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.     

A Case Study of Stochastic Optimization in Health Policy: Problem Formulation and Preliminary Results

We use Bayesian decision theory to address a variable selection problem arising in attempts to indirectly measure the quality of hospital care, by comparing observed mortality rates to expected values based on patient sickness at admission. Our method weighs data collection costs against predictive accuracy to find an optimal subset of the available admission sickness variables. The approach involves maximizing expected utility across possible subsets, using Monte Carlo methods based on random division of the available data into N modeling and validation splits to approximate the expectation. After exploring the geometry of the solution space, we compare a variety of stochastic optimization methods –- including genetic algorithms (GA), simulated annealing (SA), tabu search (TS), threshold acceptance (TA), and messy simulated annealing (MSA) –- on their performance in finding good subsets of variables, and we clarify the role of N in the optimization. Preliminary results indicate that TS is somewhat better than TA and SA in this problem, with MSA and GA well behind the other three methods. Sensitivity analysis reveals broad stability of our conclusions.     

Hybrid Population-Based Algorithms for the Bi-Objective Quadratic Assignment Problem

We present variants of an ant colony optimization (MO-ACO) algorithm and of an evolutionary algorithm (SPEA2) for tackling multi-objective combinatorial optimization problems, hybridized with an iterative improvement algorithm and the robust tabu search algorithm. The performance of the resulting hybrid stochastic local search (SLS) algorithms is experimentally investigated for the bi-objective quadratic assignment problem (bQAP) and compared against repeated applications of the underlying local search algorithms for several scalarizations. The experiments consider structured and unstructured bQAP instances with various degrees of correlation between the flow matrices. We do a systematic experimental analysis of the algorithms using outperformance relations and the attainment functions methodology to asses differences in the performance of the algorithms. The experimental results show the usefulness of the hybrid algorithms if the available computation time is not too limited and identify SPEA2 hybridized with very short tabu search runs as the most promising variant. This research was mainly done while Luís Paquete and Thomas Stützle were with the Intellectics Group at the Computer Science Department of Darmstadt University of Technology, Germany     

A hybrid of adaptive large neighborhood search and tabu search for the order-batching problem

Given a set of customer orders and a routing policy, the goal of the order-batching problem?(OBP) is to group customer orders to picking orders (batches) such that the total length of all tours through a rectangular warehouse is minimized. Because order picking is considered the most labor-intensive process in warehousing, effectively batching customer orders can result in considerable savings. The OBP is NP-hard if the number of orders per batch is greater than two, and the exact solution methods proposed in the literature are not able to consistently solve larger instances. To address larger instances, we develop a metaheuristic hybrid based on adaptive large neighborhood search and tabu search, called ALNS/TS. In numerical studies, we conduct an extensive comparison of ALNS/TS to all previously published OBP methods that have used standard benchmark sets to investigate their performance. ALNS/TS outperforms all comparison methods with respect to both average solution quality and run-time. Compared to the state-of-the-art, ALNS/TS shows the clearest advantages on the larger instances of the existing benchmark sets, which assume a higher number of customer orders and higher capacities of the picking device. Finally, ALNS/TS is able to solve newly generated large-scale instances with up to 600 customer orders and six articles per customer order with reasonable run-times and convincing scaling behavior and robustness.     

Solving a dynamic cell formation problem using metaheuristics

In this paper, solving a cell formation (CF) problem in dynamic condition is going to be discussed by using some traditional metaheuristic methods such as genetic algorithm (GA), simulated annealing (SA) and tabu search (TS). Most of previous researches were done under the static condition. Due to the fact that CF is a NP-hard problem, then solving the model using classical optimization methods needs a long computational time. In this research, a nonlinear integer model of CF is first given and then solved by GA, SA and TS. Then, the results are compared with the optimal solution and the efficiency of the proposed algorithms is discussed.     

