The minimum distance superset problem: formulations and algorithms

The partial digest problem consists in retrieving the positions of a set of points on the real line from their unlabeled pairwise distances. This problem is critical for DNA sequencing, as well as for phase retrieval in X-ray crystallography. When some of the distances are missing, this problem generalizes into a “minimum distance superset problem”, which aims to find a set of points of minimum cardinality such that the multiset of their pairwise distances is a superset of the input. We introduce a quadratic integer programming formulation for the minimum distance superset problem with a pseudo-polynomial number of variables, as well as a polynomial-size integer programming formulation. We investigate three types of solution approaches based on an available integer programming solver: (1) solving a linearization of the pseudo-polynomial-sized formulation, (2) solving the complete polynomial-sized formulation, or (3) performing a binary search over the number of points and solving a simpler feasibility or optimization problem at each step. As illustrated by our computational experiments, the polynomial formulation with binary search leads to the most promising results, allowing to optimally solve most instances with up to 25 distance values and 8 solution points.     

How relevant is the lack of reciprocity in pairwise comparisons? An experiment with AHP

We consider the 1-median problem with euclidean distances with uncertainty in the weights, expressed as possible changes within given bounds and a single budget constraint on the total cost of change. The upgrading (resp. downgrading) problem consists of minimizing (resp. maximizing) the optimal 1-median objective value over these weight changes. The upgrading problem is shown to belong to the family of continuous single facility location-allocation problems, whereas the downgrading problem reduces to a convex but highly non-differentiable optimization problem. Several structural properties of the optimal solution are proven for both problems, using novel planar partitions, the knapsack Voronoi diagrams, and lead to polynomial time solution algorithms.     

Multiset Model Selection

Model selection algorithms are required to efficiently traverse the space of models. In problems with high-dimensional and possibly correlated covariates, efficient exploration of the model space becomes a challenge. To overcome this, a multiset is placed on the model space to enable efficient exploration of multiple model modes with minimal tuning. The multiset model selection (MSMS) framework is based on independent priors for the parameters and model indicators on variables. Posterior model probabilities can be easily obtained from multiset averaged posterior model probabilities in MSMS. The effectiveness of MSMS is demonstrated for linear and generalized linear models. Supplementary material for this article is available online.     

The prediction of a protein and nucleic acid structure: Problems and prospects

Recent advances in DNA and protein-sequencing technologies have made an increasing number of primary structures available for theoretical investigations. The prediction of a higher-order protein, and nucleic acid structure in particular, is an area where computational approaches will be able to complement the lack of experimental observations. We review some of the problems related to structure predictions: sequence homology searches, secondary structure prediction in RNAs, and regular structure prediction in proteins. The first two are mathematically well-defined problems, for it is not usually necessary to consider long-range interactions. The solution to a smaller segment is a part of the solution to the entire sequence. Thus, the problem can be solved by dynamic programming algorithms. The prediction of protein structures poses a more complex combinatorial problem, as illustrated in our statistical mechanical treatment. A promising approximation is to calculate locally optimal structures stabilized by relatively short-range interactions, and then to include longer-range effects as interactions between the locally optimal structures.     

Lower complexity bounds for interpolation algorithms

We introduce and discuss a new computational model for the Hermite-Lagrange interpolation with nonlinear classes of polynomial interpolants. We distinguish between an interpolation problem and an algorithm that solves it. Our model includes also coalescence phenomena and captures a large variety of known Hermite-Lagrange interpolation problems and algorithms. Like in traditional Hermite-Lagrange interpolation, our model is based on the execution of arithmetic operations (including divisions) in the field where the data (nodes and values) are interpreted and arithmetic operations are counted at unit cost. This leads us to a new view of rational functions and maps defined on arbitrary constructible subsets of complex affine spaces. For this purpose we have to develop new tools in algebraic geometry which themselves are mainly based on Zariski’s Main Theorem and the theory of places (or equivalently: valuations). We finish this paper by exhibiting two examples of Lagrange interpolation problems with nonlinear classes of interpolants, which do not admit efficient interpolation algorithms (one of these interpolation problems requires even an exponential quantity of arithmetic operations in terms of the number of the given nodes in order to represent some of the interpolants).In other words, classic Lagrange interpolation algorithms are asymptotically optimal for the solution of these selected interpolation problems and nothing is gained by allowing interpolation algorithms and classes of interpolants to be nonlinear. We show also that classic Lagrange interpolation algorithms are almost optimal for generic nodes and values. This generic data cannot be substantially compressed by using nonlinear techniques.We finish this paper highlighting the close connection of our complexity results in Hermite-Lagrange interpolation with a modern trend in software engineering: architecture tradeoff analysis methods (ATAM).     

