Optimization Algorithm: Difference between revisions

From GM-RKB
Jump to navigation Jump to search
No edit summary
No edit summary
 
Line 1: Line 1:
An [[Optimization Algorithm]] is a [[search algorithm]] that can be applied by an [[optimization system]] (to systematically find [[optimal solution]]s for [[optimization task]]s).
An [[Optimization Algorithm]] is a [[search algorithm]] that can be applied by an [[optimization system]] to systematically find [[optimal solution]]s for [[optimization task]]s through [[objective function evaluation]] and [[solution space exploration]].
* <B>AKA:</B> [[Optimizer]], [[Optimization Method]], [[Solution Search Algorithm]].
* <B>AKA:</B> [[Optimizer]], [[Optimization Method]], [[Solution Search Algorithm]].
* <B>Context:</B>
* <B>Context:</B>
** It can systematically explore [[Solution Space]] through [[search strategy]] and [[evaluation metric]]s.
** It can typically explore [[Optimization Algorithm Solution Space]] through [[optimization algorithm search strategy|strategies]] and [[optimization algorithm evaluation metric]]s.
** It can iteratively improve [[Solution Quality]] through [[convergence process]]s and [[refinement step]]s.
** It can typically improve [[Optimization Algorithm Solution Quality]] through [[optimization algorithm convergence process]]es and [[optimization algorithm refinement step]]s.
** It can handle [[Constraint]] through [[feasibility check]]s and [[constraint satisfaction]].
** It can typically handle [[Optimization Algorithm Constraint]]s through [[optimization algorithm feasibility check]]s and [[optimization algorithm constraint satisfaction]].
** It can maintain [[Search Progress]] through [[state tracking]] and [[improvement measure]]s.
** It can typically maintain [[Optimization Algorithm Search Progress]] through [[optimization algorithm state tracking]] and [[optimization algorithm improvement measure]]s.
** It can manage [[Computational Resource]]s through [[efficiency control]] and [[resource allocation]].
** It can typically manage [[Optimization Algorithm Computational Resource]]s through [[optimization algorithm efficiency control]] and [[optimization algorithm resource allocation]].
** ...
** ...
** It can often balance [[Exploration]] and [[exploitation]] through [[search parameter]]s.
** It can often balance [[Optimization Algorithm Exploration]] and [[optimization algorithm exploitation]] through [[optimization algorithm search parameter]]s.
** It can often adapt [[Search Strategy]] through [[performance feedback]] and [[dynamic adjustment]].
** It can often adapt [[Optimization Algorithm Search Strategy|Strategies]] through [[optimization algorithm performance feedback]] and [[optimization algorithm dynamic adjustment]].
** It can often prevent [[Local Optima]] through [[diversification mechanism]]s.
** It can often prevent [[Optimization Algorithm Local Optima]] through [[optimization algorithm diversification mechanism]]s.
** It can often handle [[Uncertainty]] through [[robust optimization]] technique]]s.
** It can often handle [[Optimization Algorithm Uncertainty]] through [[optimization algorithm robust technique]]s.
** ...
** ...
** It can range from being a [[Combinatorial Optimization Algorithm]] to being a [[Continuous Optimization Algorithm]], depending on its [[variable type]] and [[solution space]].
** It can range from being a [[Combinatorial Optimization Algorithm]] to being a [[Continuous Optimization Algorithm]], depending on its [[optimization algorithm variable type]].
** It can range from being a [[Single-Variable Optimization Algorithm]] to being a [[Multi-Variable Optimization Algorithm]], depending on its [[variable dimensionality]].
** It can range from being a [[Single-Variable Optimization Algorithm]] to being a [[Multi-Variable Optimization Algorithm]], depending on its [[optimization algorithm dimensionality]].
** It can range from being a [[Total-Space Optimization Algorithm]] to being a [[Local Optimization Algorithm]], depending on its [[search coverage]].
** It can range from being a [[Global Optimization Algorithm]] to being a [[Local Optimization Algorithm]], depending on its [[optimization algorithm search coverage]].
** It can range from being a [[Sequential Model-based Optimization Algorithm]] to being a [[Parallel Model-based Optimization Algorithm]], depending on its [[sampling strategy]].
** It can range from being a [[Sequential Optimization Algorithm]] to being a [[Parallel Optimization Algorithm]], depending on its [[optimization algorithm execution strategy]].
** It can range from being an [[Offline Optimization Algorithm]] to being an [[Online Optimization Algorithm]], depending on its [[information availability]].
