Abstract
Exact mathematical programming techniques such as branch-and-bound or dynamic programming and stochastic local search techniques have traditionally been seen as being two general but distinct approaches for the effective solution of combinatorial optimization problems, each having particular advantages and disadvantages. In several research efforts true hybrid algorithms, which exploit ideas from both fields, have been proposed. In this chapter we review some of the main ideas of several such combinations and illustrate them with examples from the literature. Our focus here is on algorithms that have the main framework given by the local search and use exact algorithms to solve subproblems.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
E.H.L. Aarts and J.K. Lenstra, editors. Local Search in Combinatorial Optimization. John Wiley, & Songs, Chichester, 1997.
C.C. Aggarwal, J.B. Orlin, and R.P. Tai. An optimized crossover for the maximum independent set. Operations Research, 45:226–234, 1997.
R.K. Ahuja, Ö.Ergun, J.B. Orlin, and A.P. Punnen. A survey of very large-scale neighborhood search techniques. Discrete Applied Mathematics, 123(1–3):75–102, 2002.
R.K. Ahuja, Ö. Ergun, J.B. Orlin, and A.P. Punnen. Very large-scale neighborhood search: Theory, algorithms, and applications. In T.F. Gonzalez, editor, Handbook of Approximation Algorithms and Metaheuristics, pages 20–1—20–15. Chapman & Hall/CRC, Boca Raton, FL, 2007.
R.K. Ahuja, J.B. Orlin, and D. Sharma. Multi-exchange neighbourhood structures for the capacitated minimum spaning tree problem. Working Paper, 2000.
R.K. Ahuja, J.B. Orlin, and D. Sharma. Very large-scale neighbourhood search. International Transactions in Operational Research, 7(4–5):301–317, 2000.
R.K. Ahuja, J.B. Orlin, and D. Sharma. A composite very large-scale neighborhood structure for the capacitated minimum spanning tree problem. Operations Research Letters, 31(3):185–194, 2003.
E. Angel and E. Bampis. A multi-start dynasearch algorithm for the time dependent single-machine total weighted tardiness scheduling problem. European Journal of Operational Research, 162(1):281–289, 2005.
D. Applegate, R. Bixby, V. Chvátal, and W. Cook. Finding Tours in the TSP. Technical Report 99885, Forschungsinstitut für Diskrete Mathematik, University of Bonn, Germany, 1999.
D. Applegate, R.E. Bixby, V. Chvátal, and W. Cook. Concorde TSP solver. http://www.tsp.gatech.edu//concorde, last visited December 2008.
D. Applegate, R.E. Bixby, V. Chvátal, and W.J. Cook. The Traveling Salesman Problem: A Computational Study. Princeton University Press, Princeton, NJ, 2006.
D. Applegate and W. Cook. A computational study of the job-shop scheduling problem. ORSA Journal on Computing, 3:149–156, 1991.
E. Balas and W. Niehaus. Finding large cliques in arbitrary graphs by bipartite matching. In D. S. Johnson and M. A. Trick, editors, Cliques, Coloring, and Satisfiability: Second DIMACS Implementation Challenge, 1993, volume 26, pages 29–53. American Mathematical Society, 1996.
E. Balas and W. Niehaus. Optimized crossover-based genetic algorithms for the maximum cardinality and maximum weight clique problems. Journal of Heuristics, 4(2):107–122, 1998.
E. Balas and A. Vazacopoulos. Guided local search with shifting bottleneck for job shop scheduling. Management Science, 44(2):262–275, 1998.
E. Balas and E. Zemel. An algorithm for large zero-one knapsack problems. Operations Research, 28(5):1130–1154, 1980.
J.E. Beasley. A Lagrangian heuristic for set covering problems. Naval Research Logistics, 37:151–164, 1990.
J.E. Beasley. Lagrangean relaxation. In C.R. Reeves, editor, Modern heuristic techniques for combinatorial problems, pages 243–303. Blackwell Scientific Publications, 1993.
J.L. Bentley. Fast algorithms for geometric traveling salesman problems. ORSA Journal on Computing, 4(4):387–411, 1992.
