The optimization of functions to find the best solution according to one or several objectives has a central role in many engineering and research fields. Recently, a new family of optimization algorithms, named Quality-Diversity optimization, has been introduced, and contrasts with classic algorithms. Instead of searching for a single solution, Quality-Diversity algorithms are searching for a large collection of both diverse and high-performing solutions. The role of this collection is to cover the range of possible solution types as much as possible, and to contain the best solution for each type. The contribution of this paper is threefold. Firstly, we present a unifying framework of Quality-Diversity optimization algorithms that covers the two main algorithms of this family (Multi-dimensional Archive of Phenotypic Elites and the Novelty Search with Local Competition), and that highlights the large variety of variants that can be investigated within this family. Secondly, we propose algorithms with a new selection mechanism for Quality-Diversity algorithms that outperforms all the algorithms tested in this paper. Lastly, we present a new collection management that overcomes the erosion issues observed when using unstructured collections. These three contributions are supported by extensive experimental comparisons of Quality-Diversity algorithms on three different experimental scenarios.
The main hypothesis behind this approach is that, in some cases, the optimal solutions cannot be found by simply maximizing the objective function. This is because the algorithm first needs to find stepping stones that are ineffective according to the objective function, but lead to promising solutions afterwards. A good illustration of this problem is the deceptive maze'' @cite_33 in which following the objective function inevitably leads to a dead-end (a local extremum). The algorithm has to investigate solutions that lead the agent further from the goal before being able to find solutions that actually solve the task.
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In evolutionary computation, the fitness function normally measures progress toward an objective in the search space, effectively acting as an objective function. Through deception, such objective functions may actually prevent the objective from being reached. While methods exist to mitigate deception, they leave the underlying pathology untreated: Objective functions themselves may actively misdirect search toward dead ends. This paper proposes an approach to circumventing deception that also yields a new perspective on open-ended evolution. Instead of either explicitly seeking an objective or modeling natural evolution to capture open-endedness, the idea is to simply search for behavioral novelty. Even in an objective-based problem, such novelty search ignores the objective. Because many points in the search space collapse to a single behavior, the search for novelty is often feasible. Furthermore, because there are only so many simple behaviors, the search for novelty leads to increasing complexity. By decoupling open-ended search from artificial life worlds, the search for novelty is applicable to real world problems. Counterintuitively, in the maze navigation and biped walking tasks in this paper, novelty search significantly outperforms objective-based search, suggesting the strange conclusion that some problems are best solved by methods that ignore the objective. The main lesson is the inherent limitation of the objective-based paradigm and the unexploited opportunity to guide search through other means. We consider learning formulations with non-convex objective functions that often occur in practical applications. There are two approaches to this problem: Heuristic methods such as gradient descent that only find a local minimum. A drawback of this approach is the lack of theoretical guarantee showing that the local minimum gives a good solution. Convex relaxation such as L1-regularization that solves the problem under some conditions. However it often leads to a sub-optimal solution in reality. This paper tries to remedy the above gap between theory and practice. In particular, we present a multi-stage convex relaxation scheme for solving problems with non-convex objective functions. For learning formulations with sparse regularization, we analyze the behavior of a specific multi-stage relaxation scheme. Under appropriate conditions, we show that the local solution obtained by this procedure is superior to the global solution of the standard L1 convex relaxation for learning sparse targets. In this paper, we formulate and solve a randomized optimal consensus problem for multi-agent systems with stochastically time-varying interconnection topology. The considered multi-agent system with a simple randomized iterating rule achieves an almost sure consensus meanwhile solving the optimization problem min"z"@?"R"^"[email protected]?"i"="1^nf"i(z), in which the optimal solution set of objective function f"i can only be observed by agent i itself. At each time step, simply determined by a Bernoulli trial, each agent independently and randomly chooses either taking an average among its neighbor set, or projecting onto the optimal solution set of its own optimization component. Both directed and bidirectional communication graphs are studied. Connectivity conditions are proposed to guarantee an optimal consensus almost surely with proper convexity and intersection assumptions. The convergence analysis is carried out using convex analysis. We compare the randomized algorithm with the deterministic one via a numerical example. The results illustrate that a group of autonomous agents can reach an optimal opinion by each node simply making a randomized trade-off between following its neighbors or sticking to its own opinion at each time step. The conventional weighted aggregation method is extended to realize multi-objective optimization. The basic idea is that systematically changing the weights during evolution will lead the population to the Pareto front. Two possible methods are investigated. One method is to assign a uniformly distributed random weight to each individual in the population in each