The generalized alternating path algorithm for transportation problems

A new primal extreme point algorithm for solving capacitated transportation problems is developed in this paper. This algorithm, called the generalized alternating path (GAP) algorithm, is a special purpose method specifically designed to take advantage of the often pervasive primal degeneracy of transportation problems.     

Dijkstra’s algorithm and L-concave function maximization

Dijkstra’s algorithm is a well-known algorithm for the single-source shortest path problem in a directed graph with nonnegative edge length. We discuss Dijkstra’s algorithm from the viewpoint of discrete convex analysis, where the concept of discrete convexity called L-convexity plays a central role. We observe first that the dual of the linear programming (LP) formulation of the shortest path problem can be seen as a special case of L-concave function maximization. We then point out that the steepest ascent algorithm for L-concave function maximization, when applied to the LP dual of the shortest path problem and implemented with some auxiliary variables, coincides exactly with Dijkstra’s algorithm.     

A primal algorithm for the weighted minimum covering ball problem in $$\mathbb {R}^n$$

The nonlinear programming problem of finding the minimum covering ball of a finite set of points in \(\mathbb {R}^n\), with a positive weight corresponding to each point, is solved by a directional search method. At each iteration, the search path is either a ray or the arc of a circle and is determined by bisectors of points. Each step size along the search path is determined explicitly. The primal algorithm is shown to search along the farthest point Voronoi diagram of the given points. We provide computational results that show the efficiency of the algorithm when compared to general convex nonlinear optimization solvers.     

On the Log-exponential Trajectory of Linear Programming

Development in interior point methods has suggested various solution trajectories, also called central paths, for linear programming. In this paper we define a new central path through a log-exponential perturbation to the complementarity equation in the Karush-Kuhn-Tucker system. The behavior of this central path is investigated and an algorithm is proposed. The algorithm can compute an -optimal solution at a superlinear rate of convergence.     

A primal-dual large-update interior-point algorithm for <Emphasis Type="Italic">P</Emphasis><Subscript>*</Subscript>(<Emphasis Type="Italic">κ</Emphasis>)-LCP based on a new class of kernel functions

In this paper, we propose a large-update primal-dual interior point algorithm for P_*(κ)-linear complementarity problem. The method is based on a new class of kernel functions which is neither classical logarithmic function nor self-regular functions. It is determines both search directions and the proximity measure between the iterate and the center path. We show that if a strictly feasible starting point is available, then the new algorithm has \(o\left( {(1 + 2k)p\sqrt n {{\left( {\frac{1}{p}\log n + 1} \right)}^2}\log \frac{n}{\varepsilon }} \right)\)iteration complexity which becomes \(o\left( {(1 + 2k)\sqrt n log{\kern 1pt} {\kern 1pt} n\log \frac{n}{\varepsilon }} \right)\)with special choice of the parameter p. It is matches the currently best known iteration bound for P_*(κ)-linear complementarity problem. Some computational results have been provided.     

A full step infeasible interior-point method for Cartesian $$P_{*}(\kappa )$$-SCLCP

In this paper, a new full Nesterov–Todd step infeasible interior-point method for Cartesian \(P_*(\kappa )\) linear complementarity problem over symmetric cone is considered. Our algorithm starts from a strictly feasible point of a perturbed problem, after a full Nesterov–Todd step for the new perturbed problem the obtained strictly feasible iterate is close to the central path of it, where closeness is measured by some merit function. Furthermore, the complexity bound of the algorithm is the best available for infeasible interior-point methods.     

A generic auction algorithm for the minimum cost network flow problem

In this paper we broadly generalize the assignment auction algorithm to solve linear minimum cost network flow problems. We introduce a generic algorithm, which contains as special cases a number of known algorithms, including the -relaxation method, and the auction algorithm for assignment and for transportation problems. The generic algorithm can serve as a broadly useful framework for the development and the complexity analysis of specialized auction algorithms that exploit the structure of particular network problems. Using this framework, we develop and analyze two new algorithms, an algorithm for general minimum cost flow problems, called network auction, and an algorithm for thek node-disjoint shortest path problem.     

A simplicial approximation of a solution for the nonlinear complementarity problem

For a given map f from the n-dimensional Euclidean space En into itself, we consider the complementary problem of finding a nonnegative vector x in En whose imagef(x) is also nonnegative and such that the two vectors are orthogonal. It is the unifying mathematical form for several problems arising in different fields such as mathematical programming, game theory and economics.In this paper a new algorithm is developed based on the adjacent simplex technique , which was used by Garcia, Lemke and Lüthi for approximating an equilibrium point of a noncooperative n-person game. An almost-complementary path leads to a complementary simplex, which approximates a stationary point. Because most of the existence proofs for the nonlinear complementarity use the relationship between stationary points and complementarity, the algorithm gives constructive proofs for many existence theorems. If a better approximation is desired, the algorithm may be restarted from any point. The dimension of the simplices on the path is varying, which computationally should result in some savings.     