C. Blum. Beam-ACO—Hybridizing ant colony optimization with beam search: An application to open shop scheduling. Computers & Operations Research, 32(6):1565–1591, 2005.
C. Blum. Beam-ACO for simple assembly line balancing. INFORMS Journal on Computing, 20(4):618–627, 2008.
C. Blum, C. Cotta, A.J. Fernández, J.E. Gallardo, and M. Mastrolilli. Hybridizations of metaheuristics with branch & bound derivatives. In C. Blum, M.J. Blesa, A. Roli, and M. Sampels, editors, Hybrid Metaheuristics—An Emergent Approach to Optimization, volume 117 of Studies in Computational ntelligence, pages 85–116. Springer Verlag, Berlin, 2008.
K.D. Boese, A.B. Kahng, and S. Muddu. A new adaptive multi-start technique for combinatorial lobal optimization. Operations Research Letters, 16:101–113, 1994.
P. Borisovsky, A. Dolgui, and A. Eremeev. Genetic algorithms for a supply management problem: MIP-recombination vs. greedy decoder. European Journal of Operational Research, 195(3):770–779, 2009.
M.J. Brusco, L.W. Jacobs, and G.M. Thompson. A morphing procedure to supplement a simulated nnealing heuristic for cost- and coverage-correlated set covering problems. Annals of Operations Research, 86:611–627, 1999.
K. Büdenbender, T. Grünert, and H.-J. Sebastian. A hybrid tabu search/branch-and-bound algorithm for the direct flight network design problem. Transportation Science, 34(4):364–380, 2000.
E.K. Burke, P. Cowling, and R. Keuthen. Embedded local search and variable neighbourhood search heuristics applied to the travelling salesman problem. Technical report, University of Nottingham, 2000.
E.K. Burke, P.I. Cowling, and R. Keuthen. Effective local and guided variable neighbourhood search methods for the asymmetric travelling salesman problem. In E.J.W. Boers, J. Gottlieb, P.L. Lanzi, R.E. Smith, S. Cagnoni, E. Hart, G.R. Raidl, and H. Tijink, editors, Applications of Evolutionary Computing, volume 2037 of Lecture Notes in Computer Science, pages 203–212. Springer Verlag, Berlin, 2001.
A. Caprara, M. Fischetti, and P. Toth. A heuristic method for the set covering problem. Operations Research, 47:730–743, 1999.
J. Carlier. The one-machine sequencing problem. European Journal of Operational Research, 11:42–47, 1982.
Y. Caseau and F. Laburthe. Disjunctive scheduling with task intervals. Technical Report LIENS 95-25, Ecole Normale Superieure Paris, France, July 1995.
S. Ceria, P. Nobili, and A. Sassano. A Lagrangian-based heuristic for large-scale set covering problems. Mathematical Programming, 81(2):215–228, 1995.
M. Chiarandini, I. Dumitrescu, and T. Stützle. Very large-scale neighborhood search: Overview and case studies on coloring problems. In C. Blum, M.J. Blesa, A. Roli, and M. Sampels, editors, Hybrid Metaheuristics—An Emergent Approach to Optimization, volume 117 of Studies in Computational Intelligence, pages 117–150. Springer Verlag, Berlin, 2008.
R.K. Congram. Polynomially Searchable Exponential Neighbourhoods for Sequencing Problems in Combinatorial Optimization. PhD thesis, Southampton University, Faculty of Mathematical Studies, Southampton, UK, 2000.
R.K. Congram, C.N. Potts, and S.L. Van de Velde. An iterated dynasearch algorithm for the single–machine total weighted tardiness scheduling problem. INFORMS Journal on Computing, 14(1):52–67, 2002.
W. Cook and P. Seymour. Tour merging via branch-decomposition. INFORMS Journal on Computing, 15(3):233–248, 2003.
P.I. Cowling and R. Keuthen. Embedded local search approaches for routing optimization. Computers & Operations Research, 32(3):465–490, 2005.
M. Dorigo and T. Stützle. The ant colony optimization metaheuristic: Algorithms, pplications and advances. In Glover and Kochenberger [25], pages 251–285.
