A class of heuristics for the constrained forest problem

The constrained forest problem seeks a minimum-weight spanning forest in an undirected edge-weighted graph such that each tree spans at least a specified number of vertices. We present a structured class of greedy heuristics for this NP-hard problem, and identify the best heuristic.     

A heuristic for the Steiner problem in graphs

In this paper, we present a heuristic for the Steiner problem in graphs (SPG) along with some experimental results. The heuristic is based on an approach similar to Prim's algorithm for the minimum spanning tree. However, in this approach, arcs are associated with preference weights which are used to break ties among alternative choices of shortest paths occurring during the course of the algorithm. The preference weights are calculated according to a global view which takes into consideration the effect of all the regular nodes, nodes to be connected, on determining the choice of an arc in the solution tree.     

A greedy approximation algorithm for the group Steiner problem

In the group Steiner problem we are given an edge-weighted graph G=(V,E,w) and m subsets of vertices . Each subset g_i is called a group and the vertices in ?_ig_i are called terminals. It is required to find a minimum weight tree that contains at least one terminal from every group.We present a poly-logarithmic ratio approximation for this problem when the input graph is a tree. Our algorithm is a recursive greedy algorithm adapted from the greedy algorithm for the directed Steiner tree problem [Approximating the weight of shallow Steiner trees, Discrete Appl. Math. 93 (1999) 265-285, Approximation algorithms for directed Steiner problems, J. Algorithms 33 (1999) 73-91]. This is in contrast to earlier algorithms that are based on rounding a linear programming based relaxation for the problem [A polylogarithmic approximation algorithm for the Group Steiner tree problem, J. Algorithms 37 (2000) 66-84, preliminary version in Proceedings of SODA, 1998 pp. 253-259, On directed Steiner trees, Proceedings of SODA, 2002, pp. 59-63]. We answer in positive a question posed in [A polylogarithmic approximation algorithm for the Group Steiner tree problem, J. Algorithms 37 (2000) 66-84, preliminary version in Proceedings of SODA, 1998 pp. 253-259] on whether there exist good approximation algorithms for the group Steiner problem that are not based on rounding linear programs. For every fixed constant ε>0, our algorithm gives an approximation in polynomial time. Approximation algorithms for trees can be extended to arbitrary undirected graphs by probabilistically approximating the graph by a tree. This results in an additional multiplicative factor of in the approximation ratio, where |V| is the number of vertices in the graph. The approximation ratio of our algorithm on trees is slightly worse than the ratio of O(log(max_i|g_i|)·logm) provided by the LP based approaches.     

A theoretical justification of the set covering greedy heuristic of Caprara et al.

Large scale set covering problems have often been approached by constructive greedy heuristics, and much research has been devoted to the design and evaluation of various greedy criteria for such heuristics. A criterion proposed by Caprara et al. (1999) is based on reduced costs with respect to the yet unfulfilled constraints, and the resulting greedy heuristic is reported to be superior to those based on original costs or ordinary reduced costs.We give a theoretical justification of the greedy criterion proposed by Caprara et al. by deriving it from a global optimality condition for general non-convex optimisation problems. It is shown that this criterion is in fact greedy with respect to incremental contributions to a quantity which at termination coincides with the deviation between a Lagrangian dual bound and the objective value of the feasible solution found.     

Column generation extensions of set covering greedy heuristics

Large-scale set covering problems are often approached by constructive greedy heuristics, and many selection criteria for such heuristics have been considered. These criteria are typically based on measures of the cost of setting an additional variable to one in relation to the number of yet unfulfilled constraints that it will satisfy. We show how such greedy selections can be performed on column-oriented set covering models, by using a fractional optimization formulation and solving sequences of ordinary column generation problems for the application at hand.     

