New Optimality Test for Branch-and-Bound Based Comprehensive Subset Search

"New Optimality Test for Branch-and-Bound Based

Comprehensive Subset Search"

Xuelei (Sherry) Ni and Xiaoming Huo

First submitted in August 2005

I. The software

II. Organization

To generate the illustrative example in Section 5.1, run "script01.m", which calls functions: "pairtreeRSS.m", "pairtreeLB.m" and "pairtreeLBOT.m". The numbers of rows in outputs 'ptRSS', 'ptRSSLB' and 'ptRSSLBOT' are the numbers of subset-pairs that corresponding scheme have scanned through. "pairtreeRSS.m" generates the entire pair tree without pruning; "pairtreeLB.m" prunes the pair tree with the Furnival-Wilson type of test; "pairtreeLBOT.m" applies both the F-W test and the newly proposed test.
"script02.m" run the 1000 simulations as in Section 5.2. "script02_fig.m" generates the two figures that are used in the paper.
"script03.m" was used to produce the example in Section 5.3. Note that function "pairtreeLBOT_AIC.m" incorporate the early stopping rule that was described in Section 4.3
MAT files "sc01", "sc02" and "sc03" contained saved results that we have obtained. See corresponding scripts for details.

Send comments and questions to xiaoming AT isye.gatech.edu.