Key Notes
- Stochastic optimization - employ some degree of randomness to find optimal solutions
- Metaheuristics are applied to I know it when I see it problems
- Hill-climbing is a simple metaheuristic algorithm
- All metaheuristics are essentially elaborate combinations of hill-climbing and the random search
- To Tweak a vector we might (as one of many possibilities) add a small amount of random noise to each number
- Single-State Global Optimization Algorithms
Simulated Annealing
- Simulated Annealing gets its name from annealing, a process of cooling molten metal
- If R is better than S, we’ll always replace S with R as usual. But if R is worse than S, we may still replace S with R with a certain probability P(t, R, S):
Iterated Local Search
- Iterated Local Search (ILS) tries to search through this space of local optima in a more intelligent fashion: it tries to stochastically hill-climb in the space of local optima
The Genetic Algorithm
To breed, we begin with an empty population of children. We then select two parents from the original population, copy them, cross them over with one another, and mutate the results.
More Reads
- Metaheuristic Optimization
- Using meta-heuristics and machine learning for software optimization of parallel computing systems: a systematic literature review
- Application of meta-heuristic algorithm for multi-objective optimization of sustainable supply chain uncertainty
- METAHEURISTIC OPTIMIZATION OF POWER AND ENERGY SYSTEMS: UNDERLYING PRINCIPLES AND MAIN ISSUES OF THE ‘RUSH TO HEURISTICS
- Metaheuristics with Local Search Techniques for Retail Shelf-Space Optimization
- Joint Optimization of Product Price, Display Orientation and Shelf-Space Allocation in Retail Category Management*
- ROBUST OPTIMISATION METAHEURISTICS FOR THE INVENTORY-ALLOCATION PROBLEM
- Local Search for the Vehicle Routing Problem
- A Public Transport Bus Assignment Problem: Parallel Metaheuristics Assessment
- MAP Clustering under the Gaussian Mixture Model via Mixed Integer Nonlinear Optimization
- Mixed-Integer Nonlinear Optimization
- Learning to Search in Branch-and-Bound Algorithms⇤
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