Convergence of orthogonal greedy algorithm with errors in projectors

A model of orthogonal greedy algorithm is proposed. This model allows one to consider computational errors and to study the stability of this algorithm with respect to errors in projections onto subspaces. A criterion for the convergence of orthogonal greedy expansion to the expanded element is given in terms of computational errors.     

A ranking model for the greedy algorithm and discrete convexity

Generalizing the idea of the Lovász extension of a set function and the discrete Choquet integral, we introduce a combinatorial model that allows us to define and analyze matroid-type greedy algorithms. The model is based on a real-valued function v on a (finite) family of sets which yields the constraints of a combinatorial linear program. Moreover, v gives rise to a ranking and selection procedure for the elements of the ground set N and thus implies a greedy algorithm for the linear program. It is proved that the greedy algorithm is guaranteed to produce primal and dual optimal solutions if and only if an associated functional on ${\mathbb{R}^N}$ is concave. Previous matroid-type greedy models are shown to fit into the present general context. In particular, a general model for combinatorial optimization under supermodular constraints is presented which guarantees the greedy algorithm to work.     

Applying the flow-capturing location-allocation model to an authentic network: Edmonton, Canada

Traditional location-allocation models aim to locate network facilities to optimally serve demand expressed as weights at nodes. For some types of facilities demand is not expressed at nodes, but as passing network traffic. The flow-capturing location-allocation model responds to this type of demand and seeks to maximize one-time exposure of such traffic to facilities. This new model has previously been investigated only with small and contrived problems. In this paper, we apply the flow-capturing location-allocation model to morning-peak traffic in Edmonton, Canada. We explore the effectiveness of exact, vertex substitution, and greedy solution procedures; the first two are computationally demanding, the greedy is very efficient and extremely robust. We hypothesize that the greedy algorithm's robustness is enhanced by the structured flow present in an authentic urban road network. The flow-capturing model was derived to overcome flow cannibalization, wasteful redundant flow-capturing; we demonstrate that this is an important consideration in an authentic network. We conclude that real-world testing is an important aspect of location model development.     

A modified greedy analysis pursuit algorithm for the cosparse analysis model

In the past decade, the sparse representation synthesis model has been deeply researched and widely applied in signal processing. Recently, a cosparse analysis model has been introduced as an interesting alternative to the sparse representation synthesis model. The sparse synthesis model pay attention to non-zero elements in a representation vector x, while the cosparse analysis model focuses on zero elements in the analysis representation vector Ωx. This paper mainly considers the problem of the cosparse analysis model. Based on the greedy analysis pursuit algorithm, by constructing an adaptive weighted matrix W _k?1, we propose a modified greedy analysis pursuit algorithm for the sparse recovery problem when the signal obeys the cosparse model. Using a weighted matrix, we fill the gap between greedy algorithm and relaxation techniques. The standard analysis shows that our algorithm is convergent. We estimate the error bound for solving the cosparse analysis model, and then the presented simulations demonstrate the advantage of the proposed method for the cosparse inverse problem.     

Random Sampling of Sparse Trigonometric Polynomials, II. Orthogonal Matching Pursuit versus Basis Pursuit

We investigate the problem of reconstructing sparse multivariate trigonometric polynomials from few randomly taken samples by Basis Pursuit and greedy algorithms such as Orthogonal Matching Pursuit (OMP) and Thresholding. While recovery by Basis Pursuit has recently been studied by several authors, we provide theoretical results on the success probability of reconstruction via Thresholding and OMP for both a continuous and a discrete probability model for the sampling points. We present numerical experiments, which indicate that usually Basis Pursuit is significantly slower than greedy algorithms, while the recovery rates are very similar.      

On the greedy walk problem

This note introduces a greedy walk on Poisson and Binomial processes, which is a close relative to the well-known greedy server model. Some open problems are presented.     

On the core of ordered submodular cost games

A general ordertheoretic linear programming model for the study of matroid-type greedy algorithms is introduced. The primal restrictions are given by so-called weakly increasing submodular functions on antichains. The LP-dual is solved by a Monge-type greedy algorithm. The model offers a direct combinatorial explanation for many integrality results in discrete optimization. In particular, the submodular intersection theorem of Edmonds and Giles is seen to extend to the case with a rooted forest as underlying structure. The core of associated polyhedra is introduced and applications to the existence of the core in cooperative game theory are discussed. Received: November 2, 1995 / Accepted: September 15, 1999?Published online February 23, 2000     

