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Improving Simulated Annealing by Recasting it as a Non-Cooperative Game

The game-theoretic field of COllective INtelligence (COIN) concerns the design of computer-based players engaged in a non-cooperative game so that as those players pursue their self-interests, a pre-specified global goal for the collective computational system is achieved "as a side-effect". Previous implementations of COIN algorithms have outperformed conventional techniques by up to several orders of magnitude, on domains ranging from telecommunications control to optimization in congestion problems. Recent mathematical developments have revealed that these previously developed game-theory-motivated algorithms were based on only two of the three factors determining performance. Consideration of only the third factor would instead lead to conventional optimization techniques like simulated annealing that have little to do with non-cooperative games. In this paper we present an algorithm based on all three terms at once. This algorithm can be viewed as a way to modify simulated annealing by recasting it as a non-cooperative game, with each variable replaced by a player. This recasting allows us to leverage the intelligent behavior of the individual players to substantially improve the exploration step of the simulated annealing. Experiments are presented demonstrating that this recasting improves simulated annealing by several orders of magnitude for spin glass relaxation and bin-packing.

Wolpert, David↗

Improving Simulated Annealing by Replacing Its Variables with Game-Theoretic Utility Maximizers

The game-theory field of Collective INtelligence (COIN) concerns the design of computer-based players engaged in a non-cooperative game so that as those players pursue their self-interests, a pre-specified global goal for the collective computational system is achieved as a side-effect. Previous implementations of COIN algorithms have outperformed conventional techniques by up to several orders of magnitude, on domains ranging from telecommunications control to optimization in congestion problems. Recent mathematical developments have revealed that these previously developed algorithms were based on only two of the three factors determining performance. Consideration of only the third factor would instead lead to conventional optimization techniques like simulated annealing that have little to do with non-cooperative games. In this paper we present an algorithm based on all three terms at once. This algorithm can be viewed as a way to modify simulated annealing by recasting it as a non-cooperative game, with each variable replaced by a player. This recasting allows us to leverage the intelligent behavior of the individual players to substantially improve the exploration step of the simulated annealing. Experiments are presented demonstrating that this recasting significantly improves simulated annealing for a model of an economic process run over an underlying small-worlds topology. Furthermore, these experiments reveal novel small-worlds phenomena, and highlight the shortcomings of conventional mechanism design in bounded rationality domains.

Wolpert, David H.↗

Satellite ATM Networks: Architectures and Guidelines Developed

An important element of satellite-supported asynchronous transfer mode (ATM) networking will involve support for the routing and rerouting of active connections. Work published under the auspices of the Telecommunications Industry Association (http://www.tiaonline.org), describes basic architectures and routing protocol issues for satellite ATM (SATATM) networks. The architectures and issues identified will serve as a basis for further development of technical specifications for these SATATM networks. Three ATM network architectures for bent pipe satellites and three ATM network architectures for satellites with onboard ATM switches were developed. The architectures differ from one another in terms of required level of mobility, supported data rates, supported terrestrial interfaces, and onboard processing and switching requirements. The documentation addresses low-, middle-, and geosynchronous-Earth-orbit satellite configurations. The satellite environment may require real-time routing to support the mobility of end devices and nodes of the ATM network itself. This requires the network to be able to reroute active circuits in real time. In addition to supporting mobility, rerouting can also be used to (1) optimize network routing, (2) respond to changing quality-of-service requirements, and (3) provide a fault tolerance mechanism. Traffic management and control functions are necessary in ATM to ensure that the quality-of-service requirements associated with each connection are not violated and also to provide flow and congestion control functions. Functions related to traffic management were identified and described. Most of these traffic management functions will be supported by on-ground ATM switches, but in a hybrid terrestrial-satellite ATM network, some of the traffic management functions may have to be supported by the onboard satellite ATM switch. Future work is planned to examine the tradeoffs of placing traffic management functions onboard a satellite as opposed to implementing those functions at the Earth station components.

vonDeak, Thomas C.↗