Search heuristics for a flowshop scheduling problem in a printed circuit board assembly process

We consider a scheduling problem in a factory producing printed circuit boards (PCBs). The PCB assembly process in this factory can be regarded as a flowshop which has two special characteristics: jobs have sequence dependent setup times and each job consists of a lot (batch) of identical PCBs. Because of the latter characteristic, it is possible to start a job on a following machine before the job is entirely completed on a previous machine, that is, there is time-lag between machines. In this paper, we propose several heuristics, including taboo search (TS) and simulated annealing (SA) methods, for this generalized flowshop scheduling problem with the objective of minimizing mean tardiness. We compare suggested heuristics after series of tests to find appropriate values for parameters needed for the two search algorithms, TS and SA. Results of computational tests on randomly generated test problems are reported.     

A reactive tabu search for the vehicle routing problem

The classical vehicle routing problem (VRP) involves determining a fleet of homogeneous size vehicles and designing an associated set of routes that minimizes the total cost. Our tabu search (TS) algorithm to solve the VRP is based on reactive tabu search (RTS) with a new escape mechanism, which manipulates different neighbourhood schemes in a very sophisticated way in order to get a balanced intensification and diversification continuously during the search process. We compare our algorithm with the best methods in the literature using different data sets and report results including new best known solutions for several well-known benchmark problems.     

On the Convergence of Tabu Search

The Tabu Search (TS) meta-heuristic has proved highly successful for solving combinatorial and nonlinear problems. A key aspect of TS consists of using adaptive forms of memory to forbid the search process to revisit solutions already examined unless the trajectory to reach it is different. In Glover (ORSA Journal on Computing, 1990, 2, 4–32) a special memory design was proposed together with a choice rule for handling the situation where the method was compelled to revisit solutions already encountered. This proposal, which specified the exploration should resume from the earliest solution visited in the past, as accompanied by the conjecture that such a choice has implications for finiteness in the zero-one integer program and optimal set membership examples. Up to now numerous applications of TS in various areas of research are available, however, we are aware of only a few results concerning the convergence of TS. In this paper, we prove that Glover's conjecture is true if the neighborhood employed is strongly connected, yielding a reversible path from each solution to every other solution.     

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.     

A heuristic method for non-homogeneous redundancy optimization of series-parallel multi-state systems

This paper develops an efficient heuristic to solve the non-homogeneous redundancy allocation problem for multi-state series-parallel systems. Non identical components can be used in parallel to improve the system availability by providing redundancy in subsystems. Multiple component choices are available for each subsystem. The components are binary and chosen from a list of products available on the market, and are characterized in terms of their cost, performance and availability. The objective is to determine the minimal-cost series-parallel system structure subject to a multi-state availability constraint. System availability is represented by a multi-state availability function, which extends the binary-state availability. This function is defined as the ability to satisfy consumer demand that is represented as a piecewise cumulative load curve. A fast procedure is used, based on universal generating function, to evaluate the multi-state system availability. The proposed heuristic approach is based on a combination of space partitioning, genetic algorithms (GA) and tabu search (TS). After dividing the search space into a set of disjoint subsets, this approach uses GA to select the subspaces, and applies TS to each selected subspace. The design problem, solved in this study, has been previously analyzed using GA. Numerical results for the test problems from previous research are reported, and larger test problems are randomly generated. These results show that the proposed approach is efficient both in terms of both of solution quality and computational time, as compared to existing approaches.     

Tabu Search directed by direct search methods for nonlinear global optimization

In recent years, there has been a great deal of interest in metaheuristics in the optimization community. Tabu Search (TS) represents a popular class of metaheuristics. However, compared with other metaheuristics like genetic algorithm and simulated annealing, contributions of TS that deals with continuous problems are still very limited. In this paper, we introduce a continuous TS called Directed Tabu Search (DTS) method. In the DTS method, direct-search-based strategies are used to direct a tabu search. These strategies are based on the well-known Nelder–Mead method and a new pattern search procedure called adaptive pattern search. Moreover, we introduce a new tabu list conception with anti-cycling rules called Tabu Regions and Semi-Tabu Regions. In addition, Diversification and Intensification Search schemes are employed. Numerical results show that the proposed method is promising and produces high quality solutions.     

