Questions tagged [metaheuristics]

Questions on general heuristic strategies that can be instantiated for a specific problem to obtain a heuristic.

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18
votes
8answers
954 views

Are metaheuristics ever practical for continuous optimization?

All of the applications of metaheuristics that I can think of are for discrete optimization (usually combinatorial optimization) problems. Are metaheuristics ever practical tools for continuous ...
18
votes
1answer
236 views

Combinatorial Optimization: Metaheuristics, CP, IP — “versus” or “and”?

"Recently" someone asked on Twitter whether "people still use genetic algorithms for integer programs". The "majority answer", i.e., 1 out of 1, was: "Yes" . So, my follow-up question is: With all ...
14
votes
4answers
518 views

Online Education for OR and Developing Decision Support Systems

I am looking for educational programmes which can be conducted online, such as full MSc., degree certificates, postgraduate courses/modules, MOOCs. Topics I am looking for are on advanced ...
13
votes
1answer
226 views

In Local Search, which reheating techniques have a good track record?

Given a fast-stepping Local Search (such as Simulated Annealing or Late Acceptance), which reheating approach is proven to work well? Generally speaking, reheating works like this: if [a condition is ...
11
votes
5answers
821 views

How to implement a “generic” solver for scheduling problems?

I have been accepted for an internship for 6 months. The aim of this internship is to implement a "generic" solver for scheduling/production planning problems. This solver will bill a small prototype ...
11
votes
4answers
382 views

Good resources for solving techniques (Metaheuristics, MILP, CP etc)

I want some resources (tutorials, online courses, lecture notes, articles, books, etc.) to learn the different techniques to solve OR problems (metaheuristics, CP, MILP, etc). It would be better if ...
11
votes
3answers
1k views

Which Python package is suitable for multiobjective optimization

I would like to start using Python for modelling and solving optimization problems. I would like to use both single-objective problems and multi-objective problems with a multidimensional objective ...
10
votes
2answers
204 views

Parallelization of an existing Adaptive Large Neighbourhood Search Heuristic

I am solving (or say, trying to find good solutions for) an arbitrary combinatorial optimization problem, think of it as a Vehicle Routing Problem with a bunch of side constraints that are not ...
9
votes
3answers
250 views

What is good introductory literature on (meta)heuristics?

What textbook/articles would you use to introduce heuristics and meta-heuristics to OR students? Assume they have already seen some OR (e.g., LP and MILP).
9
votes
1answer
278 views

Integrating genetic algorithm (or other heuristic methods) with CPLEX

[Topic to discuss GA and CPLEX] I've seen some papers trying to integrate genetic algorithm with CPLEX, such as here and here. Although they integrated both, it is done in 2 different steps; that ...
9
votes
1answer
148 views

Rules of thumb for using classic methods (e.g. branch and bound) vs. meta-heuristics (G.A, S.A, etc..) for non-convex problems?

Are there any rules of thumb for when to use classical methods like branch and bound, branch and cut, etc...for non-convex problems, vs using meta-heuristic methods like genetic algorithms, ...
8
votes
2answers
411 views

Is there a greedy heuristic approach to the MILP problem?

I have the following optimization problem which is an MILP. I can solve it with an MILP solver. \begin{alignat}{1}\max_{x_n,t}\,&\quad t\quad\\\text{s.t.}&\quad\sum_{n=1}^{N} x_n \,&= M\\...
7
votes
2answers
690 views

Difference between exploration and exploitation in Simulated Annealing algorithm

In evolutionary algorithms, two main abilities maintained which are Exploration and Exploitation. In Exploration the algorithm searching for new solutions in new regions, while Exploitation means ...
7
votes
1answer
134 views

How to interpret the random solution pick by Lévy flight on cuckoo search

I am working on an implementation of Cuckoo Search for a set covering problem. After reading some papers I cannot understand how choosing a random solution (new cuckoo) works. What I see is that ...
6
votes
2answers
163 views

A heuristic approach to solve a MILP problem?

I have the following optimization problem which is a MILP. I can solve it with a MILP solver. This one I posted here Is there a heuristic approach to the MILP problem? Since I have an additional but ...
6
votes
1answer
124 views

How to solve this variant of RCPSP

We have $m$ projects in parallel that require shared resources the resources has time varying capacities (i.e $B_{rt}$ is the units of resource $r$ available in period $t$). For each project there is $...
4
votes
1answer
132 views

How to parallelize metaheuristics algorithms (Island Model)?

I have different metaheuristics (Tabu search, Simulated annealing, Iterated local search) solving an optimization problem (a variant of the resource-constrained project scheduling problem). Each ...
4
votes
1answer
96 views

How to represent time window as constraint in a vehicle routing problem

Hi I am trying to solve a vehicle routing problem using Tabu search, I have successfully completed implementation of constraints for CVRP by giving penalties to objective function , how do I implement ...
3
votes
3answers
177 views

How to handle an equality constraint in metaheuristic algorithms (like GA, PSO)?

Metaheuristic algorithms are generally used to find the optimal solution to unconstrained optimization problems. I would like to maximize $x_1+3x_2-x_3\ge0$ while respecting the equality constraint $...
3
votes
1answer
107 views

PSO. Hyperparameter Optimization for Similar Problems

I am doing a project where I am using Particle Swarm Optimization (PSO) for a design optimization problem. Naturally, in there I had to conduct hyperparameter optimization to find the most optimal ...
2
votes
2answers
130 views

Two Genetic Algorithms to solve two subproblems is a bad decision or I'm doing something wrong?

I'm developing a heuristic based on U-NSGA-III and GA for continuous variables with a crossover operator from this article: https://www.researchgate.net/publication/331451524_CAM-...
1
vote
1answer
61 views

Looking for an example of a heuristic implementation in GAMS

I am new to GAMS and the documentation is not helping me to make fast progress. I am looking for an example implementation similar to Relax and Fix heuristic where in several iterations subsets of ...
0
votes
1answer
379 views

How to solve knapsack problem with simulated annealing?

I was going through the course contents of Optimization with Metaheuristics in Python in udemy , where they have solved a quadratic assignment problem using Simulated annealing in python , i was ...
-2
votes
1answer
93 views

Any references to the ROADEF 2020 Challenge?

The problem description of the challenge is given here. Does anyone has some references to similar problem. I would like to participate but I don't know where to start.
-4
votes
0answers
46 views

How to treat with equality constraints in whale optimization algorithm? [duplicate]

Whale optimization is one of the metaheuristic algorithms which used to find the optimal solution to unconstrained optimization problems. I have an objective function : $x_1+2 x_2−6 x_3≥0$, subject to ...