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Background on                    Conclusions
 Introduction                     Applications
                  Landscapes                     & Future Work




     Elementary Landscape Decomposition of
       Combinatorial Optimization Problems




                                  Francisco Chicano
                     Work in collaboration with L. Darrell Whitley

Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010   1 / 17
Background on                    Conclusions
 Introduction                     Applications
                  Landscapes                     & Future Work


Motivation

Motivation
  • 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
Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010   2 / 17
Background on                    Conclusions
 Introduction                     Applications
                  Landscapes                     & Future Work


Landscape Definition Elementary Landscapes Landscape decomposition

Landscape Definition
  • A landscape is a triple (X,N, f) where
           X is the solution space                   The pair (X,N) is called
           N is the neighbourhood operator            configuration space

           f is the objective function

  • The neighbourhood operator is a function                                      s0       5
        N: X →P(X)
                                                           2       s1                           s3       2
  • Solution y is neighbour of x if y ∈ N(x)                                 s2    3
                                                                                                                 s5   1
  • Regular and symmetric neighbourhoods                  0        s7
                                                                                                    s4
                                                                                       4
        • d=|N(x)|   ∀x∈X                                                         s6                         0

        • y ∈ N(x) ⇔ x ∈ N(y)                                  6        s8
                                                                                               s9
                                                                                                         7
  • Objective function
        f: X →R (or N, Z, Q)
Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010                                        3 / 17
Background on                    Conclusions
 Introduction                     Applications
                  Landscapes                     & Future Work


Landscape Definition Elementary Landscapes Landscape decomposition

Elementary Landscapes: Formal Definition
  • An elementary function is an eigenvector of the graph Laplacian (plus constant)

                Adjacency matrix                                 Degree matrix




                                                                                   s0

  • Graph Laplacian:
                                                                    s1                   s3
                                                                              s2
                                        Depends on the                                            s5
                                      configuration space           s7
                                                                                             s4
  • Elementary function: eigenvector of Δ (plus constant)                          s6


                                                                         s8
                                                                                        s9


                                                 Eigenvalue
Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010                 4 / 17
Background on                    Conclusions
 Introduction                     Applications
                  Landscapes                     & Future Work


Landscape Definition Elementary Landscapes Landscape decomposition

Elementary Landscapes: Characterizations
  • An elementary landscape is a landscape for which
                                                                          Depend on the
                                                                         problem/instance

  where                                                                  Linear relationship




  • Grover’s wave equation




                                                  Characteristic constant: k= - λ

Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010          5 / 17
Background on                     Conclusions
 Introduction                     Applications
                  Landscapes                      & Future Work


Landscape Definition Elementary Landscapes Landscape decomposition

Elementary Landscapes: Properties
  • Some properties of elementary landscapes are the following




  where
  • Local maxima and minima
                                                 Local maxima




                                                   Local minima
                                                                                     X
Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010       6 / 17
Background on                    Conclusions
 Introduction                     Applications
                  Landscapes                     & Future Work


Landscape Definition Elementary Landscapes Landscape decomposition

Elementary Landscapes: Examples
      Problem                      Neighbourhood                             d              k
                                   2-opt                             n(n-3)/2            n-1
      Symmetric TSP
                                   swap two cities                   n(n-1)/2          2(n-1)
                                   inversions                        n(n-1)/2        n(n+1)/2
      Antisymmetric TSP
                                   swap two cities                   n(n-1)/2             2n
      Graph α-Coloring             recolor 1 vertex                    (α-1)n             2α
      Graph Matching               swap two elements                 n(n-1)/2          2(n-1)
      Graph Bipartitioning         Johnson graph                          n2/4         2(n-1)
      NEAS                         bit-flip                                  n             4
      Max Cut                      bit-flip                                  n             4
      Weight Partition             bit-flip                                  n             4

Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010         7 / 17
Background on                        Conclusions
 Introduction                     Applications
                  Landscapes                         & Future Work


Landscape Definition Elementary Landscapes Landscape decomposition

Landscape Decomposition
  • What if the landscape is not elementary?
  • Any landscape can be written as the sum of elementary landscapes




                   X                                 X                             X

  • There exists a set of eigenfunctions of Δ that form a basis of the function
           space (Fourier basis)
                                     e2                     Non-elementary function

   Elementary functions                          f                          Elementary
                                                                          components of f
  (from the Fourier basis)
                                                                     e1

Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010          8 / 17
Background on                    Conclusions
 Introduction                     Applications
                  Landscapes                     & Future Work


Landscape Definition Elementary Landscapes Landscape decomposition

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


  where                                                                  Bitwise AND




                                   Bit count function
                                   (number of ones)


  • 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

Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010      9 / 17
Background on                    Conclusions
 Introduction                     Applications
                  Landscapes                     & Future Work


