Heuristic Optimization Methods

Tabu Search: Introductory Topics

 Agenda
• Introduction to Tabu Search
– Tabu criterion
• Tabu Tenure
– Aspiration
– Examples of use
• Knapsack
• TSP
– Intensification
– Diversification
2
 Terminology: Neighborhoods (1)
• To make sure we understand this correctly:
• A neighborhood is a set of solutions that are close to
one given solution
– A set of solutions that can be reached from another by
making only one move
– N(x) usually denotes the neighborhood of x
• A neighborhood operator is a function that takes a
solution and returns its neighborhood
– N: S →2S
– So, while a neighborhood is one specific collection of
neighbors, a neighborhood operator is the blue-print for how
to make those neighbors if we are given an initial solution
around which to build the neighborhood
3
 Terminology: Neighborhoods (2)
• Let us assume we have a knapsack problem,
with n binary variables
• Furthermore, let us use flip-neighborhoods
• That is, N(x) = {all y in S, such that the
Hamming distance between y and x is 1}
– N is the neighborhood operator
– N(x) is the neighborhood of solution x

4
 Tabu
• The word tabu (or taboo) comes from Tongan
– a language of Polynesia
– used by the aborigines of Tonga island to indicate
things that cannot be touched because they are
sacred

• ”Loaded with a dangerous, unnatural force”

• ”Banned due to moral, taste or risk”

5
 Tabu Search
• Tabu Search:
– Cut off the search from parts of the search space
(temporarily)
– Guide the search towards other parts of the search by using
penalties and bonuses
• Uses principles for intelligent problem solving
• Uses structures that are exploring the search history,
without remembering everything
– Branch&Bound, A*: have complete memory
– Simulated Annealing: have no memory

6
 Origin of Tabu Search
• Fred Glover 1986: ”Future paths for integer
programming and links to artificial intelligence”
• Pierre Hansen 1986: ”The Steepest
Ascent/Mildest Descent Heuristic for
Combinatorial Optimization”
• Tabu coined by Glover

7
 Main Ideas of Tabu Search
• Based on Local Search – LS
• Allows non-improving moves
– can exit local optima
• Uses extra memory to avoid looping, and to
diversify the search
• General strategy for controlling a LS, or other
“inner” heuristic
• Meta-Heuristic (Glover)
8
General Formulation

9
 Some Critical Choices
• Choice of neighborhood, N
• Definition of the tabu memory
• How to select the candidate list
• The definition of the evaluation function
– Improvement in solution values
– Tabu criteria
– Aspiration criteria
– Long term strategies
• Diversification, intensification, …

10
 Basic Tabu Search
• Local Search with “Best Improvement” strategy
– Always select the best move
• But: Some neighbors are tabu, and cannot be
selected
– Defined by the tabu criterion
– Tabu neighbors might be selected anyway if they
are deemed to be good enough
• Aspiration criterion
• Memory – tabu list
11
 The Tabu Criterion (1)
• In Tabu Search, we allow moving to a worse
solution
• Since we (in basic TS) always select the ”Best
Improvement”, how can we avoid cycling
between solutions?
• The answer is the tabu criterion:
• We are not allowed to move to solutions that we
have visited before
– They are tabu!

12
 The Tabu Criterion (2)
• The basic job of the tabu criterion is thus to
avoid visiting the same solution more than once
• How to accomplish this?
– Store all the solutions visited during the search, and
check that the new solution is not among those
previously visited
• Too time consuming!
– Find some way of (approximately) represent those
solutions that we have seen most recently, and avoid
returning immediately to those (or similar) solutions

13
 Tabu Attribute Selection
• Attribute
– A property of a solution or a move
• Can be based on any aspect of the solution that are
changed by a move
• Attributes are the basis for tabu restrictions
– We use them to represent the solutions visited recently
• A move can change more than one attribute
– e.g. a 2-opt move in TSP involves 4 cities and 4 edges
• Similar to the “features” in GLS, but we don’t
require the attributes to have costs
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 5

Example – Attributes in TSP

2 3

• Attributes based on the edges 7

– A1: Edges added to the tour 1

– A2: Edges removed from the tour

• Move of type exchange 6
4

– Exchanges two cities 5

– 4 edges removed
– 4 edges added 2 3
– Exchange(5,6) 7
• A1:(2,5),(5,7),(4,6),(6,1)
1
• A2:(2,6),(6,7),(4,5),(5,1)

