Multi-agent single machine scheduling

We consider the scheduling problems arising when several agents, each owning a set of nonpreemptive jobs, compete to perform their respective jobs on one shared processing resource. Each agent wants to minimize a certain cost function, which depends on the completion times of its jobs only. The cost functions we consider in this paper are maximum of regular functions (associated with each job), number of late jobs and total weighted completion time. The different combinations of the cost functions of each agent lead to various problems, whose computational complexity is analysed in this paper. In particular, we investigate the problem of finding schedules whose cost for each agent does not exceed a given bound for each agent.     

有预算限制的最大多种物资流问题

研究有预算限制的最大多种物资流问题,给出了这个问题的不依赖物资数k的全多项式时间近似算法,其算法复杂性是O~(-ε2m2).同时,利用有预算限制的最大多种物资流问题的研究结果,我们也得到了费用最小的最大多种物资流问题的近似算法和算法复杂性.     

Knapsack with variable weights satisfying linear constraints

We introduce a variant of the knapsack problem, in which the weights of items are also variables but must satisfy a system of linear constraints, and the capacity of knapsack is given and known. We discuss two models: (1) the value of each item is given; (2) the value-to-weight ratio of each item is given. The goal is to determine the weight of each item, and to find a subset of items such that the total weight is no more than the capacity and the total value is maximized. We provide several practical application scenarios that motivate our study, and then investigate the computational complexity and corresponding algorithms. In particular, we show that if the number of constraints is a fixed constant, then both problems can be solved in polynomial time. If the number of constraints is an input, then we show that the first problem is NP-Hard and cannot be approximated within any constant factor unless \(\mathrm{P}= \mathrm{NP}\), while the second problem is NP-Hard but admits a polynomial time approximation scheme. We further propose approximation algorithms for both problems, and extend the results to multiple knapsack cases with a fixed number of knapsacks and identical capacities.     

A CAPACITY EXPANSION PROBLEM WITH BUDGET CONSTRAINT AND BOTTLENECK LIMITATION

1 IntroductionIn [2] tl1e authors considered a type of coustrained maximim capacity path problem whichcan be described briefly as: kuowing the costs for expallding one unit of capacity along differentedge8 of a l1etwork aud the availabIe budget, how to iucrease the caparities of the edges so thattlle capasity between any pair of nodes in the lletwork can be raised unifornily to the maximumextent? As the total cost is a summation of the expansion costs on all edges, this problem i8related to mi…     

Unrelated parallel-machine scheduling with position-dependent deteriorating jobs and resource-dependent processing time

This paper is to analyze unrelated parallel-machine scheduling resource allocation problems with position-dependent deteriorating jobs. Two general resource consumption functions, the linear and convex resource, are investigated. The objectives are to minimize the cost function that includes the weights of total load, total completion time, total absolute deviation of completion time, and total resource cost. Moreover, we try to minimize the cost function that includes the weights of total load, total waiting time, total absolute deviation of waiting time, and total resource cost. Although each job processing time can be compressed through incurring an additional cost, we show that the problems are polynomial time solvable when the number of machines is fixed.     

Multi-Item, Multi-Facility Supply Chain Planning: Models, Complexities, and Algorithms

We propose a planning model for products manufactured across multiple manufacturing facilities sharing similar production capabilities. The need for cross-facility capacity management is most evident in high-tech industries that have capital-intensive equipment and a short technology life cycle. We propose a multicommodity flow network model where each commodity represents a product and the network structure represents manufacturing facilities in the supply chain capable of producing the products. We analyze in depth the product-level (single-commodity, multi-facility) subproblem when the capacity constraints are relaxed. We prove that even the general-cost version of this uncapacitated subproblem is NP-complete. We show that there exists an optimization algorithm that is polynomial in the number of facilities, but exponential in the number of periods. We further show that under special cost structures the shortest-path algorithm could achieve optimality. We analyze cases when the optimal solution does not correspond to a source-to-sink path, thus the shortest path algorithm would fail. To solve the overall (multicommodity) planning problem we develop a Lagrangean decomposition scheme, which separates the planning decisions into a resource subproblem, and a number of product-level subproblems. The Lagrangean multipliers are updated iteratively using a subgradient search algorithm. Through extensive computational testing, we show that the shortest path algorithm serves as an effective heuristic for the product-level subproblem (a mixed integer program), yielding high quality solutions with only a fraction (roughly 2%) of the computer time.     

