An Improved Randomized Approximation Algorithm for Max TSP

We present an O(n³)-time randomized approximation algorithm for the maximum traveling salesman problem whose expected approximation ratio is asymptotically , where n is the number of vertices in the input (undirected) graph. This improves the previous best.Part of work done while visiting City University of Hong Kong.     

A 2-approximation for the preceding-and-crossing structured 2-interval pattern problem

The 2-interval pattern problem over its various models and restrictions was proposed by Vialette (2004) for the application of RNA secondary structure prediction. We present an O(n ³logn)-time 2-approximation algorithm for the problem of finding a largest { < ,-structured subset of 2-intervals given an input 2-interval set of size n. This greatly improves the previous best approximation ratio of 6 by Crochemore et al. (2005).     

ON PREDICTING COMPUTATIONAL TIME OF A BRANCH AND BOUND ALGORITHM FOR THE ASSIGNMENT OF FACILITIES

Experience with branch and bound algorithms indicates that computational time is a function of not only the size of the problem, but also the nature of the input data. This paper formulates statistically-based variables which describe certain characteristics of the input data and experimentally evaluates their ability to predict computational time for one branch and bound algorithm, the relative location of facilities or “plant layout” problem. Results suggest that the described experimental procedure may be useful for an a priori assessment of the computational difficulty of specific branch and bound problems.     

Packing trees in communication networks

Given an undirected edge-capacitated graph and given (possibly) different subsets of vertices, we consider the problem of selecting a maximum (weighted) set of Steiner trees, each tree spanning a subset of vertices, without violating the capacity constraints. This problem is motivated by applications in multicast communication networks. We give an integer linear programming (ILP) formulation for the problem, and observe that its linear programming (LP) relaxation is a fractional packing problem with exponentially many variables and a block (sub-)problem that cannot be solved in polynomial time. To this end, we take an r-approximate block solver (a weak block solver) to develop a (1−ε)/r-approximation algorithm for the LP relaxation. The algorithm has a polynomial coordination complexity for any ε∈(0,1). To the best of our knowledge, this is the first approximation result for fractional packing problems with only weak block solvers (with arbitrarily large approximation ratio) and a coordination complexity that is polynomial in the input size. This leads also to an approximation algorithm for the underlying tree packing problem. Finally, we extend our results to an important multicast routing and wavelength assignment problem in optical networks, where each Steiner tree is to be assigned one of a limited set of given wavelengths, so that trees crossing the same fiber are assigned different wavelengths. A preliminary version of this paper appeared in the Proceedings of the 1st Workshop on Internet and Network Economics (WINE 2005), LNCS, vol. 3828, pp. 688–697. Research supported by a MITACS grant for all the authors, an NSERC post doctoral fellowship for the first author, the NSERC Discovery Grant #5-48923 for the second and fourth author, NSERC Discovery Grant #15296 for the third author, the Canada Research Chair Program for the second author, and an NSERC industrial and development fellowship for the fourth author.     

Batch-Processing Scheduling with Setup Times

The problem is to minimize the total weighted completion time on a single batch-processing machine with setup times. The machine can process a batch of at most B jobs at one time, and the processing time of a batch is given by the longest processing time among the jobs in the batch. The setup time of a batch is given by the largest setup time among the jobs in the batch. This batch-processing problem reduces to the ordinary uni-processor scheduling problem when B = 1. In this paper we focus on the extreme case of B = +, i.e. a batch can contain any number of jobs. We present in this paper a polynomial-time approximation algorithm for the problem with a performance guarantee of 2. We further show that a special case of the problem can be solved in polynomial time.     

A PTAS for Semiconductor Burn-in Scheduling

In this paper a polynomial time approximation scheme, PTAS for short, is presented for the problem of scheduling jobs in a batch processing system. Each job has a pre-defined release date, which indicates when the job is available, and a pre-defined burn-in time, which is the least time needed for processing the job. At one time, at most B jobs can be processed together, where B is a pre-given number. No preemption is permitted.Research supported in part by an RGC CERG grant [CityU 1081/02E] and a grant from CityU [7001347].Supported by the fund from NSFC under grant numbers 10271065 and 60373025.     

