A black-box scatter search for optimization problems with integer variables

被引:19
|
作者
Laguna, Manuel [1 ]
Gortazar, Francisco [2 ]
Gallego, Micael [2 ]
Duarte, Abraham [2 ]
Marti, Rafael [3 ]
机构
[1] Univ Colorado, Leeds Sch Business, Boulder, CO 80309 USA
[2] Univ Rey Juan Carlos, Dept Ciencias Computac, Madrid, Spain
[3] Univ Valencia, Dept Estadist & Invest Operat, Valencia, Spain
关键词
Black-box optimization; Metaheuristics; Hard optimization problems; WATER; ALGORITHM; DESIGNS;
D O I
10.1007/s10898-013-0061-2
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
The goal of this work is the development of a black-box solver based on the scatter search methodology. In particular, we seek a solver capable of obtaining high quality outcomes to optimization problems for which solutions are represented as a vector of integer values. We refer to these problems as integer optimization problems. We assume that the decision variables are bounded and that there may be constraints that require that the black-box evaluator is called in order to know whether they are satisfied. Problems of this type are common in operational research areas of applications such as telecommunications, project management, engineering design and the like.Our experimental testing includes 171 instances within four classes of problems taken from the literature. The experiments compare the performance of the proposed method with both the best context-specific procedures designed for each class of problem as well as context-independent commercial software. The experiments show that the proposed solution method competes well against commercial software and that can be competitive with specialized procedures in some problem classes.
引用
收藏
页码:497 / 516
页数:20
相关论文
共 50 条
  • [41] Optimization of black-box problems using Smolyak grids and polynomial approximations
    Chris A. Kieslich
    Fani Boukouvala
    Christodoulos A. Floudas
    Journal of Global Optimization, 2018, 71 : 845 - 869
  • [42] SCR, an efficient global optimization algorithm for constrained black-box problems
    Zaryab, Syed Ali
    Manno, Andrea
    Martelli, Emanuele
    OPTIMIZATION AND ENGINEERING, 2025,
  • [43] BLACK-BOX MULTIGRID FOR NONSYMMETRIC PROBLEMS
    DENDY, JE
    APPLIED MATHEMATICS AND COMPUTATION, 1983, 13 (3-4) : 261 - 283
  • [44] Optimization of black-box problems using Smolyak grids and polynomial approximations
    Kieslich, Chris A.
    Boukouvala, Fani
    Floudas, Christodoulos A.
    JOURNAL OF GLOBAL OPTIMIZATION, 2018, 71 (04) : 845 - 869
  • [45] An Improved Surrogate Based Optimization Method for Expensive Black-box Problems
    Ye, Pengcheng
    Pan, Guang
    2019 3RD INTERNATIONAL CONFERENCE ON ARTIFICIAL INTELLIGENCE APPLICATIONS AND TECHNOLOGIES (AIAAT 2019), 2019, 646
  • [46] Surrogate optimization of computationally expensive black-box problems with hidden constraints
    Müller J.
    Day M.
    INFORMS Journal on Computing, 2019, 31 (04): : 689 - 702
  • [47] Deterministic approaches for solving practical black-box global optimization problems
    Kvasov, Dmitri E.
    Sergeyev, Yaroslav D.
    ADVANCES IN ENGINEERING SOFTWARE, 2015, 80 : 58 - 66
  • [48] The complexity of black-box ring problems
    Arvind, V.
    Das, Bireswar
    Mukhopadhyay, Partha
    COMPUTING AND COMBINATORICS, PROCEEDINGS, 2006, 4112 : 126 - 135
  • [49] Black-box complexities of combinatorial problems
    Doerr, Benjamin
    Koetzing, Timo
    Lengler, Johannes
    Winzen, Carola
    THEORETICAL COMPUTER SCIENCE, 2013, 471 : 84 - 106
  • [50] Adaptive sampling Bayesian algorithm for constrained black-box optimization problems
    Fan, Shuyuan
    Hong, Xiaodong
    Liao, Zuwei
    Ren, Congjing
    Yang, Yao
    Wang, Jingdai
    Yang, Yongrong
    AICHE JOURNAL, 2025, 71 (04)