One Class of Stochastic Local Search Algorithms

Accelerated probabilistic modeling algorithms, presenting stochastic local search (SLS) technique, are considered. General algorithm scheme and specific combinatorial optimization method, using “golden section” rule (GS-method), are given. Convergence rates using Markov chains are received. An overview of current combinatorial optimization techniques is presented.

Improved solutions to dynamic and stochastic maritime pick-up and delivery problems using local search.

Heuristics for stochastic and dynamic vehicle routing problems are often kept relatively simple, in part due to the high computational burden resulting from having to consider stochastic information in some form. In this work, three existing heuristics are extended by three different local search variations: a first improvement descent using stochastic information, a tabu search using stochastic information when updating the incumbent solution, and a tabu search using stochastic information when selecting moves based on a list of moves determined through a proxy evaluation. In particular, the three local search variations are designed to utilize stochastic information in the form of sampled scenarios. The results indicate that adding local search using stochastic information to the existing heuristics can further reduce operating costs for shipping companies by 0.5–2 %. While the existing heuristics could produce structurally different solutions even when using similar stochastic information in the search, the appended local search methods seem able to make the final solutions more similar in structure.

Local search multiuser detection

In this work, a wide analysis of local search multiuser detection (LS-MUD) for direct sequence/code division multiple access (DS/CDMA) systems under multipath channels is carried out considering the performance-complexity trade-off. It is verified the robustness of the LS-MUD to variations in loading, E(b)/N(0), near-far effect, number of fingers of the Rake receiver and errors in the channel coefficients estimates. A compared analysis of the bit error rate (BER) and complexity trade-off is accomplished among LS, genetic algorithm (GA) and particle swarm optimization (PSO). Based on the deterministic behavior of the LS algorithm, it is also proposed simplifications over the cost function calculation, obtaining more efficient algorithms (simplified and combined LS-MUD versions) and creating new perspectives for the MUD implementation. The computational complexity is expressed in terms of the number of operations in order to converge. Our conclusion pointed out that the simplified LS (s-LS) method is always more efficient, independent of the system conditions, achieving a better performance with a lower complexity than the others heuristics detectors. Associated to this, the deterministic strategy and absence of input parameters made the s-LS algorithm the most appropriate for the MUD problem. (C) 2008 Elsevier GmbH. All rights reserved.

Self-adaptive combination of global tabu search and local search for nonlinear equations

Solving systems of nonlinear equations is a very important task since the problems emerge mostly through the mathematical modelling of real problems that arise naturally in many branches of engineering and in the physical sciences. The problem can be naturally reformulated as a global optimization problem. In this paper, we show that a self-adaptive combination of a metaheuristic with a classical local search method is able to converge to some difficult problems that are not solved by Newton-type methods.

A genetic algorithm for the job shop scheduling with a new local search using Monte Carlo method

This paper presents a methodology for applying scheduling algorithms using Monte Carlo simulation. The methodology is based on a decision support system (DSS). The proposed methodology combines a genetic algorithm with a new local search using Monte Carlo Method. The methodology is applied to the job shop scheduling problem (JSSP). The JSSP is a difficult problem in combinatorial optimization for which extensive investigation has been devoted to the development of efficient algorithms. The methodology is tested on a set of standard instances taken from the literature and compared with others. The computation results validate the effectiveness of the proposed methodology. The DSS developed can be utilized in a common industrial or construction environment.

Combining global tabu search with local search for solving systems of equalities and inequalities

This papers aims at providing a combined strategy for solving systems of equalities and inequalities. The combined strategy uses two types of steps: a global search step and a local search step. The global step relies on a tabu search heuristic and the local step uses a deterministic search known as Hooke and Jeeves. The choice of step, at each iteration, is based on the level of reduction of the l2-norm of the error function observed in the equivalent system of equations, compared with the previous iteration.

Constraint reasoning with local search for continuous optimization

Optimization is a very important field for getting the best possible value for the optimization function. Continuous optimization is optimization over real intervals. There are many global and local search techniques. Global search techniques try to get the global optima of the optimization problem. However, local search techniques are used more since they try to find a local minimal solution within an area of the search space. In Continuous Constraint Satisfaction Problems (CCSP)s, constraints are viewed as relations between variables, and the computations are supported by interval analysis. The continuous constraint programming framework provides branch-and-prune algorithms for covering sets of solutions for the constraints with sets of interval boxes which are the Cartesian product of intervals. These algorithms begin with an initial crude cover of the feasible space (the Cartesian product of the initial variable domains) which is recursively refined by interleaving pruning and branching steps until a stopping criterion is satisfied. In this work, we try to find a convenient way to use the advantages in CCSP branchand- prune with local search of global optimization applied locally over each pruned branch of the CCSP. We apply local search techniques of continuous optimization over the pruned boxes outputted by the CCSP techniques. We mainly use steepest descent technique with different characteristics such as penalty calculation and step length. We implement two main different local search algorithms. We use “Procure”, which is a constraint reasoning and global optimization framework, to implement our techniques, then we produce and introduce our results over a set of benchmarks.

