IDEAS home Printed from https://ideas.repec.org/a/inm/oropre/v55y2007i4p703-716.html
   My bibliography  Save this article

Performance Prediction and Preselection for Optimization and Heuristic Solution Procedures

Author

Listed:
  • Nicholas G. Hall

    (Fisher College of Business, The Ohio State University, Columbus, Ohio 43210)

  • Marc E. Posner

    (Integrated Systems Engineering, The Ohio State University, Columbus, Ohio 43210)

Abstract

The operations research literature contains numerous studies on the design and application of optimization and heuristic solution procedures. These studies identify a particular optimization problem, suggest a general solution procedure, and then customize that procedure to improve its efficiency and/or accuracy. In contrast, this paper shows how to use existing solution procedures more effectively. We develop a methodology for predicting the relative performance of alternative procedures, using easily computed problem characteristics. This methodology enables us, for any given data set, to preselect a solution procedure. We apply this preselection methodology to the 0-1 knapsack problem for which two successful optimization procedures, dynamic programming and branch-and-search, are available. Extensive computational testing indicates that substantial savings in average computation time are achieved. The benefits of our work include faster and cheaper identification of effective solution procedures, as well as an improved understanding of the relationship between problem characteristics and the performance of various procedures. Our methodology can be applied to many optimization problems to develop easily implemented guidelines for selecting appropriate solution procedures.

Suggested Citation

  • Nicholas G. Hall & Marc E. Posner, 2007. "Performance Prediction and Preselection for Optimization and Heuristic Solution Procedures," Operations Research, INFORMS, vol. 55(4), pages 703-716, August.
  • Handle: RePEc:inm:oropre:v:55:y:2007:i:4:p:703-716
    DOI: 10.1287/opre.1070.0398
    as

