A simplex-based labelling algorithm for the linear fractional assignment problem

This paper constructs an algorithm to solve the fractional assignment problem. Algorithms that are currently used are mostly based on parametric approaches and must solve a sequence of optimization procedures. They also neglect the difficulties caused by degeneracy. The proposed algorithm performs optimization once and overcomes degeneracy. The main features of the algorithm are an effective initial heuristic approach, a simple labelling procedure and an implicit primal-dual schema. A numerical example is presented and demonstrates that the proposed algorithm is easy to apply. Computational results are compared with those from other developed methods. The results show that the proposed algorithm is efficient.     

A cooperative parallel tabu search algorithm for the quadratic assignment problem

In this study, we introduce a cooperative parallel tabu search algorithm (CPTS) for the quadratic assignment problem (QAP). The QAP is an NP-hard combinatorial optimization problem that is widely acknowledged to be computationally demanding. These characteristics make the QAP an ideal candidate for parallel solution techniques. CPTS is a cooperative parallel algorithm in which the processors exchange information throughout the run of the algorithm as opposed to independent concurrent search strategies that aggregate data only at the end of execution. CPTS accomplishes this cooperation by maintaining a global reference set which uses the information exchange to promote both intensification and strategic diversification in a parallel environment. This study demonstrates the benefits that may be obtained from parallel computing in terms of solution quality, computational time and algorithmic flexibility. A set of 41 test problems obtained from QAPLIB were used to analyze the quality of the CPTS algorithm. Additionally, we report results for 60 difficult new test instances. The CPTS algorithm is shown to provide good solution quality for all problems in acceptable computational times. Out of the 41 test instances obtained from QAPLIB, CPTS is shown to meet or exceed the average solution quality of many of the best sequential and parallel approaches from the literature on all but six problems, whereas no other leading method exhibits a performance that is superior to this.     

An approximation algorithm for the generalized assignment problem

The generalized assignment problem can be viewed as the following problem of scheduling parallel machines with costs. Each job is to be processed by exactly one machine; processing jobj on machinei requires timep _ij and incurs a cost ofc _ij ; each machinei is available forT _i time units, and the objective is to minimize the total cost incurred. Our main result is as follows. There is a polynomial-time algorithm that, given a valueC, either proves that no feasible schedule of costC exists, or else finds a schedule of cost at mostC where each machinei is used for at most 2T _i time units.We also extend this result to a variant of the problem where, instead of a fixed processing timep _ij , there is a range of possible processing times for each machine—job pair, and the cost linearly increases as the processing time decreases. We show that these results imply a polynomial-time 2-approximation algorithm to minimize a weighted sum of the cost and the makespan, i.e., the maximum job completion time. We also consider the objective of minimizing the mean job completion time. We show that there is a polynomial-time algorithm that, given valuesM andT, either proves that no schedule of mean job completion timeM and makespanT exists, or else finds a schedule of mean job completion time at mostM and makespan at most 2T. Research partially supported by an NSF PYI award CCR-89-96272 with matching support from UPS, and Sun Microsystems, and by the National Science Foundation, the Air Force Office of Scientific Research, and the Office of Naval Research, through NSF grant DMS-8920550.Research supported in part by a Packard Fellowship, a Sloan Fellowship, an NSF PYI award, and by the National Science Foundation, the Air Force Office of Scientific Research, and the Office of Naval Research, through NSF grant DMS-8920550.     

An alternative approach for unbalanced assignment problem via genetic algorithm

This paper presents an alternative approach using genetic algorithm to a new variant of the unbalanced assignment problem that dealing with an additional constraint on the maximum number of jobs that can be assigned to some agent(s). In this approach, genetic algorithm is also improved by introducing newly proposed initialization, crossover and mutation in such a way that the developed algorithm is capable to assign optimally all the jobs to agents. Computational results with comparative performance of the algorithm are reported for four test problems.     

Bees algorithm for generalized assignment problem

Bees algorithm (BA) is a new member of meta-heuristics. BA tries to model natural behavior of honey bees in food foraging. Honey bees use several mechanisms like waggle dance to optimally locate food sources and to search new ones. This makes them a good candidate for developing new algorithms for solving optimization problems. In this paper a brief review of BA is first given, afterwards development of a BA for solving generalized assignment problems (GAP) with an ejection chain neighborhood mechanism is presented. GAP is a NP-hard problem. Many meta-heuristic algorithms were proposed for its solution. So far BA is generally applied to continuous optimization. In order to investigate the performance of BA on a complex integer optimization problem, an attempt is made in this paper. An extensive computational study is carried out and the results are compared with several algorithms from the literature.     

The equilibrium generalized assignment problem and genetic algorithm

The well-known generalized assignment problem (GAP) is to minimize the costs of assigning n jobs to m capacity constrained agents (or machines) such that each job is assigned to exactly one agent. This problem is known to be NP-hard and it is hard from a computational point of view as well. In this paper, follows from practical point of view in real systems, the GAP is extended to the equilibrium generalized assignment problem (EGAP) and the equilibrium constrained generalized assignment problem (ECGAP). A heuristic equilibrium strategy based genetic algorithm (GA) is designed for solving the proposed EGAP. Finally, to verify the computational efficiency of the designed GA, some numerical experiments are performed on some known benchmarks. The test results show that the designed GA is very valid for solving EGAP.     

