Local Search

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Intro¶

Solve problem approximately
aim at a local optimal

Framework of Local Search¶

Local:

Define neighborhoods in the feasible set
A local optimum is the best solution in a neighbourhood
Search

Start with a feasible solution and search a better one within the neighbourhood
A local optimum is achieved if no improvement is possible

Neighbor Relation¶

\(S ~ S'\): \(S'\) is a neighbouring solution of \(S\)->\(S'\) can be obtained by a small modification of \(S\).
\(N(S)\): neighborhood of \(S\) -> the set \({S':S~S'}\)
- Famous implementation: Gradient Decent

The Vertex Cover Problem

alt text

Improvement¶

The Metropolis Algorithm

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   Solution Type Metropolis(SolutionType S, double T)  
   {  
       SolutionType S' = RandomNeighbor(S);  
       if (f(S') < f(S))  
           return S';  
       else if (Random(0,1) < exp((f(S) - f(S'))/T))  
           return S';  
       else  
           return S;  
   }  

But it might bounce back and forth between several solutions(therefore customize the temperature)

Simulated Annealing
- \(T\) is a decreasing function of time
- \(T = T_0 \times \alpha^t\)

Hopfield Neural Network¶

Problem Description

alt text

State-flipping Algorithm:

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    ConfigType State_flipping()  
    {
        Start from an arbitrary configuration S;
        whie(!IsStable(S))
        {
            u=GetUnsatisfied(S);  
            S[u] = -S[u];
        }
        return S;
    }

Claim: The state-flipping algorithm terminates at a stable configuration after at most \(W=\sum_e|w_e|\) iterations.
Proof:

Every time we flip a state, the \(\phi(S)=\sum_{e is good}|w_e|\) by at least 1, thus \(\phi(S)\) is non-negative and bounded by \(W\).