Rectilinear shortest paths in the presence of rectangular barriers

In this paper we address the following shortest-path problem. Given a point in the plane andn disjoint isothetic rectangles (barriers), we want to construct a shortestL ₁ path (not crossing any of the barriers) from the source point to any given query point. A restricted version of this problem (where the source and destination points are knowna priori) had been solved earlier inO(n ²) time. Our approach consists of preprocessing the source point and the barriers to obtain a planar subdivision where a query point can be located and a shortest path connecting it to the source point quickly transvered. By showing that any such path is monotone in at least one ofx ory directions, we are able to apply a plane sweep technique to divide the plane intoO(n) rectangular regions. This leads to an algorithm whose complexity isO(n logn) preprocessing time,O(n) space, andO(logn+k) query time, wherek is the number of turns on the reported path. If only the length of the path is sought,O(logn) query time suffices. Furthermore, we show an (n logn) time lower bound for the case where the source and destination points are known in advance, which implies the optimality of our algorithm in this case.A preliminary version of this paper appeared in theProceedings of the First Symposium on Computational Geometry (1985).Supported in part by CNPq-Conselho Nacional de Desenvolvimento Científico e Tecnológico (Brazil).Supported in part by the National Science Foundation under Grants MCS 8420814 and ECS 8340031.     

Computing mountain passes and transition states

The mountain-pass theorem guarantees the existence of a critical point on a path that connects two points separated by a sufficiently high barrier. We propose the elastic string algorithm for computing mountain passes in finite-dimensional problems and analyze the convergence properties and numerical performance of this algorithm for benchmark problems in chemistry and discretizations of infinite-dimensional variational problems. We show that any limit point of the elastic string algorithm is a path that crosses a critical point at which the Hessian matrix is not positive definite.This work was supported by the Mathematical, Information, and Computational Sciences Division subprogram of the Office of Advanced Scientific Computing Research, Office of Science, U.S. Department of Energy, under Contract W-31-109-Eng-38.     

An algorithm for the linear complementarity problem with upper and lower bounds

In this paper, we adapt the octahedral simplicial algorithm for solving systems of nonlinear equations to solve the linear complementarity problem with upper and lower bounds. The proposed algorithm generates a piecewise linear path from an arbitrarily chosen pointz ⁰ to a solution point. This path is followed by linear programming pivot steps in a system ofn linear equations, wheren is the size of the problem. The starting pointz ⁰ is left in the direction of one of the 2 ⁿ vertices of the feasible region. The ray along whichz ⁰ is left depends on the sign pattern of the function value atz ⁰. The sign pattern of the linear function and the location of the points in comparison withz ⁰ completely govern the path of the algorithm.This research is part of the VF-Program Equilibrium and Disequilibrium in Demand and Supply, approved by the Netherlands Ministry of Education, Den Haag, The Netherlands.     

Finding a Nash equilibrium in noncooperativeN-person games by solving a sequence of linear stationary point problems

In this paper we present an algorithm for finding a Nash equilibrium in a noncooperative normal formN-person game. More generally, the algorithm can be applied for solving a nonlinear stationary point problem on a simplotope, being the Cartesian product of several simplices. The algorithm solves the problem by solving a sequence of linear stationary point problems. Each problem in the sequence is solved in a finite number of iterations. Although the overall convergence cannot be proved, the method performs rather well. Computational results suggest that this algorithm performs at least as good as simplicial algorithms do.For the special case of a bi-matrix game (N=2), the algorithm has an appealing game-theoretic interpretation. In that case, the problem is linear and the algorithm always finds a solution. Furthermore, the equilibrium found in a bi-matrix game is perfect whenever the algorithm starts from a strategy vector at which all actions are played with positive probability.This research is part of the VF-program Co-operation and Competition, which has been approved by the Netherlands Ministery of Education and Sciences.     

A continuum of solutions to variational inequality with nonlinear constraints: Existence and simplicial algorithm

In this paper, we obtain an existence theorem of a connected set of solutions to a nonlinear variational inequality with explicit nonlinear constraints. This result follows in a constructive way by designing a simplicial algorithm. The algorithm operates on a triangulation of the unbounded regions and generates a piecewise linear path of parametrized stationary points. Each point on the path is an approximate solution.     

