Fuzzy programming and linear programming with several objective functions

In the recent past numerous models and methods have been suggested to solve the vectormaximum problem. Most of these approaches center their attention on linear programming problems with several objective functions. Apart from these approaches the theory of fuzzy sets has been employed to formulate and solve fuzzy linear programming problems. This paper presents the application of fuzzy linear programming approaches to the linear vectormaximum problem. It shows that solutions obtained by fuzzy linear programming are always efficient solutions. It also shows the consequences of using different ways of combining individual objective functions in order to determine an “optimal” compromise solution.     

Nonlinear programming and nonsmooth optimization by successive linear programming

Methods are considered for solving nonlinear programming problems using an exactl ₁ penalty function. LP-like subproblems incorporating a trust region constraint are solved successively both to estimate the active set and to provide a foundation for proving global convergence. In one particular method, second order information is represented by approximating the reduced Hessian matrix, and Coleman-Conn steps are taken. A criterion for accepting these steps is given which enables the superlinear convergence properties of the Coleman-Conn method to be retained whilst preserving global convergence and avoiding the Maratos effect. The methods generalize to solve a wide range of composite nonsmooth optimization problems and the theory is presented in this general setting. A range of numerical experiments on small test problems is described.     

Integrated production and material handling scheduling using mathematical programming and constraint programming

In this article, we propose an integrated formulation of the combined production and material handling scheduling problems. Traditionally, scheduling problems consider the production machines as the only constraining resource. This is however no longer true as material handling vehicles are becoming more and more valuable resources requiring important investments. Their operations should be optimized and above all synchronized with machine operations. In the problem addressed in this paper, a job shop context is considered. Machines and vehicles are both considered as constraining resources. The integrated scheduling problem is formulated as a mathematical programming model and as a constraint programming model which are compared for optimally solving a series of test problems. A commercial software (ILOG OPLStudio) was used for modeling and testing both models.     

Unconstrained convex programming approach to linear programming

Recently, Fang proposed approximating a linear program in the Karmarkar standard form by adding an entropic barrier function to the objective function and derived an unconstrained dual concave program. We present in this note a necessary and sufficient condition for the existence of a dual optimal solution to the perturbed problem. In addition, a sharp upper bound of error estimation in this approximation scheme is provided.     

Discrepancy and convex programming

Summary The pertinence of convexity arguments in the study of discrepancy of sequences is exhibited. The usefulness of this viewpoint can be twofold. Firstly, it allows the interpretation of the problem of estimating the discrepancy as a problem in convex programming in important cases. Secondly, it helps to restrict the family of sets which have to be considered when evaluating the usual (or extreme) discrepancy and the isotrope discrepancy of sequences. In particular, in the latter case it suffices to look at a rather special class of convex polytopes. Entrata in Redazione il 27 maggio 1971. Some results of this paper were presented in an address delivered at the Conference on Analytic Number Theory, Carbondale, Ill., October 22–24, 1970.     

Generalized dynamic programming methods in integer programming

When regarded as a shortest route problem, an integer program can be seen to have a particularly simple structure. This allows the development of an algorithm for finding thek ^th best solution to an integer programming problem with max{O(kmn), O(k logk)} operations. Apart from its value in the parametric study of an optimal solution, the approach leads to a general integer programming algorithm consisting of (1) problem relaxation, (2) solution of the relaxed problem parametrically by dynamic programming, and (3) generation ofk ^th best solutions until a feasible solution is found. Elementary methods based on duality for reducingk for a given problem relaxation are then outlined, and some examples and computational aspects are discussed.     

Sensitivity analysis in linear programming and semidefinite programming using interior-point methods

We analyze perturbations of the right-hand side and the cost parameters in linear programming (LP) and semidefinite programming (SDP). We obtain tight bounds on the perturbations that allow interior-point methods to recover feasible and near-optimal solutions in a single interior-point iteration. For the unique, nondegenerate solution case in LP, we show that the bounds obtained using interior-point methods compare nicely with the bounds arising from using the optimal basis. We also present explicit bounds for SDP using the Monteiro-Zhang family of search directions and specialize them to the AHO, H..K..M, and NT directions. Received: December 1999 / Accepted: January 2001?Published online March 22, 2001     

Concave programming and DH-point

An extreme point property of optimal solutions of general concave programming problems is established that generalizes both Du-Hwang’s minimax theorem and its continuous version by Du and Pardalos.     

