Black Box Scatter Search for General Classes of Binary Optimization Problems
F. Gortazar, A. Duarte, M. Laguna and R. Martí
January 2009

Abstract
The purpose of this paper is to apply the scatter
search methodology to general classes of binary problems. We focus on
optimization problems for which the solutions are represented as binary
vectors and that may or may not include constraints. Binary problems arise
in a variety of settings, including engineering design and statistical
mechanics (e.g., the spin glass problem). A distinction is made between two
sets of general constraint types that are handled directly by the solver and
all others constraints that are addressed via penalty functions. In both
cases, however, the heuristic treats the objective function evaluation as a
black box. We perform computational experiments with four well-known binary
optimization problems to study the efficiency and effectiveness of the
proposed method. A comparison is made against both commercial software and
specialized procedures on a set of 376 instances. We chose commercial
software that is in nature to the proposed procedure, namely, it treats the
objective function as a black box and the search is based on evolutionary
optimization techniques.

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