Category

Metaheuristics

Summary
In computer science and mathematical optimization, a metaheuristic is a higher-level procedure or heuristic designed to find, generate, tune, or select a heuristic (partial search algorithm) that may provide a sufficiently good solution to an optimization problem or a machine learning problem, especially with incomplete or imperfect information or limited computation capacity. Metaheuristics sample a subset of solutions which is otherwise too large to be completely enumerated or otherwise explored. Metaheuristics may make relatively few assumptions about the optimization problem being solved and so may be usable for a variety of problems. Compared to optimization algorithms and iterative methods, metaheuristics do not guarantee that a globally optimal solution can be found on some class of problems. Many metaheuristics implement some form of stochastic optimization, so that the solution found is dependent on the set of random variables generated. In combinatorial optimization, by searching over a large set of feasible solutions, metaheuristics can often find good solutions with less computational effort than optimization algorithms, iterative methods, or simple heuristics. As such, they are useful approaches for optimization problems. Several books and survey papers have been published on the subject. Literature review on metaheuristic optimization, suggested that it was Fred Glover who coined the word metaheuristics. Most literature on metaheuristics is experimental in nature, describing empirical results based on computer experiments with the algorithms. But some formal theoretical results are also available, often on convergence and the possibility of finding the global optimum. Many metaheuristic methods have been published with claims of novelty and practical efficacy. While the field also features high-quality research, many of the publications have been of poor quality; flaws include vagueness, lack of conceptual elaboration, poor experiments, and ignorance of previous literature.
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