This paper considers two-level integer programming problems involving random fuzzy variables with cooperative behavior of the decision makers. Considering the probabilities that the decision makers’ objective functio...This paper considers two-level integer programming problems involving random fuzzy variables with cooperative behavior of the decision makers. Considering the probabilities that the decision makers’ objective function values are smaller than or equal to target variables, fuzzy goals of the decision makers are introduced. Using the fractile criteria to optimize the target variables under the condition that the degrees of possibility with respect to the attained probabilities are greater than or equal to certain permissible levels, the original random fuzzy two-level integer programming problems are reduced to deterministic ones. Through the introduction of genetic algorithms with double strings for nonlinear integer programming problems, interactive fuzzy programming to derive a satisfactory solution for the decision maker at the upper level in consideration of the cooperative relation between decision makers is presented. An illustrative numerical example demonstrates the feasibility and efficiency of the proposed method.展开更多
Based on the analysis to the random sear ch algorithm of LUUS, a modified random directed integer search algorithm (MRDI SA) is given for first time. And a practical example is given to show that the adva ntage of th...Based on the analysis to the random sear ch algorithm of LUUS, a modified random directed integer search algorithm (MRDI SA) is given for first time. And a practical example is given to show that the adva ntage of this kind of algorithm is the reliability can’t be infuenced by the ini tial value X (0) and the start search domain R (0) . Besides, i t can be applied to solve the higher dimensional constrained nonlinear integer p rogramming problem.展开更多
A novel chaotic search method is proposed,and a hybrid algorithm combining particle swarm optimization(PSO) with this new method,called CLSPSO,is put forward to solve 14 integer and mixed integer programming problems....A novel chaotic search method is proposed,and a hybrid algorithm combining particle swarm optimization(PSO) with this new method,called CLSPSO,is put forward to solve 14 integer and mixed integer programming problems.The performances of CLSPSO are compared with those of other five hybrid algorithms combining PSO with chaotic search methods.Experimental results indicate that in terms of robustness and final convergence speed,CLSPSO is better than other five algorithms in solving many of these problems.Furthermore,CLSPSO exhibits good performance in solving two high-dimensional problems,and it finds better solutions than the known ones.A performance index(PI) is introduced to fairly compare the above six algorithms,and the obtained values of(PI) in three cases demonstrate that CLSPSO is superior to all the other five algorithms under the same conditions.展开更多
An integer linear bilevel programming problem is firstly transformed into a binary linear bilevel programming problem, and then converted into a single-level binary implicit programming. An orthogonal genetic algorith...An integer linear bilevel programming problem is firstly transformed into a binary linear bilevel programming problem, and then converted into a single-level binary implicit programming. An orthogonal genetic algorithm is developed for solving the binary linear implicit programming problem based on the orthogonal design. The orthogonal design with the factor analysis, an experimental design method is applied to the genetic algorithm to make the algorithm more robust, statistical y sound and quickly convergent. A crossover operator formed by the orthogonal array and the factor analysis is presented. First, this crossover operator can generate a smal but representative sample of points as offspring. After al of the better genes of these offspring are selected, a best combination among these offspring is then generated. The simulation results show the effectiveness of the proposed algorithm.展开更多
Production scheduling has a major impact on the productivity of the manufacturing process. Recently, scheduling problems with deteriorating jobs have attracted increasing attentions from researchers. In many practical...Production scheduling has a major impact on the productivity of the manufacturing process. Recently, scheduling problems with deteriorating jobs have attracted increasing attentions from researchers. In many practical situations,it is found that some jobs fail to be processed prior to the pre-specified thresholds,and they often consume extra deteriorating time for successful accomplishment. Their processing times can be characterized by a step-wise function. Such kinds of jobs are called step-deteriorating jobs. In this paper,parallel machine scheduling problem with stepdeteriorating jobs( PMSD) is considered. Due to its intractability,four different mixed integer programming( MIP) models are formulated for solving the problem under consideration. The study aims to investigate the performance of these models and find promising optimization formulation to solve the largest possible problem instances. The proposed four models are solved by commercial software CPLEX. Moreover,the near-optimal solutions can be obtained by black-box local-search solver LocalS olver with the fourth one. The computational results show that the efficiencies of different MIP models depend on the distribution intervals of deteriorating thresholds, and the performance of LocalS olver is clearly better than that of CPLEX in terms of the quality of the solutions and the computational time.展开更多