Properties and Solution Methods for Large Location—Allocation Problems

Location-allocation with l _p distances is studied. It is shown that this structure can be expressed as a concave minimization programming problem. Since concave minimization algorithms are not yet well developed, five solution methods are developed which utilize the special properties of the location-allocation problem. Using the rectilinear distance measure, two of these algorithms achieved optimal solutions in all 102 test problems for which solutions were known. The algorithms can be applied to much larger problems than any existing exact methods.     

Column Generation Algorithms for Nonlinear Optimization,I: Convergence Analysis

Column generation is an increasingly popular basic tool for the solution of large-scale mathematical programming problems. As problems being solved grow bigger, column generation may however become less efficient in its present form, where columns typically are not optimizing, and finding an optimal solution instead entails finding an optimal convex combination of a huge number of them. We present a class of column generation algorithms in which the columns defining the restricted master problem may be chosen to be optimizing in the limit, thereby reducing the total number of columns needed. This first article is devoted to the convergence properties of the algorithm class, and includes global (asymptotic) convergence results for differentiable minimization, finite convergence results with respect to the optimal face and the optimal solution, and extensions of these results to variational inequality problems. An illustration of its possibilities is made on a nonlinear network flow model, contrasting its convergence characteristics to that of the restricted simplicial decomposition (RSD) algorithm.     

单体型装配问题及其算法

单核苷酸多态性(SNP)单体型装配问题就是从给定的来自某人染色体的SNP片段中去除错误,重构出尽可能与原来片段一致的单体型.这个问题有几个不同的模型最少片段去除(MFR)问题,最少SNP去除(MSR)问题以及最少错误纠正(MEC)问题.前两个问题的复杂性与算法已有一些学者研究过.第三个问题已被证明是NP完全问题,但这个问题的实际算法还没有.该文对MEC问题给出了一个分支定界算法,这个算法能得到问题的全局最优解.通过这个算法对实际数据的计算说明了MEC模型的合理性,即在一定条件下,通过修正最少的错误重构出的单体型确实是真实的单体型.由于分支定界算法对这样一个NP完全问题不能在可接受的时间内解规模较大的问题,文中又给出了求解MEC问题的两个基于动态聚类的算法,以便对规模较大的问题在可接受的时间内得到近似最优解.数值实际表明这两个算法很快,很有效.这两个算法总能得到与分支定界找到的全局最优解很接近的近似最优解.鉴于MEC问题是NP完全的,这两个算法是有效的、实际的算法.     

Creating Advanced Bases For Large Scale Linear Programs Exploiting Embedded Network Structure

In this paper, we investigate how an embedded pure network structure arising in many linear programming (LP) problems can be exploited to create improved sparse simplex solution algorithms. The original coefficient matrix is partitioned into network and non-network parts. For this partitioning, a decomposition technique can be applied. The embedded network flow problem can be solved to optimality using a fast network flow algorithm. We investigate two alternative decompositions namely, Lagrangean and Benders. In the Lagrangean approach, the optimal solution of a network flow problem and in Benders the combined solution of the master and the subproblem are used to compute good (near optimal and near feasible) solutions for a given LP problem. In both cases, we terminate the decomposition algorithms after a preset number of passes and active variables identified by this procedure are then used to create an advanced basis for the original LP problem. We present comparisons with unit basis and a well established crash procedure. We find that the computational results of applying these techniques to a selection of Netlib models are promising enough to encourage further research in this area.     