** It can range from being an [[Offline Optimization Algorithm]] to being an [[Online Optimization Algorithm]], depending on its [[optimization algorithm information availability]].
** It can range from being an [[Exact Optimization Algorithm]] to being an [[Approximate Optimization Algorithm]], depending on its [[optimality guarantee]].
** It can range from being an [[Exact Optimization Algorithm]] to being an [[Approximate Optimization Algorithm]], depending on its [[optimization algorithm optimality guarantee]].
** It can range from being a [[Maximization Algorithm]] to being a [[Minimization Algorithm]], depending on its [[objective direction]].
** It can range from being a [[Deterministic Optimization Algorithm]] to being a [[Stochastic Optimization Algorithm]], depending on its [[optimization algorithm randomness usage]].
** ...
** ...
** It can integrate with [[Machine Learning System]]s for [[automated tuning]].
** It can integrate with [[Optimization Algorithm Machine Learning System]]s for [[optimization algorithm automated tuning]].
** It can support [[Decision Support System]]s for [[solution recommendation]].
** It can connect to [[Optimization Algorithm Decision Support System]]s for [[optimization algorithm solution recommendation]].
** It can utilize [[Parallel Computing System]]s for [[search acceleration]].
** It can interface with [[Optimization Algorithm Parallel Computing System]]s for [[optimization algorithm search acceleration]].
** It can communicate with [[Optimization Algorithm Monitoring Platform]]s for [[optimization algorithm performance tracking]].
** It can synchronize with [[Optimization Algorithm Hyperparameter System]]s for [[optimization algorithm parameter optimization]].
