This paper proposes a heuristic algorithm, called list-based squeezing branch and bound algorithm, for solving a machine-fixed, machining-assembly flowshop scheduling problem to minimize makespan. The machine-fixed, m...This paper proposes a heuristic algorithm, called list-based squeezing branch and bound algorithm, for solving a machine-fixed, machining-assembly flowshop scheduling problem to minimize makespan. The machine-fixed, machining-assembly flowshop consists of some parallel two-machine flow lines at a machining stage and one robot at an assembly stage. Since an optimal schedule for this problem is not always a permutation schedule, the proposed algorithm first finds a promising permutation schedule, and then searches better non-permutation schedules near the promising permutation schedule in an enumerative manner by elaborating a branching procedure in a branch and bound algorithm. The results of numerical experiments show that the proposed algorithm can efficiently provide an optimal or a near-optimal schedule with high accuracy such as mean relative error being less than 0.2% and the maximum relative error being at most 3%.展开更多
The general m-machine permutation flowshop problem with the total flow-time objective is known to be NP-hard for m ≥ 2. The only practical method for finding optimal solutions has been branch-and-bound algorithms. In...The general m-machine permutation flowshop problem with the total flow-time objective is known to be NP-hard for m ≥ 2. The only practical method for finding optimal solutions has been branch-and-bound algorithms. In this paper, we present an improved sequential algorithm which is based on a strict alternation of Generation and Exploration execution modes as well as Depth-First/Best-First hybrid strategies. The experimental results show that the proposed scheme exhibits improved performance compared with the algorithm in [1]. More importantly, our method can be easily extended and implemented with lightweight threads to speed up the execution times. Good speedups can be obtained on shared-memory multicore systems.展开更多
In this paper, it is supposed that the B&B algorithm finds the first optimal solution after h nodes have been expanded and m active nodes have been created in the state-space tree. Then the lower bound Ω(m+h log ...In this paper, it is supposed that the B&B algorithm finds the first optimal solution after h nodes have been expanded and m active nodes have been created in the state-space tree. Then the lower bound Ω(m+h log h) of the running time for the general sequential B&B algorithm and the lower bound Ω(m/p+h log p) for the general parallel best-first B&B algorithm in PRAM-CREW are proposed, where p is the number of processors available. Moreover, the lower bound Ω(M/p+H+(H/p) log (H/p)) is presented for the parallel algorithms on distributed memory system, where M and H represent total number of the active nodes and that of the expanded nodes processed by p processors, respectively. In addition, a nearly fastest general parallel best-first B&B algorithm is put forward. The parallel algorithm is the fastest one as p = max{hε, r}, where ε = 1/ rootlogh, and r is the largest branch number of the nodes in the state-space tree.展开更多
In this paper, a branch-and-bound method for solving multi-dimensional quadratic 0-1 knapsack problems was studied. The method was based on the Lagrangian relaxation and the surrogate constraint technique for finding ...In this paper, a branch-and-bound method for solving multi-dimensional quadratic 0-1 knapsack problems was studied. The method was based on the Lagrangian relaxation and the surrogate constraint technique for finding feasible solutions. The Lagrangian relaxations were solved with the maximum-flow algorithm and the Lagrangian bounds was determined with the outer approximation method. Computational results show the efficiency of the proposed method for multi-dimensional quadratic 0-1 knapsack problems.展开更多
In this paper, a new branch-and-bound algorithm based on the Lagrangian dual relaxation and continuous relaxation is proposed for discrete multi-factor portfolio selection model with roundlot restriction in financial ...In this paper, a new branch-and-bound algorithm based on the Lagrangian dual relaxation and continuous relaxation is proposed for discrete multi-factor portfolio selection model with roundlot restriction in financial optimization. This discrete portfolio model is of integer quadratic programming problems. The separable structure of the model is investigated by using Lagrangian relaxation and dual search. Computational results show that the algorithm is capable of solving real-world portfolio problems with data from US stock market and randomly generated test problems with up to 120 securities.展开更多
This study examines the multicriteria scheduling problem on a single machine to minimize three criteria: the maximum cost function, denoted by maximum late work (V<sub>max</sub>), maximum tardy job, denote...This study examines the multicriteria scheduling problem on a single machine to minimize three criteria: the maximum cost function, denoted by maximum late work (V<sub>max</sub>), maximum tardy job, denoted by (T<sub>max</sub>), and maximum earliness (E<sub>max</sub>). We propose several algorithms based on types of objectives function to be optimized when dealing with simultaneous minimization problems with and without weight and hierarchical minimization problems. The proposed Algorithm (3) is to find the set of efficient solutions for 1//F (V<sub>max</sub>, T<sub>max</sub>, E<sub>max</sub>) and 1//(V<sub>max</sub> + T<sub>max</sub> + E<sub>max</sub>). The Local Search Heuristic Methods (Descent Method (DM), Simulated Annealing (SA), Genetic Algorithm (GA), and the Tree Type Heuristics Method (TTHM) are applied to solve all suggested problems. Finally, the experimental results of Algorithm (3) are compared with the results of the Branch and Bound (BAB) method for optimal and Pareto optimal solutions for smaller instance sizes and compared to the Local Search Heuristic Methods for large instance sizes. These results ensure the efficiency of Algorithm (3) in a reasonable time.展开更多
In this paper,a new algorithm relaxation-strategy-based modification branchand-bound algorithm is developed for a type of solving the minimum cost transportationproduction problem with concave production costs.The maj...In this paper,a new algorithm relaxation-strategy-based modification branchand-bound algorithm is developed for a type of solving the minimum cost transportationproduction problem with concave production costs.The major improvement of the proposed new method is that modification algorithm reinforces the bounding operation using a Lagrangian relaxation,which is a concave minimization but obtains a tighter bound than the usual linear programming relaxation.Some computational results are included.Computation results indicate that the algorithm can solve fairly large scale problems.展开更多
文摘This paper proposes a heuristic algorithm, called list-based squeezing branch and bound algorithm, for solving a machine-fixed, machining-assembly flowshop scheduling problem to minimize makespan. The machine-fixed, machining-assembly flowshop consists of some parallel two-machine flow lines at a machining stage and one robot at an assembly stage. Since an optimal schedule for this problem is not always a permutation schedule, the proposed algorithm first finds a promising permutation schedule, and then searches better non-permutation schedules near the promising permutation schedule in an enumerative manner by elaborating a branching procedure in a branch and bound algorithm. The results of numerical experiments show that the proposed algorithm can efficiently provide an optimal or a near-optimal schedule with high accuracy such as mean relative error being less than 0.2% and the maximum relative error being at most 3%.