A fast parallel algorithm for finding Hamiltonian cycles in dense graphs

Suppose that 0<η<1 is given. We call a graph, G, on n vertices an η-Chvátal graph if its degree sequence d₁≤d₂≤?≤d_n satisfies: for k<n/2, d_k≤min{k+ηn,n/2} implies d_n−k−ηn≥n−k. (Thus for η=0 we get the well-known Chvátal graphs.) An -algorithm is presented which accepts as input an η-Chvátal graph and produces a Hamiltonian cycle in G as an output. This is a significant improvement on the previous best -algorithm for the problem, which finds a Hamiltonian cycle only in Dirac graphs (δ(G)≥n/2 where δ(G) is the minimum degree in G).     

A new algorithm for pole assignment of single-input linear systems using state feedback

In this paper we present a new algorithm for the single-input pole assignment problem using state feedback. This algorithm is based on the Schur decomposition of the closed-loop system matrix, and the numerically stable unitary transformations are used whenever possible, and hence it is numerically reliable.The good numerical behavior of this algorithm is also illustrated by numerical examples.     

An improved origin-based algorithm for solving the combined distribution and assignment problem

This paper is to further study the origin-based (OB) algorithm for solving the combined distribution and assignment (CDA) problem, where the trip distribution follows a gravity model and the traffic assignment is a user-equilibrium model. Recently, the OB algorithm has shown to be superior to the Frank–Wolfe (FW) algorithm for the traffic assignment (TA) problem and better than the Evans’ algorithm for the CDA problem in both computational time and solution accuracy. In this paper, a modified origin–destination (OD) flow update strategy proposed by Huang and Lam [Huang, H.J., Lam, W.H.K., 1992. Modified Evans’ algorithms for solving the combined trip distribution and assignment problem. Transportation Research B 26 (4), 325–337] for CDA with the Evans’ algorithm is adopted to improve the OB algorithm for solving the CDA problem. Convergence proof of the improved OB algorithm is provided along with some preliminary computational results to demonstrate the effect of the modified OD flow update strategy embedded in the OB algorithm.     

A parallel algorithm for solving the linear complementarity problem

The concept of multitasking mathematical programs is discussed, and an application of multitasking to the multiple-cost-row linear programming problem is considered. Based on this, an algorithm for solving the Linear Complementarity Problem (LCP) in parallel is presented. A variety of computational results are presented using this multitasking approach on the CRAY X-MP/48. These results were obtained for randomly generated LCP's where thenxn dense matrixM has no special properties (hence, the problem is NP-hard). based on these results, an average time performance ofO(n ⁴) is observed.     

Parallel pivotal algorithm for solving the linear complementarity problem

We propose a parallel implementation of the classical Lemke's algorithm for solving the linear complementarity problem. The algorithm is designed for a loosely coupled network of computers which is characterized by relatively high communication costs. We provide an accurate prediction of speedup based on a simple operation count. The algorithm produces speedup nearp, wherep is the number of processors, when tested on large problems as demonstrated by computational results on the CRYSTAL token-ring multicomputer and the Sequent Balance 21000 multiprocessor.This material is based on research supported by National Science Foundation Grants DCR-84-20963 and DCR-850-21228 and by Air Force Office of Scientific Research Grants AFSOR-86-0172 and AFSOR-86-0255 while the author was at the University of Wisconsin, Madison, Wisconsin.     

Max algebra and the linear assignment problem

Max-algebra, where the classical arithmetic operations of addition and multiplication are replaced by ab:=max(a, b) and ab:=a+b offers an attractive way for modelling discrete event systems and optimization problems in production and transportation. Moreover, it shows a strong similarity to classical linear algebra: for instance, it allows a consideration of linear equation systems and the eigenvalue problem. The max-algebraic permanent of a matrix A corresponds to the maximum value of the classical linear assignment problem with cost matrix A. The analogue of van der Waerden's conjecture in max-algebra is proved. Moreover the role of the linear assignment problem in max-algebra is elaborated, in particular with respect to the uniqueness of solutions of linear equation systems, regularity of matrices and the minimal-dimensional realisation of discrete event systems. Further, the eigenvalue problem in max-algebra is discussed. It is intimately related to the best principal submatrix problem which is finally investigated: Given an integer k, 1kn, find a (k×k) principal submatrix of the given (n×n) matrix which yields among all principal submatrices of the same size the maximum (minimum) value for an assignment. For k=1,2,...,n, the maximum assignment problem values of the principal (k×k) submatrices are the coefficients of the max-algebraic characteristic polynomial of the matrix for A. This problem can be used to model job rotations.This research has been supported by the Engineering and Physical Sciences Research Council grant RRAH07961 ``Unresolved Variants of the Assignment Problem' and by the Spezialforschungsbereich F 003 ``Optimierung und Kontrolle', Projektbereich Diskrete Optimierung.Mathematics Subject Classification (2000):90C27, 15A15, 93C83     

A simple dual algorithm for the generalised assignment problem

A new algorithm for the generalised assignment problem is described in this paper. The dual-type algorithm uses a simple heuristic derived from a relaxation of the problem. The algorithm has been tested on generalised assignment problems of substantial size and compared to an exact integer programming approach and a well-established heuristic approach. Computational results look promising in terms of speed and solution quality.     

