The heuristic concentration-integer and its application to a class of location problems. http://dx.doi.org/10.1016/j.cor.2008.02.011

Abstract

We propose a new metaheuristic called heuristic concentration-integer (HCI). This metaheuristic is a modified version of the heuristic concentration (HC), oriented to find good solutions for a class of integer programming problems, composed by problems in which p elements must be selected from a larger set, and each element can be selected more than once. These problems are common in location analysis. The heuristic is explained and general instructions for rewriting integer programming formulations are provided, that make the application of HCI to these problems easier. As an example, the heuristic is applied to the maximal availability location problem (MALP), and the solutions are compared to those obtained using linear programming with branch and bound (LP+B&B). For one-third of the instances of MALP, LP+B&B can be allowed to run until the computer is out of memory without termination, while HCI can find good solutions to the same instances in a reasonable time. In one such case, LP-IP was allowed to run for nearly 100 times longer than HCI and HCI still found a better solution. Furthermore, HCI found the optimal solution in 33.3% of cases and had an objective value gap of less than 1% in 76% of cases. In 18% of the cases, HCI found a solution that is better than LP+B&B. Therefore, in cases where LP + B&B is unreasonable due to time or memory constraints, HCI is a valuable tool.