** ...
** ...
* <B>Examples:</B>
* <B>Example(s):</B>
** [[AI Optimization Method]].
** [[AI Optimization Method]]s, such as:
*** [[Neural Architecture Search Algorithm]]s for [[optimization algorithm architecture discovery]].
*** [[Hyperparameter Optimization Algorithm]]s for [[optimization algorithm parameter tuning]].
*** [[Large Language Model Optimizer]]s for [[optimization algorithm prompt engineering]].
** [[Gradient-based Optimization Algorithm]]s, such as:
** [[Gradient-based Optimization Algorithm]]s, such as:
*** [[First-Order Method]]s, such as:
*** [[First-Order Optimization Method]]s, such as:
**** [[Gradient Descent Algorithm]] for [[unconstrained optimization]].
**** [[Gradient Descent Algorithm]] for [[optimization algorithm unconstrained minimization]].
**** [[Stochastic Gradient Descent Algorithm]] for [[large-scale optimization]].
**** [[Stochastic Gradient Descent Algorithm]] for [[optimization algorithm large-scale learning]].
**** [[Momentum-based Gradient Algorithm]] for [[acceleration optimization]].
**** [[Momentum-based Gradient Algorithm]] for [[optimization algorithm convergence acceleration]].
**** [[AdaGrad Algorithm]] for [[adaptive learning rate]].
**** [[Adaptive Gradient Algorithm]] for [[optimization algorithm learning rate adaptation]].
**** [[RMSProp Algorithm]] for [[squared gradient scaling]].
**** [[RMSProp Algorithm]] for [[optimization algorithm gradient normalization]].
**** [[Adam Optimizer]] for [[momentum and adaptive learning]].
**** [[Adam Optimizer]] for [[optimization algorithm adaptive moment estimation]].
*** [[Second-Order Method]]s, such as:
**** [[AdamW Optimizer]] for [[optimization algorithm weight decay regularization]].
**** [[Newton Method]] for [[quadratic convergence]].
**** [[AdaGrad Algorithm]] for [[optimization algorithm sparse gradient handling]].
**** [[Quasi-Newton Method]] for [[approximate hessian]].
*** [[Second-Order Optimization Method]]s, such as:
**** [[BFGS Algorithm]] for [[hessian approximation]].
**** [[Newton Method]] for [[optimization algorithm quadratic convergence]].
**** [[L-BFGS Algorithm]] for [[memory-efficient optimization]].
**** [[Quasi-Newton Method]]s, such as:
**** [[Gauss-Newton Algorithm]] for [[least squares optimization]].
***** [[BFGS Algorithm]] for [[optimization algorithm hessian approximation]].
**** [[Levenberg-Marquardt Algorithm]] for [[nonlinear least squares]].
***** [[L-BFGS Algorithm]] for [[optimization algorithm memory-efficient optimization]].
***** [[DFP Algorithm]] for [[optimization algorithm rank-one update]].
**** [[Gauss-Newton Algorithm]] for [[optimization algorithm least squares optimization]].
**** [[Levenberg-Marquardt Algorithm]] for [[optimization algorithm nonlinear least squares]].
**** [[Trust Region Method]]s for [[optimization algorithm constrained step control]].
** [[Derivative-free Optimization Algorithm]]s, such as:
** [[Derivative-free Optimization Algorithm]]s, such as:
*** [[Direct Search Method]]s, such as:
*** [[Direct Search Method]]s, such as:
**** [[Nelder-Mead Algorithm]] for [[simplex optimization]].
**** [[Nelder-Mead Algorithm]] for [[optimization algorithm simplex-based search]].
**** [[Pattern Search Algorithm]] for [[mesh-based search]].
**** [[Pattern Search Algorithm]] for [[optimization algorithm mesh-based exploration]].
**** [[Powell Method]] for [[conjugate direction]].
**** [[Powell Method]] for [[optimization algorithm conjugate direction search]].
**** [[Hooke-Jeeves Algorithm]] for [[pattern-based search]].
**** [[Hooke-Jeeves Algorithm]] for [[optimization algorithm pattern-based optimization]].
*** [[Population-based Method]]s, such as:
*** [[Population-based Optimization Method]]s, such as:
**** [[Genetic Algorithm]] for [[evolutionary optimization]].
**** [[Genetic Algorithm]]s for [[optimization algorithm evolutionary computation]].
**** [[Particle Swarm Optimization]] for [[swarm intelligence]].
**** [[Particle Swarm Optimization]] for [[optimization algorithm swarm intelligence]].
**** [[Differential Evolution]] for [[population evolution]].
**** [[Differential Evolution]] for [[optimization algorithm vector difference evolution]].
**** [[Ant Colony Optimization]] for [[emergent behavior]].
**** [[Ant Colony Optimization]] for [[optimization algorithm pheromone-based search]].
**** [[Artificial Bee Colony]] for [[collective intelligence]].
**** [[Artificial Bee Colony]] for [[optimization algorithm foraging behavior simulation]].
**** [[Evolutionary Strategy]] for [[self-adaptation]].
**** [[Evolutionary Strategy|Strategies]] for [[optimization algorithm self-adaptive evolution]].
**** [[Covariance Matrix Adaptation Evolution Strategy]] for [[optimization algorithm distribution adaptation]].
** [[Constrained Optimization Algorithm]]s, such as:
** [[Constrained Optimization Algorithm]]s, such as:
*** [[Linear Programming Algorithm]]s, such as:
*** [[Linear Programming Algorithm]]s, such as:
**** [[Simplex Algorithm]] for [[linear constraint]]s.
