-based crossover extends the idea of general backbone-based crossovers. Extensive evaluations on 42 synthetic and real-world benchmark instances show that the proposed algorithm discovers 21 new upper bounds and matches 18 previous best-known upper bounds. We also demonstrate the relevance of our algorithm for effectively solving a variant of the classic CNP, called the cardinality-constrained critical node problem. Finally, we investigate the usefulness of each key algorithmic component.

cs.AI↗

arXiv2017

Quadratic Unconstrained Binary Optimization Problem Preprocessing: Theory and Empirical Analysis

The Quadratic Unconstrained Binary Optimization problem (QUBO) has become a unifying model for representing a wide range of combinatorial optimization problems, and for linking a variety of disciplines that face these problems. A new class of quantum annealing computer that maps QUBO onto a physical qubit network structure with specific size and edge density restrictions is generating a growing interest in ways to transform the underlying QUBO structure into an equivalent graph having fewer nodes and edges. In this paper we present rules for reducing the size of the QUBO matrix by identifying variables whose value at optimality can be predetermined. We verify that the reductions improve both solution quality and time to solution and, in the case of metaheuristic methods where optimal solutions cannot be guaranteed, the quality of solutions obtained within reasonable time limits. We discuss the general QUBO structural characteristics that can take advantage of these reduction techniques and perform careful experimental design and analysis to identify and quantify the specific characteristics most affecting reduction. The rules make it possible to dramatically improve solution times on a new set of problems using both the exact Cplex solver and a tabu search metaheuristic.

cs.AI↗

arXiv2017

Logical and Inequality Implications for Reducing the Size and Complexity of Quadratic Unconstrained Binary Optimization Problems

The quadratic unconstrained binary optimization (QUBO) problem arises in diverse optimization applications ranging from Ising spin problems to classical problems in graph theory and binary discrete optimization. The use of preprocessing to transform the graph representing the QUBO problem into a smaller equivalent graph is important for improving solution quality and time for both exact and metaheuristic algorithms and is a step towards mapping large scale QUBO to hardware graphs used in quantum annealing computers. In an earlier paper (Lewis and Glover, 2016) a set of rules was introduced that achieved significant QUBO reductions as verified through computational testing. Here this work is extended with additional rules that provide further reductions that succeed in exactly solving 10% of the benchmark QUBO problems. An algorithm and associated data structures to efficiently implement the entire set of rules is detailed and computational experiments are reported that demonstrate their efficacy.

cs.AI↗

arXiv2017

A History of Metaheuristics

This chapter describes the history of metaheuristics in five distinct periods, starting long before the first use of the term and ending a long time in the future.

cs.AI↗

arXiv2017

Diversification Methods for Zero-One Optimization

We introduce new diversification methods for zero-one optimization that significantly extend strategies previously introduced in the setting of metaheuristic search. Our methods incorporate easily implemented strategies for partitioning assignments of values to variables, accompanied by processes called augmentation and shifting which create greater flexibility and generality. We then show how the resulting collection of diversified solutions can be further diversified by means of permutation mappings, which equally can be used to generate diversified collections of permutations for applications such as scheduling and routing. These methods can be applied to non-binary vectors by the use of binarization procedures and by Diversification-Based Learning (DBL) procedures which also provide connections to applications in clustering and machine learning. Detailed pseudocode and numerical illustrations are provided to show the operation of our methods and the collections of solutions they create.

cs.AI↗

arXiv2017

Diversification-Based Learning in Computing and Optimization

Diversification-Based Learning (DBL) derives from a collection of principles and methods introduced in the field of metaheuristics that have broad applications in computing and optimization. We show that the DBL framework goes significantly beyond that of the more recent Opposition-based learning (OBL) framework introduced in Tizhoosh (2005), which has become the focus of numerous research initiatives in machine learning and metaheuristic optimization. We unify and extend earlier proposals in metaheuristic search (Glover, 1997, Glover and Laguna, 1997) to give a collection of approaches that are more flexible and comprehensive than OBL for creating intensification and diversification strategies in metaheuristic search. We also describe potential applications of DBL to various subfields of machine learning and optimization.

