Search results for "Hill climbing"
showing 9 items of 9 documents
A model for designing callable bonds and its solution using tabu search
1997
Abstract We formulate the problem of designing callable bonds as a non-linear, global, optimization problem. The data of the model are obtained from simulations of holding-period returns of a given bond design, which are used to compute a certainty equivalent return, viz., some target assets. The design specifications of the callable bond are then adjusted so that the certainty equivalent return is maximized. The resulting problem is multi-modal, and a tabu search procedure, implemented on a distributed network of workstations, is used to optimize the bond design. The model is compared with the classical portfolio immunization model, and the tabu search solution technique is compared with s…
Tabu search for the Max–Mean Dispersion Problem
2015
In this paper, we address a variant of a classical optimization model in the context of maximizing the diversity of a set of elements. In particular, we propose heuristics to maximize the mean dispersion of the selected elements in a given set. This NP-hard problem was recently introduced as the maximum mean dispersion problem (MaxMeanDP), and it models several real problems, from pollution control to ranking of web pages. In this paper, we first review the previous methods for the MaxMeanDP, and then explore different tabu search approaches, and their influence on the quality of the solutions obtained. As a result, we propose a dynamic tabu search algorithm, based on three different neighb…
Tabu search and GRASP for the maximum diversity problem
2007
In this paper, we develop new heuristic procedures for the maximum diversity problem (MDP). This NP-hard problem has a significant number of practical applications such as environmental balance, telecommunication services or genetic engineering. The proposed algorithm is based on the tabu search methodology and incorporates memory structures for both construction and improvement. Although proposed in seminal tabu search papers, memory-based constructions have often been implemented in naive ways that disregard important elements of the fundamental tabu search proposals. We will compare our tabu search construction with a memory-less design and with previous algorithms recently developed for…
Hydropower Optimization Using Split-Window, Meta-Heuristic and Genetic Algorithms
2019
In this paper, we try to find the most efficient optimization algorithm that can be used to resolve the hydropower optimization problem. We propose a novel optimization technique is called the Split-window method. The method is relatively simple and reduces the complexity of the optimization problem by split-ting the planning horizon (and datasets) into equal windows and assigning the same values to policies(actions) within each part. After splitting, a meta-heuristic technique is used to optimize the actions, and the dataset is split again until a split contains only one instance (timestep). The unique values to be optimized during each iteration is equal to the number of splits which make…
Context-Independent Scatter and Tabu Search for Permutation Problems
2005
In this paper, we develop a general-purpose heuristic for permutations problems. The procedure is based on the scatter-search and tabu-search methodologies and treats the objective-function evaluation as a black box, making the search algorithm context-independent. Therefore, our main contribution consists of the development and testing of a procedure that uses no knowledge from the problem context to search for the optimal solution. We perform computational experiments with four well-known permutation problems to study the efficiency and effectiveness of the proposed method. These experiments include a comparison with two commercially available software packages that are also based on met…
Parallel Random Search and Tabu Search for the Minimal Consistent Subset Selection Problem
1998
The Minimal Consistent Subset Selection (MCSS) problem is a discrete optimization problem whose resolution for large scale instances requires a prohibitive processing time. Prior algorithms addressing this problem are presented. Randomization and approximation techniques are suitable to face the problem, then random search and meta-heuristics are proposed and consequently Tabu Search strategies are applied and evaluated. Parallel computing helps to reduce processing time and/or produce better results; different approaches for designing parallel tabu search are analyzed.
Stable Automatic Unsupervised Segmentation of Retinal Vessels Using Self-Organizing Maps and a Modified Fuzzy C-Means Clustering
2011
In this paper an automatic unsupervised method for the segmentation of retinal vessels is proposed. Three features are extracted from the tested image. The features are scaled down by a factor of 2 and mapped into a Self-Organizing Map. A modified Fuzzy C-Means clustering algorithm is used to divide the neuron units of the map in 2 classes. The entire image is again input for the Self-Organizing Map and the class of each pixel will be the class of its best matching unit in the Self-Organizing Map. Finally, the vessel network is post-processed using a hill climbing strategy on the connected components of the segmented image. The experimental evaluation on the DRIVE database shows accurate ex…
Automatic Unsupervised Segmentation of Retinal Vessels Using Self-Organizing Maps and K-Means Clustering
2011
In this paper an automatic unsupervised method for the segmentation of retinal vessels is proposed. A Self-Organizing Map is trained on a portion of the same image that is tested and K-means clustering algorithm is used to divide the map units in 2 classes. The entire image is again input for the Self-Organizing Map, and the class of each pixel will be the class of the best matching unit on the Self-Organizing Map. Finally, the vessel network is post-processed using a hill climbing strategy on the connected components of the segmented image. The experimental evaluation on the publicly available DRIVE database shows accurate extraction of vessels network and a good agreement between our segm…
Motorcycle Hill Climbing. Sport e social media in prospettiva globale
2021
Motorcycle Hill Climbing. Sport and social media in a global perspective. The contribution aims to reconstruct the history, rules and diffusion of the Motorcycle hill climbing (MHC) sport; inserted among the categories of Enduro competitions, the MHC represents an extreme discipline divided into championships organized all over the world. The article, starting from a descriptive approach, will try to give a picture of the spatial diffusion of the main MHC events and the public flows generated, focusing in particular on the main European competitions. The article will then explore the relational and community dynamics that develop in some of the social networking platforms dedicated to the d…