Efficient Job Scheduling Algorithms with Multi-Type Contentions

In this paper, we consider an interesting generalization of the classic job scheduling problem in which each job needs to compete not only for machines but also for other types of resources. The contentions among jobs for machines and for resources could interfere with each other, which complicates the problem dramatically. We present a family of approximation algorithms for solving several variants of the problem by using a generic algorithmic framework. Our algorithms achieve a constant approximation ratio (i.e., 3) when there is only one type of resources or certain dependency relation exists among multiple types of resources. When the r resources are unrelated, the approximation ratio of our algorithm becomes k+2, where k≤ r is a constant depending on the problem instance. As an application, we also show that our techniques can be easily applied to optical burst switching (OBS) networks to design more efficient wavelength scheduling algorithms.This research was supported in part by an IBM faculty partnership award, and an IRCAF award from SUNY Buffalo.     

Just-in-time scheduling with controllable processing times on parallel machines

We study scheduling problems with controllable processing times on parallel machines. Our objectives are to maximize the weighted number of jobs that are completed exactly at their due date and to minimize the total resource allocation cost. We consider four different models for treating the two criteria. We prove that three of these problems are NP\mathcal{NP} -hard even on a single machine, but somewhat surprisingly, the problem of maximizing an integrated objective function can be solved in polynomial time even for the general case of a fixed number of unrelated parallel machines. For the three NP\mathcal{NP} -hard versions of the problem, with a fixed number of machines and a discrete resource type, we provide a pseudo-polynomial time optimization algorithm, which is converted to a fully polynomial time approximation scheme.     

One‐Dimensional Inference in Autoregressive Models With the Potential Presence of a Unit Root

This paper examines the problem of testing and confidence set construction for one‐dimensional functions of the coefficients in autoregressive (AR(p)) models with potentially persistent time series. The primary example concerns inference on impulse responses. A new asymptotic framework is suggested and some new theoretical properties of known procedures are demonstrated. I show that the likelihood ratio (LR) and LR^± statistics for a linear hypothesis in an AR(p) can be uniformly approximated by a weighted average of local‐to‐unity and normal distributions. The corresponding weights depend on the weight placed on the largest root in the null hypothesis. The suggested approximation is uniform over the set of all linear hypotheses. The same family of distributions approximates the LR and LR^± statistics for tests about impulse responses, and the approximation is uniform over the horizon of the impulse response. I establish the size properties of tests about impulse responses proposed by Inoue and Kilian (2002) and Gospodinov (2004), and theoretically explain some of the empirical findings of Pesavento and Rossi (2007). An adaptation of the grid bootstrap for impulse response functions is suggested and its properties are examined.     

Broadcast Routing with Minimum Wavelength Conversion in WDM Optical Networks

We consider dynamic routing of broadcast connections in WDM optical networks. Given the current network state, we want to find a minimum set of network nodes S such that a broadcast routing using only the nodes in S as wavelength conversion nodes can be found. This ensures that the average conversion delay from the source to all destinations is minimized. We refer to the problem as Broadcast Conversion Node Selection (BCNS) problem. We prove that BCNS has no polynomial-time approximation with performance ratio ln n for < 1 unless NPDTIME(n^{O(log log n)}) where n is the number of vertices in the input graph. We present a greedy approximation algorithm for BCNS that achieves approximation ratio 2+ln n. Simulation results show that the algorithm performs very well in practice, obtaining optimal solutions in most of the cases.     

