Experimental Testing of Advanced Scatter Search Designs for Global Optimization of Multimodal Functions

Scatter search is an evolutionary method that, unlike genetic algorithms, operates on a small set of solutions and makes only limited use of randomization as a proxy for diversification when searching for a globally optimal solution. The scatter search framework is flexible, allowing the development of alternative implementations with varying degrees of sophistication. In this paper, we test the merit of several scatter search designs in the context of global optimization of multimodal functions. We compare these designs among themselves and choose one to compare against a well-known genetic algorithm that has been specifically developed for this class of problems. The testing is performed on a set of benchmark multimodal functions with known global minima.     

Some aspects of scatter search in the flow-shop problem

The flow-shop scheduling problem with the makespan criterion is a certain strongly NP-hard case from the domain of OR. This problem, having simple formulation contrasting with its troublesome, complex and time-consuming solution methods, is ideal for testing the quality of advanced combinatorial optimization algorithms. Although many excellent approximate algorithms for the flow-shop problem have been provided, up till now, in the literature, some theoretical and experimental problems associated with an algorithm’s activity still remain unexamined. In this paper, we provide a new view on the solution space and the search process. Relying upon it, we are proposing the new approximate algorithm, which applies some properties of neighborhoods, refers to the big valley phenomenon, uses some elements of the scatter search as well as the path relinking technique. This algorithm shows up to now unprecedented accuracy, obtainable within a short time on a PC, which has been confirmed in a wide variety of computer tests. Good properties of the algorithm remain scalable if the size of instances increases.     

A GRASP and Path Relinking Heuristic for Rural Road Network Development

This paper presents a model for rural road network design that involves two objectives: maximize all season road connectivity among villages in a region and maximize route efficiency, while allocating a fix budget among a number of possible road projects. The problem is modeled as a bicriterion optimization problem and solved heuristically through a greedy randomized adaptive search procedure (GRASP) in conjunction with a path relinking procedure. The implementation of GRASP and path relinking includes two novel modifications, a new form of reactive GRASP and a new form of path relinking. Overall, the heuristic approach is streamlined through the incorporation of advanced network flow reoptimization techniques. Results indicate that this implementation outperforms both GRASP as well as a straightforward form of GRASP with path relinking. For small problem instances, for which optimality could be verified, this new, modified form of GRASP with path relinking solved all but one known instance optimally.     

Cyber Swarm Algorithms – Improving particle swarm optimization using adaptive memory strategies

Particle swarm optimization (PSO) has emerged as an acclaimed approach for solving complex optimization problems. The nature metaphors of flocking birds or schooling fish that originally motivated PSO have made the algorithm easy to describe but have also occluded the view of valuable strategies based on other foundations. From a complementary perspective, scatter search (SS) and path relinking (PR) provide an optimization framework based on the assumption that useful information about the global solution is typically contained in solutions that lie on paths from good solutions to other good solutions. Shared and contrasting principles underlying the PSO and the SS/PR methods provide a fertile basis for combining them. Drawing especially on the adaptive memory and responsive strategy elements of SS and PR, we create a combination to produce a Cyber Swarm Algorithm that proves more effective than the Standard PSO 2007 recently established as a leading form of PSO. Applied to the challenge of finding global minima for continuous nonlinear functions, the Cyber Swarm Algorithm not only is able to obtain better solutions to a well known set of benchmark functions, but also proves more robust under a wide range of experimental conditions.     

Multi-wave algorithms for metaheuristic optimization

We propose new iterated improvement neighborhood search algorithms for metaheuristic optimization by exploiting notions of conditional influence within a strategic oscillation framework. These approaches, which are unified within a class of methods called multi-wave algorithms, offer further refinements by memory based strategies that draw on the concept of persistent attractiveness. Our algorithms provide new forms of both neighborhood search methods and multi-start methods, and are readily embodied within evolutionary algorithms and memetic algorithms by solution combination mechanisms derived from path relinking. These methods can also be used to enhance branching strategies for mixed integer programming.     

Path relinking and GRG for artificial neural networks

Artificial neural networks (ANN) have been widely used for both classification and prediction. This paper is focused on the prediction problem in which an unknown function is approximated. ANNs can be viewed as models of real systems, built by tuning parameters known as weights. In training the net, the problem is to find the weights that optimize its performance (i.e., to minimize the error over the training set). Although the most popular method for training these networks is back propagation, other optimization methods such as tabu search or scatter search have been successfully applied to solve this problem. In this paper we propose a path relinking implementation to solve the neural network training problem. Our method uses GRG, a gradient-based local NLP solver, as an improvement phase, while previous approaches used simpler local optimizers. The experimentation shows that the proposed procedure can compete with the best-known algorithms in terms of solution quality, consuming a reasonable computational effort.     

