An objective hyperplane search procedure for solving the general all-integer linear programming (ILP) problem

We describe an objective hyperplane search method for solving a class of integer linear programming (ILP) problems. We formulate the search as a bounded knapsack problem and develop requisite theory for formulating knapsack problems with composite constraints and composite objective functions that facilitate convergence to an ILP solution. A heuristic solution algorithm was developed and used to solve a variety of test problems found in the literature. The method obtains optimal or near-optimal solutions in acceptable ranges of computational effort.     

An algorithm for the multiple objective integer linear programming problem

A technique is presented for solving the multiple objective integer linear programming problem. The technique can be used to identify some or all efficient solutions. While the technique is applicable with any integer programming algorithm, it is well suited for implementation using integer postoptimality techniques. Such an implementation, based on Balas' Additive algorithm, is described for problems with zero-one variables.     

A contraction algorithm for the multiparametric integer linear programming problem

We designed and implemented an algorithm to solve the continuos right hand side multiparametric Integer Linear Programming (ILP) problem, that is to solve a family of ILP problems in which the problems are related by having identical objective and matrix coefficients. Our algorithm works by choosing an appropiate finite sequence of nonparametric Mixed Integer Linear Programming (MILP) problems in order to obtain a complete multiparametrical analysis. The algorithm may be implemented by using any software capable of solving MILP problems.     

Constrained integer linear fractional programming problem

An integer linear fractional programming problem, whose integer solution is required to satisfy any h out of given n sets of constraints has been discussed in this paper. Method for ranking and scanning all integer points has also been developed and a numerical illustration is included in support of theory.     

Combining variable neighborhood search with integer linear programming for the generalized minimum spanning tree problem

We consider the generalized version of the classical Minimum Spanning Tree problem where the nodes of a graph are partitioned into clusters and exactly one node from each cluster must be connected. We present a Variable Neighborhood Search (VNS) approach which uses three different neighborhood types. Two of them work in complementary ways in order to maximize search effectivity. Both are large in the sense that they contain exponentially many candidate solutions, but efficient polynomial-time algorithms are used to identify best neighbors. For the third neighborhood type we apply Mixed Integer Programming to optimize local parts within candidate solution trees. Tests on Euclidean and random instances with up to 1280 nodes indicate especially on instances with many nodes per cluster significant advantages over previously published metaheuristic approaches. This work is supported by the RTN ADONET under grant 504438.     

Cutting plane method for multiple objective stochastic integer linear programming

This paper grapples with the problem of incorporating integer variables in the constraints of a multiple objective stochastic linear program (MOSLP). After representing uncertain aspirations of the decision maker by converting the original problem into a deterministic multiple objective integer linear program (MOILP), a cutting plane technique may be used to compute all the efficient solutions of the last model leaving the decision maker to choose a solution according to his preferences. A numerical example is also included for illustration.     

A compromise procedure for the multiple objective linear fractional programming problem

A generalization of a well-known multiple objective linear fractional programming (MOLFP) problem, the multiple objective fractional programming (MOFP) problem, is formulated. A concept of multiple objective programming (MOP) problem corresponding to MOFP is introduced and some relations between those problems are examined. Based on these results, a compromise procedure for MOLFP problem is proposed. A numerical example is given to show how the procedure works.     

An integer linear programming approach and a hybrid variable neighborhood search for the car sequencing problem

