M What is a Heuristic? 6899 E508 A Heuristic is simply a rule of thumb that hopefully will find a good answer Why use a Heuristic? Heuristics are typically used to solve complex(large, nonlinear, nonconvex (ie contain many local minima)) multivariate combinatorial optimization problems that are difficult to solve to optimality Unlike gradient-based methods such as the simplex algorithm)in a convex trade space, heuristics are NoT guaranteed to find the true global optimal solution in a single objective problem, but should find many good solutions( the mathematician's answer Vs the engineer's answer) Heuristics are good at dealing with local optima without getting stuck in them while searching for the global optimum Reference: Schulz, A.S., " Metaheuristics, 15.057 Systems Optimization Course Notes, MIT, 1999 O Massachusetts Institute of Technology-Dr. Cyrus D Jilla& Prof. Olivier de Weck Engineering Systems Division and Dept of Aeronautics& AstronauticsWhat is a Heuristic? What is a Heuristic? • A Heuristic is simply a rule of thumb that hopefully will find a good answer. • Why use a Heuristic? – Heuristics are typically used to solve complex (large, nonlinear, nonconvex (ie. contain many local minima)) multivariate combinatorial optimization problems that are difficult to solve to optimality. • Unlike gradient-based methods (such as the simplex algorithm) in a convex trade space, heuristics are NOT guaranteed to find the true global optimal solution in a single objective problem, but should find many good solutions (the mathematician's answer vs. the engineer’s answer) • Heuristics are good at dealing with local optima without getting stuck in them while searching for the global optimum. • Reference: – Schulz, A.S., “Metaheuristics,” 15.057 Systems Optimization Course Notes, MIT, 1999. © Massachusetts Institute of Technology – Dr. Cyrus D. Jilla & Prof. Olivier de Weck Engineering Systems Division and Dept. of Aeronautics & Astronautics 3