A relaxed primal-dual path-following algorithm for linear programming

In this paper, we provide an easily satisfied relaxation condition for the primaldual interior path-following algorithm to solve linear programming problems. It is shown that the relaxed algorithm preserves the property of polynomial-time convergence. The computational results obtained by implementing two versions of the relaxed algorithm with slight modifications clearly demonstrate the potential in reducing computational efforts.Partially supported by the North Carolina Supercomputing Center, the 1993 Cray Research Award, and a National Science Council Research Grant of the Republic of China.     

Constructive bounds and exact expectations for the random assignment problem

The random assignment problem is to choose a minimum‐cost perfect matching in a complete n×n bipartite graph, whose edge weights are chosen randomly from some distribution such as the exponential distribution with mean 1. In this case it is known that the expectation does not grow unboundedly with n, but approaches some limiting value c* between 1.51 and 2. The limit is conjectured to be π²/6, while a recent conjecture is that for finite n, the expected cost is ∑ 1/i². This paper contains two principal results. First, by defining and analyzing a constructive algorithm, we show that the limiting expectation is c*<1.94. Second, we extend the finite‐n conjecture to partial assignments on complete m×n bipartite graphs and prove it in some limited cases. ©1999 John Wiley & Sons, Inc. Random Struct. Alg., 15, 113–144, 1999     

Towards auction algorithms for large dense assignment problems

In this paper, we focus on the problem of solving large-scale instances of the linear sum assignment problem by auction algorithms. We introduce a modified auction algorithm, called look-back auction algorithm, which extends the forward auction algorithm by the ability of reusing information from previous bids. We show that it is able to reuse information from the previous bids with high efficiency for all tested types of input instances. We discuss then the design and implementation of a suite of sequential and distributed memory auction algorithms on a Linux cluster with the evaluation on several types of input instances of the linear sum assignment problem. Our results show that the look-back auction algorithm solves sequentially nearly all types of dense instances faster than other evaluated algorithms and it is more stable than the forward-reverse auction algorithm for sparse instances. Our distributed memory auction algorithms are fully memory scalable. This research has been supported by IGA CTU under grant CTU0308013 and under research program MSMT 6840770014.     

随机容错设施选址问题的原始-对偶近似算法

研究两阶段随机容错设施选址问题,其中需要服务的顾客在第二阶段出现（在第一阶段不知道）．两个阶段中每个设施的开设费用可以不同,设施的开设依赖于阶段和需要服务的顾客集合（称为场景）．并且在出现的场景里的每个顾客都有相同的连接需求,即每个顾客需要由r个不同的设施服务．给定所有可能的场景及相应的概率,目标是在两个阶段分别选取开设的设施集合,将出现场景的顾客连接到r个不同的开设设施上,使得包括设施费用和连接费用的总平均费用最小．根据问题的特定结构,给出了原始。对偶（组合）3-近似算法．     

A primal-dual approximation algorithm for stochastic facility location problem with service installation costs

We consider the stochastic version of the facility location problem with service installation costs. Using the primal-dual technique, we obtain a 7-approximation algorithm.     

A comparison of two algorithms for the assignment problem

State-of-the-art computational results have shown that the shortest augmenting path (SAP) methods are more efficient than other primal-dual and primal-simplex based methods for solving the linear assignment problem on uniprocessor computers. There is, however, some controversy concerning their merits when compared with Bertsekas' auction algorithm on multiprocessor computers. In this study we investigate the performance of these competing methods on the Alliant FX/8. For each method, theoretical motivation, sources of parallelism and computational results are presented.     

New scaling algorithms for the assignment and minimum mean cycle problems

In this paper we suggest new scaling algorithms for the assignment and minimum mean cycle problems. Our assignment algorithm is based on applying scaling to a hybrid version of the recentauction algorithm of Bertsekas and the successive shortest path algorithm. The algorithm proceeds by relaxing the optimality conditions, and the amount of relaxation is successively reduced to zero. On a network with 2n nodes,m arcs, and integer arc costs bounded byC, the algorithm runs in O( m log(nC)) time and uses very simple data structures. This time bound is comparable to the time taken by Gabow and Tarjan's scaling algorithm, and is better than all other time bounds under thesimilarity assumption, i.e.,C = O(n ^k ) for somek. We next consider the minimum mean cycle problem. Themean cost of a cycle is defined as the cost of the cycle divided by the number of arcs it contains. Theminimum mean cycle problem is to identify a cycle whose mean cost is minimum. We show that by using ideas of the assignment algorithm in an approximate binary search procedure, the minimum mean cycle problem can also be solved in O( m lognC) time. Under the similarity assumption, this is the best available time bound to solve the minimum mean cycle problem.