A simple Tabu Search method to solve the mixed-integer linear bilevel programming problem

Multilevel programming is characterized as mathematical programming to solve decentralized planning problems. The models partition control over decision variables among ordered levels within a hierarchical planning structure of which the linear bilevel form is a special case of a multilevel programming problem. In a system with such a hierarchical structure, the high-level decision making situations generally require inclusion of zero-one variables representing ‘yes-no’ decisions. We provide a mixed-integer linear bilevel programming formulation in which zero-one decision variables are controlled by a high-level decision maker and real-value decision variables are controlled by a low-level decision maker. An algorithm based on the short term memory component of Tabu Search, called Simple Tabu Search, is developed to solve the problem, and two supplementary procedures are proposed that provide variations of the algorithm. Computational results disclose that our approach is effective in terms of both solution quality and efficiency.     

An algebraic translation task solved by grade 7–9 students

In this study, the author examined student attempts to translate a verbal problem into an algebraic statement relating two variables, after they had solved an arithmetic question from the same problem. A total of 645 students from New England (U.S.A.) answered the problem on a mathematics assessment administered at the beginning of the school year. Among students who could solve the arithmetic part of the problem, the use of variables in the correct conventional notation appeared from grade 7 and continuously increased through grade 9. These results suggest that there is a relationship between students’ arithmetic understanding and translating verbal problems into algebraic statements relating two variables.     

An ILP model with logical constraints for mail sorting facility selection

This paper studies a facility selection problem which is generalised from the design of a mail sorting system with multiple input and output. The problem is formulated as a 0–1 integer linear programming (ILP) problem with logical constraints. We show how the logical constraints can be embedded into a ILP model. We compare three strategies for handling logical relations: (1) explicitly as added linear constraints; (2) implicitly as symbolic constraints; and (3) a combination of the two. The effectiveness of computations under different strategies are shown.     

Subalternation and existence presuppositions in an unconventionally formalized canonical square of opposition

An unconventional formalization of the canonical (Aristotelian-Boethian) square of opposition in the notation of classical symbolic logic secures all but one of the canonical square’s grid of logical interrelations between four A-E-I-O categorical sentence types. The canonical square is first formalized in the functional calculus in Frege’s Begriffsschrift, from which it can be directly transcribed into the syntax of contemporary symbolic logic. Difficulties in received formalizations of the canonical square motivate translating I categoricals, ‘Some S is P’, into symbolic logical notation, not conjunctively as \({\exists x[Sx\wedge Px]}\), but unconventionally instead in an ontically neutral conditional logical symbolization, as \({\exists x[Sx\rightarrow Px]}\). The virtues and drawbacks of the proposal are compared at length on twelve grounds with the explicit existence expansion of A and E categoricals as the default strategy for symbolizing the canonical square preserving all original logical interrelations.     

一种基于协同信息的团队伙伴选择方法

针对基于协同信息的团队伙伴选择问题,提出了一种决策分析方法。首先,给出了伙伴间的协同关系及基于协同信息的团队伙伴选择问题的描述;然后,构建了基于协同信息的团队伙伴选择的数学模型,该模型属于0-1二次整数规划问题,也是NP-hard问题,为了求解该问题,简要阐述了将0-1二次整数规划问题转化为0-1线性整数规划问题的方法;最后,通过一个实例分析说明了本文提出方法的可行性和有效性。     

Zero-one integer programs with few constraints —Lower bounding theory

The zero-one integer programming problem and its special case, the multiconstraint knapsack problem frequently appear as subproblems in many combinatorial optimization problems. We present several methods for computing lower bounds on the optimal solution of the zero-one integer programming problem. They include Lagrangean, surrogate and composite relaxations. New heuristic procedures are suggested for determining good surrogate multipliers. Based on theoretical results and extensive computational testing, it is shown that for zero-one integer problems with few constraints surrogate relaxation is a viable alternative to the commonly used Lagrangean and linear programming relaxations. These results are used in a follow up paper to develop an efficient branch and bound algorithm for solving zero-one integer programming problems.     

