A Tabu Search Heuristic Procedure in Markov Chain Bootstrapping

Markov chain theory is proving to be a powerful approach to bootstrap nite states processes, especially where time dependence is non linear. In this work we extend such approach to bootstrap discrete time continuous-valued processes. To this purpose we solve a minimization problem to partition the state space of a continuous-valued process into a nite number of intervals or unions of intervals (i.e. its states) and identify the time lags which provide \memory" to the process. A distance is used as objective function to stimulate the clustering of the states having similar transition probabilities. The problem of the exploding number of alternative partitions in the solution space (which grows with the number of states and the order of the Markov chain) is addressed through a Tabu Search algorithm. The method is applied to bootstrap the series of the German and Spanish electricity prices. The analysis of the results conrms the good consistency properties of the method we propose

Global Optimization strategies for two-mode clustering

Two-mode clustering is a relatively new form of clustering that clusters both rows and columns of a data matrix. To do so, a criterion similar to k-means is optimized. However, it is still unclear which optimization method should be used to perform two-mode clustering, as various methods may lead to non-global optima. This paper reviews and compares several optimization methods for two-mode clustering. Several known algorithms are discussed and a new, fuzzy algorithm is introduced. The meta-heuristics Multistart, Simulated Annealing, and Tabu Search are used in combination with these algorithms. The new, fuzzy algorithm is based on the fuzzy c-means algorithm of Bezdek (1981) and the Fuzzy Steps approach to avoid local minima of Heiser and Groenen (1997) and Groenen and Jajuga (2001). The performance of all methods is compared in a large simulation study. It is found that using a Multistart meta-heuristic in combination with a two-mode k-means algorithm or the fuzzy algorithm often gives the best results. Finally, an empirical data set is used to give a practical example of two-mode clustering.algorithms;fuzzy clustering;multistart;simulated annealing;simulation;tabu search;two-mode clustering

Solving Medium to Large Sized Euclidean Generalized Minimum Spanning Tree Problems

The generalized minimum spanning tree problem is a generalization of the minimum spanning tree problem. This network design problems finds several practical applications, especially when one considers the design of a large-capacity backbone network connecting several individual networks. In this paper we study the performance of six neighborhood search heuristics based on tabu search and variable neighborhood search on this problem domain. Our principal finding is that a tabu search heuristic almost always provides the best quality solution for small to medium sized instances within short execution times while variable neighborhood decomposition search provides the best quality solutions for most large instances.

A Tabu Search Based Approach for Graph Layout

This paper describes an automated tabu search based method for drawing general graph layouts with straight lines. To our knowledge, this is the first time tabu methods have been applied to graph drawing. We formulated the task as a multi-criteria optimization problem with a number of metrics which are used in a weighted fitness function to measure the aesthetic quality of the graph layout. The main goal of this work is to speed up the graph layout process without sacrificing layout quality. To achieve this, we use a tabu search based method that goes through a predefined number of iterations to minimize the value of the fitness function. Tabu search always chooses the best solution in the neighbourhood. This may lead to cycling, so a tabu list is used to store moves that are not permitted, meaning that the algorithm does not choose previous solutions for a set period of time. We evaluate the method according to the time spent to draw a graph and the quality of the drawn graphs. We give experimental results applied on random graphs and we provide statistical evidence that our method outperforms a fast search-based drawing method (hill climbing) in execution time while it produces comparably good graph layouts.We also demonstrate the method on real world graph datasets to show that we can reproduce similar results in a real world setting

An ant system algorithm for automated trajectory planning

The paper presents an Ant System based algorithm to optimally plan multi-gravity assist trajectories. The algorithm is designed to solve planning problems in which there is a strong dependency of one decision one all the previously made decisions. In the case of multi-gravity assist trajectories planning, the number of possible paths grows exponentially with the number of planetary encounters. The proposed algorithm avoids scanning all the possible paths and provides good results at a low computational cost. The algorithm builds the solution incrementally, according to Ant System paradigms. Unlike standard ACO, at every planetary encounter, each ant makes a decision based on the information stored in a tabu and feasible list. The approach demonstrated to be competitive, on a number of instances of a real trajectory design problem, against known GA and PSO algorithms