Experimental comparison of least-squares and maximum likelihood methods in factor analysis

Three popular methods to estimate the unknown parameters in the factor analysis model, simple (SLS) and weighted (WLS) least-squares methods and the maximum likelihood method (ML), are compared by a Monte Carlo study. The experiments were conducted with 200 replications for every combination of levels of the following three conditions: method (3 levels), sample size (3 levels) and uniquenesses (2 levels). It was found that SLS performed most favorably when the sample size is relatively small and unique variances are relatively large. WLS and ML proved to be rather alike.     

Tabu search for solving the black-and-white travelling salesman problem

The black-and-white travelling salesman problem (BWTSP) is an extension to the well-known TSP by partitioning the set of vertices into black and white vertices, and imposing cardinality and length constraints between two consecutive black vertices in a Hamiltonian tour. BWTSP has various applications in aircraft routing, telecommunication network design and logistics. In this paper, we develop several tabu search (TS) heuristics for solving the BWTSP. Our TS is built upon a new efficient neighbourhood structure, which exploits both the permutation and knapsack features of BWTSP. We also embed our TS as a heuristic procedure to improve the upper bound in a mixed-integer linear programming method. Extensive computational experiment on both benchmark and randomly generated instances shows effectiveness and efficiency of our algorithms. Our algorithms are able to obtain optimal and near optimal solutions to small instances in seconds, and find feasible solutions to large instances that have not been solved by the existing methods in the literature.     

Backbone guided tabu search for solving the UBQP problem

We propose a backbone-guided tabu search (BGTS) algorithm for the Unconstrained Binary Quadratic Programming (UBQP) problem that alternates between two phases: (1) a basic tabu search procedure to optimize the objective function as far as possible; (2) a strategy using the TS notion of strongly determined variables to alternately fix and free backbone components of the solutions which are estimated likely to share values in common with an optimal solution. Experimental results show that the proposed method is capable of finding the best-known solutions for 21 large random instances with 3000 to 7000 variables and boosts the performance of the basic TS in terms of both solution quality and computational efficiency.     

A robust parameter design for multi-response problems

Most real world search and optimization problems naturally involve multiple responses. In this paper we investigate a multiple response problem within desirability function framework and try to determine values of input variables that achieve a target value for each response through three meta-heuristic algorithms such as genetic algorithm (GA), simulated annealing (SA) and tabu search (TS). Each algorithm has some parameters that need to be accurately calibrated to ensure the best performance. For this purpose, a robust calibration is applied to the parameters by means of Taguchi method. The computational results of these three algorithms are compared against each others. The superior performance of SA over TS and TS over GA is inferred from the obtained results in various situations.     

Improving the Efficiency of Tabu Search for Machine Sequencing Problems

Tabu search (TS) is becoming increasingly recognized as an efficient way of finding high-quality solutions to hard combinatorial problems. It may be described as an intelligent meta-heuristic for controlling simpler local search procedures. However, reported applications have often used a ‘brute-force’ approach without considering the most effective use of the computing effort available. This paper intends firstly to give a basic introduction to the ideas of TS, and then it will report some computational experiments on TS in the context of machine sequencing. These have shown that it is important to define the balance between exploration of the solution space and exploitation of the information obtained. The results will be compared with those obtained from a proven Simulated Annealing (SA) algorithm, which tends to confirm the general opinion that when implemented efficiently, TS is a more effective search paradigm than SA.     

