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Branch and Win: OR tree search algorithms for solving combinatorial optimisation problems

Abstract

Currently, most combinatorial optimisation problems have to be solved, if the optimum solution is sought, using general techniques to explore the space of feasible solutions and, more specifically, through exploratory enumerative procedures in trees and search graphs. We propose Branch and Win, a general formulation for understanding and synthesising the different tree search procedures that have been presented in the literature of operations research as well as in that of artificial intelligence. Several general ideas are also presented, whose application allows designing new hybrid search algorithms, in order to implement the procedure.

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Branch and Win: OR tree search algorithms for solving combinatorial optimisation problems

Author: Pastor Moreno, Rafael,Corominas Subias, Albert
Publisher: Sociedad Española de Estadística e Investigación Operativa
Year: 2004
Source: https://upcommons.upc.edu/bitstream/2117/6057/1/2004-TOP.pdf
Elec onic e sion o an a icle published as [Top. Re is a de la Sociedad de
Es adís ica e In es igación Ope a i a, 2004, Vol. 12, No. 1, p. 169-191.]
© [copy igh Sp inge -Ve lag]
1
B anch and Win: OR ee sea ch algo i hms o sol ing combina o ial
op imisa ion p oblems
Ra ael Pas o ∗, Albe Co ominas
Depa men o Business Adminis a ion. Resea ch Ins i u e IOC.
School o Indus ial Enginee ing o Ba celona
Technology Uni e si y o Ca alonia
A da. Diagonal, 647, 7ª plan a
08028 Ba celona (Spain)
E-mail add ess: {pas o /co ominas}@ioc.upc.es
Abs ac
Cu en ly, mos combina o ial op imisa ion p oblems ha e o be sol ed, i he
op imum solu ion is sough , using gene al echniques o explo e he space o easible
solu ions and, mo e speci ically, h ough explo a o y enume a i e p ocedu es in
ees and sea ch g aphs. We p opose B anch and Win, a gene al o mula ion o
unde s anding and syn hesising he di e en ee sea ch p ocedu es ha ha e been
p esen ed in he li e a u e o ope a ions esea ch as well as in ha o a i icial
in elligence. Se e al gene al ideas a e also p esen ed, whose applica ion allows
designing new hyb id sea ch algo i hms, in o de o implemen he p ocedu e.
Key Wo ds: Combina o ial op imiza ion, b anch and bound, a i icial in elligence.
AMS subjec classi ica ion: 90C27, 90C57, 68T20.
1. INTRODUCTION
As i is known, i is e y di icul o sol e op imally mos o he combina o ial
op imisa ion p oblems due o hei in insic complexi y. A p esen , hough speci ic
p ocedu es exis o sol e some speci ic combina o ial op imisa ion p oblems, mos o
hem ha e o be sol ed employing gene al echniques o explo e he space o easible
solu ions, and, mo e speci ically, h ough explo a o y enume a i e p ocedu es in ees
and g aphs o s a es (in he enume a i e p ocedu es, all solu ions a e gene a ed and
enume a ed, explici ly o implici ly).
We analyse he explo a o y enume a i e p ocedu es in OR ee ep esen a ions -which
ha e been exposed bo h in he ope a ions esea ch and a i icial in elligence (AI)
li e a u es- and we p opose a new me a-algo i hm ha we ha e called B anch and Win:
a new gene al o mula ion ha includes all o hem. B anch and Win allows o a be e
unde s anding o ee sea ch algo i hms o combina o ial op imiza ion p oblems,
syn hesizes he di e en ee sea ch p ocedu es ha ha e been p esen ed in he
li e a u e, assembles he di e en elemen s ha a e pa o hese sea ch p ocedu es and
uses hem dynamically in he ee and p o ides a means o de eloping new sea ch
s a egies and p ocedu es such as hyb idiza ions o sea ch algo i hms wi h local sea ch
and me aheu is ics.
∗ Co esponding au ho : Ra ael Pas o
E-mail add ess: pas o @ioc.upc.es
2
The es o he pape con inues as ollow. In Sec ion 2 he esolu ion enume a i e
p ocedu es and he exis en gene al o mula ions a e analysed. B anch and Win is
o mula ed and desc ibed in Sec ion 3. In Sec ion 4 we claim he in eg a ing cha ac e
o B anch and Win. Se e al gene al ideas ha allow designing new hyb id sea ch
s a egies a e enume a ed in Sec ion 5. Finally, some conclusions a e discussed in
Sec ion 6.
2. ENUMERATIVE SOLUTION PROCEDURES
A g ea numbe o enume a i e sea ch p ocedu es o sol ing combina o ial
op imisa ion p oblems ha e appea ed in he ope a ions esea ch li e a u e as well as in
he AI li e a u e o e he las ew decades. Mos o hese sea ch app oaches ha e been
desc ibed by di e en au ho s and some imes he de ini ions p esen ed a e no speci ic
enough o know whe he hey e e o a selec ion s a egy o o a pa icula algo i hm
and, in his case, wha o he cha ac e is ics a e included in he sea ch algo i hm. Fo
example, he dep h i s sea ch, which always explo es a child node o he node mos
ecen ly sepa a ed, exis s. Bu an app oach like he p e ious one has also been gi en he
name o dep h i s sea ch which, mo eo e , inco po a es a p ocedu e o g ouping
equi alen s a es. Wi h he aim o uni ying hese echniques, gene al o mula ions ha e
also been p esen ed.
Bu some imes he e a e aspec s ha ha e no been su icien ly aken in o accoun om
a p ac ical poin o iew. Among o he s: comple eness o he co esponding pa ial
solu ion, he s a e o he explo a ion g aph ( o al numbe o nodes gene a ed, amoun o
memo y used, e c.), he en i onmen condi ions in which he p oblem is sol ed
(maximum allowed compu ing ime, maximum a ailable memo y, access ime o he
medium -RAM, ha d disk, e c.- on which a node can be s o ed, e c.).
2.1. Explo a o y enume a i e p ocedu es
We p esen a b ie in oduc ion o he ela ionships be ween di e se explo a o y
enume a i e p ocedu es o sol ing combina o ial op imisa ion p oblems.
Mos o he enume a i e p ocedu es ha e been inc easingly employed bo h in
ope a ions esea ch and in AI o sol e eal p oblems. Some imes a p ocedu e has been
gi en di e en names being he same echnique ( o example, he dep h i s p ocedu e
has been called se e al di e en ways: dep h i s sea ch, DFS, linea sea ch, single
b anch sea ch, LIFO sea ch and e ical sea ch). And some p ocedu es p esen so many
simila i ies ha hey could be conside ed edundan : in Ba and Feigenbaum (1981)
and Kuma and Kanal (1983b), b anch and bound p ocedu es (B&B), dynamic
p og amming echniques (DP) -in his wo k, DP is used o e e o ini e-de e minis ic
dynamic p og amming echniques- and he heu is ic sea ch p ocedu e A* -in oduced
by Ha e al (1968)- a e said o be e y simila , al hough B&B and DP ha e been used
in ope a ions esea ch and A* in AI (e.g., acco ding o Ba and Feigenbaum (1981), A*
is a bes i s sea ch wi h an e alua ion unc ion o med by he sum o he minimal cos
associa ed wi h eaching he node n om he oo , plus a heu is ic es ima e o he
3
minimal cos o eaching an objec i e node om he node n). Fu he mo e he
ela ionships be ween hese classes o p ocedu es ha e been a he con o e sial.
