Approximating Node-Connectivity Augmentation Problems

We consider the (undirected) Node Connectivity Augmentation (NCA) problem: given a graph J=(V,E _J ) and connectivity requirements $\{r(u,v): u,v \in V\}$ , find a minimum size set I of new edges (any edge is allowed) such that the graph J∪I contains r(u,v) internally-disjoint uv-paths, for all u,v∈V. In Rooted NCA there is s∈V such that r(u,v)>0 implies u=s or v=s. For large values of k=max? _u,v∈V r(u,v), NCA is at least as hard to approximate as Label-Cover and thus it is unlikely to admit an approximation ratio polylogarithmic in k. Rooted NCA is at least as hard to approximate as Hitting-Set. The previously best approximation ratios for the problem were O(kln?n) for NCA and O(ln?n) for Rooted NCA. In this paper we give an approximation algorithm with ratios O(kln?² k) for NCA and O(ln?² k) for Rooted NCA. This is the first approximation algorithm with ratio independent of?n, and thus is a constant for any fixed k. Our algorithm is based on the following new structural result which is of independent interest. If $\mathcal{D}$ is a set of node pairs in a graph?J, then the maximum degree in the hypergraph formed by the inclusion minimal tight sets separating at least one pair in $\mathcal{D}$ is O(? ²), where ? is the maximum connectivity in J of a pair in $\mathcal{D}$ .     

On Rooted Node-Connectivity Problems

Let G be a graph which is k -outconnected from a specified root node r , that is, G has k openly disjoint paths between r and v for every node v . We give necessary and sufficient conditions for the existence of a pair rv,rw of edges for which replacing these edges by a new edge vw gives a graph that is k -outconnected from r . This generalizes a theorem of Bienstock et al. on splitting off edges while preserving k -node-connectivity. We also prove that if C is a cycle in G such that each edge in C is critical with respect to k -outconnectivity from r , then C has a node v , distinct from r , which has degree k . This result is the rooted counterpart of a theorem due to Mader. We apply the above results to design approximation algorithms for the following problem: given a graph with nonnegative edge weights and node requirements c _u for each node u , find a minimum-weight subgraph that contains max {c _u ,c _v } openly disjoint paths between every pair of nodes u,v . For metric weights, our approximation guarantee is 3 . For uniform weights, our approximation guarantee is \min{ 2, (k+2q-1)/k} . Here k is the maximum node requirement, and q is the number of positive node requirements. Received September 15, 1998; revised March 10, 2000, and April 17, 2000.     

A Splitting Method for Orthogonality Constrained Problems

Orthogonality constrained problems are widely used in science and engineering. However, it is challenging to solve these problems efficiently due to the non-convex constraints. In this paper, a splitting method based on Bregman iteration is represented to tackle the optimization problems with orthogonality constraints. With the proposed method, the constrained problems can be iteratively solved by computing the corresponding unconstrained problems and orthogonality constrained quadratic problems with analytic solutions. As applications, we demonstrate the robustness of our method in several problems including direction fields correction, noisy color image restoration and global conformal mapping for genus-0 surfaces construction. Numerical comparisons with existing methods are also conducted to illustrate the efficiency of our algorithms.     

针对带约束非线性规划问题的遗传算法

研究了针对带约束非线性规划问题的遗传算法(CNP-GA),设计了相应的适应度函数及处理约束的方法,结合了排挤和排序选择以保证群体的多样性,通过邻域搜索和变异算子进行联合演化,并利用多个群体的竞争得到全局解,对非线性限制规划例子的测试证明本算法是有效而可行的。     

一种新的求解度约束最小生成树的遗传算法

染色体编码是遗传算法的关键内容,编码的优劣并直接影响算法的性能.提出了基于过程控制的生成树编码方法--PC编码.PC码为定长的整数向量,使用PC编码求解特定生成树问题时,首先选定的一个有效算法,并将修改为可控算法,然后用编码向量控制算法的运行过程,从面得到唯一生成树.为了求解度约束最小生成树(DCMST)问题,在D-Prim算法的基础上,设计r过程可控的度约束生成树构造PC-Prim算法.给出了以PC-Prim算法作为译码器的求解DC-MST问题的遗传算法.仿真结果表明遗传算法求解精度和运行时间均优于参与其他算法.     

