13 OD Metaheuristics A-2008

Introduction
Some problems are so complicated that are not

possible to solve for an optimal solution.
In these problems, it is still important to find a good
feasible solution close to the optimal.
A heuristic method is a procedure likely to find a very
good feasible solution of a considered problem.
Procedure should be efficient to deal with very large
problems, and be an iterative algorithm.
Heuristic methods usually fit a specific problem
rather than a variety of applications.
METAHEURISTICS
Joo M. C. Sousa, U. Kaymak, C.A. Silva, A. Moutinho
Introduction
433
Nature of metaheuristics
For a new problem, OR team would need to start

from scratch to develop a heuristic method.
This changed with the development of
metaheuristics.
A metaheuristic is a general solution method that
provides a general structure and strategy guidelines
for developing a heuristic method for a particular
type of problem.
Example: Maximize
434
Example: objective function
f ( x ) = 12 x 5 975 x 4 + 28,000 x 3 345,000 x 2 + 1,800,000 x

subject to
0 x 31

Function has three local optima (where?).

The example is a nonconvex programming problem.
f(x) is sufficiently complicated to solve analytically.
Simple heuristic method: conduct a local
improvement procedure.
435
Local improvement procedure

Starts with initial trial solution and uses a hill-climbing
procedure.
Example: gradient search procedure, bisection method,
etc.
Converges to a local optimum. Stops without

reaching global optimum (depends on initialization).
Typical sequence: see figure.
Drawback: procedure converges to local optimum. This
is only a global optimum if search begins in the
neighborhood of this global optimum.
436
437
Local improvement procedure
Nature of metaheuristics
How to overcome this drawback?
What happens in large problems with many
variables?
Metaheuristic: general solution method that
orchestrates the interaction between local
improvement procedures and higher level strategies
to create a process to escape from local optima and
perform a robust search of a feasible region.
A trial solution after a local optimum can be inferior to
this local optimum.
438
Solutions by metaheuristics
439
Metaheuristics
Advantage: deals well with large complicated
problems.
Disadvantage: no guarantee to find optimal solution
or even a nearly optimal solution.
When possible, an algorithm that can guarantee
optimality should be used instead.
Can be applied to nonlinear or integer programming.
Most commonly it is applied to combinatorial
optimization problems.
440
Traveling Salesman Problem
441

Can be symmetric or asymmetric.
Objective: route that minimizes the distance (cost,
time).
Applications: truck delivering goods, drilling holes
when manufacturing printed circuit boards, etc.
Problem with n cities and a link between every pair of
cities has (n 1)!/2 feasible routes.
10 cities: 181 440 feasible solutions
20 cities: 61016 feasible solutions
50 cities: 31062 feasible solutions
442
443
Solving example
Some TSP problems can be solved using branch-andcut algorithms.

Heuristic methods are more general. A new solution
is obtained by making small adjustments to the
current solution. An example:
Sub-tour reversal adjusts sequence of visited cities
by reversing order in which subsequence is visited.
Solution of example: 1-2-3-4-5-6-7-1 Distance = 69
Reversing 3-4: 1-2-4-3-5-6-7-1
Distance = 65
444
Sub-tour reversal algorithm
Iteration 1: starting with 1-2-3-4-5-6-7-1 (Distance = 69), 4

possible sub-tour reversals that improve solution are:
Reverse 2-3:
Reverse 3-4:
Reverse 4-5:
Reverse 5-6:
446
Example
1-3-2-4-5-6-7-1
1-2-4-3-5-6-7-1
1-2-3-5-4-6-7-1
1-2-3-4-6-5-7-1
Distance = 68
Distance = 65
Distance = 65
Distance = 66
447
Tabu Search
Iteration 2: continuing with 1-2-4-3-5-6-7-1 only 1 sub-tour

reversal leads to improvement
Reverse 3-5-6: 1-2-4-6-5-3-7-1
Distance = 64.
Algorithm stops. Last solution is final solution (is it the optimal
one?).
445
Example
Initialization: start with any feasible solution.

Iteration: for current solution consider all possible
ways of performing a sub-tour reversal (except
reversal of entire tour). Select the one that provides
the largest decrease in traveled distance.
Stopping rule: stop when no sub-tour reversal
improves current trial solution. Accept solution as
final one.
Local improvement algorithm: does not assure
optimal solution!
448
Includes a local search procedure, allowing nonimprovement moves to the best solution.
Referred to as steepest ascent/mildest descent
approach.
To avoid cycling a local optimum, a tabu list is added.
Tabu list records forbidden moves, knows as tabu
moves.
Thus, it uses memory to guide the search.
Can include intensification or diversification.
449
Basic tabu search algorithm
Questions in tabu search
Initialization: start with a feasible initial solution.

