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.     

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.     

第三方库存-路线问题的模型及混合遗传算法设计

根据第三方库存-路线问题的特点,以车辆租赁费用和运行费用之和为目标函数,不限制客户每次的配送量小于车辆容量,建立了满载运输和非满载运输混合的整数规划模型.针对第三方库存-路线问题的复杂性,本文设计嵌入禁忌搜索的遗传算法来同时决策库存和路线问题.首先对配送间隔进行编码,然后用禁忌搜索法计算每天需要配送的车辆路线问题.最后与其下界值进行比较,结果表明该算法是一个有效的算法,不但第三方能取得较低的运营总成本和较高的车辆利用率,而且也能为客户节约库存空间.     

Bayesian variable selection in generalized linear models using a combination of stochastic optimization methods

In this paper the usage of a stochastic optimization algorithm as a model search tool is proposed for the Bayesian variable selection problem in generalized linear models. Combining aspects of three well known stochastic optimization algorithms, namely, simulated annealing, genetic algorithm and tabu search, a powerful model search algorithm is produced. After choosing suitable priors, the posterior model probability is used as a criterion function for the algorithm; in cases when it is not analytically tractable Laplace approximation is used. The proposed algorithm is illustrated on normal linear and logistic regression models, for simulated and real-life examples, and it is shown that, with a very low computational cost, it achieves improved performance when compared with popular MCMC algorithms, such as the MCMC model composition, as well as with “vanilla” versions of simulated annealing, genetic algorithm and tabu search.     

Constraint-based search for optimal Golomb rulers

Finding optimal Golomb rulers is an extremely challenging combinatorial problem. The distance between each pair of mark is unique in a Golomb ruler. For a given number of marks, an optimal Golomb ruler has the minimum length. Golomb rulers are used in application areas such as X-ray crystallography, radio astronomy, information theory, and pulse phase modulation. The most recent optimal Golomb ruler search algorithm hybridises a range of techniques such as greedy randomised adaptive search, scatter search, tabu search, clustering techniques, and constraint programming, and obtains optimal Golomb rulers of up to 16 marks with very low success rates. In this paper, we provide tight upper bounds for Golomb ruler marks and present heuristic-based effective domain reduction techniques. Using these along with tabu and configuration checking meta-heuristics, we then develop a constraint-based multi-point local search algorithm to perform a satisfaction search for optimal Golomb rulers of specified length. We then present an algorithm to perform an optimisation search that minimises the length using the satisfaction search repeatedly. Our satisfaction search finds optimal Golomb rulers of up to 19 marks while the optimisation search finds up to 17 marks.     

A discrete particle swarm optimization method for feature selection in binary classification problems

This paper investigates the feature subset selection problem for the binary classification problem using logistic regression model. We developed a modified discrete particle swarm optimization (PSO) algorithm for the feature subset selection problem. This approach embodies an adaptive feature selection procedure which dynamically accounts for the relevance and dependence of the features included the feature subset. We compare the proposed methodology with the tabu search and scatter search algorithms using publicly available datasets. The results show that the proposed discrete PSO algorithm is competitive in terms of both classification accuracy and computational performance.     

Tabu search and GRASP for the maximum diversity problem

In this paper, we develop new heuristic procedures for the maximum diversity problem (MDP). This NP-hard problem has a significant number of practical applications such as environmental balance, telecommunication services or genetic engineering. The proposed algorithm is based on the tabu search methodology and incorporates memory structures for both construction and improvement. Although proposed in seminal tabu search papers, memory-based constructions have often been implemented in naïve ways that disregard important elements of the fundamental tabu search proposals. We will compare our tabu search construction with a memory-less design and with previous algorithms recently developed for this problem. The constructive method can be coupled with a local search procedure or a short-term tabu search for improved outcomes. Extensive computational experiments with medium and large instances show that the proposed procedure outperforms the best heuristics reported in the literature within short computational times.     

