Solving a class of stochastic mixed-integer programs with branch and price

We begin this paper by identifying a class of stochastic mixed-integer programs that have column-oriented formulations suitable for solution by a branch-and-price algorithm (B&P). We then survey a number of examples, and use a stochastic facility-location problem (SFLP) for a detailed demonstration of the relevant modeling and solution techniques. Computational results with a scenario representation of uncertain costs, demands and capacities show that B&P can be orders of magnitude faster than solving the standard formulation by branch and bound. We also demonstrate how B&P can solve SFLP exactly – as exactly as a deterministic mixed-integer program – when demands and other parameters can be represented as certain types of independent, random variables, e.g., independent, normal random variables with integer means and variances. Kevin Wood thanks the Office of Naval Research, Air Force Office of Scientific Research, the Naval Postgraduate School (NPS) and the University of Auckland for their support. Eduardo Silva thanks NPS and the Brazilian Navy for their support. Both authors are grateful to the COIN-OR team for assistance with computational issues, as well as to two anonymous referees for highly useful, constructive criticism.     

Switching to nonhyperbolic cycles from codim 2 bifurcations of equilibria in ODEs

The paper provides full algorithmic details on switching to the continuation of all possible codim 1 cycle bifurcations from generic codim 2 equilibrium bifurcation points in n-dimensional ODEs. We discuss the implementation and the performance of the algorithm in several examples, including an extended Lorenz-84 model and a laser system.     

Combined vehicle routing and scheduling with temporal precedence and synchronization constraints

We present a mathematical programming model for the combined vehicle routing and scheduling problem with time windows and additional temporal constraints. The temporal constraints allow for imposing pairwise synchronization and pairwise temporal precedence between customer visits, independently of the vehicles. We describe some real world problems where in the literature the temporal constraints are usually remarkably simplified in the solution process, even though these constraints may significantly improve the solution quality and/or usefulness. We also propose an optimization based heuristic to solve real size instances. The results of numerical experiments substantiate the importance of the temporal constraints in the solution approach. We also make a computational study by comparing a direct use of a commercial solver against the proposed heuristic, where the latter approach can find high quality solutions within specific time limits.     

Free energy of nonideal two-component thermal plasma

The free energy of nonideal two-component thermal plasma is calculated using the Poisson-Boltzmann equation. The possibility of the existence of a metastable state is shown for a component of heavy multicharged particles with particle charge values bounded from below and plasma temperature values bounded from above. The component of oppositely-charged light singly-charged particles and plasma generally do not feature the metastable state.     

快控电源支路控制器程序的远程升级研究

在 EAST 等离子体垂直位移快速控制电源(快控电源)的数字信号处理(DSP)执行控制程序远程升级中， 通过改变“二次引导”的顺序结构，提出一种新的“二次引导”结构。该结构不需要汇编语言的参与，使用 C 语言编写“二次引导”程序，同时将该结构与无线网络传输技术相结合，实现了对程序的远程升级固化。实验结果 表明，所提出的结合无线网络的“二次引导”结构能够实现对控制电源 DSP 程序的远程加密升级。     

An Outcome Space Branch and Bound-Outer Approximation Algorithm for Convex Multiplicative Programming

This article presents a new global solution algorithm for Convex Multiplicative Programming called the Outcome Space Algorithm. To solve a given convex multiplicative program (P _D), the algorithm solves instead an equivalent quasiconcave minimization problem in the outcome space of the original problem. To help accomplish this, the algorithm uses branching, bounding and outer approximation by polytopes, all in the outcome space of problem (P _D). The algorithm economizes the computations that it requires by working in the outcome space, by avoiding the need to compute new vertices in the outer approximation process, and, except for one convex program per iteration, by requiring for its execution only linear programming techniques and simple algebra.     

Optimizing glass coating lines: MIP model and valid inequalities

Glass coating is a specific transformation aiming at improving glass performance. The work presented in this paper deals with the determination of the optimal configuration of the production lines used to perform this operation. We propose a first MIP formulation of the problem and then discuss several types of valid inequalities for improving it. The main idea is to exploit explicit or implicit binary exclusion constraints to derive stronger valid inequalities: the maximal clique constraints. Efficient (polynomial time) separation algorithms exploiting special structure of the problem are described, giving rise to a cutting-plane generation procedure for strengthening the initial formulation. The computational study carried out shows that, with the enhanced formulation, good solutions can be obtained within reasonable computation times using currently available integer programming software.     

New approaches to nurse rostering benchmark instances

This paper presents the results of developing a branch and price algorithm and an ejection chain method for nurse rostering problems. The approach is general enough to be able to apply it to a wide range of benchmark nurse rostering instances. The majority of the instances are real world applications. They have been collected from a variety of sources including industrial collaborators, other researchers and various publications. The results of entering these algorithms in the 2010 International Nurse Rostering Competition are also presented and discussed. In addition, incorporated within both algorithms is a dynamic programming method which we present. The algorithm contains a number of heuristics and other features which make it very effective on the broad rostering model introduced.     

Balancing modular transfer lines with serial-parallel activation of spindle heads at stations

The paper deals with an as yet unexplored combinatorial optimization problem concerning balancing complex transfer lines in the machining/process environment. In contrast to similar problems for assembly lines, in transfer line balancing, tasks are grouped into blocks. All tasks of each block are executed simultaneously (in parallel) by one piece of equipment (spindle head). For the transfer lines considered in this paper, spindle heads at each station are activated in serial-parallel order. The set of all available spindle heads is known beforehand. Precedence, cycle time, compatibility, and parallelism constraints for the blocks and tasks are given. The line investment cost is estimated by the sum of block and station costs. The problem is to assign all tasks (using the available blocks) such that all constraints are respected and line investment cost is at a minimum. This paper focuses on solving the problem via a branch-and-bound algorithm. An approach for obtaining an efficient lower bound is offered, based on a reduction of the initial problem to a set partitioning problem. Computational experiments reveal that the proposed approach is efficient mathematically and can be used to solve practical transfer line design problems of a medium size.     

Global optimization for sum of geometric fractional functions

This paper presents an efficient branch and bound algorithm for globally solving sum of geometric fractional functions under geometric constraints, which arise in various practical problems. By using an equivalent transformation and a new linear relaxation technique, a linear relaxation programming problem of the equivalent problem is obtained. The proposed algorithm is convergent to the global optimal solution by means of the subsequent solutions of a series of linear programming problems. Numerical results are reported to show the feasibility of our algorithm.