A computational evaluation of a general branch-and-price framework for capacitated network location problems

The purpose of this paper is to illustrate a general framework for network location problems, based on column generation and branch-and-price. In particular we consider capacitated network location problems with single-source constraints. We consider several different network location models, by combining cardinality constraints, fixed costs, concentrator restrictions and regional constraints. Our general branch-and-price-based approach can be seen as a natural counterpart of the branch-and-cut-based commercial ILP solvers, with the advantage of exploiting the tightness of the lower bound provided by the set partitioning reformulation of network location problems. Branch-and-price and branch-and-cut are compared through an extensive set of experimental tests.     

A Branch-and-Cut algorithm for graph coloring

In this paper a Branch-and-Cut algorithm, based on a formulation previously introduced by us, is proposed for the Graph Coloring Problem. Since colors are indistinguishable in graph coloring, there may typically exist many different symmetrical colorings associated with a same number of colors. If solutions to an integer programming model of the problem exhibit that property, the Branch-and-Cut method tends to behave poorly even for small size graph coloring instances. Our model avoids, to certain extent, that bottleneck. Computational experience indicates that the results we obtain improve, in most cases, on those given by the well-known exact solution graph coloring algorithm Dsatur.     

Some branch and bound techniques for nonlinear optimization

The range of nonlinear optimization problems which can be solved by Linear Programming and the Branch and Bound algorithm is extended by introducing Chains of Linked Ordered Sets and by allowing automatic interpolation of new variables. However this approach involves solving a succession of linear subproblems, whose solutions in general violate the logical requirements of the nonlinear formulation and may lie far from any local or global optimum. The paper describes techniques which are designed to improve the performance of the Branch and Bound algorithm on problems containing chains, and which also yield benefits in integer programming.Each linear subproblem is tightened towards the corresponding nonlinear problem by removing variables which must logically be nonbasic in any feasible solution. This is achieved by a presolve procedure, and also by post-optimal Lagrangian relaxation which tightens the bound on the objective function by assessing the cheapest way to satisfy any violated chain constraints. Frequently fewer subsequent branches are required to find a feasible solution or to prove infeasibility.Formerly of Scicon Ltd.     

A branch-and-price-and-cut method for computing an optimal bramble

Given an undirected graph, a bramble is a set of connected subgraphs (called bramble elements) such that every pair of subgraphs either contains a common node, or such that an edge $(i,j)$ exists with node $i$ belonging to one subgraph and node $j$ belonging to the other. In this paper we examine the problem of finding the bramble number of a graph, along with a set of bramble elements that yields this number. The bramble number is the largest cardinality of a minimum hitting set over all bramble elements on this graph. A graph with bramble number $k$ has a treewidth of $k-1$. We provide a branch-and-price-and-cut method that generates columns corresponding to bramble elements, and rows corresponding to hitting sets. We then examine the computational efficacy of our algorithm on a randomly generated data set.     

Algorithms for the non-bifurcated network design problem

In this paper we consider the non-bifurcated network design problem where a given set of cities must be connected by installing on a given set of links integer multiples of some base capacity so that a set of commodity demands can be routed. Each commodity flow is constrained to run through a single path along the network. The objective is to minimize the sum of capacity installation and routing costs. We present an exact algorithm and four new heuristics. The first heuristic generates an initial feasible solution, then it improves it until a necessary condition for optimality is satisfied. Two heuristics are partial enumeration methods and the last one iteratively applies a tabu search method to different initial feasible solutions. Computational results over a set of test problems from the literature show the effectiveness of the proposed algorithms.     

Univariate parameterization for global optimization of mixed-integer polynomial problems

This paper presents a new relaxation technique to globally optimize mixed-integer polynomial programming problems that arise in many engineering and management contexts. Using a bilinear term as the basic building block, the underlying idea involves the discretization of one of the variables up to a chosen accuracy level (Teles, J.P., Castro, P.M., Matos, H.A. (2013). Multiparametric disaggregation technique for global optimization of polynomial programming problems. J. Glob. Optim. 55, 227–251), by means of a radix-based numeric representation system, coupled with a residual variable to effectively make its domain continuous. Binary variables are added to the formulation to choose the appropriate digit for each position together with new sets of continuous variables and constraints leading to the transformation of the original mixed-integer non-linear problem into a larger one of the mixed-integer linear programming type. The new underestimation approach can be made as tight as desired and is shown capable of providing considerably better lower bounds than a widely used global optimization solver for a specific class of design problems involving bilinear terms.     

