Optimization model of transport currents

An optimization model of a one-dimensional transportation network is considered under the condition that the distribution of sources and sinks (for example, the population and workplaces in urban planning problems) is expressed in terms of finite Borel measures ϕ⁺ and ϕ⁻ of the same total masses, whereas the unknowns are one-dimensional Federer-Fleming currents T and S modeling transportation of people with or without the use of a public transportation network respectively. The choice of the network must provide the minimum for the cost of mass transfer from sources to sinks (for example, the transportation of people to workplaces) together with the cost of construction and exploitation of the network. Thus, the problem is to minimize the functional

Local optimality subsets and global optimization a prospective approach

We set here the problem of introducing memory into global optimization processes involving the minimization of a convex function on some discrete subset of ℝⁿ. In order to address this problem, we propose an analysis of the structure of the local optimality subsets induced by such a problem. We discuss potential interpretations of these results in the context of global optimization problems.     

Weber problems with mixed distances and regional demand

We consider a location problem where the distribution of the existing facilities is described by a probability distribution and the transportation cost is given by a combination of transportation cost in a network and continuous distance. The motivation is that in many cases transportation cost is partly given by the cost of travel in a transportation network whereas the access to the network and the travel from the exit of the network to the new facility is given by a continuous distance.      

A note on asymptotic formulae for one-dimensional network flow problems

This note develops asymptotic formulae for single-commodity network flow problems with random inputs. The transportation linear programming problem (TLP) where N points lie in a region of R¹ is one example. It is found that the average distance traveled by an item in the TLP increases with N^1/2; i.e., the unit cost is unbounded when N and the length of the region are increased in a fixed ratio. Further, the optimum distance does not converge in probability to the average value. These one-dimensional results are a useful stepping stone toward a network theory for two and higher dimensions. Research supported in part by the University of California Transportation Center.     

Greedy primal-dual algorithm for dynamic resource allocation in complex networks

In Stolyar (Queueing Systems 50 (2005) 401–457) a dynamic control strategy, called greedy primal-dual (GPD) algorithm, was introduced for the problem of maximizing queueing network utility subject to stability of the queues, and was proved to be (asymptotically) optimal. (The network utility is a concave function of the average rates at which the network generates several “commodities.”) Underlying the control problem of Stolyar (Queueing Systems 50 (2005) 401–457) is a convex optimization problem subject to a set of linear constraints. In this paper we introduce a generalized GPD algorithm, which applies to the network control problem with additional convex (possibly non-linear) constraints on the average commodity rates. The underlying optimization problem in this case is a convex problem subject to convex constraints. We prove asymptotic optimality of the generalized GPD algorithm. We illustrate key features and applications of the algorithm on simple examples. AMS Subject Classifications: 90B15 · 90C25 · 60K25 · 68M12     

A fractional model for locating semi-desirable facilities on networks

In this paper, we address the problem of locating a series of facilities on a network maximizing the average distance to population centers (assumed to be distributed in the plane) per unit transportation cost (a function of the network distances to users). A finite dominating set is constructed, allowing the resolution of the problem by standard integer programming techniques. We also discuss some extensions of the model (including, in particular, the Weber problem with attraction and repulsion in networks), for which (ε-) dominating sets are derived.     

Finding the optimal metric in classification problems with ordinal features

A method for finding the optimal distance function for the classification problem with two classes in which the objects are specified by vectors of their ordinal features is proposed. An optimal distance function is sought by the minimization of the weighted difference of the average intraclass and interclass distances. It is assumed that a specific distance function is given for each feature, which is defined on the Cartesian product of the set of integer numbers in the range from 0 to N − 1 and takes values from 0 to M. Distance functions satisfy modified metric properties. The number of admissible distance functions is calculated, which enables one to significantly reduce the complexity of the problem. To verify the appropriateness of metric optimization and to perform experiments, the nearest neighbor algorithm is used.     

基于正交试验的乘用车运输网络优化方法

在交通部治理公路超限运输的背景下,本文研究了乘用车物流企业多式联运模式下的网络优化问题,以运输网络总成本最小为目标,考虑物流时效、枢纽节点容量及规模经济效应等因素,构建了基于轴辐式理论的运输网络优化模型,提出了混合智能优化算法。针对多参数多水平的寻优问题,对模型的三个关键输入参数,即枢纽节点数量、枢纽节点容量和规模效应折扣系数,引入正交试验方法,降低求解多参数多水平寻优问题的工作量,为确定各参数合理取值提供了新的途径。研究结果表明:枢纽节点容量、折扣系数与枢纽数量三个输入参数对优化结果的影响具有主次顺序,影响程度依次减弱,而且只有枢纽节点容量与折扣系数对乘用车运输网络总效益的影响起显著作用。采用混合轴辐式的网络结构与多式联运的运输组织模式进行优化后的运输网络,相对于原有“点对点”公路运输网络总成本减少10%,从运营管理与成本控制两方面均可有效应对公路治超带来的风险。     

Optimal monopoly pricing with congestion and random utility via partial mass transport

We consider a bilevel optimization framework corresponding to a monopoly spatial pricing problem: the price for a set of given facilities maximizes the profit (upper level problem) taking into account that the demand is determined by consumers' cost minimization (lower level problem). In our model, both transportation costs and congestion costs are considered, and the lower level problem is solved via partial transport mass theory. The partial transport aspect of the problem comes from the fact that each consumer has the possibility to remain out of the market. We also generalize the model and our variational analysis to the stochastic case where utility involves a random term.     