An Application of a Multi-Objective Tabu Search Algorithm to a Bicriteria Flowshop Problem

This paper proposes a new tabu search algorithm for multi-objective combinatorial problems with the goal of obtaining a good approximation of the Pareto-optimal or efficient solutions. The algorithm works with several paths of solutions in parallel, each with its own tabu list, and the Pareto dominance concept is used to select solutions from the neighborhoods. In this way we obtain at each step a set of local nondominated points. The dispersion of points is achieved by a clustering procedure that groups together close points of this set and then selects the centroids of the clusters as search directions. A nice feature of this multi-objective algorithm is that it introduces only one additional parameter, namely, the number of paths. The algorithm is applied to the permutation flowshop scheduling problem in order to minimize the criteria of makespan and maximum tardiness. For instances involving two machines, the performance of the algorithm is tested against a Branch-and-Bound algorithm proposed in the literature, and for more than two machines it is compared with that of a tabu search algorithm and a genetic local search algorithm, both from the literature. Computational results show that the heuristic yields a better approximation than these algorithms.     

A tabu search and a genetic algorithm for solving a bicriteria general job shop scheduling problem

This paper deals with a general job shop scheduling problem with multiple constraints, coming from printing and boarding industry. The objective is the minimization of two criteria, the makespan and the maximum lateness, and we are interested in finding an approximation of the Pareto frontier. We propose a fast and elitist genetic algorithm based on NSGA-II for solving the problem. The initial population of this algorithm is either randomly generated or partially generated by using a tabu search algorithm, that minimizes a linear combination of the two criteria. Both the genetic and the tabu search algorithms are tested on benchmark instances from flexible job shop literature and computational results show the interest of both methods to obtain an efficient and effective resolution method.     

一种改进的禁忌搜索算法及其在选址问题中的应用

本文研究了选址问题中无容量限制的p-中值问题,在Rolland等人提出的有效禁忌搜索算法基础上,提出了一种以目标函数变化量作为评价函数的改进禁忌搜索算法,并进行了理论分析,然后将其与有效禁忌搜索算法作了性能比较.通过比较三个公共测试数据集的计算结果,验证了本文提出的禁忌搜索算法的可行性和有效性.     

Scatter tabu search for multiobjective clustering problems

We propose a hybrid heuristic procedure based on scatter search and tabu search for the problem of clustering objects to optimize multiple criteria. Our goal is to search for good approximations of the efficient frontier for this class of problems and provide a means for improving decision making in multiple application areas. Our procedure can be viewed as an extension of SSPMO (a scatter search application to nonlinear multiobjective optimization) to which we add new elements and strategies specially suited for combinatorial optimization problems. Clustering problems have been the subject of numerous studies; however, most of the work has focused on single-objective problems. Clustering using multiple criteria and/or multiple data sources has received limited attention in the operational research literature. Our scatter tabu search implementation is general and tackles several problems classes within this area of combinatorial data analysis. We conduct extensive experimentation to show that our method is capable of delivering good approximations of the efficient frontier for improved analysis and decision making.     

A tabu search heuristic for the generalized minimum spanning tree problem

This paper describes an attribute based tabu search heuristic for the generalized minimum spanning tree problem (GMSTP) known to be NP-hard. Given a graph whose vertex set is partitioned into clusters, the GMSTP consists of designing a minimum cost tree spanning all clusters. An attribute based tabu search heuristic employing new neighborhoods is proposed. An extended set of TSPLIB test instances for the GMSTP is generated and the heuristic is compared with recently proposed genetic algorithms. The proposed heuristic yields the best results for all instances. Moreover, an adaptation of the tabu search algorithm is proposed for a variation of the GMSTP in which each cluster must be spanned at least once.     

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.     

Ant colonies for the quadratic assignment problem

This paper presents HAS–QAP, a hybrid ant colony system coupled with a local search, applied to the quadratic assignment problem. HAS–QAP uses pheromone trail information to perform modifications on QAP solutions, unlike more traditional ant systems that use pheromone trail information to construct complete solutions. HAS–QAP is analysed and compared with some of the best heuristics available for the QAP: two versions of tabu search, namely, robust and reactive tabu search, hybrid genetic algorithm, and a simulated annealing method. Experimental results show that HAS–QAP and the hybrid genetic algorithm perform best on real world, irregular and structured problems due to their ability to find the structure of good solutions, while HAS–QAP performance is less competitive on random, regular and unstructured problems.     

