Optimal search strategies using simultaneous generalized hill climbing algorithms

Optimal search strategies for conducting reconnaissance, surveillance or search and rescue operations with limited assets are of significant interest to military decision makers. Multiple search platforms with varying capabilities can be deployed individually or simultaneously for these operations (e.g., helicopters, fixed wing or satellite). Due to the timeliness required in these operations, efficient use of available search platforms is critical to the success of such missions. Designing optimal search strategies over multiple search platforms can be modeled and solved as a multiple traveling salesman problem (MTSP). This paper demonstrates how simultaneous generalized hill climbing algorithms (SGHC) can be used to determine optimal search strategies over multiple search platforms for the MTSP. Computational results with SGHC algorithms applied to the MTSP are reported. These results demonstrate that when limited computing budgets are available, optimal/near-optimal search strategies over multiple search platforms can be obtained more efficiently using SGHC algorithms compared to other generalized hill climbing algorithms. Applications and extensions of this research to other military applications are also discussed.     

Digraph searching, directed vertex separation and directed pathwidth

The four digraph search models, directed search, undirected search, strong search, and weak search, are studied in this paper. There are three types of actions for searchers in these models: placing, removing, and sliding. The four models differ in the abilities of searchers and intruders depending on whether or not they must obey the edge directions when they move along the directed edges. In this paper, we investigate the relationships between these search models. We introduce the concept of directed vertex separation for digraphs. We also discuss the properties of directed vertex separation, and investigate the relations between directed vertex separation, directed pathwidth and search numbers in different search models.     

一类二次半定规划内点算法的搜索方向

利用牛顿法求解一类二次半定规划的扰动KKT方程组,得出这类二次半定规划原始-对偶路径跟踪算法搜索方向求解的统一形式,以及HKM搜索方向和NT搜索方向存在唯一的充分条件,最后给出了计算搜索方向的表达式,和特殊情况下搜索方向的计算方法.     

Parameters identification of chaotic system by chaotic gravitational search algorithm

In this paper, for the parameter identification problem of chaotic system, a chaotic gravitational search algorithm (CGSA) is proposed. At first, an iterative chaotic map with infinite collapses is introduced and chaotic local search (CLS) is designed, then CLS and basic gravitational search are combined in the procedure frame. The CGSA is composed of coarse gravitational search and fine chaotic local search, while chaotic search seeks the optimal solution further, based on the current best solution found by the coarse gravitational search. In order to show the effectiveness of CGSA, both offline and online parameter identifications of Lorenz system are conducted in comparative experiments, while the performances of CGSA are compared with GA, PSO and GSA. The results demonstrate the effectiveness and efficiency of CGSA in solving the problem of parameter identification of chaotic system, and the improvement to GSA has been verified.     

Convergence of nonmonotone line search method

In this paper, we develop a new nonmonotone line search for general line search method and establish some global convergence theorems. The new nonmonotone line search is a novel form of the nonmonotone Armijo line search and allows one to choose a larger step size at each iteration, which is available in constructing new line search methods and possibly reduces the function evaluations at each iteration. Moreover, we analyze the convergence rate of some special line search methods with the new line search. Preliminary numerical results show that some line search methods with the new nonmonotone line search are available and efficient in practical computation.     

Complete Local Search with Memory

Neighborhood search heuristics like local search and its variants are some of the most popular approaches to solve discrete optimization problems of moderate to large size. Apart from tabu search, most of these heuristics are memoryless. In this paper we introduce a new neighborhood search heuristic that makes effective use of memory structures in a way that is different from that in common implementations of tabu search. We report computational experiments with this heuristic on the traveling salesperson problem and the subset sum problem.     

