Abstract
We consider the multilevel paradigm and its potential to aid the solution of combinatorial optimisation problems. The multilevel paradigm is a simple one, which involves recursive coarsening to create a hierarchy of approximations to the original problem. An initial solution is found (sometimes for the original problem, sometimes the coarsest) and then iteratively refined at each level. As a general solution strategy, the multilevel paradigm has been in use for many years and has been applied to many problem areas (most notably in the form of multigrid techniques). However, with the exception of the graph partitioning problem, multilevel techniques have not been widely applied to combinatorial optimisation problems. In this paper we address the issue of multilevel refinement for such problems and, with the aid of examples and results in graph partitioning, graph colouring and the travelling salesman problem, make a case for its use as a metaheuristic. The results provide compelling evidence that, although the multilevel framework cannot be considered as a panacea for combinatorial problems, it can provide an extremely useful addition to the combinatorial optimisation toolkit. We also give a possible explanation for the underlying process and extract some generic guidelines for its future use on other combinatorial problems.
This is a preview of subscription content, access via your institution.
References
Applegate, D., R. Bixby, V. Chvátal, and W.J. Cook. (1999). “Finding Tours in the TSP.” Technical Report TR99-05, Dept. Comput. Appl. Math., Rice University, Houston, TX.
Barnard, S.T. and H.D. Simon. (1994). “A Fast Multilevel Implementation of Recursive Spectral Bisection for Partitioning Unstructured Problems.” Concurrency: Practice and Experience 6(2), 101–117.
Battiti, R., A. Bertossi, and A. Cappelletti. (1999). “Multilevel Reactive Tabu Search for Graph Partitioning.” Preprint UTM 554, Dip. Mat., University Trento, Italy.
Boman, E.G. and B. Hendrickson. (1996). “A Multilevel Algorithm for Reducing the Envelope of Sparse Matrices.” Technical Report 96-14, SCCM, Stanford University, CA.
Brandt, A. (1988). “Multilevel Computations: Review and Recent Developments.” In S.F. McCormick (ed.), Multigrid Methods: Theory, Applications, and Supercomputing, Proc. of 3rd Copper Mountain Conf. Multigrid Methods, Lecture Notes in Pure and Applied Mathematics, Vol. 110. New York: Marcel Dekker, pp. 35–62.
Bui, T.N. and C. Jones. (1993). “A Heuristic for Reducing Fill-In in Sparse Matrix Factorization.” In R.F. Sincovec et al. (eds.), Parallel Processing for Scientific Computing. Philadelphia, PA: SIAM, pp. 445–452.
Christofides, N. (1975). Graph Theory, an Algorithmic Approach. London: Academic Press.
Cook, W.J. and A. Rohe. (1999). “Computing Minimum-Weight Perfect Matchings.” INFORMS J. Comput. 11(2), 138–148.
Croes, G.A. (1958). “A Method for Solving Traveling Salesman Problems.” Oper. Res. 6, 791–812.
Culberson, J.C., A. Beacham, and D. Papp. (1995). “Hiding Our Colors.” In CP'95 Workshop on Studying and Solving Really Hard Problems, September, pp. 31–42.
Culberson, J.C. and F. Luo. (1996). “Exploring the k-Colorable Landscape with Iterated Greedy.” In D.S. Johnson and M.A. Trick (eds.), Cliques, Coloring, and Satisfiability, DIMACS Series in Discrete Mathematics and Theoretical Computer Science, Vol. 26. Providence, RI: AMS, pp. 245–284.
Diekmann, R., R. Luling, B. Monien, and C. Spraner. (1996). “Combining Helpful Sets and Parallel Simulated Annealing for the Graph-Partitioning Problem.” Parallel Algorithms Appl. 8, 61–84.
Farhat, C. (1988). “A Simple and Efficient Automatic FEM Domain Decomposer.” Comput. and Structures 28(5), 579–602.
Fiduccia, C.M. and R.M. Mattheyses. (1982). “A Linear Time Heuristic for Improving Network Partitions.” In Proc. 19th IEEE Design Automation Conf. Piscataway, NJ: IEEE, pp. 175–181.
