Iterated greedy for the maximum diversity problem

The problem of choosing a subset of elements with maximum diversity from a given set is known as the maximum diversity problem. Many algorithms and methods have been proposed for this hard combinatorial problem, including several highly sophisticated procedures. By contrast, in this paper we present a simple iterated greedy metaheuristic that generates a sequence of solutions by iterating over a greedy construction heuristic using destruction and construction phases. Extensive computational experiments reveal that the proposed algorithm is highly effective as compared to the best-so-far metaheuristics for the problem under consideration.     

Scatter search for the cutwidth minimization problem

The cutwidth minimization problem consists of finding a linear layout of a graph so that the maximum linear cut of edges is minimized. This NP-hard problem has applications in network scheduling, automatic graph drawing and information retrieval. We propose a heuristic method based on the Scatter Search (SS) methodology for finding approximate solutions to this optimization problem. This metaheuristic explores solution space by evolving a set of reference points. Our SS method is based on a GRASP constructive algorithm, a local search strategy based on insertion moves and voting-based combination methods. We also introduce a new measure to control the diversity in the search process. Empirical results with 252 previously reported instances indicate that the proposed procedure compares favorably to previous metaheuristics for this problem, such as Simulated Annealing and Evolutionary Path Relinking.     

Heuristics and metaheuristics for the maximum diversity problem

This paper presents extensive computational experiments to compare 10 heuristics and 20 metaheuristics for the maximum diversity problem (MDP). This problem consists of selecting a subset of maximum diversity from a given set of elements. It arises in a wide range of real-world settings and we can find a large number of studies, in which heuristic and metaheuristic methods are proposed. However, probably due to the fact that this problem has been referenced under different names, we have only found limited comparisons with a few methods on some sets of instances. This paper reviews all the heuristics and metaheuristics for finding near-optimal solutions for the MDP. We present the new benchmark library MDPLIB, which includes most instances previously used for this problem, as well as new ones, giving a total of 315. We also present an exhaustive computational comparison of the 30 methods on the MDPLIB. Non-parametric statistical tests are reported in our study to draw significant conclusions.     

基于证据推理的不完全信息决策方法研究及应用

提出了一种基于证据推理和优化模型的不完全信息决策方法。针对专家认知偏好的多样性以及决策问题的复杂性特点,提出了一类评价指标不尽相同的不完全信息决策问题;运用证据理论中的基本信度分配来描述专家意见,给出了此类问题的信度函数、似真度函数、合成法则和不同专家贡献度的定义,计算了各个指标的基本信度分配值;从最大程度保持专家原始判断偏好的角度,建立了指标权重确定的优化模型;文后以商用飞机成本管控风险的重要性评价为例,说明了方法的应用步骤和有效性。     

Resource allocation model and double-sphere crowding distance for evolutionary multi-objective optimization

Convergence speed and diversity of nondominated solutions are two important performance indicators for Multi-Objective Evolutionary Algorithms (MOEAs). In this paper, we propose a Resource Allocation (RA) model based on Game Theory to accelerate the convergence speed of MOEAs, and a novel Double-Sphere Crowding Distance (DSCD) measure to improve the diversity of nondominated solutions. The mechanism of RA model is that the individuals in each group cooperate with each other to get maximum benefits for their group, and then individuals in the same group compete for private interests. The DSCD measure uses hyper-spheres consisting of nearest neighbors to estimate the crowding degree. Experimental results on convergence speed and diversity of nondominated solutions for benchmark problems and a real-world problem show the efficiency of these two proposed techniques.     

有关单机两代理排序问题的两个结果

研究了两个单机两代理排序问题. 在第一个两代理排序问题中, 代理A的目标函数为极小化所有工件的加权完工时间总和, 代理B的目标函数为极小化最大工件费用. 在第二个两代理排序问题中, 代理A的目标函数为极小化所有工件的加权完工时间总和, 代理B的目标函数为极小化所有工件的最大完工时间. 证明了第一个问题是强NP-难的, 改进了已有的一般意义NP-难的结果; 对第二个问题给出了一个与现有的动态规划算法不同的动态规划算法.     