Iteration:
1. Use local search to define feasible moves in neighborhood.
2. Disregard moves in tabu list, unless they result in a better
solution.
3. Determine which move provides best solution.
4. Adopt this solution as next trial solution.
5. Update tabu list.
Stopping rule: stop using fixed number of iterations,

fixed number of iterations without improvement,
etc. Accept best trial solution found as final solution.
450
Ex: minimum spanning tree problem
1.
2.
3.
4.
Which local search procedure should be used?

How to define the neighborhood structure?
How to represent tabu moves in the tabu list?
Which tabu move should be added to the tabu list in
each iteration?
5. How long should a tabu move remain in the tabu list?
6. Which stopping rule should be used?
451
Adding constraints
Problem without constraints: solved using greedy

algorithm.
Constraint 1: link AD can be included only if link DE is

also included.
Constraint 2: at most one of the three links AD, CD
and AB can be included.
Previous solution violates both constraints.
Applying tabu search:

Charge a penalty of 100 if Constraint 1 is violated.
Charge a penalty of 100 if two of the three links in
Constraint 2 are included. Increase penalty to 200 if all
three links are included.
452
453
Solving example
Answers in tabu search - implementation
Initial solution: solution of unconstrained version

1. Local search procedure: choose best immediate neighbor not
ruled out by its tabu status.
2. Neighborhood structure: immediate neighbor is one reached
by adding a single link and then deleting one of the other links
in the cycle.
3. Form of tabu moves: list links not to be deleted.
4. Addition of a tabu move: add chosen link to tabu list.
5. Maximum size of tabu list: two (half of total links).
6. Stopping rule: three iterations without improvement.
454
Cost = 20 + 10 + 5 + 15 + 200 (why?) = 250
Iteration 1. Options to add a link are BE, CD and DE.

Add
Delete
BE
CE
75 + 200 = 275
BE
AC
70 + 200 = 270
BE
AB
60 + 100 = 160
CD
AD
60 + 100 = 160
CD
AC
65 + 300 = 365
DE
CE
85 + 100 = 185
DE
AC
80 + 100 = 180
DE
AD
75 + 0
Cost
= 75
Minimum
455
Application of tabu search
Iteration 2
Add DE to network.
Delete AD from network.
Add DE to tabu list
Options to add a link are AD, BE and CD.
Add BE to tabu list
Add
Delete
AD
DE*
Cost
(Tabu move)
AD
CE
AD
AC
85 + 100 = 185
BE
CE
100 + 0 = 100
80 + 100 = 180
BE
AC
95 + 0 = 95
BE
AB
85 + 0 = 85
CD
DE*
60 + 100 = 160
CD
CE
95 + 100 = 195
Minimum
*A tabu move;
only considered if it results in better solution than

best trial solution found previously.
456
Iteration 3
457
Optimal solution
Options to add a link are AB, AD and CD.
Add CD to tabu list

Delete DE from tabu list
Add
Delete
AB
BE*
(Tabu move)
Cost
AB
CE
100 + 0 = 100
AB
AC
95 + 0 = 95
AD
DE*
60 + 100 = 160
AD
CE
95 + 0
AD
AC
90 + 0
CD
DE*
70 + 0
= 70
CD
CE
105 + 0
= 105
= 95
= 90
Minimum
*A tabu move;
only considered if result in better solution than best

trial solution found previously.
458
Traveling salesman problem example

1. Local search procedure: choose best immediate neighbor
not ruled out by tabu status.
2. Neighborhood structure: immediate neighbor is the one
reached by making a sub-tour reversal (add and delete two
links of current solution).
3. Form of tabu moves: list links such that a sub-tour reversal
would be tabu if both links are in the list.
4. Addition of a tabu move: add two new chosen links to tabu
list.
5. Maximum size of tabu list: four links.
6. Stopping rule: three iterations without improvement.
460
459
Solving problem
Initial trial solution: 1-2-3-4-5-6-7-1 Distance = 69
Iteration 1: choose to reverse 3-4.
Deleted links: 2-3 and 4-5
Added links (tabu list): 2-4 and 3-5
New trial solution: 1-2-4-3-5-6-7-1 Distance = 65
Iteration 2: choose to reverse 3-5-6.