Fleurent, C. and J.A. Ferland. (1996). “Object-Oriented Implementation of Heuristic Search Methods for Graph Coloring, Maximum Clique and Satisfiability.” In D.S. Johnson and M.A. Trick (eds.), Cliques, Coloring, and Satisfiability, DIMACS Series in Discrete Mathematics and Theoretical Computer Science, Vol. 26. Providence, RI: AMS, pp. 619–652.
Garey, M.R. and D.S. Johnson. (1979). Computers and Intractability: A Guide to the Theory of NPCompleteness. San Francisco: Freeman.
Gilbert, J.R., G.L. Miller, and S.-H. Teng. (1998). “Geometric Mesh Partitioning: Implementation and Experiments.” SIAM J. Sci. Comput. 19(6), 2091–2110.
Glover, F. (1986). “Future Paths for Integer Programming and Links to Artificial Intelligence.” Comput. Oper. Res. 13, 533–549.
Glover, F., M. Parker, and J. Ryan. (1996). “Coloring by Tabu Branch and Bound.” In D.S. Johnson and M.A. Trick (eds.), Cliques, Coloring, and Satisfiability, DIMACS Series in Discrete Mathematics and Theoretical Computer Science, Vol. 26. Providence, RI: AMS, pp. 285–307.
Gu, J. and X. Huang. (1994). “Efficient Local Search With Search Space Smoothing: A Case Study of the Traveling Salesman Problem (TSP).” IEEE Trans. Syst. Man and Cybernetics 24(5), 728–735.
Held, M. and R.M. Karp. (1970). “The Traveling Salesman Problem and Minimum Spanning Trees.” Oper. Res. 18, 1138–1162.
Helsgaun, K. (2000). “An Effective Implementation of the Lin-Kernighan Traveling Salesman Heuristic.” Eur. J. Oper. Res. 126, 106–130.
Hendrickson, B. and T.G. Kolda. (2000). “Graph Partitioning Models for Parallel Computing.” Parallel Comput. 26(12), 1519–1534.
Hendrickson, B. and R. Leland. (1995a). “A Multilevel Algorithm for Partitioning Graphs.” In S. Karin (ed.), Proc. Supercomputing '95, San Diego. New York: ACM Press.
Hendrickson, B. and R. Leland. (1995b). “The Chaco User's Guide: Version 2.0.” Technical Report SAND 94-2692, Sandia Natl. Lab., Albuquerque, NM, July.
Hertz, A. and D. de Werra. (1987). “Using Tabu Search Techniques for Graph Coloring.” Computing 39, 345–351.
Hu, Y.F. and J.A. Scott. (2000). “Multilevel Algorithms for Wavefront Reduction.” RAL-TR-2000-031, Comput. Sci. and Engrg. Dept., Rutherford Appleton Lab., Didcot, UK.
Johnson, D.S., C.R. Aragon, L.A. McGeoch, and C. Schevon. (1991). “Optimization by Simulated Annealing: Part II, Graph Coloring and Number Partitioning.” Oper. Res. 39(3), 378–406.
Johnson, D.S. and L.A. McGeoch. (1997). “The Travelling Salesman Problem: A Case Study.” In E. Aarts and J.K. Lenstra (eds.), Local Search in Combinatorial Optimization. Chichester: Wiley, pp. 215–310.
Johnson, D.S. and L.A. McGeoch. (2002). “Experimental Analysis of Heuristics for the STSP.” In The Travelling Salesman Problem and its Variations. Dordrecht: Kluwer Academic, pp. 369–443.
Johnson, D.S. and M.A. Trick (eds.). (1996). Cliques, Coloring, and Satisfiability, DIMACS Series in Discrete Mathematics and Theoretical Computer Science, Vol. 26. Providence, RI: AMS.
Joslin, D.E. and D.P. Clements. (1999). " "Squeaky Wheel" Optimization.” J. Artificial Intelligence Res.10, 353–373.
Karypis, G. and V. Kumar. (1998a). “A Fast and High Quality Multilevel Scheme for Partitioning Irregular Graphs.” SIAM J. Sci. Comput. 20(1), 359–392.