A theory for the multiset sampler

The multiset sampler (MSS) can be viewed as a new data augmentation scheme and it has been applied successfully to a wide range of statistical inference problems. The key idea of the MSS is to augment the system with a multiset of the missing components, and construct an appropriate joint distribution of the parameters of interest and the missing components to facilitate the inference based on Markov chain Monte Carlo. The standard data augmentation strategy corresponds to the MSS with multiset size one. This paper provides a theoretical comparison of the MSS with different multiset sizes. We show that the MSS converges to the target distribution faster as the multiset size increases. This explains the improvement in convergence rate for the MSS with large multiset sizes over the standard data augmentation scheme.     

Greedy approaches for a class of nonlinear Generalized Assignment Problems

The traditional Generalized Assignment Problem (GAP) seeks an assignment of customers to facilities that minimizes the sum of the assignment costs while respecting the capacity of each facility. We consider a nonlinear GAP where, in addition to the assignment costs, there is a nonlinear cost function associated with each facility whose argument is a linear function of the customers assigned to the facility. We propose a class of greedy algorithms for this problem that extends a family of greedy algorithms for the GAP. The effectiveness of these algorithms is based on our analysis of the continuous relaxation of our problem. We show that there exists an optimal solution to the continuous relaxation with a small number of fractional variables and provide a set of dual multipliers associated with this solution. This set of dual multipliers is then used in the greedy algorithm. We provide conditions under which our greedy algorithm is asymptotically optimal and feasible under a stochastic model of the parameters.     

On the interpoint distances of Bernoulli vectors

We consider the squared Euclidean interpoint distances (IDs) among multivariate Bernoulli observations and determine the mean, covariance and the distribution of the IDs within a single group or across two groups. We discuss testing the equality of two distribution functions when the number of variables is large and exceeds the number of observations.     

Securitization of Financial Assets: Approximation in Theory and Practice

Asset-Backed Securitization (ABS) is an emerging sector of today banks' business. It represents an effective tool to turn unrated assets, such as commercial papers or lease contracts, into marketable financial products through the issuance of special notes, namely the asset-backed securities.In this paper we analyze the problem of optimally selecting the assets to be converted into notes with respect to scenarios motivated by real-world problems. In particular, we study the case in which the assets amortization rule is characterized by constant periodic principal installments instead of the more classical amortization rule based on constant general (principal plus interests) installments. We show the computational advantages and the practical implications of this choice. The particular shape of the outstanding principal for the case of constant principal installments is exploited in the solution of a general model which selects assets at different dates.Four approximation algorithms, based on LP-relaxation and on the implicit knapsack structure of the problem, are proposed for this general model. From a theoretical point of view we analyze the exact worst-case behavior of these algorithms compared to the optimal solution. Computational experiments are performed for a practical scenario suggested by a leasing bank. The results show that the proposed approximation algorithms are, on average, highly efficient and effective.     

A modeling framework and local search solution methodology for a production-distribution problem with supplier selection and time-aggregated quantity discounts

Supplier selection with quantity discounts has been an active research problem in the literature. In this paper, we focus on a new real-world quantity discounts scheme, where suppliers are selected in the beginning of a strategic planning period (e.g., 5 years). Monthly orders are placed from the selected suppliers, but the quantity discounts are based on the aggregated annual order quantities. We incorporate this type of cost structure in a multi-period, multi-product, multi-echelon supply chain planning problem, and develop a mixed integer linear programming (MIP) model for it. Our model is highly intractable; leading commercial solvers cannot construct high quality feasible solutions for realistic instances even after multiple hours of solution time. We develop an algorithm that constructs an initial feasible solution and a large neighborhood search method that combines two customized iterative algorithms based on MIP-based local search and improves such solution. We report numerical results for a food supply chain application and show the efficiency of using our methodology in getting very high quality primal solutions quickly.     