M. Dorigo and T. Stützle. Ant Colony Optimization. MIT Press, Cambridge, MA, 2004.
I. Dumitrescu. Constrained Shortest Path and Cycle Problems. PhD thesis, The University of Melbourne, 2002.
I. Dumitrescu and T. Stützle. Combinations of local search and exact algorithms. In G.R. Raidl, J.A. Meyer, M. Middendorf, S. Cagnoni, J.J.R. Cardalda, D.W. Corne, J. Gottlieb, A. Guillot, E. Hart, C.G. Johnson, and E. Marchiori, editors, Applications of Evolutionary Computing, volume 2611 of Lecture Notes in Computer Science, pages 211–223. Springer Verlag, Berlin, 2003.
A.V. Eremeev. On complexity of optimal recombination for binary representations of solutions. Evolutionary Computation, 16(1):127–147, 2008.
S. Fernandes and H.R. Lourenço. Optimised search heuristic combining valid inequalities and tabu search. In M.J. Blesa, C. Blum, C. Cotta, A.J. Fernández, J.E. Gallardo, A. Roli, and M. Sampels, editors, Hybrid Metaheuristics, 5th International Workshop, HM 2008, volume 5296 of Lecture Notes in Computer Science, pages 87–101. Springer Verlag, Berlin, 2008.
S. Fernandes and H.R. Lourençou. A simple optimised search heuristic for the job shop scheduling problem. In C. Cotta and J.I. van Hemert, editors, Recent Advances in Evolutionary Computation for Combinatorial Optimization, volume 153 of Studies in Computational Intelligence, pages 203–218. Springer Verlag, Berlin, 2008.
M. Finger, T. Stützle, and H.R. Lourençou. Exploiting fitness distance correlation of set covering problems. In S. Cagnoni, J. Gottlieb, E. Hart, M. Middendorf, and G.R. Raidl, editors, Applications of Evolutionary Computing, volume 2279 of Lecture Notes in Computer Science, pages 61–71. Springer Verlag, Berlin, 2002.
M. Fischetti and A. Lodi. Local branching. Mathematical Programming, Series B, 98:23–47, 2003.
F. Focacci, F. Laburthe, and A. Lodi. Local search and constraint programming. In Glover and Kochenberger [52], pages 369–403.
M.R. Garey and D.S. Johnson. Computers and Intractability: A Guide to the Theory of A Guide to the Theory of NP–Completeness.. Freeman, San Francisco, CA, 1979.
P.C. Gilmore. Optimal and suboptimal algorithms for the quadratic assignment problem. Journal of the SIAM, 10:305–313, 1962.
F. Glover. Tabu search. ORSA Journal on Computing, 2:4–32, 1990.
F. Glover. Ejection chains, reference structures and alternating path methods for traveling salesman problems. Discrete Applied Mathematics, 65:223–253, 1996.
F. Glover and G. Kochenberger, editors. Handbook of Metaheuristics. Kluwer Academic Publishers, Norwell, MA, 2002.
F. Glover, M. Laguna, and R. Martí. Scatter search and path relinking: Advances and applications. In Glover and Kochenberger [52], pages 1–35.
GLPK (GNU Linear Programming Kit). http://www.gnu.org/software/glpk/glpk.html, last visited December 2008.
A. Grosso, F. Della Croce, and R. Tadei. An enhanced dynasearch neighborhood for the single-machine total weighted tardiness scheduling problem. Operations Research Letters, 32(1):68–72, 2004.
T. Grünert. Lagrangean tabu search. In P. Hansen and C.C. Ribeiro, editors, Essays and Surveys on Metaheuristics, pages 379–397. Kluwer Academic Publishers, Boston, MA, 2002.
P. Hansen and N. Mladenoviç. Variable neighbourhood search for the p-median. Location Science, 5(4):207–226, 1998.
P. Hansen, N. Mladenovic, and D. Perez-Britos. Variable neighborhood decomposition search. Journal of Heuristics, 7(4):335–350, 2001.
