使用进化多目标算法优化单调机会约束子模函数

Optimizing Monotone Chance-Constrained Submodular Functions Using Evolutionary Multiobjective Algorithms

Evolutionary Computation · 2024
被引 3
ABS 3

中文导读

研究了基于帕累托优化的进化多目标算法在机会约束子模函数问题上的性能,证明GSEMO算法在单调子模函数上能达到与贪心算法相同的理论保证,并在网络问题上优于现有贪心算法。

Abstract

Many real-world optimization problems can be stated in terms of submodular functions. Furthermore, these real-world problems often involve uncertainties which may lead to the violation of given constraints. A lot of evolutionary multiobjective algorithms following the Pareto optimization approach have recently been analyzed and applied to submodular problems with different types of constraints. We present a first runtime analysis of evolutionary multiobjective algorithms based on Pareto optimization for chance-constrained submodular functions. Here the constraint involves stochastic components and the constraint can only be violated with a small probability of α. We investigate the classical GSEMO algorithm for two different bi-objective formulations using tail bounds to determine the feasibility of solutions. We show that the algorithm GSEMO obtains the same worst case performance guarantees for monotone submodular functions as recently analyzed greedy algorithms for the case of uniform IID weights and uniformly distributed weights with the same dispersion when using the appropriate bi-objective formulation. As part of our investigations, we also point out situations where the use of tail bounds in the first bi-objective formulation can prevent GSEMO from obtaining good solutions in the case of uniformly distributed weights with the same dispersion if the objective function is submodular but non-monotone due to a single element impacting monotonicity. Furthermore, we investigate the behavior of the evolutionary multiobjective algorithms GSEMO, NSGA-II, and SPEA2 on different submodular chance-constrained network problems. Our experimental results show that the use of evolutionary multiobjective algorithms leads to significant performance improvements compared to state-of-the-art greedy algorithms for submodular optimization.

进化算法子模函数优化机会约束多目标优化随机优化