Variable neighborhood search

Variable neighborhood search (VNS),^[1] proposed by Mladenović, Hansen, 1997,^[2] is a metaheuristic method for solving a set of combinatorial optimization and global optimization problems. It explores distant neighborhoods of the current incumbent solution, and moves from there to a new one if and only if an improvement was made. The local search method is applied repeatedly to get from solutions in the neighborhood to local optima. VNS was designed for approximating solutions of discrete and continuous optimization problems and according to these, it is aimed for solving linear program problems, integer program problems, mixed integer program problems, nonlinear program problems, etc.

Introduction

VNS systematically changes the neighborhood in two phases: firstly, descent to find a local optimum and finally, a perturbation phase to get out of the corresponding valley.

Applications are rapidly increasing in number and pertain to many fields: location theory, cluster analysis, scheduling, vehicle routing, network design, lot-sizing, artificial intelligence, engineering, pooling problems, biology, phylogeny, reliability, geometry, telecommunication design, etc.

There are several books important for understanding VNS, such as: Handbook of Metaheuristics, 2010,^[3] Handbook of Metaheuristics, 2003^[4] and Search methodologies, 2005.^[5] Earlier work that motivated this approach can be found in

Davidson, W.C.^[6]
Fletcher, R., Powell, M.J.D.^[7]
Mladenović, N.^[8] and
Brimberg, J., Mladenović, N.^[9]

Recent surveys on VNS methodology as well as numerous applications can be found in 4OR, 2008^[10] and Annals of OR, 2010.

Definition of the problem

Define one deterministic optimization problem with

$\min {\{f(x)|x\in X,X\subseteq S\}}$ , (1)

where S, X, x, and f are the solution space, the feasible set, a feasible solution, and a real-valued objective function, respectively. If S is a finite but large set, a combinatorial optimization problem is defined. If ${S=R^{{n}}}$ , there is continuous optimization model.

A solution ${x^{*}\in X}$ is optimal if

${f(x^{{*}})\leq f(x),\qquad \forall {x}\,\in X}$ .

Exact algorithm for problem (1) is to be found an optimal solution x*, with the validation of its optimal structure, or if it is unrealizable, in procedure have to be shown that there is no achievable solution, i.e., $X=\varnothing$ , or the solution is unbounded. CPU time has to be finite and short. For continuous optimization, it is reasonable to allow for some degree of tolerance, i.e., to stop when a feasible solution $x^{*}$ has been found such that

${f(x^{{*}})\leq f(x)+\epsilon ,\qquad \forall {x}\,\in X}$ or ${(f(x^{{*}})-f(x))/f(x^{{*}})<\epsilon ,\qquad \forall {x}\,\in X}$

Some heuristics speedily accept an approximate solution, or optimal solution but one with no validation of its optimality. Some of them have an incorrect certificate, i.e., the solution $x_{h}$ obtained satisfies

${(f(x_{{h}})-f(x))/f(x_{{h}})\leq \epsilon ,\qquad \forall {x}\,\in X}$ for some $\epsilon$ , though this is rarely small.

Heuristics are faced with the problem of local optima as a result of avoiding boundless computing time. A local optimum $x_L$ of problem is such that

${f(x_{{L}})\leq f(x),\qquad \forall {x}\,\in N(x_{{L}})\cap X}$

where $N(x_{{L}})$ denotes a neighborhood of $x_{{L}}$

Description

According to (Mladenovic, 1995), VNS is a metaheuristic which systematically performs the procedure of neighborhood change, both in descent to local minima and in escape from the valleys which contain them.

VNS is built upon the following perceptions:

A local minimum with respect to one neighbourhood structure is not necessarily a local minimum for another neighbourhood structure.
A global minimum is a local minimum with respect to all possible neighborhood structures.
For many problems, local minima with respect to one or several neighborhoods are relatively close to each other.

