Algorithms Seminar/Fall11

From ResearchWiki

Revision as of 05:55, 27 August 2011 by Schizoid (Talk | contribs)
Jump to: navigation, search

CS 7936: Heuristic algorithm design strategies

Wed 1:25-2:45pm

MEB 3147 (LCR)

Synopsis

You've been there before. After the long and futile attempts at finding an exact algorithm. After the proof of NP-hardness. After the hours spent trying to get a decent approximation, and the realization that the problem is impossible to even approximate in polynomial time. You could just do brute force search, but you might as well give up your identity as a computer scientist. The siren calls of a black box MATLAB library seems so soothing to your ears, but you feel deep down that THERE MUST BE A BETTER WAY.

If this person is you, then this seminar is the cure.

What we will cover are metaheuristics. These are algorithm design strategies that apply in a variety of (usually) optimization problems. While they usually don't have strong guarantees on behavior, they tend to work very effectively in practice. Gradient descent is a simple example, as is simulated annealing, or iterative reweighted least squares. Some heuristics actually do have formal guarantees in specific situations, but are often used outside that realm successfully. Gradient descent is again an example of this, as is alternating optimization.

The goal of the seminar is

  • identify when such heuristics might be applicable to a given problem
  • understand the formal limits on what these heuristics can and cannot do.
  • (If time permits) study some of the associated complexity theory about heuristic search (what classes of problems admit good heuristic strategies, and how are these problems related to each other)

What is expected of you:

  • read the prescribed papers
  • make at least one full presentation on one of the topics
  • participate in class discussions

You can take the seminar for anywhere between 1 and 3 credits: more credits means more presentation.

Participants

Schedule

Date Topic Outline and Paper(s) Presenter
Aug 24 Background material: convexity, nonconvexity, convergence, rates of convergence Suresh Venkatasubramanian
Aug 31 Smooth local search: convex functions, global convergence rateshttp://www.stanford.edu/~boyd/cvxbook/bv_cvxbook.pdf]
Sep 7 Smooth local search: nonconvex functions, local convergence
Sep 14 Discrete Local Search: approximations for NP-hard problems
Sep 21 Discrete Local Search: heuristic search strategies
Sep 28 Stochastic Local search: Metropolis-Hastings and friends
Oct 5 Complexity theory: PLS http://www.karlin.mff.cuni.cz/~krajicek/jpy2.pdf
Oct 19 Coordinate descent methods and alternating optimization: Basics
Oct 26 A study of k-means
Nov 2 Multiplicative weight updates: theory
Nov 9 Multiplicative weight updates: examples
Nov 16
Nov 23
Nov 30
Dec 7
Personal tools