Landscape Definition Elementary Landscapes Landscape decomposition

Landscape Decomposition: Examples
   Problem                          Neighbourhood                           d Components
                                    inversions                     n(n-1)/2                   2
   General TSP
                                    swap two cities                n(n-1)/2                   2
   QAP                              swap two elements              n(n-1)/2                   3
   Frequency Assignment             change 1 frequency                (α-1)n                  2
   Subset Sum Problem               bit-flip                                n                 2
   MAX k-SAT                        bit-flip                                n                 k
   NK-landscapes                    bit-flip                                n               k+1
                                                                                     max. nb. of
   Radio Network Design             bit-flip                                n         reachable
                                                                                       antennae


Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010           10 / 17
Background on                    Conclusions
 Introduction                     Applications
                  Landscapes                     & Future Work


Selection Strategy Autocorrelation

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


                                                         avg
                                 avg                                                 Minimizing



                                                                     Neighbourhoods

                                                                                      X



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



Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010           11 / 17
Background on                     Conclusions
 Introduction                     Applications
                  Landscapes                      & Future Work


Selection Strategy Autocorrelation

New Selection Strategy
  • 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 n
          elementary components, then:



                                                                       Elementary components
  • The new selection strategy could be useful for plateaus


                                                                              Minimizing
                    avg                          avg

                                                                                           X
Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010             12 / 17
Background on                   Conclusions
 Introduction                       Applications
                     Landscapes                    & Future Work


Selection Operator Autocorrelation

Autocorrelation
  • 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:                                           s0
                                                                                                   5


                                                                   2                                             2
                                                                           s1                           s3
                                                                                           3
                                                                                     s2                                       1
                                                                                                                         s5
                                                               0
  • The autocorrelation length is defined as:                              s7
                                                                                               4            s4       0
                                                                                          s6

                                                                       6
                                                                                s8
                                                                                                       s9
                                                                                                                 7

  • Autocorrelation length conjecture:

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

Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010                                            13 / 17
Background on                    Conclusions
 Introduction                       Applications
                     Landscapes                     & Future Work


Selection Operator Autocorrelation

Autocorrelation Length Conjecture
  • The higher the value of l the smaller the number of local optima and the better the
             performance of a local search method
                                                      Angel, Zissimopoulos. Theoretical
  • l is a measure of the ruggedness of a landscape    Computer Science 264:159-172
                                     Nb. steps (config 1)                Nb. steps (config 2)
Length          Ruggedness
                                % rel. error       nb. steps        % rel. error     nb. steps
                 10 ≤ 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

Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010               14 / 17
Background on                    Conclusions
 Introduction                     Applications
                  Landscapes                     & Future Work


Selection Operator Autocorrelation

Autocorrelation and Landscapes
  • If f is a sum of elementary landscapes:       Fourier coefficients




  • For elementary landscapes:




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




Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010   15 / 17
Background on                    Conclusions
 Introduction                     Applications
                  Landscapes                     & Future Work


Conclusions & Future Work

Conclusions & Future Work
                                          Conclusions
  • 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

                                         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



Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010   16 / 17
Elementary Landscape Decomposition of
   Combinatorial Optimization Problems
Thanks for your attention !!!




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

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Elementary Landscape Decomposition of Combinatorial Optimization Problems

