A New Local Search Algorithm for Binary Optimization

被引:4
|
作者
Bertsimas, Dimitris [1 ,2 ]
Iancu, Dan A. [3 ]
Katz, Dmitriy [4 ]
机构
[1] MIT, Ctr Operat Res, Cambridge, MA 02139 USA
[2] MIT, Sloan Sch Management, Cambridge, MA 02139 USA
[3] Stanford Univ, Grad Sch Business, Stanford, CA 94305 USA
[4] IBM Corp, TJ Watson Res Ctr, Yorktown Hts, NY 10598 USA
关键词
programming; integer; algorithms; heuristic; PARAMETERIZED ALGORITHM; GENETIC ALGORITHM; SET; PIVOT;
D O I
10.1287/ijoc.1110.0496
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
We develop a new local search algorithm for binary optimization problems, whose complexity and performance are explicitly controlled by a parameter Q, measuring the depth of the local search neighborhood. We show that the algorithm is pseudo-polynomial for general cost vector c, and achieves a w(2)/(2w - 1) approximation guarantee for set packing problems with exactly w ones in each column of the constraint matrix A, when using Q = w(2). Most importantly, we find that the method has practical promise on large, randomly generated instances of both set covering and set packing problems, as it delivers performance that is competitive with leading general-purpose optimization software (CPLEX 11.2).
引用
收藏
页码:208 / 221
页数:14
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