Comparative analysis of three metaheuristics for short-term open pit block sequencing

This paper presents the application of simulated annealing (SA), Tabu search (TS) and hybrid TS–SA to solve a real-world mining optimisation problem called open pit block sequencing (OPBS). The OPBS seeks the optimum extraction sequences under a variety of geological and technical constraints over short-term horizons. As industry-scale OPBS instances are intractable for standard mixed integer programming (MIP) solvers, SA, TS and hybrid TS–SA are developed to solve the OPBS problem. MIP exact solution is also combined with the proposed metaheuristics to polish solutions in feasible neighbourhood moves. Extensive sensitivity analysis is conducted to analyse the characteristics and determine the optimum sets of values of the proposed metaheuristics algorithms’ parameters. Computational experiments show that the proposed algorithms are satisfactory for solving the OPBS problem. Additionally, this comparative study shows that the hybrid TS–SA is superior to SA or TS in solving the OPBS problem in several aspects.     

Tabu search heuristics for the order batching problem in manual order picking systems

In a manual order picking system, order pickers walk or ride through a distribution warehouse in order to collect items requested by (internal or external) customers. In order to perform these operations efficiently, it is usually required that customer orders be combined into (more substantial) picking orders that are limited in size. The order batching problem considered in this paper deals with the question of how a given set of customer orders should be combined into picking orders such that the total length of all picker tours necessary for all of the requested items to be collected is minimized. For the solution of this problem the authors suggest two approaches based on the tabu search principle. The first is a (classic) tabu search (TS), and the second is the attribute-based hill climber (ABHC). In a series of extensive numerical experiments, these approaches are benchmarked against other solution methods put forward in the current literature. It is demonstrated that the proposed methods are superior to the existing methods and provide solutions which may allow distribution warehouses to operate more efficiently.     

A hybrid method combining continuous tabu search and Nelder–Mead simplex algorithms for the global optimization of multiminima functions

Tabu search (TS) is a metaheuristic, which proved efficient to solve various combinatorial optimization problems. However, few works deal with its application to the global minimization of functions depending on continuous variables. To perform this task, we propose an hybrid method combining tabu search and simplex search (SS). TS allows to cover widely the solution space, to stimulate the search towards solutions far from the current solution, and to avoid the risk of trapping into a local minimum. SS is used to accelerate the convergence towards a minimum. The Nelder–Mead simplex algorithm is a classical very powerful local descent algorithm, making no use of the objective function derivatives. A “simplex” is a geometrical figure consisting, in n-dimensions, of (n+1) points. If any point of a simplex is taken as the origin, the n other points define vector directions that span the n-dimension vector space. Through a sequence of elementary geometric transformations (reflection, contraction and extension), the initial simplex moves, expands or contracts. To select the appropriate transformation, the method only uses the values of the function to be optimized at the vertices of the simplex considered. After each transformation, the current worst vertex is replaced by a better one. Our algorithm called continuous tabu simplex search (CTSS) implemented in two different forms (CTSS_single, CTSS_multiple) is made up of two steps: first, an adaptation of TS to continuous optimization problems, allowing to localize a “promising area”; then, intensification within this promising area, involving SS. The efficiency of CTSS is extensively tested by using analytical test functions of which global and local minima are known. A comparison is proposed with several variants of tabu search, genetic algorithms and simulated annealing. CTSS is applied to the design of a eddy current sensor aimed at non-destructive control.     

A hybrid tabu search/branch & bound approach to solving the generalized assignment problem

A new approach for solving the generalized assignment problem (GAP) is proposed that combines the exact branch & bound approach with the heuristic strategy of tabu search (TS) to produce a hybrid algorithm for solving GAP. The algorithm described uses commercial software to solve sub-problems generated by the TS guiding strategy. The TS approach makes use of the concept of referent domain optimisation and introduces novel add/drop strategies. In addition, the linear programming relaxation of GAP that forms part of the branch & bound approach is itself helpful in suggesting which variables might take binary values. Computational results on benchmark test instances are presented and compared with results obtained by the standard branch & bound approach and also several other heuristic approaches from the literature. The results show the new algorithm performs competitively against the alternatives and is able to find some new best solutions for several benchmark instances.