Fo example, Nilsson (1980) de ines he algo i hm A as a p ocedu e A* ha canno
gua an ee he op imali y o he solu ion. While many o he au ho s (Ba and
Feigenbaum (1981), Ko (1990), Rich and Knigh (1991)) conside ha he e only
exis s a p ocedu e (A*) and i may o may no gua an ee he op imali y o he solu ion
depending on he ul illmen o no o he admissibili y p ope y. In his case he e also
exis pa icula de ini ions o A*: Rich and Knigh (1991) inco po a e a p ocedu e o
g ouping equi alen s a es and conside ha he cos o a pa h is equal o i s numbe o
s ages. Pea l (1984) conside s A* as a pa icula Z* (a special bes i s sea ch desc ibed
in Pea l (1984)). As i is discussed by se e al au ho s (Pea l (1984) and G eenbe g
(1996) among o he s), i he selec ion s a egy o he nex node o be explo ed consis s
in minimising he dep h o he node, he p ocedu e A* is equi alen o ha o he
b ead h i s sea ch; and, i i consis s in minimising minus he dep h o he node, he
p ocedu e A* is equi alen o ha o he dep h i s sea ch (Pea l (1984)). Fo Nilsson
(1971), Ba and Feigenbaum (1981) and Pea l (1984) A* is he smalles cos i s
sea ch p ocedu e i he e is no heu is ic in o ma ion. On he o he hand, Rich and
Knigh (1991) discuss a la ge numbe o possibili ies. Acco ding o G eenbe g (1996),
b anch and bound o in ege p og amming is a pa icula case o A* in ope a ions
esea ch, whe e he e alua ion unc ion akes he alue o he objec i e unc ion o he
linea elaxa ion o he node (wi hou commen ing on he main cha ac e is ic o B&B:
he p uning by a bounding es ).
Ba and Feigenbaum (1981) name o de ed s a e space sea ch o he bes i s sea ch and
speci y ha he b ead h i s , he uni o m cos and he dep h i s a e speci ic cases o
his. On he o he hand, Nilsson (1971) and Pea l (1984) speci ically de ine he smalles
cos i s sea ch (uni o m cos sea ch o cheapes i s s a egy), while mos o he
au ho s conside i a special case o he bes i s sea ch. And Pea l (1984) di e ences
be ween whe he a easible solu ion is only looked o (bes i s sea ch s a egy) and
whe he an op imal solu ion is looked o (algo i hm ha is named bes i s sea ch* by
Pea l).
The ela ionships be ween B&B and DP ha e also been a he con o e sial. While
some au ho s claim ha DP is a mo e gene al echnique han B&B, o he s conside ha
i is exac ly he opposi e. The e a e also hose who claim ha some DP echniques can
be s a ed in a amewo k o B&B, al hough B&B app oaches can also be p esen ed as
DP p ocedu es wi h a bounding es -see, e.g., Ma s en and Mo in (1978), Kuma and
Kanal (1983b) and Iba aki (1988)-.
I is also necessa y o emphasise he exis ence o au ho s ha seem o ha e he
ela ionships be ween hese classes o p ocedu es clea e : “A class o algo i hms simila
o A* is used in ope a ions esea ch unde he name o b anch-and-bound algo i hms”,
Ba and Feigenbaum (1981), p. 64.
The si ua ion p e iously desc ibed shows ha he scene o sea ch p ocedu es o sol ing
combina o ial op imisa ion p oblems is a he uns uc u ed, dispe sed and insu icien ly
o malized. On he o he hand, in he las yea s new sea ch p ocedu es ha e been
4
de ined -b anch & p ice (e.g., Sa elsbe gh (1997)), b anch & cu (e.g., Ho man and
Padbe g (1993)), b anch & educe (e.g., Ryoo and Sahinidis (1996)), b anch & peg
(Goldengo in e al (2004)), e c.- ha can be in eg a ed in well-known amewo ks, as
well as o he sea ch echniques as cons ain s p opaga ion (see, e.g., Ha alick and Ellio
(1980) and B ails o d e al (1999)). This can speed up he de elopmen o new
p ocedu es, new names o new hyb id echniques, s ill complica ing he cu en scene
mo e.
