Scatter Search
(Heuristic Algorithm)
Authors: Manuel Laguna
Speaker: B.Y. Huang
Adviser: Dr. Peitsang Wu
2007/04/10
Outline
Introduction
Scatter Search Template
A Scatter Search Illustration
Conclusions
Introduction
This development was launched in job
shop scheduling problems (Glover, 1963).
Fundamental part of Tabu Search (Glover
and Laguna, 1977). Scatter Search is
intimately related to the Tabu Search
meta-heuristic, and derive additional
advantages by making use of adaptive
memory and associated memory
Introduction Scatter Search Template A Scatter Search Illustration Conclusions
Introduction
Fred W. Glover (1998) first discussed the
Scatter Search in A Template for
Scatter Search and Path Relinking .
Scatter Search is also called evolutionary
method or population-based algorithm.
Introduction Scatter Search Template A Scatter Search Illustration Conclusions
Introduction
Path Relinking: Original path shown by heavy line and one possible
relinked path shown by dotted line
Introduction Scatter Search Template A Scatter Search Illustration Conclusions
Introduction
It derives its foundations from strategies
originally proposed for combining decision
rules and constraints.
The goal is to enable the implementation
of solution procedures that can derive
new solutions from combined elements.
Introduction Scatter Search Template A Scatter Search Illustration Conclusions
Scatter Search Template
Diversification Generation Method
Improvement Method
Reference Set Update Method
Subset Generation Method
Solution Combination Method
Introduction Scatter Search Template A Scatter Search Illustration Conclusions
Scatter Search Template
A Diversification Generation Method:
to generate a collection of diverse trial solutions,
using an arbitrary trial solution (or seed solution)
as an input
An Improvement Method:
to transform a trial solution into one or more
enhanced trial solutions
Introduction Scatter Search Template A Scatter Search Illustration Conclusions
Scatter Search Template
A Reference Set Update Method:
to build and maintain a reference set consisting
of b best solutions found, organized to provide
efficient accessing by other parts of the method.
Solutions gain membership to the reference
set according to their quality or their diversity.
Introduction Scatter Search Template A Scatter Search Illustration Conclusions
Scatter Search Template
A Subset Generation Method:
to operate on the reference set, to produce a
subset of its solutions as a basis for creating
combined solutions.
An Solution Combination Method:
to transform a given subset of solutions
produced by the Subset Generation Method into
one or more combined solution vectors.
Introduction Scatter Search Template A Scatter Search Illustration Conclusions
A Scatter Search Illustration
Consider the following 0-1 knapsack
problem:
Maximize : 11x1 10 x2 9 x3 12 x4 10 x5
6 x6 7 x7 5 x8 3 x9 8 x10
Subject to : 33 x1 27 x2 16 x3 14 x4 29 x5
30 x6 31x7 33 x8 14 x9 18 x10 100
xi 0, 1 for i 1, , 10.
Introduction Scatter Search Template A Scatter Search Illustration Conclusions
A Scatter Search Illustration
Diversification Generation Method:
h n 1( where n is the number of variables in the problem).
Let us choose h 5.
x 0,0, ,0 ......(the initial seed)
Type 1 ( x)
Type 2 ( x)
Introduction Scatter Search Template A Scatter Search Illustration Conclusions
A Scatter Search Illustration
For example: x 0,0,,0
x1' 1 x1
When, h 1 '
x1 k 1 x1 k
for k 0
for k 1,2, , (n h 10 1)
k 0
x1' 1 x1 1 0 1
k 1
x2' 1 x2 1 0 1
k 2
x3' 1 x3 1 0 1
k 9
x9' 1 x9 1 0 1
Introduction Scatter Search Template A Scatter Search Illustration Conclusions
A Scatter Search Illustration
For example: x 0,0,,0
x1' 1 x1
When, h 2 '
x1 k 1 x1 k
for k 0
for k 1,2, , (n h 10 1)
k 0
x1' 1 x1 1 0 1
k 1
x3' 1 x3 1 0 1
k 2
x5' 1 x5 1 0 1
k 3
x7' 1 x7 1 0 1
k 4
x9' 1 x9 1 0 1
Introduction Scatter Search Template A Scatter Search Illustration Conclusions
A Scatter Search Illustration
The 10 solutions can be used to create the reference set by
applying the following Improvement Method.