文摘The general m-machine permutation flowshop problem with the total flow-time objective is known to be NP-hard for m ≥ 2. The only practical method for finding optimal solutions has been branch-and-bound algorithms. In this paper, we present an improved sequential algorithm which is based on a strict alternation of Generation and Exploration execution modes as well as Depth-First/Best-First hybrid strategies. The experimental results show that the proposed scheme exhibits improved performance compared with the algorithm in [1]. More importantly, our method can be easily extended and implemented with lightweight threads to speed up the execution times. Good speedups can be obtained on shared-memory multicore systems.
基金This paper was supported by Ph. D. Foundation of State Education Commission of China.
文摘In this paper, it is supposed that the B&B algorithm finds the first optimal solution after h nodes have been expanded and m active nodes have been created in the state-space tree. Then the lower bound Ω(m+h log h) of the running time for the general sequential B&B algorithm and the lower bound Ω(m/p+h log p) for the general parallel best-first B&B algorithm in PRAM-CREW are proposed, where p is the number of processors available. Moreover, the lower bound Ω(M/p+H+(H/p) log (H/p)) is presented for the parallel algorithms on distributed memory system, where M and H represent total number of the active nodes and that of the expanded nodes processed by p processors, respectively. In addition, a nearly fastest general parallel best-first B&B algorithm is put forward. The parallel algorithm is the fastest one as p = max{hε, r}, where ε = 1/ rootlogh, and r is the largest branch number of the nodes in the state-space tree.
基金Project supported by the National Natural Science Foundation of China （Grant No.10571116）
文摘In this paper, a branch-and-bound method for solving multi-dimensional quadratic 0-1 knapsack problems was studied. The method was based on the Lagrangian relaxation and the surrogate constraint technique for finding feasible solutions. The Lagrangian relaxations were solved with the maximum-flow algorithm and the Lagrangian bounds was determined with the outer approximation method. Computational results show the efficiency of the proposed method for multi-dimensional quadratic 0-1 knapsack problems.
基金Project supported by the National Natural Science Foundation of China （Grant Nos.70518001. 70671064）
文摘In this paper, a new branch-and-bound algorithm based on the Lagrangian dual relaxation and continuous relaxation is proposed for discrete multi-factor portfolio selection model with roundlot restriction in financial optimization. This discrete portfolio model is of integer quadratic programming problems. The separable structure of the model is investigated by using Lagrangian relaxation and dual search. Computational results show that the algorithm is capable of solving real-world portfolio problems with data from US stock market and randomly generated test problems with up to 120 securities.
文摘This study examines the multicriteria scheduling problem on a single machine to minimize three criteria: the maximum cost function, denoted by maximum late work (V<sub>max</sub>), maximum tardy job, denoted by (T<sub>max</sub>), and maximum earliness (E<sub>max</sub>). We propose several algorithms based on types of objectives function to be optimized when dealing with simultaneous minimization problems with and without weight and hierarchical minimization problems. The proposed Algorithm (3) is to find the set of efficient solutions for 1//F (V<sub>max</sub>, T<sub>max</sub>, E<sub>max</sub>) and 1//(V<sub>max</sub> + T<sub>max</sub> + E<sub>max</sub>). The Local Search Heuristic Methods (Descent Method (DM), Simulated Annealing (SA), Genetic Algorithm (GA), and the Tree Type Heuristics Method (TTHM) are applied to solve all suggested problems. Finally, the experimental results of Algorithm (3) are compared with the results of the Branch and Bound (BAB) method for optimal and Pareto optimal solutions for smaller instance sizes and compared to the Local Search Heuristic Methods for large instance sizes. These results ensure the efficiency of Algorithm (3) in a reasonable time.
基金Foundation item： Supported by the National Natural Science Foundation of China（10726016） Supported by the Hubei Province Natural Science Foundation Project（T200809 D200613002）
文摘In this paper,a new algorithm relaxation-strategy-based modification branchand-bound algorithm is developed for a type of solving the minimum cost transportationproduction problem with concave production costs.The major improvement of the proposed new method is that modification algorithm reinforces the bounding operation using a Lagrangian relaxation,which is a concave minimization but obtains a tighter bound than the usual linear programming relaxation.Some computational results are included.Computation results indicate that the algorithm can solve fairly large scale problems.
