Aco

12.11.
2003 Ant Colony Optimization 1

Ameisenalgorithmen
Ant Colony Optimization
Lehrprobe zur Habilation,
Barbara Hammer,
AG LNM, Universitt Osnabrck
12.11.2003 Ant Colony Optimization 2
Optimization

Given a graph with two specified vertices A and B, find a shortest
path from A to B.
Given a set of cities and pairwise distances, find a shortest tour.

Given a sequence of amino acids of a protein, find the structure of
the protein.
Where is my manuscript for the talk, I put it on this pile of papers...

General optimization problem:
given f:X,
find xX such that f(x) is minimum
needle in a haystack, hopeless
traveling salesperson problem, NP-hard
shortest path problem, polynomial
protein structure prediction problem, NP-hard
Ant colony

food
nest
Ant Colony Optimization (ACO):
a heuristic optimization method for shortest path
and other optimization problems which
borrows ideas from biological ants
Ant Colony Optimization
Outline

History: ACO for shortest paths
Traveling salesperson and ACO-metaheuristic
Protein folding - state of the art ACO
General comments - where is my manuscript?


Goss et al. 1989, Deneuborg et al. 1990
experiments with Argentine ants:
ants go from the nest to the food source and
backwards
after a while, the ants prefer the shortest path
from the nest to the food source
stigmercy:
the ants communicate indirectly laying
pheromone trails and following trails with
higher pheromone
length gradient pheromone will
accumulate on the shortest path
Dorigo et al. 1991
applications to shortest path problems

nest
food
History: ACO for shortest paths I:directed

A first ACO for a simple shortest path problem:

directed acyclic graph (V={0,...,N}, E={ij}), ant hill: 0, food source: N

for all i: p
i
:=0; /*ant position init*/
s
i
:=hungry; /*ant state init*/
for all i j:
ij
:=const; /*pheromone init*/
repeat for all i: ant_step(i); /*ant step*/
for all i j:
ij
:= (1-)
ij
; /*evaporate pheromone*/
History: ACO for shortest paths I:directed

ant_step(i):
if p
i
=N: s
i
:=satisfied; if p
i
=0: s
i
:=hungry; /*collect food/deliver food*/
if s
i
=hungry: choose j with p
i
j with probability
pi j
/
pij
pij
/*choose next step*/
update
pi j
:= ; p
i
:=j; /*update pheromone*/
if s
i
=satisfied: choose j with jp
i
with probability
jpi
/
jpi
jpi

update
jpi
:= ; p
i
:=j; /* reversed directions*/

History: ACO for shortest paths II:general

...a more complex undirected cyclic graph ...
WC4 WC5 Barbara Marc
449a
Anja Dagmar Espresso
322
339 WC3 Friedhelm
Fachschaft WC2 Rechner Astrid
Zeitschriften WC Bibo RZ-Sekretariat
Toiletten
Cafete
RZ Getraenke-
automat
Mensa

449a
449a
... Marc was not so happy with the result ...

for all i: p
i
:=0; /*ant position init*/
s
i
:=( ); /*ant brain is empty*/
for all i-j:
i-j
:=const; /*pheromone init*/
repeat for all i: construct_solution(i);
for all i: global_pheromone_update(i);
for all i-j:
i-j
:= (1-)
i-j
; /*evaporate*/
construct_solution(i):
while p
i
N /*no solution*/
choose j with p
i
-j with probability
pi-j
/
pi-j
pi-j
;
p
i
:=j;
append j to s
i
; /*remember the trail*/
global_pheromone_update(i):
for all j-j in s
i
:
j-j
:= 1/length of the path stored in s
i
;
minibrain
update according
to the quality
minibrain
s
i
:=hungry
repeat for all i: ant_step(i);

