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Parallel Algorithm Portfolio with Market Trading-Based Time Allocation

In: Operations Research Proceedings 2014

Author

Listed:
  • Dimitris Souravlias

    (University of Ioannina)

  • Konstantinos E. Parsopoulos

    (University of Ioannina)

  • Enrique Alba

    (University of Malaga)

Abstract

We proposeAlba, Enrique a parallel portfolio of metaheuristic algorithms thatParsopoulos, Konstantinos E. adoptsSouravlias, Dimitris a market trading-based time allocation mechanism. This mechanism dynamically allocates the total available execution time of the portfolio by favoring better-performing algorithms. The proposed approach is assessed on a significant Operations Research problem, namely the single-item lot sizing problem with returns and remanufacturing. Experimental evidence suggests that our approach is highly competitive with standard metaheuristics and specialized state-of-the-art algorithms.

Suggested Citation

  • Dimitris Souravlias & Konstantinos E. Parsopoulos & Enrique Alba, 2016. "Parallel Algorithm Portfolio with Market Trading-Based Time Allocation," Operations Research Proceedings, in: Marco Lübbecke & Arie Koster & Peter Letmathe & Reinhard Madlener & Britta Peis & Grit Walther (ed.), Operations Research Proceedings 2014, edition 1, pages 567-574, Springer.
    • Handle: RePEc:spr:oprchp:978-3-319-28697-6_79
    DOI: 10.1007/978-3-319-28697-6_79
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