Optimal algorithm re-initialization for combinatorial optimization
We propose a new iterative procedure to find the
best time for re-initialization of meta-heuristic algorithms to
solve combinatorial optimization problems. The sequence of
algorithm executions with different random inizializations evolves
at each iteration by either adding new independent executions or
extending all existing ones up to the current maximum execution
time. This is done on the basis of a criterion that uses a surrogate
of the algorithm failure probability, where the optimal solution is
replaced by the best so far one. Therefore, the new procedure can
be applied in practice.