Discrete and geometric Branch and Bound algorithms for?medical image registration

Aiming at the development of an exact solution method for registration problems, we present two different Branch & Bound algorithms for a mixed integer programming formulation of the problem. The first B&B algorithm branches on binary assignment variables and makes use of an optimality condition that is derived from a graph matching formulation. The second, geometric B&B algorithm applies a geometric branching strategy on continuous transformation variables. The two approaches are compared for synthetic test examples as well as for 2-dimensional medical data. The results show that medium sized problem instances can be solved to global optimality in a reasonable amount of time.     

Combining Metaheuristics and Exact Methods for Solving Exactly Multi-objective Problems on the Grid

This paper presents a parallel hybrid exact multi-objective approach which combines two metaheuristics – a genetic algorithm (GA) and a memetic algorithm (MA), with an exact method – a branch and bound (B&B) algorithm. Such approach profits from both the exploration power of the GA, the intensification capability of the MA and the ability of the B&B to provide optimal solutions with proof of optimality. To fully exploit the resources of a computational grid, the hybrid method is parallelized according to three well-known parallel models – the island model for the GA, the multi-start model for the MA and the parallel tree exploration model for the B&B. The obtained method has been experimented and validated on a bi-objective flow-shop scheduling problem. The approach allowed to solve exactly for the first time an instance of the problem – 50 jobs on 5 machines. More than 400 processors belonging to 4 different administrative domains have contributed to the resolution process during more than 6 days.      

A co-operative parallel heuristic for mixed zero–one linear programming: Combining simulated annealing with branch and bound

This paper considers the exact approach of branch and bound (B&B) and the metaheuristic known as simulated annealing (SA) for processing integer programs (IP). We extend an existing SA implementation (GPSIMAN) for pure zero–one integer programs (PZIP) to process a wider class of IP models, namely mixed zero–one integer programs (MZIP). The extensions are based on depth-first B&B searches at different points within the SA framework. We refer to the resultant SA implementation as MIPSA. Furthermore, we have exploited the use of parallel computers by designing a co-operative parallel heuristic whereby concurrent executions of B&B and MIPSA, linked through a parallel computer, exchange information in order to influence their searches. Results reported for a wide range of models taken from a library of MIP benchmarks demonstrate the effectiveness of using a parallel computing approach which combines B&B with SA.     

On interval branch-and-bound for additively separable functions with common variables

Interval branch-and-bound (B&B) algorithms are powerful methods which look for guaranteed solutions of global optimisation problems. The computational effort needed to reach this aim, increases exponentially with the problem dimension in the worst case. For separable functions this effort is less, as lower dimensional sub-problems can be solved individually. The question is how to design specific methods for cases where the objective function can be considered separable, but common variables occur in the sub-problems. This paper is devoted to establish the bases of B&B algorithms for separable problems. New B&B rules are presented based on derived properties to compute bounds. A numerical illustration is elaborated with a test-bed of problems mostly generated by combining traditional box constrained global optimisation problems, to show the potential of using the derived theoretical basis.     

A two-stage parallel branch and bound algorithm for mixed integer programs

Mixed integer programming (MIP) models are extensively usedto aid strategic and tactical decision making in many businesssectors. Solving MIP models is a computationally intensive processand there is a need to develop solution approaches that enablelarger models to be solved within acceptable timeframes. Inthis paper, we describe the implementation of a two-stage parallelbranch and bound (PB & B) algorithm for MIP. In stage 1of the algorithm, a multiple heuristic search is implementedin which a number of alternative search trees are investigatedusing a forest search in the hope of finding a good solutionquickly. In stage 2, the search is reorganized so that the branchesof a chosen tree are investigated in parallel. A new heuristicis introduced, based on a best projection criterion, which evaluatesalternative B & B trees in order to choose one for investigationin stage 2 of the algorithm. The heuristic also serves as away of implementing a quality load balancing scheme for stage2 of the algorithm. The results of experimental investigationsare reported for a range of models taken from the MIPLIB libraryof benchmark problems.     

On estimating workload in interval branch-and-bound global optimization algorithms

In general, solving Global Optimization (GO) problems by Branch-and-Bound (B&B) requires a huge computational capacity. Parallel execution is used to speed up the computing time. As in this type of algorithms, the foreseen computational workload (number of nodes in the B&B tree) changes dynamically during the execution, the load balancing and the decision on additional processors is complicated. We use the term left-over to represent the number of nodes that still have to be evaluated at a certain moment during execution. In this work, we study new methods to estimate the left-over value based on the observed amount of pruning. This provides information about the remaining running time of the algorithm and the required computational resources. We focus on their use for interval B&B GO algorithms.     

