I am learning about optimization algorithms for automatic grouping of users. However, I am completely new to these algorithms and I have heard about them as I reviewed the related literature. And, differently, in one of the articles, the authors implemented their own algorithm (based on their own logic) using Integer Programming (this is how I heard about IP).
I am wondering if one needs to implement a genetic/particle swarm (or any other optimization) algorithm using mixed integer linear programming, or is this just one of the options. At the end, I will need to build a web-based system that groups users automatically. I appreciate any help.
I think you are confusing the terms a bit. These are all different optimization techniques. You can surely represent a problem using Mixed Integer Programming (MIP) notation but you can solve it with a MIP solver or genetic algorithms (GA) or Particle Swarm Optimization (PSO).
Integer Programming is part of a more traditional paradigm called mathematical programming, in which a problem is modelled based on a set of somewhat rigid equations. There are different types of mathematical programming models: linear programming (where all variables are continuous), integer programming, mixed integer programming (a mix of continuous and discrete variables), nonlinear programming (some of the equations are not linear).
Mathematical programming models are good and robust, depending on the model, you can tell how far you are from an ideal solution, for example. But these models often struggle in problems with many variables.
On the other hand, genetic algorithms and PSO belong to a younger branch of optimization techniques, one that it is often called metaheuristics. These techniques often find good or at least reasonable solutions even for large and complex problems, many practical applications
There are some hybrid algorithms that combine both mathematical models and metaheuristics and in this case, yes, you would use both MIP and GA/PSO. Choosing which approach (MIP, metaheuristics or hybrid) is very problem-dependent, you have to test what works better for you. I would usually prefer mathematical models if the focus is on the accuracy of the solution and I would prefer metaheuristics if my objective function is very complex and I need a quick, although poorer, solution.
Related
Which of the following optimisation methods can't be done in an optimisation software such as CPLEX? Why not?
Dynamic programming
Integer programming
Combinatorial optimisation
Nonlinear programming
Graph theory
Precedence diagram method
Simulation
Queueing theory
Can anyone point me in the right direction? I didn't find too much information regarding the limitations of CPLEX on the IBM website.
Thank you!
That's kind-of a big shopping list, and most of the things on it are not optimisation methods.
For sure CPLEX does integer programming, non-linear programming (just quadratic, SOCP, and similar but not general non-linear) and combinatoric optimisation out of the box.
It is usually possible to re-cast things like DP as MILP models, but will obviously require a bit of work. Lots of MILP models are also based on graphs, so yes it is certainly possible to solve a lot of graph problems using a MILP solver such as CPLEX.
Looking wider at topics like simulation, then that is quite a different approach. Simulation really is NOT an optimisation method, but it can be used alongside optimisation to get extra insights which may be useful in a business context. Might be used for example to discover some empirical relationships that could be used in an optimisation model by CPLEX.
The same can probably also be said for things like queuing theory, precedence, etc. Basically, use CPLEX as an optimisation tool to solve part or all of your problem once you have structured and analysed it via one of these other approaches.
Hope that helps.
I would like to calculate 3D balanced paths to building exits at once, for huge amount of people (2000). Since the problem is related to evacuation and solutions for 3D paths (the fastest and others) can be precalcualted and I am going to store 3D paths in database to accelerate the process. As I see it, there are two solutions so far:
Calculation of a number of passing through nodes, in graph environment representation, but probably the time calculation will be intolerable.
Using GA. However, I cannot find a good described optimization example, where is used genetic algorithm.
Can you tell me a way of using GA for multiobjective optimization, because I found only implementation of GA for finding shortest path? and Which algorithm is the best for multi-object optimization?
Genetic Algorithm as it is cannot be easily used for multi-objective optimisation directly. If you want to use the purest GA you have to combine the objectives into a single objective, e.g. by summing weighted values of each objective. But this often does not work very well, especially when there is a strong tradeoff between the objectives.
However, there are genetic (evolutionary) algorithms designed specifically for multi-objective optimisation. Probably the most famous one and one of the best is the NSGA-II which stands for Nondominated Sorting Genetic Algorithm II. It's also relatively easy to implement (I did once). But there other MOEAs (Multi-Objective Evolutionary Algorithm) too, just google it. Some of them also use the nondomination idea, others not.
Every now and then, I hear someone saying things like "functional programming languages are more mathematical". Is it so? If so, why and how? Is, for instance, Scheme more mathematical than Java or C? Or Haskell?
I cannot define precisely what is "mathematical", but I believe you can get the feeling.
Thanks!
There are two common(*) models of computation: the Lambda Calculus (LC) model and the Turing Machine (TM) model.
Lambda Calculus approaches computation by representing it using a mathematical formalism in which results are produced through the composition of functions over a domain of types. LC is also related to Combinatory Logic, which is considered a more generalized approach to the same topic.
The Turing Machine model approaches computation by representing it as the manipulation of symbols stored on idealized storage using a body of basic operations (like addition, mutation, etc).
These different models of computation are the basis for different families of programming languages. Lambda Calculus has given rise to languages like ML, Scheme, and Haskell. The Turing Model has given rise to C, C++, Pascal, and others. As a generalization, most functional programming languages have a theoretical basis in lambda calculus.
