Reducing the Bandwidth of a Sparse Matrix with Tabu Search

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1 Reducing the Bandwidth o a Sparse Matrix with Tabu Search Raael Martí a, Manuel Laguna b, Fred Glover b and Vicente Campos a a b Dpto. de Estadística e Investigación Operativa, Facultad de Matemáticas, Universitat de Valencia, Dr. Moliner, 50, Burjassot-Valencia, Spain. Vicente.Campos@uv.es and Raael.Marti@uv.es Graduate School o Business and Administration, Campus Box 419, University o Colorado, Boulder, CO , USA. Fred.Glover@Colorado.edu and Manuel.Laguna@Colorado.edu Latest Revision: September 27, 2000 Abstract The bandwidth o a matrix A = { a ij } is deined as the maximum absolute dierence between i and j or which a ij 0. The problem o reducing the bandwidth o a matrix consists o inding a permutation o the rows and columns that keeps the nonzero elements in a band that is as close as possible to the main diagonal o the matrix. This NP-complete problem can also be ormulated as a labeling o vertices on a graph, where edges are the nonzero elements o the corresponding symmetrical matrix. Many bandwidth reduction algorithms have been developed since the 1960s and applied to structural engineering, luid dynamics and network analysis. For the most part, these procedures do not incorporate metaheuristic elements, which is one o the main goals o our current development. Another equally important goal is to design and test a special type o candidate list strategy and a move mechanism to be embedded in a tabu search procedure or the bandwidth reduction problem. This candidate list strategy accelerates the selection o a move in the neighborhood o the current solution in any given iteration. Our extensive experimentation shows that the proposed procedure outperorms the best-known algorithms in terms o solution quality consuming a reasonable computational eort. Keywords: Metaheuristics, tabu search, matrix bandwidth

2 Bandwidth Reduction with TS / 2 1. Introduction Let G ( V, E ) be a graph with vertex set V and edge set E. Assume V = n. A labeling o G assigns the integers { 1, 2,, n } to the vertices o G. Let ( v) be the label o vertex v, where each vertex has a dierent label. The bandwidth o a vertex v, B ( v), is the maximum o the dierences between ( v) and the labels o its adjacent vertices. That is: B { } ( v ) = max ( v ) ( u) : u N ( v ) where N ( v ) is the set o vertices adjacent to v. The bandwidth o a graph G with respect to a labeling is then: B ( G ) max B ( v ) { v V } = : Then, the bandwidth o a graph is B ( G ), the minimum ( G ) B value over all possible labelings. The bandwidth reduction problem consists o inding a labeling that G. Note that a labeling is simply a renumbering o the vertices. B minimizes ( ) I we let { } a ij A = be the incidence matrix o a graph V (i.e., 0 a i { i j} E ij,, then the bandwidth reduction problem consists o inding a permutation o the rows and the columns that keeps all the non-zero elements o A in a band that is as close as possible to the main diagonal. Note that or non-symmetrical matrices, there exist and edge in G ( V, E ) as long as either a ij 0 or a ji 0. This interpretation o the problem arises in applications to solve nonsingular systems o linear algebraic equations o the orm Ax = b. The preprocessing o A to reduce its bandwidth results in substantial savings on the computational eort associated with solving the system o equations. Other applications include problems in inite element methods or approximating solutions o partial dierential equations, large-scale power transmissions systems, circuit design, hypertext layout, chemical kinetics and numerical geophysics. We do not begin with a detailed review o the numerous algorithms that have been developed or the bandwidth reduction problem, because such procedures are well documented in the literature (see e.g., Dueck and Jes, 1995; Gibbs, Poole and Stockmeyer, 1976a-b; Luo, 1992) and our goal is to compare our tabu search implementation with the best available solution methods. In the next section, we briely discuss the two algorithms that we will use or comparison purposes. We then provide details o our implementation, ollowed by our extensive computational experimentation with symmetrical matrices. Finally, we outline our conclusions and directions or uture research. 2. Relevant Existing Procedures Gibbs, Poole and Stockmeyer (1976a) developed a heuristic or the bandwidth reduction problem, reerred to as GPS. Their computational testing was perormed on 19 cases with the order o the symmetrical matrices ranging rom 68 to 918. These matrices were taken rom the solution o various dierential equations and variational problems