Network virtualization is known as a promising technology to tackle the ossification of current Internet and will play an important role in the future network area. Virtual network embedding(VNE) is a key issue in net...Network virtualization is known as a promising technology to tackle the ossification of current Internet and will play an important role in the future network area. Virtual network embedding(VNE) is a key issue in network virtualization. VNE is NP-hard and former VNE algorithms are mostly heuristic in the literature.VNE exact algorithms have been developed in recent years. However, the constraints of exact VNE are only node capacity and link bandwidth.Based on these, this paper presents an exact VNE algorithm, ILP-LC, which is based on Integer Linear Programming(ILP), for embedding virtual network request with location constraints. This novel algorithm is aiming at mapping virtual network request(VNR) successfully as many as possible and consuming less substrate resources.The topology of each VNR is randomly generated by Waxman model. Simulation results show that the proposed ILP-LC algorithm outperforms the typical heuristic algorithms in terms of the VNR acceptance ratio, at least 15%.展开更多
In this paper, the general exact penalty functions in integer programming were studied. The conditions which ensure the exact penalty property for the general penalty function with one penalty parameter were given and...In this paper, the general exact penalty functions in integer programming were studied. The conditions which ensure the exact penalty property for the general penalty function with one penalty parameter were given and a general penalty function with two parameters was proposed.展开更多
A quasi-filled function for nonlinear integer programming problem is given in this paper. This function contains two parameters which are easily to be chosen. Theoretical properties of the proposed quasi-filled functi...A quasi-filled function for nonlinear integer programming problem is given in this paper. This function contains two parameters which are easily to be chosen. Theoretical properties of the proposed quasi-filled function are investigated. Moreover, we also propose a new solution algorithm using this quasi-filled function to solve nonlinear integer programming problem in this paper. The examples with 2 to 6 variables are tested and computational results indicated the efficiency and reliability of the pro- posed quasi-filled function algorithm.展开更多
A definition of the quasi-filled function for nonlinear integer programming problem is given in this paper. A quasi-filled function satisfying our definition is presented. This function contains only one parameter. Th...A definition of the quasi-filled function for nonlinear integer programming problem is given in this paper. A quasi-filled function satisfying our definition is presented. This function contains only one parameter. The properties of the pro- posed quasi-filled function and the method using this quasi-filled function to solve nonlinear integer programming problem are also discussed in this paper. Numerical results indicated the efficiency and reliability of the proposed quasi-filled function algo- rithm.展开更多
The aim of this paper is to solve the problems of multitarget tracking in clutter. Firstly, the data association of measurement-to-target is formulated as an integer programming problem. Through using the linear progr...The aim of this paper is to solve the problems of multitarget tracking in clutter. Firstly, the data association of measurement-to-target is formulated as an integer programming problem. Through using the linear programming (LP) based branchand-bound method and adjusting the constraint conditions, an optimal set integer programming (OSIP) algorithm is then proposed for tracking multiple non-maneuvering targets in clutter. For the case of maneuvering targets, this paper introduces the OSIP algorithm into the filtering step of the interacting multiple model (IMM) algorithm resulting in the IMM based on OSIP algorithm. Extensive Monte Carlo simulations show that the presented algorithms can obtain superior estimations even in the case of high density noises.展开更多
As far as the minimal spanning tree problem for the digraph with asymmetric weightsis concerned, an explicit integer programming model is proposed, which could be solved successfullyusing the integer programming packa...As far as the minimal spanning tree problem for the digraph with asymmetric weightsis concerned, an explicit integer programming model is proposed, which could be solved successfullyusing the integer programming packages such as LINDO, and furthermore this model is extendedinto the stochastic version, that is, the minimal spanning tree problem for the digraph with theweights is not constant but random variables. Several algorithms are also developed to solve themodels. Finally, a numerical demonstration is given.展开更多