generation. The other method is to change the weight periodically with the process of the evolution. We found in both cases that the population is able to approach the Pareto front, although it will not keep all the found Pareto solutions in the population. Therefore, an archive of non-dominated solutions is maintained. Case studies are carried out on some of the test functions used in [1] and [2]. Simulation results show that the proposed approaches are simple and effective. We present distributed algorithms that can be used by multiple agents to align their estimates with a particular value over a network with time-varying connectivity. Our framework is general in that this value can represent a consensus value among multiple agents or an optimal solution of an optimization problem, where the global objective function is a combination of local agent objective functions. Our main focus is on constrained problems where the estimates of each agent are restricted to lie in different convex sets. To highlight the effects of constraints, we first consider a constrained consensus problem and present a distributed "projected consensus algorithm" in which agents combine their local averaging operation with projection on their individual constraint sets. This algorithm can be viewed as a version of an alternating projection method with weights that are varying over time and across agents. We establish convergence and convergence rate results for the projected consensus algorithm. We next study a constrained optimization problem for optimizing the sum of local objective functions of the agents subject to the intersection of their local constraint sets. We present a distributed "projected subgradient algorithm" which involves each agent performing a local averaging operation, taking a subgradient step to minimize its own objective function, and projecting on its constraint set. We show that, with an appropriately selected stepsize rule, the agent estimates generated by this algorithm converge to the same optimal solution for the cases when the weights are constant and equal, and when the weights are time-varying but all agents have the same constraint set. A key problem when forming effective coalitions of autonomous agents is determining the best groupings, or the optimal coalition structure, to select to achieve some goal. To this end, we present a novel, anytime algorithm for this task that is significantly faster than current solutions. Specifically, we empirically show that we are able to find solutions that are optimal in 0.082 of the time taken by the state of the art dynamic programming algorithm (for 27 agents), using much less memory (O(2n) instead of O(3n) for n agents). Moreover, our algorithm is the first to be able to find solutions for more than 17 agents in reasonable time (less than 90 minutes for 27 agents, as opposed to around 2 months for the best previous solution). In a multimodal optimization task, the main purpose is to find multiple optimal (global and local) solutions associated with a single objective function. Starting with the preselection method suggested in 1970, most of the existing evolutionary algorithms based methodologies employ variants of niching in an existing single-objective evolutionary algorithm framework so that similar solutions in a population are de-emphasized in order to focus and maintain multiple distant yet near-optimal solutions. In this paper, we use a completely different and generic strategy in which a single-objective multimodal optimization problem in converted into a suitable bi-objective optimization problem so that all local and global optimal solutions become members of the resulting weak Pareto-optimal set. We solve up to 16-variable test-problems having as many as 48 optima and also demonstrate successful results on constrained multimodal test-problems, suggested for the first time. The concept of using multi-objective optimization for solving single-objective multimodal problems seems novel and interesting, and importantly opens further avenues for research. Does optimization systematically lead to solutions that appear better than they actually turn out to be when implemented? The answer can be yes if there are errors in estimating objective function coefficients. Even if such errors are unbiased, the calculated value of the objective function for the optimal solution will, in an expected value sense, overstate that solution's true performance. This presupposes that errors in the constraint set are relatively unimportant. The existence of such a bias is shown by proof; Monte Carlo simulations of two realistic water resources optimization problems show its significance for water planners. The most important implication is that the estimated net benefits of model solutions may be exaggerated compared to existing water systems, whose performance is generally known with more accuracy. Abstract We consider the weighted p-center problem on a transportation network with uncertain weights of nodes. Specifically, for each node, an interval estimate of its weight is known. The objective is to find the ‘minimax regret’ solution i.e. to minimize the worst-case loss in the objective function that may occur because a decision is made without knowing which state of nature will take place. We discuss properties of the problem and show that the problem can be solved by means of solving (n + 1) regular weighted p-center problems. This leads to polynomial algorithms for the cases where the regular weighted p-center problem can be solved in polynomial time, e.g. for the case of a tree network, and for the case of a general network with p = 1. We propose a hybrid algorithm for finding a set of nondominated solutions of a multi objective optimization problem. In the proposed algorithm, a local search procedure is applied to each solution (i.e., each individual) generated by genetic operations. Our algorithm uses a weighted sum of multiple objectives as a fitness function. The fitness function is utilized when a pair of parent solutions are selected for generating a new solution by crossover and mutation operations. A local search procedure is applied to the new solution to maximize its fitness value. One characteristic feature