Efficient parallel branch-and-bound algorithm for constructing minimum ultrametric trees

The construction of evolutionary trees is important for computational biology, especially for the development of biological taxonomies. The ultrametric tree (UT) is a commonly used model for evolutionary trees assuming that the rate of evolution is constant (molecular clock hypothesis). However, the construction of minimum ultrametric trees (MUTs, principle of minimum evolution) has been shown to be NP-hard even from a metric distance matrix. The branch-and-bound algorithm is generally used to solve a wide variety of NP-hard problems. In previous work, a sequential branch-and-bound algorithm for constructing MUTs (BBU) was presented and the experimental results showed that it is useful for MUT construction. Hence, in this study, an efficient parallel branch-and-bound algorithm (PBBU) for constructing MUTs or near-MUTs from a metric distance matrix was designed. A random data set as well as some practical data sets of Human + Chimpanzee Mitochondrial and Bacteriophage T7 DNAs were used to test the PBBU. The experimental results show that the PBBU found an optimal solution for 36 species on 16 PCs within a reasonable time. To the best of our knowledge, no algorithm has been found to solve this problem even for 25 species. Moreover, the PBBU achieved satisfying speed-up ratios for most of the test cases.     

Fuzzy branch-and-bound algorithm for flow shop scheduling

Scheduling is the allocation of resources over time to perform a collection of task. It is an important subject of production and operations management area. For most of scheduling problems made so far, the processing times of each job on each machine and due dates have been assigned as a real number. However in the real world, information is often ambiguous or imprecise. In this paper fuzzy concept are applied to the flow shop scheduling problems. The branch-and-bound algorithm of Ignall and Schrage was modified and rewritten for three-machine flow shop problems with fuzzy processing time. Fuzzy arithmetic on fuzzy numbers is used to determine the minimum completion time (C _max). Proposed algorithm gets a scheduling result with a membership function for the final completion time. With this membership function determined, a wider point of view is provided for the manager about the optimal schedule.     

求解矩阵特征值的改进PSO算法

为了改进粒子群算法在求解矩阵特征值时只能根据矩阵特征值范围逐一求解特征值的现状。提出了一种改进的粒子群算法。改进的粒子群算法采用寻找到一个特征值后,适当改变适应值函数的策略,使搜索区域远离已寻找到的特征值,继续寻找其他的特征值,如此反复,直到寻找到所有的特征值为止。利用四个不同类型的矩阵求解特征值进行仿真,实验结果也验证了算法的实用性和有效性。     

A new branch-and-bound algorithm for standard quadratic programming problems

In this paper we propose convex and LP bounds for standard quadratic programming (StQP) problems and employ them within a branch-and-bound approach. We first compare different bounding strategies for StQPs in terms both of the quality of the bound and of the computation times. It turns out that the polyhedral bounding strategy is the best one to be used within a branch-and-bound scheme. Indeed, it guarantees a good quality of the bound at the expense of a very limited computation time. The proposed branch-and-bound algorithm performs an implicit enumeration of all the KKT (stationary) points of the problem. We compare different branching strategies exploiting the structure of the problem. Numerical results on randomly generated problems (with varying density of the underlying convexity graph) are reported which show the effectiveness of the proposed approach, in particular in limiting the growth of the number of nodes in the branch-and-bound tree as the density of the underlying graph increases.     

多峰值全局优化的混合算法

根据遗传算法在较小的可行区域内一般有较好的求解结果这一事实,提出了一种混合算法。该算法先利用区间算法求解全局优化问题来得到包含所有最优解的小区间,随后运用遗传算法进行后续过程。算法能够有效缩小一个较大的可行区域空间,提供高适应值的初始种群,求出多峰值问题的全部最优解,提高算法的求解精度同时避免陷入局部最优。最后数值实验说明了算法的有效性。     

基于LDLT分解求实对称矩阵特征值的递归算法

基于线性代数与矩阵理论,给出利用LDLT分解计算实对称矩阵特征值的递归算法。该算法可求出实对称矩阵在给定区间内的特征值的个数,并可计算满足精度要求的特征值。理论分析和实际测试证明该算法是有效的。     

Origin-shifted algorithm for matrix eigenvalues

In this paper an origin-shifted algorithm for matrix eigenvalues based on Frobenius-like form of matrix and the quasi-Routh array for polynomial stability is given. First, using Householder's transformations, a general matrix A is reduced to upper Hessenberg form. Secondly, with scaling strategy, the origin-shifted Hessenberg matrices are reduced to the Frobenius-like forms. Thirdly, using quasi-Routh array, the Frobenius-like matrices are determined whether they are stable. Finally, we get the approximate eigenvalues of A with the largest real-part. All the eigenvalues of A are obtained with matrix deflation. The algorithm is numerically stable. In the algorithm, we describe the errors of eigenvalues using two quantities, shifted-accuracy and satisfactory-threshold. The results of numerical tests compared with QR algorithm show that the origin-shifted algorithm is fiducial and efficient for all the eigenvalues of general matrix or for all the roots of polynomial.     

