A new destructive bounding scheme for the bin packing problem

In this paper, we present a new lower bounding scheme for the one-dimensional bin packing problem based on a destructive approach and we prove its effectiveness to solve hard instances. Performance comparison to other available lower bounds shows the effectiveness of our proposed lower bounds.     

Algorithmic improvements on dynamic programming for the bi-objective {0,1} knapsack problem

This paper presents several methodological and algorithmic improvements over a state-of-the-art dynamic programming algorithm for solving the bi-objective {0,1} knapsack problem. The variants proposed make use of new definitions of lower and upper bounds, which allow a large number of states to be discarded. The computation of these bounds are based on the application of dichotomic search, definition of new bound sets, and bi-objective simplex algorithms to solve the relaxed problem. Although these new techniques are not of a common application for dynamic programming, we show that the best variants tested in this work can lead to an average improvement of 10 to 30 % in CPU-time and significant less memory usage than the original approach in a wide benchmark set of instances, even for the most difficult ones in the literature.     

Equivalence of some LP-based lower bounds for the Golomb ruler problem

The Golomb Ruler problem consists in finding n integers such that all possible differences are distinct and such that the largest difference is minimum. We review three lower bounds based on linear programming that have been proposed in the literature for this problem, and propose a new one. We then show that these 4 lower bounds are equal. Finally we discuss some computational experience aiming at identifying the easiest lower bound to compute in practice.     

An integer linear programming approach for a class of bilinear integer programs

We propose an Integer Linear Programming (ILP) approach for solving integer programs with bilinear objectives and linear constraints. Our approach is based on finding upper and lower bounds for the integer ensembles in the bilinear objective function, and using the bounds to obtain a tight ILP reformulation of the original problem, which can then be solved efficiently. Numerical experiments suggest that the proposed approach outperforms a latest iterative ILP approach, with notable reductions in the average solution time.     

Fast computation of bounds for two-terminal network reliability

In this paper, an algorithm for the fast computation of network reliability bounds is proposed. The evaluation of the network reliability is an intractable problem for very large networks, and hence approximate solutions based on reliability bounds have assumed importance. The proposed bounds computation algorithm is based on an efficient BDD representation of the reliability graph model and a novel search technique to find important minpaths/mincuts to quickly reduce the gap between the reliability upper and lower bounds. Furthermore, our algorithm allows the control of the gap between the two bounds by controlling the overall execution time. Therefore, a trade-off between prediction accuracy and computational resources can be easily made in our approach. The numerical results are presented for large real example reliability graphs to show the efficacy of our approach.     

New classes of fast lower bounds for bin packing problems

The bin packing problem is one of the classical NP-hard optimization problems. In this paper, we present a simple generic approach for obtaining new fast lower bounds, based on dual feasible functions. Worst-case analysis as well as computational results show that one of our classes clearly outperforms the previous best “economical” lower bound for the bin packing problem by Martello and Toth, which can be understood as a special case. In particular, we prove an asymptotic worst-case performance of 3/4 for a bound that can be computed in linear time for items sorted by size. In addition, our approach provides a general framework for establishing new bounds. Received: August 11, 1998 / Accepted: February 1, 2001?Published online September 17, 2001     

Nonsmooth exclusion test for finding all solutions of nonlinear equations

A new approach is proposed for finding all real solutions of systems of nonlinear equations with bound constraints. The zero finding problem is converted to a global optimization problem whose global minima with zero objective value, if any, correspond to all solutions of the original problem. A branch-and-bound algorithm is used with McCormick’s nonsmooth convex relaxations to generate lower bounds. An inclusion relation between the solution set of the relaxed problem and that of the original nonconvex problem is established which motivates a method to generate automatically, starting points for a local Newton-type method. A damped-Newton method with natural level functions employing the restrictive monotonicity test is employed to find solutions robustly and rapidly. Due to the special structure of the objective function, the solution of the convex lower bounding problem yields a nonsmooth root exclusion test which is found to perform better than earlier interval-analysis based exclusion tests. Both the componentwise Krawczyk operator and interval-Newton operator with Gauss-Seidel based root inclusion and exclusion tests are also embedded in the proposed algorithm to refine the variable bounds for efficient fathoming of the search space. The performance of the algorithm on a variety of test problems from the literature is presented, and for most of them, the first solution is found at the first iteration of the algorithm due to the good starting point generation.     

The two-machine total completion time flow shop problem

In this paper we study the NP-hard scheduling problem of minimizing total completion time in a two-machine flow shop. Five known lower bounds are discussed and two new ones are presented. A new dominance criterion is also proposed. Several versions of a branch and bound method are derived by applying, both individually and combined, these lower bounds. A heuristic procedure is also presented that uses a constructive O(n²) time method, which computes a good starting solution, together with a neighborhood search based on pairwise interchanges. Computational results show that the exact method can handle problems of up to 30 jobs in size within a reasonable amount of time and that the heuristic procedure has an average error of less than 0.5% from the optimal value and less than 2.7% from the lower bound.     

