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1 / 17 Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010 Elementary Landscape Decomposition of Combinatorial Optimization Problems Francisco Chicano Introduction Background on Landscapes Applications Conclusions & Future Work Work in collaboration with L. Darrell Whitley

Elementary Landscape Decomposition of Combinatorial Optimization Problems

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Talk given at Workshop "Evolutionary Algorithms: Challenges in Theory and Practice" INRIA - Bourdeaux 2010

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Page 1: Elementary Landscape Decomposition of Combinatorial Optimization Problems

1 / 17Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010

Elementary Landscape Decomposition of Combinatorial Optimization Problems

Francisco Chicano

Introduction Background on Landscapes Applications

Conclusions & Future Work

Work in collaboration with L. Darrell Whitley

Page 2: Elementary Landscape Decomposition of Combinatorial Optimization Problems

2 / 17Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010

• Landscapes’ theory is a tool for analyzing optimization problems

• Peter F. Stadler is one of the main supporters of the theory

• Applications in Chemistry, Physics, Biology and Combinatorial Optimization

• Central idea: study the search space to obtain information

• Better understanding of the problem

• Predict algorithmic performance

• Improve search algorithms

MotivationMotivation

Introduction Background on Landscapes Applications

Conclusions & Future Work

Page 3: Elementary Landscape Decomposition of Combinatorial Optimization Problems

3 / 17Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010

• A landscape is a triple (X,N, f) where

X is the solution space

N is the neighbourhood operator

f is the objective function

Landscape DefinitionLandscape Definition Elementary Landscapes Landscape decomposition

The pair (X,N) is called configuration space

s0

s4

s7

s6

s2

s1

s8s9

s5

s32

0

3

5

1

2

40

76

• The neighbourhood operator is a function

N: X →P(X)

• Solution y is neighbour of x if y ∈ N(x)

• Regular and symmetric neighbourhoods

• d=|N(x)| ∀ x ∈ X

• y ∈ N(x) ⇔ x ∈ N(y)

• Objective function

f: X →R (or N, Z, Q)

Introduction Background on Landscapes Applications

Conclusions & Future Work

Page 4: Elementary Landscape Decomposition of Combinatorial Optimization Problems

4 / 17Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010

• An elementary function is an eigenvector of the graph Laplacian (plus constant)

• Graph Laplacian:

• Elementary function: eigenvector of Δ (plus constant)

Elementary Landscapes: Formal Definition

s0

s4

s7

s6

s2

s1

s8s9

s5

s3

Adjacency matrix Degree matrix

Depends on the configuration space

Eigenvalue

Introduction Background on Landscapes Applications

Conclusions & Future Work

Landscape Definition Elementary Landscapes Landscape decomposition

Page 5: Elementary Landscape Decomposition of Combinatorial Optimization Problems

5 / 17Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010

• An elementary landscape is a landscape for which

where

• Grover’s wave equation

Elementary Landscapes: Characterizations

Linear relationship

Characteristic constant: k= - λ

Depend on the problem/instance

Introduction Background on Landscapes Applications

Conclusions & Future Work

Landscape Definition Elementary Landscapes Landscape decomposition

Page 6: Elementary Landscape Decomposition of Combinatorial Optimization Problems

6 / 17Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010

• Some properties of elementary landscapes are the following

where

• Local maxima and minima

Elementary Landscapes: PropertiesLandscape Definition Elementary Landscapes Landscape decomposition

XLocal minima

Local maxima

Introduction Background on Landscapes Applications

Conclusions & Future Work

Page 7: Elementary Landscape Decomposition of Combinatorial Optimization Problems

7 / 17Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010

Elementary Landscapes: ExamplesProblem Neighbourhood d k

Symmetric TSP2-opt n(n-3)/2 n-1swap two cities n(n-1)/2 2(n-1)

Antisymmetric TSPinversions n(n-1)/2 n(n+1)/2swap two cities n(n-1)/2 2n

Graph α-Coloring recolor 1 vertex (α-1)n 2αGraph Matching swap two elements n(n-1)/2 2(n-1)Graph Bipartitioning Johnson graph n2/4 2(n-1)NEAS bit-flip n 4Max Cut bit-flip n 4Weight Partition bit-flip n 4

Introduction Background on Landscapes Applications

Conclusions & Future Work

Landscape Definition Elementary Landscapes Landscape decomposition

Page 8: Elementary Landscape Decomposition of Combinatorial Optimization Problems

8 / 17Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010

• What if the landscape is not elementary?

