Skip to main content
SpringerLink
Log in

Metaheuristic search techniques for multi-objective and stochastic problems: a history of the inventions of Walter J. Gutjahr in the past 22 years

  • Original Paper
  • Published:
Central European Journal of Operations Research Aims and scope Submit manuscript

Abstract

This paper is a survey of the research contributions made by Walter J. Gutjahr during his career so far, and provides a classification of his areas of research, along with a discussion of the results presented in his most significant publications. Although works are divided into theoretical and application-oriented contributions, linkages among these subsets are also identified.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Log in via an institution

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Fig. 1
Fig. 2
Fig. 3
Fig. 4
Fig. 5
Fig. 6
Fig. 7

Similar content being viewed by others

References

  • Aarts E, Korst J (1989) Simulated annealing and Boltzmann machines. Wiley, New York

    Google Scholar 

  • Brailsford S, Gutjahr WJ, Rauner M, Zeppelzauer W (2007) Combined discrete-event simulation and ant colony optimisation approach for selecting optimal screening policies for diabetic retinopthy. CMS 4:59–83

    Article  Google Scholar 

  • Bullnheimer B, Hartl RF, Strauss C (1999) An improved ant system algorithm for vehicle routing problems. Ann Oper Res 89:319–328

    Article  Google Scholar 

  • Czarnowski I, Gutjahr WJ, Jedrzejowicz P, Ratajcak E, Skakowski A, Wierzbowska I (2003) Scheduling mulitprocessor tasks in presence of correlated failures. Central Eur J Oper Res Econ 11:163–182

    Google Scholar 

  • Czyzak P, Jaszkiewicz A (1998) Pareto simulated annealing: a metaheuristic technique for multiple-objective combinatorial optimization. J Multi-Criteria Decis Anal 7:34–47

    Article  Google Scholar 

  • Deb K (2002) A fast and elitist muliobjective genetic algorithm: NSGA-II. IEEE Trans Evol Comput 6:182–197

    Article  Google Scholar 

  • Deb K, Pratap A, Agarwal S, Meyarivan T (2000) A fast elitist multi-objective genetic algorithm: NSGA-II. IEEE Trans Evol Comput 6:182–197

    Article  Google Scholar 

  • Doerner K, Gutjahr WJ (2000) Representation and optimization of software usage models with non-Markovian state transitions. Inf Softw Technol 42:873–887

    Article  Google Scholar 

  • Doerner K, Gutjahr WJ (2003) Extracting test sequences from a Markov software usage model by ACO. In: Cantu-Paz E et al (eds) Proceedings of GECCO 2003, genetic and evolutionary computation, July 2003, Chicago USA, Springer Lecture Notes in Computer Sciences 2724. Springer, Berlin, pp 2465–2476

  • Doerner K, Gutjahr WJ (2009) Multi-criteria location planning for public facilities in tsunami-prone coastal areas. OR Spectr 31:651–678

    Article  Google Scholar 

  • Doerner K, Gutjahr WJ, Hartl RF, Strauss C, Stummer C (2001) Ant colony optimization in multiobjective portfolio selection. In: Proceedings of MIC 2001, 4th metaheuristics international conference, Porto, Portugal, pp 243–248

  • Doerner K, Gutjahr WJ, Hartl RF, Strauss C, Stummer C (2004) Pareto ant colony optimization: a metaheuristic approach to multiobjective portfolio selection. Ann Oper Res 131:79–99

    Article  Google Scholar 

  • Doerner K, Gutjahr WJ, Hartl RF, Karall M, Reimann M (2005) Heuristic solution for an extended double-coverage ambulance location problem for Austria. Central Eur J Oper Res 13:325–340

    Google Scholar 

  • Doerner K, Gutjahr WJ, Hartl RF, Strauss C, Stummer C (2006a) Pareto ant colony optimization with IP preprocessing in multiobjective project portfolio selection. Eur J Oper Res 171:830–841

    Article  Google Scholar 

  • Doerner K, Gutjahr WJ, Kotsis G, Polaschek M, Strauss C (2006b) Enriched workflow modelling and stochastic branch-and-bound. Eur J Oper Res 75(3):125–135

    Google Scholar 

  • Doerner K, Gutjahr WJ, Focke A (2007) Multicriteria tour planning for mobile healthcare facilities in a developing country. Eur J Oper Res 179(3):1078–1096