Combined cycle plants (CCs) are broadly used all over the world. The inclusion of CCs into the optimal resource scheduling causes difficulties because they can be operated in different operating configuration modes ba...Combined cycle plants (CCs) are broadly used all over the world. The inclusion of CCs into the optimal resource scheduling causes difficulties because they can be operated in different operating configuration modes based on the number of combustion and steam turbines. In this paper a model CCs based on a mixed integer linear programming approach to be included into an optimal short term resource optimization problem is presented. The proposed method allows modeling of CCs in different modes of operation taking into account the non convex operating costs for the different combined cycle mode of operation.展开更多
This paper gives a new definition of the filled function for nonlinear integer programming problem. A filled function satisfying our definition is presented. This function contains only one parameter. The properties o...This paper gives a new definition of the filled function for nonlinear integer programming problem. A filled function satisfying our definition is presented. This function contains only one parameter. The properties of the proposed filled function and the method using this filled function to solve nonlinear integer programming problem are also discussed. Numerical results indicate the efficiency and reliability of the proposed filled function algorithm.展开更多
A new heuristic algorithm is proposed for solving general integer linear programming problems. In the algorithm, the objective function hyperplane is used as a cutting plane, and then by introducing a special set of a...A new heuristic algorithm is proposed for solving general integer linear programming problems. In the algorithm, the objective function hyperplane is used as a cutting plane, and then by introducing a special set of assistant sets, an efficient heuristic search for the solution to the integer linear program is carried out in the sets on the objective function hyperplane. A simple numerical example shows that the algorithm is efficient for some problems, and therefore, of practical interest.展开更多
Two classes of mixed-integer nonlinear bilevel programming problems are discussed. One is that the follower's functions are separable with respect to the follower's variables, and the other is that the follower's f...Two classes of mixed-integer nonlinear bilevel programming problems are discussed. One is that the follower's functions are separable with respect to the follower's variables, and the other is that the follower's functions are convex if the follower's variables are not restricted to integers. A genetic algorithm based on an exponential distribution is proposed for the aforementioned problems. First, for each fixed leader's variable x, it is proved that the optimal solution y of the follower's mixed-integer programming can be obtained by solving associated relaxed problems, and according to the convexity of the functions involved, a simplified branch and bound approach is given to solve the follower's programming for the second class of problems. Furthermore, based on an exponential distribution with a parameter λ, a new crossover operator is designed in which the best individuals are used to generate better offspring of crossover. The simulation results illustrate that the proposed algorithm is efficient and robust.展开更多
In this paper we consider modeling techniques for the mathematical puzzle KenKen. It is an interesting puzzle from modeling point of view since it has different kind of mathematical restrictions that are not trivial t...In this paper we consider modeling techniques for the mathematical puzzle KenKen. It is an interesting puzzle from modeling point of view since it has different kind of mathematical restrictions that are not trivial to express as linear constraints. We give an integer program for solving KenKen and and its implementation on modeling language AMPL. Our integer program uses an innovative way for converting product restrictions into linear constraints. It can be also used for teaching various integer programming techniques in an Operations Research course.展开更多
Many practical problems in commerce and industry involve finding the best way to allocate scarce resources a-mong competing activities. This paper focuses on the problem of integer programming, and describes an evolut...Many practical problems in commerce and industry involve finding the best way to allocate scarce resources a-mong competing activities. This paper focuses on the problem of integer programming, and describes an evolutionary soft a-gent model to solve it. In proposed model, agent is composed of three components: goal, environment and behavior. Experimental shows the model has the characters of parallel computing and goal driving.展开更多
We propose a stochastic level value approximation method for a quadratic integer convex minimizing problem in this paper. This method applies an importance sampling technique, and make use of the cross-entropy method ...We propose a stochastic level value approximation method for a quadratic integer convex minimizing problem in this paper. This method applies an importance sampling technique, and make use of the cross-entropy method to update the sample density functions. We also prove the asymptotic convergence of this algorithm, and report some numerical results to illuminate its effectiveness.展开更多
