Hybrid particle swarm optimization with chaotic search for solving 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.

Solution for integer linear bilevel programming problems using orthogonal genetic algorithm

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.

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.

Combining Geographic Information Systems for Transportation and Mixed Integer Linear Programming in Facility Location-Allocation Problems

In this study, we aimed to assess the solution quality for location-allocation problems from facilities generated by the software TransCAD®?, a Geographic Information System for Transportation (GIS-T). Such facilities were obtained after using two routines together: Facility Location and Transportation Problem, when compared with optimal solutions from exact mathematical models, based on Mixed Integer Linear Programming (MILP), developed externally for the GIS. The models were applied to three simulations: the first one proposes opening factories and customer allocation in the state of Sao Paulo, Brazil;the second involves a wholesaler and a study of location and allocation of distribution centres for retail customers;and the third one involves the location of day-care centers and allocation of demand (0 - 3 years old children). The results showed that when considering facility capacity, the MILP optimising model presents results up to 37% better than the GIS and proposes different locations to open new facilities.

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.

A Linear Mixed Integer Programming Model for N-Vehicle Exploration Problem

Finding the accurate solution for N-vehicle exploration problem is NP-hard in strong sense.In this paper,authors build a linear mixed integer programming model for N-vehicle exploration problem based on its properties.The model is then proved equivalent to the original problem.Given the model,one can apply the already existed methods and algorithms for mixed integer linear programming on N-vehicle exploration problem,which helps to enrich methods for solving N-vehicle exploration problem.

Optimization Methods for Mixed Integer Weakly Concave Programming Problems

In this paper,we consider a class of mixed integer weakly concave programming problems(MIWCPP)consisting of minimizing a difference of a quadratic function and a convex function.A new necessary global optimality conditions for MIWCPP is presented in this paper.A new local optimization method for MIWCPP is designed based on the necessary global optimality conditions,which is different from the traditional local optimization method.A global optimization method is proposed by combining some auxiliary functions and the new local optimization method.Furthermore,numerical examples are also presented to show that the proposed global optimization method for MIWCPP is efficient.

A Mixed-Integer Programming Formulation for a Simplified Model of the Double Row Layout Problem

The double row layout problem(DRLP)is to assign facilities on two rows in parallel so that the total cost of material handling among facilities is minimized.Since it is vital to save cost and enhance productivity,the DRLP plays an important role in many application fields.Nevertheless,it is very hard to handle the DRLP because of its complex model.In this paper,we consider a new simplified model for the DRLP(SM-DRLP)and provide a mixed integer programming(MIP)formulation for it.The continuous decision variables of the DRLP are divided into two parts:start points of double rows and adjustable clearances between adjacent facilities.The former one is considered in the new simplified model for the DRLP with the purpose of maintaining solution quality,while the latter one is not taken into account with the purpose of reducing computational time.To evaluate its performance,our SM-DRLP is compared with the model of a general DRLP and the model of another simplified DRLP.The experimental results show the efficiency of our proposed model.

GLOBAL CONVERGENCE AND IMPLEMENTATION OF NGTN METHOD FOR SOLVING LARGE-SCALE SMARSE NONLINEAR PROGRAMMING PROBLEMS

An NGTN method was proposed for solving large-scale sparse nonlinear programming (NLP) problems. This is a hybrid method of a truncated Newton direction and a modified negative gradient direction, which is suitable for handling sparse data structure and pos sesses Q-quadratic convergence rate. The global convergence of this new method is proved, the convergence rate is further analysed, and the detailed implementation is discussed in this paper. Some numerical tests for solving truss optimization and large sparse problems are reported. The theoretical and numerical results show that the new method is efficient for solving large-scale sparse NLP problems.

An integer programming formulation and iterative scheme algorithm for the block relocation problem

In this paper, we deal with the unrestricted block relocation problem. We present a new integerprogramming formulation for solving the problem. The initial formulation is improved by tighteningconstraints and a pre-processing step to fix several variables. We design a exact iterativescheme algorithm based on a fast heuristic for the integer programming formulation (ISA-FH).Computational results show the effectiveness of the improved formulation and algorithm.

NONLINEAR INTEGER PROGRAMMING AND GLOBALOPTIMIZATION

Various approaches have been developed for solving a variety of continuous global optimization problems. But up to now, less work has been devoted to solving nonlinear integer programming problems due to the inherent difficulty. This paper manages to transform the general nonlinear integer programming problem into an equivalent' special continuous global minimization problem. Thus any effective global optimization algorithm can be used to solve nonlinear integer programming problems. This result will also promote the research on global optimization. We present an interval Branch-and-Bound algorithm. Numerical experiments show that this approach is efficient. (Author abstract) 11 Refs.

