Parameter tuning for local-search-based matheuristic methods

DOI10.1155/2017/1702506MaRDI QIDQ680781zbMATH OpenOpenAlexFDO

Authors Guillermo Cabrera-Guerrero, Carolina Lagos, Carolina Castañeda, Franklin Johnson, Fernando Paredes, Enrique Cabrera

Publication date 29 January 2018

Published in Complexity (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2017/1702506

zbMATH Keywords

capacitated facility locationcombining heuristics and mathematical programmingmatheuristic methodsmixed integer (non)linear programming problemsNP-hard combinatorial optimizationoptimization problems

Mathematics Subject Classification ID

Mixed integer programming (90C11) Approximation methods and heuristics in mathematical programming (90C59)

Review text

Summary: Algorithms that aim to solve optimization problems by combining heuristics and mathematical programming have attracted researchers' attention. These methods, also known as \textit{matheuristics}, have been shown to perform especially well for large, complex optimization problems that include both integer and continuous decision variables. One common strategy used by matheuristic methods to solve such optimization problems is to divide the main optimization problem into several subproblems. While heuristics are used to seek for promising subproblems, exact methods are used to solve them to optimality. In general, we say that both mixed integer (non)linear programming problems and combinatorial optimization problems can be addressed using this strategy. Beside the number of parameters researchers need to adjust when using heuristic methods, additional parameters arise when using matheuristic methods. In this paper we focus on one particular parameter, which determines the size of the subproblem. We show how matheuristic performance varies as this parameter is modified. We consider a well-known NP-hard combinatorial optimization problem, namely, the capacitated facility location problem for our experiments. Based on the obtained results, we discuss the effects of adjusting the size of subproblems that are generated when using matheuristics methods such as the one considered in this paper.

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Cites work

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Describes a project that uses

Uses Software

• OR-Library
• Tabu search

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