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Model-Based Search for Combinatorial Optimization: A Critical Survey

Author

Listed:
  • Mark Zlochin
  • Mauro Birattari
  • Nicolas Meuleau
  • Marco Dorigo

Abstract

In this paper we introduce model-based search as a unifying framework accommodating some recently proposed metaheuristics for combinatorial optimization such as ant colony optimization, stochastic gradient ascent, cross-entropy and estimation of distribution methods. We discuss similarities as well as distinctive features of each method and we propose some extensions. Copyright Kluwer Academic Publishers 2004

Suggested Citation

  • Mark Zlochin & Mauro Birattari & Nicolas Meuleau & Marco Dorigo, 2004. "Model-Based Search for Combinatorial Optimization: A Critical Survey," Annals of Operations Research, Springer, vol. 131(1), pages 373-395, October.
    • Handle: RePEc:spr:annopr:v:131:y:2004:i:1:p:373-395:10.1023/b:anor.0000039526.52305.af
    DOI: 10.1023/B:ANOR.0000039526.52305.af
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    Citations

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    Cited by:

    1. Lan, Yingjie & Ball, Michael O. & Karaesmen, Itir Z. & Zhang, Jean X. & Liu, Gloria X., 2015. "Analysis of seat allocation and overbooking decisions with hybrid information," European Journal of Operational Research, Elsevier, vol. 240(2), pages 493-504.
    2. Enlu Zhou & Shalabh Bhatnagar, 2018. "Gradient-Based Adaptive Stochastic Search for Simulation Optimization Over Continuous Space," INFORMS Journal on Computing, INFORMS, vol. 30(1), pages 154-167, February.
    3. Jiaqiao Hu & Hyeong Chang & Michael Fu & Steven Marcus, 2011. "Dynamic sample budget allocation in model-based optimization," Journal of Global Optimization, Springer, vol. 50(4), pages 575-596, August.
    4. Fan, Qi & Tan, Ken Seng & Zhang, Jinggong, 2023. "Empirical tail risk management with model-based annealing random search," Insurance: Mathematics and Economics, Elsevier, vol. 110(C), pages 106-124.
    5. Jiaqiao Hu & Michael C. Fu & Steven I. Marcus, 2007. "A Model Reference Adaptive Search Method for Global Optimization," Operations Research, INFORMS, vol. 55(3), pages 549-568, June.
    6. Xi Chen & Enlu Zhou, 2015. "Population model-based optimization," Journal of Global Optimization, Springer, vol. 63(1), pages 125-148, September.
    7. Joshua Q. Hale & Enlu Zhou & Jiming Peng, 2017. "A Lagrangian search method for the P-median problem," Journal of Global Optimization, Springer, vol. 69(1), pages 137-156, September.
    8. López-Ibáñez, Manuel & Dubois-Lacoste, Jérémie & Pérez Cáceres, Leslie & Birattari, Mauro & Stützle, Thomas, 2016. "The irace package: Iterated racing for automatic algorithm configuration," Operations Research Perspectives, Elsevier, vol. 3(C), pages 43-58.
    9. Marion S. Rauner & Walter J. Gutjahr & Kurt Heidenberger & Joachim Wagner & Joseph Pasia, 2010. "Dynamic Policy Modeling for Chronic Diseases: Metaheuristic-Based Identification of Pareto-Optimal Screening Strategies," Operations Research, INFORMS, vol. 58(5), pages 1269-1286, October.

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