Monotone projected gradient methods for large-scale box-constrained quadratic programming

Inspired by the success of the projected Barzilai-Borwein (PBB) method for largescale box-constrained quadratic programming, we propose and analyze the monotone projected gradient methods in this paper. We show by experiments and analyses that for the new methods,it is generally a bad option to compute steplengths based on the negative gradients. Thus in our algorithms, some continuous or discontinuous projected gradients are used instead to compute the steplengths. Numerical experiments on a wide variety of test problems are presented, indicating that the new methods usually outperform the PBB method.

An efficient algorithm for multi-dimensional nonlinear knapsack problems

Multi-dimensional nonlinear knapsack problem is a bounded nonlinear integer programming problem that maximizes a separable nondecreasing function subject to multiple separable nondecreasing constraints. This problem is often encountered in resource allocation, industrial planning and computer network. In this paper, a new convergent Lagrangian dual method was proposed for solving this problem. Cutting plane method was used to solve the dual problem and to compute the Lagrangian bounds of the primal problem. In order to eliminate the duality gap and thus to guarantee the convergence of the algorithm, domain cut technique was employed to remove certain integer boxes and partition the revised domain to a union of integer boxes. Extensive computational results show that the proposed method is efficient for solving large-scale multi-dimensional nonlinear knapsack problems. Our numerical results also indicate that the cutting plane method significantly outperforms the subgradient method as a dual search procedure.

Solving open vehicle problem with time window by hybrid column generation algorithm

This paper addresses the open vehicle routing problem with time window(OVRPTW), where each vehicle does not need to return to the depot after completing the delivery task.The optimization objective is to minimize the total distance. This problem exists widely in real-life logistics distribution process.We propose a hybrid column generation algorithm(HCGA) for the OVRPTW, embedding both exact algorithm and metaheuristic. In HCGA, a label setting algorithm and an intelligent algorithm are designed to select columns from small and large subproblems, respectively. Moreover, a branch strategy is devised to generate the final feasible solution for the OVRPTW. The computational results show that the proposed algorithm has faster speed and can obtain the approximate optimal solution of the problem with 100 customers in a reasonable time.

The Capacitated Location-Allocation Problem in the Presence of <i>k</i>Connections

We consider a capacitated location-allocation problem in the presence of k connections on the horizontal line barrier. The objective is to locate a set of new facilities among a set of existing facilities and to allocate an optimal number of existing facilities to each new facility in order to satisfy their demands such that the summation of the weighted rectilinear barrier distances from new facilities to existing facilities is minimized. The proposed problem is designed as a mixed-integer nonlinear programming model. To show the efficiency of the model, a numerical example is provided. It is worth noting that the global optimal solution is obtained.

On Merging Cover Inequalities for Multiple Knapsack Problems

This paper describes methods to merge two cover inequalities and also simultaneously merge multiple cover inequalities in a multiple knapsack instance. Theoretical results provide conditions under which merged cover inequalities are valid. Polynomial time algorithms are created to find merged cover inequalities. A computational study demonstrates that merged inequalities improve the solution times for benchmark multiple knapsack instances by about 9% on average over CPLEX with default settings.

A Dial-a-Ride Problem Applied to Saharan Countries: The Case of Taxi Woro-Woro

In a context of increasing competition and sustainable development, service prices and unused capacity enhancement play a crucial role in freight or people transportation management. The focus of the paper is on a Dial-a-ride Problem in the Saharan country context, for the particular of Taxi “woro-woro”1. More precisely, these taxis help to transport groups of people without any affinity, from point A to point B without stopping. Also, we propose for this problem an exact solution based on a mix integer program (MIP). A secondary study on a random instance generation algorithm is presented, which allows us to have a diversified and varied benchmark on which to apply our MIP program.

一类加工需要额外资源的平行机调度问题的算法设计

给出了一类加工需要额外资源的平行机调度问题的精确算法。针对在平行机上加工的工件,除需要机器资源外,还需要一个单位额外资源的问题,考虑额外资源的种类和数量有限,以给出问题的最优调度使工件的完工时间最小为目标。该问题源于地球观测卫星的数据下载,在智能制造和信息处理等领域亦有广泛应用。给出了该问题的整数规划模型、最优解下界和分支定界算法;给出了一种有效的分支策略以避免重复分支,设计了相应的定界方法以提高算法的收敛速度。通过小规模实例和大量的数值仿真实验,验证了算法的正确性和在不同参数配置下的有效性。

基于MILP的轻量级密码算法ACE与SPIX的线性分析

研究了轻量级密码算法ACE与SPIX的线性性质.给出了环型与门组合结构精确的混合整数线性规划下的线性性质刻画,并将算法ACE与SPIX的非线性操作转化为环型与门组合.基于此构建了ACE置换与SLISCP置换的混合整数线性规划下的线性模型,求解模型得到了2至4步ACE置换与2至5步SLISCP置换最优的线性迹.证明了7步、12步ACE置换分别达到了128比特与320比特的安全目标,7步、13步SLISCP置换分别达到了128比特与256比特的安全目标.对于任意步数的ACE置换与SLISCP置换,认证加密算法ACE-AE-128与SPIX均能够抵抗明文处理阶段的线性区分攻击.