**** [[Simplex Algorithm]] for [[optimization algorithm vertex traversal]].
**** [[Interior Point Method]] for [[barrier function]]s.
**** [[Interior Point Method]]s for [[optimization algorithm barrier function optimization]].
**** [[Dual Simplex Algorithm]] for [[dual problem]].
**** [[Dual Simplex Algorithm]] for [[optimization algorithm dual feasibility maintenance]].
**** [[Column Generation Algorithm]] for [[large-scale linear]].
**** [[Column Generation Algorithm]] for [[optimization algorithm large-scale decomposition]].
*** [[Nonlinear Programming Algorithm]]s, such as:
*** [[Nonlinear Programming Algorithm]]s, such as:
**** [[Sequential Quadratic Programming]] for [[nonlinear constraint]]s.
**** [[Sequential Quadratic Programming]] for [[optimization algorithm quadratic subproblem solving]].
**** [[Augmented Lagrangian Method]] for [[penalty function]]s.
**** [[Augmented Lagrangian Method]] for [[optimization algorithm constraint handling]].
**** [[Trust Region Algorithm]] for [[constrained nonlinear]].
**** [[Penalty Method]]s for [[optimization algorithm constraint violation penalization]].
**** [[Filter Method]] for [[multi-objective constraint]].
**** [[Barrier Method]]s for [[optimization algorithm interior feasibility]].
** [[Divide-and-Conquer Optimization Algorithm]]s, such as:
** [[Discrete Optimization Algorithm]]s, such as:
*** [[Recursive Partitioning Optimizer]]s, such as:
*** [[Combinatorial Optimization Method]]s, such as:
**** [[Branch and Bound Algorithm]] for [[discrete optimization]].
**** [[Branch and Bound Algorithm]] for [[optimization algorithm systematic enumeration]].
**** [[Branch and Cut Algorithm]] for [[integer programming]].
**** [[Branch and Cut Algorithm]] for [[optimization algorithm cutting plane integration]].
**** [[Branch and Price Algorithm]] for [[column generation]].
**** [[Branch and Price Algorithm]] for [[optimization algorithm column generation integration]].
**** [[Branch and Reduce Algorithm]] for [[domain reduction]].
**** [[Dynamic Programming Algorithm]] for [[optimization algorithm optimal substructure exploitation]].
*** [[Space Partitioning Optimizer]]s, such as:
*** [[Integer Programming Method]]s, such as:
**** [[Quadtree Optimization]] for [[spatial partitioning]].
**** [[Cutting Plane Algorithm]] for [[optimization algorithm linear relaxation tightening]].
**** [[KD-Tree Optimization]] for [[multidimensional space]].
**** [[Gomory Cut Algorithm]] for [[optimization algorithm integer feasibility]].
**** [[Octree Optimization]] for [[3D space partitioning]].
**** [[Mixed Integer Programming Algorithm]] for [[optimization algorithm hybrid variable handling]].
*** [[Problem Decomposition Optimizer]]s, such as:
**** [[Dantzig-Wolfe Decomposition]] for [[structured linear]].
**** [[Benders Decomposition]] for [[mixed integer]].
**** [[Block Coordinate Descent]] for [[separable objective]].
** [[Bayesian Optimization Algorithm]]s, such as:
** [[Bayesian Optimization Algorithm]]s, such as:
*** [[Gaussian Process Optimization]]s, such as:
*** [[Gaussian Process Optimization]]s, such as:
**** [[Expected Improvement Algorithm]] for [[acquisition function]].
**** [[Expected Improvement Algorithm]] for [[optimization algorithm acquisition maximization]].
**** [[Upper Confidence Bound]] for [[exploration-exploitation]].
**** [[Upper Confidence Bound Algorithm]] for [[optimization algorithm exploration-exploitation balance]].
**** [[Probability of Improvement]] for [[candidate selection]].
**** [[Probability of Improvement Algorithm]] for [[optimization algorithm improvement likelihood]].
**** [[Knowledge Gradient]] for [[information gain]].
**** [[Knowledge Gradient Algorithm]] for [[optimization algorithm information value maximization]].
*** [[Random Forest Optimization]]s, such as:
*** [[Tree-based Optimization Method]]s, such as:
**** [[SMAC Algorithm]] for [[sequential optimization]].
**** [[SMAC Algorithm]] for [[optimization algorithm sequential model configuration]].
**** [[TPE Algorithm]] for [[tree parzen estimation]].
**** [[TPE Algorithm]] for [[optimization algorithm tree-structured parzen estimation]].
*** [[Multi-Task Bayesian Optimization]]s, such as:
**** [[Random Forest Optimization]] for [[optimization algorithm ensemble-based modeling]].
**** [[Transfer Learning Optimizer]] for [[knowledge transfer]].
**** [[Meta-Learning Optimizer]] for [[cross-task optimization]].
** [[Multi-Objective Optimization Algorithm]]s, such as:
** [[Multi-Objective Optimization Algorithm]]s, such as:
*** [[Pareto-based Method]]s, such as:
*** [[Pareto-based Method]]s, such as:
**** [[NSGA-II Algorithm]] for [[non-dominated sorting]].
**** [[NSGA-II Algorithm]] for [[optimization algorithm non-dominated sorting]].
**** [[SPEA2 Algorithm]] for [[strength pareto]].
**** [[NSGA-III Algorithm]] for [[optimization algorithm reference point guidance]].