Homogeneous programming and symmetrization

A polyhedral or piecewise linear homogeneous programming problem is shown through symmetrization to be equivalent to a linear one, yielding a duality theorem for polyhedral homogeneous programming. As a consequence of this duality, it follows that the simplex method can be used to solve such problems.     

Combining metaheuristics with mathematical programming, constraint programming and machine learning

During the last years, interest on hybrid metaheuristics has risen considerably in the field of optimization and machine learning. The best results found for many optimization problems in science and industry are obtained by hybrid optimization algorithms. Combinations of optimization tools such as metaheuristics, mathematical programming, constraint programming and machine learning, have provided very efficient optimization algorithms. Four different types of combinations are considered in this paper: (i) Combining metaheuristics with complementary metaheuristics. (ii) Combining metaheuristics with exact methods from mathematical programming approaches which are mostly used in the operations research community. (iii) Combining metaheuristics with constraint programming approaches developed in the artificial intelligence community. (iv) Combining metaheuristics with machine learning and data mining techniques.     

Combining metaheuristics with mathematical programming,constraint programming and machine learning

We consider the problem of creating fair course timetables in the setting of a university. The central idea is that undesirable arrangements in the course timetable, i.e., violations of soft constraints, should be distributed in a fair way among the stakeholders. We propose and discuss in detail two fair versions of the popular curriculum-based course timetabling (CB-CTT) problem, the MMF-CB-CTT problem and the JFI-CB-CTT problem, which are based on max–min fairness (MMF) and Jain’s fairness index (JFI), respectively. For solving the MMF-CB-CTT problem, we present and experimentally evaluate an optimization algorithm based on simulated annealing. We introduce three different energy difference measures and evaluate their impact on the overall algorithm performance. The proposed algorithm improves the fairness on 20 out of 32 standard instances compared to the known best timetables. The JFI-CB-CTT problem formulation focuses on the trade-off between fairness and the aggregated soft constraint violations. Here, our experimental evaluation shows that the known best solutions to 32 CB-CTT standard instances are quite fair with respect to JFI. Our experiments show that the fairness can often be improved at the cost of only a small increase in the overall amount of penalty.     

Fuzzy goal programming approach to multilevel programming problems

The purpose of this paper is to propose a procedure for solving multilevel programming problems in a large hierarchical decentralized organization through linear fuzzy goal programming approach. Here, the tolerance membership functions for the fuzzily described objectives of all levels as well as the control vectors of the higher level decision makers are defined by determining individual optimal solution of each of the level decision makers. Since the objectives are potentially conflicting in nature, a possible relaxation of the higher level decision is considered for avoiding decision deadlock. Then fuzzy goal programming approach is used for achieving highest degree of each of the membership goals by minimizing negative deviational variables. Sensitivity analysis with variation of tolerance values on decision vectors is performed to present how the solution is sensitive to the change of tolerance values. The efficiency of our concept is ascertained by comparing results with other fuzzy programming approaches.     

Convex approximations in stochastic programming by semidefinite programming

The following question arises in stochastic programming: how can one approximate a noisy convex function with a convex quadratic function that is optimal in some sense. Using several approaches for constructing convex approximations we present some optimization models yielding convex quadratic regressions that are optimal approximations in L ₁, L _?? and L ₂ norm. Extensive numerical experiments to investigate the behavior of the proposed methods are also performed.     

Fractional programming

The paper reviews some of the major developments in fractional programming. The emphasis is on applications and algorithms. Theoretical results are only outlined to the extent as they are needed to describe the algorithms.The survey is subjective in nature. It tries to critically evaluate developments in fractional programming after more than 20 years of research with over 500 articles. The authors hope that this somewhat critical report will serve as a guide for meaningful future work in this growing area of nonlinear programming.     

Safe programming

Safe specifications and programs are advocated as a simple way of enhancing the reliability of software. The behaviour of a safe program can be more easily certified as being correct with respect to its safe specification, which implies guaranteed termination. This paper describes the theory of safe programming, demonstrates the building of a safe program and summarises the experience gained from practical applications of safe programming.