A Remark on the Computation of Optimum Media Schedules

The media scheduling problem of Ellis is transformed into an integer linear programming problem in zero-one variables. The transformed problem is recognized as the knapsack problem and exact and approximate algorithms are proposed.     

A Method for Single Facility Multiple Products Scheduling

The single facility multiple products scheduling problem is formulated into a multiperiod mathematical programming model with zero-one variables. An algorithm to solve the scheduling problem by using the concept of state vectors of dynamic programming is described. An example of application of the model and the algorithm is also presented. It has been found that a suitable selection of a state vector reduces greatly the dimensionality of the problem     

Convergence of a continuous approach for zero-one programming problems

In this paper a new continuous formulation for the zero-one programming problem is presented, followed by an investigation of the algorithm for it. This paper first reformulates the zero-one programming problem as an equivalent mathematical programs with complementarity constraints, then as a smooth ordinary nonlinear programming problem with the help of the Fischer-Burmeister function. After that the augmented Lagrangian method is introduced to solve the resulting continuous problem, with optimality conditions for the non-smooth augmented Lagrangian problem derived on the basis of approximate smooth variational principle, and with convergence properties established. To our benefit, the sequence of solutions generated converges to feasible solutions of the original problem, which provides a necessary basis for the convergence results.     

Reformulation of mathematical programming problems as linear complementarity problems and investigation of their solution methods

A family of complementarity problems is defined as extensions of the well-known linear complementarity problem (LCP). These are:

一类特殊二维0-1规划的广义指派模型求解

二维0-1整数规划模型应用广泛,对广义指派问题的研究,解决了一些二维0-1整数规划问题.但有些实际问题具有特殊上限约束,目前还没有对应的方法.针对该实际情形,本文建立了相应的数学模型,利用对指派模型的推广,求得问题最优解,从理论上解决了这一类特殊约束二维0-1整数规划的最优解求取问题.并通过算例说明了方法的使用.     

Integrated exact,hybrid and metaheuristic learning methods for confidentiality protection

A vital task facing government agencies and commercial organizations that report data is to represent the data in a meaningful way and simultaneously to protect the confidentiality of critical components of this data. The challenge is to organize and disseminate data in a form that prevents such critical components from being inferred by groups bent on corporate espionage, to gain competitive advantages, or having a desire to penetrate the security of the information underlying the data. Controlled tabular adjustment is a recently developed approach for protecting sensitive information by imposing a special form of statistical disclosure limitation on tabular data. The underlying model gives rise to a mixed integer linear programming problem involving both continuous and discrete (zero-one) variables. We develop stratified ordered (s-ordered) heuristics and a new meta-heuristic learning approach for solving this model, and compare their performance to previous heuristics and to an exact algorithm embodied in the state-of-the-art ILOG- CPLEX software. Our new approaches are based on partitioning the problem into its discrete and continuous components, first creating an s-ordered heuristic that reduces the number of binary variables through a grouping procedure that combines an exact mathematical programming model with constructive heuristics. To gain further advantages we then replace the mathematical programming model with an evolutionary scatter search approach that makes it possible to extend the method to large problems with over 9000 entries. Finally, we introduce a new metaheuristic learning method that significantly improves the quality of solutions obtained.     

Linear and quadratic programming approaches for the general graph partitioning problem

The graph partitioning problem is to partition the vertex set of a graph into a number of nonempty subsets so that the total weight of edges connecting distinct subsets is minimized. Previous research requires the input of cardinalities of subsets or the number of subsets for equipartition. In this paper, the problem is formulated as a zero-one quadratic programming problem without the input of cardinalities. We also present three equivalent zero-one linear integer programming reformulations. Because of its importance in data biclustering, the bipartite graph partitioning is also studied. Several new methods to determine the number of subsets and the cardinalities are presented for practical applications. In addition, hierarchy partitioning and partitioning of bipartite graphs without reordering one vertex set, are studied.     

