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On the Combination of Argumentation Solvers into Parallel Portfolios [chapter]

Mauro Vallati, Federico Cerutti, Massimiliano Giacomin
2017 Lecture Notes in Computer Science  
existing argumentation solvers into parallel portfolios.  ...  In particular, four methodologies aim at combining solvers in static portfolios, while two methodologies are designed for the dynamic configuration of parallel portfolios.  ...  Acknowledgement The authors would like to acknowledge the use of the University of Huddersfield Queensgate Grid in carrying out this work.  ... 
doi:10.1007/978-3-319-63004-5_25 fatcat:mccwklzg2baphciqzq7b62budi

Automatic construction of parallel portfolios via algorithm configuration

Marius Lindauer, Holger Hoos, Kevin Leyton-Brown, Torsten Schaub
2017 Artificial Intelligence  
We further extended our ACPP approach to produce parallel portfolio solvers consisting of several different solvers by combining their configuration spaces.  ...  In this work, we demonstrate how effective parallel solvers for propositional satisfiability (SAT), one of the most widely studied NP-complete problems, can be produced automatically from any existing  ...  For instance, ppfolio was obtained simply by combining the best solvers from the previous competition into a parallel portfolio. pfolioUZK included more state-of-the-art solvers from 2011 and relied on  ... 
doi:10.1016/j.artint.2016.05.004 fatcat:a5l2vbuhknhonijksbt7advnom

Cluster-Based ASP Solving with claspar [chapter]

Martin Gebser, Roland Kaminski, Benjamin Kaufmann, Torsten Schaub, Bettina Schnor
2011 Lecture Notes in Computer Science  
Advances in claspar We focus in what follows on the major novelties of the current claspar version 0.9.0 wrt to the one in [1] .  ...  We report on three recent advances in the distributed ASP solver claspar.  ...  Hence, w disjoint search spaces are addressed in parallel. 1+2 Uniform portfolio combines guiding path with competitive search in having groups of up to 8 workers under the same guiding path.  ... 
doi:10.1007/978-3-642-20895-9_42 fatcat:furirniqdneo7ellc3jcsuuxye

Learning Algorithm Portfolios for Parallel Execution [chapter]

Xi Yun, Susan L. Epstein
2012 Lecture Notes in Computer Science  
This paper proposes an approach that constructs algorithm portfolios intended for parallel execution based on a combination of case-based reasoning, a greedy algorithm, and three heuristics.  ...  On problems from solver competitions, the resultant algorithm portfolios perform nearly as well as an oracle.  ...  This research was supported in part by the National Science Foundation under grants IIS-0811437, CNS-0958379 and CNS-0855217, and the City University of New York High Performance Computing Center.  ... 
doi:10.1007/978-3-642-34413-8_23 fatcat:avjxz6ek6bg4pa6fmzsaxkhvhm

Enhanced Pareto Interpolation Method to Aid Decision Making for Discontinuous Pareto Optimal Fronts [chapter]

Kalyan Shankar Bhattacharjee, Hemant Kumar Singh, Tapabrata Ray
2017 Lecture Notes in Computer Science  
On the Combination of Argumentation Solvers into Parallel Portfolios 16:50 -17:10 [Paper#11]: Ian Watson.  ...  , a natural exploitation of parallelism is to combine solvers into parallel portfolios.  ...  In this paper, we explore the security of machine learning in malware detection on the basis of a learning-based classifier.  ... 
doi:10.1007/978-3-319-63004-5_8 fatcat:rkbbvxmmyvbupfozi6p5bhwpai

LLAMA: Leveraging Learning to Automatically Manage Algorithms [article]

Lars Kotthoff
2014 arXiv   pre-print
We present LLAMA, a modular and extensible toolkit implemented as an R package that facilitates the exploration of a range of different portfolio techniques on any problem domain.  ...  Algorithm portfolio and selection approaches have achieved remarkable improvements over single solvers.  ...  The drawing of a Llama is courtesy of http://www.bluebison.net/. We wish to thank all the people who contributed to LLAMA.  ... 
arXiv:1306.1031v3 fatcat:sg6uzs3mwrhetgh3q2pawgrvge

Speeding up Quantified Bit-Vector SMT Solvers by Bit-Width Reductions and Extensions [chapter]

Martin Jonáš, Jan Strejček
2020 Lecture Notes in Computer Science  
We also present an experimental evaluation demonstrating that this technique can significantly improve the performance of state-of-the-art smt solvers Boolector, CVC4, and Q3B on quantified bit-vector  ...  Roughly speaking, a given quantified bit-vector formula is reduced and sent to a solver, an obtained model is then extended to the original bit-widths and verified against the original formula.  ...  Combined Algorithm Now we combine the two algorithms into one.  ... 
doi:10.1007/978-3-030-51825-7_27 fatcat:cndgst4gv5hmlfh2isnazvlrae

Portfolio solver for verifying Binarized Neural Networks

Gergely Kovásznai, Krisztián Gajdár, Nina Narodytska
2021 Annales Mathematicae et Informaticae  
We introduce our portfolio solver that is able to encode BNN properties for SAT, SMT, and MIP solvers and run them in parallel, in a portfolio setting.  ...  In the paper we propose all the corresponding encodings of different types of BNN layers as well as BNN properties into SAT, SMT, cardinality constrains, and pseudo-Boolean constraints.  ...  When running our portfolio solver, one can easily choose the solvers to execute in parallel, by using the following command-line arguments: -sat-solver.  ... 
doi:10.33039/ami.2021.03.007 fatcat:pvigltjexzgftkdscfi6zojrjm

