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)

Adaptive approach heuristics for the generalized assignment problem

The Generalized Assignment Problem consists in assigning a set of tasks to a set of agents with minimum cost. Each agent has a limited amount of a single resource and each task must be assigned to one and only one agent, requiring a certain amount of the resource of the agent. We present new metaheuristics for the generalized assignment problem based on hybrid approaches. One metaheuristic is a MAX-MIN Ant System (MMAS), an improved version of the Ant System, which was recently proposed by Stutzle and Hoos to combinatorial optimization problems, and it can be seen has an adaptive sampling algorithm that takes in consideration the experience gathered in earlier iterations of the algorithm. Moreover, the latter heuristic is combined with local search and tabu search heuristics to improve the search. A greedy randomized adaptive search heuristic (GRASP) is also proposed. Several neighborhoods are studied, including one based on ejection chains that produces good moves without increasing the computational effort. We present computational results of the comparative performance, followed by concluding remarks and ideas on future research in generalized assignment related problems.Metaheuristics, generalized assignment, local search, GRASP, tabu search, ant systems

A note on QUBO instances defined on Chimera graphs

McGeoch and Wang (2013) recently obtained optimal or near-optimal solutions to some quadratic unconstrained boolean optimization (QUBO) problem instances using a 439 qubit D-Wave Two quantum computing system in much less time than with the IBM ILOG CPLEX mixed-integer quadratic programming (MIQP) solver. The problems studied by McGeoch and Wang are defined on subgraphs -- with up to 439 nodes -- of Chimera graphs. We observe that after a standard reformulation of the QUBO problem as a mixed-integer linear program (MILP), the specific instances used by McGeoch and Wang can be solved to optimality with the CPLEX MILP solver in much less time than the time reported in McGeoch and Wang for the CPLEX MIQP solver. However, the solution time is still more than the time taken by the D-Wave computer in the McGeoch-Wang tests.Comment: Version 1 discussed computational results with random QUBO instances. McGeoch and Wang made an error in describing the instances they used; they did not use random QUBO instances but rather random Ising Model instances with fields (mapped to QUBO instances). The current version of the note reports on tests with the precise instances used by McGeoch and Wan

A note on Probably Certifiably Correct algorithms

Many optimization problems of interest are known to be intractable, and while there are often heuristics that are known to work on typical instances, it is usually not easy to determine a posteriori whether the optimal solution was found. In this short note, we discuss algorithms that not only solve the problem on typical instances, but also provide a posteriori certificates of optimality, probably certifiably correct (PCC) algorithms. As an illustrative example, we present a fast PCC algorithm for minimum bisection under the stochastic block model and briefly discuss other examples