Hybrid scatter tabu search for unconstrained global optimization

• Published in: Annals of operations research Vol. 183; no. 1; pp. 95 - 123
• Main Authors: Duarte, Abraham, Martí, Rafael, Glover, Fred, Gortazar, Francisco
• Format: Journal Article
• Language: English
• Published: Boston Springer US 01.03.2011; Springer Science + Business Media; Springer; Springer Nature B.V
• Subjects: Business and Management; Calibration; Combinatorics; Dynamic programming; Focusing; Genetic algorithms; Heuristic; Mathematical analysis; Mathematical models; Methods; Operations research; Operations Research/Decision Theory; Optimization; Optimization techniques; Scatter; Strategy; Studies; Tabu search; Theory of Computation; Variables; Philippines; Metaheuristics; Adaptive memory programming; Hybridization
• ISSN: 0254-5330; 1572-9338
• DOI: 10.1007/s10479-009-0596-2

The problem of finding a global optimum of an unconstrained multimodal function has been the subject of intensive study in recent years, giving rise to valuable advances in solution methods. We examine this problem within the framework of adaptive memory programming (AMP), focusing particularly on AMP strategies that derive from an integration of Scatter Search and Tabu Search. Computational comparisons involving 16 leading methods for multimodal function optimization, performed on a testbed of 64 problems widely used to calibrate the performance of such methods, disclose that our new Scatter Tabu Search (STS) procedure is competitive with the state-of-the-art methods in terms of the average optimality gap achieved.