Deleted links: 4-3 and 6-7 (OK since not in tabu list)
Added links: 4-6 and 3-7
Tabu list: 2-4, 3-5, 4-6 and 3-7
461
Solving problem
Sub-tour reversal of 3-7 (Iteration 3)
Only two immediate neighbors:

Reverse 6-5-3: 1-2-4-3-5-6-7-1 Distance = 65. (This would
delete links 4-6 and 3-7 that are in the tabu list.)
Reverse 3-7: 1-2-4-6-5-7-3-1 Distance = 66


Tabu list: 4-6, 3-7, 5-7 and 3-1
462
Iteration 4
463
Sub-tour reversal of 5-7 (Iteration 4)
Four immediate neighbors:

Reverse 2-4-6-5-7: 1-7-5-6-4-2-3-1 Distance = 65



Tabu list: 5-7, 3-1, 6-7 and 5-3
New trial (and final) solution: 1-2-4-6-7-5-3-1 Distance = 63
464
465

13 OD Metaheuristics A-2008

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Introduction

Some problems are so complicated that are not

Joo M. C. Sousa, U. Kaymak, C.A. Silva, A. Moutinho

For a new problem, OR team would need to start

Joo M. C. Sousa, U. Kaymak, C.A. Silva, A. Moutinho

Joo M. C. Sousa, U. Kaymak, C.A. Silva, A. Moutinho

Example: objective function

f ( x ) = 12 x 5 975 x 4 + 28,000 x 3 345,000 x 2 + 1,800,000 x

Function has three local optima (where?).

Local improvement procedure

Converges to a local optimum. Stops without

Joo M. C. Sousa, U. Kaymak, C.A. Silva, A. Moutinho

Local improvement procedure

Joo M. C. Sousa, U. Kaymak, C.A. Silva, A. Moutinho

Joo M. C. Sousa, U. Kaymak, C.A. Silva, A. Moutinho

Joo M. C. Sousa, U. Kaymak, C.A. Silva, A. Moutinho

Traveling Salesman Problem

Joo M. C. Sousa, U. Kaymak, C.A. Silva, A. Moutinho

Traveling Salesman Problem

Joo M. C. Sousa, U. Kaymak, C.A. Silva, A. Moutinho

Joo M. C. Sousa, U. Kaymak, C.A. Silva, A. Moutinho

Traveling Salesman Problem

Some TSP problems can be solved using branch-andcut algorithms.

Sub-tour reversal algorithm

Iteration 1: starting with 1-2-3-4-5-6-7-1 (Distance = 69), 4

Joo M. C. Sousa, U. Kaymak, C.A. Silva, A. Moutinho

Iteration 2: continuing with 1-2-4-3-5-6-7-1 only 1 sub-tour

Joo M. C. Sousa, U. Kaymak, C.A. Silva, A. Moutinho

Initialization: start with any feasible solution.

Joo M. C. Sousa, U. Kaymak, C.A. Silva, A. Moutinho

Basic tabu search algorithm

Questions in tabu search

Initialization: start with a feasible initial solution.

Stopping rule: stop using fixed number of iterations,

Ex: minimum spanning tree problem

Which local search procedure should be used?

Joo M. C. Sousa, U. Kaymak, C.A. Silva, A. Moutinho

Problem without constraints: solved using greedy

Constraint 1: link AD can be included only if link DE is

Applying tabu search:

Joo M. C. Sousa, U. Kaymak, C.A. Silva, A. Moutinho

Answers in tabu search - implementation

Initial solution: solution of unconstrained version

Joo M. C. Sousa, U. Kaymak, C.A. Silva, A. Moutinho

Cost = 20 + 10 + 5 + 15 + 200 (why?) = 250

Iteration 1. Options to add a link are BE, CD and DE.

Joo M. C. Sousa, U. Kaymak, C.A. Silva, A. Moutinho

Application of tabu search

Options to add a link are AD, BE and CD.

Add BE to tabu list

only considered if it results in better solution than

Joo M. C. Sousa, U. Kaymak, C.A. Silva, A. Moutinho

Options to add a link are AB, AD and CD.

Add CD to tabu list

only considered if result in better solution than best

Joo M. C. Sousa, U. Kaymak, C.A. Silva, A. Moutinho

Joo M. C. Sousa, U. Kaymak, C.A. Silva, A. Moutinho

Traveling salesman problem example

Joo M. C. Sousa, U. Kaymak, C.A. Silva, A. Moutinho

Iteration 2: choose to reverse 3-5-6.

Joo M. C. Sousa, U. Kaymak, C.A. Silva, A. Moutinho

Sub-tour reversal of 3-7 (Iteration 3)

Only two immediate neighbors: