MIC2001 - 4th Metaheuristics International Conference

333

Finite Convergence of Tabu Search

Fred Glover

Sad Hana

Hearin Center for Enterprise Science

School of Business Administration
University of Mississippi
University, MS 38677 USA
Email: [email protected]

LAMIH - UMR CNRS n 8530

Unite de Recherche Operationnelle et dAide `
a la Decision
Universite de Valenciennes et du Hainaut-Cambresis
Le Mont Houy - B.P. 311 - 59304 Valenciennes Cedex - France
Email: [email protected]

Introduction

Many optimization techniques (both heuristic and exact) for solving combinatorial and nonlinear problems are iterative neighborhood search procedures i.e., they start with an initial solution (feasible or
infeasible) and repeatedly construct new solutions from current solutions by moves dened by reference
to a neighborhood structure. The process continues to generate a trajectory of neighboring solutions
until a certain stopping criterion is satised.
The adaptive memory approach of Tabu Search (TS) generates a neighborhood trajectory by including
a mechanism that forbids the search to revisit solutions already encountered unless the intervening
trajectory is modied (see [7]). The main goal of memory structures in TS is not simply to forbid
cycling, however. In fact, the choice of a given neighborhood and a decision criterion for selecting
moves with TS can force some solutions to be revisited before exploring other new ones. Within this
context, a proposal of Glover [4] identies a simple rule for revisiting solutions that is conjectured to
have implications for niteness in zero-one integer programming and optimal set membership problems.
Hana [8] proves Glovers conjecture under the assumption that the graph of the neighborhood space
is connected and symmetric.
In this paper, we provide new proofs that yield specic bounds establishing the nite convergence of
tabu search, specically for certain TS algorithms based on recency memory or frequency memory. Our
results distinguish between symmetric and asymmetric neighborhood structures and provide insights
into the sequences of solutions generated by the search. The outcomes disclose interesting contrasts
between TS trajectories and the those generated by the more rigid rules underlying tree search methods.
Based on these ndings, we also give designs for more ecient forms of convergent tabu search, and
provide special rules that create a new type of tree search.
This work is the rst to provide explicit convergence bounds for methods based on such forms of
memory. The niteness of these methods suggests an important distinction between their underlying
ideas and the rationale that gives rise to innite time convergence results for certain randomized
procedures such as annealing.
Porto, Portugal, July 16-20, 2001

334

MIC2001 - 4th Metaheuristics International Conference

A Convergent Tabu Search

Let T ime(x) = the most recent time (iteration) that solution x was visited by a search process, whose
form is determined as follows.
Convergent Tabu Search (CTS)
Step 0 Initialization, the values T ime(x), x X, begin as arbitrary nonnegative integers, and the starting
solution x for the search is assigned a value so that T ime(x ) > T ime(x) for all x other than
x . (This includes the case where we begin with T ime(x) = 0 for all x X except x . Select a
starting solution x X and set Iteration = 0;
Step 1 Set T ime(x) = Iteration. Select an unvisited neighbor x N (x) such that T ime(x ) = 0, if one
exists, and otherwise choose to visit a solution x = argmin{T ime(y) : y N (x)}; T ime(x) =
Iteration.
Step 2 Stop if all solutions in X are visited i.e., T ime(x) > 0 x X. Otherwise set Iteration =
Iteration + 1; x = x (move from x to x ); go to Step 1.
Theorem A
Denote the cardinality of X by n = |X|, and consider a value Un for n 2 which is given recursively by
U1 = 0 and dene Un+1 = 2Un + 1, for n 1. Beginning with any solution x X, the CTS method
will visit every solution in X in at most Un steps if X is nite and there exists a neighborhood path
from every solution in X to every other solution in X.
The min{T ime(x)} rule is the one called the Aspiration by Default rule in the TS literature.
Since frequency-based memory is also useful in TS, it is natural to speculate that a frequency version
of Theorem A is valid. We apply the natural denition, F requency(x) = the number of times x bas
been visited, and replace T ime(x) by F requency(x) and set F requency(x) = F requency(x) + 1 after
visiting solution x. The conclusion of Theorem A holds when CTS is based on frequency memory.
Additional enhancements that are possible using this TS methodology include the use of an associated
Reverse Elimination Memory for streamlining the new tree search procedure associated with the TS
process (which diers from the convergent TS approach that uses more exible memory). We also
propose an approach for accelerating the classical tabu search Aspiration by Default rule in this setting,
which may transform an exponential search into a much faster polynomial search. Finally, we give
designs for more ecient forms of convergent tabu search in general.