Global and Local Search Algorithms for Concave Cost Transshipment Problems

Traditionally, the minimum cost transshipment problems have been simplified as linear cost problems, which are not practical in real applications. Recently, some advanced local search algorithms have been developed that can directly solve concave cost bipartite network problems. However, they are not applicable to general transshipment problems. Moreover, the effectiveness of these modified local search algorithms for solving general concave cost transshipment problems is doubtful. In this research, we propose a global search algorithm for solving concave cost transshipment problems. Effecient methods for encoding, generating initial populations, selection, crossover and mutation are proposed, according to the problem characteristics. To evaluate the effectiveness of the proposed global search algorithm, four advanced local search algorithms based on the threshold accepting algorithm, the great deluge algorithm, and the tabu search algorithm, are also developed and are used for comparison purpose. To assist with the comparison of the proposed algorithms, a randomized network generator is designed to produce test problems. All the tests are performed on a personal computer. The results indicate that the proposed global search algorithm is more effective than the four advanced local algorithms, for solving concave cost transshipment problems.     

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.     

A comparison of local search methods for flow shop scheduling

Local search techniques are widely used to obtain approximate solutions to a variety of combinatorial optimization problems. Two important categories of local search methods are neighbourhood search and genetic algorithms. Commonly used neighbourhood search methods include descent, threshold accepting, simulated annealing and tabu search. In this paper, we present a computational study that compares these four neighbourhood search methods, a genetic algorithm, and a hybrid method in which descent is incorporated into the genetic algorithm. The performance of these six local search methods is evaluated on the problem of scheduling jobs in a permutation flow shop to minimize the total weighted completion time. Based on the results of extensive computational tests, simulated annealing is found to generate better quality solutions than the other neighborhood search methods. However, the results also indicate that the hybrid genetic descent algorithm is superior to simulated annealing.     

Expected hitting times for Backtracking Adaptive Search

This article analyses a counting process associated with a stochastic process arising in global optimisation. Backtracking adaptive search (BAS) is a theoretical stochastic global optimisation algorithm modelling the temporary acceptance of solutions of lower quality. BAS generalises the pure adaptive search and hesitant adaptive search algorithms, whose full search duration distributions are known. This article gives the exact expected search duration for backtracking adaptive search.     

Flow Search Approach and New Bounds for the m-Step Linear Conjugate Gradient Algorithm

A flow search approach is presented in this paper. In the approach, each iterative process involves a subproblem, whose variables are the stepsize parameters. Every feasible solution of the subproblem corresponds to some serial search stages, the stepsize parameters in different search stages may interact mutually, and their optimal values are determined by evaluating the total effect of the interaction. The main idea of the flow search approach is illustrated via the minimization of a convex quadratic function. Based on the flow search approach, some properties of the m-step linear conjugate gradient algorithm are analyzed and new bounds on its convergence rate are also presented. Theoretical and numerical results indicate that the new bounds are better than the well-known ones.     

Convergence of quasi-Newton method with new inexact line search

Quasi-Newton method is a well-known effective method for solving optimization problems. Since it is a line search method, which needs a line search procedure after determining a search direction at each iteration, we must decide a line search rule to choose a step size along a search direction. In this paper, we propose a new inexact line search rule for quasi-Newton method and establish some global convergent results of this method. These results are useful in designing new quasi-Newton methods. Moreover, we analyze the convergence rate of quasi-Newton method with the new line search rule.     

Test driving three 1995 genetic algorithms: New test functions and geometric matching

Genetic algorithms have attracted a good deal of interest in the heuristic search community. Yet there are several different types of genetic algorithms with varying performance and search characteristics. In this article we look at three genetic algorithms: an elitist simple genetic algorithm, the CHC algorithm and Genitor. One problem in comparing algorithms is that most test problems in the genetic algorithm literature can be solved using simple local search methods. In this article, the three algorithms are compared using new test problems that are not readily solved using simple local search methods. We then compare a local search method to genetic algorithms for geometric matching and examine a hybrid algorithm that combines local and genetic search. The geometric matching problem matches a model (e.g., a line drawing) to a subset of lines contained in a field of line fragments. Local search is currently the best known method for solving general geometric matching problems.     