Information Acquisition and Voluntary Disclosure in an Export‐Processing System

We study a strategic information management problem in the export‐processing trade, where the buyer controls the raw material input and sales and the producer is responsible for production. The production is vulnerable to random yield risk. The producer can exert a costly effort to acquire the private yield rate information and discretionarily share it with the buyer. We develop a sequential Bayesian game model that captures three key features of the system—endogenous information endowment, voluntary disclosure, and ex post information sharing—a significant departure from the literature. The optimal disclosure strategy is driven by the trade‐off between the gains from Pareto efficiency improvement and self‐interested overproduction. It is specified by two thresholds on yield rate: only the middle‐yield producers (with yield rate between these two thresholds) share private information to improve supply‐demand match; the low‐ and high‐yield producers withhold information to extract excess input from the buyer. The buyer in response penalizes nondisclosure with reduced input and rewards information sharing with a larger order. This strategic interaction is further exacerbated by the double marginalization effect from decentralization, resulting in severe efficiency loss. We examine the effectiveness of three corrective mechanisms—vertical integration, mandatory disclosure, and production restriction—and reveal the costs of information suppressive effect and overinvestment incentive and the benefit from concessions on the processing fee. Our study endogenizes the asymmetric supply risk and provides the first attempt to rationalize the strategic interactions of informational and operational incentives in the export‐processing system.     

Approximation algorithms for multicast routing in ad hoc wireless networks

Energy efficient multicast problem is one of important issues in ad hoc networks. In this paper, we address the energy efficient multicast problem for discrete power levels in ad hoc wireless networks. The problem of our concern is: given n nodes deployed over 2-D plane and each node v has l(v) transmission power levels and a multicast request (s,D) (clearly, when D is V∖{s}, the multicast request is a broadcast request), how to find a multicast tree rooted at s and spanning all destinations in D such that the total energy cost of the multicast tree is minimized. We first prove that this problem is NP-hard and it is unlikely to have an approximation algorithm with performance ratio ρlnn(ρ<1). Then, we propose a general algorithm for the multicast/broadcast tree problem. And based on the general algorithm, we propose an approximation algorithm and a heuristics for multicast tree problem. Especially, we also propose an efficient heuristic for broadcast tree problem. Simulations ensure our algorithms are efficient.     

An Improved Approximation Algorithm for Multicast <Emphasis Type="Italic">k</Emphasis>-Tree Routing

An improved approximation algorithm is presented in this paper for the multicast k-tree routing problem. The algorithm has a worst case performance ratio of (2.4 + ρ), where ρ is the best approximation ratio for the metric Steiner tree problem (and is about 1.55 so far). The previous best approximation algorithm for the multicast k-tree routing problem has a performance ratio of 4. Two techniques, weight averaging and tree partitioning, are developed to facilitate the algorithm design and analysis.Research supported by AICML, CFI, NSERC, PENCE, a Startup Grant from the University of Alberta, and NNSF Grant 60373012.     

PTAS for minimum weighted connected vertex cover problem with <Emphasis Type="Italic">c</Emphasis>-local condition in unit disk graphs

Given a graph G=(V,E) with node weight w:V→R ⁺, the minimum weighted connected vertex cover problem (MWCVC) is to seek a subset of vertices of the graph with minimum total weight, such that for any edge of the graph, at least one endpoint of the edge is contained in the subset, and the subgraph induced by this subset is connected. In this paper, we study the problem on unit disk graph. A polynomial-time approximation scheme (PTAS) for MWCVC is presented under the condition that the graph is c-local.     

A heuristic framework for the bi-objective enhanced index tracking problem

The index tracking problem is the problem of determining a portfolio of assets whose performance replicates, as closely as possible, that of a financial market index chosen as benchmark. In the enhanced index tracking problem the portfolio is expected to outperform the benchmark with minimal additional risk. In this paper, we study the bi-objective enhanced index tracking problem where two competing objectives, i.e., the expected excess return of the portfolio over the benchmark and the tracking error, are taken into consideration. A bi-objective Mixed Integer Linear Programming formulation for the problem is proposed. Computational results on a set of benchmark instances are given, along with a detailed out-of-sample analysis of the performance of the optimal portfolios selected by the proposed model. Then, a heuristic procedure is designed to build an approximation of the set of Pareto optimal solutions. We test the proposed procedure on a reference set of Pareto optimal solutions. Computational results show that the procedure is significantly faster than the exact computation and provides an extremely accurate approximation.     