**** [[MOEA/D Algorithm]] for [[decomposition-based]].
**** [[SPEA2 Algorithm]] for [[optimization algorithm strength pareto evolution]].
**** [[MOEA/D Algorithm]] for [[optimization algorithm decomposition-based optimization]].
*** [[Scalarization Method]]s, such as:
*** [[Scalarization Method]]s, such as:
**** [[Weighted Sum Method]] for [[preference aggregation]].
**** [[Weighted Sum Method]] for [[optimization algorithm objective aggregation]].
**** [[ε-constraint Method]] for [[constraint handling]].
**** [[ε-constraint Method]] for [[optimization algorithm constraint-based scalarization]].
**** [[Achievement Scalarization]] for [[reference point]].
**** [[Achievement Scalarization]] for [[optimization algorithm reference point optimization]].
** [[Stochastic Optimization Algorithm]]s, such as:
** [[Machine Learning Optimization Algorithm]]s, such as:
*** [[Random Search Method]]s, such as:
*** [[Neural Network Optimizer]]s, such as:
**** [[Simulated Annealing]] for [[temperature-based search]].
**** [[Backpropagation Algorithm]] for [[optimization algorithm gradient computation]].
**** [[Cross-Entropy Method]] for [[rare-event optimization]].
**** [[Batch Normalization Optimizer]] for [[optimization algorithm internal covariate shift reduction]].
**** [[Hit-and-Run Algorithm]] for [[random walk]].
**** [[Layer-wise Adaptive Rate Scaling]] for [[optimization algorithm layer-specific learning]].
*** [[Sample Average Method]]s, such as:
*** [[Reinforcement Learning Optimizer]]s, such as:
**** [[Sample Average Approximation]] for [[expectation optimization]].
**** [[Policy Gradient Method]]s for [[optimization algorithm policy optimization]].
**** [[Stochastic Approximation]] for [[random gradient]].
**** [[Actor-Critic Algorithm]]s for [[optimization algorithm value-policy optimization]].
**** [[Scenario Optimization]] for [[uncertainty handling]].
**** [[Proximal Policy Optimization]] for [[optimization algorithm stable policy update]].
** [[Large-Scale Optimization Algorithm]]s, such as:
*** [[Distributed Optimization Method]]s, such as:
**** [[Federated Optimization Algorithm]] for [[optimization algorithm decentralized learning]].
**** [[Parallel Gradient Descent]] for [[optimization algorithm distributed computation]].
**** [[Asynchronous Optimization]] for [[optimization algorithm non-blocking updates]].
*** [[Online Optimization Method]]s, such as:
**** [[Online Gradient Descent]] for [[optimization algorithm sequential decision making]].
**** [[Regret Minimization Algorithm]] for [[optimization algorithm online learning]].
**** [[Bandit Optimization Algorithm]] for [[optimization algorithm explore-exploit trade-off]].
** ...
** ...
* <B>Counter-Examples:</B>
* <B>Counter-Example(s):</B>
** [[Parameter Estimation Algorithm]]s, which focus on [[statistical inference]] rather than [[optimization]].
** [[Parameter Estimation Algorithm]]s, which focus on [[statistical inference]] rather than [[optimization algorithm solution search]].
** [[Random Search Algorithm]]s, which lack [[systematic improvement]] strategies.
** [[Random Search Algorithm]]s without systematic improvement, which lack [[optimization algorithm convergence guarantee]]s.
** [[Enumeration Algorithm]]s, which examine all possibilities without [[optimization strategy]].
** [[Exhaustive Enumeration Algorithm]]s, which examine all possibilities without [[optimization algorithm intelligent search]].
** [[Machine Learning Algorithm]]s, which focus on [[pattern learning]] rather than [[solution optimization]].
** [[Heuristic Algorithm]]s without optimality goals, which prioritize [[feasible solution]]s over [[optimization algorithm optimal solution]]s.
** [[Simulation Algorithm]]s, which model [[system behavior]] rather than find [[optimal solution]]s.
** [[Simulation Algorithm]]s, which model [[system behavior]] without [[optimization algorithm objective optimization]].
* <B>See:</B> [[Search Algorithm]], [[Optimization System]], [[Optimization Task]], [[Solution Space]], [[Convergence Theory]], [[Optimization Objective]], [[Search Strategy]], [[Algorithm Complexity]], [[Performance Analysis]].
* <B>See:</B> [[Search Algorithm]], [[Optimization System]], [[Optimization Task]], [[Solution Space]], [[Convergence Theory]], [[Objective Function]], [[Constraint Satisfaction]], [[Mathematical Programming]], [[Computational Complexity]], [[Machine Learning Algorithm]].
 
----
----


----
----
Line 128: Line 139:
[[Category:Optimization]]
[[Category:Optimization]]
[[Category:Machine Learning]]
[[Category:Machine Learning]]
[[Category:Quality Silver]]
[[Category:Mathematical Algorithm]]

Latest revision as of 05:09, 21 June 2025

An Optimization Algorithm is a search algorithm that can be applied by an optimization system to systematically find optimal solutions for optimization tasks through objective function evaluation and solution space exploration.