Weighted-path-following interior-point algorithm to monotone mixed linear complementarity problem

In this paper we propose a weighted-path-following interior-point algorithm to monotone mixed linear complementarity problem. The algorithm is based on a new technique for finding a class of search directions and the strategy of the central path. At each iteration, we only use full-Newton step. Finally, the currently best known iteration bound for the algorithm with a small-update method, namely, O(√nlog n/ε) is derived, which is as good as the bound for the linear optimization analogue.     

A recursive algorithm for the infinity-norm fixed point problem

We present the PFix algorithm for the fixed point problem f(x)=x on a nonempty domain [a,b], where d1, , and f is a Lipschitz continuous function with respect to the infinity norm, with constant q1. The computed approximation satisfies the residual criterion , where >0. In general, the algorithm requires no more than ∑_i=1^dsⁱ function component evaluations, where s≡max(1,log₂(||b−a||_∞/))+1. This upper bound has order as →0. For the domain [0,1]^d with <0.5 we prove a stronger result, i.e., an upper bound on the number of function component evaluations is , where r≡log₂(1/). This bound approaches as r→∞ (→0) and as d→∞. We show that when q<1 the algorithm can also compute an approximation satisfying the absolute criterion , where x^* is the unique fixed point of f. The complexity in this case resembles the complexity of the residual criterion problem, but with tolerance (1−q) instead of . We show that when q>1 the absolute criterion problem has infinite worst-case complexity when information consists of function evaluations. Finally, we report several numerical tests in which the actual number of evaluations is usually much smaller than the upper complexity bound.     

New dominance rules and exploration strategies for?the?1|ri|∑Ui scheduling problem

The paper proposes a new exact approach, based on a Branch, Bound, and Remember (BB&R) algorithm that uses the Cyclic Best First Search (CBFS) strategy, for the 1|r _i |∑U _i scheduling problem, a single machine scheduling problem, where the objective is to find a schedule with the minimum number of tardy jobs. The search space is reduced using new and improved dominance properties and tighter upper bounds, based on a new dynamic programming algorithm. Computational results establish the effectiveness of the BB&R algorithm with CBFS for a broad spectrum of problem instances. In particular, this algorithm was able to solve all problems instances, up to 300 jobs, while existing best known algorithms only solve problems instances up to 200 jobs. Furthermore, the BB&R algorithm with CBFS runs one to two orders of magnitude faster than the current best known algorithm on comparable instances.     

On the number of queries necessary to identify a permutation

Let p and q be two permutations over {1, 2,…, n}. We denote by m(p, q) the number of integers i, 1 ≤ i ≤ n, such that p(i) = q(i). For each fixed permutation p, a query is a permutation q of the same size and the answer a(q) to this query is m(p, q). We investigate the problem of finding the minimum number of queries required to identify an unknown permutation p. A polynomial-time algorithm that identifies a permutation of size n by O(n · log₂n) queries is presented. The lower bound of this problem is also considered. It is proved that the problem of determining the size of the search space created by a given set of queries and answers is #P-complete. Since this counting problem is essential for the analysis of the lower bound, a complete analysis of the lower bound appears infeasible. We conjecture, based on some preliminary analysis, that the lower bound is Ω(n · log₂n).     

A primal-dual interior-point algorithm for second-order cone optimization with full Nesterov–Todd step

In this paper we propose a primal-dual path-following interior-point algorithm for second-order cone optimization. The algorithm is based on a new technique for finding the search directions and the strategy of the central path. At each iteration, we use only full Nesterov–Todd step. Moreover, we derive the currently best known iteration bound for the algorithm with small-update method, namely, , where N denotes the number of second-order cones in the problem formulation and ε the desired accuracy.     

A BB&R algorithm for minimizing total tardiness on a single machine with sequence dependent setup times

This paper presents a Branch, Bound, and Remember (BB&R) exact algorithm using the Cyclic Best First Search (CBFS) exploration strategy for solving the ${1|ST_{sd}|\sum T_{i}}$ scheduling problem, a single machine scheduling problem with sequence dependent setup times where the objective is to find a schedule with minimum total tardiness. The BB&R algorithm incorporates memory-based dominance rules to reduce the solution search space. The algorithm creates schedules in the reverse direction for problems where fewer than half the jobs are expected to be tardy. In addition, a branch and bound algorithm is used to efficiently compute tighter lower bounds for the problem. This paper also presents a counterexample for a previously reported exact algorithm in Luo and Chu (Appl Math Comput 183(1):575–588, 2006) and Luo et?al. (Int J Prod Res 44(17):3367–3378, 2006). Computational experiments demonstrate that the algorithm is two orders of magnitude faster than the fastest exact algorithm that has appeared in the literature. Computational experiments on two sets of benchmark problems demonstrate that the CBFS search exploration strategy can be used as an effective heuristic on problems that are too large to solve to optimality.     

