Generalized hill climbing (GHC) algorithms provide a framework for using local search algorithms to address intractable discrete optimization problems. Many well-known local search algorithms can be formulated as GHC algorithms, including simulated annealing, threshold accepting, Monte Carlo search, and pure local search (among others).
This dissertation develops a mathematical framework for simultaneously addressing a set of related discrete optimization problems using GHC algorithms. The resulting algorithms, termed simultaneous generalized hill climbing (SGHC) algorithms, can be applied to a wide variety of sets of related discrete optimization problems. The SGHC algorithm probabilistically moves between these discrete optimization problems according to a problem generation probability function. This dissertation establishes that the problem generation probability function is a stochastic process that satisfies the Markov property. Therefore, given a SGHC algorithm, movement between these discrete optimization problems can be modeled as a Markov chain. Sufficient conditions that guarantee that this Markov chain has a uniform stationary probability distribution are presented. Moreover, sufficient conditions are obtained that guarantee that a SGHC algorithm will visit the globally optimal solution over all the problems in a set of related discrete optimization problems.
Computational results are presented with SGHC algorithms for a set of traveling salesman problems. For comparison purposes, GHC algorithms are also applied individually to each traveling salesman problem. These computational results suggest that optimal/near optimal solutions can often be reached more quickly using a SGHC algorithm. / Ph. D.
Identifer | oai:union.ndltd.org:VTETD/oai:vtechworks.lib.vt.edu:10919/28514 |
Date | 22 August 2000 |
Creators | Vaughan, Diane Elizabeth |
Contributors | Industrial and Systems Engineering, Rogers, Robert C., Bish, Ebru K., Nachlas, Joel A., Koelling, C. Patrick, Jacobson, Sheldon H. |
Publisher | Virginia Tech |
Source Sets | Virginia Tech Theses and Dissertation |
Detected Language | English |
Type | Dissertation |
Format | application/pdf, application/pdf |
Rights | In Copyright, http://rightsstatements.org/vocab/InC/1.0/ |
Relation | vita.pdf, dianeetd.pdf |
Page generated in 0.0013 seconds