3 Bandwidth Reduction with TS / 3 in structural engineering applications o the inite element method. The context o these applications included aircrat structures, liquid nitrogen gas tanks, propel blades and submarines. Their comparisons were made against the reverse Cuthill-McKee algorithm (Cuthill and McKee, 1969). The experiments show that on average GPS gives a bandwidth that is slightly smaller than that o the reverse Cuthill-McKee procedure, although in only 9 out o the 19 cases GPS is actually better than Cuthill-McKee. It is reasonable to conclude that these two methods yield similar results in terms o solution quality. However, GPS is considerably aster, averaging speed that is about 8 times aster than the reverse Cuthill-McKee procedure. GPS is a procedure that operates on a level structure L. A level structure is a partition o V into sets L 1, L 2,, Lk, called levels, with the ollowing characteristics: Vertices adjacent to a vertex in level L 1 are in either L 1 or L 2 Vertices adjacent to a vertex in Lk are in either Lk or Lk-1 Vertices adjacent to a vertex in Li (or 1 < i < k) are in either Li-1, Li or Li+1 The procedure consists o the ollowing three phases: 1. Finding endpoints o a pseudo-diameter: This procedure attempts to ind a pair o vertices that are at nearly maximal distance apart. (Note that the diameter o G is the shortest path connecting two vertices o maximal distance apart.) The resulting endpoints tend to generate level structures o small width and thereore maximal depth. 2. Minimizing level width: In phase 1, the algorithm constructs level structures rooted at both endpoints. Phase 2 combines these two level structures into a new structure whose width is usually less than that o either o the original ones. 3. Numbering: The numbering procedure assigns, level-by-level, consecutive positive integers to the vertices V o G. The numbering starts at the endpoint with lesser degree. The procedure uses orward numbering but the numbering is reversed under special circumstances. The reported times or running this procedure range rom 0.6 to seconds on an IBM 360 model 50. This compares avorably to the times ranging rom 3.08 to seconds reported or the reverse Cuthill-McKee method. Regarding metaheuristic methods or the bandwidth reduction problem, Dueck and Jes (1996) describe an implementation o simulated annealing. The search starts rom a labeling generated at random. The search then moves rom one labeling to another by exchanging the labels o two vertices. That is, this SA implementation is based on swapping a pair o labels or also known as swap moves. In any given iteration, a move is generated by randomly choosing two vertices to exchange labels and the move value is calculated. Let be the current labeling and the labeling ater applying a swap move. Then Dueck and Jes deine the move value as: move _ value B = ( G ) B ( G ) I move_value is less then or equal to zero then the move is accepted and immediately executed. I the move_value is strictly positive (raising the bandwidth o the current labeling) then the move is accepted with a probability that depends on the current

