arrow
Return

A hybrid simulation-optimization algorithm for the Hamiltonian cycle problem

delete2009-05-21
delete12
PRE
AI
A
Ali Eshragh
J
Jerzy A. Filar *
M
Michael Haythorpe
DOI:10.1007/s10479-009-0565-9delete
deleteOriginal
deleteOriginal request for help
deleteShare
deleteSave
Abstract

Abstract

En 中文
In this paper, we propose a new hybrid algorithm for the Hamiltonian cycle problem by synthesizing the Cross Entropy method and Markov decision processes. In particular, this new algorithm assigns a random length to each arc and alters the Hamiltonian cycle problem to the travelling salesman problem. Thus, there is now a probability corresponding to each arc that denotes the probability of the event this arc is located on the shortest tour. Those probabilities are then updated as in cross entropy method and used to set a suitable linear programming model. If the solution of the latter yields any tour, the graph is Hamiltonian. Numerical results reveal that when the size of graph is small, say less than 50 nodes, there is a high chance the algorithm will be terminated in its cross entropy component by simply generating a Hamiltonian cycle, randomly. However, for larger graphs, in most of the tests the algorithm terminated in its optimization component (by solving the proposed linear program).
Keywords:
Hamiltonian cycle problem
Markov decision process
Cross-entropy method

Journal

Annals of Operations Research cover
Annals of Operations Research
IF:
4.5
Papers:
8.0K
Citations:
2.1W

Organization

U
University of South Australia
Scholars:
9.0K
Papers: 1.1W
Citations: 1.6W