The strategies and parameters of tabu search for job-shop scheduling

This paper presents a tabu search approach for the job-shop scheduling problem. Although the problem is NP-hard, satisfactory solutions have been obtained recently by tabu search. However, tabu search has a problem-specific and parametric structure. Therefore, in the paper, we focussed on the tabu search strategies and parameters such as initial solution, neighborhood structure, tabu list, aspiration criterion, elite solutions list, intensification, diversification and the number of iteration. In order to compare some neighborhood strategies and tabu list length methods, a computational study is done on the benchmark problems.     

Parametric tabu-search for mixed integer programs

A parametric form of tabu-search is proposed for solving mixed integer programming (MIP) problems that creates and solves a series of linear programming (LP) problems embodying branching inequalities as weighted terms in the objective function. The approach extends and modifies a parametric branch and bound procedure of Glover [Parametic branch and bound. OMEGA, The International Journal of Management Science 1978;6:1–9], replacing its tree search memory by the adaptive memory framework of tabu-search and introducing new associated strategies that are more flexible than the mechanisms of branch and bound.     

Short term forecasting with support vector machines and application to stock price prediction

Forecasting a stock price movement is one of the most difficult problems in finance. The reason is that financial time series are complex, non stationary. Furthermore, it is also very difficult to predict this movement with parametric models. Instead of parametric models, we propose two techniques, which are data driven and non parametric. Based on the idea that excess returns would be possible with publicly available information, we developed two models in order to forecast the short term price movements by using technical indicators. Our assumption is that the future value of a stock price depends on the financial indicators although there is no parametric model to explain this relationship. This relationship comes from the technical analysis. Comparison shows that support vector regression (SVR) out performs the multi layer perceptron (MLP) networks for a short term prediction in terms of the mean square error. If the risk premium is used as a comparison criterion, then the SVR technique is as good as the MLP method or better.     

Problem difficulty for tabu search in job-shop scheduling

Tabu search algorithms are among the most effective approaches for solving the job-shop scheduling problem (JSP). Yet, we have little understanding of why these algorithms work so well, and under what conditions. We develop a model of problem difficulty for tabu search in the JSP, borrowing from similar models developed for SAT and other NP-complete problems. We show that the mean distance between random local optima and the nearest optimal solution is highly correlated with the cost of locating optimal solutions to typical, random JSPs. Additionally, this model accounts for the cost of locating sub-optimal solutions, and provides an explanation for differences in the relative difficulty of square versus rectangular JSPs. We also identify two important limitations of our model. First, model accuracy is inversely correlated with problem difficulty, and is exceptionally poor for rare, very high-cost problem instances. Second, the model is significantly less accurate for structured, non-random JSPs. Our results are also likely to be useful in future research on difficulty models of local search in SAT, as local search cost in both SAT and the JSP is largely dictated by the same search space features. Similarly, our research represents the first attempt to quantitatively model the cost of tabu search for any NP-complete problem, and may possibly be leveraged in an effort to understand tabu search in problems other than job-shop scheduling.     

一类高效的混合遗传算法

提出了一类用于求解函数优化问题的实数编码混合遗传算法。该算法由全局搜索和局部搜索模型组成,并将正交交叉运用于遗传操作产生的后代个体。一方面．本文提出的混合遗传算法能够有效地保持群体的多样性;另一方面,正交交叉能够产生高质量的个体。四个测试函数优化结果显示它在求解高维优化问题和复杂多极值优化问题方面有优势。     

An Empirical Comparison of Search Approaches for Moving Agents

This study empirically compares existing search approaches used for path planning of moving agents, namely, incremental and real‐time search approaches. The comparisons are performed in both stationary and moving target search problems separately. In each problem domain, well‐known representatives of both approaches are evaluated in partially observable environments where the agent senses a limited area based on its sensor range. In addition to the available algorithms, we propose two algorithms to be used in each problem. The simulations conducted on random grid and maze structures show that the algorithms behave differently and have advantages over each other especially as the sensor range varies. Therefore, the proposed study enables the agent to determine the most appropriate algorithm depending on its priorities and sensor range.     

