In multi-objective optimization problems (MOPs), we aim to simultaneously find the maximum or minimum values of two or more (often conflicting) objective functions. MOPs are often found in real-world applications and,...
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In multi-objective optimization problems (MOPs), we aim to simultaneously find the maximum or minimum values of two or more (often conflicting) objective functions. MOPs are often found in real-world applications and, consequently, many methods have been proposed to solve them. Multi-Objective Evolutionary Algorithms (MOEAs) are popular techniques to solve MOPs due to their ease of use and their generality. Assessing the performance of MOEAs has become increasingly important due to the high number of MOEAs that have been developed in recent years. This work presents a novel framework for creating quality indicators using the linear assignment problem. In addition, we introduce two novel quality indicators generated using this framework and present examples to validate their performance. Furthermore, we present a novel algorithm called MOEA-kAP that can incorporate any indicator generated using our proposed framework as a density estimator. Our experimental results show that MOEA-kAP outperforms state-of-the-art algorithms.
Under mild conditions on the distribution functionF, we analyze the asymptotic behavior in expectation of the smallest order statistic, both for the case thatF is defined on (?∞, +∞) and for the case thatF is define...
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Under mild conditions on the distribution functionF, we analyze the asymptotic behavior in expectation of the smallest order statistic, both for the case thatF is defined on (?∞, +∞) and for the case thatF is defined on (0, ∞). These results yield asymptotic estimates of the expected optiml value of the linear assignment problem under the assumption that the cost coefficients are independent random variables with distribution functionF.
In this paper, we describe parallel versions of two different variants (classical and alternating tree) of the Hungarian algorithm for solving the linear assignment problem (LAP). We have chosen Compute Unified Device...
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In this paper, we describe parallel versions of two different variants (classical and alternating tree) of the Hungarian algorithm for solving the linear assignment problem (LAP). We have chosen Compute Unified Device Architecture (CUDA) enabled NVIDIA Graphics Processing Units (GPU) as the parallel programming architecture because of its ability to perform intense computations on arrays and matrices. The main contribution of this paper is an efficient parallelization of the augmenting path search phase of the Hungarian algorithm. Computational experiments on problems with up to 25 million variables reveal that the GPU-accelerated versions are extremely efficient in solving large problems, as compared to their CPU counterparts. Tremendous parallel speedups are achieved for problems with up to 400 million variables, which are solved within 13 seconds on average. We also tested multi-GPU versions of the two variants on up to 16 GPUs, which show decent scaling behavior for problems with up to 1.6 billion variables and dense cost matrix structure. (C) 2016 Elsevier B.V. All rights reserved.
We present a sequential dual-simplex algorithm for the linearproblem which has the same complexity as the algorithms of Balinski [3,4] and Goldfarb [8]: O( n 2 ) pivots, O( n 2 log n + nm ) time. Our algorithm works ...
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We present a sequential dual-simplex algorithm for the linearproblem which has the same complexity as the algorithms of Balinski [3,4] and Goldfarb [8]: O( n 2 ) pivots, O( n 2 log n + nm ) time. Our algorithm works with the (dual) strongly feasible trees and can handle rectangular systems quite naturally.
A linear n × n assignmentproblem is considered for which the elements of the cost matrix are sampled from a continuous probability distribution. Based on the zero entries of the reduced matrix the expectation of...
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A linear n × n assignmentproblem is considered for which the elements of the cost matrix are sampled from a continuous probability distribution. Based on the zero entries of the reduced matrix the expectation of the maximum number of initial assignments is determined for general n , as well as an asymptotic value for large n .
Hungarian Differential Evolution (HDE) is a Multi-Objective Evolutionary Algorithm that transforms its selection process into a linear assignment problem (LAP). In a LAP, we want to assign n agents to n tasks, where a...
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ISBN:
(纸本)9783031147210;9783031147203
Hungarian Differential Evolution (HDE) is a Multi-Objective Evolutionary Algorithm that transforms its selection process into a linear assignment problem (LAP). In a LAP, we want to assign n agents to n tasks, where assigning an agent to a task corresponds to a cost. Thus, the aim is to minimize the overall assignment cost. It has been shown that HDE is competitive with respect to state-of-the-art algorithms. However, in this work, we identify two drawbacks in its selection process: it sometimes selects duplicated solutions and occasionally prefers weakly-dominated solutions over non-dominated ones. In this work, we propose an algorithm that tries to fix these drawbacks using the hypervolume indicator. However, since the computation of the hypervolume indicator is expensive, we adopted an approximation that uses a polar coordinates transformation. The resulting algorithm is called "Multi-Objective Evolutionary Algorithm Based on the linear assignment problem and the Hypervolume Approximation using Polar Coordinates (MOEA-LAPCO)." Our experimental results show that our proposed MOEA-LAPCO outperforms the original HDE, and it is competitive with state-of-the-art algorithms.