WDM网络中的排序与波长分配问题的一个多项式时间近似方案

本文考虑基于波分复用技术 (WDM)的光学网络中的排序与波长分配问题 .在波长数目固定的情况下 ,我们证明此问题是NP 困难问题 ,并且给出一个多项式时间近似方案 .若波长数目不固定 ,我们证明此问题不存在多项式时间近似方案     

Hybrid co-evolutionary particle swarm optimization and noising metaheuristics for the delay constrained least cost path problem

This paper presents a co-evolutionary particle swarm optimization (PSO) algorithm, hybridized with noising metaheuristics, for solving the delay constrained least cost (DCLC) path problem, i.e., shortest-path problem with a delay constraint on the total “cost” of the optimal path. The proposed algorithm uses the principle of Lagrange relaxation based aggregated cost. It essentially consists of two concurrent PSOs for solving the resulting minimization-maximization problem. The main PSO is designed as a hybrid PSO-noising metaheuristics algorithm for efficient global search to solve the minimization part of the DCLC-Lagrangian relaxation by finding multiple shortest paths between a source-destination pair. The auxiliary/second PSO is a co-evolutionary PSO to obtain the optimal Lagrangian multiplier for solving the maximization part of the Lagrangian relaxation problem. For the main PSO, a novel heuristics-based path encoding/decoding scheme has been devised for representation of network paths as particles. The simulation results on several networks with random topologies illustrate the efficiency of the proposed hybrid algorithm for the constrained shortest path computation problems.     

Two-agent scheduling to minimize the total cost

Two agents, each having his own set of jobs, compete to perform their own jobs on a common processing resource. Each job of the agents has a weight that specifies its importance. The cost of the first agent is the maximum weighted completion time of his jobs while the cost of the second agent is the total weighted completion time of his jobs. We consider the scheduling problem of determining the sequence of the jobs such that the total cost of the two agents is minimized. We provide a 2-approximation algorithm for the problem, show that the case where the number of jobs of the first agent is fixed is NP-hard, and devise a polynomial time approximation scheme for this case.     

Note on “Inverse minimum cost flow problems under the weighted Hamming distance”

Jiang et al. proposed an algorithm to solve the inverse minimum cost flow problems under the bottleneck-type weighted Hamming distance [Y. Jiang, L. Liu, B. Wuc, E. Yao, Inverse minimum cost flow problems under the weighted Hamming distance, European Journal of Operational Research 207 (2010) 50–54]. In this note, it is shown that their proposed algorithm does not solve correctly the inverse problem in the general case due to some incorrect results in that article. Then, a new algorithm is proposed to solve the inverse problem in strongly polynomial time. The algorithm uses the linear search technique and solves a shortest path problem in each iteration.     

Single machine scheduling problems with financial resource constraints: Some complexity results and properties

We consider single machine scheduling problems with a non-renewable resource. These types of problems have not been intensively investigated in the literature so far. For several problems of these types with standard objective functions (namely the minimization of makespan, total tardiness, number of tardy jobs, total completion time and maximum lateness), we present some complexity results. Particular attention is given to the problem of minimizing total tardiness. In addition, for the so-called budget scheduling problem with minimizing the makespan, we present some properties of feasible schedules.     

