MONOTONIC ITERATIVE ALGORITHMS FOR A QUASICOMPLEMENTARITY PROBLEM

1. IntroductionConsider the following QCP: find u E Re such thatwhere A, B: R" -+ Re are operators, f E R". The quasivariational inequality which is equivalent to (1) sounds: to find u E Re such that u 2 Ba andIf Ba = c E R" for ally v E R" then QCP(1) reduces into CP. (1) appears in mathematicalprogramming (see, for example, [2] and the references therein), also comes from the discretization of QCP in mathematical physics and control theory (see [1]). For various generalization,see…     

An empirical study of hybrid genetic algorithms for the set covering problem

The purpose of this paper is to explore the computational performance of several hybrid algorithms that are extensions of a basic genetic algorithm (GA) approach for solving the set covering problem (SCP). We start by making several enhancements to a GA for the SCP that was proposed by Beasley and Chu. Next, several hybrid solution approaches are introduced that combine the GA with various local neighbourhood search approaches, with a form of the greedy randomized adaptive search procedure, and with an estimation of distribution algorithms approach. Using Beasley's library of SCPs extensive computational results are generated for the hybrid solution approaches defined in this paper. Statistical analyses of the results are performed.     

Algorithms for large scale set covering problems

This paper is concerned with the set covering problem (SCP), and in particular with the development of a new algorithm capable of solving large-scale SCPs of the size found in real-life situations. The set covering problem has a wide variety of practical applications which, in general, yield large and sparse instances, normally with hundreds of rows and thousands of columns. In this paper, we present an algorithm capable of solving problems of this size and test problems up to 400 rows and 4000 columns are solved. The method developed in this paper consists of a tree-search procedure based on a combination of decomposition and state space relaxation which is a technique developed for obtaining lower bounds on the dynamic program associated with a combinatorial optimization problem. The large size SCPs are decomposed into many smaller SCPs which are then solved or bounded by state space relaxation (SSR). Before using the decomposition and SSR, reductions both in the number of columns and the number of rows of the problem are made by applying Lagrangian relaxation, linear programming and heuristic methods.     

A 3-flip neighborhood local search for the set covering problem

The set covering problem (SCP) calls for a minimum cost family of subsets from n given subsets, which together covers the entire ground set. In this paper, we propose a local search algorithm for SCP, which has the following three characteristics. (1) The use of 3-flip neighborhood, which is the set of solutions obtainable from the current solution by exchanging at most three subsets. As the size of 3-flip neighborhood is O(n³), the neighborhood search becomes expensive if implemented naively. To overcome this, we propose an efficient implementation that reduces the number of candidates in the neighborhood without sacrificing the solution quality. (2) We allow the search to visit the infeasible region, and incorporate the strategic oscillation technique realized by adaptive control of penalty weights. (3) The size reduction of the problem by using the information from the Lagrangian relaxation is incorporated, which is indispensable for solving very large instances. According to computational comparisons on benchmark instances with other existing heuristic algorithms for SCP, our algorithm performs quite effectively for various types of problems, especially for very large-scale instances.     

Solving Convex MINLP Optimization Problems Using a Sequential Cutting Plane Algorithm

In this article we look at a new algorithm for solving convex mixed integer nonlinear programming problems. The algorithm uses an integrated approach, where a branch and bound strategy is mixed with solving nonlinear programming problems at each node of the tree. The nonlinear programming problems, at each node, are not solved to optimality, rather one iteration step is taken at each node and then branching is applied. A Sequential Cutting Plane (SCP) algorithm is used for solving the nonlinear programming problems by solving a sequence of linear programming problems. The proposed algorithm generates explicit lower bounds for the nodes in the branch and bound tree, which is a significant improvement over previous algorithms based on QP techniques. Initial numerical results indicate that the described algorithm is a competitive alternative to other existing algorithms for these types of problems.     

SEQUENTIAL CONVEX PROGRAMMING METHODS FOR SOLVING LARGE TOPOLOGY OPTIMIZATION PROBLEMS： IMPLEMENTATION AND COMPUTATIONAL RESULTS

In this paper, we describe a method to solve large-scale structural optimization problems by sequential convex programming （SCP）. A predictor-corrector interior point method is applied to solve the strictly convex subproblems. The SCP algorithm and the topology optimization approach are introduced. Especially, different strategies to solve certain linear systems of equations are analyzed. Numerical results are presented to show the efficiency of the proposed method for solving topology optimization problems and to compare different variants.     

