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Simultaneous Generalized Hill Climbing Algorithms for Addressing Sets of Discrete Optimization Problems

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.

Identiferoai:union.ndltd.org:VTETD/oai:vtechworks.lib.vt.edu:10919/28514
Date22 August 2000
CreatorsVaughan, Diane Elizabeth
ContributorsIndustrial and Systems Engineering, Rogers, Robert C., Bish, Ebru K., Nachlas, Joel A., Koelling, C. Patrick, Jacobson, Sheldon H.
PublisherVirginia Tech
Source SetsVirginia Tech Theses and Dissertation
Detected LanguageEnglish
TypeDissertation
Formatapplication/pdf, application/pdf
RightsIn Copyright, http://rightsstatements.org/vocab/InC/1.0/
Relationvita.pdf, dianeetd.pdf

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