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Heuristics for Combinatorial Optimization Heuristikker og - - PowerPoint PPT Presentation

DM811 (5 ECTS - 1st Quarter) Heuristics for Combinatorial Optimization Heuristikker og lokalsgningsalgoritmer for kombinatorisk optimering DM812 (5 ECTS - 2nd Quarter) Metaheuristics Metaheuristikker Marco Chiarandini adjunkt, IMADA


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DM812 (5 ECTS - 2nd Quarter) Metaheuristics

Metaheuristikker

DM811 (5 ECTS - 1st Quarter) Heuristics for Combinatorial Optimization

Heuristikker og lokalsøgningsalgoritmer for kombinatorisk optimering

Marco Chiarandini

adjunkt, IMADA www.imada.sdu.dk/~marco/

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DM63 Heuristics for Combinatorial Optimization

DM811 Heuristics for Combinatorial Optimization

DM812 Metaheuristics

2008 2000-2007

1st quarter 2nd quarter semester course

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DM811 Heuristics for Combinatorial Optimization - L0

DM811 (5 ECTS - 1st Quarter) Heuristics for Combinatorial Optimization

Heuristikker og lokalsøgningsalgoritmer for kombinatorisk optimering

Marco Chiarandini

adjunkt, IMADA www.imada.sdu.dk/~marco/

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DM811 Heuristics for Combinatorial Optimization - L0

Prerequisites

  • Officially
  • none
  • “Unofficially”
  • DM507 - Algorithms and data structures
  • Programming A and B

Programming in an efficient language: C, C++, Java...

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DM811 Heuristics for Combinatorial Optimization - L0

Combinatorial Optimization

Combinatorial optimization problems: select a “best” configuration or set of variables. Examples:

  • Shortest path
  • Minimum spanning tree
  • Matching
  • Max-flow

Others are NP-hard:

  • finding shortest/cheapest round trips
  • finding models of propositional formulae
  • finding variable assignments satisfying constraints
  • partitioning graphs or digraphs
  • coloring graphs
  • partitioning, packing, covering sets
  • ...
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DM811 Heuristics for Combinatorial Optimization - L0

Heuristic Solution

How can we solve NP-hard problems?

  • Get inspired by approach to problem-solving in

human mind

  • trial and error
  • and by apparent simplicity of processes in nature
  • evolutionary theory, swarm intelligence

Heuristics: algorithms to compute, efficiently, good or

  • ptimal solutions to a problem, but not guaranteed to

do so.

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DM811 Heuristics for Combinatorial Optimization - L0

Heuristics as Science

Empirical studies Theoretical studies They aim at understanding:

  • general and/or problem specific ideas that work
  • how they can be efficiently implemented in

computers

  • what makes one succeed and some not
  • which are the theoretical limits
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DM811 Heuristics for Combinatorial Optimization - L0

Heuristics as Engineering

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DM811 Heuristics for Combinatorial Optimization - L0

Contents of the course

  • 1. Introduction, Overview and Terminology
  • 2. Basic Methods and Algorithms
  • 3. Integer Programming, Branch and Bound, LP Rounding
  • 4. Constraint Programming and Complete Search
  • 5. Approximation Algorithms
  • 6. Greedy Methods and Extensions
  • 7. Local Search
  • 8. Very Large Scale Neighborhoods
  • 9. Stochastic Local Search
  • 10. Stochastic Local Search II
  • 11. Experimental analysis and configuration tools
  • 12. Stochastic optimization and local search

12-14 lectures + 6-8 laboratory sessions

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DM811 Heuristics for Combinatorial Optimization - L0

Learn problem solving:

  • understand the problem
  • design a solution algorithm
  • implement the algorithm
  • assess the program
  • describe with appropriate language

Aims of the course

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DM811 Heuristics for Combinatorial Optimization - L0

  • Individual project:
  • “Design, implementation and experimental

analysis of heuristics for a given problem”.

  • Perfomance matters!
  • Deliverables: written report + program
  • Internal examiner

Final Assessment (5 ECTS)

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DM811 Heuristics for Combinatorial Optimization - L0

Course Material

  • Text book
  • Search methodologies: introductory tutorials in optimization

and decision support techniques E.K. Burke, G. Kendall, 2005, Springer, New York

  • Handbook of Approximation Algorithms and Metaheuristics. T

.F . Gonzalez, Chapman & Hall/CRC Computer and Information Science) 2007.

  • Stochastic Local Search: Foundations and Applications, H. Hoos

and T . Stützle, 2005, Morgan Kaufmann

  • Literature (articles, photocopies)
  • Slides
  • Source code and data sets
  • www.imada.sdu.dk/~marco/DM811
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DM812 Metaheuristics - L0

DM812 (5 ECTS - 2nd Quarter) Metaheuristics

Metaheuristikker

Marco Chiarandini

adjunkt, IMADA www.imada.sdu.dk/~marco/

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DM812 Metaheuristics - L0

Tabu Search

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DM812 Metaheuristics - L0

Simulated Annealing

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DM812 Metaheuristics - L0

Evolutionary Algorithms

1 1 1 1 1 Parent 1 cut Parent 2 Offspring 1 Offspring 2 1 1 1 1 1 1 1 1 1 1 1

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DM812 Metaheuristics - L0

Ant Colony

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DM812 Metaheuristics - L0

Multiobjective Optimization

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DM812 Metaheuristics - L0

Prerequisites Final Assessment (5 ECTS)

The content of DM811 must be known

  • Individual project:
  • “Implementation and analysis of heuristics”
  • deliverables: written report + program
  • External examiner
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DM812 Metaheuristics - L0

Contents of the course

  • 1. Tabu Search
  • 2. Simulated Annealing
  • 3. Scatter Search and Path Relinking
  • 4. Experimental Analysis and Configuration Tools
  • 5. Machine Learning and the No Free Lunch Theorem
  • 6. Evolutionary Algorithms
  • 7. Ant Colony Optimization
  • 8. Estimation Distribution Algorithm and Cross Entropy
  • 9. Metaheuristics in Continuous Non-Convex Optimization
  • 10. Hybrid/Parallel Metaheuristics
  • 11. Multiobjective Optimization by Local Search
  • 12. Multiobjective Optimization by Evolutionary Algorithms

12-14 lectures + 6-8 laboratory sessions

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DM812 Metaheuristics - L0

Course Material

  • Text book
  • Search methodologies: introductory tutorials in optimization

and decision support techniques E.K. Burke, G. Kendall, 2005, Springer, New York

  • Handbook of Approximation Algorithms and Metaheuristics. T

.F . Gonzalez, Chapman & Hall/CRC Computer and Information Science) 2007

  • Literature (articles, photocopies)
  • Slides
  • Source code and data sets
  • www.imada.sdu.dk/~marco/DM812
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DM812 (5 ECTS - 2nd Quarter) Metaheuristics

Metaheuristikker

DM811 (5 ECTS - 1st Quarter) Heuristics for Combinatorial Optimization

Heuristikker og lokalsøgningsalgoritmer for kombinatorisk optimering

Marco Chiarandini

adjunkt, IMADA www.imada.sdu.dk/~marco/