Tabu Tree Search

In contrast to our previous use of the label T ime(x) for each solution x, however, we add the stipulation
that as soon as T ime(x) is assigned a value (i.e., as soon as x is visited), we do not permit its value
to be further changed. Accompanying this, we now reverse the Aspiration by Default rule, to require
that, whenever all elements of N (x) have previously been visited, the method moves from x to the node
x N (x) that has the largest (rather than smallest) value of T ime(x ), subject to the limitation that
this value must be smaller than that of T ime(x) itself. The resulting method is as follows.
Tabu Tree Search (TTS)
1. From a given solution x, move to an unvisited neighbor x N (x) whenever possible, and stop if
the label thus assigned to x is T ime(x ) = |X|. Otherwise,
Porto, Portugal, July 16-20, 2001

MIC2001 - 4th Metaheuristics International Conference

335

2. Move to the visited neighbor x with the largest value of T ime(x ) T ime(x).
We establish the relevant properties of the method as follows, under the assumption that the graph of
the neighborhood space is connected.
Theorem B
The TTS method generates a tree, rooted at the initial solution, that spans the nodes of the neighborhood graph. Each edge of the tree is crossed exactly once in the direction away from the root, and at
most once in the direction toward the root. (No edges outside of the tree are crossed.) In addition:
(a) The unique path from any solution to the root is generated by repeatedly executing the rule of
Step 2 of the TTS method.
(b) Each time any solution x is visited, each labeled neighbor x of x is either an ancestor or descendant
of x in the tree currently constructed (i.e., either x lies on the path from the root to x, or else x
lies on the path from the root to x ).
(c) Each time step 2 is executed to reach a visited node x , all nodes of the graph that are neighbors
of visited nodes x, where T ime(x) > T ime(x ), are also visited nodes.
(d) Each time step 1 successfully identies an unvisited neighbor of x, then node x satises the
condition x = Argmax{T ime(y) : y is a node of the current tree and y has an unvisited neighbor}.
In common with the Aspiration by Default rule, the TTS approach in some cases may visit all solutions
by only visiting each solution a single time, hence eectively generating a Hamiltonian path through
the neighborhood space, in contrast to the type of trajectory created by usual forms of tree search.
However, more importantly, the TTS approach allows substantially greater exibility of choice than
customary types of tree search, as embodied in branch and bound approaches. On the other hand, the
TTS structure diers according to the choices made that is, dierent choices may produce dierent
numbers of revisited solutions (and, as previously remarked, some may produce no revisited solutions),
thus producing trees of dierent topologies.

Conclusion

Theorems A and B can both readily be extended to apply to enhanced forms of the underlying TS
designs. In summary, the key observations of our paper are: (1) strategic exibility is compatible with
assured nite convergence, by special types of memory introduced in certain variants of tabu search;
(2) the resulting search traverses the nodes of a graph in a signicantly dierent way than provided
by tree search; (3) a simple tree search variant of the approach produces a type of tree search that
oers novel contrasts with branch and bound, and also diers notably from other tree searches such as
reverse search and the Tarry Traverse.

References
[1] M. Andramonov. Some conditions of convergence of tabu search. Research report, Institute of
Mathematics and Mechanics, Russia, 1999.
[2] F. Dammeyer and S. Voss. Dynamic tabu list management using the reverse elimination method.
Ann. Oper. Res., 41:3146, 1993.
[3] H. Farreny. Completeness and admissibility for general heuristic search algorithms - a theoretical
study: Basic concepts and proofs. to appear in J. Heuristics.
Porto, Portugal, July 16-20, 2001

336

MIC2001 - 4th Metaheuristics International Conference

[4] F. Glover. Tabu search, part 2. ORSA J. Comput., 2:432, 1990.

[5] F. Glover and S. Hana. Composite tree searches for global optimization. Research report, Graduate School of Business and Administration, University of Colorado, Boulder, 1998.
[6] F. Glover and S. Hana. Tabu search and nite convergence. to appear in Special Issue of Discr.
Appl. Math. on Foundations of heuristics in Combinatorial Optimization, 2000.
[7] F. Glover and M. Laguna. Tabu Search. Kluwer Academic Publishers, 1997.
[8] S. Hana. On the convergence of tabu search. J. Heuristics, 7:4758, 2000.
[9] S. Hana and A. Freville. Extension of reverse elimination method through a dynamic management
of the tabu list. to appear in R.A.I.R.O., 1999.
[10] G. Tarry. Le probl`eme des labyrinthes. Nouvelles Annales de Mathematiques, 14(3):187190, 1895.
[11] G.L. Thompson. The tarry traverse, 1998. Class notes, Carnegie-Mellon University, Graduate
School of Industrial Administration.

Porto, Portugal, July 16-20, 2001