LMI-Based Robust <Emphasis Type="Italic">H</Emphasis><Subscript>∞</Subscript> Control of Uncertain Neutral Systems with State and Input Delays

Robust stabilization and robust H_∞ control problems for a class of uncertain neutral system with state and input delays are considered. By choosing a Lyapunov-Krasovskii functional, an alternative delay-dependent sufficient condition for the existence of a controller is derived in terms of linear matrix inequalities. Furthermore, a convex optimization problem can be formulated to obtain an H_∞ controller which minimizes an upper H_∞ norm bound of the closed-loop state-input delayed system.     

Scheduling on same-speed processors with at most one downtime on each machine

We consider the problem of scheduling a set of independent tasks on multiple same-speed processors with planned shutdown times with the aim of minimizing the makespan. We give an LPT-based algorithm, LPTX, which yields a maximum completion time that is less than or equal to 3/2 the optimal maximum completion time or 3/2 the time that passes from the start of the schedule until the latest end of a downtime. For problems where the optimal schedule ends after the last downtime, and when the downtimes represent fixed jobs, the LPTX maximum completion time is within 3/2 of the optimal maximum completion time. In addition, we show that this result is asymptotically tight for the class of polynomial algorithms assuming that P≠NP. We also show that the bound obtained previously for a similar problem, when no more than half of the machines are shut down at the same time, for the LPT algorithm is asymptotically tight in the class of polynomial algorithms if P≠NP.     

All-norm approximation algorithms

A major drawback in optimization problems and in particular in scheduling problems is that for every measure there may be a different optimal solution. In many cases the various measures are different ℓ_p norms. We address this problem by introducing the concept of an all-norm ρ-approximation algorithm, which supplies one solution that guarantees ρ-approximation to all ℓ_p norms simultaneously. Specifically, we consider the problem of scheduling in the restricted assignment model, where there are m machines and n jobs, each job is associated with a subset of the machines and should be assigned to one of them. Previous work considered approximation algorithms for each norm separately. Lenstra et al. [Math. Program. 46 (1990) 259–271] showed a 2-approximation algorithm for the problem with respect to the ℓ_∞ norm. For any fixed ℓ_p norm the previously known approximation algorithm has a performance of θ(p). We provide an all-norm 2-approximation polynomial algorithm for the restricted assignment problem. On the other hand, we show that for any given ℓ_p norm (p>1) there is no PTAS unless P=NP by showing an APX-hardness result. We also show for any given ℓ_p norm a FPTAS for any fixed number of machines.     

Performance of scheduling algorithms for no-wait flowshops with parallel machines

We study the performance of scheduling algorithms for a manufacturing system, called the ‘no-wait flowshop’, which consists of a certain number of machine centers. Each center has one or more identical parallel machines. Each job is processed by at most one machine in each center. The problem of finding the minimum finish time schedule is considered here in a flowshop consisting of two machine centers. Heuristic algorithms are presented and are analyzed in the worst case performance context. For the case of two centers, one with a single machine and the other with m, two heuristics are presented with tight performance guarantees of 3 − (1/m) and 2. When both centers have m machines, a heuristic is presented with an upper bound performance guarantee of . It is also shown that this bound can be reduced to 2(1 + ε). For the flowshop with any number of machines in each center, we provide a heuristic algorithm with an upper bound performance guarantee that depends on the relative number of machines in the centers.     