Single machine scheduling problem with controllable processing times and resource dependent release times

We consider two single machine scheduling problems with resource dependent release times and processing times, in which the release times and processing times are linearly decreasing functions of the amount of resources consumed. The objective is to minimize the total cost of makespan and resource consumption function that is composed of release time reduction and processing time reduction. In the first problem, the cost of reducing a unit release time for each job is common. We show that the problem can be solved in polynomial time. The second problem assumes different reduction costs of job release times. We show that the problem can be reduced polynomially from the partition problem and thus, is NP-complete.     

Minimizing maximum risk for fair network connection with interval data

In this paper we introduce a minimax model for network connection problems with interval parameters. We consider how to connect given nodes in a network with a path or a spanning tree under a given budget, where each link is associated with an interval and can be established at a cost of any value in the interval. The quality of an individual link （or the risk of link failure, etc.） depends on its construction cost and associated interval. To achieve fairness of the network connection, our model aims at the minimization of the maximum risk over all links used. We propose two algorithms that find optimal paths and spanning trees in polynomial time, respectively. The polynomial solvability indicates salient difference between our minimax model and the model of robust deviation criterion for network connection with interval data, which gives rise to NP-hard optimization problems.     

Optimizing cost flows by edge cost and capacity upgrade

We examine a network upgrade problem for cost flows. A budget can be distributed among the arcs of the network. An investment on each single arc can be used either to decrease the arc flow cost, or to increase the arc capacity, or both. The goal is to maximize the flow through the network while not exceeding bounds on the budget and on the total flow cost.

The problems are NP-hard even on series-parallel graphs. We provide an approximation algorithm on series-parallel graphs which, for arbitrary δ,>0, produces a solution which exceeds the bounds on the budget and the flow cost by factors of at most 1+δ and 1+, respectively, while the amount of flow is at least that of an optimum solution. The running time of the algorithm is polynomial in the input size and 1/(δ). In addition we give an approximation algorithm on general graphs applicable to problem instances with small arc capacities.     

Path problems in generalized stars, complete graphs, and brick wall graphs

Path problems such as the maximum edge-disjoint paths problem, the path coloring problem, and the maximum path coloring problem are relevant for resource allocation in communication networks, in particular all-optical networks. In this paper, it is shown that maximum path coloring can be solved optimally in polynomial time for bidirected generalized stars, even in the weighted case. Furthermore, the maximum edge-disjoint paths problem is proved NP-hard for complete graphs (undirected or bidirected), a constant-factor off-line approximation algorithm is presented for the weighted case, and an on-line algorithm with constant competitive ratio is given for the unweighted case. Finally, an open problem concerning the existence of routings that simultaneously minimize the maximum load and the number of colors is solved: an example for a graph and a set of requests is given such that any routing that minimizes the maximum load requires strictly more colors for path coloring than a routing that minimizes the number of colors.     

Dynamic economic lot size model with perishable inventory and capacity constraints

In this study, we consider a dynamic economic lot sizing problem for a single perishable item under production capacities. We aim to identify the production, inventory and backlogging decisions over the planning horizon, where (i) the parameters of the problem are deterministic but changing over time, and (ii) producer has a constant production capacity that limits the production amount at each period and is allowed to backorder the unmet demand later on. All cost functions are assumed to be concave. A similar problem without production capacities was studied in the literature and a polynomial time algorithm was suggested (Hsu, 2003 [1]). We assume age-dependent holding cost functions and the deterioration rates, which are more realistic for perishable items. Backordering cost functions are period-pair dependent. We prove the NP-hardness of the problem even with zero inventory holding and backlogging costs under our assumptions. We show the structural properties of the optimal solution and suggest a heuristic that finds a good production and distribution plan when the production periods are given. We discuss the performance of the heuristic. We also give a Dynamic Programing-based heuristic for the solution of the overall problem.     