Bacterial memetic algorithm for offline path planning of mobile robots

The goal of the path planning problem is to determine an optimal collision-free path between a start and a target point for a mobile robot in an environment surrounded by obstacles. This problem belongs to the group of combinatorial optimization problems which are approached by modern optimization techniques such as evolutionary algorithms. In this paper the bacterial memetic algorithm is proposed for path planning of a mobile robot. The objective is to minimize the path length and the number of turns without colliding with an obstacle. The representation used in the paper fits well to the algorithm. Memetic algorithms combine evolutionary algorithms with local search heuristics in order to speed up the evolutionary process. The bacterial memetic algorithm applies the bacterial operators instead of the genetic algorithm??s crossover and mutation operator. One advantage of these operators is that they easily can handle individuals with different length. The method is able to generate a collision-free path for the robot even in complicated search spaces. The proposed algorithm is tested in real environment.     

一类线性与框式约束凸规划问题的原始-对偶内点算法

本文对一类具有线性和框式约束的凸规划问题给出了一个原始-对偶内点算法, 该算法可在任一原始-对偶可行内点启动, 并且全局收敛,当初始点靠近中心路径时, 算法成为中心路径跟踪算法。 数值实验表明, 算法对求解大型的这类问题是有效的。     

二阶锥规划的基于自协调指数核函数的原始-对偶内点算法

基于一个自协调指数核函数, 设计求解二阶锥规划的原始-对偶内点算法. 根据自协调指数核函数的二阶导数与三阶导数的特殊关系, 在求解问题的中心路径时, 用牛顿方向代替了负梯度方向来确定搜索方向. 由于自协调指数核函数不具有``Eligible'性质, 在分析算法的迭代界时, 利用牛顿方法求解目标函数满足自协调性质的无约束优化问题的技术, 估计算法内迭代中自协调指数核函数确定的障碍函数的下降量, 得到原始-对偶内点算法大步校正的迭代界O(2N\frac{\log2N}{\varepsilon}), 这里N是二阶锥的个数. 这个迭代界与线性规划情形下的迭代界一致. 最后, 通过数值算例验证了算法的有效性.     

突发事件中对嫌疑犯有效封堵的模型与算法

基于CUMCM-2011 B题中关于嫌疑犯的封堵问题的研究.通过建立描述市区交通网络图的权矩阵,采用求最短路的Dijstra算法求出市区任意两节点的最短路径及路长,构作最佳路径阵和距离矩阵,以此为基点建立封堵路口的最优调度方案模型,再在此基础上建立封堵住嫌疑犯的最优模型,并设计了模型求解的算法.将算法应用于CUMCM-2011 B题中关于嫌疑犯的封堵问题,获得最优封堵方案.     

Interior path following primal-dual algorithms. part I: Linear programming

We describe a primal-dual interior point algorithm for linear programming problems which requires a total of number of iterations, whereL is the input size. Each iteration updates a penalty parameter and finds the Newton direction associated with the Karush-Kuhn-Tucker system of equations which characterizes a solution of the logarithmic barrier function problem. The algorithm is based on the path following idea.     

An Algorithm for Solving the Minimum-Norm Point Problem over the Intersection of a Polytope and an Affine Set

In this paper, we propose an efficient algorithm for finding the minimum-norm point in the intersection of a polytope and an affine set in an n-dimensional Euclidean space, where the polytope is expressed as the convex hull of finitely many points and the affine set is expressed as the intersection of k hyperplanes, k1. Our algorithm solves the problem by using directly the original points and the hyperplanes, rather than treating the problem as a special case of the general quadratic programming problem. One of the advantages of our approach is that our algorithm works as well for a class of problems with a large number (possibly exponential or factorial in n) of given points if every linear optimization problem over the convex hull of the given points is solved efficiently. The problem considered here is highly degenerate, and we take care of the degeneracy by solving a subproblem that is a conical version of the minimum-norm point problem, where points are replaced by rays. When the number k of hyperplanes expressing the affine set is equal to one, we can easily avoid degeneracy, but this is not the case for k2. We give a subprocedure for treating the degenerate case. The subprocedure is interesting in its own right. We also show the practical efficiency of our algorithm by computational experiments.     

A globally convergent interior point algorithm for non-convex nonlinear programming

In this paper, a new algorithm for tracing the combined homotopy path of the non-convex nonlinear programming problem is proposed. The algorithm is based on the techniques of β$\beta$-cone neighborhood and a combined homotopy interior point method. The residual control criteria, which ensures that the obtained iterative points are interior points, is given by the condition that ensures the β$\beta$-cone neighborhood to be included in the interior part of the feasible region. The global convergence and polynomial complexity are established under some hypotheses.