Optimising Monotone Chance-Constrained Submodular Functions Using Evolutionary Multi-objective Algorithms

被引:33
作者
Neumann, Aneta [1 ]
Neumann, Frank [1 ]
机构
[1] Univ Adelaide, Sch Comp Sci, Optimisat & Logist, Adelaide, SA, Australia
来源
PARALLEL PROBLEM SOLVING FROM NATURE - PPSN XVI, PT I | 2020年 / 12269卷
基金
澳大利亚研究理事会;
关键词
OPTIMIZATION;
D O I
10.1007/978-3-030-58112-1_28
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
Many real-world optimisation problems can be stated in terms of submodular functions. A lot of evolutionary multi-objective algorithms have recently been analyzed and applied to submodular problems with different types of constraints. We present a first runtime analysis of evolutionary multi-objective algorithms for chance-constrained submodular functions. Here, the constraint involves stochastic components and the constraint can only be violated with a small probability of a. We show that the GSEMO algorithm obtains the same worst case performance guarantees as recently analyzed greedy algorithms. Furthermore, we investigate the behavior of evolutionary multi-objective algorithms such as GSEMO and NSGA-II on different submodular chance constrained network problems. Our experimental results show that this leads to significant performance improvements compared to the greedy algorithm.
引用
收藏
页码:404 / 417
页数:14
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