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Subject Name: Operation Research Subject Code: 10CS661 Prepared By:Mrs - Annapoorani Department:CSE

The document summarizes key concepts in metaheuristics and provides examples of simulated annealing, tabu search, and genetic algorithms. It discusses the nature of metaheuristics, advantages and disadvantages, hill climbing, the simulated annealing process and algorithm using a traveling salesman problem example. It also explains tabu search methodology, effective modeling and computing, and provides a graph coloring problem example. Finally, it outlines the genetic algorithm process using reproduction, crossover, mutation and a maximization example.

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Annisa Rahmawaty
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56 views30 pages

Subject Name: Operation Research Subject Code: 10CS661 Prepared By:Mrs - Annapoorani Department:CSE

The document summarizes key concepts in metaheuristics and provides examples of simulated annealing, tabu search, and genetic algorithms. It discusses the nature of metaheuristics, advantages and disadvantages, hill climbing, the simulated annealing process and algorithm using a traveling salesman problem example. It also explains tabu search methodology, effective modeling and computing, and provides a graph coloring problem example. Finally, it outlines the genetic algorithm process using reproduction, crossover, mutation and a maximization example.

Uploaded by

Annisa Rahmawaty
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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Subject Name: Operation Research

Subject Code: 10CS661

Prepared By:Mrs.Annapoorani

Department:CSE
1
UNIT 8-MetaHeuristics
1.The Nature of Metaheuristics
2.Simulated Annealing
3.Tabu Search
4.Genetic Algorithms

2
Heuristics
• Heuristics are rules to search to find optimal
or near-optimal solutions. Examples are FIFO,
LIFO, earliest due date first, largest processing
time first, shortest distance first, etc.

• Heuristics can be constructive (build a solution


piece by piece) or improvement (take a
solution and alter it to find a better solution).

3
• Many constructive heuristics are greedy or
myopic, that is, they take the best thing next
without regard for the rest of the solution.

Example: A constructive heuristic for TSP is to


take the nearest city next. An improvement
heuristic for TSP is to take a tour and swap the
order of two cities.

4
1. Meta-Heuristics
An iterative generation process which guides a
subordinate heuristic by combining intelligently
different concepts derived from classical
heuristics, artificial intelligence, biological
evolution, natural and physical sciences for
exploring and exploiting the search spaces using
learning strategies to structure information in
order to find efficiently near-optimal solutions.

5
1.1 Advantages of Meta-Heuristics

• Very flexible
• Often global optimizers
• Often robust to problem size, problem
instance and random variables
• May be only practical alternative

6
1.2 Disadvantages of Meta-Heuristics

• Often need problem specific information /


techniques
• Optimality (convergence) may not be
guaranteed
• Lack of theoretic basis
• Different searches may yield different
solutions to the same problem (stochastic)
• Stopping criteria
• Multiple search parameters
7
1.3 Hill climbing
1.4 Simulated Annealing
Local Search
Cost function

Solution space
2. Simulated Annealing
• What
– Exploits an analogy between the
annealing process and the search for
the optimum in a more general
system.
2.1Annealing Process

• Annealing Process
– Raising the temperature up to a very high level
(melting temperature, for example), the atoms
have a higher energy state and a high possibility
to re-arrange the crystalline structure.

– Cooling down slowly, the atoms have a lower


and lower energy state and a smaller and
smaller possibility to re-arrange the crystalline
structure.
2.2 Simulated Annealing Algorithm

Initialize:
– initial solution x ,
– highest temperature Th,
– and coolest temperature Tl
T= Th
When the temperature is higher than Tl
While not in equilibrium
Search for the new solution X’
Accept or reject X’ according to Metropolis Criterion
End
Decrease the temperature T
End
2.3 Example of Simulated Annealing

• Traveling Salesman Problem (TSP)


– Given 6 cities and the traveling cost between
any two cities
– A salesman need to start from city 1 and travel
all other cities then back to city 1
– Minimize the total traveling cost
Contd…
• Solution representation
– An integer list, i.e., (1,4,2,3,6,5)

• Search mechanism
– Swap any two integers (except for the first one)
• (1,4,2,3,6,5)  (1,4,3,2,6,5)

• Cost function
3.Tabu Search

• What
– Neighborhood search + memory
• Neighborhood search
• Memory
– Record the search history – the “tabu list”
– Forbid cycling search

Main idea of tabu


3.1 Algorithm of Tabu Search
1. Choose an initial solution X

2. Find a subset of N(x) the neighbors of X which are not in the


tabu list.

3. Find the best one (x’) in set N(x).

4. If F(x’) > F(x) then set x=x’.

5. Modify the tabu list.

6. If a stopping condition is met then stop, else go to the


second step.
3.2 Effective Tabu Search
• Effective Modeling
– Neighborhood structure
– Objective function (fitness or cost)
• Example:
1. Graph coloring problem:
– Find the minimum number of colors needed such that no two
connected nodes share the same color.

• Aspiration criteria
– The criteria for overruling the tabu constraints and
differentiating the preference of among the neighbors
Contd…
• Effective Computing
– “Move” may be easier to be stored and computed
than a completed solution
• move: the process of constructing of x’ from x

– Computing and storing the fitness difference may


be easier than that of the fitness function.
Contd…
• Effective Memory Use
– Variable tabu list size
• For a constant size tabu list
– Too long: deteriorate the search results
– Too short: cannot effectively prevent from cycling

– Intensification of the search


• Decrease the tabu list size

– Diversification of the search


• Increase the tabu list size
• Penalize the frequent move or unsatisfied constraints
3.3 Eample of Tabu Search
• A hybrid approach for graph coloring problem
• Given an undirected graph G=(V,E)
– V={v1,v2,…,vn}
– E={eij}

• Determine a partition of V in a minimum number of


color classes C1,C2,…,Ck such that for each edge eij, vi
and vj are not in the same color class.

• NP-hard
4. Genetic Algorithm
• Reproduction (Selection)
• Crossover
• Mutation
Example 1
Maximize f(x) = x2 where x  I and 0  x  31
1. Coding of a solution : A five-bit integer,
e.g. 01101
2. Fitness function : F(x) = f(x) = x2
3. Initial population : (Randomly generated)
01101
11000
01000
10011
Reproduction

Roulette Wheel
Reproduction
Crossover
Mutation

The probability of mutation


Pm = 0.001

20 bits * 0.001 = 0.02 bits


Genetic Algorithm (5/5)
p1 = 01110, p2 = 01110
begin p3 = 11100, p4 = 00010
t 0
initialize Pt f1 = 01110 = 3, f2 = 01110 = 3
evaluate Pt f3 = 11100 = 3, f4 = 00010 = 1
while (not terminated) do
begin s1 = 01110 = 0.3, s2 = 01110 = 0.3
s3 = 11100 = 0.3, s4 = 00010 = 0.1
t  t+1
select Pt from Pt-1 s4 = 11100 = 0.3
crossover and mutation Pt p1 = 011 10, p2 = 01 110
evaluate Pt p3 = 111 00, p4 = 11 100
end
end c1 = 011 00, c2 = 01 100
c3 = 111 10, c4 = 11 110

c1 = 01101, c2 = 01110 c1 = 01100, c2 = 01100


c3 = 11010, c4 = 11111 c3 = 11110, c4 = 11110
29
Initialization
Loop

Loop
Each ant applies a state transition rule to
incrementally build a solution and applies a
local updating rule to the pheromone
Until each of all ants has built a complete solution

A global pheromone updating rule is applied

Until End_Condition

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