A multiplicative weights update algorithm for MINLP
نویسندگان
چکیده
منابع مشابه
A multiplicative weights update algorithm for MINLP
We discuss an application of the well-known Multiplicative Weights Update (MWU) algorithm to non-convex and mixed-integer nonlinear programming. We present applications to: (a) the distance geometry problem, which arises in the positioning of mobile sensors and in protein conformation; (b) a hydro unit commitment problem arising in the energy industry, and (c) a class of Markowitz’ portfolio se...
متن کاملBeating the Multiplicative Weights Update Algorithm
Multiplicative weights update algorithms have been used extensively in designing iterative algorithms for many computational tasks. The core idea is to maintain a distribution over a set of experts and update this distribution in an online fashion based on the parameters of the underlying optimization problem. In this report, we study the behavior of a special MWU algorithm used for generating ...
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Algorithms in varied fields use the idea of maintaining a distribution over a certain set and use the multiplicative update rule to iteratively change these weights. Their analysis are usually very similar and rely on an exponential potential function. We present a simple meta algorithm that unifies these disparate algorithms and drives them as simple instantiations of the meta algorithm.
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We consider a recent innovative theory by Chastain et al. on the role of sex in evolution [10]. In short, the theory suggests that the evolutionary process of gene recombination implements the celebrated multiplicative weights updates algorithm (MWUA). They prove that the population dynamics induced by sexual reproduction can be precisely modeled by genes that use MWUA as their learning strateg...
متن کاملThe Multiplicative Weights Algorithm
Professors Greenwald and Oyakawa 2017-04-19 In these notes, we improve on the basic expert advice algorithms previously introduced. The basis for this technique is that we give each expert a weight, which influences how much sway she has in the algorithm’s decision. An expert who is wrong will frequently have her weight reduced and will therefore have less of an impact on the algorithm’s decisi...
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ژورنال
عنوان ژورنال: EURO Journal on Computational Optimization
سال: 2016
ISSN: 2192-4406,2192-4414
DOI: 10.1007/s13675-016-0069-8