The bandpass problem: combinatorial optimization and library of problems

A combinatorial optimization problem, called the Bandpass Problem, is introduced. Given a rectangular matrix A of binary elements {0,1} and a positive integer B called the Bandpass Number, a set of B consecutive non-zero elements in any column is called a Bandpass. No two bandpasses in the same column can have common rows. The Bandpass problem consists of finding an optimal permutation of rows of the matrix, which produces the maximum total number of bandpasses having the same given bandpass number in all columns. This combinatorial problem arises in considering the optimal packing of information flows on different wavelengths into groups to obtain the highest available cost reduction in design and operating the optical communication networks using wavelength division multiplexing technology. Integer programming models of two versions of the bandpass problems are developed. For a matrix A with three or more columns the Bandpass problem is proved to be NP-hard. For matrices with two or one column a polynomial algorithm solving the problem to optimality is presented. For the general case fast performing heuristic polynomial algorithms are presented, which provide near optimal solutions, acceptable for applications. High quality of the generated heuristic solutions has been confirmed in the extensive computational experiments. As an NP-hard combinatorial optimization problem with important applications the Bandpass problem offers a challenge for researchers to develop efficient computational solution methods. To encourage the further research a Library of Bandpass Problems has been developed. The Library is open to public and consists of 90 problems of different sizes (numbers of rows, columns and density of non-zero elements of matrix A and bandpass number B), half of them with known optimal solutions and the second half, without.     

Robust trading mechanisms over 0/1 polytopes

The problem of designing a trade mechanism (for an indivisible good) between a seller and a buyer is studied in the setting of discrete valuations of both parties using tools of finite-dimensional optimization. A robust trade design is defined as one which allows both traders a dominant strategy implementation independent of other traders’ valuations with participation incentive and no intermediary (i.e., under budget balance). The design problem which is initially formulated as a mixed-integer non-linear non-convex feasibility problem is transformed into a linear integer feasibility problem by duality arguments, and its explicit solution corresponding to posted price optimal mechanisms is derived along with full characterization of the convex hull of integer solutions. A further robustness concept is then introduced for a central planner unsure about the buyer or seller valuation distribution, a corresponding worst-case design problem over a set of possible distributions is formulated as an integer linear programming problem, and a polynomial solution procedure is given. When budget balance requirement is relaxed to feasibility only, i.e., when one allows an intermediary maximizing the expected surplus from trade, a characterization of the optimal robust trade as the solution of a simple linear program is given. A modified VCG mechanism turns out to be optimal.     

MULTICRITERIA OPTIMIZATION: A GENERAL CHARACTERIZATION OF EFFICIENT SOLUTIONS*

In the context of deterministic multicriteria maximization, a Pareto optimal, nondominated, or efficient solution is a feasible solution for which an increase in value of any one criterion can only be achieved at the expense of a decrease in value of at least one other criterion. Without restrictions of convexity or continuity, it is shown that a solution is efficient if and only if it solves an optimization problem that bounds the various criteria values from below and maximizes a strictly increasing function of these several criteria values. Also included are discussions of previous work concerned with generating or characterizing the set of efficient solutions, and of the interactive approach for resolving multicriteria optimization problems. The final section argues that the paper's main result should not actually be used to generate the set of efficient solutions, relates this result to Simon's theory of satisficing, and then indicates why and how it can be used as the basis for interactive procedures with desirable characteristics.     

Single facility scheduling with dual criteria: minimizing maximum tardiness subject to minimum number of tardy jobs

This paper considers the static single machine scheduling problem with the objective of minimizing the maximum tardiness of any job subject to the constraint that the total number of lardy jobs is minimum. Based on simple dominance conditions an o(n²) heuristic algorithm is proposed to find an approximate solution to this problem. The effectiveness of the proposed heuristic algorithm is empirically evaluated by solving a large number of problems and comparing them to the optimal solutions obtained through the branch and bound algorithm.     