cs.AI↗

arXiv2016

Pseudo-Centroid Clustering

Pseudo-Centroid Clustering replaces the traditional concept of a centroid expressed as a center of gravity with the notion of a pseudo-centroid (or a coordinate free centroid) which has the advantage of applying to clustering problems where points do not have numerical coordinates (or categorical coordinates that are translated into numerical form). Such problems, for which classical centroids do not exist, are particularly important in social sciences, marketing, psychology and economics, where distances are not computed from vector coordinates but rather are expressed in terms of characteristics such as affinity relationships, psychological preferences, advertising responses, polling data, market interactions and so forth, where distances, broadly conceived, measure the similarity (or dissimilarity) of characteristics, functions or structures. We formulate a K-PC algorithm analogous to a K-Means algorithm, and identify two key types of pseudo-centroids, MinMax centroids and (weighted) MinSum centroids, and describe how they respectively give rise to a K-MinMax algorithm and a K-MinSum algorithm which are analogous to a K-Means algorithm. The K-PC algorithms are able to take advantage of problem structure to identify special diversity-based and intensity-based starting methods to generate initial pseudo-centroids and associated clusters, accompanied by theorems for the intensity-based methods that establish their ability to obtain best clusters of a selected size from the points available at each stage of construction. We also introduce a Regret-Threshold PC algorithm that modifies the K-PC algorithm together with an associated diversification method and a new criterion for evaluating the quality of a collection of clusters.

cs.DS↗

arXiv2016

Narrow Gauge and Analytical Branching Strategies for Mixed Integer Programming

State-of-the-art branch and bound algorithms for mixed integer programming make use of special methods for making branching decisions. Strategies that have gained prominence include modern variants of so-called strong branching (Applegate, et al.,1995) and reliability branching (Achterberg, Koch and Martin, 2005; Hendel, 2015), which select variables for branching by solving associated linear programs and exploit pseudo-costs (Benichou et al., 1971). We suggest new branching criteria and propose alternative branching approaches called narrow gauge and analytical branching. The perspective underlying our approaches is to focus on prioritization of child nodes to examine fewer candidate variables at the current node of the B&B tree, balanced with procedures to extrapolate the implications of choosing these candidates by generating a small-depth look-ahead tree. Our procedures can also be used in rules to select among open tree nodes (those whose child nodes have not yet been generated). We incorporate pre- and post-winnowing procedures to progressively isolate preferred branching candidates, and employ derivative (created) variables whose branches are able to explore the solution space more deeply.

cs.DS↗

arXiv2014

Path Relinking for Bandwidth Coloring Problem

A Path Relinking algorithm is proposed for the Bandwidth Coloring problem and the Bandwidth MultiColoring problem. It combines a population based relinking method and a tabu search based local search procedure. The proposed algorithm is assessed on two sets of 66 benchmark instances commonly used in the literature. Computational results demonstrate that the proposed algorithm is highly competitive in terms of both solution quality and efficiency compared to the best performing algorithms in the literature. Specifically, it improves the previous best known results for 15 out of 66 instances, while matching the previous best known results for 47 cases. Some key elements of the proposed algorithm are investigated.

cs.DM↗

arXiv2013

Integrating tabu search and VLSN search to develop enhanced algorithms: A case study using bipartite boolean quadratic programs

The bipartite boolean quadratic programming problem (BBQP) is a generalization of the well studied boolean quadratic programming problem. The model has a variety of real life applications; however, empirical studies of the model are not available in the literature, except in a few isolated instances. In this paper, we develop efficient heuristic algorithms based on tabu search, very large scale neighborhood (VLSN) search, and a hybrid algorithm that integrates the two. The computational study establishes that effective integration of simple tabu search with VLSN search results in superior outcomes, and suggests the value of such an integration in other settings. Complexity analysis and implementation details are provided along with conclusions drawn from experimental analysis. In addition, we obtain solutions better than the best previously known for almost all medium and large size benchmark instances.

cs.AI↗

arXiv2013

Solving the minimum sum coloring problem via binary quadratic programming

In recent years, binary quadratic programming (BQP) has been successively applied to solve several combinatorial optimization problems. We consider in this paper a study of using the BQP model to solve the minimum sum coloring problem (MSCP). For this purpose, we recast the MSCP with a quadratic model which is then solved via a recently proposed Path Relinking (PR) algorithm designed for the general BQP. Based on a set of MSCP benchmark instances, we investigate the performance of this solution approach compared with existing methods.

cs.DS↗