Fabrication scheduling on a single machine with due date constraints

There is a fabrication machine available for processing a set of jobs. Each job is associated with a due date and consists of two parts, one is common among all products and the other is unique to itself. The unique components are processed individually and the common parts are grouped into batches for processing. A constant setup time is incurred when each batch is formed. The completion time of a job is defined as the time when both of its unique and common components are completed. In this paper, we consider two different objectives. The first problem seeks to minimize the maximum tardiness, and the second problem is to minimize the number of tardy jobs. To minimize the maximum tardiness, we propose a dynamic programming algorithm that optimally solves the problem in polynomial time. Next, we show NP-hardness proof and design a pseudo-polynomial time dynamic programming algorithm for the problem of minimizing the number of tardy jobs.     

The Exact Weighted Independent Set Problem in Perfect Graphs and Related Classes

The exact weighted independent set (EWIS) problem consists in determining whether a given vertex-weighted graph contains an independent set of given weight. This problem is a generalization of two well-known problems, the NP-complete subset sum problem and the strongly NP-hard maximum weight independent set (MWIS) problem. Since the MWIS problem is polynomially solvable for some special graph classes, it is interesting to determine the complexity of this more general EWIS problem for such graph classes.We focus on the class of perfect graphs, which is one of the most general graph classes where the MWIS problem can be solved in polynomial time. It turns out that for certain subclasses of perfect graphs, the EWIS problem is solvable in pseudo-polynomial time, while on some others it remains strongly NP-complete. In particular, we show that the EWIS problem is strongly NP-complete for bipartite graphs of maximum degree three, but solvable in pseudo-polynomial time for cographs, interval graphs and chordal graphs, as well as for some other related graph classes.     

A branch and bound algorithm for the maximum diversity problem

This article begins with a review of previously proposed integer formulations for the maximum diversity problem (MDP). This problem consists of selecting a subset of elements from a larger set in such a way that the sum of the distances between the chosen elements is maximized. We propose a branch and bound algorithm and develop several upper bounds on the objective function values of partial solutions to the MDP. Empirical results with a collection of previously reported instances indicate that the proposed algorithm is able to solve all the medium-sized instances (with 50 elements) as well as some large-sized instances (with 100 elements). We compare our method with the best previous linear integer formulation solved with the well-known software Cplex. The comparison favors the proposed procedure.     

Probability chains: A general linearization technique for modeling reliability in facility location and related problems

In this paper, we propose an efficient technique for linearizing facility location problems with site-dependent failure probabilities, focusing on the unreliable p-median problem. Our approach is based on the use of a specialized flow network, which we refer to as a probability chain, to evaluate compound probability terms. The resulting linear model is compact in size. The method can be employed in a straightforward way to linearize similarly structured problems, such as the maximum expected covering problem. We further discuss how probability chains can be extended to problems with co-location and other, more general problem classes. Additional lower bounds as well as valid inequalities for use within a branch and cut algorithm are introduced to significantly speed up overall solution time. Computational results are presented for several test problems showing the efficiency of our linear model in comparison to existing problem formulations.     

现金押运路线问题——基于多类型的风险

以人民币现金押运为研究背景,考虑了一种基于多类型风险的现金押运路线问题,以在途风险成本、库存现金风险成本以及运输成本为优化目标,建立了混合整数线性规划模型,并提出了一种基于多样化策略和改进邻域搜索的混合遗传算法,其中遗传算法对押运路线进行选择,贪心算法用来求解各类风险指标。数值实验分别对问题特性和算法性能进行了分析。实验结果表明:1)混合遗传算法能求解更大规模的问题,得到较好的解,并很好地平衡了运行时间和求解质量;2)多类型风险影响了行驶路线;3)客户的期望需求影响了库存现金风险。     

Solving Max-Cut to optimality by intersecting semidefinite and polyhedral relaxations