In Pas o (1999) and Pas o and Co ominas (2000) a wide su ey o enume a i e sea ch
p ocedu es o sol ing combina o ial op imisa ion p oblems is p esen ed. In hese
wo ks, he ela ionships, de iciencies and simila i ies be ween he enume a i e
p ocedu es ela ed in he ope a ions esea ch li e a u e as well as in AI li e a u e a e
s udied and analysed; and he ollowing conclusions a e ob ained:
• The e a e impo an elemen s ha ha e no been su icien ly aken in o accoun
om a p ac ical poin o iew. Fo ins ance: o al numbe o gene a ed nodes,
amoun o memo y used, maximum allowed compu ing ime, maximum
a ailable memo y.
• Dispe sion, con usion and e en duplici y exis in he de ini ions o he
p ocedu es and in he e minology used. Pa ly his is due o he ac ha hese
echniques ha e been used bo h in ope a ions esea ch and in AI.
• The enume a i e sea ch p ocedu es ha e go di e se common elemen s whose
speci ica ion allows o ob ain hem.
• As some au ho s p esen , some sea ch p ocedu es de i e om o he s; bu hese
de i a ions could be mo e gene al.
• In he ex eme case, an enume a i e p ocedu e would gene a e he whole s a e-
sea ch, being e y ine icien . To educe he space o s a es h ee gene al
educ ion ac ics exis : elimina ion o domina ed s a es, p uning o nodes and
de ec ion o emp y nodes.
• The consis ency echniques coming om AI can be embedded, as i is done in
some p ocedu es, in b anch and bound amewo ks -see, e.g., Bockmay and
Kaspe (1998), who p opose a common amewo k o cons ain p og amming
and in ege p og amming called b anch and in e . This connec s he sea ch
p ocedu es coming om bo h in es iga ion a eas.
2.2. Gene alized sea ch p ocedu es
A gene al o mula ion whe eby all o hese p ocedu es can be iewed in a uni ied
manne seems ad isable. This necessi y has al eady been de ec ed and di e se gene al
sea ch schemas ha e al eady been p esen ed. Among all o hese, we conside ha some
schemas a e mo e gene al and uni ying han o he s, and e en in some o maliza ion, as
in Co êa (1995), some sea ch p ocedu es a e shown as speci ic cases o he p oposed
gene al schema. We ha e s udied and analysed he ollowing e e ences: Co ominas and
Companys (1977), Kuma and Kanal (1983a and 1983b), Nau e al (1984), Iba aki
(1988), Tuy and Ho s (1988) –who p esen a gene al B&B scheme o global
op imisa ion-, Helman (1989) and Co êa (1995). As a esul , he ollowing de iciencies
(which a ec , in a g ea e o smalle deg ee, all o hem) can be enume a ed (Pas o
(1999)):

5
• On some occasions he e minology ha is used is no e y common in
ope a ions esea ch (especially in e e ences coming om AI). This has a
nega i e impac on i s unde s anding and p ac ical applicabili y.
• The used elemen s a e usually p esen ed wi h sca ce p ecision.
• Many sea ch p ocedu es a e no conside ed, pa icula ly he mos ecen .
• The selec ion s a egy o he nex node o explo e is usually s a ic.
• The ollowing explo a ion elemen s a e no gene ally used: Re o mula ion and
p e-p ocessing, in he o iginal p oblem as well as in he pa ial p oblems. Use o
local op imisa ion echniques and local sea ch p ocedu es, in he pa ial
p oblems and when a new easible solu ion is ob ained. Calcula ion o new
supe io bounds (i we a e minimising) in he pa ial p oblems. Use o di e se
bounding, e o mula ion and educ ion p ocedu es. The en i onmen condi ions
in which he p oblem is sol ed (maximum allowed compu ing ime, maximum
a ailable memo y, e c.) and he s a e o he explo a ion g aph.
