On the complexity of the multicut problem in bounded tree-width graphs and digraphs

Given an edge- or vertex-weighted graph or digraph and a list of source-sink pairs, the minimum multicut problem consists in selecting a minimum weight set of edges or vertices whose removal leaves no path from each source to the corresponding sink. This is a classical NP-hard problem, and we show that the edge version becomes tractable in bounded tree-width graphs if the number of source-sink pairs is fixed, but remains NP-hard in directed acyclic graphs and APX-hard in bounded tree-width and bounded degree unweighted digraphs. The vertex version, although tractable in trees, is proved to be NP-hard in unweighted cacti of bounded degree and bounded path-width.     

Two complexity results on c-optimality in experimental design

Finding a c-optimal design of a regression model is a basic optimization problem in statistics. We study the computational complexity of the problem in the case of a finite experimental domain. We formulate a decision version of the problem and prove its NP\boldsymbol{\mathit{NP}}-completeness. We provide examples of computationally complex instances of the design problem, motivated by cryptography. The problem, being NP\boldsymbol{\mathit{NP}}-complete, is then relaxed; we prove that a decision version of the relaxation, called approximate c-optimality, is P-complete. We derive an equivalence theorem for linear programming: we show that the relaxed c-optimality is equivalent (in the sense of many-one LOGSPACE-reducibility) to general linear programming.     

Bicriteria problems to minimize maximum tardiness and due date assignment cost in various scheduling environments

We study bicriteria problems of minimizing maximum tardiness and total due date assignment cost in various scheduling environments. We assume that each job can be assigned a different due date without any restriction, and that each due date assignment cost is a non-decreasing function of the quoted due date. We settle the complexity of most of the problems studied by either proving that they are NP-hard or finding a polynomial time solution for them. We also include approximation and non-approximability results for several parallel-machine problems.     

Approaches to multistage one-shot decision making

In this research, multistage one-shot decision making under uncertainty is studied. In such a decision problem, a decision maker has one and only one chance to make a decision at each stage with possibilistic information. Based on the one-shot decision theory, approaches to multistage one-shot decision making are proposed. In the proposed approach, a decision maker chooses one state amongst all the states according to his/her attitude about satisfaction and possibility at each stage. The payoff at each stage is associated with the focus points at the succeeding stages. Based on the selected states (focus points), the sequence of optimal decisions is determined by dynamic programming. The proposed method is a fundamental alternative for multistage decision making under uncertainty because it is scenario-based instead of lottery-based as in the other existing methods. The one-shot optimal stopping problem is analyzed where a decision maker has only one chance to determine stopping or continuing at each stage. The theoretical results have been obtained.     

Customer order scheduling to minimize the number of late jobs

In the order scheduling problem, every job (order) consists of several tasks (product items), each of which will be processed on a dedicated machine. The completion time of a job is defined as the time at which all its tasks are finished. Minimizing the number of late jobs was known to be strongly NP-hard. In this note, we show that no FPTAS exists for the two-machine, common due date case, unless P = NP. We design a heuristic algorithm and analyze its performance ratio for the unweighted case. An LP-based approximation algorithm is presented for the general multicover problem. The algorithm can be applied to the weighted version of the order scheduling problem with a common due date.     

Approximating a two-machine flow shop scheduling under discrete scenario uncertainty

This paper deals with the two machine permutation flow shop problem with uncertain data, whose deterministic counterpart is known to be polynomially solvable. In this paper, it is assumed that job processing times are uncertain and they are specified as a discrete scenario set. For this uncertainty representation, the min-max and min-max regret criteria are adopted. The min-max regret version of the problem is known to be weakly NP-hard even for two processing time scenarios. In this paper, it is shown that the min-max and min-max regret versions of the problem are strongly NP-hard even for two scenarios. Furthermore, the min-max version admits a polynomial time approximation scheme if the number of scenarios is constant and it is approximable with performance ratio of 2 and not (4/3 − ?)-approximable for any ? > 0 unless P = NP if the number of scenarios is a part of the input. On the other hand, the min-max regret version is not at all approximable even for two scenarios.     

Interactive decision making for uncertain minimum spanning tree problems with total importance based on a risk-management approach

This paper deals with a minimum spanning tree problem where each edge cost includes uncertainty and importance measure. In risk management to avoid adverse impacts derived from uncertainty, a d-confidence interval for the total cost derived from robustness is introduced. Then, by maximizing the considerable region as well as minimizing the cost-importance ratio, a biobjective minimum spanning tree problem is proposed. Furthermore, in order to satisfy the objects of the decision maker and to solve the proposed model in mathematical programming, fuzzy goals for the objects are introduced as satisfaction functions, and an exact solution algorithm is developed using interactive decision making and deterministic equivalent transformations. Numerical examples are provided to compare our proposed model with some previous models.     

