Statistical optimum estimation techniques for combinatorial optimization problems: a review and critique

Over the last several decades researchers have addressed the use of statistical techniques to estimate the optimal values of difficult optimization problems. These efforts have been developed in different communities with a wide range of different applications in mind. In this paper we review the theory and applications of these approaches and discuss their strengths and weaknesses. We conclude the paper with a discussion of issues to consider when using these methods in computational experiments, and suggest directions for future research.

[1]  Robert F. Stengel,et al.  Searching for Robust Minimal-Order Compensators , 2001 .

[2]  P. Cooke,et al.  Statistical inference for bounds of random variables , 1979 .

[3]  Goldberg,et al.  Genetic algorithms , 1993, Robust Control Systems with Genetic Algorithms.

[4]  David E. Goldberg,et al.  Genetic Algorithms in Search Optimization and Machine Learning , 1988 .

[5]  D. Dannenbring Procedures for Estimating Optimal Solution Values for Large Combinatorial Problems , 1977 .

[6]  Francis J. Vasko,et al.  An efficient heuristic for large set covering problems , 1984 .

[7]  Keith L. McRoberts A Search Model for Evaluating Combinatorially Explosive Problems , 1971, Oper. Res..

[8]  B. Golden,et al.  Interval estimation of a global optimum for large combinatorial problems , 1979 .

[9]  Víctor Yepes,et al.  On the Weibull cost estimation of building frames designed by simulated annealing , 2010 .

[10]  R. Fisher,et al.  Limiting forms of the frequency distribution of the largest or smallest member of a sample , 1928, Mathematical Proceedings of the Cambridge Philosophical Society.

[11]  Fabio Schoen,et al.  Sequential stopping rules for the multistart algorithm in global optimisation , 1987, Math. Program..

[12]  Angela Pippin Giddings A Unified Approach to Statistical Quality Assessment in Heuristic Combinatorial Optimization , 2002 .

[13]  E. J. Gumbel,et al.  Statistics of Extremes. , 1960 .

[14]  Robert L. Smith,et al.  Technical Note - The Asymptotic Extreme Value Distribution of the Sample Minimum of a Concave Function under Linear Constraints , 1983, Oper. Res..

[15]  S. Kotz,et al.  Maximum likelihood estimation in the 3-parameter weibull distribution: a look through the generalized extreme-value distribution , 1996, IEEE Transactions on Dielectrics and Electrical Insulation.

[16]  Marc Los,et al.  Combinatorial Programming, Statistical Optimization and the Optimal Transportation Network Problem , 1980 .

[17]  Sarma Sastry,et al.  Estimating the minimum of partitioning and floorplanning problems , 1991, IEEE Trans. Comput. Aided Des. Integr. Circuits Syst..

[18]  James R. Wilson,et al.  Case study on statistically estimating minimum makespan for flow line scheduling problems , 2004, Eur. J. Oper. Res..

[19]  Eugene L. Lawler,et al.  The Traveling Salesman Problem: A Guided Tour of Combinatorial Optimization , 1985 .

[20]  Ángel Marín,et al.  Tactical design of rail freight networks. Part II: Local search methods with statistical analysis , 1996 .

[21]  J. Kyparisis,et al.  A review of maximum likelihood estimation methods for the three-parameter weibull distribution , 1986 .

[22]  M. Mathirajan,et al.  Heuristic algorithms for scheduling heat-treatment furnaces of steel casting industries , 2007 .

[23]  Donald E. Brown,et al.  Parallel genetic algorithms with local search , 1996, Comput. Oper. Res..

[24]  P. A. Bruijs On the quality of heuristic solutions to a 19 × 19 quadratic assignment problem , 1984 .

[25]  Kenneth Steiglitz,et al.  Some Examples of Difficult Traveling Salesman Problems , 1978, Oper. Res..

[26]  H. O. Hartley,et al.  Quadratic forms in order statistics used as goodness-of-fit criteria , 1972 .

[27]  Funda Sivrikaya-Serifoglu,et al.  Multiprocessor task scheduling in multistage hybrid flow-shops: a genetic algorithm approach , 2004, J. Oper. Res. Soc..

[28]  Alexander H. G. Rinnooy Kan,et al.  A stochastic method for global optimization , 1982, Math. Program..

[29]  Reha Uzsoy,et al.  Integrating Interval Estimates of Global Optima and Local Search Methods for Combinatorial Optimization Problems , 2000, J. Heuristics.

[30]  Stelios H. Zanakis,et al.  A simulation study of some simple estimators for the three-parameter weibull distribution , 1979 .