I is necessa y o emphasise ha hese gene al schemas ha e ep esen ed an impo an
ad ance a ha momen , o s uc u ing and uni ying di e se pa icula sea ch
p ocedu es.
3. BRANCH AND WIN: OR TREE SEARCH ALGORITHMS FOR SOLVING
COMBINATORIAL OPTIMISATION PROBLEMS
The conclusions shown in he p e ious Sec ion, p o ide e idence o he necessi y o
designing a new gene al ealis ic p ocedu e wi h he usual e minology in ope a ions
esea ch in o de o sol e combina o ial op imisa ion p oblems. To mee his necessi y
we p opose a new me a-algo i hm ha we ha e called B anch and Win. I is necessa y
o commen ha he nea es an eceden s o B anch and Win, which we ha e aken as
s a ing poin , a e he gene al p ocedu es p esen ed in Companys (1975) and Co ominas
and Companys (1977).
3.1. De ini ions
* P oblem o be sol ed:
We p opose a gene al de ini ion o a combina o ial op imisa ion p oblem, in which,
a e de ining he alue o he in ege a iables, a p ocedu e exis s o ind an op imal
solu ion o he emaining p oblem:
[
]
(
)
,OPT Z X T=

(
)
,
X
TS
∈
,
whe e: S is he easible space inside he o al space o solu ions; X is a ec o o in ege
bounded a iables; T is a ec o o con inuous a iables; and gi en X´ is possible o
ob ain T´, which p o ides he op imal solu ion o he p oblem o X´. So one o he
mo e impo an combina o ial op imisa ion p oblems is also included: mixed in ege
linea p og amming.
6
The o iginal p oblem o be sol ed can be educed immedia ely o he ollowing
ma hema ical p og am:
[
]
(
)
M
IN Z X=
X
EF
∈
⊆,
whe e: F is he ini e se o possible solu ions (usually he Ca esian p oduc o he
domains o he a iables); E is he ini e se o easible solu ions; X is a solu ion; : E →
κ, wi h κ an o de ed se (usually he in ege o he con inuous numbe s).
* Node:
Le : ℘(F) he se o subse s o F; N he se o na u al numbe s; and Si a subse o
solu ions. We de ine a node Vi as ollows: Vi ∈ ℘(F) x N, he e o e, Vi = (Si, i).
The na u al numbe is necessa y o iden i y he node, since he subse s o solu ions
belonging o wo nodes may coincide.
* Emp y node and e minal node:
Vi is an emp y node ⇔ Si ∩ E = ∅. Vi is a e minal node ⇔ |Si| = 1.
* B anching p ocedu e:
Le M0 be a p imi i e b anching p ocedu e. M0 makes he elemen s o ℘(F) wi h
ca dinali y ≥ 2 co espond wi h wo o mo e subse s o F. M0 sepa a es he subse s o F
wi hou elimina ing any elemen om ℘(F). And he ollowing p ope ies a e ue: (1)
Y ∈ M0(S) ⇒ Y ≠ S; (2)
()
{}
0
YM S∀∈
∪ Y = S; and (3) ∀ Y, Z ∈ M0(S) ⇒ Y ⊆ Z.
De ined M0, le M be a b anching p ocedu e. M is a co espondence ha associa es a
subse o ( e minal o non- e minal) nodes o a non- e minal node: M consis s in
applying a M0 p ocedu e o Si, and in assigning a na u al numbe o he Sij gene a ed
om Si, so ha a na u al numbe is only assigned once. The b anching p ocedu e begins
in he node V1 = (F, 1), he node oo , and i con inues in he o he nodes p o iding an
a bo escence. The ollowing p ope ies a e ue: (1) M does no p oduce a loss o
solu ions, ei he easible o no easible ( his esul comes ou o he second p ope y o
M0); and (2) he gene a ed a bo escence is ini e: in a ini e se , M ca ied ou
sepa a ions ha gene a e subse s o non coinciden solu ions ( his esul immedia ely
comes ou o he de ini ion o M0 and o i s i s p ope y).
