Integrating Interval Estimates of Global Optima and Local Search Methods for Combinatorial Optimization Problems

Authors:
Irfan M. Ovacik;Srikanth Rajagopalan;Reha Uzsoy
Affiliations:
i2 Technologies, 909 East Las Colinas Blud., Irving, TX 75039, USA;i2 Technologies, 909 East Las Colinas Blud., Irving, TX 75039, USA;School of Industrial Engineering, 1287 Grissom Hall, Purdue University, West Lafayette, IN 47907-1287, USA. uzsoy@ecn.purdue.edu
Venue:
Journal of Heuristics
Year:
2000

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Abstract

The problem of estimating the global optimal values of intractable combinatorial optimization problems is of interest to researchers developing and evaluating heuristics for these problems. In this paper we present a method for combining statistical optimum prediction techniques with local search methods such as simulated annealing and tabu search and illustrate the approach on a single machine scheduling problem. Computational experiments show that the approach yields useful estimates of optimal values with very reasonable computational effort.