A universal modification of the linear coupling method

In the late sixties, N. Shor and B. Polyak independently proposed optimal first-order methods for solving non-smooth convex optimization problems. In 1982 A. Nemirovski proposed optimal first-order methods for solving smooth convex optimization problems, which utilized auxiliary line search. In 1985 A. Nemirovski and Yu. Nesterov proposed a parametric family of optimal first-order methods for solving convex optimization problems with intermediate smoothness. In 2013 Yu. Nesterov proposed a universal gradient method which combined all good properties of the previous methods, except the possibility of using auxiliary line search. One can typically observe that in practice auxiliary line search improves performance for many tasks. In this paper, we propose the apparently first such method of non-smooth convex optimization allowing the use of the line search procedure. Moreover, it is based on the universal gradient method, which does not require any a priori information about the actual degree of smoothness of the problem. Numerical experiments demonstrate that the proposed method is, in some cases, considerably faster than Nesterov's universal gradient method.     

Planning with Multistep Forward Search with Forced Goal‐Ordering Constraints

To solve a real‐world planning problem with interfering subgoals, it is essential to perform early detection of subgoal dependencies and achieve the subgoals in the correct order. This is also the case for planning problems with forced goal‐ordering (FGO) constraints. In automated planning, forward search with FGO constraints has been proposed many times over the years, but there are still major difficulties in realizing these FGOs in plan generation. Many existing methods such as goal agenda manager and ordered landmarks cannot detect the FGOs accurately, and thus, the undiscovered ordering relationship may cause the forward search to suffer from deadlocks. In this article, we put forward an approach via an effective search heuristic to constrain a planner to satisfy the FGOs. We make use of an atomic goal‐achievement graph in a look‐ahead search under the FGO constraints. This allows a forward search strategy to plan forward efficiently in multiple steps toward a goal state along a search path. Experimental results illustrate that, by avoiding deadlocks, we can solve more benchmark planning problems more efficiently than previous approaches. We also prove several formal properties for search that are related to FGO detection.     

A computational study of parametric tabu search for 0–1 mixed integer programs

We present a computational study of parametric tabu search for solving 0–1 mixed integer programming (MIP) problems, a generic heuristic for general MIP problems proposed by Glover [Glover F. Parametric tabu-search for mixed integer programs. Computers and Operations Research 2006; 33: 2449–94.]. This approach solves a series of linear programming problems by incorporating branching inequalities as weighted terms in the objective function. New strategies are proposed for uncovering feasible and high-quality solutions and extensive computational tests are performed on instances from the literature.     

模糊Job Shop调度中的混合搜索策略的研究

采用并行遗传算法作为全局搜索算法，提出一种混合搜索策略，用于求解模糊Job Shop调度问题．根据模糊Job Shop调度问题解的特征，提出基于关键工序的邻域选择方法，并将基于这种邻域选择方法的禁忌搜索算法作为局部搜索算法，加强了遗传算法局部搜索能力．针对13个困难benchmark问题的实验结果表明，在较短的时间内，混合搜索策略的算法得到的平均满意度比并行遗传算法提高4.67%，比TSAB算法提高5.76%．采用的禁忌搜索算法改善了遗传算法的局部搜索能力，说明提出的混合搜索策略是有效的．     

ITERATIVE AND RECURSIVE ALGORITHMS FOR TREE SEARCH AND PARTITION SEARCH OF THE LATTICE OF STRUCTURE MODELS

An important problem in reconstructability analysis, and modelling in general, is determination of the set of simplest models, all of which acceptably represent the information contained in a given overall system. Evaluation of these models depends on acceptability (semantic) criteria and structural criteria. Structural criteria determine whether one model is simpler than another. In this paper we assume the existence of acceptability criteria and mechanisms to determine if given models meet them. The general problem we solve is how to most efficiently generate the set of all models. We use these results to determine the set of simplest models that satisfy the acceptability criteria

The main results of the paper are: a procedural definition of a recursive Boolean lattice that is based on recursive partitioning of the set of models, a definition of a spanning tree of the lattice of models, and algorithms for non-duplicating generation and search of the lattice of models. The generation and search algorithms fall into two categories: (i) iterative and recursive algorithms that implement the definition of the spanning tree and use it to determine the set of simplest models; (ii) algorithms that implement recursive partition search of the lattice of models. Two algorithms for recursive partition search are given, one that applies the procedural definition of a recursive Boolean lattice to the full set of models, and one that first partitions the full set into C-Structure equivalence classes, and then applies the definition of the recursive Boolean lattice to the equivalence classes.     

