Exploiting relaxation in local search for LABS

Branch-and-bound uses relaxation to prune search trees but sometimes scales poorly to large problems. Conversely, local search often scales well but may be unable to find optimal solutions. Both phenomena occur in the construction of low-autocorrelation binary sequences (LABS), a problem arising in communication engineering. This paper proposes a hybrid approach to optimization: using relaxation to prune local search spaces. An implementation gives very competitive results, showing the feasibility of the approach.     

Lagrangian relaxation guided problem space search heuristics for generalized assignment problems

We develop and test a heuristic based on Lagrangian relaxation and problem space search to solve the generalized assignment problem (GAP). The heuristic combines the iterative search capability of subgradient optimization used to solve the Lagrangian relaxation of the GAP formulation and the perturbation scheme of problem space search to obtain high-quality solutions to the GAP. We test the heuristic using different upper bound generation routines developed within the overall mechanism. Using the existing problem data sets of various levels of difficulty and sizes, including the challenging largest instances, we observe that the heuristic with a specific version of the upper bound routine works well on most of the benchmark instances known and provides high-quality solutions quickly. An advantage of the approach is its generic nature, simplicity, and implementation flexibility.     

Boosting local quasi-likelihood estimators

For likelihood-based regression contexts, including generalized linear models, this paper presents a boosting algorithm for local constant quasi-likelihood estimators. Its advantages are the following: (a) the one-boosted estimator reduces bias in local constant quasi-likelihood estimators without increasing the order of the variance, (b) the boosting algorithm requires only one-dimensional maximization at each boosting step and (c) the resulting estimators can be written explicitly and simply in some practical cases.     

Lagrangian relaxation based algorithm for trigeneration planning with storages

Trigeneration is a booming power production technology where three energy commodities are simultaneously produced in a single integrated process. Electric power, heat (e.g. hot water) and cooling (e.g. chilled water) are three typical energy commodities in the trigeneration system. The production of three energy commodities follows a joint characteristic. This paper presents a Lagrangian relaxation (LR) based algorithm for trigeneration planning with storages based on deflected subgradient optimization method. The trigeneration planning problem is modeled as a linear programming (LP) problem. The linear cost function poses the convergence challenge to the LR algorithm and the joint characteristic of trigeneration plants makes the operating region of trigeneration system more complicated than that of power-only generation system and that of combined heat and power (CHP) system. We develop an effective method for the long-term planning problem based on the proper strategy to form Lagrangian subproblems and solve the Lagrangian dual (LD) problem based on deflected subgradient optimization method. We also develop a heuristic for restoring feasibility from the LD solution. Numerical results based on realistic production models show that the algorithm is efficient and near-optimal solutions are obtained.     

Partial Lagrangian relaxation for general quadratic programming

We give a complete characterization of constant quadratic functions over an affine variety. This result is used to convexify the objective function of a general quadratic programming problem (Pb) which contains linear equality constraints. Thanks to this convexification, we show that one can express as a semidefinite program the dual of the partial Lagrangian relaxation of (Pb) where the linear constraints are not relaxed. We apply these results by comparing two semidefinite relaxations made from two sets of null quadratic functions over an affine variety.      

Image registration with iterated local search

This contribution is devoted to the application of iterated local search to image registration, a very complex, real-world problem in the field of image processing. To do so, we first re-define this parameter estimation problem as a combinatorial optimization problem, then analyze the use of image-specific information to guide the search in the form of an heuristic function, and finally propose its solution by iterated local search. Our algorithm is tested by comparing its performance to that of two different baseline algorithms: iterative closest point, a well-known, image registration technique, a hybrid algorithm including the latter technique within a simulated annealing approach, a multi-start local search procedure, that allows us to check the influence of the search scheme considered in the problem solving, and a real coded genetic algorithm. Four different problem instances are tackled in the experimental study, resulting from two images and two transformations applied on them. Three parameter settings are analyzed in our approach in order to check three heuristic information scenarios where the heuristic is not used at all, is partially used or almost completely guides the search process, as well as two different number of iterations in the algorithms outer-inner loops. This work was partially supported by the Spanish Ministerio de Ciencia y Tecnología under project TIC2003-00877 (including FEDER fundings) and under Network HEUR TIC2002-10866-E.     