Introduction Scatter Search Template A Scatter Search Illustration Conclusions
A Scatter Search Illustration
Improvement Method:
[Link] the trial solution is infeasible:
To start with the profit-to-weight ratio which
is the smallest one, and change the variable
values from one to zero.
[Link] the trial solution is feasible:
To start with the profit-to-weight ratio which
is the largest one, and change the variable
values from zero to one.
Introduction Scatter Search Template A Scatter Search Illustration Conclusions
A Scatter Search Illustration
Solution 8:
New Solution 8:
Introduction Scatter Search Template A Scatter Search Illustration Conclusions
A Scatter Search Illustration
: infeasible solution
: the optimal solution
Introduction Scatter Search Template A Scatter Search Illustration Conclusions
A Scatter Search Illustration
Reference Set Update Method:
b : reference solutions (b b1 b2 )
b1 : high quality solutions
b2 : diverse solutions
We set a reference set b 5,where b1 3
b.2 2
and
The subset of high-quality solutions:1, 2, 8.
Introduction Scatter Search Template A Scatter Search Illustration Conclusions
A Scatter Search Illustration
We define the distance between two solutions:
Distance measures:
Introduction Scatter Search Template A Scatter Search Illustration Conclusions
A Scatter Search Illustration
Solution 3 should be added to the b2 of the
reference set, and so as Solution 7(by the
maximum minimum distance)
b1 1, 2, 8
b2 3,7
Introduction Scatter Search Template A Scatter Search Illustration Conclusions
A Scatter Search Illustration
Subset Generation Method:
1) All 2-element subsets.
2) 3-element subsets. (derived from the 2-element subsets
by augmenting each 2-element subset to include the best solution
not in this subset)
3) 4-element subsets. (derived from the 3-element subsets
by augmenting each 3-element subset to include the best solution
not in this subset)
4) The subsets consisting of the best i
elements, for i 5 to b.
Introduction Scatter Search Template A Scatter Search Illustration Conclusions
A Scatter Search Illustration
Subset generation: (1, 2, 8, 3, 7)
add 8
add 1
add 2
Introduction Scatter Search Template A Scatter Search Illustration Conclusions
A Scatter Search Illustration
Solution Combination Method:
We use a combination method that creates only
one solution from each subset and calculates a
score for each variable.
:variable
S :the subset
OV ( j ):the objective value
of solution j
xij :is the value of the
i th variable in
solution j
Introduction Scatter Search Template A Scatter Search Illustration Conclusions
A Scatter Search Illustration
The trial solution is constructed by rounding
the score for each variable to the nearest
integer, i.e.,
Consider the subset type 2 given by solutions
3, 7 and 8. The objective values are OV (3) 38 ,
OV (7) 36
OV (8) 44
and
Introduction Scatter Search Template A Scatter Search Illustration Conclusions
A Scatter Search Illustration
For example:
OV (3) 38
OV (7) 36
OV (8) 44
OV (3) *1 OV (7) * 0 OV (8) * 0
X1
OV (3) OV (7) OV (8)
38 *1 36 * 0 44 * 0 38
0
0
38 36 44
118 118 118
0.322 0 0 0.322
Introduction Scatter Search Template A Scatter Search Illustration Conclusions
A Scatter Search Illustration
Score calculation for subset combination (3, 7,
8)
Improvement
Method
0
0
0 1 1
0 1
Introduction Scatter Search Template A Scatter Search Illustration Conclusions
Conclusions
A solution may become a member if its objective
value is better than the objective value of any of
the solutions in the high-quality subset.
Alternatively, if a new solution improve the
diversity of the reference set, this solution can
replace one that is currently in the diverse set.
Introduction Scatter Search Template A Scatter Search Illustration Conclusions
Conclusions
If the reference set is modified, then the Subset
Generation Method, the Solution Combination
Method and the Improve Method are applied in
sequence.
The application of the methods continues until
the reference set converges (i.e., no elements
in the set are replaced).
Introduction Scatter Search Template A Scatter Search Illustration Conclusions
Q&A
Thank you
for
your
attention !
