Matheuristics: using mathematics for heuristic design

Matheuristics are heuristic algorithms based on mathematical tools such as the ones provided by mathematical programming, that are structurally general enough to be applied to different problems with little adaptations to their abstract structure. The result can be metaheuristic hybrids having components derived from the mathematical model of the problems of interest, but the mathematical techniques themselves can define general heuristic solution frameworks. In this paper, we focus our attention on mathematical programming and its contributions to developing effective heuristics. We briefly describe the mathematical tools available and then some matheuristic approaches, reporting some representative examples from the literature. We also take the opportunity to provide some ideas for possible future development

Two exponential neighborhoods for single machine scheduling

We study the problem of minimizing total completion time on a single machine with the presence of release dates. We present two different approaches leading to exponential neighborhoods in which the best improving neighbor can be determined in polynomial time. Furthermore, computational results are presented to get insight in the performance of the developed neighborhoods

Fast Ant Colony Optimization on Runtime Reconfigurable Processor Arrays

Ant Colony Optimization (ACO) is a metaheuristic used to solve combinatorial optimization problems. As with other metaheuristics, like evolutionary methods, ACO algorithms often show good optimization behavior but are slow when compared to classical heuristics. Hence, there is a need to find fast implementations for ACO algorithms. In order to allow a fast parallel implementation, we propose several changes to a standard form of ACO algorithms. The main new features are the non-generational approach and the use of a threshold based decision function for the ants. We show that the new algorithm has a good optimization behavior and also allows a fast implementation on reconfigurable processor arrays. This is the first implementation of the ACO approach on a reconfigurable architecture. The running time of the algorithm is quasi-linear in the problem size n and the number of ants on a reconfigurable mesh with n2 processors, each provided with only a constant number of memory words

A Cluster-based Evolutionary Algorithm for the Single Machine Total Weighted Tardiness-scheduling Problem

In this paper a new evolutionary algorithm is described for the single machine total weighted tardiness problem. The operation of this method can be divided in three stages: a cluster forming and two local search stages. In the first stage it approaches some locally optimal solutions by grouping based on similarity. In the second stage it improves the accuracy of the approximation of the solutions with a local search procedure while periodically generating new solutions. In the third stage the algorithm continues the application of the local search procedure. We tested our algorithm on all the benchmark problems of ORLIB. The algorithm managed to find, within an acceptable time limit, the best-known solution for the problems, or found solutions within 1% of the best-known solutions in 99 % of the tasks

Exploiting sets of independent moves in VRP

Most heuristic methods for VRP and its variants are based on the partial exploration of large neighborhoods, typically by means of single, simple moves applied to the current solution. In this paper we define an extended concept of independent moves and show how even a very standard heuristic method can significantly improve when considering the simultaneous application of carefully chosen sets of moves. We show in particular that, when choosing a set such that the total cost variation is equal to the sum of the variations induced by each single move, the quality of solutions obtained is in general very high. When compared with numerical results obtained by some of the best available heuristics on challenging, large scale, problems, our simple algorithm equipped with the application of optimally chosen independent moves displayed very good quality

A Literature Review On Combining Heuristics and Exact Algorithms in Combinatorial Optimization

There are several approaches for solving hard optimization problems. Mathematical programming techniques such as (integer) linear programming-based methods and metaheuristic approaches are two extremely effective streams for combinatorial problems. Different research streams, more or less in isolation from one another, created these two. Only several years ago, many scholars noticed the advantages and enormous potential of building hybrids of combining mathematical programming methodologies and metaheuristics. In reality, many problems can be solved much better by exploiting synergies between these approaches than by “pure” classical algorithms. The key question is how to integrate mathematical programming methods and metaheuristics to achieve such benefits. This paper reviews existing techniques for such combinations and provides examples of using them for vehicle routing problems