范数下无容量限制设施选址逆问题的求解方法

一个优化问题的逆问题是这样一类问题,在给定该优化问题的一个可行解时,通过最小化目标函数中参数的改变量(在某个范数下)使得该可行解成为改变参数后的该优化问题的最优解。对于本是NP-难问题的无容量限制设施选址问题,证明了其逆问题仍是NP-难的。研究了使用经典的行生成算法对无容量限制设施选址的逆问题进行计算,并给出了求得逆问题上下界的启发式方法。两种方法分别基于对子问题的线性松弛求解给出上界和利用邻域搜索以及设置迭代循环次数的方式给出下界。数值结果表明线性松弛法得到的上界与最优值差距较小,但求解效率提升不大;而启发式方法得到的下界与最优值差距极小,极大地提高了求解该逆问题的效率。     

Minmax earliness–tardiness costs with unit processing time jobs

The problem addressed in this paper is defined by M parallel identical machines, N jobs with identical (unit) processing time, job-dependent weights, and a common due-date for all jobs. The objective is of a minmax type, i.e. we are interested in minimizing the cost of the worst scheduled job. In the case of a non-restrictive (i.e., sufficiently large) common due-date, the problem is shown to have a solution that is polynomial in the number of jobs. The solution in the case of a restrictive due-date remains polynomial in the number of jobs, but is exponential in the number of machines. We introduce a lower bound on the optimal cost and an efficient heuristic. We show that the worst case relative error of the heuristic is bounded by 2 and that this bound is tight. We also prove that the heuristic is asymptotically optimal under very general assumptions. Finally, we provide an extensive numerical study demonstrating that in most cases the heuristic performs extremely well.     

A branch-and-bound algorithm for three-machine flowshop scheduling problem to minimize total completion time with separate setup times

In this paper, we address the three-machine flowshop scheduling problem. Setup times are considered separate from processing times, and the objective is to minimize total completion time. We show that the three-site distributed database scheduling problem can be modeled as a three-machine flowshop scheduling problem. A lower bound is developed and a dominance relation is established. Moreover, an upper bound is developed by using a three-phase hybrid heuristic algorithm. Furthermore, a branch-and-bound algorithm, incorporating the developed lower bound, dominance relation, and the upper bound is presented. Computational analysis on randomly generated problems is conducted to evaluate the lower and upper bounds, the dominance relation, and the branch-and-bound algorithm. The analysis shows the efficiency of the upper bound, and, hence, it can be used for larger size problems as a heuristic algorithm.     

Worst-case performance of Wong's Steiner tree heuristic

A study of the worst-case performance of Wong's heuristic for the Steiner problem in directed networks (SPDN) is presented in this paper.SPDN is a classic combinatorial optimization problem having the status of a very difficult problem (NP-hard problem) and it is known as an optimization model for a broad class of problems in networks. Several exact and heuristic approaches have been designed for SPDN in the last twenty five years.Some papers analyze theoretical and experimental behavior of heuristics for SPDN, specially for undirected networks, but none of these has studied the worst-case performance of Wong's heuristic. In this paper, we find a lower bound for that performance and show that this bound is consistent with comparable results in the literature on SPDN and its undirected version.     

The equitable location problem on the plane

This paper considers the problem of locating M facilities on the unit square so as to minimize the maximal demand faced by each facility subject to closest assignments and coverage constraints. Focusing on uniform demand over the unit square, we develop upper and lower bounds on feasibility of the problem for a given number of facilities and coverage radius. Based on these bounds and numerical experiments we suggest a heuristic to solve the problem. Our computational results show that the heuristic is very efficient, as the average gap between its solutions and the lower bound is 4.34%.     

Minimizing makespan in a two-machine flowshop scheduling with batching and release time

This paper studies two-machine flowshop scheduling with batching and release time, whose objective is to minimize the makespan. We formulate the scheduling problem as a mixed integer programming model and show that it is a strongly NP-hard problem. We derive a lower bound and develop dynamic programming-based heuristic algorithms to solve the scheduling problem. Computational experiments are carried out to evaluate the performance of the heuristic algorithms. The numerical results show that some of the heuristic algorithms can indeed find effective solutions for the scheduling problem.     

