A Dimensional Reduction Approach Based on Essential Constraints in Linear Programming

This paper presents a new dimension reduction strategy for medium and large-scale linear programming problems. The proposed method uses a subset of the original constraints and combines two algorithms: the weighted average and the cosine simplex algorithm. The first approach identifies binding constraints by using the weighted average of each constraint, whereas the second algorithm is based on the cosine similarity between the vector of the objective function and the constraints. These two approaches are complementary, and when used together, they locate the essential subset of initial constraints required for solving medium and large-scale linear programming problems. After reducing the dimension of the linear programming problem using the subset of the essential constraints, the solution method can be chosen from any suitable method for linear programming. The proposed approach was applied to a set of well-known benchmarks as well as more than 2000 random medium and large-scale linear programming problems. The results are promising, indicating that the new approach contributes to the reduction of both the size of the problems and the total number of iterations required. A tree-based classification model also confirmed the need for combining the two approaches. A detailed numerical example, the general numerical results, and the statistical analysis for the decision tree procedure are presented.

On Enforcing Dyadic-type Homogeneous Binary Function Product Constraints in MatBase

Homogeneous binary function products are frequently encountered in the sub-universes modeled by databases,spanning from genealogical trees and sports to education and healthcare,etc.Their properties must be discovered and enforced by the software applications managing such data to guarantee plausibility.The(Elementary)Mathematical Data Model provides 17 types of dyadic-based homogeneous binary function product constraint categories.MatBase,an intelligent data and knowledge base management system prototype,allows database designers to simply declare them by only clicking corresponding checkboxes and automatically generates code for enforcing them.This paper describes the algorithms that MatBase uses for enforcing all 17 types of homogeneous binary function product constraint,which may also be employed by developers without access to MatBase.

An Exact Virtual Network Embedding Algorithm Based on Integer Linear Programming for Virtual Network Request with Location Constraint

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%.

An Intelligent MMRP Constraint Programming System

In this paper,an intelligent constraint programming system for manufacturing material resource planning (MMRP) was presented.It is aimed to tackling large,particularly combinatorial,problems during the MMRP process,which increasingly involves complex sets of objectives and constraints in today’s industrial manufacturing.The system consists of a do- main-specific architecture,an algorithm library,and a pre-defined solution library,based on which intelligent agents can effi- ciently construct MMRP problem specifications,select suitable algorithms to solve problems,and evolve a population of solutions to- wards a Pareto-optimal frontier.Our system significantly improves the efficiency,effectiveness,and reliability of MMRP prob- lem solving.

Concurrent Constraint Programming:A Language and Its Execution Model

To overcome inefficiency in traditional logic programming, a declarative programming language COPS is designed based on the notion of concurrent constraint programming (CCP). The improvement is achieved by the adoption of constraint-based heuristic strategy and the introduction of deterministic components in the framework of CCP. Syntax specification and an operational semantic description are presented.

ASYMPTOTIC SURROGATE CONSTRAINT METHOD AND ITS CONVERGENCE FOR A CLASS OF SEMI-INFINITE PROGRAMMING

A class of constrained semi\|infinite minimax problem is transformed into a simple constrained problem, by means of discretization decomposition and maximum entropy method, making use of surrogate constraint. The paper deals with the convergence of this asymptotic approach method.

The Optimal Conditions of the Linear Fractional Programming Problem with Constraint

在这篇文章，作者讨论线性部分编程问题的最佳的条件并且证明一个局部地可选的答案是一个全球性可选的答案，局部地最佳的答案能与限制状况在一个基本可行答案被达到。

Novel Method to Handle Inequality Constraints for Nonlinear Programming

By redefining the multiplier associated with inequality constraint as a positive definite function of the originally-defined multiplier, say, u2_i, i=1, 2, ..., m, nonnegative constraints imposed on inequality constraints in Karush-Kuhn-Tucker necessary conditions are removed. For constructing the Lagrange neural network and Lagrange multiplier method, it is no longer necessary to convert inequality constraints into equality constraints by slack variables in order to reuse those results dedicated to equality constraints, and they can be similarly proved with minor modification. Utilizing this technique, a new type of Lagrange neural network and a new type of Lagrange multiplier method are devised, which both handle inequality constraints directly. Also, their stability and convergence are analyzed rigorously.