A cutting plane algorithm for graph coloring

We present an approach based on integer programming formulations of the graph coloring problem. Our goal is to develop models that remove some symmetrical solutions obtained by color permutations. We study the problem from a polyhedral point of view and determine some families of facets of the 0/1-polytope associated with one of these integer programming formulations. The theoretical results described here are used to design an efficient Cutting Plane algorithm.     

Branch-and-price algorithm for the Resilient Multi-level Hop-constrained Network Design

In this work, we investigate the Resilient Multi-level Hop-constrained Network Design (RMHND) problem, which consists of designing hierarchical telecommunication networks, assuring resilience against random failures and maximum delay guarantees in the communication. Three mathematical formulations are proposed and algorithms based on the proposed formulations are evaluated. A Branch-and-price algorithm, which is based on a delayed column generation approach within a Branch-and-bound framework, is proven to work well, finding optimal solutions for practical telecommunication scenarios within reasonable time. Computational results show that algorithms based on the compact formulations are able to prove optimality for instances of limited size in the scenarios of interest while the proposed Branch-and-price algorithm exhibits a much better performance.     

New optimality conditions for quadratic optimization problems with binary constraints

In this article, we obtain new sufficient optimality conditions for the nonconvex quadratic optimization problems with binary constraints by exploring local optimality conditions. The relation between the optimal solution of the problem and that of its continuous relaxation is further extended.     

Preemptive scheduling and antichain polyhedra

We present a theoretical framework, which is based upon notions of ordered hypergraphs and antichain polyhedra, and which is dedicated to the combinatorial analysis of preemptive scheduling problems submitted to parallelization constraints.This framework allows us to characterize specific partially ordered structures which are such that induced preemptive scheduling problems may be solved through linear programming. To prove that, in the general case, optimal preemptive schedules may be searched inside some connected subset of the vertex set of an Antichain Polyhedron.     

An extension of set partitioning with application to scheduling problems

The well known problems of set covering, set partitioning and set packing are defined and their interrelationship is considered. A natural generalisation called the extended set partitioning model is presented and the three standard models are shown to be special cases of this generalisation. In addition, the extended model includes another type of set problem which can be of greater use in certain applications. The model forms the basis of a computer assisted bus crew scheduling system developed by the authors. The system is in regular use by Dublin City Services in the Republic of Ireland. Finally, the equivalence between a special case of the set partitioning problem and the shortest route problem is considered and it is shown that this equivalence also applies to the extended model.     

Construction of some countable 1-arc-transitive bipartite graphs

We generalize earlier work which gave a method of construction for bipartite graphs which are obtained as the set of maximal or minimal elements of a certain cycle-free partial order. The method is extended here to produce a 1-arc-transitive bipartite graph in a ‘free’ way, starting with any partial order with greatest and least element and with instructions on its points about how they will ramify in the extension. A key feature of our work is the interplay between properties of the initial partial order, the extended partial order, and the bipartite graph which results. We also extend the earlier work by giving a complete characterization of all 2-CS-transitive cycle-free partial orders. In addition, we discuss the completeness of the constructed partial orders, in the sense of Dedekind and MacNeille, and remark that the bipartite graph constructed can only be 2-arc-transitive in the cycle-free case.     

Trajectory-following algorithms for min-max optimization problems

In this paper, we consider a class of nonlinear minimum-maximum optimization problems subject to boundedness constraints on the decision vectors. Three algorithms are developed for finding the min-max point using the concept of solving an associated dynamical system. In the first and third algorithms, solutions are obtained by solving systems of differential equations. The second algorithm is a discrete version of the first algorithm. The trajectories generated by the first and second algorithms may move inside or on the boundary of the constraint set, while the third algorithm ensures that any trajectory that begins inside the constraint region remains in its interior. Sufficient conditions for global convergence of the two algorithms are also established. For illustration, four numerical examples are solved.This work was partially supported by a research grant from the Australian Research Committee.     

