Upper and lower bounding procedures for the multiple knapsack assignment problem

We formulate the multiple knapsack assignment problem (MKAP) as an extension of the multiple knapsack problem (MKP), as well as of the assignment problem. Except for small instances, MKAP is hard to solve to optimality. We present a heuristic algorithm to solve this problem approximately but very quickly. We first discuss three approaches to evaluate its upper bound, and prove that these methods compute an identical upper bound. In this process, reference capacities are derived, which enables us to decompose the problem into mutually independent MKPs. These MKPs are solved euristically, and in total give an approximate solution to MKAP. Through numerical experiments, we evaluate the performance of our algorithm. Although the algorithm is weak for small instances, we find it prospective for large instances. Indeed, for instances with more than a few thousand items we usually obtain solutions with relative errors less than 0.1% within one CPU second.     

Semidefinite programming lower bounds and branch-and-bound algorithms for the quadratic minimum spanning tree problem

In this paper, we investigate Semidefinite Programming (SDP) lower bounds for the Quadratic Minimum Spanning Tree Problem (QMSTP). Two SDP lower bounding approaches are introduced here. Both apply Lagrangian Relaxation to an SDP relaxation for the problem. The first one explicitly dualizes the semidefiniteness constraint, attaching to it a positive semidefinite matrix of Lagrangian multipliers. The second relies on a semi-infinite reformulation for the cone of positive semidefinite matrices and dualizes a dynamically updated finite set of inequalities that approximate the cone. These lower bounding procedures are the core ingredient of two QMSTP Branch-and-bound algorithms. Our computational experiments indicate that the SDP bounds computed here are very strong, being able to close at least 70% of the gaps of the most competitive formulation in the literature. As a result, their accompanying Branch-and-bound algorithms are competitive with the best previously available QMSTP exact algorithm in the literature. In fact, one of these new Branch-and-bound algorithms stands out as the new best exact solution approach for the problem.     

A hybrid algorithm for the minimum bounding sphere problem

Two primal approaches, the shrinking approach and the dual approach, have been studied for the exact Minimum Bounding Sphere (MBS) problem. In this paper, we present a dual algorithm that uses the shrinking approach to solve subproblems. The experiments show our hybrid algorithm is faster than the dedicated shrinking algorithm and dual algorithm for solving the exact MBS problem in large point sets.     

RAMP for the capacitated minimum spanning tree problem

This paper introduces dual and primal-dual RAMP algorithms for the solution of the capacitated minimum spanning tree problem (CMST). A surrogate constraint relaxation incorporating cutting planes is proposed to explore the dual solution space. In the dual RAMP approach, primal-feasible solutions are obtained by simple tabu searches that project dual solutions onto primal feasible space. A primal-dual approach is achieved by including a scatter search procedure that further exploits the adaptive memory framework. Computational results from applying the methods to a standard set of benchmark problems disclose that the dual RAMP algorithm finds high quality solutions very efficiently and that its primal-dual enhancement is still more effective.     

Greedy heuristics for the diameter-constrained minimum spanning tree problem

The diameter-constrained minimum spanning tree problem is an NP-hard combinatorial optimization problem that seeks a minimum cost spanning tree with a limit D imposed upon the length of any path in the tree. We begin by presenting four constructive greedy heuristics and, secondly, we present some second-order heuristics, performing some improvements on feasible solutions, hopefully leading to better objective function values. We present a heuristic with an edge exchange mechanism, another that transforms a feasible spanning tree solution into a feasible diameter-constrained spanning tree solution, and finally another with a repetitive mechanism. Computational results show that repetitive heuristics can improve considerably over the results of the greedy constructive heuristics, but using a huge amount of computation time. To obtain computational results, we use instances of the problem corresponding to complete graphs with a number of nodes between 20 and 60 and with the value of D varying between 4 and 9.     

Heuristics for the multi-level capacitated minimum spanning tree problem

The capacitated minimum spanning tree (CMST) problem is fundamental to the design of centralized communication networks. In this paper we consider the multi-level capacitated minimum spanning tree problem, a generalization of the well-known CMST problem. Based on work previously done in the field, three heuristics are presented, addressing unit and non-unit demand cases. The proposed heuristics have been also integrated into a mixed integer programming solver. Evaluation results are presented, for an extensive set of experiments, indicating the improvements that the heuristics bring to the particular problem.     