An exact algorithm for side-chain placement in protein design

Computational protein design aims at constructing novel or improved functions on the structure of a given protein backbone and has important applications in the pharmaceutical and biotechnical industry. The underlying combinatorial side-chain placement (SCP) problem consists of choosing a SCP for each residue position such that the resulting overall energy is minimum. The choice of the side-chain then also determines the amino acid for this position. Many algorithms for this NP{\mathcal{NP}}-hard problem have been proposed in the context of homology modeling, which, however, reach their limits when faced with large protein design instances. In this paper, we propose a new exact method for the SCP problem that works well even for large instance sizes as they appear in protein design. Our main contribution is a dedicated branch-and-bound algorithm that combines tight upper and lower bounds resulting from a novel Lagrangian relaxation approach for SCP. Our experimental results show that our method outperforms alternative state-of-the-art exact approaches and makes it possible to optimally solve large protein design instances routinely.     

An effective and simple heuristic for the set covering problem

This paper investigates the development of an effective heuristic to solve the set covering problem (SCP) by applying the meta-heuristic Meta-RaPS (Meta-heuristic for Randomized Priority Search). In Meta-RaPS, a feasible solution is generated by introducing random factors into a construction method. Then the feasible solutions can be improved by an improvement heuristic. In addition to applying the basic Meta-RaPS, the heuristic developed herein integrates the elements of randomizing the selection of priority rules, penalizing the worst columns when the searching space is highly condensed, and defining the core problem to speedup the algorithm. This heuristic has been tested on 80 SCP instances from the OR-Library. The sizes of the problems are up to 1000 rows × 10,000 columns for non-unicost SCP, and 28,160 rows × 11,264 columns for the unicost SCP. This heuristic is only one of two known SCP heuristics to find all optimal/best known solutions for those non-unicost instances. In addition, this heuristic is the best for unicost problems among the heuristics in terms of solution quality. Furthermore, evolving from a simple greedy heuristic, it is simple and easy to code. This heuristic enriches the options of practitioners in the optimization area.     

Using a facility location algorithm to solve large set covering problems

Erlenkotter has developed an efficient exact (guarantees optimality) algorithm to solve the uncapacitated facility location problem (UFLP). In this paper, we use his algorithm to solve large instances of an important subset of the UFLP; the set covering problem (SCP). In addition, we present further empirical evidence that a heuristic algorithm developed by Vasko and Wilson for the SCP is capable of quickly generating good solutions to large SCP's.     

Surrogate constraint normalization for the set covering problem

The set covering problem (SCP) is central in a wide variety of practical applications for which finding good feasible solutions quickly (often in real-time) is crucial. Surrogate constraint normalization is a classical technique used to derive appropriate weights for surrogate constraint relaxations in mathematical programming. This framework remains the core of the most effective constructive heuristics for the solution of the SCP chiefly represented by the widely-used Chvátal method. This paper introduces a number of normalization rules and demonstrates their superiority to the classical Chvátal rule, especially when solving large scale and real-world instances. Directions for new advances on the creation of more elaborate normalization rules for surrogate heuristics are also provided.     

Global minimization of a generalized linear multiplicative programming

This article presents a simplicial branch and bound algorithm for globally solving generalized linear multiplicative programming problem (GLMP). Since this problem does not seem to have been studied previously, the algorithm is apparently the first algorithm to be proposed for solving such problem. In this algorithm, a well known simplicial subdivision is used in the branching procedure and the bound estimation is performed by solving certain linear programs. Convergence of this algorithm is established, and some experiments are reported to show the feasibility of the proposed algorithm.     

Computational experience with approximation algorithms for the set covering problem

The Set Covering problem (SCP) is a well known combinatorial optimization problem, which is NP-hard. We conducted a comparative study of nine different approximation algorithms for the SCP, including several greedy variants, fractional relaxations, randomized algorithms and a neural network algorithm. The algorithms were tested on a set of random-generated problems with up to 500 rows and 5000 columns, and on two sets of problems originating in combinatorial questions with up to 28160 rows and 11264 columns.On the random problems and on one set of combinatorial problems, the best algorithm among those we tested was a randomized greedy algorithm, with the neural network algorithm very close in second place. On the other set of combinatorial problems, the best algorithm was a deterministic greedy variant, and the randomized algorithms (both randomized greedy and neural network) performed quite poorly. The other algorithms we tested were always inferior to the ones mentioned above.     

Global optimization for the generalized polynomial sum of ratios problem

In this paper, a new deterministic global optimization algorithm is proposed for solving a fractional programming problem whose objective and constraint functions are all defined as the sum of generalized polynomial ratios, which arises in various practical problems. Due to its intrinsic difficulty, less work has been devoted to globally solving this problem. The proposed algorithm is based on reformulating the problem as a monotonic optimization problem, and it turns out that the optimal solution which is provided by the algorithm is adequately guaranteed to be feasible and to be close to the actual optimal solution. Convergence of the algorithm is shown and numerical examples are given to illustrate the feasibility and efficiency of the present algorithm.     