Exploring greedy criteria for the dynamic traveling purchaser problem

Given a set of products and a set of markets, the traveling purchaser problem looks for a tour visiting a subset of the markets to satisfy products demand at the minimum purchasing and traveling costs. In this paper, we analyze the dynamic variant of the problem (D-TPP) where the quantity made available in each market for each product may decrease over time. We introduce and compare several greedy strategies and test their impact on the solution in terms of feasibility and costs. In particular, we study an incremental approach where an initial naive strategy is improved and refined by a number of variants. Some of the proposed heuristics take into account either one of the two objective costs, while others are based on both traveling and purchasing costs. Extensive computational results are also provided on randomly generated instances.     

Analysis of some greedy algorithms for the single-sink fixed-charge transportation problem

The single-sink fixed-charge transportation problem (SSFCTP) consists of finding a minimum cost flow from a number of nodes to a single sink. Beside a cost proportional to the amount shipped, the flow cost encompass a fixed charge. The SSFCTP is an important subproblem of the well-known fixed-charge transportation problem. Nevertheless, just a few methods for solving this problem have been proposed in the literature. In this paper, some greedy heuristic solutions methods for the SSFCTP are investigated. It is shown that two greedy approaches for the SSFCTP known from the literature can be arbitrarily bad, whereas an approximation algorithm proposed in the literature for the binary min-knapsack problem has a guaranteed worst case bound if adapted accordingly to the case of the SSFCTP.     

Bounds for a constrained optimal stopping problem

In this short letter, we present an explicit upper bound for the optimal value of a bidimensional optimal stopping problem over stopping times τ subject to a constraint , where x(.) is a geometric Brownian motion coupled with an arbitrary diffusion process y(.), θ(., .) and c(.) are given positive, continuous functions and β > 0 is a fixed constant. The present result is derived from a corresponding Lagrangian dual problem, and using a recent result of Makasu (Seq Anal 27:435–440, 2008). Examples are given to illustrate our main result. Partial results of this note were obtained when the author was holding a postdoc grant PRO12/1003 at the Mathematics Institute, University of Oslo, Norway.     

A heuristic algorithm for constrained multi-source Weber problem – The variational inequality approach

For solving the well-known multi-source Weber problem (MWP), each iteration of the heuristic alternate location–allocation algorithm consists of a location phase and an allocation phase. The task of the location phase is to solve finitely many single-source Weber problems (SWP), which are reduced by the heuristic of nearest center reclassification for the customers in the previous allocation phase. This paper considers the more general and practical case – the MWP with constraints (CMWP). In particular, a variational inequality approach is contributed to solving the involved constrained SWP (CSWP), and thus a new heuristic algorithm for CMWP is presented. The involved CSWP in the location phases are reformulated into some linear variational inequalities, whose special structures lead to a new projection–contraction (PC) method. Global convergence of the PC method is proved under mild assumptions. The new heuristic algorithm using the PC method in the location phases approaches to the heuristic solution of CMWP efficiently, which is verified by the preliminary numerical results reported in this paper.     

When the greedy algorithm fails

We provide a characterization of the cases when the greedy algorithm may produce the unique worst possible solution for the problem of finding a minimum weight base in an independence system when the weights are taken from a finite range. We apply this theorem to TSP and the minimum bisection problem. The practical message of this paper is that the greedy algorithm should be used with great care, since for many optimization problems its usage seems impractical even for generating a starting solution (that will be improved by a local search or another heuristic).     