Based on “One Belt and One Road”, this paper studies the path selection of multimodal transport by using the method of multi-objective mixed integer programming. Therefore, this paper studies the factors of transpor...Based on “One Belt and One Road”, this paper studies the path selection of multimodal transport by using the method of multi-objective mixed integer programming. Therefore, this paper studies the factors of transportation time, transportation cost and transportation safety performance, and establishes a mathematical model. In addition, the method of multi-objective mixed integer programming is used to comprehensively consider the different emphasis and differences of customers on cargo transportation. Then we use planning tools of Microsoft Excel to solve path selection and to determine whether the chosen path is economical and reliable. Finally, a relatively complex road network is built as an example to verify the accuracy of this planning method.展开更多
Reliability optimization plays an important role in design, operation and management of the industrial systems. System reliability can be easily enhanced by improving the reliability of unreliable components and/or by...Reliability optimization plays an important role in design, operation and management of the industrial systems. System reliability can be easily enhanced by improving the reliability of unreliable components and/or by using redundant configuration with subsystems/components in parallel. Redundancy Allocation Problem (RAP) was studied in this research. A mixed integer programming model was proposed to solve the problem, which considers simultaneously two objectives under several resource constraints. The model is only for the hierarchical series-parallel systems in which the elements of any subset of subsystems or components are connected in series or parallel and constitute a larger subsystem or total system. At the end of the study, the performance of the proposed approach was evaluated by a numerical example.展开更多
文摘This paper considers two-level integer programming problems involving random fuzzy variables with cooperative behavior of the decision makers. Considering the probabilities that the decision makers’ objective function values are smaller than or equal to target variables, fuzzy goals of the decision makers are introduced. Using the fractile criteria to optimize the target variables under the condition that the degrees of possibility with respect to the attained probabilities are greater than or equal to certain permissible levels, the original random fuzzy two-level integer programming problems are reduced to deterministic ones. Through the introduction of genetic algorithms with double strings for nonlinear integer programming problems, interactive fuzzy programming to derive a satisfactory solution for the decision maker at the upper level in consideration of the cooperative relation between decision makers is presented. An illustrative numerical example demonstrates the feasibility and efficiency of the proposed method.
文摘Based on the analysis to the random sear ch algorithm of LUUS, a modified random directed integer search algorithm (MRDI SA) is given for first time. And a practical example is given to show that the adva ntage of this kind of algorithm is the reliability can’t be infuenced by the ini tial value X (0) and the start search domain R (0) . Besides, i t can be applied to solve the higher dimensional constrained nonlinear integer p rogramming problem.
基金Projects(50275150,61173052) supported by the National Natural Science Foundation of ChinaProject(14FJ3112) supported by the Planned Science and Technology of Hunan Province,ChinaProject(14B033) supported by Scientific Research Fund Education Department of Hunan Province,China
文摘A novel chaotic search method is proposed,and a hybrid algorithm combining particle swarm optimization(PSO) with this new method,called CLSPSO,is put forward to solve 14 integer and mixed integer programming problems.The performances of CLSPSO are compared with those of other five hybrid algorithms combining PSO with chaotic search methods.Experimental results indicate that in terms of robustness and final convergence speed,CLSPSO is better than other five algorithms in solving many of these problems.Furthermore,CLSPSO exhibits good performance in solving two high-dimensional problems,and it finds better solutions than the known ones.A performance index(PI) is introduced to fairly compare the above six algorithms,and the obtained values of(PI) in three cases demonstrate that CLSPSO is superior to all the other five algorithms under the same conditions.
基金supported by the Fundamental Research Funds for the Central Universities(K50511700004)the Natural Science Basic Research Plan in Shaanxi Province of China(2013JM1022)
文摘An integer linear bilevel programming problem is firstly transformed into a binary linear bilevel programming problem, and then converted into a single-level binary implicit programming. An orthogonal genetic algorithm is developed for solving the binary linear implicit programming problem based on the orthogonal design. The orthogonal design with the factor analysis, an experimental design method is applied to the genetic algorithm to make the algorithm more robust, statistical y sound and quickly convergent. A crossover operator formed by the orthogonal array and the factor analysis is presented. First, this crossover operator can generate a smal but representative sample of points as offspring. After al of the better genes of these offspring are selected, a best combination among these offspring is then generated. The simulation results show the effectiveness of the proposed algorithm.