M. Haouari and J.C. Siala. A hybrid Lagrangian genetic algorithm for the prize collecting Steiner tree problem. Computers & Operations Research, 33(5):1274–1288, 2006.
K. Helsgaun. An effective implementation of the Lin-Kernighan traveling salesman heuristic. European Journal of Operational Research, 126(1):106–130, 2000.
H.H. Hoos and T. Stützle. Stochastic Local Search: Foundations and Applications. Morgan Kaufmann Publishers, San Francisco, CA, 2005.
B. Hu, M. Leitner, and G.R. Raidl. Combining variable neighborhood search with integer linear programming for the generalized minimum spanning tree problem. Journal of Heuristics, pages 473–499, 2008.
ILOG. http://www.ilog.com/products/cplex/, 2008.
D.S. Johnson and L.A. McGeoch. Experimental analysis of heuristics for the STSP. In G. Gutin and A. Punnen, editors, The Traveling Salesman Problem and its Variations, pages 369–443. Kluwer Academic Publishers, 2002.
B.W. Kernighan and S. Lin. An efficient heuristic procedure for partitioning graphs. Bell Systems Technology Journal, 49:213–219, 1970.
M. Khichane, P. Albert, and C. Solnon. Integration of ACO in a constraint programming language. In M. Dorigo, M. Birattari, C. Blum, M. Clerc, T. Stützle, and A.F.T. Winfield, editors, Ant Colony ptimization and Swarm Intelligence, 6th International Conference, ANTS 2008, volume 5217 of Lecture Notes in Computer Science, pages 84–95. Springer Verlag, Berlin, 2008.
S. Kirkpatrick and G. Toulouse. Configuration space analysis of travelling salesman problems. Journal de Physique, 46(8):1277–1292, 1985.
E.L. Lawler. The quadratic assignment problem. Management Science, 9:586–599, 1963.
M. Leitner and G.R. Raidl. Lagrangian decomposition, metaheuristics, and hybrid approaches for the design of the last mile in fiber optic networks. In M.J. Blesa, C. Blum, C. Cotta, A.J. Fernández, J.E. Gallardo, A. Roli, and M. Sampels, editors, Hybrid Metaheuristics, 5th International Workshop, HM 2008, volume 5296 of Lecture Notes in Computer Science, pages 158–174. Springer Verlag, Berlin, 2008.
S. Lin and B.W. Kernighan. An effective heuristic algorithm for the travelling salesman problem. Operations Research, 21:498–516, 1973.
H.R. Lourenço. A Computational Study of the Job-Shop and the Flow-Shop Scheduling Problems. PhD thesis, School of Or & IE, Cornell University, Ithaca, NY, 1993.
H.R. Lourenço. Job-shop scheduling: Computational study of local search and large-step optimization methods. European Journal of Operational Research, 83:347–367, 1995.
H.R. Lourenço, O. Martin, and T. Stützle. Iterated local search. In Glover and Kochenberger [52], pages 321–353.
H.R. Lourenço, J.P. Paixão, and R. Portugal. Multiobjective metaheuristics for the bus driver scheduling problem. Transportation Science, 35(3):331–343, 2001.
V. Maniezzo. Exact and approximate nondeterministic tree-search procedures for the quadratic assignment problem. INFORMS Journal on Computing, 11(4):358–369, 1999.
V. Maniezzo and A. Carbonaro. An ANTS heuristic for the frequency assignment problem. Future Generation Computer Systems, 16(8):927–935, 2000.
V. Maniezzo, A. Carbonaro, M. Golfarelli, and S. Rizzi. An ANTS algorithm for optimizing the materialization of fragmented views in data warehouses: Preliminary results. In Applications of Evolutionary Computing, EvoWorkshops 2001, volume 2037 of Lecture Notes in Computer Science, pages 80–89. Springer Verlag, Berlin, 2001.
K. Marriott and P. Stuckey. Programming with Constraints. MIT Press, Cambridge, MA, 1998.
T. Mautor. Intensification neighbourhoods for local search methods. In C.C. Ribeiro and P. Hansen, editors, Essays and Surveys in Metaheuristics, pages 493–508. Kluwer Academic Publishers, Norwell, MA, 2002.