    Article  Google Scholar 

  • Doerner K, Gutjahr WJ, Hartl RF, Strauss C, Stummer C (2008) Nature-inspired metaheuristics for multiobjective activity crashing. Omega 36:1019–1037

    Article  Google Scholar 

  • Dorigo M, Stützle T (2004) Ant colony optimization. MIT, Cambridge

    Google Scholar 

  • Dorigo M, Maniezzo V, Colorni A (1996) The ant system: optimization by a colony of cooperating agents. IEEE Trans Syst Man Cybern 26:29–41

    Article  Google Scholar 

  • Droste S, Jansen T, Wegener I (2002) On the analysis of the 1+1 evolutionary algorithm. Theoret Comput Sci 276:51–81

    Article  Google Scholar 

  • Felberbauer T, Gutjahr WJ, Doerner KF. Stochastic project management: multiple projects with multi-skilled human resources. Submitted

  • Felberbauer T, Doerner KF, Gutjahr WJ (2016) Hybrid metaheuristics for project scheduling and staffing considering interruptions between project periods and labor contracts. In: Dawid H, Doerner KF, Feichtinger G, Kort P, Seidl A (eds) Dynamic perspectives on managerial decision making, pp 349–377

  • Fonseca CM, Fleming PJ (1993) Genetic algorithms for multiobjective optimization: Formulation, discussion and generalization. In Forrest S (ed) Proceedings of the fifth international conference on genetic algorithms. University of Illinois at Urbana-Campaign, Morgan Kaufmann Publishers, pp 416–423

  • Froeschl KA, Gutjahr WJ (2013) Project portfolio selection under uncertainty with outsourcing opportunities. Flex Serv Manuf J 25:255–281

    Article  Google Scholar 

  • Gendreau M, Laporte G, Semet F (1997) Solving an ambulance location model by tabu search. Location Sci 5:75–87

    Article  Google Scholar 

  • Gutjahr WJ (1995) Optimal test distributions for software failure cost estimation. IEEE Trans Softw Eng 21:219–228

    Article  Google Scholar 

  • Gutjahr WJ (1996) Design of reliable 3-state-device networks by genetic algorithms and simulated annealing. Central Eur J Oper Res Econ 3:257–284

    Google Scholar 

  • Gutjahr WJ (1997) Importance sampling of test cases in Markovian software usage models. Probab Eng Inf Sci 11:19–36

    Article  Google Scholar 

  • Gutjahr WJ (1999) Partition testing versus random testing: the influence of uncertainty. IEEE Trans Softw Eng 25:661–674

    Article  Google Scholar 

  • Gutjahr WJ (2000a) A Graph-based Ant System and its convergence. Future Gener Comput Syst 16:873–888

    Article  Google Scholar 

  • Gutjahr WJ (2000b) Software dependability evaluation based on Markov usage models. Performan Eval 40:199–222

    Article  Google Scholar 

  • Gutjahr WJ (2001) A reliability model for nonhomogeneous redundant software version with correlated failures. Comput Syst Sci Eng 16(6):361–370

    Google Scholar 

  • Gutjahr WJ (2002) ACO algorithms with guaranteed convergence to the optimal solution. Inf Process Lett 82:145–153

    Article  Google Scholar 

  • Gutjahr WJ (2003a) A generalized convergence result for the graph-based ant system metaheuristic. Probab Eng Inf Sci 17:545–569

    Article  Google Scholar 

  • Gutjahr WJ (2003b) A converging ACO algorithm for stochastic combinatorial optimization. In: Proceedings of SAGA 2003. Stochastic algorithms: foundations and applications. Springer LNCS vol 2827, pp 10–25

  • Gutjahr WJ (2004) S-ACO: an ant-based approach to combinatorial optimization under uncertainty. In: Proceedings of ANTS 2004, 4th international workshop on ant colony optimization and swarm intelligence, Brussels

  • Gutjahr WJ (2005) Two metaheuristics for multiobjective stochastic combinatorial optimization. In: Proceedings SAGA 2005. Stochastic algorithms: foundations and applications, Springer Lecture Notes in Computer Science, vol 3777, pp 116–125

  • Gutjahr WJ (2006) On the finite-time dynamics of ant colony optimization. Methodol Comput Appl Probab 8:105–133

    Article  Google Scholar 

  • Gutjahr WJ (2007) Mathematical runtime analysis of ACO algorithms: survey on an emerging issue. Swarm Intell 1:59–79