Mathematical programming based heuristics for the 0–1 MIP: a survey

The 0–1 mixed integer programming problem is used for modeling many combinatorial problems, ranging from logical design to scheduling and routing as well as encompassing graph theory models for resource allocation and financial planning. This paper provides a survey of heuristics based on mathematical programming for solving 0–1 mixed integer programs (MIP). More precisely, we focus on the stand-alone heuristics for 0–1 MIP as well as those heuristics that use linear programming techniques or solve a series of linear programming models or reduced problems, deduced from the initial one, in order to produce a high quality solution of a considered problem. Our emphasis will be on how mathematical programming techniques can be used for approximate problem solving, rather than on comparing performances of heuristics.     

Inequalities involving partial derivatives

This paper presents a method for obtaining closed form solutions to serial and nonserial dynamic programming problems with quadratic stage returns and linear transitions. Global parametric optimum solutions can be obtained regardless of the convexity of the stage returns. The closed form solutions are developed for linear, convex, and nonconvex quadratic returns, as well as the procedure for recursively solving each stage of the problem. Dynamic programming is a mathematical optimization technique which is especially powerful for certain types of problems. This paper presents a procedure for obtaining analytical solutions to a class of dynamic programming problems. In addition, the procedure has been programmed on the computer to facilitate the solution of large problems.     

Linear,Integer, Separable and Fuzzy Programming Problems: A Unified Approach towards Reformulation

For mathematical programming (MP) to have greater impact as a decision tool, MP software systems must offer suitable support in terms of model communication and modelling techniques. In this paper, modelling techniques that allow logical restrictions to be modelled in integer programming terms are described, and their implications discussed. In addition, it is illustrated that many classes of non-linearities which are not variable separable may be, after suitable algebraic manipulation, put in a variable separable form. The methods of reformulating the fuzzy linear programming problem as a max-min problem is also introduced. It is shown that analysis of bounds plays a key role in the following four important contexts: model reduction, reformulation of logical restrictions as 0-1 mixed integer programmes, reformulation of non-linear programmes as variable separable programmes and reformulation of fuzzy linear programmes. It is observed that, as well as incorporating an interface between the modeller and the optimizer, there is a need to make available to the modeller software facilities which support the model reformulation techniques described here.     

An improved linearization strategy for zero-one quadratic programming problems

We present a new linearized model for the zero-one quadratic programming problem, whose size is linear in terms of the number of variables in the original nonlinear problem. Our derivation yields three alternative reformulations, each varying in model size and tightness. We show that our models are at least as tight as the one recently proposed in [7], and examine the theoretical relationship of our models to a standard linearization of the zero-one quadratic programming problem. Finally, we demonstrate the efficacy of solving each of these models on a set of randomly generated test instances.     

An algorithm for the multiple objective integer linear programming problem

A technique is presented for solving the multiple objective integer linear programming problem. The technique can be used to identify some or all efficient solutions. While the technique is applicable with any integer programming algorithm, it is well suited for implementation using integer postoptimality techniques. Such an implementation, based on Balas' Additive algorithm, is described for problems with zero-one variables.     

Symbolic integration of logic in MILP branch and bound methods for the synthesis of process networks

This paper deals with the branch and bound solution of process synthesis problems that are modelled as mixed-integer linear programming (MILP) problems. The symbolic integration of logic relations between potential units in a process network is proposed in the LP based branch and bound method to expedite the search for the optimal solution. The objective of this integration is to reduce the number of nodes that must be enumerated by using the logic to decide on the branching of variables and to determine by symbolic inference whether additional variables can be fixed at each node. The important feature of this approach is that it does not require additional constraints in the MILP and the logic can be systematically generated for process networks. Strategies for performing the integration are proposed that use the disjunctive and conjunctive normal form representations of the logic, respectively. Computational results will be presented to illustrate that substantial savings can be achieved.