In this paper we present two major approaches to solve the car sequencing problem, in which the goal is to find an optimal arrangement of commissioned vehicles along a production line with respect to constraints of the form “no more than l_ccars are allowed to require a component c in any subsequence of m_cconsecutive cars”. The first method is an exact one based on integer linear programming (ILP). The second approach is hybrid: it uses ILP techniques within a general variable neighborhood search (VNS) framework for examining large neighborhoods. We tested the two methods on benchmark instances provided by CSP_LIB and the automobile manufacturer RENAULT for the ROADEF Challenge 2005. These tests reveal that our approaches are competitive to previous reported algorithms. For the CSP_LIB instances we were able to shorten the required computation time for reaching and proving optimality. Furthermore, we were able to obtain tight bounds on some of the ROADEF instances. For two of these instances the proposed ILP-method could provide new optimality proofs for already known solutions. For the VNS, the individual contributions of the used neighborhoods are also experimentally analyzed. Results highlight the significant impact of each structure. In particular the large ones examined using ILP techniques enhance the overall performance significantly, so that the hybrid approach clearly outperforms variants including only commonly defined neighborhoods.     

Heuristic algorithms for the inverse mixed integer linear programming problem

The recent development in inverse optimization, in particular the extension from the inverse linear programming problem to the inverse mixed integer linear programming problem (InvMILP), provides more powerful modeling tools but also presents more challenges to the design of efficient solution techniques. The only reported InvMILP algorithm, referred to as Alg^InvMILP, although finitely converging to global optimality, suffers two limitations that greatly restrict its applicability: it is time consuming and does not generate a feasible solution except for the optimal one. This paper presents heuristic algorithms that are designed to be implemented and executed in parallel with Alg^InvMILP in order to alleviate and overcome its two limitations. Computational experiments show that implementing the heuristic algorithm on one auxiliary processor in parallel with Alg^InvMILP on the main processor significantly improves its computational efficiency, in addition to providing a series of improving feasible upper bound solutions. The additional speedup of parallel implementation on two or more auxiliary processors appears to be incremental, but the upper bound can be improved much faster.     

Branching on hyperplane methods for mixed integer linear and convex programming using adjoint lattices

We present branching-on-hyperplane methods for solving mixed integer linear and mixed integer convex programs. In particular, we formulate the problem of finding a good branching hyperplane using a novel concept of adjoint lattice. We also reformulate the problem of rounding a continuous solution to a mixed integer solution. A worst case complexity of a Lenstra-type algorithm is established using an approximate log-barrier center to obtain an ellipsoidal rounding of the feasible set. The results for the mixed integer convex programming also establish a complexity result for the mixed integer second order cone programming and mixed integer semidefinite programming feasibility problems as a special case. Our results motivate an alternative reformulation technique and a branching heuristic using a generalized (e.g., ellipsoidal) norm reduced basis available at the root node.     

A mixed integer linear programming formulation of the maximum betweenness problem

This paper considers the maximum betweenness problem. A new mixed integer linear programming (MILP) formulation is presented and validity of this formulation is given. Experimental results are performed on randomly generated instances from the literature. The results of CPLEX solver, based on the proposed MILP formulation, are compared with results obtained by total enumeration technique. The results show that CPLEX optimally solves instances of up to 30 elements and 60 triples in a short period of time.     

An integer linear programming approach for bilinear integer programming

We introduce a new Integer Linear Programming (ILP) approach for solving Integer Programming (IP) problems with bilinear objectives and linear constraints. The approach relies on a series of ILP approximations of the bilinear IP. We compare this approach with standard linearization techniques on random instances and a set of real-world product bundling problems.     

Solving the quadratic assignment problem by means of general purpose mixed integer linear programming solvers

The Quadratic Assignment Problem (QAP) can be solved by linearization, where one formulates the QAP as a mixed integer linear programming (MILP) problem. On the one hand, most of these linearizations are tight, but rarely exploited within a reasonable computing time because of their size. On the other hand, Kaufman and Broeckx formulation (Eur. J. Oper. Res. 2(3):204–211, 1978) is the smallest of these linearizations, but very weak. In this paper, we analyze how the Kaufman and Broeckx formulation can be tightened to obtain better QAP-MILP formulations. As shown in our numerical experiments, these tightened formulations remain small but computationally effective to solve the QAP by means of general purpose MILP solvers.     