Karypis, G. and V. Kumar. (1998b). “Multilevel k-way Partitioning Scheme for Irregular Graphs.” J. Parallel Distrib. Comput. 48(1), 96–129.
Kaveh, A. and H.A. Rahimi-Bondarabady. (2000). “A Hybrid Graph-Genetic Method for Domain Decomposition.” In B.H.V. Topping (ed.), Computational Engineering Using Metaphors from Nature, Proc. of Engrg. Comput. Technology, Leuven, Belgium, Edinburgh: Civil-Comp Press, pp. 127–134.
Kernighan, B.W. and S. Lin. (1970). “An Efficient Heuristic for Partitioning Graphs.” Bell Syst. Tech. J. 49, 291–308.
Koren, Y. and D. Harel. (2002). “A Multi-Scale Algorithm for the Linear Arrangement Problem.” Technical Report MCS02-04, Faculty Maths. Comp. Sci., Weizmann Inst. Sci., Rehovot, Israel.
Langham, A.E. and P.W. Grant. (1999). “A Multilevel k-way Partitioning Algorithm for Finite Element Meshes using Competing Ant Colonies.” In W. Banzhaf et al. (eds.), Proc. Genetic and Evolutionary Comput. Conf. (GECCO-1999). San Francisco: Morgan Kaufmann, pp. 1602–1608.
Leighton, F.T. (1979). “A Graph Colouring Algorithm for Large Scheduling Problems.” J. Res. National Bureau Standards 84, 489–503.
Lewandowski, G. and A. Condon. (1996). “Experiments with Parallel Graph Coloring and Applications of Graph Coloring.” In D.S. Johnson and M.A. Trick (eds.), Cliques, Coloring, and Satisfiability, DIMACS Series in Discrete Mathematics and Theoretical Computer Science, Vol. 26. Providence, RI: AMS, pp. 309–334.
Lin, S. (1965). “Computer Solutions of the Traveling Salesman Problem.” Bell Syst. Tech. J. 44, 2245–2269.
Lin, S. and B.W. Kernighan. (1973). “An Effective Heuristic for the Traveling Salesman Problem.” Oper. Res. 21(2), 498–516.
Lund, C. and M. Yannakakis. (1994). “On the Hardness of Approximating Minimization Problems.” J. ACM 41(5), 960–981.
Martin, O.C., S.W. Otto, and E.W. Felten. (1991). “Large-Step Markov Chains for the Traveling Salesman Problem.” Complex Systems 5(3), 299–326.
Matula, D.W., G. Marble, and J.D. Isaacson. (1972). “Graph Coloring Algorithms.” In R.C. Read (ed.), Graph Theory and Computing. New York: Academic Press, pp. 109–122.
Monien, B., R. Preis, and R. Diekmann. (2000). “Quality Matching and Local Improvement for Multilevel Graph-Partitioning.” Parallel Comput. 26(12), 1605–1634.
Neto, D.M. (1999). “Efficient Cluster Compensation for Lin-Kernighan Heuristics.” Ph.D. Thesis, Dept. Comp. Sci., University Toronto, Canada.
Pellegrini, F. and J. Roman. (1996). “ SCOTCH: A Software Package for Static Mapping by Dual Recursive Bipartitioning of Process and Architecture Graphs.” In H. Liddell et al. (eds.), High-Performance Computing and Networking, Proc. HPCN'96, Brussels, Lecture Notes in Computer Science, Vol. 1067. Berlin: Springer, pp. 493–498.
Reinelt, G. (1991). “TSPLIB-A Traveling Salesman Problem Library.” ORSA J. Comput. 3(4), 376–384.
Romeijn, H.E. and R.L. Smith. (1999). “Parallel Algorithms for Solving Aggregated Shortest-Path Problems.” Comput. Oper. Res. 26(10-11), 941–953.
Schloegel, K., G. Karypis, and V. Kumar. (2004). “Graph Partitioning for High Performance Scientific Simulations.” In J.J. Dongarra et al. (eds.), CRPC Parallel Computing Handbook, to appear. Available from http://www-users.cs.umn.edu/~karypis/publications/ partitioning.html
Sewell, E.C. (1996). “An Improved Algorithm for Exact Graph Coloring.” In D.S. Johnson and M.A. Trick (eds.), Cliques, Coloring, and Satisfiability, DIMACS Series in Discrete Mathematics and Theoretical Computer Science, Vol. 26. Providence, RI: AMS, pp. 359–373.