Multi-exchange neighborhood structures for the capacitated minimum spanning tree problem

The capacitated minimum spanning tree (CMST) problem is to find a minimum cost spanning tree with an additional cardinality constraint on the sizes of the subtrees incident to a given root node. The CMST problem is an NP-complete problem, and existing exact algorithms can solve only small size problems. Currently, the best available heuristic procedures for the CMST problem are tabu search algorithms due to Amberg et al. and Sharaiha et al. These algorithms use two-exchange neighborhood structures that are based on exchanging a single node or a set of nodes between two subtrees. In this paper, we generalize their neighborhood structures to allow exchanges of nodes among multiple subtrees simultaneously; we refer to such neighborhood structures as multi-exchange neighborhood structures. Our first multi-exchange neighborhood structure allows exchanges of single nodes among several subtrees. Our second multi-exchange neighborhood structure allows exchanges that involve multiple subtrees. The size of each of these neighborhood structures grows exponentially with the problem size without any substantial increase in the computational times needed to find improved neighbors. Our approach, which is based on the cyclic transfer neighborhood structure due to Thompson and Psaraftis and Thompson and Orlin transforms a profitable exchange into a negative cost subset-disjoint cycle in a graph, called an improvement graph, and identifies these cycles using variants of shortest path label-correcting algorithms. Our computational results with GRASP and tabu search algorithms based on these neighborhood structures reveal that (i) for the unit demand case our algorithms obtained the best available solutions for all benchmark instances and improved some; and (ii) for the heterogeneous demand case our algorithms improved the best available solutions for most of the benchmark instances with improvements by as much as 18%. The running times our multi-exchange neighborhood search algorithms are comparable to those taken by two-exchange neighborhood search algorithms. Received: September 1998 / Accepted: March 2001?Published online May 18, 2001     

On the prize-collecting generalized minimum spanning tree problem

The prize-collecting generalized minimum spanning tree problem (PC-GMSTP), is a generalization of the generalized minimum spanning tree problem (GMSTP) and belongs to the hard core of -hard problems. We describe an exact exponential time algorithm for the problem, as well we present several mixed integer and integer programming formulations of the PC-GMSTP. Moreover, we establish relationships between the polytopes corresponding to their linear relaxations and present an efficient solution procedure that finds the optimal solution of the PC-GMSTP for graphs with up 240 nodes.     

A GRASP algorithm for the multi-criteria minimum spanning tree problem

This paper proposes a GRASP (Greedy Randomized Adaptive Search Procedure) algorithm for the multi-criteria minimum spanning tree problem, which is NP-hard. In this problem a vector of costs is defined for each edge of the graph and the problem is to find all Pareto optimal or efficient spanning trees (solutions). The algorithm is based on the optimization of different weighted utility functions. In each iteration, a weight vector is defined and a solution is built using a greedy randomized constructive procedure. The found solution is submitted to a local search trying to improve the value of the weighted utility function. We use a drop-and-add neighborhood where the spanning trees are represented by Prufer numbers. In order to find a variety of efficient solutions, we use different weight vectors, which are distributed uniformly on the Pareto frontier. The proposed algorithm is tested on problems with r=2 and 3 criteria. For non-complete graphs with n=10, 20 and 30 nodes, the performance of the algorithm is tested against a complete enumeration. For complete graphs with n=20, 30 and 50 nodes the performance of the algorithm is tested using two types of weighted utility functions. The algorithm is also compared with the multi-criteria version of the Kruskal’s algorithm, which generates supported efficient solutions. This work was funded by the Municipal Town Hall of Campos dos Goytacazes city. The used computer was acquired with resource of CNPq.     