Models and algorithms for three-stage two-dimensional bin packing

We consider the three-stage two-dimensional bin packing problem (2BP) which occurs in real-world applications such as glass, paper, or steel cutting. We present new integer linear programming formulations: models for a restricted version and the original version of the problem are developed. Both only involve polynomial numbers of variables and constraints and effectively avoid symmetries. Those models are solved using CPLEX. Furthermore, a branch-and-price (B&P) algorithm is presented for a set covering formulation of the unrestricted problem, which corresponds to a Dantzig-Wolfe decomposition of the polynomially-sized model. We consider column generation stabilization in the B&P algorithm using dual-optimal inequalities. Fast column generation is performed by applying a hierarchy of four methods: (a) a fast greedy heuristic, (b) an evolutionary algorithm, (c) solving a restricted form of the pricing problem using CPLEX, and finally (d) solving the complete pricing problem using CPLEX. Computational experiments on standard benchmark instances document the benefits of the new approaches: The restricted version of the integer linear programming model can be used to quickly obtain near-optimal solutions. The unrestricted version is computationally more expensive. Column generation provides a strong lower bound for 3-stage 2BP. The combination of all four pricing algorithms and column generation stabilization in the proposed B&P framework yields the best results in terms of the average objective value, the average run-time, and the number of instances solved to proven optimality.     

Some new perspectives for solving 0–1 integer programming problems using Balas method

Computational Management Science - Egon Balas’s additive algorithm, also known as implicit enumeration, is a technique that uses a branch-and-bound (B&B) approach to finding optimal...     

Minimizing sum of completion times on a single machine with sequence-dependent family setup times

This paper presents a branch-and-bound (B&B) algorithm for minimizing the sum of completion times in a single-machine scheduling setting with sequence-dependent family setup times. The main feature of the B&B algorithm is a new lower bounding scheme that is based on a network formulation of the problem. With extensive computational tests, we demonstrate that the B&B algorithm can solve problems with up to 60 jobs and 12 families, where setup and processing times are uniformly distributed in various combinations of the [1,50] and [1,100] ranges.     

The design of corporate tax structures

We consider the corporate tax structuring problem (TaxSP), a combinatorial optimization problem faced by firms with multinational operations. The problem objective is nonlinear and involves the minimization of the firm's overall tax payments i.e. the maximization of shareholder returns. We give a dynamic programming (DP) formulation of this problem including all existing schemes of tax-relief and income-pooling. We apply state space relaxation and state space descent to the DP recursions and obtain an upper bound to the value of optimal TaxSP solutions. This bound is imbedded in a B&B tree search to provide another exact solution procedure. Computational results from DP and B&B are given for problems up to 22 subsidiaries. For larger size TaxSPs we develop a heuristic referred to as the Bionomic Algorithm (BA). This heuristic is also used to provide an initial lower bound to the B&B algorithm. We test the performance of BA firstly against the exact solutions of TaxSPs solvable by the B&B algorithm and secondly against results obtained for large-size TaxSPs by Simulated Annealing (SA) and Genetic Algorithms (GA). We report results for problems of up to 150 subsidiaries, including some real-world problems for corporations based in the US and the UK. Support for this work was provided by the IST Framework 5 Programme of the European Union, Contract IST2000-29405, Eurosignal ProjectMathematics Subject Classification (2000): 90C39, 91B28     

A local branching-based algorithm for the quay crane scheduling problem under unidirectional schedules

The quay crane scheduling problem (QCSP) is at the basis of a major logistic process in maritime container terminals: the process of discharging/loading containers from/on berthed vessels. Several groups of containers, laying in one or more stowage portions of a containership, have to be assigned to multiple cranes and discharge/loading operations have to be optimally sequenced, under some complicating constraints imposed by the practical working rules of quay cranes. The QCSP has been the object of a great deal of research work since the last decade and it is focused in this paper, with the aim of consolidating a promising solution approach based upon the combination of specialized branch & bound (B&B) and heuristic algorithms. A cost-effective solution technique that incorporates the local branching method within a refined B&B algorithm is proposed and its effectiveness is assessed by numerical comparisons against the latest algorithm available in literature.     