Convergence of descent method with new line search

An efficient descent method for unconstrained optimization problems is line search method in which the step size is required to choose at each iteration after a descent direction is determined. There are many ways to choose the step sizes, such as the exact line search, Armijo line search, Goldstein line search, and Wolfe line search, etc. In this paper we propose a new inexact line search for a general descent method and establish some global convergence properties. This new line search has many advantages comparing with other similar inexact line searches. Moreover, we analyze the global convergence and local convergence rate of some special descent methods with the new line search. Preliminary numerical results show that the new line search is available and efficient in practical computation.     

Tabu search for the single row facility layout problem using exhaustive 2-opt and insertion neighborhoods

The single row facility layout problem (SRFLP) is the problem of arranging facilities with given lengths on a line, while minimizing the weighted sum of the distances between all pairs of facilities. The problem is NP-hard. In this paper, we present two tabu search implementations, one involving an exhaustive search of the 2-opt neighborhood and the other involving an exhaustive search of the insertion neighborhood. We also present techniques to significantly speed up the search of the two neighborhoods. Our computational experiments show that the speed up techniques are effective, and our tabu search implementations are competitive. Our tabu search implementations improved previously known best solutions for 23 out of the 43 large sized SRFLP benchmark instances.     

A diversified Tabu search approach for the open-pit mine production scheduling problem with metal uncertainty

This paper presents a metaheuristic solution approach based on Tabu search for the open-pit mine production scheduling problem with metal uncertainty. To search the feasible domain more extensively, two different diversification strategies are used to generate several initial solutions to be optimized by the Tabu search procedure. The first diversification strategy exploits a long-term memory of the search history. The second one relies on the variable neighborhood search method. Numerical results on realistic large-scale instances are provided to indicate the efficiency of the solution approach to produce very good solutions in relatively short computational times.     

On the solution of the unidimensional local minimization problem

If the functionf to be minimized is not unimodal, the Fibonacci search and the golden section search can determine final search intervals where the functionf takes greater values than at the borders of the first search interval. This can be avoided by small modifications for sequential search procedures where, in each iteration step,f is evaluated at two interior points of the present search interval. The properties of the point of concentration of the search intervals are given.     

A priority list based heuristic for the job shop problem: part 2 tabu search

Following a recent paper by the same author, a priority list-based tabu search heuristic is compared with the leading schedule-based tabu search heuristic of Nowicki and Smutnicki. More search neighbourhoods are required to achieve a given average makespan, but each priority list neighbourhood is searched much faster than the corresponding neighbourhood in the space of feasible schedules. Priority list-based tabu search therefore outperforms schedule-based tabu search in terms of elapsed CPU time.     

On the Nonmonotone Line Search

The technique of nonmonotone line search has received many successful applications and extensions in nonlinear optimization. This paper provides some basic analyses of the nonmonotone line search. Specifically, we analyze the nonmonotone line search methods for general nonconvex functions along different lines. The analyses are helpful in establishing the global convergence of a nonmonotone line search method under weaker conditions on the search direction. We explore also the relations between nonmonotone line search and R-linear convergence assuming that the objective function is uniformly convex. In addition, by taking the inexact Newton method as an example, we observe a numerical drawback of the original nonmonotone line search and suggest a standard Armijo line search when the nonmonotone line search condition is not satisfied by the prior trial steplength. The numerical results show the usefulness of such suggestion for the inexact Newton method.     

An Application of Tabu Search Heuristic for the Maximum Edge-Weighted Subgraph Problem

The purpose of this article is to describe an efficient search heuristic for the Maximum Edge-weighted Subgraph (MEwS) problem. This problem requires to find a subgraph such that the sum of the weights associated with the edges of the subgraph is maximized subject to a cardinality constraint. In this study a tabu search heuristic for the MEwS problem is proposed. Different algorithms to obtain an initial solution are presented. One neighborhood search strategy is also proposed. Preliminary computational results are reported for randomly generated test problems of MEwS problem with different densities and sizes. For most of test problems, the tabu search heuristic found good solutions. In addition, for large size test problems, the tabu search outperformed the local search heuristic appearing in the literature.