of our algorithm is to randomly specify weight values whenever a pair of parent solutions are selected. That is, each selection (i.e., the selection of two parent solutions) is performed by a different weight vector. Another characteristic feature of our algorithm is not to examine all neighborhood solutions of a current solution in the local search procedure. Only a small number of neighborhood solutions are examined to prevent the local search procedure from spending almost all available computation time in our algorithm. High performance of our algorithm is demonstrated by applying it to multi objective flowshop scheduling problems. Clustering is often formulated as a discrete optimization problem. The objective is to find, among all partitions of the data set, the best one according to some quality measure. However, in the statistical setting where we assume that the finite data set has been sampled from some underlying space, the goal is not to find the best partition of the given sample, but to approximate the true partition of the underlying space. We argue that the discrete optimization approach usually does not achieve this goal, and instead can lead to inconsistency. We construct examples which provably have this behavior. As in the case of supervised learning, the cure is to restrict the size of the function classes under consideration. For appropriate "small" function classes we can prove very general consistency theorems for clustering optimization schemes. As one particular algorithm for clustering with a restricted function space we introduce "nearest neighbor clustering". Similar to the k-nearest neighbor classifier in supervised learning, this algorithm can be seen as a general baseline algorithm to minimize arbitrary clustering objective functions. We prove that it is statistically consistent for all commonly used clustering objective functions. The goal of bi-objective optimization is to find a small set of good compromise solutions. A common problem for bi-objective evolutionary algorithms is the following subset selection problem (SSP): Given n solutions P ⊂ R2 in the objective space, select k solutions P* from P that optimize an indicator function. In the hypervolume SSP we want to select k points P* that maximize the hypervolume indicator IHYP(P*, r) for some reference point r ∈ R2. Similarly, the e-indicator SSP aims at selecting k points P* that minimize the e-indicator Ie(P*,R) for some reference set R ⊂ R2 of size m (which can be R=P). We first present a new algorithm for the hypervolume SSP with runtime O(n (k + log n)). Our second main result is a new algorithm for the e-indicator SSP with runtime O(n log n + m log m). Both results improve the current state of the art runtimes by a factor of (nearly) @math and make the problems tractable for new applications. Preliminary experiments confirm that the theoretical results translate into substantial empirical runtime improvements. Recently, there has been growing interest in solving consensus optimization problems in a multiagent network. In this paper, we develop a decentralized algorithm for the consensus optimization problem @math which is defined over a connected network of @math agents, where each function @math is held privately by agent @math and encodes the agent's data and objective. All the agents shall collaboratively find the minimizer while each agent can only communicate with its neighbors. Such a computation scheme avoids a data fusion center or long-distance communication and offers better load balance to the network. This paper proposes a novel decentralized exact first-order algorithm (abbreviated as EXTRA) to solve the consensus optimization problem. “Exact” means that it can converge to the exact solution. EXTRA uses a fixed, large step size, which can be determined independently of the network size or topology. The local variable of every a... A new heuristic procedure for the transportation problem with exclusionary side constraints is developed and implemented. Tabu search, a meta-heuristic method, is used to guide the search to follow a path selectively to prevent from being trapped at local optimal solutions in order to find a global optimal or near global optimal solution. The simplex method on a graph is employed to lead the search from one solution to an adjacent solution in order to take advantage of the underlying network structure of the problem. In the procedure, net changes in cost and in infeasibility are used to measure the attractiveness of a move, and strategic oscillation is used to implement the intensification and diversification functions. A computational experiment was conducted to test the performance of the heuristic procedure and substantial computational results are reported. These results show that the new heuristic procedure finds very good quality solutions and outperforms an existing heuristic procedure in terms of both solution quality and CPU time. The dramatic increase of network infrastructure comes at the cost of rapidly increasing energy consumption, which makes optimization of energy efficiency (EE) an important topic. Since EE is often modeled as the ratio of rate to power, we present a mathematical framework called fractional programming that provides insight into this class of optimization problems, as well as algorithms for computing the solution. The main idea is that the objective function is transformed to a weighted sum of rate and power. A generic problem formulation for systems dissipating transmit-independent circuit power in addition to transmit-dependent power is presented. We show that a broad class of EE maximization problems can be solved efficiently, provided the rate is a concave function of the transmit power. We elaborate examples of various system models including time-varying parallel channels. Rate functions with an arbitrary discrete modulation scheme are also treated. The examples considered lead to water-filling solutions, but these are different from the dual problems of power minimization under rate constraints and rate maximization under power constraints, respectively, because the constraints need not be active. We also demonstrate that if the solution to a rate maximization problem is known, it