Simon, H.D. (1991). “Partitioning of Unstructured Problems for Parallel Processing.” Computing Systems Engrg. 2, 135–148.
Simon, H.D. and S.-H. Teng. (1997). “How Good is Recursive Bisection?" SIAM J. Sci. Comput. 18(5), 1436–1445.
Soper, A.J., C. Walshaw, and M. Cross. (2000). “A Combined Evolutionary Search and Multilevel Optimisation Approach to Graph Partitioning.” Technical Report 00/IM/58, Comp. Math. Sci., University Greenwich, London, UK, April, to appear in J. Global Optimization.
Teng, S.-H. (1999). “Coarsening, Sampling, and Smoothing: Elements of the Multilevel Method.” In M.T. Heath et al. (eds.), Algorithms for Parallel Processing, IMA Volumes in Mathematics and its Applications, Vol. 105. New York: Springer, pp. 247–276.
Toulouse, M., K. Thulasiraman, and F. Glover. (1999). “Multi-level Cooperative Search: A New Paradigm for Combinatorial Optimization and an Application to Graph Partitioning.” In P. Amestoy et al. (eds.), Proc. Euro-Par'99 Parallel Processing, Lecture Notes in Computer Science, Vol. 1685. Berlin: Springer, pp. 533–542.
Vanderstraeten, D., C. Farhat, P.S. Chen, R. Keunings, and O. Zone. (1996). “A Retrofit Based Methodology for the Fast Generation and Optimization of Large-Scale Mesh Partitions: Beyond the Minimum Interface Size Criterion.” Comput. Methods Appl. Mech. Engrg. 133, 25–45.
Walshaw, C. (2001a). “A Multilevel Algorithm for Force-Directed Graph Drawing.” In J. Marks (ed.), Graph Drawing, 8th Intl. Symp. GD 2000, Lecture Notes in Computer Science, Vol. 1984. Berlin: Springer, pp. 171–182.
Walshaw, C. (2001b). “A Multilevel Approach to the Graph Colouring Problem.” Technical Report 01/IM/69, Comp. Math. Sci., University Greenwich, London, UK, May.
Walshaw, C. (2001c). “A Multilevel Lin-Kernighan-Helsgaun Algorithm for the Travelling Salesman Problem.” Technical Report 01/IM/80, Comp. Math. Sci., University Greenwich, London, UK, September.
Walshaw, C. (2001d). “Multilevel Refinement for Combinatorial Optimisation Problems.” Technical Report 01/IM/73, Comp. Math. Sci., University Greenwich, London, UK, June.
Walshaw, C. (2002). “A Multilevel Approach to the Travelling Salesman Problem.” Oper. Res. 50(5). (Originally published as University Greenwich Technical Report 00/IM/63.)
Walshaw, C. and M. Cross. (2000). “Mesh Partitioning: A Multilevel Balancing and Refinement Algorithm.” SIAM J. Sci. Comput. 22(1), 63–80. (Originally published as Univ. Greenwich Technical Report 98/IM/35.)
Walshaw, C., M. Cross, R. Diekmann, and F. Schlimbach. (1999). “Multilevel Mesh Partitioning for Optimising Domain Shape.” Intl. J. High Performance Comput. Appl. 13(4), 334–353. (Originally published as University Greenwich Technical Report 98/IM/38.)
Walshaw, C. and M.G. Everett. (2002). “Multilevel Landscapes in Combinatorial Optimisation.” Technical Report 02/IM/93, Comp. Math. Sci., University Greenwich, London, UK, April.
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Walshaw, C. Multilevel Refinement for Combinatorial Optimisation Problems. Ann Oper Res 131, 325–372 (2004). https://doi.org/10.1023/B:ANOR.0000039525.80601.15
Issue Date:
DOI: https://doi.org/10.1023/B:ANOR.0000039525.80601.15
- multilevel refinement
- combinatorial optimisation
- metaheuristic
- graph partitioning
- travelling salesman
- graph colouring