4
6
15
 TS – Tabu Criterion
• The tabu criterion is defined on selected attributes of a
move, (or the resulting solution if the move is selected)
• It is very often a component of the solution
• The attribute is tabu for a certain amount of time (i.e.
iterations)
– This is called the Tabu Tenure (TT)
• The tabu criterion usually avoids the immediate move
reversal (or repetition)
• It also avoids the other (later) moves containing the
tabu attribute. This cuts off a much larger part of the
search space

16
 TS – Attributes and Tabu Criteria
• Can have several tabu criteria on different attributes,
each with its own tabu tenure
– These can be disjunct
• If a move is to exchange a component (e.g. edge) in the
solution with a component not in the solution, we can
have the following tabu attributes and criteria
– Edge added
– Edge dropped
– Edge added or edge dropped
– Edge added and edge dropped

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Use of Attributes in Tabu Restrictions
• Assume that the move from sk → sk+1 involves
the attribute A
• The usual tabu restriction:
– Do not allow moves that reverse the status for A
• The TSP example:
– Move: exchange cities 2 and 5: x2,5
– The tabu criterion could disallow:
• Moves involving 2 and 5
• Moves involving 2 or 5
• Moves involving 2
• Moves involving 5
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 Tabu Tenure (1)
• The tabu criterion will disallow moves that change
back the value of some attribute(s)
• For how long do we need to enforce this rule?
– For ever: the search stops because no changes are allowed
– For too long: the search might become too limited (too much
of the search space is cut off due to the tabu criterion)
– For too short: the search will still cycle, but the length of the
cycle can be more than 2
• The number of iterations for which the value of the
attribute remains tabu is called the Tabu Tenure

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 Tabu Tenure (2)
• Earlier: The magical number 7, plus or minus 2
• Sometimes: in relation to problem size: n1/2
• Static (fixed) tabu tenure is not recommended
– The search gets more easily stuck in loops
• Dynamic tabu tenure is highly recommended
– Change the tabu tenure at certain intervals
– Can use uniform random selection in [tt1, tt2]
• This is usually called dynamic, even though it is not
• Reactive Tabu Search
– Detect stagnation → increase TT
– When escaped → reduce TT
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 Tabu Tenure (3)
• Dependent on the tabu attributes
• Example: TSP – n cities – 2-opt
– Use edges-added and edges-dropped as tabu attributes
– |n2| edges in the problem instance
– |n| edges in the solution
– Many more edges outside the solution than in the solution
– Using the same TT would be unbalanced

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 Example: 0/1 Knapsack
• Flip-Neighborhood
• If the move is selecting an item to include in the
solution, then any move trying to remove the
same item is tabu for the duration of the tabu
tenure
• Similarly, an item thrown out is not allowed in
for the duration of the tabu tenure iterations
• Here the attribute is the same as the whole
move
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 Flip Neighborhood
Current Solution

0000 0100 1000 1100

0 11 5 16

0001 0101 1001 1101

7 18 12 23

0010 0110 1010 1110

9 20 14 25

0011 0111 1011 1111

16 27 21 32
23
 Flip Neighborhood Neighbor

Infeas.
Variables flipped so far: none Neighbor

0000 0100 1000 1100

0 11 5 16

0001 0101 1001 1101

7 18 12 23

0010 0110 1010 1110

9 20 14 25

0011 0111 1011 1111

16 27 21 32
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 Flip Neighborhood Neighbor

Infeas.
Variables flipped so far: 3 Neighbor

0000 0100 1000 1100

0 11 5 16

0001 0101 1001 1101

7 18 12 23

0010 0110 1010 1110

9 20 14 25

0011 0111 1011 1111

16 27 21 32
25
 Flip Neighborhood Neighbor

Infeas.
Variables flipped so far: 3 Neighbor

0000 0100 1000 1100

Tabu!
0 11 5 16

0001 0101 1001 1101

7 18 12 23

0010 0110 1010 1110

9 20 14 25

0011 0111 1011 1111

16 27 21 32
26
 Flip Neighborhood Neighbor

Infeas.
Variables flipped so far: 3, 2 Neighbor

0000 0100 1000 1100

0 11 5 16

0001 0101 1001 1101

7 18 12 23

0010 0110 1010 1110

9 20 14 25

0011 0111 1011 1111

16 27 21 32
27
 Flip Neighborhood Neighbor

Infeas.
Variables flipped so far: 3, 2 Neighbor

0000 0100 1000 1100

0 11 5 16
Tabu!

