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Meta-Heuristics: An Overview

Ibrahim H. Osman
Institute of Mathematics and Statistics
University of Kent, Canterbury
Kent CT2 7NF, U.K
E-mail: I.H.Osman@ukc.ac.uk

&

James P. Kelly
School of Business
Campus Box 419
University of Colorado
Boulder, CO 80309, USA
E-mail: James.Kelly@colorado.edu

Abstract:
Meta-heuristics are the most recent development in approximate search
methods for solving complex optimization problems, that arise in busi-
ness, commerce, engineering, industry, and many other areas. A
meta-heuristic guides a subordinate heuristic using concepts derived from
artificial intelligence, biological, mathematical, natural and physical
sciences to improve their performance. We shall present brief overviews
for the most successful meta-heuristics. The paper concludes with future
directions in this growing area of research.

Keywords: Adaptive search, Approximate algorithms, Combinatorial

optimization, Genetic algorithms, Heuristics, Hybrids, Neural networks,
Simulated annealing, Tabu search.

1 Introduction
Meta-heuristics have developed dramatically since their inception in the
early 1980s. They have had widespread success in attacking a variety of
practical and difficult combinatorial optimization problems. These
families of approaches include but are not limited to greedy random
adaptive search procedure, genetic algorithms, problem-space search,
neural networks, simulated annealing, tabu search, threshold algorithms,
and their hybrids. They incorporate concepts based on biological evol-
ution, intelligent problem solving, mathematical and physical sciences,

I. H. Osman et al. (eds.), Meta-Heuristics

© Kluwer Academic Publishers 1996
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nervous systems, and statistical mechanics. In the remaining part of the

paper, we shall give briefs on: combinatorial optimization problems and
meta-heuristic types. We conclude with trends and future directions.

2 Combinatorial Optimization
Over the years, a great deal of effort has been invested in the field of
combinatorial optimization theory in which approximate algorithms,
often called heuristic algorithms, have become an important area of
research and applications. Most practical problems which have finite or
countable infinite number of alternative solutions can be formulated as
combinatorial optimization problems. Combinatorial optimization is
defined in Lawler (1976) as follows:

"Combinatorial optimization is the mathematical study of finding

an optimal arrangement, grouping, ordering, or selection of discrete
objects usually finite in numbers."

A typical combinatorial minimization problem can be specified by

a set of instances. Each instance is associated with a solution space n,
afeasible space X (X ~ n) that is defined by the problem constraints, an
infeasible region n\X and an objective function C that assigns a real cost
value to each SEn, i.e. C: n ~ R. Generally, a combinatorial
optimization problem is represented as:
P: Minimize (or Maximize) C(S)
subject to SEX ~ n.

The sets X and n are discrete and can be defined by a set of decision
variables. These variables can have different integer values depending
their roles in the formulation of the problem. Their values are not
generally given explicitly but defined within certain ranges. The aim in
the optimization problem is to find an optimal feasible solution S* E X
such C(S*) ~ C(S') for all S' E X where X ~ n.

Typical examples of practical combinatorial optimization problems

are the location problems, the travelling salesman problem, variants of
the assignment and scheduling problems, the circuit and facility layout
problems, the set partitioning/covering problems and the vehicle routing
problems. We refer to the excellent books by Nemhauser and Wolsey
(1988), Papadimitriou and Steiglitz (1982) and Williams (1990) for
detailed theory and applications as well as for an introduction to model
building in mathematical programming and combinatorial optimization.

Combinatorial optimization problems are normally easy to describe

but difficult to solve. The theory of computational complexity was
discovered by Cook (1971) and it attempts to categorize the computa-
tional requirement of algorithms and classify problems met in practice