A greedy heuristic for the capacitated minimum spanning tree problem

This paper develops a greedy heuristic for the capacitated minimum spanning tree problem (CMSTP), based on the two widely known methods of Prim and of Esau–Williams. The proposed algorithm intertwines two-stages: an enhanced combination of the Prim and Esau–Williams approaches via augmented and synthetic node selection criteria, and an increase of the feasible solution space by perturbing the input data using the law of cosines. Computational tests on benchmark problems show that the new heuristic provides extremely good performance results for the CMSTP, justifying its effectiveness and robustness. Furthermore, excluding the feasible space expansion, we show that we can still obtain good quality solutions in very short computational times.     

The prize-collecting generalized minimum spanning tree problem

We introduce the prize-collecting generalized minimum spanning tree problem. In this problem a network of node clusters needs to be connected via a tree architecture using exactly one node per cluster. Nodes in each cluster compete by offering a payment for selection. This problem is NP-hard, and we describe several heuristic strategies, including local search and a genetic algorithm. Further, we present a simple and computationally efficient branch-and-cut algorithm. Our computational study indicates that our branch-and-cut algorithm finds optimal solutions for networks with up to 200 nodes within two hours of CPU time, while the heuristic search procedures rapidly find near-optimal solutions for all of the test instances.     

A tabu search heuristic for the generalized minimum spanning tree problem

This paper describes an attribute based tabu search heuristic for the generalized minimum spanning tree problem (GMSTP) known to be NP-hard. Given a graph whose vertex set is partitioned into clusters, the GMSTP consists of designing a minimum cost tree spanning all clusters. An attribute based tabu search heuristic employing new neighborhoods is proposed. An extended set of TSPLIB test instances for the GMSTP is generated and the heuristic is compared with recently proposed genetic algorithms. The proposed heuristic yields the best results for all instances. Moreover, an adaptation of the tabu search algorithm is proposed for a variation of the GMSTP in which each cluster must be spanned at least once.     

Intelligent variable neighbourhood search for the minimum labelling spanning tree problem

Given a connected, undirected graph whose edges are labelled (or coloured), the minimum labelling spanning tree (MLST) problem seeks a spanning tree whose edges have the smallest number of distinct labels (or colours). In recent work, the MLST problem has been shown to be NP-hard and some effective heuristics have been proposed and analyzed. In a currently ongoing project, we investigate an intelligent optimization algorithm to solve the problem. It is obtained by the basic Variable Neighbourhood Search heuristic with the integration of other complements from machine learning, statistics and experimental algorithmics, in order to produce high-quality performance and to completely automate the resulting optimization strategy. Computational experiments show that the proposed metaheuristic has high-quality performance for the MLST problem and it is able to obtain optimal or near-optimal solutions in short computational running time.     

Modeling and solving the bi-objective minimum diameter-cost spanning tree problem

The bi-objective minimum diameter-cost spanning tree problem (bi-MDCST) seeks spanning trees with minimum total cost and minimum diameter. The bi-objective version generalizes the well-known bounded diameter minimum spanning tree problem. The bi-MDCST is a NP-hard problem and models several practical applications in transportation and network design. We propose a bi-objective multiflow formulation for the problem and effective multi-objective metaheuristics: a multi-objective evolutionary algorithm and a fast nondominated sorting genetic algorithm. Some guidelines on how to optimize the problem whenever a priority order can be established between the two objectives are provided. In addition, we present bi-MDCST polynomial cases and theoretical bounds on the search space. Results are reported for four representative test sets.     

A hybrid heuristic for the diameter constrained minimum spanning tree problem

We propose a hybrid GRASP and ILS based heuristic for the diameter constrained minimum spanning tree problem. The latter typically models network design applications where, under a given quality requirement, all vertices must be connected at minimum cost. An adaptation of the one time tree heuristic is used to build feasible diameter constrained spanning trees. Solutions thus obtained are then attempted to be improved through local search. Four different neighborhoods are investigated, in a scheme similar to VND. Upper bounds within 2% of optimality were obtained for problems in two test sets from the literature. Additionally, upper bounds stronger than those previously obtained in the literature are reported for OR-Library instances.     

The minimum spanning tree problem with fuzzy costs

In this paper the minimum spanning tree problem in a given connected graph is considered. It is assumed that the edge costs are not precisely known and they are specified as fuzzy intervals. Possibility theory is applied to characterize the optimality of edges of the graph and to choose a spanning tree under fuzzy costs.