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Subset selection via continuous optimization with applications to network design

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Choosing a subset of representative items from a set of alternatives is an important problem in many scientific fields such as environmental science and statistics. For most practical problems, however,… Click to show full abstract

Choosing a subset of representative items from a set of alternatives is an important problem in many scientific fields such as environmental science and statistics. For most practical problems, however, a computationally efficient solution method is not known to exist. While this problem has attracted a significant amount of attention, the majority of specifically designed algorithms do not scale well with respect to the problem size or do not provide a usable open-source package. In this study, we show that any global continuous optimization technique can be used for solving the representative subset selection problem. The latter is achieved by designing a simple transformation which embeds the problem’s discrete space into a larger continuous space. The proposed methodology is applied to design problems in environmental and statistical domains. We evaluate the proposed method using several open-source global optimization packages, and show that this technique compares favorably with existing direct methods.

Keywords: continuous optimization; optimization; subset selection; problem; design

Journal Title: Environmental Monitoring and Assessment
Year Published: 2020

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