Iterated local search

Iterated Local Search has many of the desirable features of a metaheuristic: it is simple, easy to implement, robust, and highly effective. The essential idea of Iterated Local Search lies in focusing the search not on the full space of solutions but on a smaller subspace defined by the solutions that are locally optimal for a given optimization engine. The success of Iterated Local Search lies in the biased sampling of this set of local optima. How effective this approach turns out to be depends mainly on the choice of the local search, the perturbations, and the acceptance criterion. So far, in spite of its conceptual simplicity, it has lead to a number of state-of-the-art results without the use of too much problem-specific knowledge. But with further work so that the different modules are well adapted to the problem at hand, Iterated Local Search can often become a competitive or even state of the artalgorithm. The purpose of this review is both to give a detailed description of this metaheuristic and to show where it stands in terms of performance.

Optimal network topologies for local search with congestion

The problem of searchability in decentralized complex networks is of great importance in computer science, economy, and sociology. We present a formalism that is able to cope simultaneously with the problem of search and the congestion effects that arise when parallel searches are performed, and we obtain expressions for the average search cost both in the presence and the absence of congestion. This formalism is used to obtain optimal network structures for a system using a local search algorithm. It is found that only two classes of networks can be optimal: starlike configurations, when the number of parallel searches is small, and homogeneous-isotropic configurations, when it is large.

Minimum stable convergence criteria for stochastic diffusion search

An analysis of Stochastic Diffusion Search (SDS), a novel and efficient optimisation and search algorithm, is presented, resulting in a derivation of the minimum acceptable match resulting in a stable convergence within a noisy search space. The applicability of SDS can therefore be assessed for a given problem.

Communicating neurons: a connectionist spiking neuron implementation of stochastic diffusion search

An information processing paradigm in the brain is proposed, instantiated in an artificial neural network using biologically motivated temporal encoding. The network will locate within the external world stimulus, the target memory, defined by a specific pattern of micro-features. The proposed network is robust and efficient. Akin in operation to the swarm intelligence paradigm, stochastic diffusion search, it will find the best-fit to the memory with linear time complexity. information multiplexing enables neurons to process knowledge as 'tokens' rather than 'types'. The network illustrates possible emergence of cognitive processing from low level interactions such as memory retrieval based on partial matching. (C) 2007 Elsevier B.V. All rights reserved.

Resource allocation analysis of the stochastic diffusion search

The Stochastic Diffusion Search (SDS) was developed as a solution to the best-fit search problem. Thus, as a special case it is capable of solving the transform invariant pattern recognition problem. SDS is efficient and, although inherently probabilistic, produces very reliable solutions in widely ranging search conditions. However, to date a systematic formal investigation of its properties has not been carried out. This thesis addresses this problem. The thesis reports results pertaining to the global convergence of SDS as well as characterising its time complexity. However, the main emphasis of the work, reports on the resource allocation aspect of the Stochastic Diffusion Search operations. The thesis introduces a novel model of the algorithm, generalising an Ehrenfest Urn Model from statistical physics. This approach makes it possible to obtain a thorough characterisation of the response of the algorithm in terms of the parameters describing the search conditions in case of a unique best-fit pattern in the search space. This model is further generalised in order to account for different search conditions: two solutions in the search space and search for a unique solution in a noisy search space. Also an approximate solution in the case of two alternative solutions is proposed and compared with predictions of the extended Ehrenfest Urn model. The analysis performed enabled a quantitative characterisation of the Stochastic Diffusion Search in terms of exploration and exploitation of the search space. It appeared that SDS is biased towards the latter mode of operation. This novel perspective on the Stochastic Diffusion Search lead to an investigation of extensions of the standard SDS, which would strike a different balance between these two modes of search space processing. Thus, two novel algorithms were derived from the standard Stochastic Diffusion Search, ‘context-free’ and ‘context-sensitive’ SDS, and their properties were analysed with respect to resource allocation. It appeared that they shared some of the desired features of their predecessor but also possessed some properties not present in the classic SDS. The theory developed in the thesis was illustrated throughout with carefully chosen simulations of a best-fit search for a string pattern, a simple but representative domain, enabling careful control of search conditions.