Heuristic sensitivity analysis in a combinatoric environment: An exposition and case study |
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| Institution: | 1. CNRS, LaPsyDÉ, UMR 8240, France;4. Université Paris Descartes, Sorbonne Paris Cité, LaPsyDÉ, France;5. Université de Caen Basse-Normandie, LaPsyDÉ, France;1. Department of Decision Sciences and BIDSA, Bocconi University, Milan, Italy;2. Department of Mathematics, Purdue University, West Lafayette, IN 47907, USA;3. Joseph M. Katz Graduate School of Business, University of Pittsburgh, USA |
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| Abstract: | Sensitivity orpost-optimality analysis investigates the effect of parametric changes on heuristic robustness and solution quality. This approach is relatively unexplored for combinatorial optimization problems, and yet is of considerable interest in analyzing performance characteristics of heuristic approaches. The purpose of this paper is to: (1) develop the semantics and rationale of parametric analysis within the combinatoric environment; (2) present as an example the design and implementation of sensitivity analysis procedures for a newly developed heuristic — theVariable-Depth-Search Heuristic (VDSH) — to solve the Generalized Assignment Problem (GAP). The concepts and methodology discussed in this paper may as well be applied to other heuristics, or in developing a heuristic sensitivity analysis procedure for a large-scale optimization method. |
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