Branch-and-bound algorithms for the partial inverse mixed integer linear programming problem

This paper presents branch-and-bound algorithms for the partial inverse mixed integer linear programming (PInvMILP) problem, which is to find a minimal perturbation to the objective function of a mixed integer linear program (MILP), measured by some norm, such that there exists an optimal solution to the perturbed MILP that also satisfies an additional set of linear constraints. This is a new extension to the existing inverse optimization models. Under the weighted $L_1$ and $L_\infty $ norms, the presented algorithms are proved to finitely converge to global optimality. In the presented algorithms, linear programs with complementarity constraints (LPCCs) need to be solved repeatedly as a subroutine, which is analogous to repeatedly solving linear programs for MILPs. Therefore, the computational complexity of the PInvMILP algorithms can be expected to be much worse than that of MILP or LPCC. Computational experiments show that small-sized test instances can be solved within a reasonable time period.     

Cutting plane algorithms for the inverse mixed integer linear programming problem

We present cutting plane algorithms for the inverse mixed integer linear programming problem (InvMILP), which is to minimally perturb the objective function of a mixed integer linear program in order to make a given feasible solution optimal.     

A direct heuristic algorithm for linear programming

AnO(n ³) mathematically non-iterative heuristic procedure that needs no artificial variable is presented for solving linear programming problems. An optimality test is included. Numerical experiments depict the utility/scope of such a procedure.     

A mixed integer linear programming model for reliability optimisation in the component deployment problem

Component deployment is a combinatorial optimisation problem in software engineering that aims at finding the best allocation of software components to hardware resources in order to optimise quality attributes, such as reliability. The problem is often constrained because of the limited hardware resources, and the communication network, which may connect only certain resources. Owing to the non-linear nature of the reliability function, current optimisation methods have focused mainly on heuristic or metaheuristic algorithms. These are approximate methods, which find near-optimal solutions in a reasonable amount of time. In this paper, we present a mixed integer linear programming (MILP) formulation of the component deployment problem. We design a set of experiments where we compare the MILP solver to methods previously used to solve this problem. Results show that the MILP solver is efficient in finding feasible solutions even where other methods fail, or prove infeasibility where feasible solutions do not exist.     

A dynamic programming heuristic for the P-median problem

A new heuristic algorithm is proposed for the P-median problem. The heuristic restricts the size of the state space of a dynamic programming algorithm. The approach may be viewed as an extension of the myopic or greedy adding algorithm for the P-median model. The approach allows planners to identify a large number of solutions all of which perform well with respect to the P-median objective of minimizing the demand weighted average distance between customer locations and the nearest of the P selected facilities. In addition, the results indicate regions in which it is desirable to locate facilities. Computational results from three test problems are discussed.     

A combined local search and integer programming approach to the traveling tournament problem

The traveling tournament problem is a well-known combinatorial optimization problem with direct applications to sport leagues scheduling, that sparked intensive algorithmic research over the last decade. With the Challenge Traveling Tournament Instances as an established benchmark, the most successful approaches to the problem use meta-heuristics like tabu search or simulated annealing, partially heavily parallelized. Integer programming based methods on the other hand are hardly able to tackle larger benchmark instances. In this work we present a hybrid approach that draws on the power of commercial integer programming solvers as well as the speed of local search heuristics. Our proposed method feeds the solution of one algorithm phase to the other one, until no further improvements can be made. The applicability of this method is demonstrated experimentally on the galaxy instance set, resulting in currently best known solutions for most of the considered instances.     

A new lower bound for the linear knapsack problem with general integer variables

It is well known that the linear knapsack problem with general integer variables (LKP) is NP-hard. In this paper we first introduce a special case of this problem and develop an O(n) algorithm to solve it. We then show how this algorithm can be used efficiently to obtain a lower bound for a general instance of LKP and prove that it is at least as good as the linear programming lower bound. We also present the results of a computational study that show that for certain classes of problems the proposed bound on average is tighter than other bounds proposed in the literature.