The Gibbs Cloner for Combinatorial Optimization, Counting and Sampling

Reuven Rubinstein ()
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Reuven Rubinstein: Technion, Israel Institute of Technology

Methodology and Computing in Applied Probability, 2009, vol. 11, issue 4, 491-549

Abstract: Abstract We present a randomized algorithm, called the cloning algorithm, for approximating the solutions of quite general NP-hard combinatorial optimization problems, counting, rare-event estimation and uniform sampling on complex regions. Similar to the algorithms of Diaconis–Holmes–Ross and Botev–Kroese the cloning algorithm is based on the MCMC (Gibbs) sampler equipped with an importance sampling pdf and, as usual for randomized algorithms, it uses a sequential sampling plan to decompose a “difficult” problem into a sequence of “easy” ones. The cloning algorithm combines the best features of the Diaconis–Holmes–Ross and the Botev–Kroese. In addition to some other enhancements, it has a special mechanism, called the “cloning” device, which makes the cloning algorithm, also called the Gibbs cloner fast and accurate. We believe that it is the fastest and the most accurate randomized algorithm for counting known so far. In addition it is well suited for solving problems associated with the Boltzmann distribution, like estimating the partition functions in an Ising model. We also present a combined version of the cloning and cross-entropy (CE) algorithms. We prove the polynomial complexity of a particular version of the Gibbs cloner for counting. We finally present efficient numerical results with the Gibbs cloner and the combined version, while solving quite general integer and combinatorial optimization problems as well as counting ones, like SAT.

Keywords: Gibbs sampler; Importance sampling; Cross-entropy; Rare-event; Combinatorial optimization; Counting; 65C05; 60C05; 68W20; 90C59 (search for similar items in EconPapers)
Date: 2009
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DOI: 10.1007/s11009-008-9101-7

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