Enhancing computations of nondominated solutions in MOLFP via reference points

In previous work, Costa and Alves (J Math Sci 161:(6)820–831, 2009; 2011) have presented Branch & Bound and Branch & Cut techniques that allow for the effective computation of nondominated solutions, associated with reference points, of multi-objective linear fractional programming (MOLFP) problems of medium dimensions (ten objective functions, hundreds of variables and constraints). In this paper we present some results that enhance those computations. Firstly, it is proved that the use of a special kind of achievement scalarizing function guarantees that the computation error does not depend on the dimension of the problem. Secondly, a new cut for the Branch & Cut technique is presented. The proof that this new cut is better than the one in Costa and Alves (2011) is presented, guaranteeing that it reduces the region to explore. Some computational tests to assess the impact of the new cut on the performance of the Branch & Cut technique are presented.     

Polyhedral results for the Equitable Coloring Problem

In this work we study the polytope associated with a 0/1 integer programming formulation for the Equitable Coloring Problem. We find several families of valid inequalities and derive sufficient conditions in order to be facet-defining inequalities. We also present computational evidence of the effectiveness of including these inequalities as cuts in a Branch & Cut algorithm.     

A specialized branch & bound & cut for Single-Allocation Ordered Median Hub Location problems

The Single-Allocation Ordered Median Hub Location problem is a recent hub model introduced by Puerto et al. (2011) [32] that provides a unifying analysis of the class of hub location models. Indeed, considering ordered objective functions in hub location models is a powerful tool in modeling classic and alternative location paradigms, that can be applied with success to a large variety of problems providing new distribution patterns induced by the different users’ roles within the supply chain network. In this paper, we present a new formulation for the Single-Allocation Ordered Median Hub Location problem and a branch-and-bound-and-cut (B&B&Cut) based algorithm to solve optimally this model. A simple illustrative example is discussed to demonstrate the technique, and then a battery of test problems with data taken from the AP library are solved. The paper concludes that the proposed B&B&Cut approach performs well for small to medium sized problems.     

Perspective cuts for a class of convex 0–1 mixed integer programs

We show that the convex envelope of the objective function of Mixed-Integer Programming problems with a specific structure is the perspective function of the continuous part of the objective function. Using a characterization of the subdifferential of the perspective function, we derive “perspective cuts”, a family of valid inequalities for the problem. Perspective cuts can be shown to belong to the general family of disjunctive cuts, but they do not require the solution of a potentially costly nonlinear programming problem to be separated. Using perspective cuts substantially improves the performance of Branch & Cut approaches for at least two models that, either “naturally” or after a proper reformulation, have the required structure: the Unit Commitment problem in electrical power production and the Mean-Variance problem in portfolio optimization.     

Discrete and geometric Branch and Bound algorithms for?medical image registration

Aiming at the development of an exact solution method for registration problems, we present two different Branch & Bound algorithms for a mixed integer programming formulation of the problem. The first B&B algorithm branches on binary assignment variables and makes use of an optimality condition that is derived from a graph matching formulation. The second, geometric B&B algorithm applies a geometric branching strategy on continuous transformation variables. The two approaches are compared for synthetic test examples as well as for 2-dimensional medical data. The results show that medium sized problem instances can be solved to global optimality in a reasonable amount of time.     

A mixed integer formulation and an efficient metaheuristic procedure for the <Emphasis Type="Italic">k</Emphasis>-Travelling Repairmen Problem

In this paper, we study a k-Travelling Repairmen Problem where the objective is to minimize the sum of clients waiting time to receive service. This problem is relevant in applications that involve distribution of humanitarian aid in disaster areas, delivery and collection of perishable products and personnel transportation, where reaching demand points to perform service, fast and fair, is a priority. This paper presents a new mixed integer formulation and a simple and efficient metaheuristic algorithm. The proposed formulation consumes less computational time and allows solving to optimality more than three times larger data instances than the previous formulation published in literature, even outperforming a recently published Branch and Price and Cut algorithm for this problem. The proposed metaheuristic algorithm solved to optimality 386 out of 389 tested instances in a very short computational time. For larger instances, the algorithm was assessed using the best results reported in the literature for the Cumulative Capacitated Vehicle Routing Problem.     