Due to the nature of Lambda Calculus, certain proofs are possible about the behavior of systems built on its principles. In fact, provability (ie correctness) is an important concept in LC, and makes possible certain kinds of reasoning and conclusions about LC systems. LC is also related to (and relies on) type theory and category theory.
By contrast, Turing models rely less on type theory and more on structuring computation as a series of state transitions in the underlying model. Turing Machine models of computation are more difficult to make assertions about and do not lend themselves to the same kinds of mathematical proofs and manipulation that LC-based programs do. However, this does not mean that no such analysis is possible - some important aspects of TM models is used when studying virtualization and static analysis of programs.
Because functional programming relies on careful selection of types and transformation between types, FP can be perceived as more "mathematical".
(*) Other models of computation exist as well, but they are less relevant to this discussion.
Pure functional programming languages are examples of a functional calculus and so in theory programs written in a functional language can be reasoned about in a mathematical sense. Ideally you'd like to be able to 'prove' the program is correct.
In practice such reasoning is very hard except in trivial cases, but it's still possible to some degree. You might be able to prove certain properties of the program, for example you might be able to prove that given all numeric inputs to the program, the output is always constrained within a certain range.
In non-functional languages with mutable state and side effects attempts to reason about a program and 'prove' correctness are all but impossible, at the moment at least. With non-functional programs you can think through the program and convince yourself parts of it are correct, and you can run unit tests that test certain inputs, but it's usually not possible to construct rigorous mathematical proofs about the behaviour of the program.
I think one major reason is that pure functional languages have no side effects, i.e. no mutable state, they only map input parameters to result values, which is just what a mathematical function does.
The logic structures of functional programming is heavily based on lambda calculus. While it may not appear to be mathematical based solely on algebraic forms of math, it is written very easily from discrete mathematics.
In comparison to imperative programming, it doesn't prescribe exactly how to do something, but what must be done. This reflects topology.
The mathematical feel of functional programming languages comes from a few different features. The most obvious is the name; "functional", i.e. using functions, which are fundamental to math. The other significant reason is that functional programming involves defining a collection of things that will always be true, which by their interactions achieve the desired computation -- this is similar to how mathematical proofs are done.
Recently i've been improving traditional genetic algorithm for multiknapsack problem. So My Improved Genetic Algorithm is working better then Traditional Genetic Algorithm. I tested. (i used publically available from OR-Library (http://people.brunel.ac.uk/~mastjjb/jeb/orlib/mknapinfo.html) were used to test the GAs.) Does anybody know other improved GA. I wanted to compare with other improved genetic algorithm. Actually i searched in internet. But couldn't find good algorithm to compare.
There should be any number of decent GA methods against which you can compare. However, you should try to first clearly establish exactly which "traditional" GA method you have already tested.
One good method which I can recommend is the NSGA-II algorithm, which was developed for multi-objective optimization.
Take a look at the following for other ideas:
Genetic Algorithm - Wikipedia
Carlos A. Coello Coello (1999). "A Comprehensive Survey of Evolutionary-Based Multiobjective Optimization Techniques", Knowledge and Information Systems, Vol. 1, pp. 269-308.
Carlos A. Coello Coello et al (2005). "Current and Future Research Trends in Evolutionary Multiobjective Optimization", Information Processing with Evolutionary Algorithms, Springer.
You can compare your solution only to problems with the exact same encoding and fitness function (meaning they are equivalent problems). If the problem is different any comparison becomes quickly irrelevant as the problem changes, since the fitness function is almost always ad-hoc for whatever you're trying to solve. In fact the fitness function is the only thing you need to code if you use a Genetic Algorithms toolkit, as everything else usually comes out of the box.
On the other end, if the fitness function is the same, then it makes sense to compare results given different parameters, such as different mutation rate, different implementations of crossover, or even completely different evolutionary paradigms, such as coevolution, gene expression, compared to standard GAs, and so on.
Are you trying to improve the state-of-the-art in multiknapsack solvers by the use of genetic algorithms? Or are you trying to advance the genetic algorithm technique by using multiknapsack as a test platform? (Can you clarify?)
Depending on which one is your goal, the answer to your question is entirely different. Since others have addressed the latter question, I'll assume the former.
There has been little major leaps and bounds over the basic genetic algorithm. The best improvement in solving the multiknapsack via the use of genetic algorithms would be to improve your encoding of the mutation and crossover operators which can make orders of magnitude of difference in the resulting performance and blow out of the water any tweaks to the fundamental genetic algorithm. There is a lot you can do to make your mutation and crossover operators tailored to multiknapsack.
I would first survey the literature on multiknapsack to see what are the different kinds of search spaces and solution techniques people have used on multiknapsack. In their optimal or suboptimal methods (independent of genetic algorithms), what kinds of search operators do they use? What do they encode as variables and what do they encode as values? What heuristic evaluation functions are used? What constraints do they check for? Then you would adapt their encodings to your mutation and crossover operators, and see how well they perform in your genetic algorithms.
