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arXiv cs/0209030cs.NEcs.AI
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极值优化:一种进化局部搜索算法

Extremal Optimization: an Evolutionary Local-Search Algorithm

Stefan Boettcher, Allon G. Percus

摘要:

最近推出的通用启发式寻找高质量的解决方案,许多困难的优化问题进行审查。该方法的灵感来自最近的进展,在了解远离平衡现象的{ \em自组织临界性,}一个概念,介绍了描述紧急复杂的物理系统。这种方法称为{ \em极值优化},它连续地用新的随机变量替换次优解中极不需要的变量的值。成本函数中的大的雪崩式波动从这种动态中自组织,有效地缩放障碍以探索配置空间的遥远邻域中的局部最优值,同时消除了调整参数的需要。利用用于模拟粒状介质、演化或地质动态的模型,极值优化补充了受平衡统计物理学启发的近似方法,如{ \em模拟退火}。这可能只是将对{ \em非平衡现象}的新见解系统地应用于硬优化问题的一个例子。这种方法是广泛适用的,到目前为止,已被证明具有竞争力-甚至优于-更详细的通用算法的约束优化问题的测试床多达$10^5$变量,如bipartitioning,着色,可满足性。分析一个合适的模型预测的唯一自由参数的方法,根据所有的实验结果。

英文摘要:

A recently introduced general-purpose heuristic for finding high-quality solutions for many hard optimization problems is reviewed. The method is inspired by recent progress in understanding far-from-equilibrium phenomena in terms of {\em self-organized criticality,} a concept introduced to describe emergent complexity in physical systems. This method, called {\em extremal optimization,} successively replaces the value of extremely undesirable variables in a sub-optimal solution with new, random ones. Large, avalanche-like fluctuations in the cost function self-organize from this dynamics, effectively scaling barriers to explore local optima in distant neighborhoods of the configuration space while eliminating the need to tune parameters. Drawing upon models used to simulate the dynamics of granular media, evolution, or geology, extremal optimization complements approximation methods inspired by equilibrium statistical physics, such as {\em simulated annealing}. It may be but one example of applying new insights into {\em non-equilibrium phenomena} systematically to hard optimization problems. This method is widely applicable and so far has proved competitive with -- and even superior to -- more elaborate general-purpose heuristics on testbeds of constrained optimization problems with up to $10^5$ variables, such as bipartitioning, coloring, and satisfiability. Analysis of a suitable model predicts the only free parameter of the method in accordance with all experimental results.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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