can be utilized to reduce the EE problem into a one-dimensional convex problem. We propose two flow control algorithms for networks with multiple paths between each source-destination pair. Both are distributed algorithms over the network to maximize aggregate source utility. Algorithm 1 is a first order Lagrangian method applied to a modified objective function that has the same optimal solution as the original objective function but has a better convergence property. Algorithm 2 is based on the idea that, at optimality, only paths with the minimum price carry positive flows, and naturally decomposes the overall decision into flow control (determines total transmission rate based on minimum path price) and routing (determines how to split the flow among available paths). Both algorithms can be implemented as simply a source-based mechanism in which no link algorithm nor feedback is needed. We present numerical examples to illustrate their behavior. Many manipulation planning problems involve several related sub-problems, such as the selection of grasping points on an object, choice of hand posture, and determination of the arm's configuration and evolving trajectory. Traditionally, these planning sub-problems have been handled separately, potentially leading to sub-optimal, or even infeasible, combinations of the individually determined solutions. This paper formulates the combined problem of grasp contact selection, grasp force optimization, and manipulator arm hand trajectory planning as a problem in optimal control. That is, the locally optimal trajectory for the manipulator, hand mechanism, and contact locations are determined during the pre-grasping, grasping, and subsequent object transport phase. Additionally, a barrier function approach allows for non-feasible grasps to be optimized, enlarging the region of convergence for the algorithm. A simulation of a simple planar object manipulation task is used to illustrate and validate the approach. This paper addresses the solution of bound-constrained optimization problems using algorithms that require only the availability of objective function values but no derivative information. We refer to these algorithms as derivative-free algorithms. Fueled by a growing number of applications in science and engineering, the development of derivative-free optimization algorithms has long been studied, and it has found renewed interest in recent time. Along with many derivative-free algorithms, many software implementations have also appeared. The paper presents a review of derivative-free algorithms, followed by a systematic comparison of 22 related implementations using a test set of 502 problems. The test bed includes convex and nonconvex problems, smooth as well as nonsmooth problems. The algorithms were tested under the same conditions and ranked under several criteria, including their ability to find near-global solutions for nonconvex problems, improve a given starting point, and refine a near-optimal solution. A total of 112,448 problem instances were solved. We find that the ability of all these solvers to obtain good solutions diminishes with increasing problem size. For the problems used in this study, TOMLAB MULTIMIN, TOMLAB GLCCLUSTER, MCS and TOMLAB LGO are better, on average, than other derivative-free solvers in terms of solution quality within 2,500 function evaluations. These global solvers outperform local solvers even for convex problems. Finally, TOMLAB OQNLP, NEWUOA, and TOMLAB MULTIMIN show superior performance in terms of refining a near-optimal solution. We present a method for learning sparse representations shared across multiple tasks. This method is a generalization of the well-known single-task 1-norm regularization. It is based on a novel non-convex regularizer which controls the number of learned features common across the tasks. We prove that the method is equivalent to solving a convex optimization problem for which there is an iterative algorithm which converges to an optimal solution. The algorithm has a simple interpretation: it alternately performs a supervised and an unsupervised step, where in the former step it learns task-specific functions and in the latter step it learns common-across-tasks sparse representations for these functions. We also provide an extension of the algorithm which learns sparse nonlinear representations using kernels. We report experiments on simulated and real data sets which demonstrate that the proposed method can both improve the performance relative to learning each task independently and lead to a few learned features common across related tasks. Our algorithm can also be used, as a special case, to simply select--not learn--a few common variables across the tasks. Evolutionary algorithms (EAs) are increasingly popular approaches to multi-objective optimization. One of their significant advantages is that they can directly optimize the Pareto front by evolving a population of solutions, where the recombination (also called crossover) operators are usually employed to reproduce new and potentially better solutions by mixing up solutions in the population. Recombination in multi-objective evolutionary algorithms is, however, mostly applied heuristically. In this paper, we investigate how from a theoretical viewpoint a recombination operator will affect a multi-objective EA. First, we employ artificial benchmark problems: the Weighted LPTNO problem (a generalization of the well-studied LOTZ problem), and the well-studied COCZ problem, for studying the effect of recombination. Our analysis discloses that recombination may accelerate the filling of the Pareto front by recombining diverse solutions and thus help solve multi-objective optimization. Because of this, for these two problems, we find that a multi-objective EA with recombination enabled achieves a better expected running time than any known EAs with recombination disabled. We further examine the effect of recombination on solving the multi-objective minimum spanning tree problem, which is an NP-hard problem. Following our finding on the artificial problems, our analysis shows that recombination also helps accelerate filling the Pareto front and thus helps find approximate solutions faster.