Parallel local search

We present a survey of parallel local search algorithms in which we review the concepts that can be used to incorporate parallelism into local search. For this purpose we distinguish between single-walk and multiple-walk parallel local search and between asynchronous and synchronous parallelism. Within the class of single-walk algorithms we differentiate between multiple-step and single-step parallelism. To describe parallel local search we introduce the concepts of hyper neighborhood structures and distributed neighborhood structures. Furthermore, we present templates that capture most of the parallel local search algorithms proposed in the literature. Finally, we discuss some complexity issues related to parallel local search.     

Hessian surfaces and local Lagrangian embeddings

In this paper we prove that any smooth surfaces can be locally isometrically embedded into ${\mathbb{C}}^2$ as Lagrangian surfaces. As a byproduct we obtain that any smooth surfaces are Hessian surfaces.     

Combining simulated annealing with local search heuristics

We introduce a meta-heuristic to combine simulated annealing with local search methods for CO problems. This new class of Markov chains leads to significantly more powerful optimization methods than either simulated annealing or local search. The main idea is to embed deterministic local search techniques into simulated annealing so that the chain explores only local optima. It makes large, global changes, even at low temperatures, thus overcoming large barriers in configuration space. We have tested this meta-heuristic for the traveling salesman and graph partitioning problems. Tests on instances from public libraries and random ensembles quantify the power of the method. Our algorithm is able to solve large instances to optimality, improving upon local search methods very significantly. For the traveling salesman problem with randomly distributed cities, in a square, the procedure improves on 3-opt by 1.6%, and on Lin-Kernighan local search by 1.3%. For the partitioning of sparse random graphs of average degree equal to 5, the improvement over Kernighan-Lin local search is 8.9%. For both CO problems, we obtain new best heuristics.     

Lagrangian relaxation algorithms for real-time hybrid flowshop scheduling with finite intermediate buffers

We investigate the problem of scheduling N jobs on parallel identical machines in J successive stages with finite buffer capacities between consecutive stages in a real-time environment. The objective is to find a schedule that minimizes the sum of weighted completion time of jobs. This problem has proven strongly NP-hard. In this paper, the scheduling problem is formulated as an integer programming model considering buffers as machines with zero processing time. Lagrangian relaxation algorithms are developed combined with a speed-up dynamic programming approach. The complication and time consumption of solving all the subproblems at each iteration in subgradient optimization motivate the development of the surrogate subgradient method, where only one subproblem is minimized at each iteration and an adaptive multiplier update scheme of Lagrangian multipliers is designed. Computational experiments with up to 100 jobs show that the designed surrogate subgradient algorithm provides a better performance as compared to the subgradient algorithm.     

A Lagrangian relaxation approach to large-scale flow interception problems

The paper presents a tight Lagrangian bound and an efficient dual heuristic for the flow interception problem. The proposed Lagrangian relaxation decomposes the problem into two subproblems that are easy to solve. Information from one of the subproblems is used within a dual heuristic to construct feasible solutions and is used to generate valid cuts that strengthen the relaxation. Both the heuristic and the relaxation are integrated into a cutting plane method where the Lagrangian bound is calculated using a subgradient algorithm. In the course of the algorithm, a valid cut is added and integrated efficiently in the second subproblem and is updated whenever the heuristic solution improves. The algorithm is tested on randomly generated test problems with up to 500 vertices, 12,483 paths, and 43 facilities. The algorithm finds a proven optimal solution in more than 75% of the cases, while the feasible solution is on average within 0.06% from the upper bound.     

Mechanisms for local search

Local search methods for combinatorial optimization make a series of steps, at each stage improving the current solution by moving to a neighbouring solution. This is usually done by considering the neighbouring solutions one at a time and moving to the first one which gives an improvement (a first-improving method). In this paper we consider whether there are circumstances in which some other strategy will have better performance. In exploring this question we begin by giving a theoretical treatment of a simple model with random objective values at each solution point. We carry out some experiments on the Travelling Salesman Problem and the Quadratic Assignment Problem using varying values of a spread parameter, k. The value of k corresponds to the number of improving solutions looked at before making a move. We also make some conjectures relating the overall performance of the local search method to the average number of solutions which are evaluated before a local minimum is reached.     