Path relinking for the vehicle routing problem

This paper describes a tabu search heuristic with path relinking for the vehicle routing problem. Tabu search is a local search method that explores the solution space more thoroughly than other local search based methods by overcoming local optima. Path relinking is a method to integrate intensification and diversification in the search. It explores paths that connect previously found elite solutions. Computational results show that tabu search with path relinking is superior to pure tabu search on the vehicle routing problem.     

A Particle Swarm Optimization Algorithm with Path Relinking for the Location Routing Problem

This paper introduces a new hybrid algorithmic nature inspired approach based on particle swarm optimization, for solving successfully one of the most popular logistics management problems, the location routing problem (LRP). The proposed algorithm for the solution of the location routing problem, the hybrid particle swarm optimization (HybPSO-LRP), combines a particle swarm optimization (PSO) algorithm, the multiple phase neighborhood search – greedy randomized adaptive search procedure (MPNS-GRASP) algorithm, the expanding neighborhood search (ENS) strategy and a path relinking (PR) strategy. The algorithm is tested on a set of benchmark instances. The results of the algorithm are very satisfactory for these instances and for six of them a new best solution has been found.      

Scatter search for minimizing weighted tardiness in a single machine scheduling with setups

Single machine scheduling problems have many real-life applications and may be hard to solve due to the particular characteristics of some production environments. In this paper, we tackle the single machine scheduling problem with sequence-dependent setup times with the objective of minimizing the weighted tardiness. To solve this problem, we propose a scatter search algorithm which uses path relinking in its core. This algorithm is enhanced with some procedures to speed-up the neighbors’ evaluation and with some diversification and intensification techniques, the latter taking some elements from iterated local search. We conducted an experimental study across a well-known set of instances to analyze the contribution of each component to the overall performance of the algorithm, as well as to compare our proposal with the state-of-the-art metaheuristics, obtaining competitive results. We also propose a new benchmark with larger and more challenging instances and provide the first results for them.     

两级定位-路径问题模型及变邻域粒子群算法

为满足B2C电子商务中高效率、低成本配送需求,建立了两级定位-路径问题的三下标车流模型,提出了一种求解该问题的变邻域粒子群算法。该算法引入路径重连思想,将粒子群算法中粒子动态更新设计为当前解的邻域搜索、当前解与个体历史最优解之间的路径重连、当前解与种群历史最优解之间的路径重连;在此基础上,提出变邻域搜索策略,动态改变邻域结构以拓展搜索空间。实验结果表明,该算法能有效求解两级定位-路径问题。     

Tabu search for a multi-objective routing problem

Multi-objective optimization problems deal with the presence of different conflicting objectives. Given that it is not possible to obtain a single solution by optimizing all the objectives simultaneously, a common way to face these problems is to obtain a set of efficient solutions called the non-dominated frontier. In this paper, we address the problem of routing school buses with two objectives: minimize the number of buses, and minimize the longest time a student would have to stay in the bus. The trade-off in this problem is between service level, which is represented by the maximum route length, and operational cost, which is represented by the number of buses in the solution. We present different constructive solution methods and a tabu search procedure to obtain non-dominated solutions. The procedure is coupled with an intensification phase based on the path relinking methodology: a strategy proposed several years ago, which has been rarely used in actual implementations. Computational experiments with real data, in the context of routing school buses in a rural area, establish the effectiveness of our procedure in relation to the approach previously identified to be the best.     

Scatter Search for the 0–1 Multidimensional Knapsack Problem

The evolutionary metaheuristic called scatter search has been applied successfully to optimization problems for several years. In this paper, we apply the scatter search technique to the well-known 0–1 multidimensional knapsack problem. We propose a new relaxation-based diversification generator, which produces an initial population with elite solutions. The computational results obtained for a set of classic and correlated instances clearly show that (1) this generator can also be used as a heuristic for solving the multidimensional knapsack problem; (2) using the population produced by our generator as a starting point for the scatter search algorithm leads to better performance. We also enhance the scatter search algorithm by integrating memory and by using adapted intensification phases. Overall, the results are interesting and competitive compared to other population-based algorithms, such as genetic algorithms.      

Path Relinking, Cycle-Based Neighbourhoods and Capacitated Multicommodity Network Design

In this paper, we propose a path relinking procedure for the fixed-charge capacitated multicommodity network design problem. Cycle-based neighbourhoods are used both to move along paths between elite solutions and to generate the elite candidate set by a tabu-like local search procedure. Several variants of the method are implemented and compared. Extensive computational experiments indicate that the path relinking procedure offers excellent results. It systematically outperforms the cycle-based tabu search method in both solution quality and computational effort and offers the best current meta-heuristic for this difficult class of problems.     

Hybrid heuristics for the maximum diversity problem

The maximum diversity problem presents a challenge to solution methods based on heuristic optimization. We undertake the development of hybrid procedures within the scatter search framework with the goal of uncovering the most effective designs to tackle this difficult but important problem. Our research revealed the effectiveness of adding simple memory structures (based on recency and frequency) to key scatter search mechanisms. Our extensive experiments and related statistical tests show that the most effective scatter search variant outperforms state-of-the-art methods.     