Portfolio-based planning: State of the art, common practice and open challenges

Mauro Vallati, Lukáš Chrpa, Diane Kitchin
2015 AI Communications  
Such results let us suppose that future challenges of the Automated Planning community will converge on designing different approaches for combining existing planning algorithms.  ...  This observation motivated the idea of configuring and exploiting a portfolio of planners to perform better than any individual planner: some recent planning systems based on this idea achieved significantly  ...  , or mixed (some combination of parallel and sequential).  ... 
doi:10.3233/aic-150671 fatcat:ztahfeemqze3hlhyvywkqkgig4

A review of literature on parallel constraint solving

IAN P. GENT, IAN MIGUEL, PETER NIGHTINGALE, CIARAN MCCREESH, PATRICK PROSSER, NEIL C. A. MOORE, CHRIS UNSWORTH
2018 Theory and Practice of Logic Programming  
We review the literature, and see that we can sometimes do quite well, some of the time, on some instances, but we are far from a general solution.  ...  AbstractAs multi-core computing is now standard, it seems irresponsible for constraints researchers to ignore the implications of it.  ...  Acknowledgements We thank Christopher Jefferson for a number of useful discussions, and the reviewers of this journal for their suggestions, which greatly improved this paper.  ... 
doi:10.1017/s1471068418000340 fatcat:42hcmkwlgnayhkmn7w7ypzeh3m

A Review of Literature on Parallel Constraint Solving [article]

Ian P. Gent and Ciaran McCreesh and Ian Miguel and Neil C.A. Moore and Peter Nightingale and Patrick Prosser and Chris Unsworth
2018 arXiv   pre-print
We review the literature, and see that we can sometimes do quite well, some of the time, on some instances, but we are far from a general solution.  ...  As multicore computing is now standard, it seems irresponsible for constraints researchers to ignore the implications of it.  ...  Finally, we thank Enrico Pontelli for kindly granting an extension to the deadline when multiple authors of this paper were (in parallel) suffering illness or other problems.  ... 
arXiv:1803.10981v1 fatcat:ramac3tqfrephdxq7gca3tglei

Boldly Going Where No Prover Has Gone Before

Giles Reger
2019 Electronic Proceedings in Theoretical Computer Science  
We propose a movement towards focussing on unique solutions in evaluation and competitions i.e. measuring the potential contribution to a portfolio solver.  ...  We acknowledge that forcing new methods to compete against portfolio solvers can stifle innovation. However, this is only the case when comparisons are made at the level of total problems solved.  ...  To handle the above issue, a common solution is the use of portfolio solvers that combine different strategies for exploring the solution space by trying a sequence of different approaches (we do not conflate  ... 
doi:10.4204/eptcs.311.6 fatcat:e2mofcpky5birjcdbkpulkeiei

Progress in clasp Series 3 [chapter]

Martin Gebser, Roland Kaminski, Benjamin Kaufmann, Javier Romero, Torsten Schaub
2015 Lecture Notes in Computer Science  
This includes parallel solving of disjunctive logic programs, parallel optimization with orthogonal strategies, declarative support for specifying domain heuristics, a portfolio of prefabricated expert  ...  This is complemented by experiments evaluating clasp 3's optimization capacities as well as the impact of domain heuristics.  ...  For an example of such a portfolio, call clasp with option --print-portfolio. The result constitutes a portfolio of complementary default configurations for parallel ASP solving.  ... 
doi:10.1007/978-3-319-23264-5_31 fatcat:tcz5uk3hevhdll4xkbghbdelsi

Concurrent Clause Strengthening [chapter]

Siert Wieringa, Keijo Heljanko
2013 Lecture Notes in Computer Science  
The proposed technique can be applied in combination with existing parallel SAT solving techniques, including both portfolio and search space splitting approaches.  ...  Despite its conceptual simplicity the technique yields a significant improvement of those solvers' performances, in particular for unsatisfiable benchmarks.  ...  [18, 19] ) portfolio solvers have received the majority of the research attention in recent years. Some insight into the good performance of these approaches is provided in [20] .  ... 
doi:10.1007/978-3-642-39071-5_10 fatcat:dly7flh4q5gjthsi5satcox2da

Solving non-linear portfolio optimization problems with the primal-dual interior point method

Jacek Gondzio, Andreas Grothey
2007 European Journal of Operational Research  
or nonlinear utility functions in the objective, can be solved with the state-of-the-art solver.  ...  In this paper we exploit this feature and show how portfolio optimization problems with sizes measured in millions of constraints and decision variables, featuring constraints on semi-variance, skewness  ...  portfolio optimization problem these two objectives are combined into a single one of the following form f (x) = IE(F ) − ρVar(F ), (5) where F denotes the final portfolio converted into cash (3) and  ... 
doi:10.1016/j.ejor.2006.03.006 fatcat:cojyxzpsszcp3gfqfeaart5nyy
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