Bounded Degree Interval Sandwich Problems

The problems of Interval Sandwich (IS) and Intervalizing Colored Graphs (ICG) have received a lot of attention recently, due to their applicability to DNA physical mapping problems with ambiguous data. Most of the results obtained so far on the problems were hardness results. Here we study the problems under assumptions of sparseness, which hold in the biological context. We prove that both problems are polynomial when either (1) the input graph degree and the solution graph clique size are bounded, or (2) the solution graph degree is bounded. In particular, this implies that ICG is polynomial on bounded degree graphs for every fixed number of colors, in contrast with the recent result of Bodlaender and de Fluiter. Received October 2, 1997; revised April 1, 1998.     

Local Search Techniques for Constrained Portfolio Selection Problems

We consider the problem of selecting a portfolio of assets that provides theinvestor a suitable balance of expected return and risk. With respect to theseminal mean-variance model of Markowitz, we consider additionalconstraints on the cardinality of the portfolio and on the quantity ofindividual shares. Such constraints better capture the real-world tradingsystem, but make the problem more difficult to be solved with exact methods.We explore the use of local search techniques, mainly tabu search, for theportfolio selection problem. We compare the combine previous work on portfolioselection that makes use of the local search approach and we propose newalgorithms that combine different neighborhood relations. In addition, we showhow the use of randomization and of a simple form of adaptiveness simplifiesthe setting of a large number of critical parameters. Finally, we show how ourtechniques perform on public benchmarks.     

求解约束优化问题的一种复合形遗传算法

研究约束优化问题是科学和工程应用领域经常会遇到的一类数学规划问题.现有的约束优化进化算法,通常的解决办法是将等式约束条件转化为成对的不等式约束条件来处理,转换会使得可行域的拓扑结构变化显著,直接影响了算法性能和解的精度.为解决上述问题,提出了一种改进的处理约束优化问题的新算法.新算法将约束优化问题转化为多目标优化问题,把复合形法嵌入到遗传算法中,通过将全局搜索和局部搜索机制有机地结合,利用遗传算法全局性好和复合形法快速高效的特点,以加快最优解的搜索进程.仿真结果表明,方法既有复合形法快速高效的特点,又有遗传算法全局性好的特点.与标准遗传算法相比,方法具有良好的求解约束优化性能和精度效果.     

Decomposition Approaches for Constrained Spatial Auction Market Problems

We consider several equilibrium formulations for the problem of managing spatially distributed auction markets of a homogeneous commodity, which are joined by transmission lines in a network. At each market, traders and buyers are determined by their price functions and choose their offer/bid values. We present equivalent variational inequality, optimization, and saddle point formulations of this problem. The corresponding models possess a special structure of constraint and cost functions and lead to different decomposition schemes. We propose proximal and splitting type methods and discuss their properties and preliminary computational results.     

一种求解约束优化问题的线性进化算法

提出一种基于实数编码处理约束优化问题的线性算法,并对其复杂度和收敛性进行分析.该算法将约束优化问题的高维搜索空间通过线性变换映射到二维空间,在二维空间中探索原优化问题的解,从数学分析的角度给出一种线性适应度函数.算法中融入一种基于密度函数的交叉算子和变异算法,采用基于分级聚类的平均联接方式以维持Pareto最优解集个体数目.3组典型优化问题的测试表明,该算法是可行和有效的,解集分布的均匀性与多样性均较理想.     

解约束最优化问题的一个新的多目标进化算法

把约束函数作为目标函数,将约束优化问题转化为多目标规划问题。对这个多目标规划,根据带权极小极大策略构造了一个同进化代数有关的变适应值函数。利用广义球面坐标变换和均匀设计法来选择权重,使得由此权重确定的适应值函数能使种群中的容许解逐渐增加并且保持其多样性。用均匀设计法构造的带有自适应性的变异算子增强了算法的局部搜索能力。该方法能有效处理约束,特别是紧约束。计算机仿真显示了该方法是有效的。     

求解约束优化问题的改进元胞遗传算法

针对约束优化问题,提出一种改进元胞遗传算法.将自适应ε约束处理技术与元胞遗传算法结合,对于自适应ε约束处理技术中的截断进化代数,在其前期提出偏好性指标概念,随机选取满足约束条件较好的个体引导种群快速向可行域逼近,在其后期采用改进柯西变异算子避免陷入局部最优.基于一组标准测试函数进行测试,与其它算法进行对比,结果表明算法...     