Unlike many other metaheuristics, the basic schemes of VNS and its extensions are simple and require few, and sometimes no parameters. Therefore, in addition to providing very good solutions, often in simpler ways than other methods, VNS gives insight into the reasons for such a performance, which, in turn, can lead to more efficient and sophisticated implementations.

There are several papers where it could be studied among recently mentioned, such as (Hansen and Mladenovi´c 1999, 2001a, 2003, 2005; Moreno-Pérez et al.;^[11])

Local search

A local search heuristic is performed through choosing an initial solution x, discovering a direction of descent from x, within a neighbourhood N(x), and proceeding to the minimum of f(x) within N(x) in the same direction. If there is no direction of descent, the heuristic stops; otherwise, it is iterated. Usually the highest direction of descent, also related to as best improvement, is used. This set of rules is summarized in Algorithm 1, where we assume that an initial solution x is given. The output consists of a local minimum, also denoted by x, and its value. Observe that a neighbourhood structure N(x) is defined for all x ∈ X. At each step, the neighbourhood N(x) of x is explored completely. As this may be timeconsuming, an alternative is to use the first descent heuristic. Vectors $x^{i}\in N(x)$ are then enumerated systematically and a move is made as soon as a direction for the descent is found. This is summarized in Algorithm 2.

Algorithm 1: Best improvement (highest descent) heuristic

Function BestImprovement(x)
  1: repeat
  2:     x' ← x
  3:     x←argmin_{f (y)}, y∈N(x)
  4: until ( f (x) ≥ f (x'))
  5: return x

Algorithm 2: First improvement (first descent) heuristic

Function FirstImprovement(x)
  1: repeat
  2:    x' ← x; i←0
  3:    repeat
  4:       i←i+1
  5:       x←argmin{ f (x), f (x^i)}, x^i  ∈ N(x)
  6:    until ( f (x) < f (x^i) or i = |N(x)|)
  7: until ( f (x) ≥ f (x'))
  8: return x

Let one denote ${\mathcal {N}}_{k}(k=1,...,k_{{max}})$ , a finite set of pre-selected neighborhood structures, and with ${\mathcal {N}}_{k}(x)$ the set of solutions in the kth neighborhood of x.

One will also use the notation ${\mathcal {N'}}_{k}(x),k=1,...,k'_{{max}}$ when describing local descent. Neighborhoods ${\mathcal {N}}_{k}(x)$ or ${\mathcal {N'}}_{k}(x)$ may be induced from one or more metric (or quasi-metric) functions introduced into a solution space S. An optimal solution $x_{{opt}}$ (or global minimum) is a feasible solution where a minimum of problem ( is reached. We call x' ∈ X a local minimum of problem with respect to ${\mathcal {N}}_{k}(x)$ , if there is no solution $x\in {\mathcal {N'}}_{k}(x)\subseteq X$ such that $f(x)<f(x')$ .

In order to solve problem by using several neighbourhoods, facts 1–3 can be used in three different ways: (i) deterministic; (ii) stochastic; (iii) both deterministic and stochastic. We first give in Algorithm 3 the steps of the neighbourhood change function which will be used later. Function NeighbourhoodChange() compares the new value f(x') with the incumbent value f(x) obtained in the neighbourhood k (line 1). If an improvement is obtained, k is returned to its initial value and the new incumbent updated (line 2). Otherwise, the next neighbourhood is considered (line 3).

Algorithm 3: – Neighborhood change

Function NeighborhoodChange (x, x', k)
 1: if f (x') < f(x) then
 2:    x ← x' // Make a move
 3:    k ← 1 // Initial neighborhood
 4: else
 5:    k ← k+1 // Next neighborhood

When VNS does not render good solution, there are several steps which could be helped in process, such as comparing first and best improvement strategies in local search, reducing neighborhood, intensifying shaking, adopting VND, adopting FSS, and experimenting with parameter settings.