Decomposition methods for the two-stage stochastic Steiner tree problem

A new algorithmic approach for solving the stochastic Steiner tree problem based on three procedures for computing lower bounds (dual ascent, Lagrangian relaxation, Benders decomposition) is introduced. Our method is derived from a new integer linear programming formulation, which is shown to be strongest among all known formulations. The resulting method, which relies on an interplay of the dual information retrieved from the respective dual procedures, computes upper and lower bounds and combines them with several rules for fixing variables in order to decrease the size of problem instances. The effectiveness of our method is compared in an extensive computational study with the state-of-the-art exact approach, which employs a Benders decomposition based on two-stage branch-and-cut, and a genetic algorithm introduced during the DIMACS implementation challenge on Steiner trees. Our results indicate that the presented method significantly outperforms existing ones, both on benchmark instances from literature, as well as on large-scale telecommunication networks.     

A new exact algorithm for the vehicle routing problem based onq-paths andk-shortest paths relaxations

We consider the basic Vehicle Routing Problem (VRP) in which a fleet ofM identical vehicles stationed at a central depot is to be optimally routed to supply customers with known demands subject only to vehicle capacity constraints. In this paper, we present an exact algorithm for solving the VRP that uses lower bounds obtained from a combination of two relaxations of the original problem which are based on the computation ofq-paths andk-shortest paths. A set of reduction tests derived from the computation of these bounds is applied to reduce the size of the problem and to improve the quality of the bounds. The resulting lower bounds are then embedded into a tree-search procedure to solve the problem optimally. Computational results are presented for a number of problems taken from the literature. The results demonstrate the effectiveness of the proposed method in solving problems involving up to about 50 customers and in providing tight lower bounds for problems up to about 150 customers.     

Improved lower bounds for the early/tardy scheduling problem with no idle time

In this paper, we consider the single machine earliness/tardiness scheduling problem with no idle time. Two of the lower bounds previously developed for this problem are based on Lagrangean relaxation and the multiplier adjustment method, and require an initial sequence. We investigate the sensitivity of the lower bounds to the initial sequence, and experiment with different dispatch rules and some dominance conditions. The computational results show that it is possible to obtain improved lower bounds by using a better initial sequence. The lower bounds are also incorporated in a branch-and-bound algorithm, and the computational tests show that one of the new lower bounds has the best performance for larger instances.     

A polynomial time heuristic for the two-machine flowshop scheduling problem with setup times and random processing times

The two-machine flowshop scheduling problem to minimize makespan is addressed. Jobs have random processing times which are bounded within certain intervals. The distributions of job processing times are not known. This problem has been addressed in the literature with the assumption that setup times are included in processing times or are zero. In this paper, we relax this assumption and treat setup times as separate from processing times. We propose a polynomial time heuristic algorithm. Both Johnson algorithm and Yoshida and Hitomi algorithm, both of which developed for the deterministic problem, are special cases of the proposed algorithm. The heuristic algorithm uses a weighted average of lower and upper bounds for processing times. For different weights, the results of the proposed algorithm are compared based on randomly generated data. The computational analysis has shown that the proposed algorithm, with equal weights given to the lower and upper bounds, performs considerably well with an overall average error of 0.36%. The analysis has also shown that the proposed algorithm can safely be used regardless of processing time distributions and the range between lower and upper bounds.     

Bounding strategies for the hybrid flow shop scheduling problem

In this paper, we investigate new lower and upper bounds for the multiple-center hybrid flow shop scheduling problem. We propose a family of center-based lower bounds as well as a destructive lower bound that is based on the concept of revised energetic reasoning. Also, we describe an optimization-based heuristic that requires iteratively solving a sequence of parallel machine problems with heads and tails. We present the results of extensive computational experiments that provide evidence that the proposed bounding procedures consistently improve the best existing ones.     

求解非凸区域上凸函数比式和问题的全局优化方法

针对非凸区域上的凸函数比式和问题,给出一种求其全局最优解的确定性方法.该方法基于分支定界框架.首先通过引入变量,将原问题等价转化为d.c.规划问题,然后利用次梯度和凸包络构造松弛线性规划问题,从而将关键的估计下界问题转化为一系列线性规划问题,这些线性规划易于求解而且规模不变,更容易编程实现和应用到实际中;分支采用单纯形对分不但保证其穷举性,而且使得线性规划规模更小.理论分析和数值实验表明所提出的算法可行有效.     