LaGO: a (heuristic) Branch and Cut algorithm for nonconvex MINLPs

We present a Branch and Cut algorithm of the software package LaGO to solve nonconvex mixed-integer nonlinear programs (MINLPs). A linear outer approximation is constructed from a convex relaxation of the problem. Since we do not require an algebraic representation of the problem, reformulation techniques for the construction of the convex relaxation cannot be applied, and we are restricted to sampling techniques in case of nonquadratic nonconvex functions. The linear relaxation is further improved by mixed-integer-rounding cuts. Also box reduction techniques are applied to improve efficiency. Numerical results on medium size test problems are presented to show the efficiency of the method.     

Branch & sample: A simple strategy for constraint satisfaction

Many constraint satisfaction problems have too many solutions for exhaustive generation. Optimization techniques may help in selecting a small number of solutions for consideration, but a reasonable measure of optimality is not always at hand. A simple algorithm called Branch & Sample is suggested as an alternative to optimization. Combining breadth-first and depth-first search Branch & Sample finds solutions distributed over the search tree. The aim is to obtain a limited set of solutions that corresponds well to the intuitive notion of a representative, uniformly scattered sample. A precise definition of this notion is discussed in relation to the algorithm whose effect is illustrated by two geometric design problems. The performance of the algorithm is evaluated and it is concluded that Branch & Sample is applicable to certain types of problems, and refinements can extend the scope of application.     

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.     

Mixed integer programming for a special logic constrained optimal control problem

Integrating logical constraints into optimal control problems is not an easy task. In fact, optimal control problems are usually continuous while logical constraints are naturally expressed by integer (binary) variables. In this article we are interested is a particular form of an LQR optimal control problem: the energy (control L² norm) is to be minimized, system dynamic is linear and logical constraints on the control use are to be fulfilled. Even if the starting continuous problem is not a complicated one, difficulties arise when integrating the additional logical constraints. First, we will present two different ways of modeling the problem, both of them leading us to Mixed Integer Problems. Furthermore, algorithms (Generalized Outer Approximation, Benders Decomposition and Branch and Cut) are applied on each model and results analyzed. We also present a Benders Decomposition algorithm variant that is adapted to our problem (taking into account its particular form) and we will conclude by looking at the optimal solutions obtained in an interesting physical example: the harmonic spring.     

Solving the car sequencing problem via Branch & Bound

In a mixed-model assembly line, varying models of the same basic product are to be produced in a facultative sequence. This results to a short-term planning problem where a sequence of models is sought which minimizes station overloads. In practice – e.g. the final assembly of cars – special sequencing rules are enforced which restrict the number of models possessing a certain optional feature k to r_k within a subsequence of s_k successive models. This problem is known as car sequencing. So far, employed solution techniques stem mainly from the field of Logic and Constraint Logic Programming. In this work, a special Branch & Bound algorithm is developed, which exploits the problem structure in order to reduce combinatorial complexity.     

Shortest path problem with forbidden paths: The elementary version

This paper addresses the elementary shortest path problem with forbidden paths. The main aim is to find the shortest paths from a single origin node to every other node of a directed graph, such that the solution does not contain any path belonging to a given set (i.e., the forbidden set). It is imposed that no cycle can be included in the solution. The problem at hand is formulated as a particular instance of the shortest path problem with resource constraints and two different solution approaches are defined and implemented. One is a Branch & Bound based algorithm, the other is a dynamic programming approach. Different versions of the proposed solution strategies are developed and tested on a large set of test problems.     

MCS—A new algorithm for multicriteria optimisation in constraint programming

In this paper we propose a new algorithm called MCS for the search for solutions to multicriteria combinatorial optimisation problems. To quickly produce a solution that offers a good trade-off between criteria, the MCS algorithm alternates several Branch & Bound searches following diversified search strategies. It is implemented in CP in a dedicated framework and can be specialised for either complete or partial search.     

A decomposition approach for optimal control problems with integer innerpoint state constraints

A large class of optimal control problems for hybrid dynamic systems can be formulated as mixed‐integer optimal control problems (MIOCPs). A decomposition approach is suggested to solve a special subclass of MIOCPs with mixed integer inner point state constraints. It is the intrinsic combinatorial complexity of the discrete variables in addition to the high nonlinearity of the continuous optimal control problem that forms the challenges in the theoretical and numerical solution of MIOCPs. During the solution procedure the problem is decomposed at the inner time points into a multiphase problem with mixed integer boundary constraints and phase transitions at unknown switching points. Due to a discretization of the state space at the switching points the problem can be decoupled into a family of continuous optimal control problems (OCPs) and a problem similar to the asymmetric group traveling salesman problem (AGTSP). The OCPs are transcribed by direct collocation to large‐scale nonlinear programming problems, which are solved efficiently by an advanced SQP method. The results are used as weights for the edges of the graph of the corresponding TSP‐like problem, which is solved by a Branch‐and‐Cut‐and‐Price (BCP) algorithm. The proposed approach is applied to a hybrid optimal control benchmark problem for a motorized traveling salesman. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Formulating and Solving the Minimum Dominating Cycle Problem