4 Bandwidth Reduction with TS / 4 temperature and is calculated with the negative exponential unction used in standard simulated annealing implementations. There are 5 parameters in Dueck and Les implementation: initial temperature (temp = 1.0), cooling rate (cool_rate = 0.95), maximum number o accepted moves at each temperature (max_moves = 4* E ), maximum number o attempted moves at each temperature (max_attempted_moves = 80*max_moves), and the maximum number o consecutive iterations in which the procedure accepts less than max_moves moves(max_rozen = 50). The authors justiy their choice or the parameter values shown above based on general simulated annealing guidelines, their own experiences and experimental tuning in the current context. Dueck and Jes tested their SA implementation on 18 graphs with number o edges ranging rom 13 to 255. This set includes 8 dierent types o graphs. The experimentation shows that this SA implementation is inerior to GPS on grid, path, circle, windmill and st graphs. However, SA outperorms GPS in terms o solution quality on ternary trees, binary trees and random graphs. It is important to point out that even though SA inds better labelings than GPS in 11 out o 18 graphs, it does so by employing up to 2000 times longer. The authors argue that although the computational eort o their implementation limits its applicability, it can be used as a tool to evaluate the perormance o other procedures. It is precisely in this way in which we make use o their solution method. 3. Tabu Search Implementation One o the main characteristics o the bandwidth reduction problem is that there may G G be many labelings with the same B ( ) value. This means that or a given B ( ) value there may be multiple critical vertices v or which B ( v ) = B ( G ). Consequently, changing a labeling in order to reduce the B ( v) value o a critical vertex does not imply that the B ( G) value will also decrease. We take into consideration this important eature o the problem to develop mechanisms (including an unconventional deinition o the move value) that are eective in searching or good labelings. As in the case o the SA implementation described above, we deine a move as the swap v u u to o labels o a pair o vertices. That is, the operator move (, ) assigns the label ( ) vertex v and the label ( v) to vertex u. Since our ocus is to change the labels in order to reduce the current value o B ( G), we construct a candidate list o moves based on a set C ( ) o critical and near-critical vertices. A near-critical vertex v is one or which B ( v ) α B ( G ) and 1 > α > 0. Near-critical vertices do not determine the value o the * objective unction B ( G) in the current labeling, but they are considered likely to do so in subsequent iterations. In other words, i a move is able to eliminate a critical vertex, it is likely that a near-critical vertex will become critical in subsequent iterations. The set that consists o both critical and near-critical vertices can be deined as: C { } ( ) v : B ( v ) α B ( G ) =. * When this set is constructed, the updated value o B ( G) is used. This value, however, is not updated ater the execution o a move during the examination o the vertices in C, because the updating is a computationally expensive calculation. In particular, ( )

5 Bandwidth Reduction with TS / 5 the calculation o B ( G) requires the examination o all the vertices in the graph. The notion o not updating key values (e.g., move values) ater every iteration is based on the elite candidate list suggested in Glover and Laguna (1997). The design considers that it is not absolutely necessary to update the value o the moves in a candidate list ater an iteration is completed (i.e., the selected move is executed) because most o these move values either remain the same or their relative merit remains almost unchanged. The application o this strategy is particularly useul when the updating o the move values is computationally expensive, as in our context. In order to construct a candidate list o moves based on the vertices in C ( ), we must ind a set o suitable swapping vertices or each vertex in C ( ). We deine the ollowing two quantities or a vertex v and a labeling : max min ( v ) = max { ( u) : u N ( v) } ( v ) = min { ( u) : u N ( v )} Since the best label or v in the current labeling is: mid max( v) + min( v) 2 ( v ) = then the set o suitable swapping vertices or v is deined as: { } ( v ) = u mid( v ) ( u) < mid( v ) ( v ) N :, which considers all vertices u with labels ( u) N v =, then ( v ) ( ) that are closer to mid ( v ) than ( v) B cannot be reduced by simply changing the current label o v. The candidate list o moves associated with a vertex v C() is given by: ( v) = { move( v u) : u N ( v )} CL,. For all u in CL ( v ), B ( v ) will decrease ater perorming move ( v, u) ; but we must also consider the change in the bandwidth value o the vertices adjacent to u (i.e., N ( v ) and N ( u) ). Let ( u) be the new label or vertex u (i.e., ( u) = ( v) ), then i B ( u) B ( u) >. I the bandwidth o vertex u has increased. Instead o rejecting the move, we check i the increase is marginal with respect to the bandwidth o the graph. We only consider that the bandwidth o vertex u has experienced more than just a marginal increase when B ' ( u) > βb I this expression is true we set ( v u) ( G) movevalue, to 1; otherwise we set it to 0. Note that when the label or vertex v changes, one or more o the B ( w) values or w N ( v) could change. However, the bandwidth o the adjacent vertices will remain the