The Wirtinger-Steklov inequality between the norm of a periodic function and the norm of the positive cutoff of its derivative

We prove that there is no single uniform tight frame in Euclidean (unitary) space such that a solution of the ℓ ₁-norm minimization problem for the frame representation is attained on the frame coefficients. Then we find an exact solution of the ℓ ₁-minimization problem for the Mercedes-Benz frame in ℝ ^N . We also give some examples of connections between optimization problems of various types.     

Mixed L 2-Wasserstein Optimal Mapping Between Prescribed Density Functions

A time-dependent minimization problem for the computation of a mixed L ²-Wasserstein distance between two prescribed density functions is introduced in the spirit of Ref. 1 for the classical Wasserstein distance. The optimum of the cost function corresponds to an optimal mapping between prescribed initial and final densities. We enforce the final density conditions through a penalization term added to our cost function. A conjugate gradient method is used to solve this relaxed problem. We obtain an algorithm which computes an interpolated L ²-Wasserstein distance between two densities and the corresponding optimal mapping.     

A polynomial time primal network simplex algorithm for minimum cost flows

Developing a polynomial time primal network simplex algorithm for the minimum cost flow problem has been a long standing open problem. In this paper, we develop one such algorithm that runs in O(min(n ²m lognC, n ²m² logn)) time, wheren is the number of nodes in the network,m is the number of arcs, andC denotes the maximum absolute arc costs if arc costs are integer and ∞ otherwise. We first introduce a pseudopolynomial variant of the network simplex algorithm called the “premultiplier algorithm”. We then develop a cost-scaling version of the premultiplier algorithm that solves the minimum cost flow problem in O(min(nm lognC, nm ² logn)) pivots. With certain simple data structures, the average time per pivot can be shown to be O(n). We also show that the diameter of the network polytope is O(nm logn).     

Hybrid co-evolutionary particle swarm optimization and noising metaheuristics for the delay constrained least cost path problem

This paper presents a co-evolutionary particle swarm optimization (PSO) algorithm, hybridized with noising metaheuristics, for solving the delay constrained least cost (DCLC) path problem, i.e., shortest-path problem with a delay constraint on the total “cost” of the optimal path. The proposed algorithm uses the principle of Lagrange relaxation based aggregated cost. It essentially consists of two concurrent PSOs for solving the resulting minimization-maximization problem. The main PSO is designed as a hybrid PSO-noising metaheuristics algorithm for efficient global search to solve the minimization part of the DCLC-Lagrangian relaxation by finding multiple shortest paths between a source-destination pair. The auxiliary/second PSO is a co-evolutionary PSO to obtain the optimal Lagrangian multiplier for solving the maximization part of the Lagrangian relaxation problem. For the main PSO, a novel heuristics-based path encoding/decoding scheme has been devised for representation of network paths as particles. The simulation results on several networks with random topologies illustrate the efficiency of the proposed hybrid algorithm for the constrained shortest path computation problems.     

A multicast problem with shared risk cost

In this paper, we study a minimum cost multicast problem on a network with shared risk link groups (SRLGs). Each SRLG contains a set of arcs with a common risk, and there is a cost associated with it. The objective of the problem is to find a multicast tree from the source to a set of destinations with minimum transmission cost and risk cost. We present a basic model for the multicast problem with shared risk cost (MCSR) based on the well-known multicommodity flow formulation for the Steiner tree problem (Goemans and Myung in Networks 1:19–28, 1993; Polzin and Daneshmand in Discrete Applied Mathematics 112(1–3): 241–261, 2001). We propose a set of strong valid inequalities to tighten the linear relaxation of the basic model. We also present a mathematical model for undirected MCSR. The computational results of real life test instances demonstrate that the new valid inequalities significantly improve the linear relaxation bounds of the basic model, and reduce the total computation time by half in average.     