The Parallel Simplicity of Compaction and Chaining

Given a set of values x₁, x₂,..., x_n, of which k are nonzero, the compaction problem is the problem of moving the nonzero elements into the first k consecutive memory locations. The chaining problem asks that the nonzero elements be put into a linked list. One can in addition require that the elements remain in the same order, leading to the problems of ordered compaction and ordered chaining, respectively. This paper introduces a technique involving perfect hash functions that leads to a deterministic algorithm for ordered compaction running on a CRCW PRAM in time O(log k/log log n) using n processors. A matching lower bound for unordered compaction is given. The ordered chaining problem is shown to be solvable in time O(α(k)) with n processors (where α is a functional inverse of Ackermann′s function) and unordered chaining is shown to he solvable in constant time with n processors when k < n^{1/4− ε}.     

An exact algorithm to minimize mean squared deviation of job completion times about a common due date

We consider a deterministic n-job, single machine scheduling problem with the objective of minimizing the Mean Squared Deviation (MSD) of job completion times about a common due date (d). The MSD measure is non-regular and its value can decrease when one or more completion times increases. MSD problem is connected with the Completion Time Variance (CTV) problem and has been proved to be NP-hard. This problem finds application in situations where uniformity of service is important. We present an exact algorithm of pseudo-polynomial complexity, using ideas from branch and bound and dynamic programming. We propose a dominance rule and also develop a lower bound on MSD. The dominance rule and lower bound are effectively combined and used in the development of the proposed algorithm. The search space is explored using the breadth first branching strategy. The asymptotic space complexity of the algorithm is O(nd). Irrespective of the version of the problem – tightly constrained, constrained or unconstrained – the proposed algorithm provides optimal solutions for problem instances up to 1000 jobs size under different due date settings.     

An approximation algorithm for the m-machine permutation flow shop scheduling problem with controllable processing times

The paper deals with the m-machine permutation flow shop scheduling problem in which job processing times, along with a processing order, are decision variables. It is assumed that the cost of processing a job on each machine is a linear function of its processing time and the overall schedule cost to be minimized is the total processing cost plus maximum completion time cost. A algorithm for the problem with m = 2 is provided; the best approximation algorithm until now has a worst-case performance ratio equal to . An extension to the m-machine (m ≥2) permutation flow shop problem yields an approximation algorithm with a worst-case bound equal to

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, where is the worst-case performance ratio of a procedure used, in the proposed algorithm, for solving the (pure) sequencing problem. Moreover, examples which achieve this bound for = 1 are also presented.     

Generalized p-Center problems: Complexity results and approximation algorithms

In an earlier paper, two alternative p-Center problems, where the centers serving costumers must be chosen so that exactly one node from each of p prespecified disjoint pairs of nodes is selected, were shown to be NP-complete. This paper considers a generalized version of these problems, in which the nodes from which the p servers are to be selected are partitioned into k sets and the number of servers selected from each set must be within a prespecified range. We refer to these problems as the ‘Set’ p-Center problems. We establish that the triangle inequality (Δ-inequality) versions of these problems, in which the edge weights are assumed to satisfy the triangle inequality, are also NP-complete. We also provide a polynomial time approximation algorithm for the two Δ-inequality Set p-Center problems that is optimal for one of the problems in the sense that no algorithm with polynomial running time can provide a better constant factor performance guarantee, unless P = NP. For the special case ‘alternative’ p-Center problems, which we refer to as the ‘Pair’ p-Center problems, we extend the previous results in several ways. For example, the results mentioned above for the Set p-Center problems also apply to the Pair p-Center problems. Furthermore, we establish and exploit a correspondence between satisfiability and the dominating set type of problems that naturally arise when considering the decision versions of the Pair p-Center problems.     

Scheduling uniform machines on-line requires nondecreasing speed ratios

We consider the following on-line scheduling problem. We have to schedulen independent jobs, wheren is unknown, onm uniform parallel machines so as to minimize the makespan; preemption is allowed. Each job becomes available at its release date, and this release date is not known beforehand; its processing requirement becomes known at its arrival. We show that if only a finite number of preemptions is allowed, there exists an algorithm that solves the problem if and only ifs _i–1/s_i s_i/s_i+1 for alli = 2,,m – 1, wheres _i denotes theith largest machine speed. We also show that if this condition is satisfied, then O(mn) preemptions are necessary, and we provide an example to show that this bound is tight. © 1998 The Mathematical Programming Society, Inc. Published by Elsevier Science B.V.     

