Heuristic Optimization

Definition

Heuristic designates a computational procedure that determines an optimal solution by iteratively trying to improve a candidate solution with regard to a given measure of quality. Heuristics make few or no assumptions about the problem being optimized and can search large spaces of candidate solutions toward finding optimal or near-optimal solutions at a reasonable computational cost without being able to guarantee either feasibility or optimality, or even in many cases to state how close to optimality a particular feasible solution is. Heuristics implement some form of stochastic search optimization, such as evolution programming, evolution strategy, genetic algorithms, genetic programming, and differential evolution (Michalewicz 1996; Reeves 1995; Sharda et al. 2003; Zhilinskas and Žilinskas 2008). Other methods having a similar meaning as heuristic are derivative-free, direct search, and black-box optimization techniques.

Characteristics

Heuristic optimization algorithms...