On the Bandpass problem

The complexity of the Bandpass problem is re-investigated. Specifically, we show that the problem with any fixed bandpass number B≥2 is NP-hard. Next, a row stacking algorithm is proposed for the problem with three columns, which produces a solution that is at most 1 less than the optimum. For the special case B=2, the row stacking algorithm guarantees an optimal solution. On approximation, for the general problem, we present an O(B ²)-algorithm, which reduces to a 2-approximation algorithm for the special case B=2.     

Heuristic for scheduling in a two-machine bicriteria dynamic flowshop with setup and processing times separated

This paper addresses the two-machine bicriteria dynamic flowshop problem where setup time of a job is separated from its processing time and is sequenced independently. The performance considered is the simultaneous minimization of total flowtime and makespan, which is more effective in reducing the total scheduling cost compared to the single objective. A frozen-event procedure is first proposed to transform a dynamic scheduling problem into a static one. To solve the transformed static scheduling problem, an integer programming model with N ² + 5N variables and 7N constraints is formulated. Because the problem is known to be NP-complete, a heuristic algorithm with the complexity of O (N ³) is provided. A decision index is developed as the basis for the heuristic. Experimental results show that the proposed heuristic algorithm is effective and efficient. The average solution quality of the heuristic algorithm is above 99%. A 15-job case requires only 0.0235 s, on average, to obtain a near or even optimal solution.     

Allocation of Returned Products among Different Recovery Options through an Opportunity Cost–Based Dynamic Approach*

In a make‐to‐order product recovery environment, we consider the allocation decision for returned products decision under stochastic demand of a firm with three options: refurbishing to resell, parts harvesting, and recycling. We formulate the problem as a multiperiod Markov decision process (MDP) and present a linear programming (LP) approximation that provides an upper bound on the optimal objective function value of the MDP model. We then present two solution approaches to the MDP using the LP solution: a static approach that uses the LP solution directly and a dynamic approach that adopts a revenue management perspective and employs bid‐price controls technique where the LP is resolved after each demand arrival. We calculate the bid prices based on the shadow price interpretation of the dual variables for the inventory constraints and accept a demand if the marginal value is higher than the bid price. Since the need for solving the LP at each demand arrival requires a very efficient solution procedure, we present a transportation problem formulation of the LP via variable redefinitions and develop a one‐pass optimal solution procedure for it. We carry out an extensive numerical analysis to compare the two approaches and find that the dynamic approach provides better performance in all of the tested scenarios. Furthermore, the solutions obtained are within 2% of the upper bound on the optimal objective function value of the MDP model.     

On the inapproximability of the exemplar conserved interval distance problem of genomes

In this paper we present two main results about the inapproximability of the exemplar conserved interval distance problem of genomes. First, we prove that it is NP-complete to decide whether the exemplar conserved interval distance between any two genomes is zero or not. This result implies that the exemplar conserved interval distance problem does not admit any approximation in polynomial time, unless P=NP. In fact, this result holds, even when every gene appears in each of the given genomes at most three times. Second, we strengthen the first result under a weaker definition of approximation, called weak approximation. We show that the exemplar conserved interval distance problem does not admit any weak approximation within a super-linear factor of , where m is the maximal length of the given genomes. We also investigate polynomial time algorithms for solving the exemplar conserved interval distance problem when certain constrains are given. We prove that the zero exemplar conserved interval distance problem of two genomes is decidable in polynomial time when one genome is O(log n)-spanned. We also prove that one can solve the constant-sized exemplar conserved interval distance problem in polynomial time, provided that one genome is trivial.     

An FPTAS for uniform machine scheduling to minimize makespan with linear deterioration

This paper consider m uniform (parallel) machine scheduling with linear deterioration to minimize the makespan. In an uniform machine environment, all machines have different processing speeds. Linear deterioration means that job’s actual processing time is a linear increasing function on its execution starting time. We propose a fully polynomial-time approximation scheme (FPTAS) to show the problem is NP-hard in the ordinary sense.