We present a method for finding exact solutions of Max-Cut, the problem of finding a cut of maximum weight in a weighted graph. We use a Branch-and-Bound setting that applies a dynamic version of the bundle method as bounding procedure. This approach uses Lagrangian duality to obtain a “nearly optimal” solution of the basic semidefinite Max-Cut relaxation, strengthened by triangle inequalities. The expensive part of our bounding procedure is solving the basic semidefinite relaxation of the Max-Cut problem, which has to be done several times during the bounding process. We review other solution approaches and compare the numerical results with our method. We also extend our experiments to instances of unconstrained quadratic 0–1 optimization and to instances of the graph equipartition problem. The experiments show that our method nearly always outperforms all other approaches. In particular, for dense graphs, where linear programming-based methods fail, our method performs very well. Exact solutions are obtained in a reasonable time for any instance of size up to n = 100, independent of the density. For some problems of special structure we can solve even larger problem classes. We could prove optimality for several problems of the literature where, to the best of our knowledge, no other method is able to do so. Supported in part by the EU project Algorithmic Discrete Optimization (ADONET), MRTN-CT-2003-504438.     

Imposing Minimax and Quantile Constraints on Optimal Matching in Observational Studies

Modern methods construct a matched sample by minimizing the total cost of a flow in a network, finding a pairing of treated and control individuals that minimizes the sum of within-pair covariate distances subject to constraints that ensure distributions of covariates are balanced. In aggregate, these methods work well; however, they can exhibit a lack of interest in a small number of pairs with large covariate distances. Here, a new method is proposed for imposing a minimax constraint on a minimum total distance matching. Such a match minimizes the total within-pair distance subject to various constraints including the constraint that the maximum pair difference is as small as possible. In an example with 1391 matched pairs, this constraint eliminates dozens of pairs with moderately large differences in age, but otherwise exhibits the same excellent covariate balance found without this additional constraint. A minimax constraint eliminates edges in the network, and can improve the worst-case time bound for the performance of the minimum cost flow algorithm, that is, a better match from a practical perspective may take less time to construct. The technique adapts ideas for a different problem, the bottleneck assignment problem, whose sole objective is to minimize the maximum within-pair difference; however, here, that objective becomes a constraint on the minimum cost flow problem. The method generalizes. Rather than constrain the maximum distance, it can constrain an order statistic. Alternatively, the method can minimize the maximum difference in propensity scores, and subject to doing that, minimize the maximum robust Mahalanobis distance. An example from labor economics is used to illustrate. Supplementary materials for this article are available online.     

A computational method for a class of non-standard time optimal control problems involving multiple time horizons

In this paper, we consider a class of non-standard time optimal control problems involving a dynamical system consisting of multiple subsystems evolving over different time horizons. Different subsystems are required to reach their respective target sets at different termination times. The goal is to minimize the maximum of these termination times. By introducing a discrete variable to represent the system termination ordering, we reformulate this problem as a discrete optimization problem. A discrete filled function method is developed to solve this discrete optimization problem. For illustration, a numerical example is solved.     

The Wiener maximum quadratic assignment problem

We investigate a special case of the maximum quadratic assignment problem where one matrix is a product matrix and the other matrix is the distance matrix of a one-dimensional point set. We show that this special case, which we call the Wiener maximum quadratic assignment problem, is NP-hard in the ordinary sense and solvable in pseudo-polynomial time.Our approach also yields a polynomial time solution for the following problem from chemical graph theory: find a tree that maximizes the Wiener index among all trees with a prescribed degree sequence. This settles an open problem from the literature.     

