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- All Subjects: Mathematical optimization
- Creators: Ben Amor, Heni
Description
Finding the optimal solution to a problem with an enormous search space can be challenging. Unless a combinatorial construction technique is found that also guarantees the optimality of the resulting solution, this could be an infeasible task. If such a technique is unavailable, different heuristic methods are generally used to improve the upper bound on the size of the optimal solution. This dissertation presents an alternative method which can be used to improve a solution to a problem rather than construct a solution from scratch. Necessity analysis, which is the key to this approach, is the process of analyzing the necessity of each element in a solution. The post-optimization algorithm presented here utilizes the result of the necessity analysis to improve the quality of the solution by eliminating unnecessary objects from the solution. While this technique could potentially be applied to different domains, this dissertation focuses on k-restriction problems, where a solution to the problem can be presented as an array. A scalable post-optimization algorithm for covering arrays is described, which starts from a valid solution and performs necessity analysis to iteratively improve the quality of the solution. It is shown that not only can this technique improve upon the previously best known results, it can also be added as a refinement step to any construction technique and in most cases further improvements are expected. The post-optimization algorithm is then modified to accommodate every k-restriction problem; and this generic algorithm can be used as a starting point to create a reasonable sized solution for any such problem. This generic algorithm is then further refined for hash family problems, by adding a conflict graph analysis to the necessity analysis phase. By recoloring the conflict graphs a new degree of flexibility is explored, which can further improve the quality of the solution.
ContributorsNayeri, Peyman (Author) / Colbourn, Charles (Thesis advisor) / Konjevod, Goran (Thesis advisor) / Sen, Arunabha (Committee member) / Stanzione Jr, Daniel (Committee member) / Arizona State University (Publisher)
Created2011
Description
This thesis presents a family of adaptive curvature methods for gradient-based stochastic optimization. In particular, a general algorithmic framework is introduced along with a practical implementation that yields an efficient, adaptive curvature gradient descent algorithm. To this end, a theoretical and practical link between curvature matrix estimation and shrinkage methods for covariance matrices is established. The use of shrinkage improves estimation accuracy of the curvature matrix when data samples are scarce. This thesis also introduce several insights that result in data- and computation-efficient update equations. Empirical results suggest that the proposed method compares favorably with existing second-order techniques based on the Fisher or Gauss-Newton and with adaptive stochastic gradient descent methods on both supervised and reinforcement learning tasks.
ContributorsBarron, Trevor (Author) / Ben Amor, Heni (Thesis advisor) / He, Jingrui (Committee member) / Levihn, Martin (Committee member) / Arizona State University (Publisher)
Created2019