The continuous reactive tabu search: Blending combinatorial optimization and stochastic search for global optimization

The continuous reactive tabu search: Blending combinatorial optimization and stochastic search for global optimization

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Article ID: iaor19971540
Country: Netherlands
Volume: 63
Issue: 1
Start Page Number: 153
End Page Number: 188
Publication Date: May 1996
Journal: Annals of Operations Research
Authors: ,
Keywords: combinatorial analysis, heuristics
Abstract:

A novel algorithm for the global optimization of functions is presented, in which a combinatorial optimization method cooperates with a stochastic local minimizer. The combinatorial optimization component, based on the Reactive Tabu Search recently proposed by the authors, locates the most promising ‘boxes’, in which starting points for the local minimzer are generated. In order to cover a wide spectrum of possible applications without user intervention, the method is designed with adaptive mechanisms: the box size is adapted to the local structure of the function to be optimized, the search parameters are adapted to obtain a proper balance of diversification and intensification. The algorithm is compared with some existing algorithms, and the experimental results are presented for a variety of benchmark tasks.

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