On finding augmenting graphs

Method of augmenting graphs is a general approach to solve the maximum independent set problem. As the problem is generally NP-hard, no polynomial time algorithms are available to implement the method. However, when restricted to particular classes of graphs, the approach may lead to efficient solutions. A famous example of this type is the maximum matching algorithm: it finds a maximum matching in a graph G, which is equivalent to finding a maximum independent set in the line graph of G. In the particular case of line graphs, the method reduces to finding augmenting (alternating) chains. Recent investigations of more general classes of graphs revealed many more types of augmenting graphs. In the present paper we study the problem of finding augmenting graphs different from chains. To simplify this problem, we introduce the notion of a redundant set. This allows us to reduce the problem to finding some basic augmenting graphs. As a result, we obtain a polynomial time solution to the maximum independent set problem in a class of graphs which extends several previously studied classes including the line graphs.     

Tabu search and GRASP for the maximum diversity problem

In this paper, we develop new heuristic procedures for the maximum diversity problem (MDP). This NP-hard problem has a significant number of practical applications such as environmental balance, telecommunication services or genetic engineering. The proposed algorithm is based on the tabu search methodology and incorporates memory structures for both construction and improvement. Although proposed in seminal tabu search papers, memory-based constructions have often been implemented in naïve ways that disregard important elements of the fundamental tabu search proposals. We will compare our tabu search construction with a memory-less design and with previous algorithms recently developed for this problem. The constructive method can be coupled with a local search procedure or a short-term tabu search for improved outcomes. Extensive computational experiments with medium and large instances show that the proposed procedure outperforms the best heuristics reported in the literature within short computational times.     

Optimal Harvesting for a Logistic Population Dynamics Driven by a Lévy Process

The optimal harvesting problem for a stochastic logistic jump-diffusion process is studied in this paper. Two kinds of environmental noises are considered in the model. One is called white noise which is described by a standard Brownian motion, and the other is called jumping noise which is described by a Lévy process. For three types of yield functions (time averaging yield, expected yield and sustainable yield), the optimal harvesting efforts, the corresponding maximum yields and the steady states of population mean under optimal harvesting strategy are respectively given. A new equivalent relationship among these three different objective functions is showed by the ergodic method. This method provides a new approach to the optimal harvesting problem. Results in this paper show that environmental noises have important effect on the optimal harvesting problem.     

A general Hungarian method for the algebraic transportation problem

In this paper the algebraic transportation problem is introduced which covers besides the Hitchcock and the time transportation problem several other types of transportation problems of practical relevance. To solve this algebraic transportation problem admissible transformations are considered and characterized. Thereupon a transformation algorithm is described which is a generalization of the Hungarian method for the classical transportation problem as well as of a threshold method for time transportation problems.     

Timetabling optimization of a single railway track line with sensitivity analysis

The paper deals with the timetabling problem of a single-track railway line. To solve the timetabling problem, we propose a three-stage approach combining several optimization criteria. Initially and mainly, the maximum relative travel time (ratio of travel time to minimum possible travel time) is minimized subject to a set of constraints, including departure time, train speed, minimum and maximum dwell time, and headway at track segments and stations. Since this problem has many solutions, the process is repeated for other trains, keeping the relative travel times of the critical train fixed, until all trains have been assigned their optimal relative travel times. In the second stage, the prompt allocation of trains is a secondary objective, and finally, in the third stage, the one minimizing the sum of the station dwell times of all trains, keeping the relative travel times constant, is selected to reduce fuel consumption, as a tertiary objective. To consider the user preferences in the optimization problems, the user preference departure time is used instead of the actual planned departure times. In order to guarantee that the exact or a very good approximate global optimum is attained, an algorithm based on the bisection rule is used. This method allows the computation time to be reduced in at least one order of magnitude for 42 trains. The problem of sensitivity analysis is also discussed, and closed form formulas for the sensitivities in terms of the dual variables are given. Several examples of applications are presented to illustrate the goodness of the proposed method. The results show that an adequate selection of intermediate stations and of the departure times are crucial in the good performance of the line and that inadequate spacings between consecutive trains can block the line. In addition, it is shown that, in order to improve performance, regional trains must be scheduled just ahead of or following the long distance trains, rather than having independent schedules. The sensitivities are shown to be very useful in identifying critical trains, segments, stations, departure times, and headways and in suggesting line infrastructure changes.