6 Bandwidth Reduction with TS / 6 same as long as the new label or vertex v, ( v ), is within the range [ ( w) max( w) ] all w N ( v). Hence, when min( w) ( v) max( w) min, or, it is possible to reduce the bandwidth o v without increasing the bandwidth o its adjacent vertices. In practice, this criterion v > max w B w increases. ( ), then ( w) can be relaxed. For example, consider the case when () ( ) only i ( v) ( w) > ( w) min( w). Similarly, i ( v ) < min( w) only i ( w) ( v) > max ( w) ( w). B increases Enorcing a criterion that orbids moves, associated with critical vertices, when either o aorementioned conditions is violated makes the search unnecessarily inlexible. Note that i the bandwidth o a vertex w that is adjacent to a vertex v C( ) increases marginally with respect to the bandwidth o the graph, then we can consider that the move does not aect the bandwidth o w. In act, we only consider that the bandwidth o vertex w increases when ( v ) ( w) > B ( w) and ( v ) ( w) > β * B ( G ). movevalue, increases by one unit. This criterion is applied to both vertices involved in a swap. That is, i the move ( v, u) is being considered, then the criterion is applied to determine the change in the bandwidth o the vertices adjacent to v and those adjacent to u. Note that in such v = u u = v. For each vertex w in N ( v ) that satisies this expression ( v u) exchange ( ) ( ) and ( ) ( ) These concepts are best understood i we illustrate them with an example. Consider the partial graph in Figure 1. The graph consists o 7 vertices with the current labeling given by the numbers shown next to each vertex. Consider the ollowing values associated with vertices u, v and w: ( u) = 11 ( v) = 9 ( w) = 8 B ( u) = 6 B ( v ) = 7 B ( w) = 1 min ( u) = 9 min ( v) = 2 min ( w) = 7 max ( u) = 17 max ( v) = 11 max ( w) = 9 mid () v = 6 Figure 1. Labeled partial graph. 10 u v w

7 Bandwidth Reduction with TS / 7 Suppose that it is possible to swap the current level or v rom 9 to 6, where the value o 6 corresponds to the current label o a vertex that is not shown in Figure 1 (reerred to as vertex z). According to our previous notation, we have that while ( v) = 9, ( v ) = 6. v < min u B u does not change because This means that although ( ) ( ), ( ) ( u) ( v ) < max( u) ( u), that is 11-6 < or 5 < 6. On the other hand, ( w) increases as a result o executing the move. The increase, however, is o one unit since the new bandwidth value or w is ( v ) ( w) = 2, which cannot cause an increase in B ( G ) because ( v ) B is now 5 and this value represents a lower bound or ( G ) B B. This partial analysis (which disregards the eect in the swapping vertex z) shows that the move is avorable. The bandwidth associated with vertex v is reduced rom 7 to 5, while the bandwidth or vertex u remains the same and the bandwidth or vertex w increases rom 1 to 2. One o the key elements in heuristic search is the deinition o the value o a move. The most common practice is to deine the move value as the change in the objective unction value, which is the way it was deined in the simulated annealing implementation described in the previous section. Nevertheless, in the context o the bandwidth reduction problem, the change in the objective unction value provides little or no inormation during the search whenever the current labeling has more than one critical vertex. Additionally, the calculation o B ( G ) is computationally expensive. As a result, we have deined the value o a move ( v, u) as the number o vertices adjacent to v or u whose bandwidth increases due to the move. (Recall that the bandwidth increase or adjacent vertices is controlled by the parameter β as speciied above.) The ollowing pseudo-code summarizes the move mechanism embedded in our procedure: Move Evaluation Pseudo-code Initialization 1. Let be the current labeling; C ; 2. Select v rom ( ) 3. Select u rom N ( v) ; 4. Let be the labeling ater the ( v u) move, ; 5. movevalue ( v, u) = 0 Evaluate move ( v, u) 6. I ( B ( u) > B ( u) and B '( u) > βb ( G) ) movevalue ( v, u) = movevalue( v, u) + 1; 7. For All w in N ( v ) I ( ( v ) ( w) > B ( w) and ( v ) ( w) > βb ( G ) movevalue ( v, u) = movevalue( v, u) + 1; 8. For All w in N(u) u w > B ) I ( ( ) ( ) ( w) and ( u) ( w) > βb ( G ) movevalue ( v, u) = movevalue( v, u) + 1; Return movevalue ( v, u) ) Our basic tabu search implementation consists o a short-term memory design in which the identity o a vertex whose label has been changed is the attribute used to impose a