Random sampling and greedy sparsification for matroid optimization problems

Random sampling is a powerful tool for gathering information about a group by considering only a small part of it. We discuss some broadly applicable paradigms for using random sampling in combinatorial optimization, and demonstrate the effectiveness of these paradigms for two optimization problems on matroids: finding an optimum matroid basis and packing disjoint matroid bases. Application of these ideas to the graphic matroid led to fast algorithms for minimum spanning trees and minimum cuts. An optimum matroid basis is typically found by agreedy algorithm that grows an independent set into an optimum basis one element at a time. This continuous change in the independent set can make it hard to perform the independence tests needed by the greedy algorithm. We simplify matters by using sampling to reduce the problem of finding an optimum matroid basis to the problem of verifying that a givenfixed basis is optimum, showing that the two problems can be solved in roughly the same time. Another application of sampling is to packing matroid bases, also known as matroid partitioning. Sampling reduces the number of bases that must be packed. We combine sampling with a greedy packing strategy that reduces the size of the matroid. Together, these techniques give accelerated packing algorithms. We give particular attention to the problem of packing spanning trees in graphs, which has applications in network reliability analysis. Our results can be seen as generalizing certain results from random graph theory. The techniques have also been effective for other packing problems. © 1998 The Mathematical Programming Society, Inc. Published by Elsevier Science B.V.Some of this work done at Stanford University, supported by National Science Foundation and Hertz Foundation Graduate Fellowships, and NSF Young Investigator Award CCR-9357849, with matching funds from IBM, Schlumberger Foundation, Shell Foundation and Xerox Corporation. Also supported by NSF award 962-4239.     

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 primal-proximal heuristic applied to the French Unit-commitment problem

This paper is devoted to the numerical resolution of unit-commitment problems, with emphasis on the French model optimizing the daily production of electricity. The solution process has two phases. First a Lagrangian relaxation solves the dual to find a lower bound; it also gives a primal relaxed solution. We then propose to use the latter in the second phase, for a heuristic resolution based on a primal proximal algorithm. This second step comes as an alternative to an earlier approach, based on augmented Lagrangian (i.e. a dual proximal algorithm). We illustrate the method with some real-life numerical results. A companion paper is devoted to a theoretical study of the heuristic in the second phase.     

The -digraph optimization problem and the greedy algorithm

In this paper we present a new optimization problem and a general class of objective functions for this problem. We show that optimal solutions to this problem with these objective functions are found with a simple greedy algorithm. Special cases include matroids, Huffman's data compression problem, a special class of greedoids, a special class of min cost max flow problems (related to Monge sequences), a special class of weighted f-factor problems, and some new problems.     

A hybrid heuristic for the maximum clique problem

In this paper we present a heuristic based steady-state genetic algorithm for the maximum clique problem. The steady-state genetic algorithm generates cliques, which are then extended into maximal cliques by the heuristic. We compare our algorithm with three best evolutionary approaches and the overall best approach, which is non-evolutionary, for the maximum clique problem and find that our algorithm outperforms all the three evolutionary approaches in terms of best and average clique sizes found on majority of DIMACS benchmark instances. However, the obtained results are much inferior to those obtained with the best approach for the maximum clique problem.     

Greedy Randomized Adaptive Search and Variable Neighbourhood Search for the minimum labelling spanning tree problem

This paper studies heuristics for the minimum labelling spanning tree (MLST) problem. The purpose is to find a spanning tree using edges that are as similar as possible. Given an undirected labelled connected graph, the minimum labelling spanning tree problem seeks a spanning tree whose edges have the smallest number of distinct labels. This problem has been shown to be NP-hard. A Greedy Randomized Adaptive Search Procedure (GRASP) and a Variable Neighbourhood Search (VNS) are proposed in this paper. They are compared with other algorithms recommended in the literature: the Modified Genetic Algorithm and the Pilot Method. Nonparametric statistical tests show that the heuristics based on GRASP and VNS outperform the other algorithms tested. Furthermore, a comparison with the results provided by an exact approach shows that we may quickly obtain optimal or near-optimal solutions with the proposed heuristics.     

Worst-case analysis of greedy algorithms for the subset-sum problem

Given a set ofn positive integers and another positive integerW, the Subset-Sum Problem is to find that subset whose sum is closest to, without exceeding,W. We present a polynomial approximation scheme for this problem and prove that its worst-case performance dominates that of Johnson's well-known scheme. Research supported by Ministero Pubblica Istruzion, Italy.     

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.