T. Mautor and P. Michelon. MIMAUSA: A new hybrid method combining exact solution and local search. In Extended abstracts of the 2nd International Conference on Meta-heuristics, page 15, Sophia-Antipolis, France, 1997.
T. Mautor and P. Michelon. MIMAUSA: an application of referent domain optimization. Technical Report 260, Laboratoire d’Informatique, Université d’Avignon et des Pays de Vaucluse, Avignon, France, 2001.
P. Merz and B. Freisleben. Fitness landscapes and memetic algorithm design. In D. Corne, M. Dorigo, and F. Glover, editors, New Ideas in Optimization, pages 244–260. McGraw Hill, London, UK, 1999.
B. Meyer. Hybrids of constructive metaheuristics and constraint programming. In C. Blum, M.J. Blesa, A. Roli, and M. Sampels, editors, Hybrid Metaheuristics—An Emergent Approach to Optimization, volume 117 of Studies in Computational Intelligence, pages 85–116. Springer Verlag, Berlin, 2008.
B. Meyer and A. Ernst. Integrating ACO and constraint propagation. In M. Dorigo, M. Birattari, C. Blum, L.M. Gambardella, F. Mondada, and T. Stützle, editors, Ant Colony Optimization and Swarm Intelligence, 4th International Workshop, ANTS 2004, volume 3172 of Lecture Notes in Computer Science, pages 166–177. Springer Verlag, Berlin, 2004.
MINTO - Mixed INTeger Optimizer. http://coral.ie.lehigh.edu/minto, last visited December 2008.
G. Nemhauser and L. Wolsey. Integer and Combinatorial Optimization. John Wiley & Sons, 1988.
E. Nowicki and C. Smutnicki. A fast taboo search algorithm for the job-shop problem. Management Science, 42(2):797–813, 1996.
P.S. Ow and T.E. Morton. Filtered beam search in scheduling. International Journal of Production Research, 26:297–307, 1988.
G. Pesant and M. Gendreau. A view of local search in constraint programming. In E. Freuder, editor, Proceedings of Constraint Programming 1996, volume 1118 of Lecture Notes in Computer Science, pages 353–366. Springer Verlag, Berlin, 1996.
G. Pesant and M. Gendreau. A constraint programming framework for local search methods. Journal of Heuristics, 5:255–279, 1999.
S. Pirkwieser, G.R. Raidl, and J. Puchinger. A Lagrangian decomposition / evolutionary algorithm hybrid for the knapsack constrained maximum spanning tree problem. In C. Cotta and J.I. van Hemert, editors, Recent Advances in Evolutionary Computation for Combinatorial Optimization, volume 153 of Studies in Computational Intelligence, pages 69–85. Springer Verlag, Berlin, 2008.
D. Pisinger. Core problems in knapsack algorithms. Operations Research, 47(4):570–575, 1999.
C.N. Potts and S. van de Velde. Dynasearch: Iterative local improvement by dynamic programming; part I, the traveling salesman problem. Technical Report LPOM–9511, Faculty of Mechanical Engineering, University of Twente, Enschede, The Netherlands, 1995.
M. Prandtstetter and G.R. Raidl. An integer linear programming approach and a hybrid variable neighborhood search for the car sequencing problem. European Journal of Operational Research, 191(1):1004–1022, 2008.
J. Puchinger, G.R. Raidl, and U. Pferschy. The core concept for the multidimensional knapsack problem. In J. Gottlieb and G.R. Raidl, editors, Evolutionary Computation in Combinatorial Optimization–EvoCOP 2006, volume 3906 of Lecture Notes in Computer Science, pages 195–208. Springer Verlag, Berlin, 2006.
G.R. Raidl and J. Puchinger. Combining (integer) linear programming techniques and metaheuristics for combinatorial optimization. In C. Blum, M.J. Blesa, A. Roli, and M. Sampels, editors, Hybrid Metaheuristics—An Emergent Approach to Optimization, volume 117 of Studies in Computational Intelligence, pages 31–62. Springer Verlag, Berlin, 2008.