Scatter Search and Genetic Algorithms for MAX-SAT Problems

In this paper, both scatter search (SS) and genetic algorithms (GAs) are studied for the NP-Hard optimization variant of the satisfiability problem, namely MAX-SAT. First, we investigate a new selection strategy based on both fitness and diversity to choose individuals to participate in the reproduction phase of a genetic algorithm. The resulting algorithm is enhanced in two ways leading to two genetic algorithm variants: the first one uses a uniform crossover. The second one uses a specific crossover operator (to MAX-SAT). The crossover operator is combined with an improved stochastic local search (SLS). The crossover operator is used to identify promising regions while the stochastic local search performs an intensified search of solutions around these regions. Secondly, we propose a scatter search variant for MAX-SAT. Both the SS and the GAs implementations share the solution selection strategy, the improved SLS method and the combination operator. Experiments on several instances from MAX-SAT libraries are performed to show and compare the effectiveness of our approaches. The computational experiments show that both (SS) and (GAs) with a stochastic local search (SLS) improvement technique outperform a classical genetic algorithm (without SLS). The two metaheuristics are able of balancing search diversification and intensification which leads to good results. In general, the specific genetic algorithm with a (SLS) improvement technique and a specific combination method provides competitive results and finds solutions of a higher quality than a scatter search.     

Principles of scatter search

Scatter search is an evolutionary method that has been successfully applied to hard optimization problems. The fundamental concepts and principles of the method were first proposed in the 1970s, based on formulations dating back to the 1960s for combining decision rules and problem constraints. In contrast to other evolutionary methods like genetic algorithms, scatter search is founded on the premise that systematic designs and methods for creating new solutions afford significant benefits beyond those derived from recourse to randomization. It uses strategies for search diversification and intensification that have proved effective in a variety of optimization problems.This paper provides the main principles and ideas of scatter search and its generalized form path relinking. We first describe a basic design to give the reader the tools to create relatively simple implementations. More advanced designs derive from the fact that scatter search and path relinking are also intimately related to the tabu search (TS) metaheuristic, and gain additional advantage by making use of TS adaptive memory and associated memory-exploiting mechanisms capable of being tailored to particular contexts. These and other advanced processes described in the paper facilitate the creation of sophisticated implementations for hard problems that often arise in practical settings. Due to their flexibility and proven effectiveness, scatter search and path relinking can be successfully adapted to tackle optimization problems spanning a wide range of applications and a diverse collection of structures, as shown in the papers of this volume.     

Local search heuristics for single-machine scheduling with batching to minimize the number of late jobs

Local search heuristics are developed for a problem of scheduling jobs on a single machine. Jobs are partitioned into families, and a set-up time is necessary when there is a switch in processing jobs from one family to jobs of another family. The objective is to minimize the number of late jobs. Four alternative local search methods are proposed: multi-start descent, simulated annealing, tabu search and a genetic algorithm. The performance of these heuristics is evaluated on a large set of test problems. The best results are obtained with the genetic algorithm; multi-start descent also performs quite well.     

Scheduling ambulance crews for maximum coverage

This paper addresses the problem of scheduling ambulance crews in order to maximize the coverage throughout a planning horizon. The problem includes the subproblem of locating ambulances to maximize expected coverage with probabilistic response times, for which a tabu search algorithm is developed. The proposed tabu search algorithm is empirically shown to outperform previous approaches for this subproblem. Two integer programming models that use the output of the tabu search algorithm are constructed for the main problem. Computational experiments with real data are conducted. A comparison of the results of the models is presented.     

Heuristics for matrix bandwidth reduction

In this work, we provide two heuristic algorithms for the matrix bandwidth reduction problem. The first is a genetic algorithm and the second uses node label adjustments. Experiments show these heuristics improve solution quality when compared with the well-known GPS algorithm and recently-developed methods using tabu search and GRASP with Path Relinking. Further, the node adjustment approach obtains solutions at speeds comparable to the fast GPS algorithm.     

A hybrid single and dual population search procedure for the job shop scheduling problem

This paper presents a genetic algorithm and a scatter search procedure to solve the well-known job shop scheduling problem. In contrast to the single population search performed by the genetic algorithm, the scatter search algorithm splits the population of solutions in a diverse and high-quality set to exchange information between individuals in a controlled way. The extension from a single to a dual population, by taking problem specific characteristics into account, can be seen as a stimulator to add diversity in the search process. This has a positive influence on the important balance between intensification and diversification. Computational experiments verify the benefit of this diversity on the effectiveness of the meta-heuristic search process. Various algorithmic parameters from literature are embedded in both procedures and a detailed comparison is made. A set of standard instances is used to compare the different approaches and the best obtained results are benchmarked against heuristic solutions found in literature.