Metaheuristic
In
Compared to
Most literature on metaheuristics is experimental in nature, describing empirical results based on
Properties
These are properties that characterize most metaheuristics:[3]
- Metaheuristics are strategies that guide the search process.
- The goal is to efficiently explore the search space in order to find near–optimal solutions.
- Techniques which constitute metaheuristic algorithms range from simple local search procedures to complex learning processes.
- Metaheuristic algorithms are approximate and usually non-deterministic.
- Metaheuristics are not problem-specific.
Classification
There are a wide variety of metaheuristics[2] and a number of properties with respect to which to classify them.[3]
Local search vs. global search
One approach is to characterize the type of search strategy.[3] One type of search strategy is an improvement on simple local search algorithms. A well known local search algorithm is the hill climbing method which is used to find local optimums. However, hill climbing does not guarantee finding global optimum solutions.
Many metaheuristic ideas were proposed to improve local search heuristic in order to find better solutions. Such metaheuristics include
These metaheuristics can both be classified as local search-based or global search metaheuristics.Other global search metaheuristic that are not local search-based are usually
Single-solution vs. population-based
Another classification dimension is single solution vs
Hybridization and memetic algorithms
A hybrid metaheuristic is one that combines a metaheuristic with other optimization approaches, such as algorithms from
On the other hand, Memetic algorithms[14] represent the synergy of evolutionary or any population-based approach with separate individual learning or local improvement procedures for problem search. An example of memetic algorithm is the use of a local search algorithm instead of or in addition to a basic mutation operator in evolutionary algorithms.
Parallel metaheuristics
A
Nature-inspired and metaphor-based metaheuristics
A very active area of research is the design of nature-inspired metaheuristics. Many recent metaheuristics, especially evolutionary computation-based algorithms, are inspired by natural systems. Nature acts as a source of concepts, mechanisms and principles for designing of artificial computing systems to deal with complex computational problems. Such metaheuristics include
Applications
Metaheuristics are used for all types of optimization problems, ranging from
Metaheuristics are also frequently applied to scheduling problems. A typical representative of this combinatorial task class is job shop scheduling, which involves assigning the work steps of jobs to processing stations in such a way that all jobs are completed on time and altogether in the shortest possible time. by Glover.
Another large field of application are optimization tasks in continuous or mixed-integer search spaces. This includes, e.g., design optimization[26][27][28] or various engineering tasks.[29][30][31] An example of the mixture of combinatorial and continuous optimization is the planning of favourable motion paths for industrial robots.[32][33]
Metaheuristic Optimization Frameworks
A MOF can be defined as ‘‘a set of software tools that provide a correct and reusable implementation of a set of metaheuristics, and the basic mechanisms to accelerate the implementation of its partner subordinate heuristics (possibly including solution encodings and technique-specific operators), which are necessary to solve a particular problem instance using techniques provided’’.[34]
There are many candidate optimization tools which can be considered as a MOF of varying feature: Comet, EvA2, evolvica, Evolutionary::Algorithm, GAPlayground, jaga, JCLEC, JGAP, jMetal, n-genes, Open Beagle, Opt4j, ParadisEO/EO, Pisa, Watchmaker, FOM, Hypercube, HotFrame, Templar, EasyLocal, iOpt, OptQuest, JDEAL, Optimization Algorithm Toolkit, HeuristicLab, MAFRA, Localizer, GALIB, DREAM, Discropt, MALLBA, MAGMA, Metaheuristics.jl, UOF[34] and OptaPlanner.
Contributions
Many different metaheuristics are in existence and new variants are continually being proposed. Some of the most significant contributions to the field are:
- 1952: Robbins and Monro work on stochastic optimization methods.[35]
- 1954: Barricelli carries out the first simulations of the evolution process and uses them on general optimization problems.[36]
- 1963: Rastrigin proposes random search.[37]
- 1965: Matyas proposes random optimization.[38]
- 1965: Nelder and Mead propose a simplex heuristic, which was shown by Powell to converge to non-stationary points on some problems.[39]
- 1965: Evolution Strategies algorithm.[40]
- 1966: Fogel et al. propose evolutionary programming.[41]
- 1970: Hastings proposes the Metropolis–Hastings algorithm.[42]
- 1970: Cavicchio proposes adaptation of control parameters for an optimizer.[43]
- 1970: Kernighan and Lin propose a graph partitioning method, related to variable-depth search and prohibition-based (tabu) search.[44]
- 1975: Holland proposes the genetic algorithm.[23]
- 1977: Glover proposes scatter search.[24]
- 1978: Mercer and Sampson propose a metaplan for tuning an optimizer's parameters by using another optimizer.[45]
- 1980: Smith describes genetic programming.[46]
- 1983: Kirkpatrick et al. propose simulated annealing.[47]
- 1986: Glover proposes tabu search, first mention of the term metaheuristic.[25]
- 1989: Moscato proposes memetic algorithms.[14]
- 1990: Moscato and Fontanari,[48] and Dueck and Scheuer,[49] independently proposed a deterministic update rule for simulated annealing which accelerated the search. This led to the threshold accepting metaheuristic.
- 1992: ant colony optimization in his PhD thesis.[13]
- 1995: Wolpert and Macready prove the no free lunch theorems.[50][51][52][53]
See also
- Stochastic search
- Meta-optimization
- Matheuristics
- Hyper-heuristics
- Swarm intelligence
- genetic algorithms, genetic programming, or evolution strategies.