On the history of the transportation and maximum flow problems

We review two papers that are of historical interest for combinatorial optimization: an article of A.N. Tolsto&ıbreve; from 1930, in which the transportation problem is studied, and a negative cycle criterion is developed and applied to solve a (for that time) large-scale (10×68) transportation problem to optimality; and an, until recently secret, RAND report of T.E. Harris and F.S. Ross from 1955, that Ford and Fulkerson mention as motivation to study the maximum flow problem. The papers have in common that they both apply their methods to the Soviet railway network. Received: August 11, 2000 / Accepted: March 28, 2001?Published online October 26, 2001     

Evaluation and optimization of urban public transportation networks

So far, not much attention has been given to the problem of improving public transportation networks. In many cities these networks have been built sequentially and do not fit to the needs of the users any more. The results are long travel times and an unnecessarily high number of people who have to transfer. Compared to other investments for improving the service level of public transportation systems, the costs of rerouting the public vehicles are low and can, yet, highly improve the performance of the system.To evaluate a public transportation network, the shortest distance and the shortest route from node x to node y, taking the waiting times for a vehicle into account, must be known.It is shown in this paper, how to compute distances and routes efficiently for large networks. Using this algorithm it is described how to evaluate the average transportation cost of the passengers in a public transportation network.In the second part of the paper a heuristic algorithm is stated that improves a public transportation network using the average transportation cost as the objective.Finally, some experiences with real world problems are reported.     

Minimal concave cost rebalance of a portfolio to the efficient frontier

One usually constructs a portfolio on the efficient frontier, but it may not be efficient after, say three months since the efficient frontier will shift as the elapse of time. We then have to rebalance the portfolio if the deviation is no longer acceptable. The method to be proposed in this paper is to find a portfolio on the new efficient frontier such that the total transaction cost required for this rebalancing is minimal. This problem results in a nonconvex minimization problem, if we use mean-variance model. In this paper we will formulate this problem by using absolute deviation as the measure of risk and solve the resulting linearly constrained concave minimization problem by a branch and bound algorithm successfully applied to portfolio optimization problem under concave transaction costs. It will be demonstrated that this method is efficient and that it leads to a significant reduction of transaction costs. Key words.portfolio optimization – rebalance – mean-absolute deviation model – concave cost minimization – optimization over the efficient set – global optimizationMathematics Subject Classification (1991):20E28, 20G40, 20C20     

Multi-location transshipment problem with capacitated transportation

We consider coordination among stocking locations through replenishment strategies that take explicitly into consideration transshipments, transfer of a product among locations at the same echelon level. We incorporate transportation capacity such that transshipment quantities between stocking locations are bounded due to transportation media or the location’s transshipment policy. We model different cases of transshipment capacity as a capacitated network flow problem embedded in a stochastic optimization problem. Under the assumption of instantaneous transshipments, we develop a solution procedure based on infinitesimal perturbation analysis to solve the stochastic optimization problem, where the objective is to find the policy that minimizes the expected total cost of inventory, shortage, and transshipments. Such a numerical approach provides the flexibility to solve complex problems. Investigating two problem settings, we show the impact of transshipment capacity between stocking locations on system behavior. We observe that transportation capacity constraints not only increase total cost, they also modify the inventory distribution throughout the network.     

An algorithm for a fuzzy transportation problem to select a new type of coal for a steel manufacturing unit

Manufacturing of steel involves thermal energy intensive processes with coal as the major input. Energy generated is a direct function of ash content of coal and as such it weighs very high as regards the choice of coal. In this paper, we study a multiobjective transportation problem to introduce a new type of coal in a steel manufacturing unit in India. The use of new type of coal serves three non-prioritized objectives, viz. minimization of the total freight cost, the transportation time and the ratio of ash content to the production of hot metal. It has been observed from the past data that the supply and demand points have shown fluctuations around their estimated values because of changing economic conditions. To deal with uncertainties of supply and demand parameters, we transform the past data pertaining to the amount of supply of the ith supply point and the amount of demand of the jth demand point using level (λ,ρ) interval-valued fuzzy numbers. We use a linear ranking function to defuzzify the fuzzy transportation problem. A transportation algorithm is developed to find the non-dominated solutions for the defuzzified problem. The application of the algorithm is illustrated by numerical examples constructed from the data provided by the manufacturing unit.      

Optimal buffer size for a stochastic processing network in heavy traffic

We consider a one-dimensional stochastic control problem that arises from queueing network applications. The state process corresponding to the queue-length process is given by a stochastic differential equation which reflects at the origin. The controller can choose the drift coefficient which represents the service rate and the buffer size b>0. When the queue length reaches b, the new customers are rejected and this incurs a penalty. There are three types of costs involved: A “control cost” related to the dynamically controlled service rate, a “congestion cost” which depends on the queue length and a “rejection penalty” for the rejection of the customers. We consider the problem of minimizing long-term average cost, which is also known as the ergodic cost criterion. We obtain an optimal drift rate (i.e. an optimal service rate) as well as the optimal buffer size b ^*>0. When the buffer size b>0 is fixed and where there is no congestion cost, this problem is similar to the work in Ata, Harrison and Shepp (Ann. Appl. Probab. 15, 1145–1160, 2005). Our method is quite different from that of (Ata, Harrison and Shepp (Ann. Appl. Probab. 15, 1145–1160, 2005)). To obtain a solution to the corresponding Hamilton–Jacobi–Bellman (HJB) equation, we analyze a family of ordinary differential equations. We make use of some specific characteristics of this family of solutions to obtain the optimal buffer size b ^*>0. A.P. Weerasinghe’s research supported by US Army Research Office grant W911NF0510032.