    Article  Google Scholar 

  • Gutjahr WJ (2008) First steps to the runtime complexity analysis of ant colony optimization. Comput Oper Res 35(9):2711–2727

    Article  Google Scholar 

  • Gutjahr WJ (2009a) Convergence analysis of metaheuristics. In: Maniezzo V, Stuetzle T, Voss S (eds) Annals of information systems 10, special issue on, Matheuristics: hybridizing metaheuristics and mathematical programming, pp 159–187

  • Gutjahr WJ (2009b) A provably convergent heuristic for stochastic bicriteria integer programming. J Heuristics 15:227–258

    Article  Google Scholar 

  • Gutjahr WJ (2011a) Ant colony optimization: recent developments in theoretical analysis. In: Auger A, Doerr B (eds) Theory of randomized search heuristics. World Scientific, Singapore, pp 225–254

  • Gutjahr WJ (2011b) Optimal dynamic portfolio selection for projects under a competence development model. OR Spectr 33:173–206

    Article  Google Scholar 

  • Gutjahr WJ (2012) Runtime analysis of an evolutionary algorithm for stochastic multi-objective combinatorial optimization. Evol Comput 20:395–421

    Article  Google Scholar 

  • Gutjahr WJ (2014a) In: Schwindt C, Zimmermann J (eds) Handbook on project management and scheduling. Springer, Berlin

  • Gutjahr WJ (2014b) A three-objective optimization approach to cost effectiveness analysis under uncertainty. In: Operations research proceedings 2012, Selected Papers of the International Annual, Hannover, Germany, Sept. 5–7, 2012. Springer, Berlin, pp 239–246

  • Gutjahr WJ (2015) Bi-objective multi-mode project scheduling under risk aversion. Eur J Oper Res 246:421–434

    Article  Google Scholar 

  • Gutjahr WJ, Dzubur N (2016) Bi-objective bilevel optimization of distribution center locations considering user equilibria. In: Stefan H et al (eds) Transportation research Part E, vol. 85, pp 1–22

  • Gutjahr WJ, Pflug G (1996) Simulated annealing for noisy cost functions. J Global Optim 8:1–13

    Article  Google Scholar 

  • Gutjahr WJ, Rauner M (2007) An ACO algorithm for a dynamic regional nurse-scheduling problem in Austria. Comput Oper Res 34(3):642–666

    Article  Google Scholar 

  • Gutjahr WJ, Reiter P (2010) Bi-objective project portfolio selection and staff assignment under uncertainty. Optim J Math Program Oper Res 59:417–445

    Google Scholar 

  • Gutjahr WJ, Sebastiani G (2008) Runtime analysis of ant colony optimization with best-so-far reinforcement. Methodol Comput Appl Probab 10:409–433

    Article  Google Scholar 

  • Gutjahr WJ, Uchida G (2002) A branch-and-bound approach to the optimization of redundant software under failure correlation. Comput Oper Res 29:1773–1791

    Article  Google Scholar 

  • Gutjahr WJ, Hellmayr A, Pflug G (1999) Optimal stochastic single-machine tardiness scheduling by stochastic branch-and-bound. Eur J Oper Res 117:396–413

    Article  Google Scholar 

  • Gutjahr WJ, Strauss C, Wagner E (2000a) A stochastic branch-and-bound approach to activity crashing in project management. INFORMS J Comput 12:65–84

    Article  Google Scholar 

  • Gutjahr WJ, Strauss C, Toth M (2000b) Crashing of stochastic processes by sampling and optimization. Bus Process Manag J 6:65–84

    Article  Google Scholar 

  • Gutjahr W.J, Katzensteiner S, Reiter PA (2007) VNS algorithm for noisy problems and its application to project portfolio analysis. In: Hromkovic J et al (eds) Proceedings of SAGA 2007, stochastic algorithms: foundations and applications, Springer Lecture Notes in Computer Science 4665. Springer, Berlin, pp 93–104

  • Gutjahr WJ, Katzensteiner S, Reiter P, Stummer C, Denk M (2008) Competence-driven project portfolio selection, scheduling and staff assignment. CEJOR 16:281–306

    Article  Google Scholar 

  • Gutjahr WJ, Katzensteiner S, Reiter P, Stummer C, Denk M (2010) Multi-objective decision analysis for competence-oriented project portfolio selection. Eur J Oper Res 205:670–679