The computational complexity of bilevel assignment problems

In bilevel optimization problems there are two decision makers, the leader and the follower, who act in a hierarchy. Each decision maker has his own objective function, but there are common constraints. This paper deals with bilevel assignment problems where each decision maker controls a subset of edges and each edge has a leader’s and a follower’s weight. The edges selected by the leader and by the follower need to form a perfect matching. The task is to determine which edges the leader should choose such that his objective value which depends on the follower’s optimal reaction is maximized. We consider sum- and bottleneck objective functions for the leader and follower. Moreover, if not all optimal reactions of the follower lead to the same leader’s objective value, then the follower either chooses an optimal reaction which is best (optimistic rule) or worst (pessimistic rule) for the leader. We show that all the variants arising if the leader’s and follower’s objective functions are sum or bottleneck functions are NP-hard if the pessimistic rule is applied. In case of the optimistic rule the problem is shown to be NP-hard if at least one of the decision makers has a sum objective function.     

Aspiration level approach in stochastic MCDM problems

The paper considers a discrete stochastic multiple criteria decision making problem. This problem is defined by a finite set of actions A, a set of attributes X and a set of evaluations of actions with respect to attributes E. In stochastic case the evaluation of each action with respect to each attribute takes form of a probability distribution. Thus, the comparison of two actions leads to the comparison of two vectors of probability distributions. In the paper a new procedure for solving this problem is proposed. It is based on three concepts: stochastic dominance, interactive approach, and preference threshold. The idea of the procedure comes from the interactive multiple objective goal programming approach. The set of actions is progressively reduced as the decision maker specifies additional requirements. At the beginning the decision maker is asked to define preference threshold for each attribute. Next, at each iteration the decision maker is confronted with the set of considered actions. If the decision maker is able to make a final choice then the procedure ends, otherwise he/she is asked to specify aspiration level. A didactical example is presented to illustrate the proposed technique.     

Effective implementation of the ε-constraint method in Multi-Objective Mathematical Programming problems

As indicated by the most widely accepted classification, the Multi-Objective Mathematical Programming (MOMP) methods can be classified as a priori, interactive and a posteriori, according to the decision stage in which the decision maker expresses his/her preferences. Although the a priori methods are the most popular, the interactive and the a posteriori methods convey much more information to the decision maker. Especially, the a posteriori (or generation) methods give the whole picture (i.e. the Pareto set) to the decision maker, before his/her final choice, reinforcing thus, his/her confidence to the final decision. However, the generation methods are the less popular due to their computational effort and the lack of widely available software. The present work is an effort to effectively implement the ε-constraint method for producing the Pareto optimal solutions in a MOMP. We propose a novel version of the method (augmented ε-constraint method - AUGMECON) that avoids the production of weakly Pareto optimal solutions and accelerates the whole process by avoiding redundant iterations. The method AUGMECON has been implemented in GAMS, a widely used modelling language, and has already been used in some applications. Finally, an interactive approach that is based on AUGMECON and eventually results in the most preferred Pareto optimal solution is also proposed in the paper.     

A hierarchical interactive method for ranking alternatives with multiple qualitative criteria

In this study we deal with the problem of finding the most preferred composite ranking of a set of alternatives evaluated using a large number of criteria having a hierarchical structure. The criteria may be qualitative or quantitative. The decision maker evaluates alternatives using each criterion at the lowest (basic) level. That information is then used to construct the generalized correlation matrix to describe interdependencies between the criteria. The correlation matrix and the criterion hierarchy are the basic information used in the approach. Our interactive approach is designed to help the decision maker find the most preferred aggregation of the kth level criteria, which produces the criteria at the (k + 1)st level. As the final result of the aggregation we obtain the strength of the preference matrix for the criterion at the highest level. By means of that matrix, we produce the final ranking of the alternatives using the Bowman and Colantoni (1973) model. The approach is easy to implement and convenient to use. We have implemented an experimental version of it on an Apple III microcomputer. The graphical colour display is used as an aid in finding the most preferred aggregation. An illustrative example is provided.     

Duality in robust optimization: Primal worst equals dual best

We study the dual problems associated with the robust counterparts of uncertain convex programs. We show that while the primal robust problem corresponds to a decision maker operating under the worst possible data, the dual problem corresponds to a decision maker operating under the best possible data.     