An exact algorithm for the budget-constrained multiple knapsack problem

This paper is concerned with a variant of the multiple knapsack problem (MKP), where knapsacks are available by paying certain ‘costs’, and we have a fixed budget to buy these knapsacks. Then, the problem is to determine the set of knapsacks to be purchased, as well as to allocate items into the accepted knapsacks in such a way as to maximize the net total profit. We call this the budget-constrained MKP and present a branch-and-bound algorithm to solve this problem to optimality. We employ the Lagrangian relaxation approach to obtain an upper bound. Together with the lower bound obtained by a greedy heuristic, we apply the pegging test to reduce the problem size. Next, in the branch-and-bound framework, we make use of the Lagrangian multipliers obtained above for pruning subproblems, and at each terminal subproblem, we solve MKP exactly by calling the MULKNAP code [D. Pisinger, An exact algorithm for large multiple knapsack problem, European J. Oper. Res. 114 (1999), pp. 528–541]. Thus, we were able to solve test problems with up to 160,000 items and 150 knapsacks within a few minutes in our computing environment. However, solving instances with relatively large number of knapsacks, when compared with the number of items, still remains hard. This is due to the weakness of MULKNAP to this type of problems, and our algorithm inherits this weakness as well.     

Reduction constraints for the global optimization of NLPs

Convergence of branch‐and‐bound algorithms for the solution of NLPs is obtained by finding ever‐nearer lower and upper bounds to the objective function. The lower bound is calculated by constructing a convex relaxation of the NLP. Reduction constraints are new linear problem constraints which are (a) linearly independent from the existing constraints; (b) redundant with reference to the original NLP formulation; (c) not redundant with reference to its convex relaxation. Thus, they can be successfully employed to reduce the feasible region of the convex relaxation without cutting the feasible region of the original NLP.     

Spatial branch-and-bound algorithm for MIQCPs featuring multiparametric disaggregation

Spatial branch-and-bound (B&B) is widely used for the global optimization of non-convex problems. It basically works by iteratively reducing the domain of the variables so that tighter relaxations can be achieved that ultimately converge to the global optimal solution. Recent developments for bilinear problems have brought us piecewise relaxation techniques that can prove optimality for a sufficiently large number of partitions and hence avoid spatial B&B altogether. Of these, normalized multiparametric disaggregation (NMDT) exhibits a good performance due to the logarithmic increase in the number of binary variables with the number of partitions. We now propose to integrate NMDT with spatial B&B for solving mixed-integer quadratically constrained minimization problems. Optimality-based bound tightening is also part of the algorithm so as to compute tight lower bounds in every step of the search and reduce the number of nodes to explore. Through the solution of a set of benchmark problems from the literature, it is shown that the new global optimization algorithm can potentially lead to orders of magnitude reduction in optimality gap when compared to commercial solvers BARON and GloMIQO.     

Building Roadmaps of Minima and Transitions in Visual Models

Becoming trapped in suboptimal local minima is a perennial problem when optimizing visual models, particularly in applications like monocular human body tracking where complicated parametric models are repeatedly fitted to ambiguous image measurements. We show that trapping can be significantly reduced by building roadmaps of nearby minima linked by transition pathways—paths leading over low mountain passes in the cost surface—found by locating the transition state (codimension-1 saddle point) at the top of the pass and then sliding downhill to the next minimum. We present two families of transition-state-finding algorithms based on local optimization. In eigenvector tracking, unconstrained Newton minimization is modified to climb uphill towards a transition state, while in hypersurface sweeping, a moving hypersurface is swept through the space and moving local minima within it are tracked using a constrained Newton method. These widely applicable numerical methods, which appear not to be known in vision and optimization, generalize methods from computational chemistry where finding transition states is critical for predicting reaction parameters. Experiments on the challenging problem of estimating 3D human pose from monocular images show that our algorithms find nearby transition states and minima very efficiently, but also underline the disturbingly large numbers of minima that can exist in this and similar model based vision problems.     

