Solution of the cumulative assignment problem with a well-structured tabu search method

The Cumulative Assignment Problem is an NP-complete problem obtained by substituting the linear objective function of the classic Linear Assignment Problem, with a non-linear cumulative function. In this paper we present a first attempt to solve the Cumulative Assignment Problem with metaheuristic techniques. In particular we consider two standard techniques, namely the Simulated Annealing and the Multi-Start methods, and we describe the eXploring Tabu Search: a new structured Tabu Search algorithm which uses an iterative multi-level approach to improve the search. The new method is analyzed through extensive computational experiments and proves to be more effective than the standard methods.