Mo eo e , a e minal node is assumed o be ecognisable and o be immedia e o
asce ain i i is emp y o no . So, i Vi is a e minal node o has been de ec ed o be
emp y, hen his node does no ha e successo s ( e m in oduced in he ollowing
Sec ion).
* Successo o p edecesso node and descenden o ances o node:
7
Vj is a successo node o Vi and Vi is a p edecesso node o Vj ⇔ Vj ∈ M(Vi). Vj is a
descenden node o Vi ⇔ Vj ∈ M(Vi) ∪ M2(Vi) ∪ M3(Vi) ∪ ... . Vj is an ances o node
o Vi ⇔ Vj ∈ M-1(Vi) ∪ M-2(Vi) ∪ M-3(Vi) ∪ ...
When M is applied and a successo node Vj is ob ained, Vj is said o ha e been
gene a ed in he b anching p ocess.
* Sepa a ed and comple ely sepa a ed node:
Vi is sepa a ed ⇔ one o some o i s successo s ha e been gene a ed. Vi is comple ely
sepa a ed ⇔ all o i s successo s ha e been gene a ed.
* Bounding p ocedu e:
pe is a bounding p ocedu e, i pe makes e e y node Vi co espond wi h Ce(Vi) ∈ κ,
whe e Ce(Vi) ≤ (X) ∀ X ∈ Si ∩ E and ∀ pe ∈ P (being P a ini e se o p ocedu es pe).
Thus, Ce(Vi) is a lowe bound o he alue o he objec i e unc ion o he easible
solu ions con ained in he node Vi, ob ained h ough he bounding p ocedu e pe. To
wo k wi h se e al bounding p ocedu es allows o ha e a succession o bounding
p ocedu es, which can be o de ed in inc easing o de o calcula ion cos , which usually
p o ides an inc easing succession o he quali y o he gap.
pα ∈ P exis s such ha i Vi is a non-emp y e minal node, Cα(Vi) = (X), X ∈ Si (pα
p o ides he alue o he objec i e unc ion o he only solu ion, which is easible, in
e e y non-emp y e minal node). Le pe and pe’, pe’ is mo e powe ul han pe (pe ≤ pe’)
⇔ Ce(Vi) ≤ Ce’(Vi) ∀ Vi.
Le Pi be he se o bounding p ocedu es ha ha e been applied in Vi; le C be he bes
bound associa ed o Vi:
()
(
)
{
}
ei
iei
pP
CV maxC V
∀∈
=; and le
C
(Vi) be a bound ob ained
when ha ing in o ma ion o he p edecesso o o he successo nodes. The ollowing
p ope ies a e ue: (1) Vj ∈ M(Vi) ⇒
C
(Vj) = max{C(Vj), C(Vi)}; and (2)
C
() ()
()
()
{}
{
}
ji
ii j
VMV
VmaxCV,minCV
∀∈
= (p o ided ha Vi be comple ely sepa a ed).
* Reduc ion p ocedu e:
A educ ion p ocedu e e, e ∈ R (wi h R being a ini e se o p ocedu es e), consis s in
eplacing a node Vi = (Si, i) by a new node Vi’ = (Sie’, i), wi h Sie’ ⊂ Si and, i Vi is also
a non-emp y node, ∃ X*Si ∈ Sie’ i only one op imal solu ion is looked o (whe e X*Si is
an op imal solu ion in Si) o ∃ X*Si ∈ Si Sie’ i all op imal solu ions a e looked o .
Le e and e’, e’ is mo e powe ul han e ( e ≤ e’) ⇔ Sie’’ ⊆ Sie’.
