线性规划Karmarkar算法的一种改进算法及其数值检验

本文给出求解线性规划问题的一种改进的Karmarkar算法IKA.本算法通过施行仿射变换,将已给定的一个可行内点,变成另一空间可行域中所有分量为1的点e,然后从e出发,沿梯度方向进行一维搜索,使问题的目标函数单调下降,并收敛于最优值,因而不需假定目标函数最优值为已知.几个有数百个约束方程和变量的实际算例表明本算法比Karmarkar算法有效.     

An algorithm and upper bounds for the weighted maximal planar graph problem

In this paper, we investigate the weighted maximal planar graph (WMPG) problem. Given a complete, edge-weighted, simple graph, the WMPG problem involves finding a subgraph with the highest sum of edge weights that is maximal planar, namely, it can be embedded in the plane without any of its edges intersecting, and no additional edge can be added to the subgraph without violating its planarity. We present a new integer linear programming (ILP) model for this problem. We then develop a cutting-plane algorithm to solve the WMPG problem based on the proposed ILP model. This algorithm enables the problem to be solved more efficiently than previously reported algorithms. New upper bounds are also provided, which are useful in evaluating the quality of heuristic solutions or in generating initial solutions for meta-heuristics. Computational results are reported for a set of 417 test instances of size varying from 6 to 100 nodes including 105 instances from the literature and 312 randomly generated instances. The computational results indicate that instances with up to 24 nodes can be solved optimally in reasonable computational time and the new upper bounds for larger instances significantly improve existing upper bounds.     

Regular-SAT: A many-valued approach to solving combinatorial problems

Regular-SAT is a constraint programming language between CSP and SAT that—by combining many of the good properties of each paradigm—offers a good compromise between performance and expressive power. Its similarity to SAT allows us to define a uniform encoding formalism, to extend existing SAT algorithms to Regular-SAT without incurring excessive overhead in terms of computational cost, and to identify phase transition phenomena in randomly generated instances. On the other hand, Regular-SAT inherits from CSP more compact and natural encodings that maintain more the structure of the original problem. Our experimental results—using a range of benchmark problems—provide evidence that Regular-SAT offers practical computational advantages for solving combinatorial problems.     

An optimal solution to a three echelon supply chain network with multi-product and multi-period

Recently, Kadadevaramath et al. (2012) [1] presented a mathematical model for optimizing a three echelon supply chain network. Their model is an integer linear programming (ILP) model. In order to solve it, they developed five algorithms; four of them are based on a particle swarm optimization (PSO) method and the other is a genetic algorithm (GA). In this paper, we develop a more general mathematical model that contains the model developed by Kadadevaramath et al. (2012) [1]. Furthermore, we show that all instances proved in Kadadevaramath et al. (2012) [1] can easily be solved optimally by any integer linear programming solver.     

The bounds of feasible space on constrained nonconvex quadratic programming

This paper presents a method to estimate the bounds of the radius of the feasible space for a class of constrained nonconvex quadratic programmings. Results show that one may compute a bound of the radius of the feasible space by a linear programming which is known to be a P$P$-problem [N. Karmarkar, A new polynomial-time algorithm for linear programming, Combinatorica 4 (1984) 373–395]. It is proposed that one applies this method for using the canonical dual transformation [D.Y. Gao, Canonical duality theory and solutions to constrained nonconvex quadratic programming, J. Global Optimization 29 (2004) 377–399] for solving a standard quadratic programming problem.     

Modification of Karmarkar’s projective scaling algorithm

This paper presents a new conversion technique of the standard linear programming problem into a homogenous form desired for the Karmarkar’s algorithm, where we employed the primal–dual method. The new converted linear programming problem provides initial basic feasible solution, simplex structure, and homogenous matrix. Apart from the transformation, Hooker’s method of projected direction is employed in the Karmarkar’s algorithm and the modified algorithm is presented. The modified algorithm has a faster convergence with a suitable choice of step size.     

