• DocumentCode
    1392777
  • Title

    An Enhanced Nested Partitions Algorithm Using Solution Value Prediction

  • Author

    Chen, Weiwei ; Pi, Liang ; Shi, Leyuan

  • Author_Institution
    GE Global Res., Niskayuna, NY, USA
  • Volume
    8
  • Issue
    2
  • fYear
    2011
  • fDate
    4/1/2011 12:00:00 AM
  • Firstpage
    412
  • Lastpage
    419
  • Abstract
    Metaheuristics are an important branch of optimization algorithms that attract lots of research and application efforts. In this paper, the research of predicting solution value for Nested Partitions (NP) is proposed, which is a newly developed metaheuristic algorithm for solving large-scale optimization problems. The lower bound embedded prediction procedures are developed to predict the future performance of NP based on the solution values obtained at early iterations. The prediction procedures are used in an enhanced NP algorithm to select a proper algorithm setting for NP at early stage, which saves a lot of computational resource for large-scale problems. The computational tests show the accuracy and effectiveness of the proposed algorithm. These prediction procedures can be also applied to some other metaheuristics.
  • Keywords
    stochastic programming; enhanced nested partitions algorithm; largescale optimization algorithms; lower bound embedded prediction procedures; metaheuristic algorithm; solution value prediction; Algorithm design and analysis; Approximation methods; Autoregressive processes; Heuristic algorithms; Optimization; Partitioning algorithms; Prediction algorithms; Lower bound; metaheuristic algorithms; nested partitions; solution value prediction;
  • fLanguage
    English
  • Journal_Title
    Automation Science and Engineering, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1545-5955
  • Type

    jour

  • DOI
    10.1109/TASE.2010.2090655
  • Filename
    5654606