Reduc ion can conclude in ixing a iables o in dec easing i s anges o alues,
al hough an op imal solu ion o Si can also be de ec ed. In his p ocedu e he esul ing
8
in o ma ion can also be ansmi ed, om successo o p edecesso nodes and ice
e sa: (1) Vj ∈ M(Vi) ⇒ Sj’ = Sj ∩ Si’; and (2) Si’ =
()
{}
ji
VMV∀∈
∪ Sj’ (p o ided ha Vi be
comple ely sepa a ed).
I is easy o check ha cons ain p opaga ion app oaches and consis ency echniques
(coming om AI) a e educ ion p ocedu es.
* Heu is ic esolu ion p ocedu e:
Le H be a ini e se o heu is ic p ocedu es. I he ∈ H inds a easible solu ion X ∈ Si ∩
E, hen Ue(Vi) = (X) is an uppe bound o he alue o he objec i e unc ion o an
op imal solu ion con ained in Si, ob ained h ough he heu is ic esolu ion p ocedu e he.
Le he and he’, he’ is mo e powe ul han he (he ≤ he’) ⇔ Ue(Vi) ≥ Ue’(Vi) ∀ Vi (he’
always p o ides easible solu ions wi h a gap, ela ing o an op imal solu ion, equal o
o less han ha p o ided by he).
Le Hi be he se o heu is ic esolu ion p ocedu es ha ha e been applied o Vi; le
U(Vi) be he alue o he bes ob ained easible solu ion associa ed o Vi:
()
(
)
{
}
ei
iei
hH
UV min U V
∀∈
=; and le U(Vi) be he alue o he objec i e unc ion o a
solu ion ob ained when ha ing in o ma ion o hei successo nodes. So:
U
() ()
()
()
{}
{
}
ji
ii j
VMV
V minUV, min UV
∀∈
=.
I is wo hwhile emphasizing ha neighbou hood explo a ion p ocedu es/me aheu is ics
ee (which will be in oduced la e ) can be de ined as a pa o a mo e elabo a ed
p ocedu e he.
* Examina ion p ocedu e:
To examine a node Vi consis s in applying o i bounding and/o educ ion and/o
heu is ic esolu ion p ocedu es, wi h he objec i e o imp o ing he in o ma ion ha we
ha e abou he node and, some imes, also abou o he s. To ha e se e al ypes o
examina ion p ocedu es allows applying hem in an al e na i e and i e a i e way; and
e en hese can be o de ed in inc easing o de o di icul y o calcula ion cos , in he
hope ha he leas expensi e p ocedu es allow d awing conclusions b ie ly: hey a e
applied in inc easing o de o complexi y.
* E alua ion p ocedu e:
The e alua ion p ocedu e is a co espondence ha associa es a alue ϕ(Vi) ∈ R o each
node Vi, whe e ϕ is he e alua ion and selec ion unc ion o he nex node o examine.
In spi e o he huge impo ance o he s a egy o selec ing he nex node o b anch, in
many pape s his is no s a ed explici ly o is desc ibed wi h ew de ails. On he o he
hand, he gene aliza ion o an e alua ion and selec ion unc ion o nodes is an ex emely
15
should emphasize ha some o hese ideas a e al eady being used in enume a i e sea ch
p ocedu es:
• To s udy he in luence o in es ing ime ying o ind an ini ial solu ion o quali y o
ini ialize B anch and Win: y di e en heu is ic esolu ion p ocedu es and di e se
neighbou hood explo a ion echniques ha hese heu is ics can include.
• To in oduce he concep o dynamism in he di e en p ocedu es ha make up
B anch and Win, and, especially, in he e alua ion p ocedu e - o mo e de ails, see
Pas o and Co ominas (2000)-.
• To include elemen s ha a e no su icien ly aken in o accoun , especially o sol e
indus ial p oblems (allowed compu ing ime, emaining compu ing ime, amoun o
memo y used, e c.).