Newsvendor problem under complete uncertainty: a case of innovative products

The paper presents a new scenario-based decision rule for the classical version of the newsvendor problem (NP) under complete uncertainty (i.e. uncertainty with unknown probabilities). So far, NP has been analyzed under uncertainty with known probabilities or under uncertainty with partial information (probabilities known incompletely). The novel approach is designed for the sale of new, innovative products, where it is quite complicated to define probabilities or even probability-like quantities, because there are no data available for forecasting the upcoming demand via statistical analysis. The new procedure described in the contribution is based on a hybrid of Hurwicz and Bayes decision rules. It takes into account the decision maker’s attitude towards risk (measured by coefficients of optimism and pessimism) and the dispersion (asymmetry, range, frequency of extremes values) of payoffs connected with particular order quantities. It does not require any information about the probability distribution.

     

UTA-poly and UTA-splines: Additive value functions with polynomial marginals

Additive utility function models are widely used in multiple criteria decision analysis. In such models, a numerical value is associated to each alternative involved in the decision problem. It is computed by aggregating the scores of the alternative on the different criteria of the decision problem. The score of an alternative is determined by a marginal value function that evolves monotonically as a function of the performance of the alternative on this criterion. Determining the shape of the marginals is not easy for a decision maker. It is easier for him/her to make statements such as “alternative a is preferred to b”. In order to help the decision maker, UTA disaggregation procedures use linear programming to approximate the marginals by piecewise linear functions based only on such statements. In this paper, we propose to infer polynomials and splines instead of piecewise linear functions for the marginals. In this aim, we use semidefinite programming instead of linear programming. We illustrate this new elicitation method and present some experimental results.     

Interactive scheme for a MOLP problem given two partial orders: One on variables and one on objectives

An interactive approach for solving a multiple objective linear programming (MOLP) problem is presented. This approach assumes that the decision maker (in contrast to the analyst) can establish a (preferential) partial order P_v on the decision variables and a partial order P_o on the objective functions. The solution approach presented in this paper requires minimal additional information in its interactive stage. Results are presented for a number of tests: both conceptual development and applicability in solving specific problems have been successfully tested.     

Scheduling in robotic cells: Complexity and steady state analysis

This paper considers the scheduling of operations in a manufacturing cell that repetitively produces a family of similar parts on several machines served by a robot. The decisions to be made include finding the robot move cycle and the part sequence that jointly minimize the production cycle time, or equivalently maximize the throughput rate. We focus on complexity issues and steady state performance. In a three machine cell producing multiple part-types, we prove that in two out of the six potentially optimal robot move cycles for producing one unit, the recognition version of the part sequencing problem is unary NP-complete. The other four cycles have earlier been shown to define efficiently solvable part 'sequencing problems. The general part sequencing problem not restricted to any robot move cycle in a three machine cell is shown to be unary NP-complete. Finally, we discuss the ways in which a robotic cell converges to a steady state.     

Portfolio inertia under ambiguity

We consider individual's portfolio selection problems. Introducing the concept of ambiguity, we show the existence of portfolio inertia under the assumptions that decision maker's beliefs are captured by an inner measure, and that her preferences are represented by the Choquet integral with respect to the inner measure. Under the concept of ambiguity, it is considered that a σ-algebra or even an algebra is not necessarily an appropriate collection of events to which a decision maker assigns probabilities. Furthermore, we study the difference between ambiguity and uncertainty by considering investors' behavior.     

Graph classes and the complexity of the graph orientation minimizing the maximum weighted outdegree

Given an undirected graph with edge weights, we are asked to find an orientation, that is, an assignment of a direction to each edge, so as to minimize the weighted maximum outdegree in the resulted directed graph. The problem is called MMO, and is a restricted variant of the well-known minimum makespan problem. As in previous studies, it is shown that MMO is in P for trees, weak NP-hard for planar bipartite graphs, and strong NP-hard for general graphs. There are still gaps between those graph classes. The objective of this paper is to show tighter thresholds of complexity: We show that MMO is (i) in P for cactus graphs, (ii) weakly NP-hard for outerplanar graphs, and also (iii) strongly NP-hard for graphs which are both planar and bipartite. This implies the NP-hardness for P₄-bipartite, diamond-free or house-free graphs, each of which is a superclass of cactus. We also show (iv) the NP-hardness for series-parallel graphs and multi-outerplanar graphs, and (v) present a pseudo-polynomial time algorithm for graphs with bounded treewidth.