基于“货到人”拣选模式的储位分配问题研究

研究了“货到人”拣选模式下的储位分配问题,以订单拣选过程中搬运货架总时间最短为目标建立了整数非线性规划模型,并证明其为NP-hard问题,分别设计了求解模型的贪婪算法和单亲进化遗传算法。首先根据订单和物品的关联关系对物品进行聚类,基于聚类结果设计了求解模型的贪婪算法。然后设计了直接求解模型的单亲进化遗传算法,遗传算法中采用了0-1矩阵编码、多点基因倒位算子、单点基因突变算子和精英保留等策略,通过合理选取参数,能够很快求解出问题的近似最优解。最后利用模拟算例和一个具体实例进行计算,并对贪婪算法和遗传算法的求解时间和求解效果进行了比较分析。结果显示,对于小规模问题,两种算法均能在较短的时间内以很高的概率得到问题的全局最优解,对于中等规模的实际问题,利用两种算法得到的储位分配方案均优于企业目前采取的基于出库频率的储位分配方案,遗传算法得到的储位分配方案对应的货架搬运次数、货架搬运总时间等均优于贪婪算法。本文设计的遗传算法可以作为智能仓库管理信息系统的核心算法。     

基于背包模型的人员优化配置问题

运用背包模型解决油库人员在各岗位的优化配置问题,并运用贪婪算法进行求解.考虑到各人员的总工作时间的均衡性,运用反向排序的方法对原有的贪婪算法进行改进.最后,通过举例对两种算法进行评价.     

Optimal Solutions in the Multi-location Inventory System with Transshipments

We consider a single-period multi-location inventory system where inventory choices at each location are centrally coordinated. Transshipments are allowed as recourse actions in order to reduce the cost of shortage or surplus inventory after demands are realized. This problem has not been solved to optimality before for more than two locations with general cost parameters. In this paper we present a simple and intuitive model that enables us to characterize optimal inventory and transshipment policies for three and four locations as well. The insight gained from these analytical results leads us to examine the optimality conditions of a greedy transshipment policy. We show that this policy will be optimal for two and three locations. For the n location model we characterize the necessary and sufficient conditions on the cost structure for which the greedy transshipment policy will be optimal.      

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In this paper, we consider the ultra-high dimensional partially linear model, where the dimensionality p of linear component is much larger than the sample size n, and p can be as large as an exponential of the sample size n. Firstly, we transform the ultra-high dimensional partially linear model into the ultra-high dimensional linear model based the profile technique used in the semiparametric regression. Secondly, in order to finish the variable screening for high-dimensional linear component, we propose a variable screening method called as the profile greedy forward regression (PGFR) by combining the greedy algorithm with the forward regression (FR) method. The proposed PGFR method not only considers the correlation between the covariates, but also identifies all relevant predictors consistently and possesses the screening consistency property under the some regularity conditions. We further propose the BIC criterion to determine whether the selected model contains the true model with probability tending to one. Finally, some simulation studies and a real application are conducted to examine the finite sample performance of the proposed PGFR procedure.     

考虑商品数量和商品拣选成本的AGV智能仓库订单分批问题研究

AGV(Automated Guided Vehicle,自动导引车)智能仓库是一种基于“货到人”拣选模式的自动化仓库。本文考虑了订单中商品的需求量和货架上商品的存储量,以极小化货架搬运成本和商品拣选成本为目标,建立了AGV智能仓库订单分批问题的整数规划模型。本文针对订单分批问题的特点,提出了一种基于订单和货架交替选择的贪婪求解算法。对比CPLEX求解器的精确最优解,本文提出的贪婪算法的误差百分比不超过10%,平均误差百分比为5.38%;对比基于相似性的分批算法的求解结果,本文提出的贪婪算法不仅运算时间更短,解的质量也更好。进一步地,对比不考虑商品拣选成本的订单分批模型,本文提出的模型在不明显增加货架搬运成本的前提下,可以大幅度降低商品拣选成本。因此,在订单分批模型中考虑商品拣选成本是非常必要的。     

Asymptotic Analysis of a Greedy Heuristic for the Multi-Period Single-Sourcing Problem: The Acyclic Case

The multi-period single-sourcing problem that we address in this paper can be used as a tactical tool for evaluating logistics network designs in a dynamic environment. In particular, our objective is to find an assignment of customers to facilities, as well as the location, timing and size of production and inventory levels, that minimizes total assignment, production, and inventory costs. We propose a greedy heuristic, and prove that this greedy heuristic is asymptotically optimal in a probabilistic sense for the subclass of problems where the assignment of customers to facilities is allowed to vary over time. In addition, we prove a similar result for the subclass of problems where each customer needs to be assigned to the same facility over the planning horizon, and where the demand for each customer exhibits the same seasonality pattern. We illustrate the behavior of the greedy heuristic, as well as some improvements where the greedy heuristic is used as the starting point of a local interchange procedure, on a set of randomly generated test problems. These results suggest that the greedy heuristic may be asymptotically optimal even for the cases that we were unable to analyze theoretically.     