8 Bandwidth Reduction with TS / 8 move, is executed, the labels o vertices v and u are not allowed to change until the tabu tenure expires. We employ a onedimensional array tabu ( v ), initially set to zero, to store the iteration number when vertex v looses is tabu status. That is, i vertex v changes labels at iteration iter, then tabu ( v ) = iter + tenure, where tenure is the number o iterations that vertex v is not move v, u is tabu i: tabu restriction. Speciically, ater a ( v u) allowed to change labels. Then, ( ) tabu ( v ) > iter or tabu ( u) > iter Note that although we use the same tenure value or both vertices, an interesting variant is to use a dierent tenure value or vertex v than or vertex u. In such design, the tenure value or vertex v should be larger than the tenure value or vertex u, because v is a critical or near-critical vertex and u is a vertex that simply happens to have a label that makes the move attractive. In our experiments, however, we determined that the eect o using dierent tenure values does not justiy the increase in complexity related to calibrating an additional search parameter. Figure 2. TS pseudo-code. 1. Build initial labeling and update best 2. iterwi = 0 and iter = 0 while ( iterwi < maxiter ) { 3. iter = iter + 1 } * 4. Build C ( ) = C( ) { v : tabu( v ) > iter } while ( C * ( ) ) { 5. Select the irst vertex v rom C * ( ) 6. Select the best vertex u rom ( v ) u : tabu( u) } 7. Execute move ( v, u) 8. tabu ( v ) = tabu( u) = iter + tenure 9. C ( ) = C ( ) { v } 10. Evaluate B ( G ) i ( B ( G ) improves the best ) { Update best iterwi = 0 } else iterwi = iterwi + 1 { iter } N > Figure 2 shows a pseudo-code o our implementation. The basic implementation starts rom a random initial labeling or rom a labeling constructed using the restarting mechanism explained below, which is based on longer-term diversiication. In step 2, we initialize the counter o iterations without improvement (iterwi). The procedure runs until maxiter iterations without improvement. Step 3 builds C * ( ) which consists o the near-critical vertices whose tabu status is inactive. The inner while-loop (steps 5-9) searches or and executes moves until the updated list o critical or near-critical vertices is empty. In step 6, the best vertex u to swap labels with vertex v is ound as ollows.

9 Bandwidth Reduction with TS / 9 Since the best label or v is mid ( v ), then the search or the best swapping vertex attempts to ind a vertex u in N ( v ) whose tabu status is inactive. The search order is mid ( v ), mid ( v ) + 1, mid ( v ) 1, mid ( v) + 2,, mid( v) ( v ), as long as the range o labels stay within the allowed range rom 1 to n. The search uses a irst-improving strategy that selects and executes the irst non-tabu move ( v, u) with a move value o zero. I a move with a value o zero is not ound, then the one with the minimum value is selected. The basic procedure shown in Figure 2 does not incorporate sophisticated elements o the tabu search ramework, as elaborated in Glover and Laguna (1997). This basic procedure is meant to yield reasonably good solutions at a competitive speed. In order to improve solution quality, we added a longer-term search strategy to the basic implementation, which also bears in the determination o an appropriate value or maxiter. 3.1 Longer-term Diversiication The goal o incorporating a longer-term diversiication strategy to our basic tabu search implementation is to ind labelings o higher quality even i this means investing additional computational eort. Diversiication is the notion o expanding the search to unexplored regions in the solution space. This expansion consists o visiting solutions that have not been previously examined. Diversiication strategies are generally based on either encouraging the incorporation o new elements or discouraging oten examined elements. In particular, we use a requency count ( v ( v) ) number o times vertex v is labeled with label ( v). req, to record the We use this requency count to re-start the search with a new labeling. The new labeling is built considering that the best label or vertex v should be close to the v v average label o the vertices in N ( ). Since we want to diversiy, we select the label ( ) in such a way that the requency value req ( v, ( v) ) is small relative to alternative labels. With this in mind, we implemented a unction that given a vertex v and a label ( v) it returns the label leastreq ( v, ( v )), in the interval [ ( v) 5, ( v) + 5], that has been assigned to v the least number o times during the search. The construction procedure based on requency inormation starts with the random selection o a vertex v among those o minimal degree. We then assign the label leastreq ( v, r ) to v, where r is a random integer number between 1 and n. At each construction step ater the irst, the set o candidate vertices consists o those unlabeled vertices that are adjacent to vertices that have been already labeled. A vertex v in the set o candidates is randomly selected. This random selection was experimentally shown to outperorm other pseudo-random criteria such as one based on the degree o the vertices in the candidate set. The selected vertex v is assigned the label leastreq ( v, r ), where r is the average label o the vertices in N ( v ) that have already been labeled. This restarting procedure is used to experiment with two versions o our implementation. The irst version is a simple run o the basic TS implementation o Figure 2. In the second version, we execute the basic TS procedure maxstart times using the diversiication strategy discussed in this section.