Simple Approximation Algorithms for MAXNAESP and Hypergraph 2-colorability

Hypergraph 2-colorability, also known as set splitting, is a widely studied problem in graph theory. In this paper we study the maximization version of the same. We recast the problem as a special type of satisfiability problem and give approximation algorithms for it. Our results are valid for hypergraph 2-colorability, set splitting and MAX-CUT (which is a special case of hypergraph 2-colorability) because the reductions are approximation preserving. Here we study the MAXNAESP problem, the optimal solution to which is a truth assignment of the literals that maximizes the number of clauses satisfied. As a main result of the paper, we show that any locally optimal solution (a solution is locally optimal if its value cannot be increased by complementing assignments to literals and pairs of literals) is guaranteed a performance ratio of . This is an improvement over the ratio of attributed to another local improvement heuristic for MAX-CUT (C. Papadimitriou, Computational Complexity, Addison Wesley, 1994). In fact we provide a bound of for this problem, where k 3 is the minimum number of literals in a clause. Such locally optimal algorithms appear to subsume typical greedy algorithms that have been suggested for problems in the general domain of satisfiability. It should be noted that the NAESP problem where each clause has exactly two literals, is equivalent to MAX-CUT. However, obtaining good approximation ratios using semi-definite programming techniques (M. Goemans and D.P. Williamson, in Proceedings of the 26th Annual ACM Symposium on Theory of Computing, 1994a, pp. 422–431) appears difficult. Also, the randomized rounding algorithm as well as the simple randomized algorithm both (M. Goemans and D.P. Williamson, SIAM J. Disc. Math, vol. 7, pp. 656–666, 1994b) yield a bound of for the MAXNAESP problem. In contrast to this, the algorithm proposed in this paper obtains a bound of for this problem.     

Some inverse min-max network problems under weighted l1 and l∞ norms with bound constraints on changes

We consider some inverse min-max (or max-min) network problems. Such an inverse problem is to modify the weights with bound constraints so that a given feasible solution becomes an optimal solution of a min-max (or max-min) network problem, and the deviation of the weights, measured by the weighted l ₁ norm or weighted l _∞ norm, is minimum. In this paper, we present strongly polynomial time algorithms to solve the inverse min-max spanning tree problem and the inverse maximum capacity path problem.     

The optimum traversal of a graph

For a given graph (network) having costs [c_ij] associated with its links, the present paper examines the problem of finding a cycle which traverses every link of the graph at least once, and which incurs the minimum cost of traversal. This problem (called thegraph traversal problem, or theChinese postman problem [9]) can be formulated in ways analogous to those used for the well-known travelling salesman problem, and using this apparent similarity, Bellman and Cooke [1] have produced a dynamic programming formulation. This method of solution of the graph traversal problem requires computational times which increase exponentially with the number of links in the graph. Approximately the same rate of increase of computational effort with problem size would result by any other method adapting a travelling salesman algorithm to the present problem.This paper describes an efficient algorithm for the optimal solution of the graph traversal problem based on the matching method of Edmonds [5, 6]. The computational time requirements of this algorithm increase as a low order (2 or 3) power of the number of links in the graph. Computational results are given for graphs of up to 50 vertices and 125 links.The paper then discusses a generalised version of the graph traversal problem, where not one but a number of cycles are required to traverse the graph. In this case each link has (in addition to its cost) a quantity q_ij associated with it, and the sum of the quantities of the links in any one cycle must be less than a given amount representing the cycle capacity. A heuristic algorithm for the solution of this problem is given. The algorithm is based on the optimal algorithm for the single-cycle graph traversal problem and is shown to produce near-optimal results.There is a large number of possible applications where graph traversal problems arise. These applications include: the spraying of roads with salt-grit to prevent ice formation, the inspection of electric power lines, gas, or oil pipelines for faults, the delivery of letter post, etc.     

Commitment vs. Flexibility

We study the optimal trade‐off between commitment and flexibility in a consump‐ tion–savings model. Individuals expect to receive relevant information regarding tastes and thus they value the flexibility provided by larger choice sets. On the other hand, they also expect to suffer from temptation, with or without self‐control, and thus they value the commitment afforded by smaller choice sets. The optimal commitment problem we study is to find the best subset of the individual's budget set. This problem leads to a principal–agent formulation. We find that imposing a minimum level of savings is always a feature of the solution. Necessary and sufficient conditions are derived for minimum‐savings policies to completely characterize the solution. We also discuss other applications, such as the design of fiscal constitutions, the problem faced by a paternalist, and externalities.     

Note: A note on the production and inventory systems taking account of time value

This paper deals with the optimal inventory decisions taking account of time value by applying the concept of the present value method, and modifies the bounds for the optimal cycle time described in Chung et al. (Production Planning & Control, 1998, 9, 580–584). A modified algorithm to compute the optimal cycle time is developed to improve the paper of Chung et al. Finally, a numerical example is given to illustrate the algorithm discussed in this paper.     