  • 1. Background on Conclusions Introduction Applications Landscapes & Future Work Elementary Landscape Decomposition of Combinatorial Optimization Problems Francisco Chicano Work in collaboration with L. Darrell Whitley Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010 1 / 17
  • 2. Background on Conclusions Introduction Applications Landscapes & Future Work Motivation Motivation • 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 Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010 2 / 17
  • 3. Background on Conclusions Introduction Applications Landscapes & Future Work Landscape Definition Elementary Landscapes Landscape decomposition Landscape Definition • A landscape is a triple (X,N, f) where X is the solution space The pair (X,N) is called N is the neighbourhood operator configuration space f is the objective function • The neighbourhood operator is a function s0 5 N: X →P(X) 2 s1 s3 2 • Solution y is neighbour of x if y ∈ N(x) s2 3 s5 1 • Regular and symmetric neighbourhoods 0 s7 s4 4 • d=|N(x)| ∀x∈X s6 0 • y ∈ N(x) ⇔ x ∈ N(y) 6 s8 s9 7 • Objective function f: X →R (or N, Z, Q) Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010 3 / 17
  • 4. Background on Conclusions Introduction Applications Landscapes & Future Work Landscape Definition Elementary Landscapes Landscape decomposition Elementary Landscapes: Formal Definition • An elementary function is an eigenvector of the graph Laplacian (plus constant) Adjacency matrix Degree matrix s0 • Graph Laplacian: s1 s3 s2 Depends on the s5 configuration space s7 s4 • Elementary function: eigenvector of Δ (plus constant) s6 s8 s9 Eigenvalue Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010 4 / 17
  • 5. Background on Conclusions Introduction Applications Landscapes & Future Work Landscape Definition Elementary Landscapes Landscape decomposition Elementary Landscapes: Characterizations • An elementary landscape is a landscape for which Depend on the problem/instance where Linear relationship • Grover’s wave equation Characteristic constant: k= - λ Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010 5 / 17
  • 6. Background on Conclusions Introduction Applications Landscapes & Future Work Landscape Definition Elementary Landscapes Landscape decomposition Elementary Landscapes: Properties • Some properties of elementary landscapes are the following where • Local maxima and minima Local maxima Local minima X Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010 6 / 17
  • 7. Background on Conclusions Introduction Applications Landscapes & Future Work Landscape Definition Elementary Landscapes Landscape decomposition Elementary Landscapes: Examples Problem Neighbourhood d k 2-opt n(n-3)/2 n-1 Symmetric TSP swap two cities n(n-1)/2 2(n-1) inversions n(n-1)/2 n(n+1)/2 Antisymmetric TSP swap two cities n(n-1)/2 2n Graph α-Coloring recolor 1 vertex (α-1)n 2α Graph Matching swap two elements n(n-1)/2 2(n-1) Graph Bipartitioning Johnson graph n2/4 2(n-1) NEAS bit-flip n 4 Max Cut bit-flip n 4 Weight Partition bit-flip n 4 Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010 7 / 17
  • 8. Background on Conclusions Introduction Applications Landscapes & Future Work Landscape Definition Elementary Landscapes Landscape decomposition Landscape Decomposition • What if the landscape is not elementary? • Any landscape can be written as the sum of elementary landscapes X X X • There exists a set of eigenfunctions of Δ that form a basis of the function space (Fourier basis) e2 Non-elementary function Elementary functions f Elementary components of f (from the Fourier basis) e1 Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010 8 / 17
  • 9. Background on Conclusions Introduction Applications Landscapes & Future Work Landscape Definition Elementary Landscapes Landscape decomposition Landscape Decomposition: Walsh Functions • If X is the set of binary strings of length n and N is the bit-flip neighbourhood then a Fourier basis is where Bitwise AND Bit count function (number of ones) • 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 Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010 9 / 17
  • 10. Background on Conclusions Introduction Applications Landscapes & Future Work Landscape Definition Elementary Landscapes Landscape decomposition Landscape Decomposition: Examples Problem Neighbourhood d Components inversions n(n-1)/2 2 General TSP swap two cities n(n-1)/2 2 QAP swap two elements n(n-1)/2 3 Frequency Assignment change 1 frequency (α-1)n 2 Subset Sum Problem bit-flip n 2 MAX k-SAT bit-flip n k NK-landscapes bit-flip n k+1 max. nb. of Radio Network Design bit-flip n reachable antennae Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010 10 / 17
  • 11. Background on Conclusions Introduction Applications Landscapes & Future Work Selection Strategy Autocorrelation New Selection Strategy • Selection operators usually take into account the fitness value of the individuals avg avg Minimizing Neighbourhoods X • We can improve the selection operator by selecting the individuals according to the average value in their neighbourhoods Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010 11 / 17
  • 12. Background on Conclusions Introduction Applications Landscapes & Future Work Selection Strategy Autocorrelation New Selection Strategy • 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 n elementary components, then: Elementary components • The new selection strategy could be useful for plateaus Minimizing avg avg X Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010 12 / 17
  • 13. Background on Conclusions Introduction Applications Landscapes & Future Work Selection Operator Autocorrelation Autocorrelation • 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: s0 5 2 2 s1 s3 3 s2 1 s5 0 • The autocorrelation length is defined as: s7 4 s4 0 s6 6 s8 s9 7 • Autocorrelation length conjecture: The number of local optima in a search space is roughly Solutions reached from x0 after l moves Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010 13 / 17
  • 14. Background on Conclusions Introduction Applications Landscapes & Future Work Selection Operator Autocorrelation Autocorrelation Length Conjecture • The higher the value of l the smaller the number of local optima and the better the performance of a local search method Angel, Zissimopoulos. Theoretical • l is a measure of the ruggedness of a landscape Computer Science 264:159-172 Nb. steps (config 1) Nb. steps (config 2) Length Ruggedness % rel. error nb. steps % rel. error nb. steps 10 ≤ 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 Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010 14 / 17
  • 15. Background on Conclusions Introduction Applications Landscapes & Future Work Selection Operator Autocorrelation Autocorrelation and Landscapes • If f is a sum of elementary landscapes: Fourier coefficients • For elementary landscapes: • Using the landscape decomposition we can determine a priori the performance of a local search method Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010 15 / 17
  • 16. Background on Conclusions Introduction Applications Landscapes & Future Work Conclusions & Future Work Conclusions & Future Work Conclusions • 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 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 Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010 16 / 17
  • 17. Elementary Landscape Decomposition of Combinatorial Optimization Problems Thanks for your attention !!! Evolutionary Algorithms - Challenges in Theory and Practice, Bourdeaux, March 2010 17 / 17