This paper treats the task of designing optimization algorithms as an optimal control problem. Using regret as a metric for an algorithm's performance, we study the existence, uniqueness and consistency of regret-...
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This paper treats the task of designing optimization algorithms as an optimal control problem. Using regret as a metric for an algorithm's performance, we study the existence, uniqueness and consistency of regret-optimal algorithms. By providing first-order optimality conditions for the control problem, we show that regret-optimal algorithms must satisfy a specific structure in their dynamics which we show is equivalent to performing dual-preconditioned gradient descent on the value function generated by its regret. Using these optimal dynamics, we provide bounds on their rates of convergence to solutions of convex optimization problems. Though closed-form optimal dynamics cannot be obtained in general, we present fast numerical methods for approximating them, generating optimization algorithms which directly optimize their long-term regret. These are benchmarked against commonly used optimization algorithms to demonstrate their effectiveness.
Recently, various evolutionary algorithms have been successfully applied to acquire approximately optimal solutions for QoS-aware service composition problems. Especially, artificial bee colony algorithm (ABC) stands ...
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Recently, various evolutionary algorithms have been successfully applied to acquire approximately optimal solutions for QoS-aware service composition problems. Especially, artificial bee colony algorithm (ABC) stands out due to its advantages of few parameters, strong robustness and search capability. In addition, for these algorithms, domain features are widely utilised as heuristic. However, how to combine these two points to achieve more optimal solutions is becoming a challenge. To address this critical challenge, this paper summarises three domain features (priori, similarity and correlation) and proposes the artificial bee colony algorithms for domain-oriented service composition named S-ABCsc paradigm. Besides, the framework of the paradigm is presented, and its seven configurable points are identified. Moreover, two types of algorithms are derived from the paradigm. To apply the paradigm, a support tool is realised, which helps users obtain a concrete algorithm. Furthermore, several comparison experiments are conducted, which have proved the effectiveness of the paradigm.
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