SEQUENTIAL QUADRATIC PROGRAMMING METHODS FOR OPTIMAL CONTROL PROBLEMS WITH STATE CONSTRAINTS

A kind of direct methods is presented for the solution of optimal control problems with state constraints. These methods are sequential quadratic programming methods. At every iteration a quadratic programming which is obtained by quadratic approximation to Lagrangian function and linear approximations to constraints is solved to get a search direction for a merit function. The merit function is formulated by augmenting the Lagrangian function with a penalty term. A line search is carried out along the search direction to determine a step length such that the merit function is decreased. The methods presented in this paper include continuous sequential quadratic programming methods and discreate sequential quadratic programming methods.

Sequential quadratic programming-based non-cooperative target distributed hybrid processing optimization method

The distributed hybrid processing optimization problem of non-cooperative targets is an important research direction for future networked air-defense and anti-missile firepower systems. In this paper, the air-defense anti-missile targets defense problem is abstracted as a nonconvex constrained combinatorial optimization problem with the optimization objective of maximizing the degree of contribution of the processing scheme to non-cooperative targets, and the constraints mainly consider geographical conditions and anti-missile equipment resources. The grid discretization concept is used to partition the defense area into network nodes, and the overall defense strategy scheme is described as a nonlinear programming problem to solve the minimum defense cost within the maximum defense capability of the defense system network. In the solution of the minimum defense cost problem, the processing scheme, equipment coverage capability, constraints and node cost requirements are characterized, then a nonlinear mathematical model of the non-cooperative target distributed hybrid processing optimization problem is established, and a local optimal solution based on the sequential quadratic programming algorithm is constructed, and the optimal firepower processing scheme is given by using the sequential quadratic programming method containing non-convex quadratic equations and inequality constraints. Finally, the effectiveness of the proposed method is verified by simulation examples.

Posterior Constraint Selection for Nonnegative Linear Programming

Posterior constraint optimal selection techniques (COSTs) are developed for nonnegative linear programming problems (NNLPs), and a geometric interpretation is provided. The posterior approach is used in both a dynamic and non-dynamic active-set framework. The computational performance of these methods is compared with the CPLEX standard linear programming algorithms, with two most-violated constraint approaches, and with previously developed COST algorithms for large-scale problems.

Reduction and Analysis of a Max-Plus Linear System to a Constraint Satisfaction Problem for Mixed Integer Programming

This research develops a solution method for project scheduling represented by a max-plus-linear (MPL) form. Max-plus-linear representation is an approach to model and analyze a class of discrete-event systems, in which the behavior of a target system is represented by linear equations in max-plus algebra. Several types of MPL equations can be reduced to a constraint satisfaction problem (CSP) for mixed integer programming. The resulting formulation is flexible and easy-to-use for project scheduling;for example, we can obtain the earliest output times, latest task-starting times, and latest input times using an MPL form. We also develop a key method for identifying critical tasks under the framework of CSP. The developed methods are validated through a numerical example.

Constraint Optimal Selection Techniques (COSTs) for Linear Programming

We describe a new active-set, cutting-plane Constraint Optimal Selection Technique (COST) for solving general linear programming problems. We describe strategies to bound the initial problem and simultaneously add multiple constraints. We give an interpretation of the new COST’s selection rule, which considers both the depth of constraints as well as their angles from the objective function. We provide computational comparisons of the COST with existing linear programming algorithms, including other COSTs in the literature, for some large-scale problems. Finally, we discuss conclusions and future research.

Shedding Light on Non Binding Constraints in Linear Programming: An Industrial Application

In Linear Programming (LP) applications, unexpected non binding constraints are among the “why” questions that can cause a great deal of debate. That is, those constraints that are expected to have been active based on price signals, market drivers or manager’s experiences. In such situations, users have to solve many auxiliary LP problems in order to grasp the underlying technical reasons. This practice, however, is cumbersome and time-consuming in large scale industrial models. This paper suggests a simple solution-assisted methodology, based on known concepts in LP, to detect a sub set of active constraints that have the most preventing impact on any non binding constraint at the optimal solution. The approach is based on the marginal rate of substitutions that are available in the final simplex tableau. A numerical example followed by a real-type case study is provided for illustration.

