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Difference-map algorithm
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Difference-map algorithm : ウィキペディア英語版
Difference-map algorithm

The difference-map algorithm is a search algorithm for general constraint satisfaction problems. It is a meta-algorithm in the sense that it is built from more basic algorithms that perform projections onto constraint sets. From a mathematical perspective, the difference-map algorithm is a dynamical system based on a mapping of Euclidean space. Solutions are encoded as fixed points of the mapping.
Although originally conceived as a general method for solving the phase problem, the difference-map algorithm has been used for the boolean satisfiability problem, protein structure prediction, Ramsey numbers, diophantine equations, and ''Sudoku'',〔V. Elser, I. Rankenburg, and P. Thibault, "Searching with iterated maps". ''Proceedings of the National Academy of Sciences'' USA. (2007). 104:418-423. http://www.pnas.org/cgi/content/short/104/2/418〕 as well as sphere- and disk-packing problems.〔S. Gravel, V. Elser, "Divide and concur: A general approach to constraint satisfaction". ''Physical Review E''. (2008). 78:036706. http://link.aps.org/doi/10.1103/PhysRevE.78.036706〕 Since these applications include NP-complete problems, the scope of the difference map is that of an incomplete algorithm. Whereas incomplete algorithms can efficiently verify solutions (once a candidate is found), they cannot prove that a solution does not exist.
The difference-map algorithm is a generalization of two iterative methods: Fienup's Hybrid input output (HIO) algorithm for phase retrieval
〔J.R. Fienup, "Phase retrieval algorithms: a comparison". ''Applied Optics''. (1982). 21:2758-2769.〕 and the Douglas-Rachford algorithm〔H.H. Bauschke, P.L. Combettes, and D.R. Luke, "Phase retrieval, error reduction algorithm, and Fienup variants: a view from convex optimization". ''Journal of the Optical Society of America A''. (2002). 19:1334-1345.〕 for convex optimization. Iterative methods, in general, have a long history in phase retrieval and convex optimization. The use of this style of algorithm for hard, non-convex problems is a more recent development.
==Algorithm==

The problem to be solved must first be formulated as a set intersection problem in Euclidean space: find an x in the intersection of sets A and B. Another prerequisite is an implementation of the projections P_A and P_B that, given an arbitrary input point x, return a point in the constraint set A or B that is nearest to x. One iteration of the algorithm is given by the mapping:
:
\begin
x \mapsto D(x) &= x + \beta \left(P_A \left( f_B(x)\right) - P_B \left( f_A(x)\right)\right ), \\
f_A(x) &= P_A(x) - \frac\left( P_A(x) - x\right), \\
f_B(x) &= P_B(x) + \frac\left( P_B(x) - x\right)
\end

The real parameter \beta should not be equal to 0 but can have either sign; optimal values depend on the application and are determined through experimentation. As a first guess, the choice \beta = 1 (or \beta = -1) is recommended because it reduces the number of projection computations per iteration:
:D(x) = x + P_A\left( 2P_B(x) - x\right)-P_B(x)
A point x is a fixed point of the map x \mapsto D(x) precisely when P_A\left(f_B(x)\right) = P_B\left(f_A(x)\right). Since the left-hand side is an element of A and the RHS is an element of B, the equality implies that we have found a common element to the two constraint sets. Note that the fixed point x itself need not belong to either A or B. The set of fixed points will typically have much higher dimension than the set of solutions.
The progress of the algorithm can be monitored by inspecting the norm of the difference of the two projections:
:\Delta = \left| P_A \left( f_B(x)\right) - P_B \left( f_A(x)\right)\right|.
When this vanishes, a point common to both constraint sets has been found and the algorithm can be terminated.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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