Evaluating and improving risk formulas for allocating limited budgets to expensive risk-reduction opportunities

Simple risk formulas, such as risk = probability × impact, or risk = exposure × probability × consequence, or risk = threat × vulnerability × consequence, are built into many commercial risk management software products deployed in public and private organizations. These formulas, which we call risk indices, together with risk matrices, “heat maps,” and other displays based on them, are widely used in applications such as enterprise risk management (ERM), terrorism risk analysis, and occupational safety. But, how well do they serve to guide allocation of limited risk management resources? This article evaluates and compares different risk indices under simplifying conditions favorable to their use (statistically independent, uniformly distributed values of their components; and noninteracting risk‐reduction opportunities). Compared to an optimal (nonindex) approach, simple indices produce inferior resource allocations that for a given cost may reduce risk by as little as 60% of what the optimal decisions would provide, at least in our simple simulations. This article suggests a better risk reduction per unit cost index that achieves 98–100% of the maximum possible risk reduction on these problems for all budget levels except the smallest, which allow very few risks to be addressed. Substantial gains in risk reduction achieved for resources spent can be obtained on our test problems by using this improved index instead of simpler ones that focus only on relative sizes of risk (or of components of risk) in informing risk management priorities and allocating limited risk management resources. This work suggests the need for risk management tools to explicitly consider costs in prioritization activities, particularly in situations where budget restrictions make careful allocation of resources essential for achieving close‐to‐maximum risk‐reduction benefits.     

Project Portfolio Selection: A Newsvendor Approach

We consider the problem of balancing the penalties associated with budgetary slack (being underbudget) and cost overruns in the project portfolio selection problem by addressing randomness in project costs and making individual project budgets decision variables. Setting the budget for a single project is shown to be analogous to the newsvendor problem. For related versions of the project portfolio selection problem we provide optimal and heuristic procedures. Numerical experiments are used to test the procedures and provide managerial guidelines. We show project budgets should be set so that each project in the portfolio has the same probability of running over budget, it is better to have a larger number of projects with less than ideal funding compared to a smaller number of projects with ideal funding, and substantial opportunities to select more projects with a higher expected profit are available if an aggregate portfolio budget is used.     

基于Vidale-Wolfe模型的多市场广告预算分配决策模型

广告决策问题很长时间以来都是营销经理和学者们关注的热点。随着社会经济发展,越来越多的企业面对多个市场。如何在多个市场、广告总预算固定的状况下,合理分配各个市场广告预算以收到最优广告效果,是一个企业关心的较为重要的问题。经过比较,选择Vidale-Wolfe模型作为广告反应模型,在此基础上建立了多市场广告预算分配决策模型。考虑到一些营销策略对某些市场有特殊销售速率要求,该模型分为无特殊销售速率维持要求的多市场广告预算分配决策模型和有特殊销售速率维持要求的多市场广告预算分配决策模型两类,后者探讨了销售速率变化与达到指定销售速率两种要求下的广告预算最优分配问题,构建了优化模型,提出了模型参数取值与模型求解方法,最后给出了一个算例。     

An inverse approach to convex ordered median problems in trees

The convex ordered median problem is a generalization of the median, the k-centrum or the center problem. The task of the associated inverse problem is to change edge lengths at minimum cost such that a given vertex becomes an optimal solution of the location problem, i.e., an ordered median. It is shown that the problem is NP-hard even if the underlying network is a tree and the ordered median problem is convex and either the vertex weights are all equal to 1 or the underlying problem is the k-centrum problem. For the special case of the inverse unit weight k-centrum problem a polynomial time algorithm is developed.     

The Polymatroid Steiner Problems

The Steiner tree problem asks for a minimum cost tree spanning a given set of terminals S⊂eqV in a weighted graph G = (V,E,c), c:E→ R⁺. In this paper we consider a generalization of the Steiner tree problem, so called Polymatroid Steiner Problem, in which a polymatroid P = P(V) is defined on V and the Steiner tree is required to span at least one base of P (in particular, there may be a single base S⊂eqV). This formulation is motivated by the following application in sensor networks – given a set of sensors S = {s₁,…,s_k}, each sensor s_i can choose to monitor only a single target from a subset of targets X_i, find minimum cost tree spanning a set of sensors capable of monitoring the set of all targets X = X₁ ∪ … ∪ X_k. The Polymatroid Steiner Problem generalizes many known Steiner tree problem formulations including the group and covering Steiner tree problems. We show that this problem can be solved with the polylogarithmic approximation ratio by a generalization of the combinatorial algorithm of Chekuri et al. (2002).We also define the Polymatroid directed Steiner problem which asks for a minimum cost arborescence connecting a given root to a base of a polymatroid P defined on the terminal set S. We show that this problem can be approximately solved by algorithms generalizing methods of Chekuri et al. (2002).A preliminary version of this paper appeared in ISAAC 2004     