The Basic VNS (BVNS) method (Mladenovic and Hansen 1997) combines deterministic and stochastic changes of neighbourhood. Its steps are given in Algorithm 4. Often successive neighbourhoods ${\mathcal {N}}_{k}$ will be nested. Observe that point x' is generated at random in Step 4 in order to avoid cycling, which might occur if a deterministic rule were applied. In Step 5, the first improvement local search (Algorithm 2) is usually adopted. However, it can be replaced with best improvement (Algorithm 1).

Algorithm 4: Basic VNS

Function VNS (x, kmax, tmax );
 1: repeat
 2:    k ← 1;
 3:    repeat
 4:       x' ←Shake(x, k) /* Shaking */;
 5:       x'' ← FirstImprovement(x' ) /* Local search */;
 6:       x ←NeighbourhoodChange(x, x'', k) /* Change neighbourhood */;
 7:    until k = k_max ;
 8:    t ←CpuTime()
 9: until t > t_max ;

VNS variants

The basic VNS is a first improvement descent method with randomization. Without much additional effort, it can be transformed into a descent-ascent method: in NeighbourhoodChange() function, replace also x by x" with some probability, even if the solution is worse than the incumbent. It can also be changed into a best improvement method: make a move to the best neighbourhood k* among all k_max of them. Another variant of the basic VNS can be to find a solution x' in the “Shaking” step as the best among b (a parameter) randomly generated solutions from the kth neighbourhood. There are two possible variants of this extension: (1) to perform only one local search from the best among b points; (2) to perform all b local searches and then choose the best. In paper (Fleszar and Hindi^[12]) could be found algorithm.

Extensions

VND^[13]

The variable neighborhood descent (VND) method is obtained if a change of neighborhoods is performed in a deterministic way. In the descriptions of its algorithms, we assume that an initial solution x is given. Most local search heuristics in their descent phase use very few neighbourhoods. The final solution should be a local minimum with respect to all

k_{{max}}

neighbourhoods; hence the chances to reach a global one are larger when using VND than with a single neighbourhood structure.

RVNS^[14]

The reduced VNS (RVNS) method is obtained if random points are selected from

{\mathcal {N}}_{k}(x)

and no descent is made. Rather, the values of these new points are compared with that of the incumbent and an update takes place in case of improvement. It is assumed that a stopping condition has been chosen like the maximum CPU time allowed

t_{max}

or the maximum number of iterations between two improvements.

To simplify the description of the algorithms it is used

t_{max}

below. Therefore, RVNS uses two parameters:

t_{max}

and

k_{{max}}

. RVNS is useful in very large instances, for which local search is costly. It has been observed that the best value for the parameter k_max is often 2. In addition, the maximum number of iterations between two improvements is usually used as a stopping condition. :RVNS is akin to a Monte-Carlo method, but is more systematic.

Skewed VNS

The skewed VNS (SVNS) method (Hansen et al.)^[15] addresses the :problem of exploring valleys far from the incumbent solution. Indeed, once the best solution in a large region has been found, it is necessary to :go some way to obtain an improved one. Solutions drawn at random in distant neighbourhoods may differ substantially from the incumbent and VNS :can then degenerate, to some extent, into the Multistart heuristic (in which descents are made iteratively from solutions generated at random, a :heuristic which is known not to be very efficient). Consequently, some compensation for distance from the incumbent must be made.

Variable Neighbourhood Decomposition Search

The variable neighbourhood decomposition search (VNDS) method (Hansen et al.)^[16] extends the basic VNS into a two-level VNS scheme based upon :decomposition of the problem. For ease of presentation, but without loss of generality, it is assumed that the solution x represents the set of :some elements.

Parallel VNS

Several ways of parallelizing VNS have recently been proposed for solving the p-Median problem. In García-López et al.:^[17] three of them :are tested: (i) parallelize local search; (ii) augment the number of solutions drawn from the current neighbourhood and make a :local search in :parallel from each of them and (iii) do the same as (ii) but update the information about the best solution found. Three Parallel :VNS strategies :are also suggested for solving the Travelling purchaser problem in Ochi et al.^[18]

Primal-dual VNS

For most modern heuristics, the difference in value between the optimal solution and the obtained one is completely unknown. Guaranteed :performance of the primal heuristic may be determined if a lower bound on the objective function value is known. To :this end, the standard approach is to relax the integrality condition on the primal variables, based on a mathematical programming formulation of :the problem.