Single machine earliness and tardiness scheduling

We examine the problem of scheduling a given set of jobs on a single machine to minimize total early and tardy costs without considering machine idle time. We decompose the problem into two subproblems with a simpler structure. Then the lower bound of the problem is the sum of the lower bounds of two subproblems. A lower bound of each subproblem is obtained by Lagrangian relaxation. Rather than using the well-known subgradient optimization approach, we develop two efficient multiplier adjustment procedures with complexity O(nlog n) to solve two Lagrangian dual subproblems. A branch-and-bound algorithm based on the two efficient procedures is presented, and is used to solve problems with up to 50 jobs, hence doubling the size of problems that can be solved by existing branch-and-bound algorithms. We also propose a heuristic procedure based on the neighborhood search approach. The computational results for problems with up to 3 000 jobs show that the heuristic procedure performs much better than known heuristics for this problem in terms of both solution efficiency and quality. In addition, the results establish the effectiveness of the heuristic procedure in solving realistic problems to optimality or near optimality.     

Relaxations and exact solution of the variable sized bin packing problem

We address a generalization of the classical one-dimensional bin packing problem with unequal bin sizes and costs. We investigate lower bounds for this problem as well as exact algorithms. The main contribution of this paper is to show that embedding a tight network flow-based lower bound, dominance rules, as well as an effective knapsack-based heuristic in a branch-and-bound algorithm yields very good performance. In addition, we show that the particular case with all weight items larger than a third the largest bin capacity can be restated and solved in polynomial-time as a maximum-weight matching problem in a nonbipartite graph. We report the results of extensive computational experiments that provide evidence that large randomly generated instances are optimally solved within moderate CPU times.     

Scheduling and lot sizing models for the single-vendor multi-buyer problem under consignment stock partnership

We consider a centralized supply chain composed of a single vendor serving multiple buyers and operating under consignment stock arrangement. Solving the general problem is hard as it requires finding optimal delivery schedule to the buyers and optimal production lot sizes. We first provide a nonlinear mixed integer programming formulation for the general scheduling and lot sizing problem. We show that the problem is NP-hard in general. We reformulate the problem under the assumption of ‘zero-switch rule’. We also provide a simple sequence independent lower bound to the solution of the general model. We then propose a heuristic procedure to generate a near-optimal delivery schedule. We assess the cost performance of that heuristic by conducting sensitivity analysis on the key model parameters. The results show that the proposed heuristic promises substantial supply-chain cost savings that increase as the number of buyers increases.     

A splitter location–allocation problem in designing fiber optic access networks

This paper deals with a physical access network design problem of fiber-to-the-home passive optical network (FTTH-PON). The design of FTTH-PON access network seeks the cost effective location of optical splitters that provide optical connectivity from central office to subscribers in a given service area. We formulate the problem as a multi-level capacitated facility location problem on a tree topology with nonlinear link cost. Dealing with the nonlinear link cost, we propose an objective function relaxation approach to obtain tight upper and lower bounds. We develop valid inequalities that enhance the lower bound and propose a local search heuristic procedure that improves the upper bound. Valid inequalities force integrality condition on the number of splitters placed at nodes. Local search heuristic improves the initial greedy solution by placing splitters on the sub-root nodes of a given tree network. Computational results demonstrate the effectiveness of the proposed solution procedures.     

A branch and bound algorithm for the acyclic subgraph problem

A branch and bound algorithm for the acyclic subgraph problem (feedback are set problem) is described. The branching scheme lexicographically enumerates all permutations, skipping initial segments known by some easy tests not to have any optimal completion. A lower bound for the number of feedback arcs is given by the size of any collection of disjoint cycles. We propose a heuristic algorithm to find a large collection. The size of the problems our branch and bound algorithm can solve varies from 25 to 34 nodes, depending on the nature of the problem.     

Two-Machine Flowshop Batching and Scheduling

We consider in this paper a two-machine flowshop scheduling problem in which the first machine processes jobs individually while the second machine processes jobs in batches. The forming of each batch on the second machine incurs a constant setup time. The objective is to minimize the makespan. This problem was previously shown to be NP-hard in the ordinary sense. In this paper, we first present a strong NP-hardness result of the problem. We also identify a polynomially solvable case with either anticipatory or non-anticipatory setups. We then establish a property that an optimal solution for the special case is a lower bound for the general problem. To obtain near-optimal solutions for the general problem, we devise some heuristics. The lower bound is used to evaluate the quality of the heuristic solutions. Results of computational experiments reveal that the heuristics produce solutions with small error ratios. They also suggest that the lower bound is close to the optimal solution.     

The downhill plow problem with multiple plows

In winter, a common problem is to determine a set of routes for snow plows that minimize the maximum route length. Typically, this is modelled as an arc routing problem. We begin with a variant that is motivated by the fact that deadhead travel over streets is significantly faster than the time it takes to plow the street. We incorporate the use of multiple plows and the observation that, on steep streets, it is much more difficult, or impossible, to plow uphill. Therefore, we want to design routes that try to avoid plowing uphill on steep streets and take advantage of the faster traversal time for deadheading. We generalize this problem to include multiple plows and seek to minimize the maximum route length. We present a heuristic that generates solutions with costs that are very close to a lower bound.     