10 Bandwidth Reduction with TS / Computational Experiments For our computational testing, we implemented, in C, the GPS procedure o Gibbs, Poole and Stockmeyer (1976a), the simulated annealing (SA) o Dueck and Jes (1995) and our two variants o the TS procedure: 1) TS(maxiter), the basic TS implementation with a stopping criterion o maxiter iterations and 2) TS(maxiter,maxstart), the TS implementation with the diversiication mechanism or restarting maxiter times. The codes were compiled with Microsot Visual C++ 5.0, optimizing or maximum speed. The experiments with 126 instances were run on a Pentium II at 350 MHz. We perormed three sets o experiments with the ollowing goals: 1. A preliminary experimentation with 10 instances to ind the best values or the key search parameters α, β and tenure. 2. An experiment with the entire set o 126 instances to compare the perormance o GPS, SA, TS(maxiter) and TS(maxiter,maxstart). 3. An experiment to ind the best-known solutions to all the instances by using GPS to generate the initial solution or a TS(maxiter,maxstart) run. 4. An experiment to compare the perormance o TS(maxiter,maxstart) when maxiter is much larger than maxstart and when maxiter is much smaller than maxstart. The preliminary experimentation was perormed on 10 representative problem instances with the goal o inding appropriate values or the three key search parameters. We tested values or α and β in the range [0.2, 0.8], and or tenure in the range [3, 15]. The results o this test are shown in Table 1. Table 1. Preliminary experimentation. α β tenure B ( G ) CPU seconds For each combination o parameter values, Table 1 shows the average bandwidth and the average CPU seconds over 10 problem instances. These results show that the best average bandwidth value at a competitive speed is obtained when α = 0.2, β = 0.8 and tenure = 5. Hence, we use these values to perorm the rest o our experimentation. We observe that our preliminary tests were not extensive, and a more through study may determine better values or the key parameters, perhaps as a unction o problem statistics or structure. Alternatively, a dynamic determination o the parameters by a search that overlaps the execution o the solution method is also possible (Adenso- Díaz and Laguna, 2000).