WC4 WC5 Barbara Marc
449a
Anja Dagmar Espresso
322
339 WC3 Friedhelm
Fachschaft WC2 Rechner Astrid
Zeitschriften WC Bibo RZ-Sekretariat
Toiletten
Cafete
RZ Getraenke
Mensa

init pheromone t
i-j
;
repeat for all ants i: construct_solution(i);
for all ants i: global_pheromone_update(i);
for all edges: evaporate pheromone;
construct_solution(i):
init ant;
while not yet a solution:
expand the solution by one edge probabilistically
according to the pheromone;
for all edges in the solution:
increase the pheromone according to the quality;
Traveling salesperson and ACO-
metaheuristic
Traveling salesperson

Traveling salesperson problem (TSP):
given n cities {1,...,N} and distances d
ij
0
between the cities,
find a tour with shortest length, i.e. a
permutation :{1,,N}{1,,N} such
that the length =
i
d
(i)((i+1)mod N)
is
minimum
classical NP-hard benchmark problem

A simple greedy heuristic:
start somewhere and always add the closest not yet visited city to the tour

init pheromone;
for all edges: evaporate pheromone;
construct_solution(i): init ant;
while not yet a solution
expand the solution by one edge probabilistically
according to the pheromone;
for all edge in the solution:
increase the pheromone according to the quality;
A
B
C
D
key observation:
a tour (ACDBA)
decomposes into edges
AC, CD, DB
pheromone on the edges

init: set
ij
:=const for all cities ij;
for all edges i-j: evaporate pheromone;

global_pheromone_update(i);
for all jk in the solution:

jk
:= const / length of the constructed tour
short tours yield to most pheromone
construct_solution(i): set ant to a randomly chosen city;
while not yet a solution:
j=current city,
expand by jk with probability =

only valid tours are constructed
close cities are preferred
, >0 control the mixture
of the greedy heuristic
and the pheromone following
otherwise
d
d
contained already k
visited not k
jk jk
jk jk
'
' '
| o
| o
t
t
0

Results for a 30 cities instance (10 runs, one hour)

Results for larger instances (25000 constructed tours, best tour documented)
best average std.deviation
ACO 420 420.4 1.3
Tabu-search 420 420.6 1.5
Sim. Annealing 422 459.8 25.1
ACO Gen.Alg. Evol.Prog. Sim.Ann.
50 cities 425 428 426 443
75 cities 535 545 542 580
100 cities 21282 21761
ACO-metaheuristic

Optimization problem for ACO:
over a set of basic components C = {c
1
,...,c
n
}
partial solutions are subsets s in C
feasible (partial) solutions F in C
solutions S in C
cost function f for solutions

Goal:
iteratively expand feasible partial solutions by components
to reach a solution s with minimum f(s),
pheromone attached to each component c
i
guides the
search

edges ij
partial tours
tours which visit each city at most
once and in consecutive order
length of the tour
valid tours
ACO-metaheuristic

init pheromone
i
=const for each component c
i
;
for all pheromones i: evaporate:
i
=(1-)
i
;
construct_solution(i); init s={ };
while s is not a solution:
choose c
j
with probability =
expand s by c
j
;
for all c
j
in the solution s:
increase pheromone:
j
=
j
+ const / f(s);
otherwise
f easible not is j
feasible j
j
j
j
j
'
'
'
q
t
q
t
|
o
|
o
0
is a heuristic value,
, balance the
heuristic/pheromone
general ACO algorithm
Protein folding - state of the art
ACO
Protein folding

Protein folding
given a sequence of amino acids s
1
s
n
where s
i
in {1,0}, i.e. hydrophobic/polar

determine the structure of the protein
i.e. coordinates in a 2D rectangular lattice, such that
- neighbored sequence entries are at neighbored
positions
- each position is occupied at most once
- the number of 1-1 contacts in the 2D structure is
maximized
in the 2D-HP-model (Dill)
Protein folding

9 additional 1-1 contacts
Dill, 1985: the HP model preserves important information of the
biological conformation
Crescenzi et al. and Berger/Leighton, 1998: the problem is NP hard
Shmygelska/Hoss, 2003: ACO
Protein folding

start at the left end and iteratively fold one amino acid into a relative direction

R,S,R,R,L,L,R,S,R,R,L,R,L,L,R,R,S,R in {R,S,L}
length-2

basic components:
an element in {i-R,i-S,i-L} represents the local structural motif at position (i-1,i,i+1)
pheromone values
i-D
, i = 2.. length-1, D = L,S,R

R
S
R
.
.
.