New variable-metric algorithms for nondifferentiable optimization problems

This paper deals with new variable-metric algorithms for nonsmooth optimization problems, the so-called adaptive algorithms. The essence of these algorithms is that there are two simultaneously working gradient algorithms: the first is in the main space and the second is in the space of the matrices that modify the main variables. The convergence of these algorithms is proved for different cases. The results of numerical experiments are also given.     

Algorithms for a class of nondifferentiable problems

A nonlinear programming problem with nondifferentiabilities is considered. The nondifferentiabilities are due to terms of the form min(f ₁(x),...,f _n(x)), which may enter nonlinearly in the cost and the constraints. Necessary and sufficient conditions are developed. Two algorithms for solving this problem are described, and their convergence is studied. A duality framework for interpretation of the algorithms is also developed.This work was supported in part by the National Science Foundation under Grant No. ENG-74-19332 and Grant No. ECS-79-19396, in part by the U.S. Air Force under Grant AFOSR-78-3633, and in part by the Joint Services Electronics Program (U.S. Army, U.S. Navy, and U.S. Air Force) under Contract N00014-79-C-0424.     

Homomorphism-Homogeneous Partially Ordered Sets

A structure is called homogeneous if every isomorphism between finite substructures of the structure extends to an automorphism of the structure. Recently, P. J. Cameron and J. Nešetřil introduced a relaxed version of homogeneity: we say that a structure is homomorphism-homogeneous if every homomorphism between finite substructures of the structure extends to an endomorphism of the structure. In this paper we characterize homomorphism-homogeneous partially ordered sets (where a homomorphism between partially ordered sets A and B is a mapping f : A →B satisfying ). We show that there are five types of homomorphism-homogeneous partially ordered sets: partially ordered sets whose connected components are chains; trees; dual trees; partially ordered sets which split into a tree and a dual tree; and X ₅-dense locally bounded partially ordered sets. Supported by the Ministry od Science and Environmental Protection of the Republic of Serbia, Grant No. 144017.     

A branch-and-price approach for integrating nurse and surgery scheduling

A common problem at hospitals is the extreme variation in daily (even hourly) workload pressure for nurses. The operating room is considered to be the main engine and hence the main generator of variance in the hospital. The purpose of this paper is threefold. First of all, we present a concrete model that integrates both the nurse and the operating room scheduling process. Second, we show how the column generation technique approach, one of the most employed exact methods for solving nurse scheduling problems, can easily cope with this model extension. Third, by means of a large number of computational experiments we provide an idea of the cost saving opportunities and required solution times.     

A branch-and-price approach for the partition coloring problem

This work proposes a new integer programming model for the partition coloring problem and a branch-and-price algorithm to solve it. Experiments are reported for random graphs and instances originating from routing and wavelength assignment problems arising in telecommunication network design. We show that our method largely outperforms previously existing approaches.     

A linear programming-based optimization algorithm for solving nonlinear programming problems

In this paper a linear programming-based optimization algorithm called the Sequential Cutting Plane algorithm is presented. The main features of the algorithm are described, convergence to a Karush–Kuhn–Tucker stationary point is proved and numerical experience on some well-known test sets is showed. The algorithm is based on an earlier version for convex inequality constrained problems, but here the algorithm is extended to general continuously differentiable nonlinear programming problems containing both nonlinear inequality and equality constraints. A comparison with some existing solvers shows that the algorithm is competitive with these solvers. Thus, this new method based on solving linear programming subproblems is a good alternative method for solving nonlinear programming problems efficiently. The algorithm has been used as a subsolver in a mixed integer nonlinear programming algorithm where the linear problems provide lower bounds on the optimal solutions of the nonlinear programming subproblems in the branch and bound tree for convex, inequality constrained problems.     

Algorithms for the solution of stochastic dynamic minimax problems

In this paper, we present algorithms for the solution of the dynamic minimax problem in stochastic programs. This dynamic minimax approach is suggested for the analysis of multi-stage stochastic decision problems when there is only partial knowledge on the joint probability distribution of the random data. The algorithms proposed in this paper are based on projected sub-gradient and bundle methods.

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Résumé Dans cet article, nous proposons des algorithmes pour la solution du problème du minimax dynamique stochastique. Ce problème se présente par exemple lorsque, dans un problème de décision dynamique stochastique, l'information disponible au sujet des distributions de probabilité des paramètres est incomplète. Les algorithmes proposés sont fondés sur la méthode de sous-gradient projeté et la méthode des faisceaux.