Greedy approaches for a class of nonlinear Generalized Assignment Problems

The traditional Generalized Assignment Problem (GAP) seeks an assignment of customers to facilities that minimizes the sum of the assignment costs while respecting the capacity of each facility. We consider a nonlinear GAP where, in addition to the assignment costs, there is a nonlinear cost function associated with each facility whose argument is a linear function of the customers assigned to the facility. We propose a class of greedy algorithms for this problem that extends a family of greedy algorithms for the GAP. The effectiveness of these algorithms is based on our analysis of the continuous relaxation of our problem. We show that there exists an optimal solution to the continuous relaxation with a small number of fractional variables and provide a set of dual multipliers associated with this solution. This set of dual multipliers is then used in the greedy algorithm. We provide conditions under which our greedy algorithm is asymptotically optimal and feasible under a stochastic model of the parameters.     

Super greedy type algorithms

We study greedy-type algorithms such that at a greedy step we pick several dictionary elements contrary to a single dictionary element in standard greedy algorithms. We call such greedy algorithms super greedy type algorithms. The super greedy type algorithms are computationally simpler than their analogues from the standard greedy algorithms. In this article, we propose the Weak Super Greedy Algorithm (WSGA) and the Weak Orthogonal Super Greedy Algorithm with Thresholding (WOSGAT). Their performance (rate of convergence) are studied as well under M-coherent dictionaries.     

有交货时间限制的大规模实用下料问题

研究的是有交货时间限制的单一原材料下料问题(规模较大).对于一维下料问题,本文得到一个有各自交货时间的模型.针对该模型提出一种新的算法:DP贪婪算法.计算结果是总用料800根即可完成需求任务,材料利用率为99.6%.对于二维下料问题,在一维的基础上建立了二维的求解模型,运用我们自己设计的降维思想结合一维的DP贪婪算法,给出解决该模型的算法.计算结果是总用料451块即可完成需求任务,材料利用率位99.2%.算法设计时考虑了普遍的情况,所以算法在解决大多数实际下料问题,特别是大规模下料问题时是切实有效的.     

On some new types of greedy chains and greedy linear extensions of partially ordered sets

Two new types of greedy chains, strongly and semi-strongly greedy, in posets are defined and their role in solving the jump number problem is discussed in this paper. If a poset P contains a strongly greedy chain C then C may be taken as the first chain in an optimal linear extension of P. If a poset P has no strongly greedy chains then it contains an optimal linear extension which starts with a semi-strongly greedy chain. Hence, every poset has an optimal linear extension which consists of strongly and semi-strongly greedy chains. Algorithmic issues of finding such linear extensions are discussed elsewhere (Syslo, 1987, 1988), where we provide a very efficient method for solving the jump number problem which is polynomial in the class of posets whose arc representations contain a bounded number of dummy arcs. In another work, the author has recently demonstrated that this method restricted to interval orders gives rise to 3/2-approximation algorithm for such posets.     

求解社区项目博弈的一种改进贪婪算法研究

针对社区项目博弈的一般模型,应用贪婪算法求解项目博弈的近似社会最优指派,给出参与者重加权分配机制,证明贪婪算法求得的指派恰好是非合作项目博弈的一个纳什均衡.定义控制参数,给出边际效益后悔值定义,利用后悔值改进了贪婪算法,证明基于后悔值贪婪算法求得的指派是非合作项目博弈的一个纳什均衡.通过数值仿真实验发现,与模拟退火算法比较,贪婪算法能够得到更好的社会效益,而且基于后悔值贪婪算法比贪婪算法得到更好的社会效益.     

一类人员招聘问题的算法研究

在人员招聘工作中,通常有招聘总人数和各部门最低录取人数要求等限制。针对给定的限制条件,本文给出了一类人员招聘问题的数学模型。考虑招聘过程中固定指标为0和机动指标为0的特殊情形,分别给出了相应模型的贪婪算法和匈牙利指派算法,在此基础上给出了求解该问题的一种基于指派问题的一般算法,并对相应的算法的最优性给出了证明,算法的复杂度仅为O(m3)。以公务员招聘的实际算例验证,模型能合理地满足招聘单位的实际需求。     

A greedy algorithm for partition of unity collocation method in pricing American options

A greedy algorithm in combination with radial basis functions partition of unity collocation (GRBF‐PUC) scheme is used as a locally meshless method for American option pricing. The radial basis function partition of unity method (RBF‐PUM) is a localization technique. Because of having interpolation matrices with large condition numbers, global approximants and some local ones suffer from instability. To overcome this, a greedy algorithm is added to RBF‐PUM. The greedy algorithm furnishes a subset of best nodes among the points X. Such nodes are then used as points of trial in a locally supported RBF approximant for each partition. Using of greedy selected points leads to decreasing the condition number of interpolation matrices and reducing the burdensome in pricing American options.