However, when the dimension of the problem is large, even the relaxed problem may be impossible to solve exactly by standard :commercial solvers. :Therefore, it seems a good idea to solve dual relaxed problems heuristically as well. It was obtained guaranteed bounds on :the primal heuristics :performance. In Primal-dual VNS (PD-VNS) (Hansen et al.)^[19] one :possible general way to attain both the guaranteed bounds and the exact solution is proposed.

Variable Neighborhood Branching.)^[20]

The mixed integer linear programming (MILP) problem consists of maximizing or minimizing a linear function, subject to equality or inequality :constraints, and integrality restrictions on some of the variables.

Variable Neighborhood Formulation Space Search .)^[21]

FSS is method which is very useful because, one problem could be defined in addition formulations and moving through formulations is legitimate. :It is proved that local search works within formulations, implying a final solution when started from some initial solution in first formulation. :Local search systematically alternates between different formulations which was investigated for circle packing :problem (CPP) where stationary point for a nonlinear programming formulation of CPP in Cartesian coordinates is not strictly a stationary point in polar coordinates.

Applications

Applications of VNS, or of varieties of VNS are very abundant and numerous. Some fields where it could be found collections of scientific papers:

Industrial applications
Design problems in communication
Location problems
Data mining
Graph problems
Knapsack and packing problems
Mixed integer problems
Time tabling
Scheduling
Vehicle routing problems
Arc routing and waste collection
Fleet sheet problems
Extended vehicle routing problems
Problems in biosciences and chemistry
Continuous optimization
Other optimization problems
Discovery science

Conclusion

VNS implies several features which are presented in Hansen and Mladenovic^[22] and some are presented here:

Simplicity: VNS is simple, clear and universally applicable
Precision: VNS is formulated in precise mathematical definitions
Coherence: all actions of the heuristics for solving problems follow from the VNS principles
Effectiveness: VNS supplies optimal or near-optimal solutions for all or at least most realistic instances
Efficiency: VNS takes a moderate computing time to generate optimal or near-optimal solutions
Robustness: the functioning of the VNS is coherent over a variety of instances
User friendliness: VNS has no parameters, so it is easy for understanding, expressing and using
Innovation: VNS is generating new types of application
Generality: VNS is inducing to good results for a wide variety of problems
Interactivity: VNS allows the user to incorporate his knowledge to improve the resolution process
Multiplicity: VNS is able to produce a certain near-optimal solutions from which the user can choose;

Interest in VNS is growing quickly, evidenced by the increasing number of papers published each year on this topic (10 years ago, only a few; 5 years ago, about a dozen; and about 50 in 2007). Moreover, the 18th EURO mini-conference held in Tenerife in November 2005 was entirely devoted to VNS. It led to special issues of IMA Journal of Management Mathematics in 2007, European Journal of Operational Research (http://www.journals.elsevier.com/european-journal-of-operational-research/), and Journal of Heuristics (http://www.springer.com/mathematics/applications/journal/10732/) in 2008.

