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Erschienen in:

2016 | OriginalPaper | Buchkapitel

Parallel Algorithm Portfolio with Market Trading-Based Time Allocation

verfasst von : Dimitris Souravlias, Konstantinos E. Parsopoulos, Enrique Alba

Erschienen in: Operations Research Proceedings 2014

Verlag: Springer International Publishing

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Abstract

We propose a parallel portfolio of metaheuristic algorithms that adopts a market trading-based time allocation mechanism. This mechanism dynamically allocates the total available execution time of the portfolio by favoring better-performing algorithms. The proposed approach is assessed on a significant Operations Research problem, namely the single-item lot sizing problem with returns and remanufacturing. Experimental evidence suggests that our approach is highly competitive with standard metaheuristics and specialized state-of-the-art algorithms.

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Titel: Parallel Algorithm Portfolio with Market Trading-Based Time Allocation
verfasst von: Dimitris Souravlias
Konstantinos E. Parsopoulos
Enrique Alba
Verlag: Springer International Publishing
Buch: Operations Research Proceedings 2014
Print ISBN: 978-3-319-28695-2

Electronic ISBN: 978-3-319-28697-6

Copyright-Jahr: 2016
DOI: https://doi.org/10.1007/978-3-319-28697-6_79