Scheduling linear deteriorating jobs to minimize the number of tardy jobs

In this paper a problem of scheduling a single machine under linear deterioration which aims at minimizing the number of tardy jobs is considered. According to our assumption, processing time of each job is dependent on its starting time based on a linear function where all the jobs have the same deterioration rate. It is proved that the problem is NP-hard; hence a branch and bound procedure and a heuristic algorithm with O(n ²) is proposed where the heuristic one is utilized for obtaining the upper bound of the B&B procedure. Computational results for 1,800 sample problems demonstrate that the B&B method can solve problems with 28 jobs quickly and in some other groups larger problems are also solved. Generally, B&B method can optimally solve 85% of the samples which shows high performance of the proposed method. Also it is shown that the average value of the ratio of optimal solution to the heuristic algorithm result with the objective ??(1 ? Ui) is at most 1.11 which is more efficient in comparison to other proposed algorithms in related studies in the literature.     

B&B method for discrete partial order optimization

Computational Management Science - The paper extends the branch and bound (B&B) method, primarily developed for the solution of global, discrete, and vector programming problems, to finding...     

The colourful feasibility problem

We study a colourful generalization of the linear programming feasibility problem, comparing the algorithms introduced by Bárány and Onn with new methods. This is a challenging problem on the borderline of tractability, its complexity is an open question. We perform benchmarking on generic and ill-conditioned problems, as well as recently introduced highly structured problems. We show that some algorithms can lead to cycling or slow convergence and we provide extensive numerical experiments which show that others perform much better than predicted by complexity arguments. We conclude that the most efficient method is a proposed multi-update algorithm.     

Decomposition Algorithms for Stochastic Programming on a Computational Grid

We describe algorithms for two-stage stochastic linear programming with recourse and their implementation on a grid computing platform. In particular, we examine serial and asynchronous versions of the L-shaped method and a trust-region method. The parallel platform of choice is the dynamic, heterogeneous, opportunistic platform provided by the Condor system. The algorithms are of master-worker type (with the workers being used to solve second-stage problems), and the MW runtime support library (which supports master-worker computations) is key to the implementation. Computational results are presented on large sample-average approximations of problems from the literature.     

Further results on an abstract model for branching and its application to mixed integer programming

Mathematical Programming - A key ingredient in branch and bound (B&B) solvers for mixed-integer programming (MIP) is the selection of branching variables since poor or arbitrary selection...     

The transportation problem with exclusionary side constraints and two branch-and-bound algorithms

The transportation problem with exclusionary side constraints, a practical distribution and logistics problem, is formulated as a 0–1 mixed integer programming model. Two branch-and-bound (B&B) algorithms are developed and implemented in this study to solve this problem. Both algorithms use the Driebeek penalties to strengthen the lower bounds so as to fathom some of the subproblems, to peg variables, and to guide the selection of separation variables. One algorithm also strongly exploits the problem structure in selecting separation variables in order to find feasible solutions sooner. To take advantage of the underlying network structure of the problem, the algorithms employ the primal network simplex method to solve network relaxations of the problem. A computational experiment was conducted to test the performance of the algorithms and to characterize the problem difficulty. The commercial mixed integer programming software CPLEX and an existing special purpose algorithm specifically designed for this problem were used as benchmarks to measure the performance of the algorithms. Computational results show that the new algorithms completely dominate the existing special purpose algorithm and run from two to three orders of magnitude faster than CPLEX.     

Thinner is not always better: Cascade knapsack problems

In the context of branch-and-bound (B&B) for integer programming (IP) problems, a direction along which the polyhedron of the IP has minimum width is termed a thin direction. We demonstrate that a thin direction need not always be a good direction to branch on for solving the problem efficiently. Further, the integer width, which is the number of B&B nodes created when branching on the direction, may also not be an accurate indicator of good branching directions.     

A branch-and-bound algorithm for a two-machine flowshop scheduling problem with limited waiting time constraints

In this paper, we consider a two-machine flowshop scheduling problem in which the waiting time of each job between the two machines cannot be greater than a certain time period. For the problem with the objective of minimizing makespan, we identify several dominance properties of the problem and develop a branch-and-bound (B&B) algorithm using the dominance properties. Computational tests are performed on randomly generated test problems for evaluation of performance of the B&B algorithm, and results show that the algorithm can solve problems with up to 150 jobs in a reasonable amount of CPU time.