It is highly likely that an efficient search space encoding or an accurate heuristic evaluation function of the multiknapsack problem can translate into highly effective mutation and crossover operators. Since multiknapsack is a very well studied problem with a large corpus of research literature, it should be a gold mine for you.
Today I read this blog entry by Roger Alsing about how to paint a replica of the Mona Lisa using only 50 semi transparent polygons.
I'm fascinated with the results for that particular case, so I was wondering (and this is my question): how does genetic programming work and what other problems could be solved by genetic programming?
There is some debate as to whether Roger's Mona Lisa program is Genetic Programming at all. It seems to be closer to a (1 + 1) Evolution Strategy. Both techniques are examples of the broader field of Evolutionary Computation, which also includes Genetic Algorithms.
Genetic Programming (GP) is the process of evolving computer programs (usually in the form of trees - often Lisp programs). If you are asking specifically about GP, John Koza is widely regarded as the leading expert. His website includes lots of links to more information. GP is typically very computationally intensive (for non-trivial problems it often involves a large grid of machines).
If you are asking more generally, evolutionary algorithms (EAs) are typically used to provide good approximate solutions to problems that cannot be solved easily using other techniques (such as NP-hard problems). Many optimisation problems fall into this category. It may be too computationally-intensive to find an exact solution but sometimes a near-optimal solution is sufficient. In these situations evolutionary techniques can be effective. Due to their random nature, evolutionary algorithms are never guaranteed to find an optimal solution for any problem, but they will often find a good solution if one exists.
Evolutionary algorithms can also be used to tackle problems that humans don't really know how to solve. An EA, free of any human preconceptions or biases, can generate surprising solutions that are comparable to, or better than, the best human-generated efforts. It is merely necessary that we can recognise a good solution if it were presented to us, even if we don't know how to create a good solution. In other words, we need to be able to formulate an effective fitness function.
Some Examples
Travelling Salesman
Sudoku
EDIT: The freely-available book, A Field Guide to Genetic Programming, contains examples of where GP has produced human-competitive results.
Interestingly enough, the company behind the dynamic character animation used in games like Grand Theft Auto IV and the latest Star Wars game (The Force Unleashed) used genetic programming to develop movement algorithms. The company's website is here and the videos are very impressive:
http://www.naturalmotion.com/euphoria.htm
I believe they simulated the nervous system of the character, then randomised the connections to some extent. They then combined the 'genes' of the models that walked furthest to create more and more able 'children' in successive generations. Really fascinating simulation work.
I've also seen genetic algorithms used in path finding automata, with food-seeking ants being the classic example.
Genetic algorithms can be used to solve most any optimization problem. However, in a lot of cases, there are better, more direct methods to solve them. It is in the class of meta-programming algorithms, which means that it is able to adapt to pretty much anything you can throw at it, given that you can generate a method of encoding a potential solution, combining/mutating solutions, and deciding which solutions are better than others. GA has an advantage over other meta-programming algorithms in that it can handle local maxima better than a pure hill-climbing algorithm, like simulated annealing.
I used genetic programming in my thesis to simulate evolution of species based on terrain, but that is of course the A-life application of genetic algorithms.
The problems GA are good at are hill-climbing problems. Problem is that normally it's easier to solve most of these problems by hand, unless the factors that define the problem are unknown, in other words you can't achieve that knowledge somehow else, say things related with societies and communities, or in situations where you have a good algorithm but you need to fine tune the parameters, here GA are very useful.
A situation of fine tuning I've done was to fine tune several Othello AI players based on the same algorithms, giving each different play styles, thus making each opponent unique and with its own quirks, then I had them compete to cull out the top 16 AI's that I used in my game. The advantage was they were all very good players of more or less equal skill, so it was interesting for the human opponent because they couldn't guess the AI as easily.
http://en.wikipedia.org/wiki/Genetic_algorithm#Problem_domains
You should ask yourself : "Can I (a priori) define a function to determine how good a particular solution is relative to other solutions?"
In the mona lisa example, you can easily determine if the new painting looks more like the source image than the previous painting, so Genetic Programming can be "easily" applied.
I have some projects using Genetic Algorithms. GA are ideal for optimization problems, when you cannot develop a fully sequential, exact algorithm do solve a problem. For example: what's the best combination of a car characteristcs to make it faster and at the same time more economic?
At the moment I'm developing a simple GA to elaborate playlists. My GA has to find the better combinations of albums/songs that are similar (this similarity will be "calculated" with the help of last.fm) and suggests playlists for me.
There's an emerging field in robotics called Evolutionary Robotics (w:Evolutionary Robotics), which uses genetic algorithms (GA) heavily.
See w:Genetic Algorithm:
Simple generational genetic algorithm pseudocode
Choose initial population
Evaluate the fitness of each individual in the population
Repeat until termination: (time limit or sufficient fitness achieved)
Select best-ranking individuals to reproduce
Breed new generation through crossover and/or mutation (genetic
operations) and give birth to
offspring
Evaluate the individual fitnesses of the offspring
Replace worst ranked part of population with offspring
The key is the reproduction part, which could happen sexually or asexually, using genetic operators Crossover and Mutation.