article

Tabu Search When Noise is Present: An Illustration inthe Context of Cause and Effect Analysis

Authors:

Edward A. SilverAuthors Info & Claims

Journal of Heuristics, Volume 4, Issue 1

Pages 5 - 23

https://doi.org/10.1023/A:1009636520440

Published: 01 June 1998 Publication History

Abstract

In the field of combinatorial optimization, it may be possible to more accurately represent reality through stochastic models rather than deterministic ones. When randomness is present in a problem, algorithm designers face new difficulties which complicate their task significantly. Finding a proper mathematical formulation and a fast evaluation of the objective function are two major issues. In this paper we propose a new tabu search algorithm based on sampling and statistical tests. The algorithm is shown to perform well in a stochastic environment where the quality of feasible solutions cannot be computed easily. This new search principle is illustrated in the field of cause and effect analysis where the true cause of an undesirable effect needs to be eliminated. A set of n potential causes is identified and each of them is assumed to be the true cause with a given probability. The time to investigate a cause is a random variable with a known probability distribution. Associated with each cause is the reward obtained if the cause is really the true cause. The decision problem is to sequence the n potential causes so as to maximize the expected reward realized before a specified time horizon.

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Cited By

Claro JSousa J(2010)A multiobjective metaheuristic for a mean-risk multistage capacity investment problemJournal of Heuristics10.1007/s10732-008-9090-216:1(85-115)Online publication date: 1-Feb-2010
https://dl.acm.org/doi/10.1007/s10732-008-9090-2
Claro JSousa J(2010)A multiobjective metaheuristic for a mean-risk static stochastic knapsack problemComputational Optimization and Applications10.1007/s10589-008-9197-246:3(427-450)Online publication date: 1-Jul-2010
https://dl.acm.org/doi/10.1007/s10589-008-9197-2
Bianchi LDorigo MGambardella LGutjahr W(2009)A survey on metaheuristics for stochastic combinatorial optimizationNatural Computing: an international journal10.1007/s11047-008-9098-48:2(239-287)Online publication date: 1-Jun-2009
https://dl.acm.org/doi/10.1007/s11047-008-9098-4
Show More Cited By

Index Terms

Tabu Search When Noise is Present: An Illustration inthe Context of Cause and Effect Analysis
1. Mathematics of computing
2. Theory of computation
  1. Design and analysis of algorithms
    1. Mathematical optimization
      1. Continuous optimization
        Stochastic control and optimization

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Published In

cover image Journal of Heuristics

Journal of Heuristics Volume 4, Issue 1

June 1998

95 pages

ISSN:1381-1231

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Copyright © Copyright © 1998 Kluwer Academic Publishers.

Publisher

Kluwer Academic Publishers

United States

Publication History

Published: 01 June 1998

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Cited By

Claro JSousa J(2010)A multiobjective metaheuristic for a mean-risk multistage capacity investment problemJournal of Heuristics10.1007/s10732-008-9090-216:1(85-115)Online publication date: 1-Feb-2010
https://dl.acm.org/doi/10.1007/s10732-008-9090-2
Claro JSousa J(2010)A multiobjective metaheuristic for a mean-risk static stochastic knapsack problemComputational Optimization and Applications10.1007/s10589-008-9197-246:3(427-450)Online publication date: 1-Jul-2010
https://dl.acm.org/doi/10.1007/s10589-008-9197-2
Bianchi LDorigo MGambardella LGutjahr W(2009)A survey on metaheuristics for stochastic combinatorial optimizationNatural Computing: an international journal10.1007/s11047-008-9098-48:2(239-287)Online publication date: 1-Jun-2009
https://dl.acm.org/doi/10.1007/s11047-008-9098-4
Pichitlamken JNelson BRohrer MMedeiros DGrabau M(2001)Comparing systems via stochastic simulationProceedings of the 33nd conference on Winter simulation10.5555/564124.564181(401-407)Online publication date: 9-Dec-2001
https://dl.acm.org/doi/10.5555/564124.564181

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