R
L
S
Protein folding

init pheromone
i-D
=const for each tuple i-D;
for the best ants i: optimize_solution(i);
for the best ants i: global_pheromone_update(i);
for all pheromones i-D: evaporate:
i-D
=(1-)
i-D
;
components: local structural motifs i-D
partial solutions: subsets of local structural motifs
feasible partial solutions: sequences of consecutive structural motifs without
overlap of the amino acids in the 2D lattice
solutions: final folds
cost function to be maximized: number of 1-1 contacts in the 2D lattice
daemon action:
local
optimization
elitism
Protein folding

construct_solution(i);
init s = { };
while s is not a solution: position j
choose a local structural motif j-D with probability proportional to
- 0 if the position is already occupied or the sequence gets trapped
- proportional to
j-D
j-D

expand s by the chosen motif;
is related to the
number of 1-1 contacts
of this motif
feasibility
optimize_solution(i);
perform a fixed number of feasible and improving
substitutions of local structural motifs at random
for all local structural motifs in a solution:
j-D
:=
j-D
+ number of 1-1 contacts in the solution / const;
Protein folding

Best reported results for different size instances

length GA EMC MSOE PERM ACO
20 9 9 9 9
24 9 9 9 9
25 8 8 8 8
36 14 14 14 14
48 23 23 23 23
50 21 21 21 21
60 34 35 36 36
64 37 39 42 38 42
85 52 53 51
100 50 50 47
100 47 48 47
GA: genetic algorithm
EMC: evolutionary algorithm
+ Monte Carlo methods
MSOE: Monte Carlo including
overlapping conformations
PERM: iterated heuristic growing
method
General comments - where is my
manuscript
General comments

ACOs: nice, powerful, and robust metaheuristic for NP hard, possibly non -
static optimization problems, the solutions of which decompose into single
components
Applications for (* = state of the art results for some settings):
quadratic assignment problems *
vehicle routing *
sequential ordering *
shortest common supersequence *
scheduling *
graph coloring and partitioning
telecommunication networks and routing *
...
more info on ACOs:
Swarm Intelligence, From Natural to Artificial Systems, E.Bonabeau,
M.Dorigo, G.Theraulaz, Santa Fe, 1999
http://iridia.ulb.ac.be/~mdorigo/ACO/
Duft der Daten, Der Spiegel, November 13, 2000
Swarm smarts, Scientific American, March 2000
General comments

Are ACOs better than other metaheuristics for general optimization problems?
No free lunch theorem (Macready/Wolpert)
In the mean, no optimization algorithm is to be
preferred!
Precise:
Assume A and B are finite, B is totally ordered, F is
a set of functions from A to B which is closed under
permutation, H is a (randomized) search heuristic.
Then the expected time to reach the first optimum
is independent of H.
... so it might take a while until the ants find my manuscript, but theyll find it.

ACO-metaheuristic

ACO-metaheuristic
applicable to general optimization problems as stated above
robust and tolerant to changes, e.g. in non-static problems
yields state of the art solvers for some problems
with modifications
daemon actions: improve the found solutions using local search
(e.g. k-opt for TSP)
elitism: update pheromone only for the (local or global) best ants
...

Protein folding state of the art ACO

optimize_solution(i);
perform a fixed number of feasible and improving search
moves randomly chosen from the following
possibilities
- substitution of a single motif: substitute one motif i-D
by a different one i-D
- substitution of a sequence of motifs: substitute all
motifs within randomly chosen positions by different
motifs
- long-range moves: substitute one local motif and
refold the two ends to feasible settings, whereby the
respective original motifs are preserved if possible
LRSSRLS
LRSLRLS
LRSSRLS
LSRLRLS
LRSSRLS
LRSLRLS
SLSLRLR

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12.11.

2003 Ant Colony Optimization 1

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