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A presentation on
Optimization Heuristics
                by
       Kausal Malladi
     (Student, IIIT Bangalore)
Agenda
●   Definition of a Heuristic
●   Optimization heuristics
        –   Genetic Algorithms
        –   Hill Climbing
        –   Tabu Search
        –   Simulated Annealing
        –   Swarm Intelligence
                ●   With example applications
Heuristic
●   Experience based techniques for problem
    solving, learning and discovery. [Adopted from
    Wikipedia]

●   Different types
         Rule of thumb
           –
       – Common sense
       – Educated Guess
●   Meta-heuristics: Parameters that influence
    employing a heuristic
Optimization Heuristics
●   Always difficult to solve NP-Hard and NP-
    Complete computational problems
●   Even with different optimization techniques,
    actual running time is never guaranteed
●   We employ some rules / results based on
    experiments to state that a near-optimal
    solution can be obtained
●   No proof as to why and how we get
    solution
Genetic Algorithms
●   A heuristic that mimics natural evolution
●   A population of Candidate Solutions
    evolved towards better solutions
●   Generations
●   Requires
       –   Genetic Representation of solution domain
       –   Fitness function to evaluate solution
●   Applications: Game Theory
Local Search
●   To solve hard Optimization problems
●   Search Space : Domain of function to be
    optimized
●   Finding a solution among number of
    candidate solutions, maximizing a criterion
●   Sub-families:
       –   Hill Climbing
       –   Tabu Search
       –   Simulated Annealing
Hill Climbing
●   Iterative algorithm, starts with arbitrary
    solution
●   Looks for better solutions incrementally
●   Repeats until no further improvements
●   Good for finding a local optimum
●   Doesn't guarantee global optimum
●   Simple, popular
●   Works well, generally
Hill Climbing
●   Popular example – TSP
        –   Travelling Salesman Problem
                ●   Known NP-Hard problem
                ●   Initial solution may not be optimal
                ●   Shorter route is more likely to be obtained
●   Widely used in Artificial Intelligence
●   Significant results in real-time systems
●   Any-time algorithm
●   Pitfall: Plateau
Tabu Search
●   Iteratively proceeds from one potential
    solution S to an improved one S' in the
    neighbourhood of S
●   Overcomes few pitfalls of other Local
    Search techniques (Example: Plateau)
●   Visited solutions marked “tabu”
●   Search    progresses    using     Memory
    Structures
●   Often a benchmark heuristic!
Tabu Search
●   Memory structures
       –   Describe
               ●   Visited solutions
               ●   User provided sets of rules
       –   Categories
               ●   Short term
               ●   Intermediate term
               ●   Long term
●   Form tabu list
Tabu Search
●   Issues
       –   Only effective in discrete search spaces
               ●   Workaround: A similarity measure
       –   High dimensional search space
               ●   Workaround: Create a tabu list consisting
                    of attributes of a solution
               ●   Can be more effective solution, has
                    problems too
               ●   Aspiration criteria introduced
                       –   Override solution's tabu state
Tabu Search
●   Common example – TSP
       –   Travelling Salesman Problem
               ●   Tabu Search finds a satisficing solution
               ●   Starts with an initial solution that can be
                    found randomly or using some algorithm
               ●   Order in which two cities are visited, is
                    swapped
               ●   Total travelling distance is the metric
               ●   A acceptable solution added to tabu list if
                    in neighbourhood of accepted solution
Simulated Annealing
●   Inspiration: Annealing in Metallurgy
●   Probabilistic meta-heuristic
●   Approximates global optimum in a large
    search space
●   Gives acceptably good solution if not the
    best
●   Slow decrease in probability of accepting
    worse solutions
Simulated Annealing
●   Example – TSP
       –   Travelling Salesman Problem
               ●   Metric under consideration is Mileage
               ●   Metropolis Algorithm
               ●   Pairwise changing order of visit to cities
                        –   Solutions that don't lower mileage also
                             accepted
               ●
                   e-∆D/T > R(0,1)
                        –   ∆D is the change of distance implied
               ●   If T is large, many bad choices are made
Swarm Intelligence
●   A collective behavior of self-organized
    systems which are decentralized [Adopted from
    Wikipedia]

●   Can't predict how the systems behave
    even without a centralized control
●   Widely employed in Artificial Intelligence
●   Example
           –     Ant Colony Optimization
                     ●   Natural ants ≈ Simulation agents
                     ●   Pheromones ≈ Recording position, quality
References
●
    http://www.iaeng.org/publication/WCE2007/WCE2007_pp61-64.pdf
    (Game Theory using Genetic Algorithms)
●
    http://mathworld.wolfram.com/SimulatedAnnealing.html
    (Simulated Annealing)
●   http://artificialintelligence-notes.blogspot.in/2010/07/hill-climbing-procedure.htm
    (Hill Climbing in Artificial Intelligence)
Thank you!