• Any landscape can be written as the sum of elementary landscapes

• There exists a set of eigenfunctions of Δ that form a basis of the function space (Fourier basis)

Landscape DecompositionLandscape Definition Elementary Landscapes Landscape decomposition

X X X

e1

e2

Elementary functions

(from the Fourier basis)

Non-elementary function

f Elementary components of f

Introduction Background on Landscapes Applications

Conclusions & Future Work

Page 9: Elementary Landscape Decomposition of Combinatorial Optimization Problems

9 / 17Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010

• If X is the set of binary strings of length n and N is the bit-flip neighbourhood then a Fourier basis is

where

• These functions are known as Walsh Functions

• The function with subindex w is elementary with k=2 bc (w)

• In general, decomposing a landscape is not a trivial task → methodology required

Landscape Decomposition: Walsh Functions

Bitwise AND

Bit count function(number of ones)

Introduction Background on Landscapes Applications

Conclusions & Future Work

Landscape Definition Elementary Landscapes Landscape decomposition

Page 10: Elementary Landscape Decomposition of Combinatorial Optimization Problems

10 / 17Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010

Landscape Decomposition: ExamplesProblem Neighbourhood d Components

General TSPinversions n(n-1)/2 2swap two cities n(n-1)/2 2

QAP swap two elements n(n-1)/2 3Frequency Assignment change 1 frequency (α-1)n 2Subset Sum Problem bit-flip n 2MAX k-SAT bit-flip n kNK-landscapes bit-flip n k+1

Radio Network Design bit-flip nmax. nb. of reachable antennae

Introduction Background on Landscapes Applications

Conclusions & Future Work

Landscape Definition Elementary Landscapes Landscape decomposition

Page 11: Elementary Landscape Decomposition of Combinatorial Optimization Problems

11 / 17Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010

• Selection operators usually take into account the fitness value of the individuals

• We can improve the selection operator by selecting the individuals according to the average value in their neighbourhoods

New Selection StrategySelection Strategy Autocorrelation

X

Neighbourhoods

avgavg

Minimizing

Introduction Background on Landscapes Applications

Conclusions & Future Work

Page 12: Elementary Landscape Decomposition of Combinatorial Optimization Problems

12 / 17Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010

• In elementary landscapes the traditional and the new operator are the same!

Recall that...

• However, they are not the same in non-elementary landscapes. If we have nelementary components, then:

• The new selection strategy could be useful for plateausElementary components

X

Minimizingavg avg

Introduction Background on Landscapes Applications

Conclusions & Future Work

Selection Strategy Autocorrelation

New Selection Strategy

Page 13: Elementary Landscape Decomposition of Combinatorial Optimization Problems

13 / 17Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010

• Let {x0, x1, ...} a simple random walk on the configuration space where xi+1∈N(xi)

• The random walk induces a time series {f(x0), f(x1), ...} on a landscape.

• The autocorrelation function is defined as:

• The autocorrelation length is defined as:

• Autocorrelation length conjecture:

AutocorrelationSelection Operator Autocorrelation

s0

s4

s7

s6

s2

s1

s8s9

s5

s32

0

3

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1

2

40

76

The number of local optima in a search space is roughly Solutions reached from x0

after l moves

Introduction Background on Landscapes Applications

Conclusions & Future Work

Page 14: Elementary Landscape Decomposition of Combinatorial Optimization Problems

14 / 17Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010

• The higher the value of l the smaller the number of local optima and the better the performance of a local search method

• l is a measure of the ruggedness of a landscape

Autocorrelation Length Conjecture

RuggednessNb. steps (config 1) Nb. steps (config 2)

% rel. error nb. steps % rel. error nb. steps10 ≤ ζ < 20 0.2 50500 0.1 101395

20 ≤ ζ < 30 0.3 53300 0.2 106890

30 ≤ ζ < 40 0.3 58700 0.2 118760

40 ≤ ζ < 50 0.5 62700 0.3 126395

50 ≤ ζ < 60 0.7 66100 0.4 133055

60 ≤ ζ < 70 1.0 75300 0.6 151870

70 ≤ ζ < 80 1.3 76800 1.0 155230

80 ≤ ζ < 90 1.9 79700 1.4 159840

90 ≤ ζ < 100 2.0 82400 1.8 165610

Length

Angel, Zissimopoulos. Theoretical Computer Science 264:159-172

Introduction Background on Landscapes Applications

Conclusions & Future Work

Selection Operator Autocorrelation

Page 15: Elementary Landscape Decomposition of Combinatorial Optimization Problems

15 / 17Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010

• If f is a sum of elementary landscapes:

• For elementary landscapes:

• Using the landscape decomposition we can determine a priori the performance of a local search method

Autocorrelation and LandscapesFourier coefficients

Introduction Background on Landscapes Applications

Conclusions & Future Work

Selection Operator Autocorrelation

Page 16: Elementary Landscape Decomposition of Combinatorial Optimization Problems

16 / 17Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010

Introduction Background on Landscapes Applications

Conclusions & Future Work

• Elementary landscape decomposition is a useful tool to understand a problem

• The decomposition can be used to design new operators

• We can exactly determine the autocorrelation functions

• It is not easy to find a decomposition in the general case

Conclusions

Future Work

• Methodology for landscape decomposition

• Search for additional applications of landscapes’ theory in EAs

• Design new operators and search methods based on landscapes’ information

Conclusions & Future WorkConclusions & Future Work

Page 17: Elementary Landscape Decomposition of Combinatorial Optimization Problems

17 / 17Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010

Thanks for your attention !!!

Elementary Landscape Decomposition of Combinatorial Optimization Problems