A new Lagrangian dual global optimization algorithm for solving bilinear matrix inequalities

A new global optimization algorithm for solving bilinear matrix inequalities (BMI) problems is developed. It is based on a dual Lagrange formulation for computing lower bounds that are used in a branching procedure to eliminate partition sets in the space of complicating variables. The advantage of the proposed method is twofold. First, the lower bound computations reduce to solving easily tractable linear matrix inequality (LMI) problems. Secondly, the lower bounding procedure guarantees global convergence of the algorithm when combined with an exhaustive partitioning of the space of complicating variables. A rigorous proof of this fact is provided. Another important feature is that the branching phase takes place in the space of complicating variables only, hence limiting the overall cost of the algorithm. Also, an important point in the method is that separated LMI constraints are encapsulated into an augmented BMI for improving the lower bound computations. Applications of the algorithm to robust structure/controller design are considered. Copyright © 2000 John Wiley & Sons, Ltd.     

Lyapunov 矩阵微分方程解的新估计

采用控制不等式方法,并结合正规矩阵的相关性质,我们给出系统矩阵A是正规矩阵的Lyapunov矩阵微分方程解的特征值的和(包括迹)的界.在极限情况下,这些结果可以变为Lyapunov矩阵代数方程的界.数值算例表明该结果的有效性.     

求解矩阵特征值的捕鱼算法

根据圆盘定理以及矩阵特征值的性质,将求解特征值的问题转化为最小化问题。通过圆盘定理确定寻优区域,用捕鱼算法在复数域内求解任意数值矩阵特征值的近似值。数值实验表明,该算法具有收敛速度快,计算精度高的优点。因此,该算法是有效和可行的。     

An exact constructive algorithm for the knapsack sharing problem

In this paper, we study the knapsack sharing problem (KSP), a variant of the well-known NP-hard single knapsack problem. We propose an exact constructive tree search that combines two complementary procedures: a reduction interval search and a branch and bound. The reduction search has three phases. The first phase applies a polynomial reduction strategy that decomposes the problem into a series of knapsack problems. The second phase is a size reduction strategy that makes the resolution more efficient. The third phase is an interval reduction search that identifies a set of optimal capacities characterizing the knapsack problems. Experimental results provide computational evidence of the better performance of the proposed exact algorithm in comparison to KSPs best exact algorithm, to Cplex and to KSPs latest heuristic approach. Furthermore, they emphasize the importance of the reduction strategies.     

求解对称区间矩阵标准特征值的进化策略新算法

针对实对称区间矩阵的特征值问题,将区间不确定量看成是围绕区间中点的一种摄动,提出了一种基于区间扩张的对称区间矩阵特征值问题求解的进化策略算法。将区间矩阵中点作为平衡点,区间不确定量作为相应的扰动量,根据摄动公式求出区间矩阵的最大特征值和最小特征值,从而获得区间矩阵特征值问题的解。算例显示了该算法的有效性,其主要特点是收敛速度快、求解区间精度高。     

A branch-and-bound algorithm for globally optimal camera pose and focal length

This paper considers the problem of finding the global optimum of the camera rotation, translation and the focal length given a set of 2D–3D point pairs. The global solution is obtained under the L-infinity optimality by a branch-and-bound algorithm. To obtain the goal, we firstly extend the previous branch-and-bound formulation and show that the image space error (pixel distance) may be used instead of the angular error. Then, we present that the problem of camera pose plus focal length given the rotation is a quasi-convex problem. This provides a derivation of a novel inequality for the branch-and-bound algorithm for our problem. Finally, experimental results with synthetic and real data are provided.     

Lower Eigenvalue Bounds on Summation for the Solution of the Lyapunov Matrix Differential Equation

In this paper, we offer several lower bounds on eigenvalue summation for the solution of the Lyapunov matrix differential equation applying index matrix eigenvalue inequalities and Hölder inequality. Further, we give a numerical example to illustrate the effectiveness of the derived bounds.     

区间矩阵稳定的充分条件

讨论几类区间矩阵的稳定性，仅用区间矩阵元素的简单关系，获得了几个新的简单实用的充分条件。     

区间模糊谱聚类图像分割方法

近年来谱聚类算法在模式识别和计算机视觉领域被广泛应用,而相似性矩阵的构造是谱聚类算法的关键步骤。针对传统谱聚类算法计算复杂度高难以应用到大规模图像分割处理的问题,提出了区间模糊谱聚类图像分割方法。该方法首先利用灰度直方图和区间模糊理论得到图像灰度间的区间模糊隶属度,然后利用该隶属度构造基于灰度的区间模糊相似性测度,最后利用该相似性测度构造相似性矩阵并通过规范切图谱划分准则对图像进行划分,得到最终的图像分割结果。由于区间模糊理论的引入,提高了传统谱聚类的分割性能,对比实验也表明该方法在分割效果和计算复杂度上都有较大的改善。