The variable neighborhood search for the two machine flow shop problem with a passive prefetch

We consider the two machine flow shop scheduling problem with passive loading of the buffer on the second machine. To compute lower bounds for the global optimum, we present four integer linear programming formulations of the problem. Three local search methods with variable neighborhoods are developed for obtaining upper bounds. Some new large neighborhood is designed. Our methods use this neighborhood along with some other well-known neighborhoods. For computational experiments, we present a new class of test instances with known global optima. Computational results indicate a high efficiency of the proposed approach for the new class of instances as well as for other classes of instances of the problem.     

An exact solution approach for the interdiction median problem with fortification

Systematic approaches to security investment decisions are crucial for improved homeland security. We present an optimization modeling approach for allocating protection resources among a system of facilities so that the disruptive effects of possible intentional attacks to the system are minimized. This paper is based upon the p-median service protocol for an operating set of p facilities. The primary objective is to identify the subset of q facilities which, when fortified, provides the best protection against the worst-case loss of r non-fortified facilities. This problem, known as the r-interdiction median problem with fortification (IMF), was first formulated as a mixed-integer program by Church and Scaparra [R.L. Church, M.P. Scaparra, Protecting critical assets: The r-interdiction median problem with fortification, Geographical Analysis 39 (2007) 129–146]. In this paper, we reformulate the IMF as a maximal covering problem with precedence constraints, which is amenable to a new solution approach. This new approach produces good approximations to the best fortification strategies. Furthermore, it provides upper and lower bounds that can be used to reduce the size of the original model. The reduced model can readily be solved to optimality by general-purpose MIP solvers. Computational results on two geographical data sets with different structural characteristics show the effectiveness of the proposed methodology for solving IMF instances of considerable size.     

The crane scheduling problem: models and solution approaches

In this paper, we study the crane scheduling problem for a vessel after the vessel is moored on a terminal and develop both exact and heuristic solution approaches for the problem. For small-sized instances, we develop a time-space network flow formulation with non-crossing constraints for the problem and apply an exact solution approach to obtain an optimal solution. For medium-sized instances, we develop a Lagrangian relaxation approach that allows us to obtain tight lower bounds and near-optimal solutions. For large-sized instances, we develop two heuristics and show that the error bounds of our heuristics are no more than 100%. Finally, we perform computational studies to show the effectiveness of our proposed solution approaches.     

Minimizing the completion time of a project under resource constraints and feeding precedence relations: a Lagrangian relaxation based lower bound

In this paper we study the Resource Constrained Project Scheduling Problem (RCPSP) with “Feeding Precedence” (FP) constraints and minimum makespan objective. This problem typically arises in production planning environment, like make-to-order manufacturing, where the effort associated with the execution of an activity is not univocally related to its duration percentage and the traditional finish-to-start precedence constraints or the generalized precedence relations cannot completely represent the overlapping among activities. In this context, we need to introduce in the RCPSP the FP constraints. For this problem we propose a new mathematical formulation and define a lower bound based on the Lagrangian relaxation of the resource constraints. A computational experimentation on randomly generated instances of sizes of up to 100 activities shows a better performance of this lower bound when compared to other lower bounds. Moreover, for the optimally solved instances, its value is very close to the optimal one. Furthermore, in order to show the effectiveness of the proposed lower bound on large instances for which the optimal solution is known, we adapted our approach to solve the benchmarks of the basic RCPSP from the PSLIB with 120 activities.     

Lower Bounds for Scheduling on Identical Parallel Machines with Heads and Tails

In this paper, we investigate new lower bounds for the P|r _j ,q _j |C _max scheduling problem. A new bin packing based lower bound, as well as several new lifting procedures are derived for this strongly NP -hard problem. Extensive numerical experiments show that the proposed lower bounds consistently outperform the best existing ones.     

Two-sided bounds of eigenvalues of second-and fourth-order elliptic operators

This article presents an idea in the finite element methods (FEMs) for obtaining two-sided bounds of exact eigenvalues. This approach is based on the combination of nonconforming methods giving lower bounds of the eigenvalues and a postprocessing technique using conforming finite elements. Our results hold for the second and fourth-order problems defined on two-dimensional domains. First, we list analytic and experimental results concerning triangular and rectangular nonconforming elements which give at least asymptotically lower bounds of the exact eigenvalues. We present some new numerical experiments for the plate bending problem on a rectangular domain. The main result is that if we know an estimate from below by nonconforming FEM, then by using a postprocessing procedure we can obtain two-sided bounds of the first (essential) eigenvalue. For the other eigenvalues λ_l, l = 2, 3, …, we prove and give conditions when this method is applicable. Finally, the numerical results presented and discussed in the paper illustrate the efficiency of our method.