New valid inequalities for the fixed-charge and single-node flow polytopes

The most effective software packages for solving mixed 0–1linear programs use strong valid linear inequalities derived from polyhedral theory. We introduce a new procedure which enables one to take known valid inequalities for the knapsack polytope, and convert them into valid inequalities for the fixed-charge and single-node flow polytopes. The resulting inequalities are very different from the previously known inequalities (such as flow cover and flow pack inequalities), and define facets under certain conditions.     

Parametric methods in integer linear programming

In contrast to methods of parametric linear programming which were developed soon after the invention of the simplex algorithm and are easily included as an extension of that method, techniques for parametric analysis on integer programs are not well known and require considerable effort to append them to an integer programming solution algorithm.The paper reviews some of the theory employed in parametric integer programming, then discusses algorithmic work in this area over the last 15 years when integer programs are solved by different methods. A summary of applications is included and the article concludes that parametric integer programming is a valuable tool of analysis awaiting further popularization.     

Interior-Point Solver for Large-Scale Quadratic Programming Problems with Bound Constraints

In this paper, we present an interior-point algorithm for large and sparse convex quadratic programming problems with bound constraints. The algorithm is based on the potential reduction method and the use of iterative techniques to solve the linear system arising at each iteration. The global convergence properties of the potential reduction method are reassessed in order to take into account the inexact solution of the inner system. We describe the iterative solver, based on the conjugate gradient method with a limited-memory incomplete Cholesky factorization as preconditioner. Furthermore, we discuss some adaptive strategies for the fill-in and accuracy requirements that we use in solving the linear systems in order to avoid unnecessary inner iterations when the iterates are far from the solution. Finally, we present the results of numerical experiments carried out to verify the effectiveness of the proposed strategies. We consider randomly generated sparse problems without a special structure. Also, we compare the proposed algorithm with the MOSEK solver. Research partially supported by the MIUR FIRB Project RBNE01WBBB “Large-Scale Nonlinear Optimization.”     

Symmetrized-lexicographic order and the method of points

A variant of lexicographic order called symmetrized-lexicographic order is defined. The symmetrized-lexicographic order finds its application in the goal programming procedure called the method of points. The symmetrized-lexicographic order is shown to be representable using linear algebra and, thus, the method of points can be implemented as a linear programming problem.     

A strong bound on the integral of the central path curvature and its relationship with the iteration-complexity of primal-dual path-following LP algorithms

The main goals of this paper are to: i) relate two iteration-complexity bounds derived for the Mizuno-Todd-Ye predictor-corrector (MTY P-C) algorithm for linear programming (LP), and; ii) study the geometrical structure of the LP central path. The first iteration-complexity bound for the MTY P-C algorithm considered in this paper is expressed in terms of the integral of a certain curvature function over the traversed portion of the central path. The second iteration-complexity bound, derived recently by the authors using the notion of crossover events introduced by Vavasis and Ye, is expressed in terms of a scale-invariant condition number associated with m × n constraint matrix of the LP. In this paper, we establish a relationship between these bounds by showing that the first one can be majorized by the second one. We also establish a geometric result about the central path which gives a rigorous justification based on the curvature of the central path of a claim made by Vavasis and Ye, in view of the behavior of their layered least squares path following LP method, that the central path consists of long but straight continuous parts while the remaining curved part is relatively “short”. R. D. C. Monteiro was supported in part by NSF Grants CCR-0203113 and CCF-0430644 and ONR grant N00014-05-1-0183. T. Tsuchiya was supported in part by Japan-US Joint Research Projects of Japan Society for the Promotion of Science “Algorithms for linear programs over symmetric cones” and the Grants-in-Aid for Scientific Research (C) 15510144 of Japan Society for the Promotion of Science.     

On the structure of multiobjective combinatorial search space: MNK-landscapes with correlated objectives

The structure of the search space explains the behavior of multiobjective search algorithms, and helps to design well-performing approaches. In this work, we analyze the properties of multiobjective combinatorial search spaces, and we pay a particular attention to the correlation between the objective functions. To do so, we extend the multiobjective NK-landscapes in order to take the objective correlation into account. We study the co-influence of the problem dimension, the degree of non-linearity, the number of objectives, and the objective correlation on the structure of the Pareto optimal set, in terms of cardinality and number of supported solutions, as well as on the number of Pareto local optima. This work concludes with guidelines for the design of multiobjective local search algorithms, based on the main fitness landscape features.     

Structural analysis of a fractional matching problem

Mixed Software Programming refers to a novel software development paradigm resulting from efforts to combine two different programming approaches: Solo Programming and Pair Programming. Solo Programming refers to the traditional practice of assigning a single developer to develop a software module and Pair Programming refers to a relatively new approach where two developers work simultaneously on developing a module. In Mixed Programming, given a set of modules to be developed, a chosen subset of modules may be developed using Solo Programming and the remaining modules using Pair Programming.Motivated by applications in Mixed Software Programming, we consider the following generalization of classical fractional 1-matching problem: Given an undirected simple graph G=(V;E), and a positive number F, find values for x_e,e∈E, satisfying the following:

1.

.

2.

, where δ(i)={e∈E:e=(i,j)},i∈V.

3.

Maximize {2∑_e∈Ex_e−F|{i∈V:∑_e∈δ(i)x_e=1}|}.

We show that this problem is solvable in strongly polynomial time. Our primary focus in this paper is on obtaining the structure of the optimal solution for an arbitrary instance of the problem.     

Computing lower and upper bounds for a large-scale industrial job shop scheduling problem

In this paper we present a case study from the lighting industry concerned with the scheduling of a set of job families each representing the production of a particular end-item in a given quantity. It is a job shop type problem, where each job family has a number of routing alternatives, and the solution has to respect batching and machine availability constraints. All jobs of the same job family have a common release date and a common due date, and they differ only in size. The objective is to minimize the total tardiness of the job families, rather than that of individual jobs. We propose a two-phase method based on solving a mixed-integer linear program and then improving the initial solution by tabu search. We evaluate our method on real-world as well as generated instances.     

Temperature‐programmed capillary high‐performance liquid chromatography with atmospheric pressure chemical ionization mass spectrometry for analysis of fatty acid methyl esters

A new capillary high‐performance liquid chromatography method with atmospheric pressure chemical ionization mass spectrometry was developed for the analysis of fatty acid methyl esters and long‐chain alcohols. The chromatographic separation was achieved using a Zorbax SB‐C18 HPLC column (0.3 × 150 mm, 3.5 μm) with a mobile phase composed of acetonitrile and formic acid and delivered isocratically at a flow rate of 10 μL/min. The column temperature was programmed simply, using a common column oven. Good reproducibility of the temperature profile and retention times were achieved. The temperature programming during the isocratic high‐performance liquid chromatography run had a similar effect as a solvent gradient; it reduced retention times of later eluting analytes and improved their detection limits. Two atmospheric pressure chemical ionization sources of the mass spectrometry detector were compared: an enclosed conventional ion source and an in‐house made ion source with a glass microchip nebulizer. The enclosed source provided better detectability of saturated fatty acid methyl esters and made it possible to determine the double bond positions using acetonitrile‐related adducts, while the open chip‐based source provided better analytical figures of merit for unsaturated fatty acid methyl esters. Temperature‐programmed capillary high‐performance liquid chromatography is a promising method for analyzing neutral lipids in lipidomics and other applications.