Alternating Local Search Based VNS for Linear Classification
CitationThis paper is published in Annals of Operations Research, Springer
Meta Heuristics
GRASP and path relinking for the max-min diversity problem
The Max-Min Diversity Problem (MMDP) consists in selecting a subset of elements from a given set in such a way that the diversity among the selected elements is maximized. The problem is NP-hard and can be formulated as an integer linear program. Since the 1980s, several solution methods for this problem have been developed and … Read more
Building separating concentric balls to solve a multi-instance classification problem
In this work, we consider a classification problem where the objects to be classified are bags of instances which are vectors measuring d different attributes. The classification rule is defined in terms of a ball, whose center and radius are the parameters to be computed. Given a bag, it is assigned to the positive class … Read more
Fast Local Search for the Maximum Independent Set Problem
Given a graph G = (V,E), the independent set problem is that of finding a maximum-cardinality subset S of V such that no two vertices in S are adjacent. We introduce two fast local search routines for this problem. The first can determine in linear time whether a maximal solution can be improved by replacing … Read more
GRASP with path-relinking for the multi-plant capacitated lot sizing problem
This paper addresses the independent multi-plant, multi-period, and multi-item capacitated lot sizing problem where transfers between the plants are allowed. This is an NP-hard combinatorial optimization problem and few solution methods have been proposed to solve it. We develop a GRASP (Greedy Randomized Adaptive Search Procedure) heuristic as well as a path-relinking intensification procedure to … Read more
A General Heuristic Method for Joint Chance-Constrained Stochastic Programs with Discretely Distributed Parameters
We present a general metaheuristic for joint chance-constrained stochastic programs with discretely distributed parameters. We give a reformulation of the problem that allows us to define a finite solution space. We then formulate a novel neighborhood for the problem and give methods for efficiently searching this neighborhood for solutions that are likely to be improving. … Read more
A novel elitist multiobjective optimization algorithm: multiobjective extremal optimization
Recently, a general-purpose local-search heuristic method called Extremal Optimization (EO) has been successfully applied to some NP-hard combinatorial optimization problems. This paper presents an investigation on EO with its application in multiobjective optimization and proposes a new novel elitist multiobjective algorithm, called Multiobjective Extremal Optimization (MOEO). In order to extend EO to solve the multiobjective … Read more
Covering models with time-dependent demand
In this paper a covering model for locating facilities with time-dependent demand is introduced. Not only the facility locations, but also the instants at which such facilities become operative, are considered as decision variables in order to determine the maximal-profit decision. Expressed as a mixed nonlinear integer program, structural properties are derived for particular demand … Read more
Hybrid heuristics for the permutation flow shop problem
The Flow Shop Problem (FSP) is known to be NP-hard when more than three machines are considered. Thus, for non-trivial size problem instances, heuristics are needed to find good orderings. We consider the permutation case of this problem. For this case, denoted by F|prmu|Cmax, the sequence of jobs has to remain the same at each … Read more
Solving systems of nonlinear equations with continuous GRASP
A method for finding all roots of a system of nonlinear equations is described. Our method makes use of C-GRASP, a recently proposed continuous global optimization heuristic. Given a nonlinear system, we solve a corresponding adaptively modified global optimization problem multiple times, each time using C-GRASP, with areas of repulsion around roots that have already … Read more