Natural Computing

, Volume 8, Issue 2, pp 239–287 | Cite as

A survey on metaheuristics for stochastic combinatorial optimization

  • Leonora Bianchi
  • Marco Dorigo
  • Luca Maria Gambardella
  • Walter J. Gutjahr
Article

Abstract

Metaheuristics are general algorithmic frameworks, often nature-inspired, designed to solve complex optimization problems, and they are a growing research area since a few decades. In recent years, metaheuristics are emerging as successful alternatives to more classical approaches also for solving optimization problems that include in their mathematical formulation uncertain, stochastic, and dynamic information. In this paper metaheuristics such as Ant Colony Optimization, Evolutionary Computation, Simulated Annealing, Tabu Search and others are introduced, and their applications to the class of Stochastic Combinatorial Optimization Problems (SCOPs) is thoroughly reviewed. Issues common to all metaheuristics, open problems, and possible directions of research are proposed and discussed. In this survey, the reader familiar to metaheuristics finds also pointers to classical algorithmic approaches to optimization under uncertainty, and useful informations to start working on this problem domain, while the reader new to metaheuristics should find a good tutorial in those metaheuristics that are currently being applied to optimization under uncertainty, and motivations for interest in this field.

Keywords

Metaheuristics Optimization Stochasticity Uncertainty Noise Probability Sampling Approximations 

Notes

Acknowledgments

Leonora Bianchi acknowledges the support of the FNS grant Nr. 200021-108007. She also would like to thank Nicola Secomandi for the useful suggestions and informations he provided during a preliminary writing phase of the paper, and the numerous researchers that kindly made available an electronic version of their paper.

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Copyright information

© Springer Science+Business Media B.V. 2008

Authors and Affiliations

  • Leonora Bianchi
    • 1
  • Marco Dorigo
    • 2
  • Luca Maria Gambardella
    • 1
  • Walter J. Gutjahr
    • 3
  1. 1.IDSIA—Dalle Molle Institute for Artificial IntelligenceMannoSwitzerland
  2. 2.IRIDIA, Université Libre de BruxellesBrusselsBelgium
  3. 3.Department of Statistics and Decision Support SystemsUniversity of ViennaViennaAustria

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