[31]  Robert L. Nydick,et al.  An analytical evaluation of optimal solution value estimation procedures , 1994 .

[32]  Stuart G. Coles,et al.  Bayesian methods in extreme value modelling: a review and new developments. , 1996 .

[33]  Bruce L. Golden,et al.  Point estimation of a global optimum for large combinatorial problems , 1978 .

[34]  Ronald L. Rardin,et al.  Using a hybrid of exact and genetic algorithms to design survivable networks , 2002, Comput. Oper. Res..

[35]  Robert L. Nydick,et al.  A computational evaluation of optimal solution value estimation procedures , 1988, Comput. Oper. Res..

[36]  Alexander H. G. Rinnooy Kan,et al.  Bayesian stopping rules for multistart global optimization methods , 1987, Math. Program..

[37]  Emile H. L. Aarts,et al.  Simulated annealing and Boltzmann machines - a stochastic approach to combinatorial optimization and neural computing , 1990, Wiley-Interscience series in discrete mathematics and optimization.

[38]  Francesco Maffioli,et al.  Randomized algorithms in combinatorial optimization: A survey , 1986, Discret. Appl. Math..

[39]  Robert L. Sielken,et al.  Confidence Limits for Global Optima Based on Heuristic Solutions to Difficult Optimization Problems: A Simulation Study , 1984 .

[40]  Temel Öncan,et al.  Efficient approximate solution methods for the multi-commodity capacitated multi-facility Weber problem , 2012, Comput. Oper. Res..

[41]  Ehl Emile Aarts,et al.  Simulated annealing and Boltzmann machines , 2003 .

[42]  Nicholas G. Hall,et al.  Bin packing problems in one dimension: Heuristic solutions and confidence intervals , 1988, Comput. Oper. Res..

[43]  Jianping Zhu,et al.  Landscape-level optimization using tabu search and stand density-related forest management prescriptions , 2007, Eur. J. Oper. Res..

[44]  B. Bruce Bare,et al.  Spatially constrained timber harvest scheduling , 1989 .

[45]  Pierre Hansen,et al.  Finding maximum likelihood estimators for the three-parameter Weibull distribution , 1994, J. Glob. Optim..

[46]  A. I. Sivakumar,et al.  Scheduling in static jobshops for minimizing mean flowtime subject to minimum total deviation of job completion times , 2006 .

[47]  P. Watt,et al.  A note on estimation of bounds of random variables , 1980 .

[48]  M. Mathirajan,et al.  Scheduling identical parallel machines with machine eligibility restrictions to minimize total weighted flowtime in automobile gear manufacturing , 2011, The International Journal of Advanced Manufacturing Technology.

[49]  G. Reklaitis,et al.  HEURISTIC ALGORITHM FOR SCHEDULING BATCH AND SEMI-CONTINUOUS PLANTS WITH PRODUCTION DEADLINES, INTERMEDIATE STORAGE LIMITATIONS AND EQUIPMENT CHANGEOVER COSTS , 1994 .

[50]  In-Young Yeo,et al.  Global spatial optimization with hydrological systems simulation: application to land-use allocation and peak runoff minimization , 2010 .

[51]  Stelios H. Zanakis,et al.  A good simple percentile estimator of the weibull shape parameter for use when all three parameters are unknown , 1982 .

[52]  Temel Öncan,et al.  The multi-commodity capacitated multi-facility Weber problem: heuristics and confidence intervals , 2010 .

[53]  M. H. Quenouille NOTES ON BIAS IN ESTIMATION , 1956 .

[54]  Anton V. Eremeev,et al.  Statistical analysis of local search landscapes , 2004, J. Oper. Res. Soc..

[55]  Ulrich Derigs,et al.  Using Confidence Limits for the Global Optimum in Combinatorial Optimization , 1985, Oper. Res..

[56]  David S. Johnson,et al.  Computers and Intractability: A Guide to the Theory of NP-Completeness , 1978 .

[57]  C. G. E. Boender,et al.  A Bayesian Analysis of the Number of Cells of a Multinomial Distribution , 1983 .

[58]  Konstantinos P. Anagnostopoulos,et al.  Experimental evaluation of simulated annealing algorithms for the time-cost trade-off problem , 2010, Appl. Math. Comput..

[59]  M. Brandeau,et al.  SEQUENTIAL LOCATION AND ALLOCATION: WORST CASE PERFORMANCE AND STATISTICAL ESTIMATION. , 1993 .

[60]  Douglas S. Robson,et al.  Estimation of a truncation point , 1964 .