References

↑ Hansen, P.; Mladenovic, N.; Perez, J.A.M. (2010). "Variable neighbourhood search: methods and applications". Annals of Operations Research. 175: 367–407. doi:10.1007/s10479-009-0657-6.
↑ Nenad Mladenovi´c, Pierre Hansen (1997). "Variable neighborhood search". Computers and Operations Research. 24 (11): 1097–1100. doi:10.1016/s0305-0548(97)00031-2.
↑ Gendreau, M.; Potvin, J-Y. (2010). "Handbook of Metaheuristics". Springer.
↑ Glover, F.; Kochenberger, G.A. (2003). "Handbook of Metaheuristics". Kluwer Academic Publishers.
↑ Burke, EK.; Kendall, G. (2005). "Search methodologies. Introductory tutorials in optimization and decision support techniques". Springer.
↑ Davidson, W.C. (1959). "Variable metric algorithm for minimization". Argonne National Laboratory Report ANL-5990.
↑ Fletcher, R.; Powell, M.J.D. (1963). "Rapidly convergent descent method for minimization". Comput.J. 6: 163–168. doi:10.1093/comjnl/6.2.163.
↑ Mladenović, N. (1995). "A variable neighborhood algorithm—a new metaheuristic for combinatorial optimization". Abstracts of papers presented at Optimization Days, Montréal: 112.
↑ Brimberg, J.; Mladenović, N. (1996). "A variable neighborhood algorithm for solving the continuous location-allocation problem". Stud. Locat. Anal. 10: 1–12.
↑ Hansen, P.; Mladenović, N.; Perez, J.A.M (2008). "Variable neighbourhood search: methods and applications". 4OR. 6: 319–360. doi:10.1007/s10288-008-0089-1.
↑ Moreno-Pérez, JA.; Hansen, P.; Mladenovic, N. (2005). "Parallel variable neighborhood search". Alba E (ed) Parallel metaheuristics: a new class of algorithms.
↑ Fleszar, K; Hindi, KS (2004). "Solving the resource-constrained project scheduling problem by a variable neighborhood search". Eur J Oper Res. 155 (2): 402–413. doi:10.1016/s0377-2217(02)00884-6.
↑ Brimberg, J.; Hansen, P.; Mladenovic, N.; Taillard, E. (2000). "Improvements and comparison of heuristics for solving the multisource Weber problem". Oper. Res. 48: 444–460. doi:10.1287/opre.48.3.444.12431.
↑ Mladenovic, N.; Petrovic, J.; Kovacevic-Vujcic, V.; Cangalovic, M. (2003b). "Solving spread spectrum radar polyphase code design problem by tabu search and variable neighborhood search". Eur. J. Oper. Res. 151: 389–399. doi:10.1016/s0377-2217(02)00833-0.
↑ Hansen, P.; Jaumard, B; Mladenovi´c, N; Parreira, A (2000). "Variable neighborhood search :for weighted maximum satisfiability problem". Les Cahiers du GERAD G–2000–62, HEC Montréal, Canada.
↑ Hansen, P; Mladenovi´c, N; Pérez-Brito, D (2001). "Variable neighborhood decomposition :search". J Heuristics. 7 (4): 335–350.
↑ García-López, F; Melián-Batista, B; Moreno-Pérez, JA (2002). "The parallel :variable neighborhood search for the p-median problem". J Heuristics. 8 (3): 375–388. |first4= missing |last4= in Authors list (help)
↑ Ochi, LS; Silva, MB; Drummond, L (2001). "Metaheuristics based on GRASP and VNS for solving traveling purchaser :problem". MIC’2001, Porto: 489–494.
↑ Hansen, P; Brimberg, J; Uroševi´c, D; Mladenovi´c, N (2007a). "Primal-dual variable neighborhood search for the simple plant location problem". INFORMS J Comput. 19 (4): 552–564. doi:10.1287/ijoc.1060.0196.
↑ Hansen, P.; Mladenovic, N.; Urosevic, D. (2006). "Variable neighborhood search and local branching". Computers and Operations Research. 33: 3034–3045. doi:10.1016/j.cor.2005.02.033.
↑ Mladenovic, N.; Plastria, F.; Urosevic, D. (2006). "Reformulation descent applied to circle packing problems". Computers and Operations Research. 32: 2419–2434. doi:10.1016/j.cor.2004.03.010.
↑ Hansen, P; Mladenovi´c, N (2003). "Variable neighborhood search". Glover F, Kochenberger G (eds) Handbook of Metaheuristics (Kluwer, Dordrecht): 145–184.

External links

EURO Mini Conference XXVIII on Variable Neighbourhood Search

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