Infinite-horizon Scheduling Algorithms for Optimal Search for Hidden Objects

This paper considers discrete search problems in which a decision-maker has to find objects lost or hidden in a given set of locations so as to minimize the expected losses incurred. Given a chance to look for a hidden object in the same location infinitely many times, this type of problem, in contrast to standard scheduling problems, has an infinite sequence as its solution. Thus we are concerned to find an algorithm that yields an optimal solution, rather than the optimal sequence itself. Using combinatorial techniques, fast optimal algorithms for solving the problems are obtained, and optimality conditions are presented for search criteria, under which the local-search algorithms yield the global optimum.     

基于用户查询日志的网络搜索主题分析

网络搜索分析在优化搜索引擎方面具有举足轻重的作用,而且对用户个人搜索特性进行分析能够提高搜索引擎的精准度。目前,大多数已有模型（比如点击图模型及其变体）,注重研究用户群体的共同特点。然而,关于如何做到既可以获取用户群体共同特点又可以获取用户个人特点方面的研究却非常少。本文研究了基于个人用户网络搜索分析新问题,即通过研究用户搜索的突发性现象,获取个人用户搜索查询的主题分布情况。提出了两个搜索主题模型,即搜索突发性模型（SBM）和耦合敏感搜索突发性模型（CS-SBM）。SBM假设查询词和URL主题是无关的,CS-SBM假设查询词和URL之间是有主题关联的,得到的主题分布信息存储在偏Dirichlet先验中,采用Beta分布刻画用户搜索的时间特性。实验结果表明,每一个用户的网络搜索轨迹都有多种基于用户的独有特点。同时,在使用大量真实用户查询日志数据情况下,与LDA、DCMLDA、TOT相比,本文提出的模型具有明显的泛化性能优势,并且有效地描绘了用户搜索查询主题在时间上的变化过程。     

On Nonlinear Parametric Search

An alternative viewpoint for parametric search is presented, which achieves a bound similar to that of Cole's improvement on Megiddo's method. The new technique simulates the algorithm for the underlying fixed-parameter problem simultaneously over multiple computation paths and applies naturally to linear and nonlinear problems. The uses of the method are illustrated with examples from optimization on weighted graphs and dynamic geometry, including maximum spanning trees, diameter, and smallest enclosing ball. Received January 6, 1998; revised December 21, 1998.     

Solving Non-Boolean Satisfiability Problems with Stochastic Local Search: A Comparison of Encodings

Much excitement has been generated by the success of stochastic local search procedures at finding solutions to large, very hard satisfiability problems. Many of the problems on which these procedures have been effective are non-Boolean in that they are most naturally formulated in terms of variables with domain sizes greater than two. Approaches to solving non-Boolean satisfiability problems fall into two categories. In the direct approach, the problem is tackled by an algorithm for non-Boolean problems. In the transformation approach, the non-Boolean problem is reformulated as an equivalent Boolean problem and then a Boolean solver is used. This paper compares four methods for solving non-Boolean problems: one direct and three transformational. The comparison first examines the search spaces confronted by the four methods, and then tests their ability to solve random formulas, the round-robin sports scheduling problem, and the quasigroup completion problem. The experiments show that the relative performance of the methods depends on the domain size of the problem and that the direct method scales better as domain size increases. Along the route to performing these comparisons we make three other contributions. First, we generalize Walksat, a highly successful stochastic local search procedure for Boolean satisfiability problems, to work on problems with domains of any finite size. Second, we introduce a new method for transforming non-Boolean problems to Boolean problems and improve on an existing transformation. Third, we identify sufficient conditions for omitting at-least-one and at-most-one clauses from a transformed formula. Fourth, for use in our experiments we propose a model for generating random formulas that vary in domain size but are similar in other respects.     

