View metadata, citation and similar papers at core.ac.uk brought to you by CORE provided by Unitn-eprints Research DEPARTMENT OF INFORMATION AND COMMUNICATION TECHNOLOGY 38100 Povo — Trento (Italy), Via Sommarive 14 http://dit.unitn.it/ REACTIVE SEARCH AND INTELLIGENT OPTIMIZATION Roberto Battiti, Mauro Brunato, and Franco Mascia Technical Report # DIT-07-049 Reactive Search and Intelligent Optimization Roberto Battiti, Mauro Brunato and Franco Mascia Dipartimento di Informatica e Telecomunicazioni, Universit`adi Trento, Italy Version 1.02, July 6, 2007 Technical Report DIT-07-049, Universit`adi Trento, July 2007 Available at: http://reactive-search.org/ Email for correspondence:
[email protected] ii Contents Preface 1 1 Introduction 1 1.1 Parameter tuning and intelligent optimization . .............. 2 1.2 Bookoutline ..................................... ... 3 Bibliography ....................................... .... 4 2 Reacting on the neighborhood 5 2.1 Local search based on perturbation . ......... 5 2.2 Learninghowtoevaluatetheneighborhood . .......... 7 2.3 Learning the appropriate neighborhood in variable neighborhood search . 8 2.4 Iteratedlocalsearch. ....... 12 Bibliography ....................................... 16 3 Reacting on the annealing schedule 19 3.1 Stochasticity in local moves and controlled worsening of solution values . 19 3.2 SimulatedAnnealingandAsymptotics . ......... 19 3.2.1 Asymptoticconvergenceresults . ....... 20 3.3 Online learning strategies in simulated annealing . .............. 22 3.3.1 Combinatorial optimization problems . ......... 23 3.3.2 Global optimization of continuous functions . ........... 24 Bibliography ....................................... 25 4 Reactive prohibitions 27 4.1 Prohibitions for diversification (Tabu Search) . .............. 27 4.1.1 FormsofTabuSearch. ............. ............. .. 28 4.1.2 Dynamicalsystems .. ............. ............. .. 28 4.1.3 An example of Fixed Tabu Search . 29 4.1.4 Relation between prohibition and diversification . ............ 30 4.1.5 Howtoescapefromanattractor .