解约束多目标优化问题的一种鲁棒的进化算法

将约束条件与目标函数融合在一起,对有约束的多目标优化问题(MOP)建立了一种新的偏序关系,引入了约束占优的定义,并证明了在新的偏序关系意义下的Pareto最优集就是满足约束条件的Pareto最优集,从而在对种群中的个体进行评估或排序时,并不需要特别去关心个体是否可行,避免了罚函数选择参数的困难,尝试应用有限Markov链的有关理论证明了此进化算法的收敛性,用较复杂的Benchmark函数进行了大量的数值实验,测试结果表明新算法在解集分布的均匀性、多样性以及快速收敛性均较理想。     

一种新的求解约束多目标优化问题的遗传算法

由于采用罚函数法将有约束多目标优化问题转化为无约束多目标优化问题会使求解不合理,因此,文章首先在无约束Pareto排序遗传算法的基础上,提出了一个简单、实用的能分别考虑目标函数和约束函数,而又可以避免采用罚函数的全新排序方法。接着,针对小生境技术在遗传后期依旧会出现遗传漂移现象和共享半径不易确定等缺陷,提出了一种易于实现的超量惩罚策略来替代小生境技术,用以改进种群的多样性。此外,还采用了Pareto解集过滤器、邻域变异和群体重组等策略对算法的寻优能力进行改进,并最终形成了一种求解有约束多目标优化问题的Pareto遗传算法(CMOPGA),还给出了具体的算法流程图。最后采用两个数值算例对算法的求解性能进行了测试。数值试验表明,采用CMOPGA可方便地求得问题的Pareto前沿,并能使求得的Pareto最优解集具有可靠、均布、多样等特点。     

约束非线性规划问题的辅助函数算法

研究有不等式约束的非线性规划问题,构造了一种新的两阶段算法:(1)利用传统优化方法求出原问题的一个局部极小点x*;(2)基于当前局部极小点和“准”罚函数的思想构造了一个辅助函数,该辅助函数连续可微、有界并且是凸的,该函数的局部极小点y*很容易求得,并且y*位于比x*更低的盆域中,从而y*可以作为第一阶段中的初始点,从而找到另一个更好的局部极小点.两个阶段不断循环,只要原问题具有有限个局部极小点,就可以找到它的全局极小点.为了测试算法的性能,对几个测试问题进行了求解.结果表明算法有效的,可以快捷的跳出局部极小点达到全局极小点.     

组织进化数值优化算法

基于经济学中“组织”的概念 ,该文提出一种新的进化算法———组织进化算法 ,来解决无约束和有约束的数值优化问题 .该算法与传统遗传算法、进化规划、进化策略的运行机制完全不同 ,其进化操作不直接作用于个体上 ,而作用在组织上 ,为此 ,该文定义了三种组织进化算子———分裂算子、吞并算子和合作算子来引导种群进化 .理论分析证明组织进化算法具有全局收敛性 .实验中 ,用 4个无约束和 6个有约束标准函数对算法进行了测试 ,与 3个新算法作了比较 ,并对组织进化算法的性能作了深入分析 .结果表明 ,该文算法无论在解的质量上还是在计算复杂度上都优于其它算法 .对于有约束问题 ,只用了简单的静态罚函数就得到了良好的效果 ,这表明该文算法的搜索机制非常有效 ,不易陷入局部最优 .最后 ,参数分析的结果表明该文算法具有性能稳定、成功率高、对参数不敏感等优越的性能     

动态Kriging优化算法求解昂贵约束优化问题

针对昂贵单目标约束优化中真实模型计算费时且现有算法收敛速度慢的问题,提出了动态Krging优化算法以提高计算效率.该算法首先将所有约束条件转换为一个约束函数,然后采用拉丁超立方体采样(LHS)法进行采样,分别建立真实模型目标函数和约束函数的Kriging代理模型,同时结合真实模型对代理模型估计进行误差矫正,采用非支配个体选择、保留和替换机制不断更新样本库和Kriging代理模型.最后将进化最优种群代入真实模型计算其最优值.通过13个标准函数测试表明该算法具有较高的精确度和稳健性,明显减少了真实模型的评价次数.     

混合粗粒度遗传算法在约束最优化问题中的应用

选取粗粒度遗传算法,并针对其过早收敛、收敛速度慢的缺陷进行改进,提出混合粗粒度遗传算法。混合粗粒度遗传算法按照适应度函数值对染色体群体进行分组,各分组采用不同的惩罚系数、交叉、变异算子;同时采用同种互斥和最优解保留策略。实验结果表明该算法在约束最优化问题中应用良好。