Groupe d’études et de recherche en analyse des décisions

G-2009-45

Variable Neighborhood Search

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Variable neighborhood search (VNS) is a metaheuristic for solving combinatorial and global optimization problems whose basic idea is a systematic change of neighborhood both within a descent phase to find a local optimum and in a perturbation phase to get out of the corresponding valley. In this chapter we present the basic schemes of VNS and some of its extensions. We then describe a recent development, i.e., formulation space search. We then present five families of applications in which VNS has proven to be very successful: (i) exact solution of large scale location problems by primal-dual VNS; (ii) generation of feasible solutions to large mixed integer linear programs, by hybridization of VNS and local branching; (iii) generation of good feasible solutions to continuous nonlinear programs; (iv) generation of feasible solutions and/or improved local optima for mixed integer nonlinear programs by hybridization of sequential quadratic programming and branch and bound within a VNS framework, and (v) exploration of graph theory to find conjectures, refutations and proofs or ideas of proofs.

, 26 pages