Restart strategies for GRASP with path-relinking heuristics

GRASP with path-relinking is a hybrid metaheuristic, or stochastic local search (Monte Carlo) method, for combinatorial optimization. A restart strategy in GRASP with path-relinking heuristics is a set of iterations {i ₁, i ₂, …} on which the heuristic is restarted from scratch using a new seed for the random number generator. Restart strategies have been shown to speed up stochastic local search algorithms. In this paper, we propose a new restart strategy for GRASP with path-relinking heuristics. We illustrate the speedup obtained with our restart strategy on GRASP with path-relinking heuristics for the maximum cut problem, the maximum weighted satisfiability problem, and the private virtual circuit routing problem.     

An Efficient Approximation Algorithm for Minimizing Makespan on Uniformly Related Machines

We give a new and efficient approximation algorithm for scheduling precedence-constrained jobs on machines with different speeds. The problem is as follows. We are given n jobs to be scheduled on a set of m machines. Jobs have processing times and machines have speeds. It takes p_j/s_i units of time for machine i with speed s_i to process job j with processing requirement p_j. Precedence constraints between jobs are given in the form of a partial order. If j k, processing of job k cannot start until job j's execution is completed. The objective is to find a non-preemptive schedule to minimize the makespan of the schedule. Chudak and Shmoys (1997, “Proceedings of the Eighth Annual ACM-SIAM Symposium on Discrete Algorithms (SODA),” pp. 581–590) gave an algorithm with an approximation ratio of O(log m), significantly improving the earlier ratio of due to Jaffe (1980, Theoret. Comput. Sci.26, 1–17). Their algorithm is based on solving a linear programming relaxation. Building on some of their ideas, we present a combinatorial algorithm that achieves a similar approximation ratio but runs in O(n³) time. Our algorithm is based on a new and simple lower bound which we believe is of independent interest.     

A branch and bound algorithm for scheduling jobs with controllable processing times on a single machine to meet due dates

In most deterministic scheduling problems, job-processing times are regarded as constant and known in advance. However, in many realistic environments, job-processing times can be controlled by the allocation of a common resource to jobs. In this paper, we consider the problem of scheduling jobs with arbitrary release dates and due dates on a single machine, where job-processing times are controllable and are modeled by a non-linear convex resource consumption function. The objective is to determine simultaneously an optimal processing permutation as well as an optimal resource allocation, such that no job is completed later than its due date, and the total resource consumption is minimized. The problem is strongly NP\mathcal{NP}-hard. A branch and bound algorithm is presented to solve the problem. The computational experiments show that the algorithm can provide optimal solution for small-sized problems, and near-optimal solution for medium-sized problems in acceptable computing time.     

Worst-case time bounds for coloring and satisfiability problems

We consider worst case time bounds for certain NP-complete problems. In particular, we consider the (k,2)-satisfiability problem which includes as special cases some canonical problems such as graph coloring and satisfiability. For the (k,2)-satisfiability problem, we present a randomized algorithm that runs in time O^*((k!)^n/k).² This bound is equivalent to O((k/c_k)ⁿ) with c_k increasing to the asymptotic limit e. For k11, we improve upon the O((0.4518k)ⁿ) randomized bound of Eppstein [Proceedings of the 12th Annual ACM–SIAM Symposium on Discrete Algorithms, pp. 329–337]. A special case of (k,2)-satisfiability is k-colorability; here we achieve the above time bound for a slightly larger c_k that has the same asymptotic behavior.     

Competitive Algorithms for Relaxed List Update and Multilevel Caching

We study relaxed list update problem (RLUP), in which access requests are made to items stored in a list. The cost to access the jth item x_j is c_j, where c_i ≤ c_{i + 1} for all i. After the access, x_j can be repeatedly swapped, at no cost, with any item that precedes it in the list. This problem was introduced by Aggarwal et al. (1987, “Proc. 19th Symp. Theory of Computing,” pp. 305–313) as a model for the management of hierarchical memory that consists of a number of caches of increasing size and access time. They also proved that a version of LRU is C-competitive, for some C, for a restricted class of cost functions. We give an efficient offline algorithm that computes the optimal strategy for RLUP. We also show an elegant characterization of work functions for RLUP. We prove that move-to-front (MTF) is optimally competitive for RLUP with any cost function. An interesting feature of the proof is that it does not involve any estimates on the competitive ratio. Finally, we give a lower bound on the competitive ratio of online algorithms for RLUP.