Lagrangian relaxation and its application to the unit-commitment-economic-dispatch problem

This study is concerned with the optimal scheduling of an electricitypower system consisting of both hydro and thermal units. UsingLagrangian relaxation, the original (primal) problem may bewritten in a dual formulation; the problem then admits decompositioninto more tractable sub-problems. Furthermore, the primal solutioncan be approximated closely by the dual solution, by using theduality gap as a termination criterion. A heuristic has beenused to construct nearly optimal solutions to the primal problembased on the information provided by the dual problem. Thispaper highlights three main points: improved computational times,the economic significance of the Lagrange multipliers, and theimplicit parallelism of this algorithm.     

Partial Lagrangian relaxation for the unbalanced orthogonal Procrustes problem

Based on a novel reformulation of the feasible region, we propose and analyze a partial Lagrangian relaxation approach for the unbalanced orthogonal Procrustes problem (UOP). With a properly selected Lagrangian multiplier, the Lagrangian relaxation (LR) is equivalent to the recent matrix lifting semidefinite programming relaxation (MSDR), which has much more variables and constraints. Numerical results show that (LR) is solved more efficiently than (MSDR). Moreover, based on the special structure of (LR), we successfully employ the well-known Frank–Wolfe algorithm to efficiently solve very large instances of (LR). The rate of the convergence is shown to be independent of the row-dimension of the matrix variable of (UOP). Finally, motivated by (LR), we propose a Lagrangian heuristic for (UOP). Numerical results show that it can efficiently find the global optimal solutions of some randomly generated instances of (UOP).     

A Lagrangian relaxation approach to the edge-weighted clique problem

The b-clique polytope CPⁿ_b is the convex hull of the node and edge incidence vectors of all subcliques of size at most b of a complete graph on n nodes. Including the Boolean quadric polytope QPⁿ=CPⁿ_n as a special case and being closely related to the quadratic knapsack polytope, it has received considerable attention in the literature. In particular, the max-cut problem is equivalent with optimizing a linear function over CPⁿ_n. The problem of optimizing linear functions over CPⁿ_b has so far been approached via heuristic combinatorial algorithms and cutting-plane methods.We study the structure of CPⁿ_b in further detail and present a new computational approach to the linear optimization problem based on the idea of integrating cutting planes into a Lagrangian relaxation of an integer programming problem that Balas and Christofides had suggested for the traveling salesman problem. In particular, we show that the separation problem for tree inequalities becomes polynomial in our Lagrangian framework. Finally, computational results are presented.     

A Lagrangian relaxation approach to multi-period inventory/distribution planning

We consider a multi-period inventory/distribution planning problem (MPIDP) in a one-warehouse multiretailer distribution system where a fleet of heterogeneous vehicles delivers products from a warehouse to several retailers. The objective of the MPIDP is to minimise transportation costs for product delivery and inventory holding costs at retailers over the planning horizon. In this research, the problem is formulated as a mixed integer linear programme and solved by a Lagrangian relaxation approach. A subgradient optimisation method is employed to obtain lower bounds. We develop a Lagrangian heuristic algorithm to find a good feasible solution of the MPIDP. Computational experiments on randomly generated test problems showed that the suggested algorithm gave relatively good solutions in a reasonable amount of computation time.     

Lagrangian relaxation and pegging test for the clique partitioning problem

The clique partitioning problem is an NP-hard combinatorial optimization problem with applications to data analysis such as clustering. Though a binary integer linear programming formulation has been known for years, one needs to deal with a huge number of variables and constraints when solving a large instance. In this paper, we propose a size reduction algorithm which is based on the Lagrangian relaxation and the pegging test, and verify its validity through numerical experiments. We modify the conventional subgradient method in order to manage the high dimensionality of the Lagrangian multipliers, and also make an improvement on the ordinary pegging test by taking advantage of the structural property of the clique partitioning problem.     

Convex relaxation and Lagrangian decomposition for indefinite integer quadratic programming

We study lower bounding methods for indefinite integer quadratic programming problems. We first construct convex relaxations by D.C. (difference of convex functions) decomposition and linear underestimation. Lagrangian bounds are then derived by applying dual decomposition schemes to separable relaxations. Relationships between the convex relaxation and Lagrangian dual are established. Finally, we prove that the lower bound provided by the convex relaxation coincides with the Lagrangian bound of the orthogonally transformed problem.