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Integrating Interval Estimates of Global Optima and Local Search Methods for Combinatorial Optimization Problems

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Abstract

The problem of estimating the global optimal values of intractable combinatorial optimization problems is of interest to researchers developing and evaluating heuristics for these problems. In this paper we present a method for combining statistical optimum prediction techniques with local search methods such as simulated annealing and tabu search and illustrate the approach on a single machine scheduling problem. Computational experiments show that the approach yields useful estimates of optimal values with very reasonable computational effort.

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Ovacik, I.M., Rajagopalan, S. & Uzsoy, R. Integrating Interval Estimates of Global Optima and Local Search Methods for Combinatorial Optimization Problems. Journal of Heuristics 6, 481–500 (2000). https://doi.org/10.1023/A:1009669326107

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