Nodal aggregation of resource constraints in a shortest path problem

The shortest path problem with resource constraints consists of finding the minimum cost path between two specified points while respecting constraints on resource consumption. Its solving by a dynamic programming algorithm requires a computation time increasing with the number of resources. With the aim of producing rapidly a good heuristic solution we propose to reduce the state space by aggregating resources. Our approach consists of projecting the resources on a vector of smaller dimension and then to dynamically adjust the projection matrix to get a better approximation of the optimal solution. We propose an adjustment based on Lagrangian and surrogate relaxations in a column generation framework, in which the sub-problems are shortest path problems with resource constraints. We adjust the multipliers only one time at each column generation iteration. This permit to obtain good solutions of the scheduling problem in few time.     

New approaches to multi-objective optimization

A natural way to deal with multiple, partially conflicting objectives is turning all the objectives but one into budget constraints. Many classical optimization problems, such as maximum spanning tree and forest, shortest path, maximum weight (perfect) matching, maximum weight independent set (basis) in a matroid or in the intersection of two matroids, become NP-hard even with one budget constraint. Still, for most of these problems efficient deterministic and randomized approximation schemes are known. Not much is known however about the case of two or more budgets: filling this gap, at least partially, is the main goal of this paper. In more detail, we obtain the following main results: Using iterative rounding for the first time in multi-objective optimization, we obtain multi-criteria PTASs (which slightly violate the budget constraints) for spanning tree, matroid basis, and bipartite matching with \(k=O(1)\) budget constraints. We present a simple mechanism to transform multi-criteria approximation schemes into pure approximation schemes for problems whose feasible solutions define an independence system. This gives improved algorithms for several problems. In particular, this mechanism can be applied to the above bipartite matching algorithm, hence obtaining a pure PTAS. We show that points in low-dimensional faces of any matroid polytope are almost integral, an interesting result on its own. This gives a deterministic approximation scheme for \(k\) -budgeted matroid independent set. We present a deterministic approximation scheme for \(k\) -budgeted matching (in general graphs), where \(k=O(1)\) . Interestingly, to show that our procedure works, we rely on a non-constructive result by Stromquist and Woodall, which is based on the Ham Sandwich Theorem.     

On the cardinality of the Pareto set in bicriteria shortest path problems

Computing shortest paths with two or more conflicting optimization criteria is a fundamental problem in transportation and logistics. We study the problem of finding all Pareto-optimal solutions for the multi-criteria single-source shortest-path problem with nonnegative edge lengths. The standard approaches are generalizations of label-setting (Dijkstra) and label-correcting algorithms, in which the distance labels are multi-dimensional and more than one distance label is maintained for each node. The crucial parameter for the run time and space consumption is the total number of Pareto optima. In general, this value can be exponentially large in the input size. However, in various practical applications one can observe that the input data has certain characteristics, which may lead to a much smaller number—small enough to make the problem efficiently tractable from a practical viewpoint. For typical characteristics which occur in various applications we study in this paper whether we can bound the size of the Pareto set to a polynomial size or not. These characteristics are also evaluated (1) on a concrete application scenario (computing the set of best train connections in view of travel time, fare, and number of train changes) and (2) on a simplified randomized model. It will turn out that the number of Pareto optima on each visited node is restricted by a small constant in our concrete application, and that the size of the Pareto set is much smaller than our worst case bounds in the randomized model. A preliminary short version of this paper appeared in the Proceedings of the 5th Workshop on Algorithm Engineering (WAE 2001), LNCS 2141, Springer Verlag, pp. 185–197 (2001) under the title “Pareto shortest paths is often feasible in practice.”     

Arc routing problems with time-dependent service costs

This paper studies an arc routing problem with capacity constraints and time-dependent service costs. This problem is motivated by winter gritting applications where the “timing” of each intervention is crucial. The exact problem-solving approach reported here first transforms the arc routing problem into an equivalent node routing problem. Then, a column generation scheme is used to solve the latter. The master problem is a classical set covering problem, while the subproblems are time-dependent shortest path problems with resource constraints. These subproblems are solved using an extension of a previously developed algorithm. Computational results are reported on problems derived from a set of classical instances of the vehicle routing problem with time windows.