    Article  Google Scholar 

  • Hajek B (1988) Cooling schedules for optimal annealing. Math OR 13:311–329

    Article  Google Scholar 

  • Heimerl C, Kolisch R (2012) An efficient metaheuristic for integrated scheduling and staffing its projects based on a generalized minimum cost flow network. Naval Res Logist 59:111–127

    Article  Google Scholar 

  • Kallel L, Naudts B, Reeves CR (1998) Properites of tness functions and search landscapes. In: Kallel L, Naudts B, Rogers A (eds) Theoretical aspects of evolutionary computing. Springer, Berlin, pp 174–206

    Google Scholar 

  • Laumanns M, Thiele L, Deb K, Zitzler E (2002a) Combining convergence and diversity in evolutionary multi-objective optimization. Evol Comput 10:263–282

    Article  Google Scholar 

  • Laumanns M, Thiele L, Zitzler E, Welzl E, Deb K (2002b) Running time analysis of multi-objective evolutionary algorithms on pseudo-boolean functions. In: Conference on parallel problem solving from nature PPSN VII, LNCS 2439. Springer, Berlin, pp 44–53

  • Laumanns M, Thiele L, Zitzler E (2006) An efficient, adaptive parameter variation scheme for metaheuristics based on the epsilon-constraint method. Eur J Oper Res 169(3):932–942

    Article  Google Scholar 

  • Maniezzo V, Stuetzle T, Voss S (eds) (2009a) Matheuristics: hybridizing metaheuristics and mathematical programming. In: Series: annals of information systems, vol 10. Springer, Berlin

  • Maniezzo V, Voss S, Hansen P (eds) (2009b) Special Issue on mathematical contributions to metaheuristics. J Heurist 15(3): 197

  • Maniezzo V, Boschetti MA, Gutjahr WJ (2016) Stochastic real world warehouse premarshalling. In: Proceedings of matheuristics 2016, pp 100–103

  • Moder JJ, Philips CF, Davis EW (1983) Project management with CPM, PERT and precedence diagramming, 3rd edn. Nostrand, New York

    Google Scholar 

  • Norkin VI, Ermoliev YM, Ruszczynsky A (1998) On optimal allocation of indivisibles under uncertainty. Oper Res 46:381–395

    Article  Google Scholar 

  • Rath S, Gutjahr WJ (2014) A math-heuristic for the warehouse location routing problem in disaster relief. Comput Oper Res 42:25–39

    Article  Google Scholar 

  • Rath S, Gendreau M, Gutjahr WJ (2016) Bi-objective stochastic programming models for determining depot locations in disaster relief operations. Int Trans Oper Res 23:997–1023

    Article  Google Scholar 

  • Rauner M, Gutjahr WJ, Heidenberger K, Wagner J, Pasia J (2010) Dynamic policy modeling for chronic diseases: metaheuristic-based identification of pareto-optimal screening strategies. Oper Res 58:1269–1286

    Article  Google Scholar 

  • Reiter P, Gutjahr WJ (2012) Exact hybrid algorithms for solving a bi-objective vehicle routing problem. CEJOR 20:19–43

    Article  Google Scholar 

  • Schaffer JD (1985) Multiple objective optimization with vector evaluated genetic algorithm. In: Genetic algorithms and their applications, proceedings of the first international conference on genetic algorithms. Lawrence Erlbaum, Hillsdale, pp 93–100

  • Stummer C, Kiesling E, Gutjahr WJ (2009) A multicriteria decision support system for competence-driven project portfolio selection. Int J Inf Technol Decis Mak 8:379–401

    Article  Google Scholar 

  • Tricoire F, Graf A, Gutjahr WJ (2012) The bi-objective stochastic covering tour problem. Comput Oper Res 39:1582–1592

    Article  Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Department of Business Administration, University of Vienna, Vienna, Austria

    Karl F. Doerner

  2. Department of Informatics, University of Bologna, Bologna, Italy

    Vittorio Maniezzo

Authors
  1. Karl F. Doerner
    View author publications

    You can also search for this author in PubMed Google Scholar

  2. Vittorio Maniezzo
    View author publications

    You can also search for this author in PubMed Google Scholar

Corresponding author

Correspondence to Karl F. Doerner.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Doerner, K.F., Maniezzo, V. Metaheuristic search techniques for multi-objective and stochastic problems: a history of the inventions of Walter J. Gutjahr in the past 22 years. Cent Eur J Oper Res 26, 331–356 (2018). https://doi.org/10.1007/s10100-018-0522-2

Download citation

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10100-018-0522-2

Keywords

Search

Navigation