11 Bandwidth Reduction with TS / 11 In our second set o experiments, we use 126 problem instances to compare the perormance o our proposed procedure with the best heuristic reported in the literature (GPS) and a metaheuristic based on simulated annealing (SA). Instead o limiting our experimentation to less than 20 problem instances (as done in the articles reerenced in section 2), we have compiled 126 instances rom the Harwell-Boeing Sparse Matrix Collection ( This collection consists o a set o standard test matrices arising rom problems in linear systems, least squares, and eigenvalue calculations rom a wide variety o scientiic and engineering disciplines. The problems range rom small matrices, used as counter-examples to hypotheses in sparse matrix research, to large test cases arising in applications. Iain Du, Roger Grimes, and John Lewis (1992) originally developed this collection. Table 2 shows, or each method, the average bandwidth over the instances in each set along with the average CPU seconds. This table also shows the average deviation rom the best-known solutions. The best-known solutions are the best solutions ound by applying all the procedures to the same problem instance. Note that there are two versions o simulated annealing (SA and SA2) in Table 2. The version denoted with SA is the one originally proposed by Dieck and Jes (1995). This version employs a set o parameter values that result in a cooling proile that is so slow that or large instances the method does not inish. SA2 uses a set o parameter values that speeds the cooling and allows the search to inish beore the cuto time o 30 minutes. (Note that or the large instances, SA reaches the cuto limit every time.) Regardless o the parameter settings, SA yields inerior solutions compared to TS. The basic implementation o TS is superior to GPS in terms o solution quality and competitive in terms o speed in the small instances. In the large instances, TS cannot compete in terms o time with GPS. The TS version with restarting is robust in terms o solution quality, with an average deviation rom the best-known solutions o 5% or the longer runs. These experiments show that GPS is capable o generating good solutions at a speed that is hard to match by a metaheuristic. Nonetheless, tabu search keeps inding high-quality solutions when the search is allowed to go beyond a ew (approximately 5) CPU seconds. It should also be mentioned that GPS perorms best on instances with structured graphs. That is, the more structure in the graph the better the perormance o GPS. For example, GPS would perorm very well on a hierarchical graph, in which the vertices are organized in layers and all the edges are deined in consecutive layers. While GPS is designed to exploit the underlying structure o a graph, our TS implementation does not take advantage o the particular characteristics o a graph. Table 2. Perormance comparison according to problem size. 37 instances with n = 30,, 199 GPS SA SA2 TS(100) TS(200) TS(100,10) TS(200,20) B(G) Deviation 33% 37% 220% 19% 19% 6% 5% CPU sec instances with n = 200,, 1000 GPS SA SA2 TS(100) TS(200) TS(100,10) TS(200,20) B(G) Deviation 43% 942% 866% 32% 30% 8% 5% CPU sec

12 Bandwidth Reduction with TS / 12 Since GPS obtains good solutions ast, a viable strategy or inding solutions o the highest quality is to irst run GPS and then use the resulting solution as the starting point or tabu search. We use this strategy and report our indings in Table 3. In this experiment, we are concerned only with the quality o the resulting solutions and not with the time to ind them, which is determined by the values o maxiter and maxstart because GPS generates the initial solutions almost instantaneously. Table 3 shows the average bandwidth ound with GPS, TS and the GPS-TS combination along with the relative deviation o their corresponding solutions. The results in Table 3 do not categorically determine a winning strategy or inding the best solution to a given problem instance. For instances with less than 200 vertices, the GPS-TS combination yields a larger average bandwidth than the TS procedure that starts rom a random labeling. For the larger instances, the GPS-TS yields the best solutions in terms o both the average bandwidth and the average deviation rom the best solutions ound. This experiment indicates that while GPS provides good starting points or TS, the eect o starting rom a good solution is diluted by the restarting mechanism implemented in TS. We also attempted to run TS(maxiter) with larger values o maxiter in combination with GPS and were not able to improve upon the solutions ound when the restarting procedure is used. Table 3. Results o using GPS to generate a starting solution or TS. 37 instances with n = 30,, 199 GPS TS(100,10) GPS-TS B(G) Deviation 31.05% 4.61% 1.34% CPU sec instances with n = 200,, 1000 GPS TS(100,10) GPS-TS B(G) Deviation 42.25% 6.95% 0.70% CPU sec In our last experiment, we ocus on our TS(maxiter,maxstart) implementation. Our research question centers on whether it is better to search more rom a given point or to search less rom multiple starting points. To answer this, we compare the results obtained rom running TS(100,10) with those obtained rom running TS(10,100). The results o these experiments are summarized in Table 4. Table 4. Comparing TS(100,10) with TS(10,100). 37 instances with n = 30,, 199 GPS TS(100,10) TS(10,100) B(G) Deviation 31.05% 4.61% 4.73% CPU sec instances with n = 200,, 1000 GPS TS(100,10) TS(10,100) B(G) Deviation 40.54% 5.62% 7.67% CPU sec