Maximal perimeter, diameter and area of equilateral unit-width convex polygons

The paper answers the three distinct questions of maximizing the perimeter, diameter and area of equilateral unit-width convex polygons. The solution to each of these problems is trivially unbounded when the number of sides is even. We show that when this number is odd, the optimal solution to these three problems is identical, and arbitrarily close to a trapezoid. The paper also considers the maximization of the sum of distances between all pairs of vertices of equilateral unit-width convex polygons. Based on numerical experiments on the three first open cases, it is conjectured that the optimal solution to this fourth problem is the same trapezoid as for the three other problems.     

A class of nonlinear nonseparable continuous knapsack and multiple-choice knapsack problems

This paper considers a general class of continuous, nonlinear, and nonseparable knapsack problems, special cases of which arise in numerous operations and financial contexts. We develop important properties of optimal solutions for this problem class, based on the properties of a closely related class of linear programs. Using these properties, we provide a solution method that runs in polynomial time in the number of decision variables, while also depending on the time required to solve a particular one-dimensional optimization problem. Thus, for the many applications in which this one-dimensional function is reasonably well behaved (e.g., unimodal), the resulting algorithm runs in polynomial time. We next develop a related solution approach to a class of continuous, nonlinear, and nonseparable multiple-choice knapsack problems. This algorithm runs in polynomial time in both the number of variables and the number of variants per item, while again dependent on the complexity of the same one-dimensional optimization problem as for the knapsack problem. Computational testing demonstrates the power of the proposed algorithms over a commercial global optimization software package.     

Average-optimal string matching

The exact string matching problem is to find the occurrences of a pattern of length m from a text of length n symbols. We develop a novel and unorthodox filtering technique for this problem. Our method is based on transforming the problem into multiple matching of carefully chosen pattern subsequences. While this is seemingly more difficult than the original problem, we show that the idea leads to very simple algorithms that are optimal on average. We then show how our basic method can be used to solve multiple string matching as well as several approximate matching problems in average optimal time. The general method can be applied to many existing string matching algorithms. Our experimental results show that the algorithms perform very well in practice.     

Models and algorithms for a staff scheduling problem

We present mathematical models and solution algorithms for a family of staff scheduling problems arising in real life applications. In these problems, the daily assignments to be performed are given and the durations (in days) of the working and rest periods for each employee in the planning horizon are specified in advance, whereas the sequence in which these working and rest periods occur, as well as the daily assignment for each working period, have to be determined. The main objective is the minimization of the number of employees needed to perform all daily assignments in the horizon. We decompose the problem into two steps: the definition of the sequence of working and rest periods (called pattern) for each employee, and the definition of the daily assignment to be performed in each working period by each employee. The first step is formulated as a covering problem for which we present alternative ILP models and exact enumerative algorithms based on these models. Practical experience shows that the best approach is based on the model in which variables are associated with feasible patterns and generated either by dynamic programming or by solving another ILP. The second step is stated as a feasibility problem solved heuristically through a sequence of transportation problems. Although in general this procedure may not find a solution (even if one exists), we present sufficient conditions under which our approach is guaranteed to succeed. We also propose an iterative heuristic algorithm to handle the case in which no feasible solution is found in the second step. We present computational results on real life instances associated with an emergency call center. The proposed approach is able to determine the optimal solution of instances involving up to several hundred employees and a working period of up to 6 months. Mathematics Subject Classification (2000): 90B70, 90C10, 90C27, 90C39, 90C57, 90C59     

带有资源转移时间的RCPSP资源流模型及算法

本文在传统资源受限项目调度问题(resource-constrained project scheduling problem, RCPSP)中引入资源转移时间,为有效获得问题的最优解,采用资源流编码方式表示可行解,建立了带有资源转移时间的RCPSP资源流优化模型,目标为最小化项目工期。根据问题特征设计了改进的资源流重构邻域算子,分别设计了改进的禁忌搜索算法和贪心随机自适应禁忌搜索算法求解模型。数据实验结果表明,相较于现有文献中的方法,所提两种算法均可针对更多的项目实例求得最优解,并且得到最优解的时间更短,求解效率更高。此外,分析了算法在求解具有不同特征的项目实例时的性能,所得结果为项目经理结合项目特征评价算法适用性提供了指导。