Combinatorial optimization and metaheuristics

Today, combinatorial optimization is one of the youngest and most active areas of discrete mathematics. It is a branch of optimization in applied mathematics and computer science, related to operational research, algorithm theory and computational complexity theory. It sits at the intersection of several fields, including artificial intelligence, mathematics and software engineering. Its increasing interest arises for the fact that a large number of scientific and industrial problems can be formulated as abstract combinatorial optimization problems, through graphs and/or (integer) linear programs. Some of these problems have polynomial-time (“efficient”) algorithms, while most of them are NP-hard, i.e. it is not proved that they can be solved in polynomial-time. Mainly, it means that it is not possible to guarantee that an exact solution to the problem can be found and one has to settle for an approximate solution with known performance guarantees. Indeed, the goal of approximate methods is to find “quickly” (reasonable run-times), with “high” probability, provable “good” solutions (low error from the real optimal solution). In the last 20 years, a new kind of algorithm commonly called metaheuristics have emerged in this class, which basically try to combine heuristics in high level frameworks aimed at efficiently and effectively exploring the search space. This report briefly outlines the components, concepts, advantages and disadvantages of different metaheuristic approaches from a conceptual point of view, in order to analyze their similarities and differences. The two very significant forces of intensification and diversification, that mainly determine the behavior of a metaheuristic, will be pointed out. The report concludes by exploring the importance of hybridization and integration methods

AN INVESTIGATION OF METAHEURISTICS USING PATH- RELINKING ON THE QUADRATIC ASSIGNMENT PROBLEM

The Quadratic Assignment Problem (QAP) is a widely researched, yet complex, combinatorial optimization problem that is applicable in modeling many real-world problems. Specifically, many optimization problems are formulated as QAPs. To resolve QAPs, the recent trends have been to use metaheuristics rather than exact or heuristic methods, and many researchers have found that the use of hybrid metaheuristics is actually more effective. A newly proposed hybrid metaheuristic is path relinking (PR), which is used to generate solutions by combining two or more reference solutions. In this dissertation, we investigated these diversification and intensification mechanisms using QAP. To satisfy the extensive demands of the computational resources, we utilized a High Throughput Computing (HTC) environment and test cases from the QAPLIB (QAP test case repository). This dissertation consists of three integrated studies that are built upon each other. The first phase explores the effects of the parameter tuning, metaheuristic design, and representation schemes (random keys and permutation solution encoding procedures) of two path-based metaheuristics (Tabu Search and Simulated Annealing) and two population-based metaheuristics (Genetic Algorithms and Artificial Immune Algorithms) using QAP as a testbed. In the second phase of the study, we examined eight tuned metaheuristics representing two representation schemes using problem characteristics. We use problem size, flow and distance dominance measures, sparsity (number of zero entries in the matrices), and the coefficient of correlation measures of the matrices to build search trajectories. The third phase of the dissertation focuses on intensification and diversification mechanisms using path-relinking (PR) procedures (the two variants of position-based path relinking) to enhance the performance of path-based and population-based metaheuristics. The current research in this field has explored the unusual effectiveness of PR algorithms in variety of applications and has emphasized the significance of future research incorporating more sophisticated strategies and frameworks. In addition to addressing these issues, we also examined the effects of solution representations on PR augmentation. For future research, we propose metaheuristic studies using fitness landscape analysis to investigate particular metaheuristics\u27 fitness landscapes and evolution through parameter tuning, solution representation, and PR augmentation. The main research contributions of this dissertation are to widen the knowledge domains of metaheuristic design, representation schemes, parameter tuning, PR mechanism viability, and search trajectory analysis of the fitness landscape using QAPs

A nonmonotone GRASP

A greedy randomized adaptive search procedure (GRASP) is an itera- tive multistart metaheuristic for difficult combinatorial optimization problems. Each GRASP iteration consists of two phases: a construction phase, in which a feasible solution is produced, and a local search phase, in which a local optimum in the neighborhood of the constructed solution is sought. Repeated applications of the con- struction procedure yields different starting solutions for the local search and the best overall solution is kept as the result. The GRASP local search applies iterative improvement until a locally optimal solution is found. During this phase, starting from the current solution an improving neighbor solution is accepted and considered as the new current solution. In this paper, we propose a variant of the GRASP framework that uses a new “nonmonotone” strategy to explore the neighborhood of the current solu- tion. We formally state the convergence of the nonmonotone local search to a locally optimal solution and illustrate the effectiveness of the resulting Nonmonotone GRASP on three classical hard combinatorial optimization problems: the maximum cut prob- lem (MAX-CUT), the weighted maximum satisfiability problem (MAX-SAT), and the quadratic assignment problem (QAP)

Meta-heuristic combining prior online and offline information for the quadratic assignment problem

The construction of promising solutions for NP-hard combinatorial optimization problems (COPs) in meta-heuristics is usually based on three types of information, namely a priori information, a posteriori information learned from visited solutions during the search procedure, and online information collected in the solution construction process. Prior information reflects our domain knowledge about the COPs. Extensive domain knowledge can surely make the search effective, yet it is not always available. Posterior information could guide the meta-heuristics to globally explore promising search areas, but it lacks local guidance capability. On the contrary, online information can capture local structures, and its application can help exploit the search space. In this paper, we studied the effects of using this information on metaheuristic's algorithmic performances for the COPs. The study was illustrated by a set of heuristic algorithms developed for the quadratic assignment problem. We first proposed an improved scheme to extract online local information, then developed a unified framework under which all types of information can be combined readily. Finally, we studied the benefits of the three types of information to meta-heuristics. Conclusions were drawn from the comprehensive study, which can be used as principles to guide the design of effective meta-heuristic in the future