Online coupon consumption problem

Nowadays, it is popular that the dealer makes profits by selling a kind of discount coupons, which can be used as money to purchase commodities with total cost less than or equal to the face value of the coupon. We can purchase a coupon at a price of 0<s≤1 times its face value and the number of potential purchasable coupons is a given integer l. The customer has the option to buy the goods by cash completely or by a discount coupon. However, each piece of goods can only use one coupon and the coupon used must have enough balance for the goods. The objective is to minimize the total cost for purchasing all the goods. In this paper, we reduce the problem to a special bin packing model. We consider the online problems for all 0<s≤1 and 1≤l≤∞. We present optimal online algorithms for all 0<s≤1 when l=∞ and l=1. For 2≤l<∞, we give both a lower bound and an algorithm, and show the algorithm is optimal for l=2. A preliminary version of this paper appeared in the proceedings of the 1st International Symposium on Combinatorics, Algorithms, Probabilistic and Experimental Methodologies, Lecture Notes in Computer Science. Y. Jiang supported by Natural Science Foundation of Zhejiang Province (Y605316). Z. Tan supported by Natural Science Foundation of China (10671177, 60021201).     

Multi-phase Algorithms for Throughput Maximization for Real-Time Scheduling

We consider the problem of off-line throughput maximization for job scheduling on one or more machines, where each job has a release time, a deadline and a profit. Most of the versions of the problem discussed here were already treated by Bar-Noy et al. (Proc. 31st ACM STOC, 1999, pp. 622–631; http://www.eng.tau.ac.il/amotz/). Our main contribution is to provide algorithms that do not use linear programming, are simple and much faster than the corresponding ones proposed in Bar-Noy et al. (ibid., 1999), while either having the same quality of approximation or improving it. More precisely, compared to the results of in Bar-Noy et al. (ibid., 1999), our pseudo-polynomial algorithm for multiple unrelated machines and all of our strongly-polynomial algorithms have better performance ratios, all of our algorithms run much faster, are combinatorial in nature and avoid linear programming. Finally, we show that algorithms with better performance ratios than 2 are possible if the stretch factors of the jobs are bounded; a straightforward consequence of this result is an improvement of the ratio of an optimal solution of the integer programming formulation of the JISP2 problem (see Spieksma, Journal of Scheduling, vol. 2, pp. 215–227, 1999) to its linear programming relaxation.     

OPTIMAL PROJECT SEQUENCING WITH RECOURSE AT A SCARCE RESOURCE

We develop a dynamic prioritization policy to optimally allocate a scarce resource among K projects, only one of which can be worked on at a time. When the projects' delay costs differ, the problem (a “restless bandit”) has not been solved in general. We consider the policy of working on the project with the highest expected delay loss as if the other project was completely finished first (although recourse is allowed). This policy is optimal if: (1) the delay cost increases with the delay regardless of the performance state, (2) costs are not discounted (or, discounting is dominated by delay costs), (3) projects are not abandoned based on their performance state during processing at the scarce resource, and (4) there are no stochastic delays. These assumptions are often fulfilled for processing at specialized resources, such as tests or one‐off analyses.     

Polynomial time approximation schemes for minimum disk cover problems

The following planar minimum disk cover problem is considered in this paper: given a set D\mathcal{D} of n disks and a set ℘ of m points in the Euclidean plane, where each disk covers a subset of points in ℘, to compute a subset of disks with minimum cardinality covering ℘. This problem is known to be NP-hard and an algorithm which approximates the optimal disk cover within a factor of (1+ε) in O(mn^{O(\frac1e2log2\frac1e)})\mathcal{O}(mn^{\mathcal{O}(\frac{1}{\epsilon^{2}}\log^{2}\frac{1}{\epsilon})}) time is proposed in this paper. This work presents the first polynomial time approximation scheme for the minimum disk cover problem where the best known algorithm can approximate the optimal solution with a large constant factor. Further, several variants of the minimum disk cover problem such as the incongruent disk cover problem and the weighted disk cover problem are considered and approximation schemes are designed.     

Determining an Optimal Penetration Among Weighted Regions in Two and Three Dimensions

We present efficient algorithms for solving the problem of computing an optimal penetration (a ray or a semi-ray) among weighted regions in 2-D and 3-D spaces. This problem finds applications in several areas, such as radiation therapy, geological exploration, and environmental engineering. Our algorithms are based on a combination of geometric techniques and optimization methods. Our geometric analysis shows that the d-D (d = 2, 3) optimal penetration problem can be reduced to solving O(n ^2(d–1)) instances of certain special types of non-linear optimization problems, where n is the total number of vertices of the regions. We also give implementation results of our 2-D algorithms.