Multi-Start Methods

Abstract

[EN]Multi-start procedures were originally conceived as a way to exploit a local or neighborhood search procedure, by simply applying it from multiple random initial solutions. Modern multi-start methods usually incorporate a powerful form of diversification in the generation of solutions to help overcome local optimality. Different metaheuristics, such as GRASP or tabu search, have been applied to this end. This survey briefly sketches historical developments that have motivated the field, and then focuses on modern contributions that define the current state-of-the-art. We consider the two classic categories of multi-start methods according to their domain of application: global optimization and combinatorial optimization. Additionally, we review several methods to estimate the number of local optima in combinatorial problems. The estimation of this number can help to establish the complexity of a given instance, and also to choose the most convenient neighborhood, which is especially interesting in the context of multi-start methods.