N. Robertson and P.D. Seymour. Graph minors. X. Obstructions to tree-decomposition. Journal of Combinatorial Theory, 52:153–190, 1991.
K.E. Rosing. Heuristic concentration: a study of stage one. Environment and Planning B: Planning and Design, 27(1):137–150, 2000.
K.E. Rosing and C.S. ReVelle. Heuristic concentration: Two stage solution construction. European Journal of Operational Research, pages 955–961, 1997.
K.E. Rosing and C.S. ReVelle. Heuristic concentration and tabu search: A head to head comparison. European Journal of Operational Research, 117(3):522–532, 1998.
B. Roy and B. Sussmann. Les problemes d’ordonnancement avec constraintes disjonctives. Notes DS no. 9 is, SEMA.
P. Shaw. Using constraint programming and local search methods to solve vehicle routing problems. In Principles and Practice of Constraint Programming - CP98, 4th International Conference, volume 1520 of Lecture Notes in Computer Science, pages 417–431. Springer Verlag, Berlin, 1998.
M. Sniedovich and S. Voß. The corridor method: A dynamic programming inspired metaheuristic. Control and Cybernetics, 35:551–578, 2006.
É.D. Taillard and S. Voß. POPMUSIC: Partial optimization metaheuristic under special intensification conditions. In C.C. Ribeiro and P. Hansen, editors, Essays and Surveys in metaheuristics, pages 613–629. Kluwer Academic Publishers, Boston, MA, 2002.
M.B. Teitz and P. Bart. Heuristic methods for estimating the generalized vertex median of a weighted graph. Operations Research, 16:955–961, 1968.
P.M. Thompson and J.B. Orlin. The theory of cycle transfers. Working Paper No. OR 200-89, 1989.
P.M. Thompson and H.N. Psaraftis. Cyclic transfer algorithm for multivehicle routing and scheduling problems. Operations Research, 41:935–946, 1993.
P. Toth and D. Vigo, editors. The Vehicle Routing Problem. Society for Industrial and Applied Mathematics, 2002.
P. van Hentenryck. The OPL Optimization Programming Language. MIT Press, Cambridge, MA, 1999.
P. Van Hentenryck and L. Michel. Constraint-Based Local Search. MIT Press, Cambridge, MA, 2005.
M. Vasquez and J.-K. Hao. A hybrid approach for the 0-1 multidimensional knapsack problem. In B. Nebel, editor, Proceedings of the Seventeenth International Joint Conference on Artificial Intelligence, pages 328–333. Morgan Kaufmann Publishers, San Francisco, CA, 2001.
M. Vasquez and Y. Vimont. Improved results on the 0-1 multidimensional knapsack problem. European Journal of Operational Research, 165(1):70–81, 2005.
Xpress-MP. http://www.dashoptimization.com/home//products/products_optimizer.html, last visited December 2008.
M. Yagiura and T. Ibaraki. The use of dynamic programming in genetic algorithms for permutation problems. European Journal of Operational Research, 92:387–401, 1996.
Acknowledgements
This work has been supported by META-X, an ARC project funded by the French Community of Belgium. TS acknowledges support from the fund for scientific research F.R.S.-FNRS of the French Community of Belgium, of which he is a research associate.
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2009 Springer Science+Business Media, LLC
About this chapter
Cite this chapter
Dumitrescu, I., Stützle, T. (2009). Usage of Exact Algorithms to Enhance Stochastic Local Search Algorithms. In: Maniezzo, V., Stützle, T., Voß, S. (eds) Matheuristics. Annals of Information Systems, vol 10. Springer, Boston, MA. https://doi.org/10.1007/978-1-4419-1306-7_4
Download citation
DOI: https://doi.org/10.1007/978-1-4419-1306-7_4
Published:
Publisher Name: Springer, Boston, MA
Print ISBN: 978-1-4419-1305-0
Online ISBN: 978-1-4419-1306-7
eBook Packages: Business and EconomicsBusiness and Management (R0)