0001 0101 1001 1101

7 18 12 23
Tabu!

0010 0110 1010 1110

9 20 14 25

0011 0111 1011 1111

16 27 21 32
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 Local and Global optima
Solution value

Solution space
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 Aspiration Criterion (1)
• The tabu criterion is usually not exact
– Some solutions that are not visited are nevertheless tabu for
some time
• Possible problem: one of the neighbors is very good,
but we cannot go there because some attribute is tabu
• Solution: if we somehow know that the solution is not
visited before, we can allow ourselves to move there
anyway
– i.e., the solution is a new best solution: obviously we have
not visited it before!

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 Aspiration Criterion (2)
• Simplest: Allow new best solutions, otherwise keep tabu
status
• Criteria based on
– Degree of feasibility
– Degree of change
– Feasibility level vs. Objective function value
– Objective function value vs. Feasibility level
– Distance between solutions
• E.g. hamming distance
– Influence of a move
• The level of structural change in a solution
• If all moves are tabu:
– Choose the best move, or choose randomly (in the candidate list)
31
 Frequency Based Memory
• Complementary to the short term memory (tabu status)
• Used for long term strategies in the search
• Frequency counters
– residency-based
– transition-based
• TSP-example
– how often has an edge been in the solution? (residency)
– how often has the edge status been changed? (transition)

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 TS - Diversification
• Basic Tabu Search often gets stuck in one area of the
search space
• Diversification is trying to get to somewhere else
• Historically random restarts have been very popular
• Frequency-based diversification tries to be more clever
– penalize elements of the solution that have appeared in many
other solutions visited

33
 TS - Intensification
• To aggressively prioritize good solution
attributes in a new solution
• Usually based on frequency
• Can be based on elite solutions, or part of them
(vocabularies)

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 Intensification and Diversification
• Intensification
– Aggressively prioritize attributes of good solutions in a new
solution
• Short term: based directly on the attributes
• Longer term: use of elite solutions, or parts of elite solutions
(vocabulary building)
• Diversification
– The active spreading of the search, by actively prioritizing
moves that gives solutions with new composition of
attributes

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 Intensification and Diversification
- simple mechanisms
• Use of frequency-based memory
• Based on a subset Sf of all the solutions visited (or
moves executed)
• Diversification:
– Choose Sf to contain a large part of the generated solutions
(e.g. all the local optima)
• Intensification:
– Choose Sf to be a small subset of elite solutions
• E.g., that have overlapping attributes
– Can have several such subset
• Partitioning, clustering-analysis

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 Whips and Carrots
• Used in the move evaluation function, in addition to
the change in the objective function value and tabu
status
• A carrot for intensification will be a whip for
diversification
• Diversification:
– Moves containing attributes with a high frequency count are
penalized
– TSP-example: g(x)=f(x)+w1Σωij
• Intensification:
– Moves to solutions containing attributes with a high
frequency among the elite solutions are encouraged
– TSP-example: g(x)=f(x)-w2Σγij
37
 TS Example: TSP
• Representation: permutation vector
• Move: pairwise exchange 5

(i, j ) i< j i , j ∈ [1, n ] 2 3

1 2 3 4 5 6 7 1

4
6

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 Move: Exchange in 5

permutation vector 2 3

7
2 6 7 3 4 5 1
1

4
6

Move: Exchange(5,6) 5

2 3

2 5 7 3 4 6 1
1

4
6

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 TSP Example
n
• Number of neighbors:  
 2
• For every neighbor: Move value
∆ k +1 = f (ik +1 ) − f (ik ), ik + 1 ∈ N ( ik )

• Choice of tabu criterion

– Attribute: cities involved in a move
– Moves involving the same cities are tabu
– Tabu tenure = 3 (fixed)
• Aspiration criterion
– new best solution

40
 TSP Example: Data structure
• Data structure: triangular table, storing the
number of iterations until moves are legal
• Updated for every move

2 3 4 5 6 7
1 0 2 0 0 0 0
2 0 3 0 0 0
3 0 0 0 0
4 1 0 0
5 0 0
6 0

41
TSP Example: Tabu Criteria/Attributes
• Illegal to operate on given cities
• Illegal to change the city in position k in the vector
• Criteria on edges
– Links often present in good solutions 5
– Length of links w.r.t. the average
• For permutation problems 2 3