• To es o use in di e en o de s he elemen s ha a e pa o he examina ion
p ocedu es (bounding, educ ion and heu is ic esolu ion).
• To wo k wi h se e al op ions in he bounding, educ ion, heu is ic esolu ion,
neighbou hood explo a ion p ocedu es and in he p ope ies o he op imal
solu ions; he objec i e is o es hei use in an inc easing o de o complexi y.
• To ansmi p ope ies om successo o p edecesso nodes and ice e sa, o
imp o e he a ailable in o ma ion on he nodes.
• To use educ ion and heu is ic esolu ion p ocedu es in he in e media e nodes o he
a bo escence (in all he nodes o only in hose ha a e mo e p omising han he
o he ones).
• To design heu is ic esolu ion p ocedu es ha include neighbou hood explo a ion
echniques.
• To apply neighbou hood sea ch p ocedu es when he alue o he incumben
solu ion is imp o ed o whene e a new easible solu ion is ob ained.
6. CONCLUSIONS
In his wo k we design B anch and Win: an OR ee sea ch me a-algo i hm o sol ing
combina o ial op imisa ion p oblems. B anch and Win allows o speci y, as pa icula
cases o i , he di e en ee sea ch p ocedu es ha ha e been p esen ed in he li e a u e
o ope a ions esea ch as well as in ha o a i icial in elligence.
The conclusions a e he ollowing:
• Cu en ly, in he ield o sea ch p ocedu es o sol ing combina o ial op imisa ion
p oblems, he scene is a he uns uc u ed and somewha con using: some au ho s
de ine and use elemen s o p ocedu es in one way and o he s in ano he way which,
al hough simila , is no equi alen . Mo eo e , he gene al o mula ions ha ha e
been p esen ed in he li e a u e ha e a se o de iciencies ha a ec , in a g ea e o
smalle deg ee, all o hem.
• Wi h espec o he selec ion unc ions and o he explo a ion s a egies ha a e
p oposed in he usual p ocedu es, he e a e aspec s ha ha e no been su icien ly
aken in o accoun om a p ac ical poin o iew.
• B anch and Win has been o mula ed, wi h he ollowing ea u es:
a) I is gene al enough o include, as pa icula cases, all hese enume a i e
echniques.

16
b) I akes aspec s, which a e impo an om an indus ial poin o iew, in o
accoun : maximum allowed compu ing ime, amoun o memo y used,
emaining compu ing ime.
c) I uses a clea and uni ying e minology.
d) I combines and speci ies he di e se common elemen s ha ha e all hese
p ocedu es o ob ain hem.
e) I allows o use bounding, educ ion, heu is ic esolu ion and neighbou hood
explo a ion p ocedu es, in all he pa ial p oblems gene a ed.
) The concep o dynamism is in oduced in he di e en p ocedu es ha make
up he me a-algo i hm: bounding, educ ion, heu is ic esolu ion,...
g) I uses a gene al e alua ion and selec ion unc ion o he nex node o
examine, including many new elemen s which had no been adi ionally
conside ed bu a e o g ea impo ance: he s a e o he explo a ion g aph and
he en i onmen condi ions in which he p oblem is sol ed.
h) I allows o design new sea ch p ocedu es, acco ding o how he elemen s o
B anch and Win a e combined.
Thus, he new me a-algo i hm ha we ha e called B anch and Win allows o a be e
unde s anding o ee sea ch algo i hms o combina o ial op imiza ion p oblems and i
syn hesizes he di e en ee sea ch p ocedu es ha ha e been p esen ed bo h in
ope a ions esea ch and in a i icial in elligence li e a u es. This me a-algo i hm
assembles he di e en elemen s ha a e pa o hese sea ch p ocedu es and uses hem
dynamically in he ee. And u he mo e, B anch and Win p o ides a means o
de eloping new sea ch s a egies and p ocedu es.
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