基金National Natural Science Foundation of China(No.51405403)the Fundamental Research Funds for the Central Universities,China(No.2682014BR019)the Scientific Research Program of Education Bureau of Sichuan Province,China(No.12ZB322)
文摘Production scheduling has a major impact on the productivity of the manufacturing process. Recently, scheduling problems with deteriorating jobs have attracted increasing attentions from researchers. In many practical situations,it is found that some jobs fail to be processed prior to the pre-specified thresholds,and they often consume extra deteriorating time for successful accomplishment. Their processing times can be characterized by a step-wise function. Such kinds of jobs are called step-deteriorating jobs. In this paper,parallel machine scheduling problem with stepdeteriorating jobs( PMSD) is considered. Due to its intractability,four different mixed integer programming( MIP) models are formulated for solving the problem under consideration. The study aims to investigate the performance of these models and find promising optimization formulation to solve the largest possible problem instances. The proposed four models are solved by commercial software CPLEX. Moreover,the near-optimal solutions can be obtained by black-box local-search solver LocalS olver with the fourth one. The computational results show that the efficiencies of different MIP models depend on the distribution intervals of deteriorating thresholds, and the performance of LocalS olver is clearly better than that of CPLEX in terms of the quality of the solutions and the computational time.
基金supported by the National Basic Research Program of China(973 Program)under Grant 2013CB329005
文摘Network virtualization is known as a promising technology to tackle the ossification of current Internet and will play an important role in the future network area. Virtual network embedding(VNE) is a key issue in network virtualization. VNE is NP-hard and former VNE algorithms are mostly heuristic in the literature.VNE exact algorithms have been developed in recent years. However, the constraints of exact VNE are only node capacity and link bandwidth.Based on these, this paper presents an exact VNE algorithm, ILP-LC, which is based on Integer Linear Programming(ILP), for embedding virtual network request with location constraints. This novel algorithm is aiming at mapping virtual network request(VNR) successfully as many as possible and consuming less substrate resources.The topology of each VNR is randomly generated by Waxman model. Simulation results show that the proposed ILP-LC algorithm outperforms the typical heuristic algorithms in terms of the VNR acceptance ratio, at least 15%.
文摘In this paper, the general exact penalty functions in integer programming were studied. The conditions which ensure the exact penalty property for the general penalty function with one penalty parameter were given and a general penalty function with two parameters was proposed.
基金Project (Nos. 10571137 and 10271073) supported by the NationalNatural Science Foundation of China
文摘A quasi-filled function for nonlinear integer programming problem is given in this paper. This function contains two parameters which are easily to be chosen. Theoretical properties of the proposed quasi-filled function are investigated. Moreover, we also propose a new solution algorithm using this quasi-filled function to solve nonlinear integer programming problem in this paper. The examples with 2 to 6 variables are tested and computational results indicated the efficiency and reliability of the pro- posed quasi-filled function algorithm.
基金Project (No. 10271073) supported by the National Natural Science Foundation of China
文摘A definition of the quasi-filled function for nonlinear integer programming problem is given in this paper. A quasi-filled function satisfying our definition is presented. This function contains only one parameter. The properties of the pro- posed quasi-filled function and the method using this quasi-filled function to solve nonlinear integer programming problem are also discussed in this paper. Numerical results indicated the efficiency and reliability of the proposed quasi-filled function algo- rithm.
基金supported by the National Natural Science Fundation of China (61203238 61134005+5 种基金 60921001 90916024 91116016)the National Basic Research Program of China (973 Program) (2012CB8212002012CB821201)the National Science Foundation for Postdoctoral Scientists of China (2012M520140)
文摘The aim of this paper is to solve the problems of multitarget tracking in clutter. Firstly, the data association of measurement-to-target is formulated as an integer programming problem. Through using the linear programming (LP) based branchand-bound method and adjusting the constraint conditions, an optimal set integer programming (OSIP) algorithm is then proposed for tracking multiple non-maneuvering targets in clutter. For the case of maneuvering targets, this paper introduces the OSIP algorithm into the filtering step of the interacting multiple model (IMM) algorithm resulting in the IMM based on OSIP algorithm. Extensive Monte Carlo simulations show that the presented algorithms can obtain superior estimations even in the case of high density noises.
文摘As far as the minimal spanning tree problem for the digraph with asymmetric weightsis concerned, an explicit integer programming model is proposed, which could be solved successfullyusing the integer programming packages such as LINDO, and furthermore this model is extendedinto the stochastic version, that is, the minimal spanning tree problem for the digraph with theweights is not constant but random variables. Several algorithms are also developed to solve themodels. Finally, a numerical demonstration is given.