Scaling and time warping in time series querying

The last few years have seen an increasing understanding that dynamic time warping (DTW), a technique that allows local flexibility in aligning time series, is superior to the ubiquitous Euclidean distance for time series classification, clustering, and indexing. More recently, it has been shown that for some problems, uniform scaling (US), a technique that allows global scaling of time series, may just be as important for some problems. In this work, we note that for many real world problems, it is necessary to combine both DTW and US to achieve meaningful results. This is particularly true in domains where we must account for the natural variability of human actions, including biometrics, query by humming, motion-capture/animation, and handwriting recognition. We introduce the first technique which can handle both DTW and US simultaneously, our techniques involve search pruning by means of a lower bounding technique and multi-dimensional indexing to speed up the search. We demonstrate the utility and effectiveness of our method on a wide range of problems in industry, medicine, and entertainment.     

Tackling Real-Coded Genetic Algorithms: Operators and Tools for Behavioural Analysis

Genetic algorithms play a significant role, as search techniques forhandling complex spaces, in many fields such as artificial intelligence, engineering, robotic, etc. Genetic algorithms are based on the underlying genetic process in biological organisms and on the naturalevolution principles of populations. These algorithms process apopulation of chromosomes, which represent search space solutions,with three operations: selection, crossover and mutation.Under its initial formulation, the search space solutions are coded using the binary alphabet. However, the good properties related with these algorithms do not stem from the use of this alphabet; other coding types have been considered for the representation issue, such as real coding, which would seem particularly natural when tackling optimization problems of parameters with variables in continuous domains. In this paper we review the features of real-coded genetic algorithms. Different models of genetic operators and some mechanisms available for studying the behaviour of this type of genetic algorithms are revised and compared.     

Parallell interacting MCMC for learning of topologies of graphical models

Automated statistical learning of graphical models from data has attained a considerable degree of interest in the machine learning and related literature. Many authors have discussed and/or demonstrated the need for consistent stochastic search methods that would not be as prone to yield locally optimal model structures as simple greedy methods. However, at the same time most of the stochastic search methods are based on a standard Metropolis–Hastings theory that necessitates the use of relatively simple random proposals and prevents the utilization of intelligent and efficient search operators. Here we derive an algorithm for learning topologies of graphical models from samples of a finite set of discrete variables by utilizing and further enhancing a recently introduced theory for non-reversible parallel interacting Markov chain Monte Carlo-style computation. In particular, we illustrate how the non-reversible approach allows for novel type of creativity in the design of search operators. Also, the parallel aspect of our method illustrates well the advantages of the adaptive nature of search operators to avoid trapping states in the vicinity of locally optimal network topologies.     

使用不同的博弈树搜索算法解决计算机围棋的吃子问题

使用Alpha Beta搜索和proof number (pn) 搜索解决计算机围棋的吃子问题.对吃子问题形式化并给出了简单有效的评估函数.Alpha Beta搜索使用了包括置换表在内的各种扩展技术.Pn搜索使用了包括df pn在内的4种变体.研究结果显示,对于解决吃子问题pn搜索优于Alpha Beta搜索.并且搜索过程中所产生的数据的一些模式可以帮助在结果未知的情况下对结果进行预测.所设计的算法可以用于解决单独的吃子问题或者计算机围棋比赛中的吃子计算.     

求解模糊Job Shop调度的遗传算法与蚁群算法融合研究

提出一种算法融合策略,解决单一算法求解模糊Job Shop调度问题存在的不足,提高这类问题的求解质量.算法融合策略中,采用遗传算法和蚁群算法进行并行搜索;根据模糊Job Shop调度问题解的特征,提出基于关键工序的邻域选择方法,并将基于这种邻域选择方法的禁忌搜索算法作为局部搜索算法,加强了遗传算法和蚁群算法的局部搜索能力.采用算法融合策略的混合优化算法对以13个难的benchmarks问题经模糊化得到实例进行求解,在较短的时间内,得到的平均满意度较并行遗传算法(PGA)提高5.24%、较TSAB算法提高8.40% .采用算法融合策略构造的混合算法具有较强的搜索能力,说明提出的混合搜索策略是有效的.