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Metaheuristics: From Design to Implementation (Wiley Series on Parallel and Distributed Computing)
METAHEURISTICS
METAHEURISTICS
FROM DESIGN TO IMPLEMENTATION
EL-GHAZALI TALBI
University of Lille – CNRS – INRIA
Copyright
©
2009 by John Wiley & Sons, Inc. All rights reserved.
Published by John Wiley & Sons, Inc., Hoboken, New Jersey
Published simultaneously in Canada.
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Library of Congress Cataloging-in-Publication Data:
Talbi, El-Ghazali, 1965-
Metaheuristics : from design to implementation / El-ghazali Talbi.
p. cm.
Includes bibliographical references and index.
ISBN 978-0-470-27858-1 (cloth)
1. Mathematical optimization. 2. Heuristic programming. 3. Problem solving–Data processing.
4. Computer algorithms. I. Title.
QA402.5.T39 2009
519.6–dc22
2009017331
Printed in the United States of America
10 9 8 7 6 5 4 3 2 1
To my wife Keltoum, my daughter Besma, my parents and sisters.
CONTENTS
Preface
xvii
Acknowledgments
xxiii
Glossary
xxv
1 Common Concepts for Metaheuristics
1
1.1 Optimization Models
2
1.1.1 Classical Optimization Models
3
1.1.2 Complexity Theory
9
1.1.2.1 Complexity of Algorithms
9
1.1.2.2 Complexity of Problems
11
1.2 Other Models for Optimization
14
1.2.1 Optimization Under Uncertainty
15
1.2.2 Dynamic Optimization
16
1.2.2.1 Multiperiodic Optimization
16
1.2.3 Robust Optimization
17
1.3 Optimization Methods
18
1.3.1 Exact Methods
19
1.3.2 Approximate Algorithms
21
1.3.2.1 Approximation Algorithms
21
1.3.3 Metaheuristics
23
1.3.4 Greedy Algorithms
26
1.3.5 When Using Metaheuristics?
29
1.4 Main Common Concepts for Metaheuristics
34
1.4.1 Representation
34
1.4.1.1 Linear Representations
36
1.4.1.2 Nonlinear Representations
39
1.4.1.3 Representation-Solution Mapping
40
1.4.1.4 Direct Versus Indirect Encodings
41
1.4.2 Objective Function
43
1.4.2.1 Self-Sufficient Objective Functions
43
VII
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