Adaptive memory programming for matrix bandwidth minimization

In this paper we explore the influence of adaptive memory in the performance of heuristic methods when solving a hard combinatorial optimization problem. Specifically, we tackle the adaptation of tabu search and scatter search to the bandwidth minimization problem. It consists of finding a permutation of the rows and columns of a given matrix which keeps the non-zero elements in a band that is as close as possible to the main diagonal. This is a classic problem, introduced in the late sixties, that also has a well-known formulation in terms of graphs. Different exact and heuristic approaches have been proposed for the bandwidth problem. Our contribution consists of two new algorithms, one based on the tabu search methodology and the other based on the scatter search framework. We also present a hybrid method combining both for improved outcomes. Extensive computational testing shows the influence of the different elements in heuristic search, such as neighborhood definition, local search, combination methods and the use of memory. We compare our proposals with the most recent and advanced methods for this problem, concluding that our new methods can compete with them in speed and running time.     

A novel metaheuristics approach for continuous global optimization

This paper proposes a novel metaheuristics approach to find the global optimum of continuous global optimization problems with box constraints. This approach combines the characteristics of modern metaheuristics such as scatter search (SS), genetic algorithms (GAs), and tabu search (TS) and named as hybrid scatter genetic tabu (HSGT) search. The development of the HSGT search, parameter settings, experimentation, and efficiency of the HSGT search are discussed. The HSGT has been tested against a simulated annealing algorithm, a GA under the name GENOCOP, and a modified version of a hybrid scatter genetic (HSG) search by using 19 well known test functions. Applications to Neural Network training are also examined. From the computational results, the HSGT search proved to be quite effective in identifying the global optimum solution which makes the HSGT search a promising approach to solve the general nonlinear optimization problem.     

Multi-start and path relinking methods to deal with multiobjective knapsack problems

This paper deals with a multiobjective combinatorial optimization problem called Extended Knapsack Problem. By applying multi-start search and path relinking we rapidly guide the search toward the most balanced zone of the Pareto-optimal front. The Pareto relation is applied in order to designate a subset of the best generated solutions to be the current efficient set of solutions. The max-min criterion with the Hamming distance is used as a measure of dissimilarity in order to find diverse solutions to be combined. The performance of our approach is compared with several state-of-the-art MOEAs for a suite test problems taken from the literature.     

Path-relinking intensification methods for stochastic local search algorithms

Path-relinking is major enhancement to heuristic search methods for solving combinatorial optimization problems, leading to significant improvements in both solution quality and running times. We review its fundamentals and implementation strategies, as well as advanced hybridizations with more elaborate metaheuristic schemes such as tabu search, GRASP, genetic algorithms and scatter search. Numerical examples are discussed and algorithms compared based on their run time distributions.     

Meta-heuristic approaches with memory and evolution for a multi-product production/distribution system design problem

We consider a multi-product two-stage production/distribution system design problem (PDSD) where a fixed number of capacitated distribution centers are to be located with respect to capacitated suppliers (plants) and retail locations (customers) while minimizing the total costs in the system. We present a mixed-integer problem formulation that facilitates the development of efficient heuristic procedures. We provide meta-heuristic procedures, including a population-based scatter search with path relinking and trajectory-based local and tabu search, for the solution of the problem. We also develop efficient construction heuristics and transshipment heuristics that are incorporated into the heuristic procedures for the solution of subproblems. We present extensive computational results that show the high performance of the solution approaches. We obtain smaller than 1.0% average optimality gaps with acceptable runtimes, even for relatively large problems. The computational results also demonstrate the effectiveness of the construction and transshipment heuristics that impact the solution quality and overall runtimes.     

“MOSS” multiobjective scatter search applied to non-linear multiple criteria optimization

This paper introduces a multiple criteria scatter search to deal with bounded constrained non-linear continuous vector optimization problems of high dimension, applying a MultiStart Tabu Search (TS) as a diversification generation method, each TS works with its own starting point, recency memory, and aspiration threshold. Frequency memory is used to diversify the search and it is shared between the TS. A Pareto relation is applied in order to designate a subset of the best generated solutions to be reference solutions. A choice function called Kramer Choice function is used to divide the reference solutions in two subsets. The Euclidean distance is used as a measure of dissimilarity in order to find diverse solutions to be combined. Linear combinations of the reference solutions are used as a solution combination method. “Balls” in the decision space and the objective space are used to avoid duplications. Different tabu sets with different tabu tenures are employed in the scatter phase to enhance the diversity of the search. The performance of our approach is compared with Pareto-optimal frontiers and three other state-of-the-art MOEAs for a suite test problems taken from the literature.