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31-MM34 Metaheuristics

Video 2: Heuristics and Metaheuristics

Prof. Dr. Kevin Tierney

kevin.tierney@uni-bielefeld.de
Professor for Decision and Operation Technologies
Bielefeld University

Last updated: Summer 2022

This work is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International license.
Outline

Outline

Reminder:
I Goal: Solve optimization problems

This video:
I Heuristics vs. Metaheuristics
I Classes of Heuristics
I Metaheuristics covered in this class

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Heuristics and Metaheuristics

Heuristic methods

Definition
Heuristic methods attempt to solve problems without providing guarantees of
optimality or solution quality using tricks or “rules of thumb”.

What heuristics provide:


I Fast solutions
I Multi-objective capabilities

What heuristics don’t provide:


I Solution proofs (positive or negative)
I Guarantees

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Heuristics and Metaheuristics

Heuristic or exact method?

What to consider. . .
1. How much time do you have to compute a solution?
2. What is the value of optimality?
3. How accurate (realistic) is your model?

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Heuristics and Metaheuristics

The optimality gap

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Types of heuristics

Types of heuristics

Construction heuristics:
I Iteratively builds a solution
I (Usually) decomposes a solution into solution components

Neighborhood heuristics:
I Provides one or more solutions based on a given solution
I Similar solutions = “neighborhood” of a solution

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Types of heuristics

Classes of heuristics

The three main classes of heuristics:


I Greedy
I Random
I Naive
(There are of course many other types of heuristics, but most fall into one of those three categories.)

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Heuristics vs. metaheuristics

Metaheuristics

Definition 2
“[M]etaheuristics are ’solution methods that orchestrate an interaction between local
improvement procedures and higher level strategies to create a process capable of
escaping from local optima and performing a robust search of a solution space.’ ”
– Michel Gendreau and Jean-Yves Potvin, Handbook of Metaheuristics, Second Edition

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Heuristics vs. metaheuristics

Overview of Metaheuristics

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Heuristics vs. metaheuristics

Heuristics vs. Metaheuristics

Heuristics Metaheuristics
I Problem specific I General, problem independent
I Find good solutions, but can get I Built in strategies to avoid local
stuck in a local optimum optima (can and will get stuck
I Often focus on solving a particular anyway)
part or structure of a problem I “High-level” methods for selecting
and applying heuristics

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Heuristics vs. metaheuristics

Development of metaheuristics

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Summary

Summary

In this video. . .
I We looked at the different types of heuristics and metaheuristics
I We compared and contrasted heuristics and metaheuristics
I We learned an important fact about heuristics and metaheuristics: namely, that
they are not guaranteed to find optimal solutions.

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