– Attributes related to previous/next 7

often work well

1
1 2 3 4 5 6 7
2 4 7 3 5 6 1

4
6

42
 TSP Example: Iteration 0
Starting solution: Value = 234
1 2 3 4 5 6 7
2 5 7 3 4 6 1

Tabu list:
2 3 4 5 6 7
1 0 0 0 0 0 0
2 0 0 0 0 0
3 0 0 0 0
4 0 0 0
5 0 0
6 0

43
 TSP Example: Iteration 1
Current solution: Value = 234 Candidate list:
1 2 3 4 5 6 7 Exchange Value
2 5 7 3 4 6 1
5.4 -34
7.4 -4
1 2 3 4 5 6 7 3.6 -2
2 4 7 3 5 6 1 2.3 0
4.1 4
After move: Value = 200

Tabu list:
2 3 4 5 6 7
1 0 0 0 0 0 0
2 0 0 0 0 0
3 0 0 0 0
4 3 0 0
5 0 0
6 0

44
 TSP Example: Iteration 2
Current solution: Value = 200
1 2 3 4 5 6 7
2 4 7 3 5 6 1

Exchange Value
Candidate list: 3.1 -2
2.3 -1 Choose move (3,1)
3.6 1
7.1 2
6.1 4
Tabu list:
2 3 4 5 6 7
1 0 0 0 0 0 0
2 0 0 0 0 0
3 0 0 0 0
4 3 0 0
5 0 0
6 0

45
 TSP Example: Iteration 2
Current solution: Value = 200
1 2 3 4 5 6 7
2 4 7 3 5 6 1

Exchange Value
Candidate list: 3.1 -2
2.3 -1 Choose move (3,1)
3.6 1
7.1 2
6.1 4
Update tabu list
Tabu list:
2 3 4 5 6 7
1 0 3 0 0 0 0
2 0 0 0 0 0
3 0 0 0 0
4 2 0 0
5 0 0
6 0

46
 TSP Example: Iteration 3
Current solution: Value = 198
1 2 3 4 5 6 7
2 4 7 1 5 6 3

Candidate list: Exchange Value Tabu!

1.3 2
2.4 4 Choose move (2,4)
7.6 6
4.5 7 NB: Worsening move!
5.3 9
Tabu list:
2 3 4 5 6 7
1 0 3 0 0 0 0
2 0 0 0 0 0
3 0 0 0 0
4 2 0 0
5 0 0
6 0

47
 TSP Example: Iteration 3
Current solution: Value = 198
1 2 3 4 5 6 7
2 4 7 1 5 6 3

Candidate list: Exchange Value Tabu!

1.3 2
2.4 4 Choose move (2,4)
7.6 6
4.5 7 NB: Worsening move!
5.3 9
Tabu list:
2 3 4 5 6 7
Update
1 0 2 0 0 0 0 tabu list
2 0 3 0 0 0
3 0 0 0 0
4 1 0 0
5 0 0
6 0

48
 TSP Example: Iteration 4
Current solution: Value = 202
1 2 3 4 5 6 7
4 2 7 1 5 6 3

Exchange Value
Candidate list: 4.5 -6 Tabu!
5.3 -2
7.1 0
Choose move (4,5)
1.3 3 Aspiration!
2.6 6
Tabu list:
2 3 4 5 6 7
1 0 2 0 0 0 0
2 0 3 0 0 0
3 0 0 0 0
4 1 0 0
5 0 0
6 0

49
 Observations
• In the example 3 out of 21 moves are prohibited
• More restrictive tabu effect can be achieved by
– Increasing the tabu tenure
– Using stronger tabu-restrictions
• Using OR instead of AND for the 2 cities in a move

50
 TSP Example: Frequency Based
Long Term Memory
• Typically used to diversify the search
• Can be activated after a period with no improvement
• Often penalize attributes of moves that have been selected often

Tabu-status (closeness in time)

1 2 3 4 5 6 7
1 2
2 3
3 3
4 1 5 1
5 4 4
6 1 2
7 4 3

Frequency of moves
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 Summary
• Introduction to Tabu Search
– Tabu criterion
• Tabu Tenure
– Aspiration
– Examples of use
• Knapsack
• TSP
– Intensification
– Diversification
52