    Download full text from publisher

    File URL: http://dx.doi.org/10.1287/opre.1070.0398
    Download Restriction: no

    File URL: https://libkey.io/10.1287/opre.1070.0398?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. V. Chvatal, 1979. "A Greedy Heuristic for the Set-Covering Problem," Mathematics of Operations Research, INFORMS, vol. 4(3), pages 233-235, August.
    2. C. N. Potts & L. N. Van Wassenhove, 1988. "Algorithms for Scheduling a Single Machine to Minimize the Weighted Number of Late Jobs," Management Science, INFORMS, vol. 34(7), pages 843-858, July.
    3. Nicholas G. Hall & Marc E. Posner, 2001. "Generating Experimental Data for Computational Testing with Machine Scheduling Applications," Operations Research, INFORMS, vol. 49(6), pages 854-865, December.
    4. Richard M. Karp, 1977. "Probabilistic Analysis of Partitioning Algorithms for the Traveling-Salesman Problem in the Plane," Mathematics of Operations Research, INFORMS, vol. 2(3), pages 209-224, August.
    5. Egon Balas & Eitan Zemel, 1980. "An Algorithm for Large Zero-One Knapsack Problems," Operations Research, INFORMS, vol. 28(5), pages 1130-1154, October.
    6. Silvano Martello & Paolo Toth, 1984. "A Mixture of Dynamic Programming and Branch-and-Bound for the Subset-Sum Problem," Management Science, INFORMS, vol. 30(6), pages 765-771, June.
    7. Silvano Martello & Paolo Toth, 1988. "A New Algorithm for the 0-1 Knapsack Problem," Management Science, INFORMS, vol. 34(5), pages 633-644, May.
    8. Silvano Martello & Paolo Toth, 1997. "Upper Bounds and Algorithms for Hard 0-1 Knapsack Problems," Operations Research, INFORMS, vol. 45(5), pages 768-778, October.
    9. David Pisinger, 1997. "A Minimal Algorithm for the 0-1 Knapsack Problem," Operations Research, INFORMS, vol. 45(5), pages 758-767, October.
    10. Joseph Adams & Egon Balas & Daniel Zawack, 1988. "The Shifting Bottleneck Procedure for Job Shop Scheduling," Management Science, INFORMS, vol. 34(3), pages 391-401, March.
    11. Nicholas G. Hall & Hichem Kamoun & Chelliah Sriskandarajah, 1997. "Scheduling in Robotic Cells: Classification, Two and Three Machine Cells," Operations Research, INFORMS, vol. 45(3), pages 421-439, June.
    12. David Pisinger, 1999. "Core Problems in Knapsack Algorithms," Operations Research, INFORMS, vol. 47(4), pages 570-575, August.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Jooken, Jorik & Leyman, Pieter & De Causmaecker, Patrick, 2023. "Features for the 0-1 knapsack problem based on inclusionwise maximal solutions," European Journal of Operational Research, Elsevier, vol. 311(1), pages 36-55.
    2. Sermpinis, Georgios & Stasinakis, Charalampos & Hassanniakalager, Arman, 2017. "Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds," European Journal of Operational Research, Elsevier, vol. 263(2), pages 540-558.
    3. Leo Lopes & Kate Smith-Miles, 2013. "Generating Applicable Synthetic Instances for Branch Problems," Operations Research, INFORMS, vol. 61(3), pages 563-577, June.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Charles H. Reilly, 2009. "Synthetic Optimization Problem Generation: Show Us the Correlations!," INFORMS Journal on Computing, INFORMS, vol. 21(3), pages 458-467, August.
    2. Wishon, Christopher & Villalobos, J. Rene, 2016. "Robust efficiency measures for linear knapsack problem variants," European Journal of Operational Research, Elsevier, vol. 254(2), pages 398-409.
    3. Silvano Martello & David Pisinger & Paolo Toth, 1999. "Dynamic Programming and Strong Bounds for the 0-1 Knapsack Problem," Management Science, INFORMS, vol. 45(3), pages 414-424, March.
    4. Jakob Puchinger & Günther R. Raidl & Ulrich Pferschy, 2010. "The Multidimensional Knapsack Problem: Structure and Algorithms," INFORMS Journal on Computing, INFORMS, vol. 22(2), pages 250-265, May.
    5. Reilly, Charles H. & Sapkota, Nabin, 2015. "A family of composite discrete bivariate distributions with uniform marginals for simulating realistic and challenging optimization-problem instances," European Journal of Operational Research, Elsevier, vol. 241(3), pages 642-652.
    6. David Pisinger, 1999. "Core Problems in Knapsack Algorithms," Operations Research, INFORMS, vol. 47(4), pages 570-575, August.
    7. Silvano Martello & Paolo Toth, 2003. "An Exact Algorithm for the Two-Constraint 0--1 Knapsack Problem," Operations Research, INFORMS, vol. 51(5), pages 826-835, October.
    8. M Hifi & M Michrafy & A Sbihi, 2004. "Heuristic algorithms for the multiple-choice multidimensional knapsack problem," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 55(12), pages 1323-1332, December.
    9. Al-Shihabi, Sameh, 2021. "A Novel Core-Based Optimization Framework for Binary Integer Programs- the Multidemand Multidimesional Knapsack Problem as a Test Problem," Operations Research Perspectives, Elsevier, vol. 8(C).
    10. Arnaud Fréville & SaÏd Hanafi, 2005. "The Multidimensional 0-1 Knapsack Problem—Bounds and Computational Aspects," Annals of Operations Research, Springer, vol. 139(1), pages 195-227, October.
    11. Mhand Hifi & Rym M'Hallah, 2005. "An Exact Algorithm for Constrained Two-Dimensional Two-Staged Cutting Problems," Operations Research, INFORMS, vol. 53(1), pages 140-150, February.
    12. Renata Mansini & M. Grazia Speranza, 2012. "CORAL: An Exact Algorithm for the Multidimensional Knapsack Problem," INFORMS Journal on Computing, INFORMS, vol. 24(3), pages 399-415, August.
    13. Ghosh, Diptesh & Bandyopadhyay, Tathagata, 2006. "Spotting Difficult Weakly Correlated Binary Knapsack Problems," IIMA Working Papers WP2006-01-04, Indian Institute of Management Ahmedabad, Research and Publication Department.
    14. Mhand Hifi & Hedi Mhalla & Slim Sadfi, 2005. "Sensitivity of the Optimum to Perturbations of the Profit or Weight of an Item in the Binary Knapsack Problem," Journal of Combinatorial Optimization, Springer, vol. 10(3), pages 239-260, November.
    15. Syam Menon & Ali Amiri, 2004. "Scheduling Banner Advertisements on the Web," INFORMS Journal on Computing, INFORMS, vol. 16(1), pages 95-105, February.
    16. Pisinger, David, 1995. "Avoiding anomalies in the 2 algorithm by Martello and Toth," European Journal of Operational Research, Elsevier, vol. 82(1), pages 206-208, April.
    17. Raymond R. Hill & Charles H. Reilly, 2000. "The Effects of Coefficient Correlation Structure in Two-Dimensional Knapsack Problems on Solution Procedure Performance," Management Science, INFORMS, vol. 46(2), pages 302-317, February.
    18. Mavrotas, George & Figueira, José Rui & Florios, Kostas, 2009. "Solving the bi-objective multidimensional knapsack problem exploiting the concept of core," MPRA Paper 105087, University Library of Munich, Germany.
    19. M. Hosein Zare & Oleg A. Prokopyev & Denis Sauré, 2020. "On Bilevel Optimization with Inexact Follower," Decision Analysis, INFORMS, vol. 17(1), pages 74-95, March.
    20. Martello, Silvano & Toth, Paolo, 1995. "The bottleneck generalized assignment problem," European Journal of Operational Research, Elsevier, vol. 83(3), pages 621-638, June.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:inm:oropre:v:55:y:2007:i:4:p:703-716. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Asher (email available below). General contact details of provider: https://edirc.repec.org/data/inforea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.