A framework is developed to explore the connection between effective optimization algorithms and the problems they are solving. A number of “no free lunch ” (NFL) theorems are presented which establish that for any algorithm, any elevated performance over one class of problems is offset by performance over another class. These theorems result in a geometric interpretation of what it means for an algorithm to be well suited to an optimization problem. Applications of the NFL theorems to information-theoretic aspects of optimization and benchmark measures of performance are also presented. Other issues addressed include time-varying optimization problems and a priori “head-to-head” minimax distinctions between optimization algorithms, distinctions that result despite the NFL theorems’ enforcing of a type of uniformity over all algorithms.

Abstract. Today, a variety of heuristic approaches are available to the operations research practitioner. One methodology that has a strong intuitive appeal, a prominent empirical track record, and is trivial to efficiently implement on parallel processors is GRASP (Greedy Randomized Adaptive Search Procedures). GRASP is an iterative randomized sampling technique in which each iteration provides a solution to the problem at hand. The incumbent solution over all GRASP iterations is kept as the final result. There are two phases within each GRASP iteration: the first intelligently constructs an initial solution via an adaptive randomized greedy function; the second applies a local search procedure to the constructed solution in hope of finding an improvement. In this paper, we define the various components comprising a GRASP and demonstrate, step by step, how to develop such heuristics for combinatorial optimization problems. Intuitive justifications for the observed empirical behavior of the methodology are discussed. The paper concludes with a brief literature review of GRASP implementations and mentions two industrial applications.

It has recently been shown that local search is surprisingly good at finding satisfying assignments for certain classes of CNF formulas [24]. In this paper we demonstrate that the power of local search for satisfiability testing can be further enhanced by employinga new strategy, called "mixed random walk", for escaping from local minima. We present experimental results showing how this strategy allows us to handle formulas that are substantially larger than those that can be solved with basic local search. We also present a detailed comparison of our random walk strategy with simulated annealing. Our results show that mixed random walk is the superior strategy on several classes of computationally difficult problem instances. Finally, we present results demonstrating the effectiveness of local search with walk for solving circuit synthesis and diagnosis problems.

Abstract It is well known that the performance of a stochastic local search proceduredepends upon the setting of its noise parameter, and that the optimal setting varies with the problem distribution. It is therefore desirable to develop general prinici-ples for tuning the procedures. We present two statistical measures of the local search process that allow one to quickly find the optimal noise settings. Theseproperties are independent of the fine details of the local search strategies, and appear to be relatively independent of the structure of the problem domains. Weapplied these principles to the problem of evaluating new search heuristics, and discovered two promising new strategies.

this paper is organized as follows. Section 2 defines the computational environment parameters that were varied in the simulations. Descriptions of the 11 mapping heuristics are found in Section 3. Section 4 examines selected results from the simulation study. A list of implementation parameters and procedures that could be varied for each heuristic is presented in Section 5

Variable neighborhood search (VNS) is a recent metaheuristic for solving combinatorial and global optimization problems whose basic idea is systematic change of neighborhood within a local search. In this survey paper we present basic rules of VNS and some of its extensions. Moreover, applications are briefly summarized. They comprise heuristic solution of a variety of optimization problems, ways to accelerate exact algorithms and to analyze heuristic solution processes, as well as computer-assisted discovery of conjectures in graph theory.

The timetabling problem consists in fixing a sequence of meetings between teachers and students in a prefixed period of time (typically a week), satisfying a set of constraints of various types. A large number of variants of the timetabling problem have been proposed in the literature, which differ from each other based on the type of institution involved (university or high school) and the type of constraints. This problem, that has been traditionally considered in the operational research field, has recently been tackled with techniques belonging also to artificial intelligence (e.g. genetic algorithms, tabu search, simulated annealing, and constraint satisfaction). In this paper, we survey the various formulations of the problem, and the techniques and algorithms used for its solution.

. The satisfiability (SAT) problem is a core problem in mathematical logic and computing theory. In practice, SAT is fundamental in solving many problems in automated reasoning, computer-aided design, computeraided manufacturing, machine vision, database, robotics, integrated circuit design, computer architecture design, and computer network design. Traditional methods treat SAT as a discrete, constrained decision problem. In recent years, many optimization methods, parallel algorithms, and practical techniques have been developed for solving SAT. In this survey, we present a general framework (an algorithm space) that integrates existing SAT algorithms into a unified perspective. We describe sequential and parallel SAT algorithms including variable splitting, resolution, local search, global optimization, mathematical programming, and practical SAT algorithms. We give performance evaluation of some existing SAT algorithms. Finally, we provide a set of practical applications of the sat...

A technique is described which allows unimodal function optimization methods to be extended to efficiently locate all optima of multimodal problems. We describe an algorithm based on a traditional genetic algorithm (GA). This involves iterating the GA, but uses knowledge gained during one iteration to avoid re-searching, on subsequent iterations, regions of problem space where solutions have already been found. This is achieved by applying a fitness derating function to the raw fitness function, so that fitness values are depressed in the regions of the problem space where solutions have already been found. Consequently, the likelihood of discovering a new solution on each iteration is dramatically increased. The technique may be used with various styles of GA, or with other optimization methods, such as simulated annealing. The effectiveness of the algorithm is demonstrated on a number of multimodal test functions. The technique is at least as fast as fitness sharing methods. It provi...

Iterated Local Search has many of the desirable features of a metaheuristic: it is simple, easy to implement, robust, and highly effective. The essential idea of Iterated Local Search lies in focusing the search not on the full space of solutions but on a smaller subspace defined by the solutions that are locally optimal for a given optimization engine. The success of Iterated Local Search lies in the biased sampling of this set of local optima. How effective this approach turns out to be depends mainly on the choice of the local search, the perturbations, and the acceptance criterion. So far, in spite of its conceptual simplicity, it has lead to a number of state-of-the-art results without the use of too much problem-specific knowledge. But with further work so that the different modules are well adapted to the problem at hand, Iterated Local Search can often become a competitive or even state of the art algorithm. The purpose of this review is both to give a detailed description of this metaheuristic and to show where it stands in terms of performance. O.M. acknowledges support from the Institut Universitaire de France. This work was partially supported by the “Metaheuristics Network”, a Research Training Network funded by the Improving Human Potential programme of the CEC, grant HPRN-CT-1999-00106. The information provided is the sole responsibility of the authors and does not reflect the Community’s opinion. The Community is not responsible for any use that might be made of data appearing in this publication. 1 1