文摘Combined cycle plants (CCs) are broadly used all over the world. The inclusion of CCs into the optimal resource scheduling causes difficulties because they can be operated in different operating configuration modes based on the number of combustion and steam turbines. In this paper a model CCs based on a mixed integer linear programming approach to be included into an optimal short term resource optimization problem is presented. The proposed method allows modeling of CCs in different modes of operation taking into account the non convex operating costs for the different combined cycle mode of operation.
文摘This paper gives a new definition of the filled function for nonlinear integer programming problem. A filled function satisfying our definition is presented. This function contains only one parameter. The properties of the proposed filled function and the method using this filled function to solve nonlinear integer programming problem are also discussed. Numerical results indicate the efficiency and reliability of the proposed filled function algorithm.
文摘A new heuristic algorithm is proposed for solving general integer linear programming problems. In the algorithm, the objective function hyperplane is used as a cutting plane, and then by introducing a special set of assistant sets, an efficient heuristic search for the solution to the integer linear program is carried out in the sets on the objective function hyperplane. A simple numerical example shows that the algorithm is efficient for some problems, and therefore, of practical interest.
基金supported by the National Natural Science Fundation of China (60374063)
文摘Two classes of mixed-integer nonlinear bilevel programming problems are discussed. One is that the follower's functions are separable with respect to the follower's variables, and the other is that the follower's functions are convex if the follower's variables are not restricted to integers. A genetic algorithm based on an exponential distribution is proposed for the aforementioned problems. First, for each fixed leader's variable x, it is proved that the optimal solution y of the follower's mixed-integer programming can be obtained by solving associated relaxed problems, and according to the convexity of the functions involved, a simplified branch and bound approach is given to solve the follower's programming for the second class of problems. Furthermore, based on an exponential distribution with a parameter λ, a new crossover operator is designed in which the best individuals are used to generate better offspring of crossover. The simulation results illustrate that the proposed algorithm is efficient and robust.
文摘In this paper we consider modeling techniques for the mathematical puzzle KenKen. It is an interesting puzzle from modeling point of view since it has different kind of mathematical restrictions that are not trivial to express as linear constraints. We give an integer program for solving KenKen and and its implementation on modeling language AMPL. Our integer program uses an innovative way for converting product restrictions into linear constraints. It can be also used for teaching various integer programming techniques in an Operations Research course.
基金Supported by the National Natural Science Foundation of China(60205007),Natural Science Foundation of Guangdong Province(001264),Research Foundation of Software Technology Key Laboratory in Guangdong Province and Research Foundation of State Key Laborato
文摘Many practical problems in commerce and industry involve finding the best way to allocate scarce resources a-mong competing activities. This paper focuses on the problem of integer programming, and describes an evolutionary soft a-gent model to solve it. In proposed model, agent is composed of three components: goal, environment and behavior. Experimental shows the model has the characters of parallel computing and goal driving.
基金Project supported by the National Natural Science Foundation of China (No.10671117)Shanghai Leading Academic Discipline Project (No.J050101)the Youth Science Foundation of Hunan Education Department of China (No.06B037)
文摘We propose a stochastic level value approximation method for a quadratic integer convex minimizing problem in this paper. This method applies an importance sampling technique, and make use of the cross-entropy method to update the sample density functions. We also prove the asymptotic convergence of this algorithm, and report some numerical results to illuminate its effectiveness.
文摘Based on “One Belt and One Road”, this paper studies the path selection of multimodal transport by using the method of multi-objective mixed integer programming. Therefore, this paper studies the factors of transportation time, transportation cost and transportation safety performance, and establishes a mathematical model. In addition, the method of multi-objective mixed integer programming is used to comprehensively consider the different emphasis and differences of customers on cargo transportation. Then we use planning tools of Microsoft Excel to solve path selection and to determine whether the chosen path is economical and reliable. Finally, a relatively complex road network is built as an example to verify the accuracy of this planning method.
文摘Reliability optimization plays an important role in design, operation and management of the industrial systems. System reliability can be easily enhanced by improving the reliability of unreliable components and/or by using redundant configuration with subsystems/components in parallel. Redundancy Allocation Problem (RAP) was studied in this research. A mixed integer programming model was proposed to solve the problem, which considers simultaneously two objectives under several resource constraints. The model is only for the hierarchical series-parallel systems in which the elements of any subset of subsystems or components are connected in series or parallel and constitute a larger subsystem or total system. At the end of the study, the performance of the proposed approach was evaluated by a numerical example.