The assignmentproblem is an essential problem in many application fields and frequently used to optimize resource usage. The problem is well understood and various efficient algorithms exist to solve the problem. How...
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ISBN:
(纸本)9781450398756
The assignmentproblem is an essential problem in many application fields and frequently used to optimize resource usage. The problem is well understood and various efficient algorithms exist to solve the problem. However, it was unclear what practical performance could be achieved for privacy-preserving implementations based on multiparty computation (MPC) by leveraging more efficient solution strategies than MPC-based generic simplex solvers for linear programs. We solve this question by implementing and comparing different optimized MPC algorithms to solve the assignmentproblem for reasonable problem sizes. Our empirical approach revealed various insights to MPC-based optimization and we measured a significant (50x) speed-up compared to the known simplex-based approach. Furthermore, we also study the overhead introduced by making the results publicly verifiable by means of non-interactive zero-knowledge proofs. By leveraging modern proof systems we also achieve significant speed-up for proof and verification times compared to the previously proposed approaches as well as compact proof sizes. Our research was motivated by a real-world use case, based on detailed discussions with representative stakeholders from the aviation industry.
The paper presents a population-based algorithm for computing approximations of the efficient solution set for the linear assignment problem with two objectives. This is a multiobjective metaheuristic based on the int...
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The paper presents a population-based algorithm for computing approximations of the efficient solution set for the linear assignment problem with two objectives. This is a multiobjective metaheuristic based on the intensive use of three operators a local search, a crossover and a path-relinking performed on a population composed only of elite solutions. The initial population is a set of feasible solutions, where each solution is one optimal assignment for an appropriate weighted sum of two objectives. Genetic information is derived from the elite solutions, providing a useful genetic heritage to be exploited by crossover operators. An upper bound set, defined in the objective space, provides one acceptable limit for performing a local search. Results reported using referenced data sets have shown that the heuristic is able to quickly find a very good approximation of the efficient frontier, even in situation of heterogeneity of objective functions. In addition, this heuristic has two main advantages. It is based on simple easy-to-implement principles, and it does not need a parameter tuning phase. (C) 2017 Published by Elsevier Ltd.
The Quadratic assignmentproblem is one of the hardest combinatorial optimization problems known. We present two new classes of instances of the Quadratic assignmentproblem that can be reduced to the linear Assignmen...
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The Quadratic assignmentproblem is one of the hardest combinatorial optimization problems known. We present two new classes of instances of the Quadratic assignmentproblem that can be reduced to the linear assignment problem and give polynomial time procedures to check whether or not an instance is an element of these classes. (C) 2011 Elsevier B.V. All rights reserved.
We develop a Graphics Processing Unit (GPU) accelerated algorithm for the NP-Hard Multi-dimensional assignmentproblem (MAP), suitable for target tracking applications. First, the original MAP formulation with a quadr...
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We develop a Graphics Processing Unit (GPU) accelerated algorithm for the NP-Hard Multi-dimensional assignmentproblem (MAP), suitable for target tracking applications. First, the original MAP formulation with a quadratic objective function is reformulated using a creative linearization technique. This formulation lends itself well to Lagrangian Relaxation, which decomposes into pairwise linear assignment problems (LAPs). These LAPs are solved in parallel and are each solved using a recent CPU-accelerated approach. Next, we propose a dual-ascent scheme for the Lagrange multiplier updates. The advantage of this scheme is that it results in monotonically increasing lower bounds and converges in a fraction of the iterations typically needed for a subgradient method. The dual-ascent technique is also parallelized for the GPU. Finally, we develop a creative gap closure scheme with M-best LAP solutions for each dimension and find the shortest path in the resulting staged graph. The algorithm is applied to the Multi-Target Tracking problem and tested on datasets for maneuverable targets. Scaling studies are also performed, and note that the processing time goes down approximately linearly in the number of CPU devices. The algorithm can efficiently solve up to a problem size of 400 targets in 400 time-frames, which corresponds to 25 billion variables, with high accuracy. Note to Practitioners-The Multi-Target Tracking problem (MTT) has been a longstanding problem with various variants and solution algorithms. Still, the problem remains challenging, especially when dealing with a large number of targets for many time frames, when solution speed and optimality are concerns. Many problems including, entity resolution, weapon target assignment, resource allocation, and data association can be formulated as MAP. Our overall algorithm, implemented with GPU acceleration enables addressing large-dimensioned MAPs, e.g., number of observed targets for a long horizon, for around 25 bi
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