Hybrid simulated annealing and MIP-based heuristics for stochastic lot-sizing and scheduling problem in capacitated multi-stage production system

This paper addresses lot sizing and scheduling problem of a flow shop system with capacity constraints, sequence-dependent setups, uncertain processing times and uncertain multi-product and multi-period demand. The evolution of the uncertain parameters is modeled by means of probability distributions and chance-constrained programming (CCP) theory. A new mixed-integer programming (MIP) model with big bucket time approach is proposed to formulate the problem. Due to the complexity of problem, two MIP-based heuristics with rolling horizon framework named non-permutation heuristic (NPH) and permutation heuristic (PH) have been performed to solve this model. Also, a hybrid meta-heuristic based on a combination of simulated annealing, firefly algorithm and proposed heuristic for scheduling is developed to solve the problem. Additionally, Taguchi method is conducted to calibrate the parameters of the meta-heuristic and select the optimal levels of the algorithm’s performance influential factors. Computational results on a set of randomly generated instances show the efficiency of the hybrid meta-heuristic against exact solution algorithm and heuristics.     

不等式约束二次规划的一新算法

文献[1]提出了一般等式约束非线性规划问题一种求解途径．文献[2]应用这一途径给出了等式约束二次规划问题的一种算法，本文在文献[1]和[2]的基础上对不等式约束二次规划问题提出了一种新算法．     

Partial Lagrangian relaxation for the unbalanced orthogonal Procrustes problem

Based on a novel reformulation of the feasible region, we propose and analyze a partial Lagrangian relaxation approach for the unbalanced orthogonal Procrustes problem (UOP). With a properly selected Lagrangian multiplier, the Lagrangian relaxation (LR) is equivalent to the recent matrix lifting semidefinite programming relaxation (MSDR), which has much more variables and constraints. Numerical results show that (LR) is solved more efficiently than (MSDR). Moreover, based on the special structure of (LR), we successfully employ the well-known Frank–Wolfe algorithm to efficiently solve very large instances of (LR). The rate of the convergence is shown to be independent of the row-dimension of the matrix variable of (UOP). Finally, motivated by (LR), we propose a Lagrangian heuristic for (UOP). Numerical results show that it can efficiently find the global optimal solutions of some randomly generated instances of (UOP).     

A variable-metric variant of the Karmarkar algorithm for linear programming

The most time-consuming part of the Karmarkar algorithm for linear programming is the projection of a vector onto the nullspace of a matrix that changes at each iteration. We present a variant of the Karmarkar algorithm that uses standard variable-metric techniques in an innovative way to approximate this projection. In limited tests, this modification greatly reduces the number of matrix factorizations needed for the solution of linear programming problems. Research sponsored by DOE DE-AS05-82ER13016, ARO DAAG-29-83-K-0035, AFOSR 85-0243. Research sponsored by ARO DAAG-29-83-K-0035, AFOSR 85-0243, Shell Development Company.     

Integer programming formulations for the minimum weighted maximal matching problem

Given an undirected graph, the problem of finding a maximal matching that has minimum total weight is NP-hard. This problem has been studied extensively from a graph theoretical point of view. Most of the existing literature considers the problem in some restricted classes of graphs and give polynomial time exact or approximation algorithms. On the contrary, we consider the problem on general graphs and approach it from an optimization point of view. In this paper, we develop integer programming formulations for the minimum weighted maximal matching problem and analyze their efficacy on randomly generated graphs. We also compare solutions found by a greedy approximation algorithm, which is based on the literature, against optimal solutions. Our results show that our integer programming formulations are able to solve medium size instances to optimality and suggest further research for improvement.     

A competitive and cooperative approach to propositional satisfiability

Propositional satisfiability (SAT) has attracted considerable attention recently in both Computer Science and Artificial Intelligence, and a lot of algorithms have been developed for solving SAT. Each SAT solver has strength and weakness, and it is difficult to develop a universal SAT solver which can efficiently solve a wide range of SAT instances. We thus propose parallel execution of SAT solvers each of which individually solves the same SAT instance simultaneously. With this competitive approach, a variety of SAT instances can be solved efficiently in average. We then consider a cooperative method for solving SAT by exchanging lemmas derived by conflict analysis among different SAT solvers. To show the usefulness of our approach, we solve SATLIB benchmark problems, planning benchmark problems as well as the job-shop scheduling problem with good performance. The system has been implemented in Java with both systematic and stochastic solvers.     

A new efficient short-step projective interior point method for linear programming

In this paper, we are interested in the performance of Karmarkar’s projective algorithm for linear programming. We propose a new displacement step to accelerate and improve the convergence of this algorithm. This purpose is confirmed by numerical experimentations showing the efficiency and the robustness of the obtained algorithm over Schrijver’s one for small problem dimensions.     

