Multiplicative Programming Problems: Analysis and Efficient Point Search Heuristic

Multiplicative programming problems are difficult global optimization problems known to be NP-hard. At the same time, these problems have some important applications in engineering, finance, economics, and other fields. This article has two purposes. The first is to present an analysis that shows several relationships between concave multiplicative programs and concave minimization problems, and between concave multiplicative programs and certain multiple-objective mathematical programs. The second purpose is to propose and report computational results for a heuristic efficient-point search algorithm that we have designed for use on linear multiplicative programming problems. To our knowledge, this is the first heuristic algorithm of its type. The theoretical and algorithmic results given in the article offer some potentially important new avenues for analyzing and solving multiplicative programming problems of various types.     

地区超市有时间窗口的固定路线运输问题

文章为一家本地超市设计了一套行之有效的固定路线运输问题方案，它的目标是在载量能力、最大允许行程时间及各分店营业时间和机动车停车时间窗口限制下的行车趟数的最小化、车辆利用率的最大化。也将考虑生长点、载量、可变需求和时间窗口对路线生成的影响。     

Solving the 0–1 proportional knapsack problem by sampling

In this paper, we deal with the proportional knapsack problem that is a variation on the ordinary knapsack problem. In the proportional knapsack problem, we look at filling an urn with objects having two characteristics: color and weight. The colors of the objects in the urn should be proportional to the distribution of the colors in the object universe, and the total weight of the objects in the urn should be as close as possible to the capacity of the urn. The formulation of the problem was motivated by a real-life application from the area of finance, called a dollar roll. We show that the proportional knapsack problem is NP-hard, and then, using sampling, develop a heuristic procedure for solving the problem.Partial support from the Fund for the Promotion of Research and from the Alexander Goldberg Memorial Fund at Technion is gratefully acknowledged.     

A framework for the probabilistic analysis of hierarchical planning systems

As we have argued in previous papers, multi-level decision problems can often be modeled as multi-stage stochastic programs, and hierarchical planning systems designed for their solution, when viewed as stochastic programming heuristics, can be subjected to analytical performance evaluation. The present paper gives a general formulation of such stochastic programs and provides a framework for the design and analysis of heuristics for their solution. The various ways to measure the performance of such heuristics are reviewed, and some relations between these measures are derived. Our concepts are illustrated on a simple two-level planning problem of a general nature and on a more complicated two-level scheduling problem.     

An O(N log N) planar travelling salesman heuristic based on spacefilling curves

N points in a square of area A may be sorted according to their images under a spacefilling mapping to give a tour of length at most 2√NA. If the points are statistically independent under a smooth distribution, with N large, then the tour will be roughly 25% longer than optimum (and a simple enhancement reduces this to 15%). The algorithm is easily coded: a complete BASIC program is included in the appendix. Since the algorithm consists essentially of sorting, points are easily added or removed. Our method may also be used with simple dynamic programming to solve TSP path problems.     

A heuristic approach for an integrated fleet-assignment,aircraft-routing and crew-pairing problem

This paper deals with the fleet-assignment, aircraft-routing and crew-pairing problems of an airline flying between Canary Islands. There are two major airports (bases). The company is subdivided in three operators. There are no flight during the night. A crew route leaves from and returns to the same base. An aircraft route starts from one base and arrive to the other base due to maintenance requirements. Therefore some crews must change aircrafts, which is an undesired operation. This paper presents a mathematical formulation based on a binary variable for each potential crew and aircraft route, and describes a column-generation algorithm for obtaining heuristic solutions. Computational results on real-world instances are given and compared to manual solutions by the airline.     

On the inverse square law of gravitation

The authors are encouraged by the outcome of classroom tests of a new approach to teaching programming to beginners in schools. This approach is based on structured programming and emphasizes general problem‐solving strategies while considerations related to coding and syntax are deferred until solutions are found. The new method employs a pedagogical representation of the interplay between problem analysis, algorithm design and implementation language. This representation was specially devised to facilitate the teaching and learning of programming skills. The authors have found the method to be effective with students in the classroom and with teachers on in‐service courses.     

Simple dynamic location problem with uncertainty: a primal-dual heuristic approach

Abstract

In this paper, the simple dynamic facility location problem is extended to uncertain realizations of the potential locations for facilities and the existence of customers as well as fixed and variable costs. With limited knowledge about the future, a finite and discrete set of scenarios is considered. The decisions to be made are where and when to locate the facilities, and how to assign the existing customers over the whole planning horizon and under each scenario, in order to minimize the expected total costs. Whilst assignment decisions can be scenario dependent, location decisions have to take into account all possible scenarios and cannot be changed according to each scenario in particular. We first propose a mixed linear programming formulation for this problem and then we present a primal-dual heuristic approach to solve it. The heuristic was tested over a set of randomly generated test problems. The computational results are provided.     

不确定运行时间环境下的车辆调度问题及启发式算法

考虑到物流公司或者配送中心车辆实际运行过程中时间的不确定性,提出了配送服务线路包含时间窗口、车辆容量约束的随机规划模型,以最小化车辆运行成本同时尽可能降低所服务顾客的不满意度.同时,又稍作改进给出了平均-风险模型,由于VRP问题是NP难的,给出了一种基于禁忌搜索的启发式算法,并以北京市13个点的为例,给出求解结果.     

多车型多品种货物配装优化问题的混合启发式算法

为满足客户多样化和个性化的需求,建立能充分、均衡利用装载工具的载重和容积的多品种、多车型货物配装模型,并从全局、整体最优上设计混合启发式算法求解。首先,采用实数序列编码,使问题变得更简洁;基于容重比平衡法构建初始解,提高了解的可行性;用基于排序的选择与最佳保留相结合策略,保证群体的多样性;采用改进的非一致变异,加强染色体的局部搜索能力;其次,对遗传算法求得的精英种群再进行禁忌搜索,提高了搜索效率;最后,通过实例计算证明了上述模型和算法的有效性,并为大规模解决实际问题提供思路。