×

Using confidence limits for the global optimum in combinatorial optimization. (English) Zbl 0587.90070

The author discusses the construction of lower confidence limits for the optimal values of combinatorial minimization problems. By a detailed computional study on Euclidean travelling salesman problems (TSP) and quadratic assignment problems (QAP) it is confirmed that the Weibull approach suggested by B. L. Golden and F. B. Alt [Nav. Res. Logist. Q. 26, 69-77 (1979; Zbl 0397.90100)] and M. Los and P. Lardinois [Trans. Res. 16B, 89-124 (1982)] is empirically correct. Due to difficulties in estimating the shape parameter in the Los-Lardinois formula this approach led in several cases to incorrect lower bounds, whereas the Golden-Alt formula always yields correct bounds. The computational studies revealed moreover that for TSP a statistical approach using lower confidence limits does not pay, since good and fast deterministic lower bounds are available. For QAP, however, a statistical approach may lead to a powerful heuristic, for example if the statistical lower bounds are used within a branch and bound framework.
Reviewer: R.E.Burkard

MSC:

90C10 Integer programming
65K05 Numerical mathematical programming methods

Citations:

Zbl 0397.90100
Full Text: DOI