Branch and bound based solution algorithms for the budget constrained discrete time/cost trade-off problem

The time/cost trade-off models in project management aim to reduce the project completion time by putting extra resources on activity durations. The budget problem in discrete time/cost trade-off scheduling selects a time/cost mode for each activity so as to minimize the project completion time without exceeding the available budget. There may be alternative modes that solve the budget problem optimally and each solution may have a different total cost value. In this study we consider the budget problem and aim to find the minimum cost solution among the minimum project completion time solutions. We analyse the structure of the problem together with its linear programming relaxation and derive some mechanisms for reducing the problem size. We solve the reduced problem by branch and bound based optimization and heuristic algorithms. We find that our branch and bound algorithm finds optimal solutions for medium-sized problem instances in reasonable times and the heuristic algorithms produce high quality solutions very quickly.     

Maximizing the Net Present Value of a Project Under Resource Constraints Using a Lagrangian Relaxation Based Heuristic with Tight Upper Bounds

Resource-constrained project scheduling under a net present value objective attracts growing interest. Because this is an NP-hard problem, it is unlikely that optimum solutions can be computed for large instances within reasonable computation time. Thus, heuristics have become a popular research field. Up to now, however, upper bounds are not well researched. Therefore, most researchers evaluate their heuristics on the basis of a best known lower bound, but it is unclear how good the performance really is. With this contribution we close this gap and derive tight upper bounds on the basis of a Lagrangian relaxation of the resource constraints. We also use this approach as a basis for a heuristic and show that our heuristic as well as the cash flow weight heuristic proposed by Baroum and Patterson yield solutions very close to the optimum result. Furthermore, we discuss the proper choice of a test-bed and emphasize that discount rates must be carefully chosen to give realistic instances.     

Heuristics for the flow line problem with setup costs

This paper presents two new heuristics for the flowshop scheduling problem with sequence-dependent setup times (SDSTs) and makespan minimization objective. The first is an extension of a procedure that has been very successful for the general flowshop scheduling problem. The other is a greedy randomized adaptive search procedure (GRASP) which is a technique that has achieved good results on a variety of combinatorial optimization problems. Both heuristics are compared to a previously proposed algorithm based on the traveling salesman problem (TSP). In addition, local search procedures are developed and adapted to each of the heuristics. A two-phase lower bounding scheme is presented as well. The first phase finds a lower bound based on the assignment relaxation for the asymmetric TSP. In phase two, attempts are made to improve the bound by inserting idle time. All procedures are compared for two different classes of randomly generated instances. In the first case where setup times are an order of magnitude smaller than the processing times, the new approaches prove superior to the TSP-based heuristic; for the case where both processing and setup times are identically distributed, the TSP-based heuristic outperforms the proposed procedures.     

Minimizing total tardiness on a two-machine re-entrant flowshop

We present a branch and bound algorithm for a two-machine re-entrant flowshop scheduling problem with the objective of minimizing total tardiness. In the re-entrant flowshop considered here, all jobs must be processed twice on each machine, that is, each job should be processed on machine 1, machine 2 and then machine 1 and machine 2. By regarding a job as a pair of sub-jobs, each of which represents a pass through the two machines, we develop dominance properties, a lower bound and heuristic algorithms for the problem, and use these to develop a branch and bound algorithm. For evaluation of the performance of the algorithms, computational experiments are performed on randomly generated test problems and results are reported. Results of the experiments show that the suggested branch and bound algorithm can solve problems with up to 20 sub-jobs in a reasonable amount of CPU time, and the average percentage gap of the heuristic solutions is about 13%.     

Two-machine flow shop total tardiness scheduling problem with deteriorating jobs

This paper studies a two-machine scheduling problem with deteriorating jobs which their processing times depend on their waiting time. We develop a branch and bound algorithm to minimize the total tardiness criteria. A lower bound, several dominance properties and an initial upper bound derived from a heuristic algorithm are used to increase the speed of branch and bound algorithm and decrease its required memory space. Computational results are presented to evaluate effectiveness and efficiency of the algorithms.     

A branch and bound algorithm for determining locations of long-term care facilities

This paper focuses on the problem of determining locations for long-term care facilities with the objective of balancing the numbers of patients assigned to the facilities. We present a branch and bound algorithm by developing dominance properties, a lower bounding scheme and a heuristic algorithm for obtaining an upper bound for the problem. For evaluation of the suggested branch and bound algorithm, computational experiments are performed on a number of test problems. Results of the experiments show that the suggested algorithm gives optimal solutions of problems of practical sizes in a reasonable amount of computation time.