Scatter Search

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The evolutionary approach called scatter search originated from strategies for creating composite decision rules and surrogate constraints. Recent studies demonstrate the practical advantages of this approach for solving a diverse array of optimization problems from both classical and real world settings. Scatter search contrasts with other evolutionary procedures, such as genetic algorithms, by providing unifying principles for joining solutions based on generalized path constructions in Euclidean space and by utilizing strategic designs where other approaches resort to randomization.

Scatter search operates on a set of solutions, the reference set, by combining these solutions to create new ones. When the main mechanism for combining solutions is such that a new solution is created from the linear combination of two other solutions, the reference set may evolve as illustrated in Figure 1. This figure assumes that the original reference set of solutions consists of the circles labeled A, B and C. After a non-convex combination of reference solutions A and B, solution 1 is created. More precisely, a number of solutions in the line segment defined by A and B are created; however, only solution 1 is introduced in the reference set. (The criteria used to select solutions for membership in the reference set are discussed later.) In a similar way, convex and non-convex combinations of original and newly created reference solutions create points 2, 3 and 4. The resulting complete reference set shown in Figure 1 consists of 7 solutions (or elements).

Fig. 1 Two-dimensional reference set.

More precisely, Figure 1 shows a precursor form of the resulting reference set. Scatter search does not leave solutions in a raw form produced by its combination mechanism, but subjects candidates for entry into the reference set to heuristic improvement, as we elaborate subsequently. Unlike a "population" in genetic algorithms, the reference set of solutions in scatter search is relatively small. In genetic algorithms, two solutions are randomly chosen from the population and a "crossover" or combination mechanism is applied to generate one or more offspring. A typical population size in a genetic algorithm consists of 100 elements, which are randomly sampled to create combinations. In contrast, scatter search chooses two or more elements of the reference set in a systematic way with the purpose of creating new solutions. Since the number of two-element to five-element subsets of a reference set, for example, can be quite large, even a highly selective process for isolating preferred instances of these subsets as a basis for generating combined solutions can produce a significant number of combinations, and so there is a practical need for keeping the cardinality of the set small.

A scatter search implementation consists of the following five methods:

A Diversification Generation Method to generate a collection of diverse trial solutions, using an arbitrary trial solution (or seed solution) as an input.

An Improvement Method to transform a trial solution into one or more enhanced trial solutions. (Neither the input nor the output solutions are required to be feasible, though the output solutions will more usually be expected to be so. If no improvement of the input trial solution results, the "enhanced" solution is considered to be the same as the input solution.)

A Reference Set Update Method to build and maintain a reference set consisting of the b "best" solutions found (where the value of b is typically small, e.g., no more than 20), organized to provide efficient accessing by other parts of the method. Solutions gain membership to the reference set according to their quality or their diversity.

A Subset Generation Method to operate on the reference set, to produce a subset of its solutions as a basis for creating combined solutions.

A Solution Combination Method to transform a given subset of solutions produced by the Subset Generation Method into one or more combined solution vectors.

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References

Scatter Search: Methodology and Implementations in C
M. Laguna and R. Martí
Kluwer Academic Publishers, Boston, ISBN 1-4020-7376-3, 312 pp. (2003)

Scatter Search  
F. Glover, M. Laguna and R. Martí

Advances in Evolutionary Computation: Theory and Applications, A. Ghosh and S. Tsutsui (Eds.), Springer-Verlag, New York, pp. 519-537 (2003)

Scatter Search
M. Laguna
In Handbook of Applied Optimization, P. M. Pardalos and M. G. C. Resende (Eds.), Oxford University Press, pp. 183-193 (2002)

Fundamentals of Scatter Search and Path Relinking
F. Glover, M. Laguna and R. Martí
Control and Cybernetics, vol. 39, no. 3 pp. 653-684 (2000)