An efficient algorithm for linear programming

A simple but efficient algorithm is presented for linear programming. The algorithm computes the projection matrix exactly once throughout the computation unlike that of Karmarkar’s algorithm where in the projection matrix is computed at each and every iteration. The algorithm is best suitable to be implemented on a parallel architecture. Complexity of the algorithm is being studied.     

An Exact Method for Fractional Goal Programming

Goal Programming with fractional objectives can be reduced to mathematical programming with a linear objective under linear and quadratic constraints, thus optimal solutions can be obtained by using existing Global Optimization techniques. However, only heuristic procedures are suggested in the literature on the field. In this note we explore the practical applicability of a recent algorithm for nonconvex quadratic programming with quadratic constraints for this problem. Encouraging computational experiences for randomly generated instances with up to 14 fractional objectives are presented.     

A hybrid imperialist competitive algorithm for minimizing makespan in a multi-processor open shop

In this paper a new mixed-integer linear programming (MILP) model is proposed for the multi-processor open shop scheduling (MPOS) problems to minimize the makespan with considering independent setup time and sequence dependent removal time. A hybrid imperialist competitive algorithm (ICA) with genetic algorithm (GA) is presented to solve this problem. The parameters of the proposed algorithm are tuned by response surface methodology (RSM). The performance of the algorithm to solve small, medium and large sized instances of the problem is evaluated by introducing two performance metrics. The quality of obtained solutions is compared with that of the optimal solutions for small sized instances and with the lower bounds for medium sized instances. Also some computational results are presented for large sized instances.     

Generating hard instances for robust combinatorial optimization

While research in robust optimization has attracted considerable interest over the last decades, its algorithmic development has been hindered by several factors. One of them is a missing set of benchmark instances that make algorithm performance better comparable, and makes reproducing instances unnecessary. Such a benchmark set should contain hard instances in particular, but so far, the standard approach to produce instances has been to sample values randomly from a uniform distribution.In this paper we introduce a new method to produce hard instances for min-max combinatorial optimization problems, which is based on an optimization model itself. Our approach does not make any assumptions on the problem structure and can thus be applied to any combinatorial problem. Using the Selection and Traveling Salesman problems as examples, we show that it is possible to produce instances which are up to 500 times harder to solve for a mixed-integer programming solver than the current state-of-the-art instances.     

An efficient genetic algorithm for single row facility layout

The single row facility layout is the NP-Hard problem of arranging facilities with given lengths on a line, so as to minimize the weighted sum of the distances between all pairs of facilities. Owing to its computational complexity, researchers have developed several heuristics to obtain good quality solutions. In this paper, we present a genetic algorithm called GENALGO to solve large single row facility layout problem instances. Our algorithm uses standard genetic operators and periodically improves the fitness of all individuals. Our computational experiments show that our genetic algorithm yields high quality solutions in spite of starting with an initial population that is randomly generated. Our algorithm improves the previously best known solutions for the 19 instances of 58 benchmark instances and is competitive for most of the remaining ones.     

Analysis and Solving SAT and MAX-SAT Problems Using an L-partition Approach

In this paper, we study SAT and MAX-SAT using the integer linear programming models and L-partition approach. This approach can be applied to analyze and solve many discrete optimization problems including location, covering, scheduling problems. We describe examples of SAT and MAX-SAT families for which the cardinality of L-covering of the relaxation polytope grows exponentially with the number of variables. These properties are useful in analysis and development of algorithms based on the linear relaxation of the problems. Besides we present the L-class enumeration algorithm for SAT using the L-partition approach. In addition we consider an application of this algorithm to construct exact algorithm and local search algorithms for the MAX-SAT problem.     

A modified nearly exact method for solving low-rank trust region subproblem

In this paper, we first discuss how the nearly exact (NE) method proposed by Moré and Sorensen [14] for solving trust region (TR) subproblems can be modified to solve large-scale “low-rank” TR subproblems efficiently. Our modified algorithm completely avoids computation of Cholesky factorizations by instead relying primarily on the Sherman–Morrison–Woodbury formula for computing inverses of “diagonal plus low-rank” type matrices. We also implement a specific version of the modified log-barrier (MLB) algorithm proposed by Polyak [17] where the generated log-barrier subproblems are solved by a trust region method. The corresponding direction finding TR subproblems are of the low-rank type and are then solved by our modified NE method. We finally discuss the computational results of our implementation of the MLB method and its comparison with a version of LANCELOT [5] based on a collection extracted from CUTEr [12] of nonlinear programming problems with simple bound constraints.