Global Maximization of a Generalized Concave Multiplicative Function

This article presents a branch-and-bound algorithm for globally solving the problem (P) of maximizing a generalized concave multiplicative function over a compact convex set. Since problem (P) does not seem to have been studied previously, the algorithm is apparently the first algorithm to be proposed for solving this problem. It works by globally solving a problem (P1) equivalent to problem (P). The branch-and-bound search undertaken by the algorithm uses rectangular partitioning and takes place in a space which typically has a much smaller dimension than the space to which the decision variables of problem (P) belong. Convergence of the algorithm is shown; computational considerations and benefits for users of the algorithm are given. A sample problem is also solved.     

Solving sum of quadratic ratios fractional programs via monotonic function

In this paper, a branch-reduce-bound algorithm is proposed for globally solving a sum of quadratic ratios fractional programming with nonconvex quadratic constraints. Due to its intrinsic difficulty, less work has been devoted to globally solving this problem. The proposed algorithm is based on reformulating the problem as a monotonic optimization problem, and it turns out that the optimal solution which is provided by the algorithm is adequately guaranteed to be feasible and to be close to the actual optimal solution. Convergence of the algorithm is shown and the numerical experiments are given to show the feasibility of the proposed algorithm.     

Mixed-Integer Linear Programming Formulations for the Software Clustering Problem

The clustering problem has an important application in software engineering, which usually deals with large software systems with complex structures. To facilitate the work of software maintainers, components of the system are divided into groups in such a way that the groups formed contain highly-interdependent modules and the independent modules are placed in different groups. The measure used to analyze the quality of the system partition is called Modularization Quality (MQ). Designers represent the software system as a graph where modules are represented by nodes and relationships between modules are represented by edges. This graph is referred in the literature as Module Dependency Graph (MDG). The Software Clustering Problem (SCP) consists in finding the partition of the MDG that maximizes the MQ. In this paper we present three new mathematical programming formulations for the SCP. Firstly, we formulate the SCP as a sum of linear fractional functions problem and then we apply two different linearization procedures to reformulate the problem as Mixed-Integer Linear Programming (MILP) problems. We discuss a preprocessing technique that reduces the size of the original problem and develop valid inequalities that have been shown to be very effective in tightening the formulations. We present numerical results that compare the formulations proposed and compare our results with the solutions obtained by the exhaustive algorithm supported by the freely available Bunch clustering tool, for benchmark problems.     

求解无容量设施选址问题的拉格朗日蝙蝠算法

无容量设施选址问题(Uncapacitated Facility Location Problem,UFLP)是一类经典的组合优化问题,被证明是一种NP-hard问题,易于描述却难于求解.首先根据UFLP的数学模型及其具体特征,重新设计了蝙蝠算法的操作算子,给出了求解UFLP的蝙蝠算法.其次构建出三种可行化方法,并将其与求解UFLP的蝙蝠算法和拉格朗日松弛算法相结合,设计了求解该问题的拉格朗日蝙蝠算法.最后通过仿真实例和与其他算法进行比较的方式,验证了该混合算法用来求解UFLP的可行性,是解决离散型问题的一种有效方式.     

The part families problem in flexible manufacturing systems

Parts grouping into families can be performed in flexible manufacturing systems (FMSs) to simplify two classes of problems: long horizon planning and short horizon planning. In this paper the emphasis is on the part families problem applicable to the short horizon planning. Traditionally, parts grouping was based on classification and coding systems, some of which are reviewed in this paper. To overcome the drawbacks of the classical approach to parts grouping, two new methodologies are developed. The methodologies presented are very easy to implement because they take advantage of the information already stored in the CAD system. One of the basic elements of this system is the algorithm for solving the part families problem. Some of the existing clustering algorithms for solving this problem are discussed. A new clustering algorithm has been developed. The computational complexity and some of the computational results of solving the part families problem are also discussed.     

A simplicial branch and duality bound algorithm for the sum of convex–convex ratios problem

This article presents a simplicial branch and duality bound algorithm for globally solving the sum of convex–convex ratios problem with nonconvex feasible region. To our knowledge, little progress has been made for globally solving this problem so far. The algorithm uses a branch and bound scheme where the Lagrange duality theory is used to obtain the lower bounds. As a result, the lower-bounding subproblems during the algorithm search are all ordinary linear programs that can be solved very efficiently. It has been proved that the algorithm possesses global convergence. Finally, the numerical experiments are given to show the feasibility of the proposed algorithm.     

求有限集合覆盖的构造方法

在近似算法领域,集合覆盖问题是研究的比较早和比较透彻的问题之一.文中解决与经典SCP不同的另一问题,针对有限集合覆盖的构造,提出一种构造有限集合上的集合覆盖的算法,并且给出了该算法的完备性证明.该算法简单有效,是一种用于构造集合覆盖的规范方法.