- Simulated annealing
- Workforce modeling
References
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R. Balamurugan; A.M. Natarajan; K. Premalatha (2015). "Stellar-Mass Black Hole Optimization for Biclustering Microarray Gene Expression Data". Applied Artificial Intelligence. 29 (4): 353–381. S2CID 44624424.
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Blum, C.; Roli, A. (2003). "Metaheuristics in combinatorial optimization: Overview and conceptual comparison". 35 (3). ACM Computing Surveys: 268–308.
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Goldberg, D.E. (1989). Genetic Algorithms in Search, Optimization and Machine Learning. Kluwer Academic Publishers. ISBN 978-0-201-15767-3.
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Glover, F.; Kochenberger, G.A. (2003). Handbook of metaheuristics. Vol. 57. Springer, International Series in Operations Research & Management Science. ISBN 978-1-4020-7263-5.
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Talbi, E-G. (2009). Metaheuristics: from design to implementation. Wiley. ISBN 978-0-470-27858-1.
- ^ X. S. Yang, Metaheuristic optimization, Scholarpedia, 6(8):11472 (2011).
- ^ Glover F., (1986). Future paths for integer programming and links to artificial intelligence, Computers and Operations Research, 13, 533–549 (1986).
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- ^ a b M. Dorigo, Optimization, Learning and Natural Algorithms, PhD thesis, Politecnico di Milano, Italie, 1992.
- ^ a b Moscato, P. (1989). "On Evolution, Search, Optimization, Genetic Algorithms and Martial Arts: Towards Memetic Algorithms". Caltech Concurrent Computation Program (report 826).
- ^ Tomoiagă B, Chindriş M, Sumper A, Sudria-Andreu A, Villafafila-Robles R. Pareto Optimal Reconfiguration of Power Distribution Systems Using a Genetic Algorithm Based on NSGA-II. Energies. 2013; 6(3):1439–1455.
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Holland, J.H. (1975). Adaptation in Natural and Artificial Systems. University of Michigan Press. ISBN 978-0-262-08213-6.
- ^ a b Glover, Fred (1977). "Heuristics for Integer programming Using Surrogate Constraints". Decision Sciences. 8 (1): 156–166. .
- ^ a b Glover, F. (1986). "Future Paths for Integer Programming and Links to Artificial Intelligence". Computers and Operations Research. 13 (5): 533–549. .
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- ^ Robbins, H.; Monro, S. (1951). "A Stochastic Approximation Method" (PDF). Annals of Mathematical Statistics. 22 (3): 400–407. .
- ^ Barricelli, N.A. (1954). "Esempi numerici di processi di evoluzione". Methodos: 45–68.
- ^ Rastrigin, L.A. (1963). "The convergence of the random search method in the extremal control of a many parameter system". Automation and Remote Control. 24 (10): 1337–1342.
- ^ Matyas, J. (1965). "Random optimization". Automation and Remote Control. 26 (2): 246–253.
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Nelder, J.A.; Mead, R. (1965). "A simplex method for function minimization". Computer Journal. 7 (4): 308–313. S2CID 2208295.
- ^ Rechenberg, Ingo (1965). "Cybernetic Solution Path of an Experimental Problem". Royal Aircraft Establishment, Library Translation.
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Fogel, L.; Owens, A.J.; Walsh, M.J. (1966). Artificial Intelligence through Simulated Evolution. Wiley. ISBN 978-0-471-26516-0.
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Hastings, W.K. (1970). "Monte Carlo Sampling Methods Using Markov Chains and Their Applications". Biometrika. 57 (1): 97–109. S2CID 21204149.
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Cavicchio, D.J. (1970). "Adaptive search using simulated evolution". Technical Report. University of Michigan, Computer and Communication Sciences Department. hdl:2027.42/4042.
- ^ Kernighan, B.W.; Lin, S. (1970). "An efficient heuristic procedure for partitioning graphs". Bell System Technical Journal. 49 (2): 291–307. .
- ^
Mercer, R.E.; Sampson, J.R. (1978). "Adaptive search using a reproductive metaplan". Kybernetes. 7 (3): 215–228. doi:10.1108/eb005486.
- ^ Smith, S.F. (1980). A Learning System Based on Genetic Adaptive Algorithms (PhD Thesis). University of Pittsburgh.
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Kirkpatrick, S.; Gelatt Jr., C.D.; Vecchi, M.P. (1983). "Optimization by Simulated Annealing". Science. 220 (4598): 671–680. S2CID 205939.
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Wolpert, D.H.; Macready, W.G. (1995). "No free lunch theorems for search". Technical Report SFI-TR-95-02-010. Santa Fe Institute. S2CID 12890367.
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Further reading
- Sörensen, Kenneth; Sevaux, Marc; Glover, Fred (2017-01-16). "A History of Metaheuristics" (PDF). In Martí, Rafael; Panos, Pardalos; Resende, Mauricio (eds.). Handbook of Heuristics. Springer. ISBN 978-3-319-07123-7.
- Ashish Sharma (2022), Nature Inspired Algorithms with Randomized Hypercomputational Perspective. Information Sciences. https://doi.org/10.1016/j.ins.2022.05.020.
External links
- Fred Glover and Kenneth Sörensen (ed.). "Metaheuristics". Scholarpedia.
- EU/ME forum for researchers in the field.