This paper introduces a formulation for the Minimum Dominating Cycle Problem. Additionally, a Branch and Cut algorithm, based on that formulation, is also investigated. So far, the algorithm contains no primal heuristics. However, it managed to solve to proven optimality, in acceptable CPU times, all test instances with up to 120 vertices.     

Technical note: a systematic procedure based on CALIBRA and the Nelder &amp; Mead algorithm for fine-tuning metaheuristics

The problem of setting the parameter values of a metaheuristic algorithm that optimise its performance is complex and time-consuming. Although the performance of a metaheuristic can be very sensitive to the parameter values, it is usual in the literature that the selection of the value parameters is not enough justified. There are in the literature two procedures that facilitate the task of fine-tuning: CALIBRA and the Nelder & Mead (N&M) algorithm. We propose a hands-off systematic procedure for fine-tuning metaheuristics that takes the advantages of CALIBRA and the N&M algorithm.     

Facets and valid inequalities for the time-dependent travelling salesman problem

The Time-Dependent Travelling Salesman Problem (TDTSP) is a generalization of the traditional TSP where the travel cost between two cities depends on the moment of the day the arc is travelled. In this paper, we focus on the case where the travel time between two cities depends not only on the distance between them, but also on the position of the arc in the tour. We consider two formulations proposed in the literature, we analyze the relationship between them and derive several families of valid inequalities and facets. In addition to their theoretical properties, they prove to be very effective in the context of a Branch and Cut algorithm.     

Approximate solutions to the turbine balancing problem

The turbine balancing problem (TBP) is an NP-Hard combinatorial optimization problem arising in the manufacturing and maintenance of turbine engines. Exact solution methods for solving the TBP are not appropriate since the problem has to be solved in real time and the input data is itself inaccurate. In this paper the TBP is formulated as a quadratic assignment problem (QAP) and we propose a heuristic algorithm for solving the resulting problem. Computational results on a set of instances provided by Pratt & Whitney (P&W) and from the literature, indicate that the proposed algorithm outperforms the current methods used for solving the TBP, and has the best overall performance with respect to other heuristic algorithms in the literature.     

On convex modified output least-squares for elliptic inverse problems: stability,regularization, applications,and numerics

Abstract

Inverse problems of identifying parameters in partial differential equations constitute an important class of problems with diverse real-world applications. These identification problems are commonly explored in an optimization framework and there are many optimization formulations having their own advantages and disadvantages. Although a non-convex output least-squares (OLS) objective is commonly used, a convex-modified output least-squares (MOLS) has shown encouraging results in recent years. In this work, we focus on various aspects of the MOLS approach. We devise a rigorous (quadratic and non-quadratic) regularization framework for the identification of smooth as well as discontinuous coefficients. This framework subsumes the total variation regularization that has attracted a great deal of attention in identifying sharply varying coefficients and also in image processing. We give new existence results for the regularized optimization problems for OLS and MOLS. Restricting to the Tikhonov (quadratic) regularization, we carry out a detailed study of various stability aspects of the inverse problem under data perturbation and give new stability estimates for general inverse problems using OLS and MOLS formulations. We give a discretization scheme for the continuous inverse problem and prove the convergence of the discrete inverse problem to the continuous one. We collect discrete formulas for OLS and MOLS and compute their gradients and Hessians. We present applications of our theoretical results. To show the feasibility of the MOLS framework, we also provide computational results for the inverse problem of identifying parameters in three different classes of partial differential equations .     

On the orthogonal Latin squares polytope

Since 1782, when Euler addressed the question of existence of a pair of orthogonal Latin squares (OLS) by stating his famous conjecture, these structures have remained an active area of research. In this paper, we examine the polyhedral aspects of OLS. In particular, we establish the dimension of the OLS polytope, describe all cliques of the underlying intersection graph and categorize them into three classes. Two of these classes are shown to induce facet-defining inequalities of Chvátal rank two. For each such class, we provide a polynomial separation algorithm of the lowest possible complexity.