Randomized Constraint Limit Linear Programming in Risk Management

Traditional linear program (LP) models are deterministic. The way that constraint limit uncertainty is handled is to compute the range of feasibility. After the optimal solution is obtained, typically by the simplex method, one considers the effect of varying each constraint limit, one at a time. This yields the range of feasibility within which the solution remains feasible. This sensitivity analysis is useful for helping the analyst get a feel for the problem. However, it is unrealistic because some constraint limits can vary randomly. These are typically constraint limits based on expected inventory. Inventory may fall short if there are overdue deliveries, unplanned machine failure, spoilage, etc. A realistic LP is created for simultaneously randomizing the constraint limits from any probability distribution. The corresponding distribution of objective function values is created. This distribution is examined directly for central tendencies, spread, skewness and extreme values for the purpose of risk analysis. The spreadsheet design presented is ideal for teaching Monte Carlo simulation and risk analysis to graduate students in business analytics with no specialized programming language requirement.

Diagnosis and Resolution of Infeasibility in the Constraint Method for Solving Multi Objective Linear Programming Problems

In this paper we discuss about infeasibility diagnosis and infeasibility resolution, when the constraint method is used for solving multi objective linear programming problems. We propose an algorithm for resolution of infeasibility, which is a combination of interactive, weighting and constraint methods.Numerical examples are provided to illustrate the techniques developed.

A Penalty Function Algorithm with Objective Parameters and Constraint Penalty Parameter for Multi-Objective Programming

In this paper, we present an algorithm to solve the inequality constrained multi-objective programming (MP) by using a penalty function with objective parameters and constraint penalty parameter. First, the penalty function with objective parameters and constraint penalty parameter for MP and the corresponding unconstraint penalty optimization problem (UPOP) is defined. Under some conditions, a Pareto efficient solution (or a weakly-efficient solution) to UPOP is proved to be a Pareto efficient solution (or a weakly-efficient solution) to MP. The penalty function is proved to be exact under a stable condition. Then, we design an algorithm to solve MP and prove its convergence. Finally, numerical examples show that the algorithm may help decision makers to find a satisfactory solution to MP.

Event-based performance guaranteed tracking control for constrained nonlinear system via adaptive dynamic programming method

An optimal tracking control problem for a class of nonlinear systems with guaranteed performance and asymmetric input constraints is discussed in this paper.The control policy is implemented by adaptive dynamic programming(ADP)algorithm under two event-based triggering mechanisms.It is often challenging to design an optimal control law due to the system deviation caused by asymmetric input constraints.First,a prescribed performance control technique is employed to guarantee the tracking errors within predetermined boundaries.Subsequently,considering the asymmetric input constraints,a discounted non-quadratic cost function is introduced.Moreover,in order to reduce controller updates,an event-triggered control law is developed for ADP algorithm.After that,to further simplify the complexity of controller design,this work is extended to a self-triggered case for relaxing the need for continuous signal monitoring by hardware devices.By employing the Lyapunov method,the uniform ultimate boundedness of all signals is proved to be guaranteed.Finally,a simulation example on a mass–spring–damper system subject to asymmetric input constraints is provided to validate the effectiveness of the proposed control scheme.

Modified Exact Jacobian Semidefinite Programming Relaxation for Celis-Dennis-Tapia Problem

A modified exact Jacobian semidefinite programming(SDP)relaxation method is proposed in this paper to solve the Celis-Dennis-Tapia(CDT)problem using the Jacobian matrix of objective and constraining polynomials.In the modified relaxation problem,the number of introduced constraints and the lowest relaxation order decreases significantly.At the same time,the finite convergence property is guaranteed.In addition,the proposed method can be applied to the quadratically constrained problem with two quadratic constraints.Moreover,the efficiency of the proposed method is verified by numerical experiments.

A Class of Algorithms for Solving LP Problems by Prioritizing the Constraints

Linear programming is a method for solving linear optimization problems with constraints, widely met in real-world applications. In the vast majority of these applications, the number of constraints is significantly larger than the number of variables. Since the crucial subject of these problems is to detect the constraints that will be verified as equality in an optimal solution, there are methods for investigating such constraints to accelerate the whole process. In this paper, a technique named proximity technique is addressed, which under a proposed theoretical framework gives an ascending order to the constraints in such a way that those with low ranking are characterized of high priority to be binding. Under this framework, two new Linear programming optimization algorithms are introduced, based on a proposed Utility matrix and a utility vector accordingly. For testing the addressed algorithms firstly a generator of 10,000 random linear programming problems of dimension n with m constraints, where , is introduced in order to simulate as many as possible real-world problems, and secondly, real-life linear programming examples from the NETLIB repository are tested. A discussion of the numerical results is given. Furthermore, already known methods for solving linear programming problems are suggested to be fitted under the proposed framework.