BoneRoute: An Adaptive Memory-Based Method for Effective Fleet Management

This paper presents an adaptive memory-based method for solving the Capacitated Vehicle Routing Problem (CVRP), called BoneRoute. The CVRP deals with the problem of finding the optimal sequence of deliveries conducted by a fleet of homogeneous vehicles, based at one depot, to serve a set of customers. The computational performance of the BoneRoute was found to be very efficient, producing high quality solutions over two sets of well known case studies examined.     

Minimal Ellipsoid Circumscribing a Polytope Defined by a System of Linear Inequalities

In this paper, we will propose algorithms for calculating a minimal ellipsoid circumscribing a polytope defined by a system of linear inequalities. If we know all vertices of the polytope and its cardinality is not very large, we can solve the problem in an efficient manner by a number of existent algorithms. However, when the polytope is defined by linear inequalities, these algorithms may not work since the cardinality of vertices may be huge. Based on a fact that vertices determining an ellipsoid are only a fraction of these vertices, we propose algorithms which iteratively calculate an ellipsoid which covers a subset of vertices. Numerical experiment shows that these algorithms perform well for polytopes of dimension up to seven.     

Solving Problems with Min-Type Functions by Disjunctive Programming

We consider applications of disjunctive programming to global optimization and problems with equilibrium constraints. We propose a modification of the algorithm of F. Beaumont for disjunctive programming problems and show its numerical efficiency.     

A stochastic algorithm using one sample point per iteration and diminishing stepsizes

A stochastic algorithm for finding stationary points of real-valued functions defined on a Euclidean space is analyzed. It is based on the Robbins-Monro stochastic approximation procedure. Gradient evaluations are done by means of Monte Carlo simulations. At each iteratex _i , one sample point is drawn from an underlying probability space, based on which the gradient is approximated. The descent direction is against the approximation of the gradient, and the stepsize is 1/i. It is shown that, under broad conditions, w.p.1 if the sequence of iteratesx ₁,x ₂,...generated by the algorithm is bounded, then all of its accumulation points are stationary.     

配送量不定的供应链协调

本文研究供应链管理中配送量不确定时，制造商和分销商之间的协调问题。通过建立惩罚和奖励机制模型来协调供应链各部分的运作，使得分散系统就如一个整体。同时分析供应链的利润分配问题，分别得出各个机制下分销商的最优决策。     

Maximizing a Linear Fractional Function on a Pareto Efficient Frontier

We consider the problem of maximizing a linear fractional function on the Pareto efficient frontier of two other linear fractional functions. We present a finite pivoting-type algorithm that solves the maximization problem while computing simultaneously the efficient frontier. Application to multistage efficiency analysis is discussed. An example demonstrating the computational procedure is included.     

A search technique for global optimization in a chaotic environment

We describe a new algorithm which uses the trajectories of a discrete dynamical system to sample the domain of an unconstrained objective function in search of global minima. The algorithm is unusually adept at avoiding nonoptimal local minima and successfully converging to a global minimum. Trajectories generated by the algorithm for objective functions with many local minima exhibit chaotic behavior, in the sense that they are extremely sensitive to changes in initial conditions and system parameters. In this context, chaos seems to have a beneficial effect: failure to converge to a global minimum from a given initial point can often be rectified by making arbitrarily small changes in the system parameters.     

Simulated annealing with noisy or imprecise energy measurements

The annealing algorithm (Ref. 1) is modified to allow for noisy or imprecise measurements of the energy cost function. This is important when the energy cannot be measured exactly or when it is computationally expensive to do so. Under suitable conditions on the noise/imprecision, it is shown that the modified algorithm exhibits the same convergence in probability to the globally minimum energy states as the annealing algorithm (Ref. 2). Since the annealing algorithm will typically enter and exit the minimum energy states infinitely often with probability one, the minimum energy state visited by the annealing algorithm is usually tracked. The effect of using noisy or imprecise energy measurements on tracking the minimum energy state visited by the modified algorithms is examined.The research reported here has been supported under Contracts AFOSR-85-0227, DAAG-29-84-K-0005, and DAAL-03-86-K-0171 and a Purdue Research Initiation Grant.     

Adaptive Algorithm for Constrained Least-Squares Problems

This paper is concerned with the implementation and testing of an algorithm for solving constrained least-squares problems. The algorithm is an adaptation to the least-squares case of sequential quadratic programming (SQP) trust-region methods for solving general constrained optimization problems. At each iteration, our local quadratic subproblem includes the use of the Gauss–Newton approximation but also encompasses a structured secant approximation along with tests of when to use this approximation. This method has been tested on a selection of standard problems. The results indicate that, for least-squares problems, the approach taken here is a viable alternative to standard general optimization methods such as the Byrd–Omojokun trust-region method and the Powell damped BFGS line search method.