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Optimization Heuristics

  • 1. A presentation on Optimization Heuristics by Kausal Malladi (Student, IIIT Bangalore)
  • 2. Agenda ● Definition of a Heuristic ● Optimization heuristics – Genetic Algorithms – Hill Climbing – Tabu Search – Simulated Annealing – Swarm Intelligence ● With example applications
  • 3. Heuristic ● Experience based techniques for problem solving, learning and discovery. [Adopted from Wikipedia] ● Different types Rule of thumb – – Common sense – Educated Guess ● Meta-heuristics: Parameters that influence employing a heuristic
  • 4. Optimization Heuristics ● Always difficult to solve NP-Hard and NP- Complete computational problems ● Even with different optimization techniques, actual running time is never guaranteed ● We employ some rules / results based on experiments to state that a near-optimal solution can be obtained ● No proof as to why and how we get solution
  • 5. Genetic Algorithms ● A heuristic that mimics natural evolution ● A population of Candidate Solutions evolved towards better solutions ● Generations ● Requires – Genetic Representation of solution domain – Fitness function to evaluate solution ● Applications: Game Theory
  • 6. Local Search ● To solve hard Optimization problems ● Search Space : Domain of function to be optimized ● Finding a solution among number of candidate solutions, maximizing a criterion ● Sub-families: – Hill Climbing – Tabu Search – Simulated Annealing
  • 7. Hill Climbing ● Iterative algorithm, starts with arbitrary solution ● Looks for better solutions incrementally ● Repeats until no further improvements ● Good for finding a local optimum ● Doesn't guarantee global optimum ● Simple, popular ● Works well, generally
  • 8. Hill Climbing ● Popular example – TSP – Travelling Salesman Problem ● Known NP-Hard problem ● Initial solution may not be optimal ● Shorter route is more likely to be obtained ● Widely used in Artificial Intelligence ● Significant results in real-time systems ● Any-time algorithm ● Pitfall: Plateau
  • 9. Tabu Search ● Iteratively proceeds from one potential solution S to an improved one S' in the neighbourhood of S ● Overcomes few pitfalls of other Local Search techniques (Example: Plateau) ● Visited solutions marked “tabu” ● Search progresses using Memory Structures ● Often a benchmark heuristic!
  • 10. Tabu Search ● Memory structures – Describe ● Visited solutions ● User provided sets of rules – Categories ● Short term ● Intermediate term ● Long term ● Form tabu list
  • 11. Tabu Search ● Issues – Only effective in discrete search spaces ● Workaround: A similarity measure – High dimensional search space ● Workaround: Create a tabu list consisting of attributes of a solution ● Can be more effective solution, has problems too ● Aspiration criteria introduced – Override solution's tabu state
  • 12. Tabu Search ● Common example – TSP – Travelling Salesman Problem ● Tabu Search finds a satisficing solution ● Starts with an initial solution that can be found randomly or using some algorithm ● Order in which two cities are visited, is swapped ● Total travelling distance is the metric ● A acceptable solution added to tabu list if in neighbourhood of accepted solution
  • 13. Simulated Annealing ● Inspiration: Annealing in Metallurgy ● Probabilistic meta-heuristic ● Approximates global optimum in a large search space ● Gives acceptably good solution if not the best ● Slow decrease in probability of accepting worse solutions
  • 14. Simulated Annealing ● Example – TSP – Travelling Salesman Problem ● Metric under consideration is Mileage ● Metropolis Algorithm ● Pairwise changing order of visit to cities – Solutions that don't lower mileage also accepted ● e-∆D/T > R(0,1) – ∆D is the change of distance implied ● If T is large, many bad choices are made
  • 15. Swarm Intelligence ● A collective behavior of self-organized systems which are decentralized [Adopted from Wikipedia] ● Can't predict how the systems behave even without a centralized control ● Widely employed in Artificial Intelligence ● Example – Ant Colony Optimization ● Natural ants ≈ Simulation agents ● Pheromones ≈ Recording position, quality
  • 16. References ● http://www.iaeng.org/publication/WCE2007/WCE2007_pp61-64.pdf (Game Theory using Genetic Algorithms) ● http://mathworld.wolfram.com/SimulatedAnnealing.html (Simulated Annealing) ● http://artificialintelligence-notes.blogspot.in/2010/07/hill-climbing-procedure.htm (Hill Climbing in Artificial Intelligence)