13 Bandwidth Reduction with TS / 13 The results strongly suggest that our TS implementation is capable o inding better solutions when allowed to run longer rom a ew starting points instead o using the alternative strategy. While TS(10,100) competes with TS(100,10) in the 37 instances with less than 200 vertices, TS(100,10) is clearly superior in the larger instances. 5. Conclusions In this paper, we report our research on the use o a candidate list strategy that allows us to cope with a computationally expensive objective unction evaluation within a tabu search procedure. Our procedure selects moves rom a candidate list o moves whose move values are not updated ater every iteration. The list ollows the TS principle that the values o a set o elite moves do not drastically change rom one iteration to the next and thereore it is not necessary to update them ater the execution o every move. In addition to the application o this candidate list strategy, our procedure employs an unconventional deinition o move value, which is not based on the change o the objective unction value to direct the search. In this way, our move value deinition conveys inormation that is not available when the change in the objective unction value is calculated. The results o our computational experiments reveal that the strategies implemented within a relatively simple tabu search procedure are capable o outperorming a competing metaheuristic, such as simulated annealing. In particular, the restarting procedure based on requency inormation conirms the beneit o encouraging the diversiication o the search. The additional diversiication results in a solution method capable o inding high-quality solutions to the bandwidth reduction problem, although we must admit that the procedure consumes considerably more computer time than a constructive heuristic such as GPS. An interesting question related to search diversiication deals with the balance between restarting and search-depth (i.e., the time spent searching rom a single starting point). Some metaheuristics, such as GRASP (Feo and Resende 1995), launch limited local searches rom numerous constructions (i.e., starting points). Typically in tabu search, the search starts rom one initial point and i a restarting procedure is also part o the implementation, it is invoked only a limited number o times. In our last set o experiments in this paper, we tested both alternatives and concluded that it was better to invest the time searching rom a ew staring points than restarting the search more oten. Although we cannot draw a general conclusion rom these experiments, our experience in the current context and in previous projects indicates that tabu search procedures need to reach a critical depth search to be eective. I this search depth is not reached, the eectiveness o the method is severely compromised. So we can conclude that while our TS(100,10) runs eectively reached the critical search-depth, the TS(10,100) runs did not. Reerences Adenso-Díaz, B. and M. Laguna (2000) Automated Fine-tuning o Algorithms with Fractional Experimental Designs and Local Search, Technical Report, University o Colorado at Boulder.

14 Bandwidth Reduction with TS / 14 Cuthill, E. and J. McKee (1969) Reducing the Bandwidth o Sparse Symmetric Matrices, Proc. ACM National Conerence, Association or Computing Machinery, New York, pp Dueck, G. H. and J. Jes (1995) A Heuristic Bandwidth Reduction Algorithm, J. o Combinatorial Math. And Comp., vol. 18, pp Du, I. S., R. G. Grimes and J. G. Lewis (1992) Users Guide or the Harwell-Boeing Sparse Matrix Collection, Research and Technology Division, Boeing Computer Services. Feo, T. and M. G. C. Resende (1995) Greedy Randomized Adaptive Search Procedures, Journal o Global Optimization, vol. 2, pp Gibbs, N. E., W. G. Poole and P. K. Stockmeyer (1976a) An Algorithm or Reducing the Bandwidth and Proile o Sparse Matrix, SIAM Journal o Numerical Analysis, vol. 13, no. 2, pp Gibbs, N. E., W. G. Poole and P. K. Stockmeyer (1976b) A Comparison o Several Bandwidth and Proile Reduction Algorithms, ACM Transactions on Mathematical Sotware, vol. 2, no. 4, pp Glover, F. and M. Laguna (1997) Tabu Search, Kluwer Academic Publishers, Boston. Luo, J.C. (1992) Algorithms or Reducing the Bandwidth and Proile o a Sparse Matrix, Computers and Structures, vol. 44, pp

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