Dynamic Programming and Hill-Climbing Techniques for Constrained Two-Dimensional Cutting Stock Problems

In this paper we propose an algorithm for the constrained two-dimensional cutting stock problem (TDC) in which a single stock sheet has to be cut into a set of small pieces, while maximizing the value of the pieces cut. The TDC problem is NP-hard in the strong sense and finds many practical applications in the cutting and packing area. The proposed algorithm is a hybrid approach in which a depth-first search using hill-climbing strategies and dynamic programming techniques are combined. The algorithm starts with an initial (feasible) lower bound computed by solving a series of single bounded knapsack problems. In order to enhance the first-level lower bound, we introduce an incremental procedure which is used within a top-down branch-and-bound procedure. We also propose some hill-climbing strategies in order to produce a good trade-off between the computational time and the solution quality. Extensive computational testing on problem instances from the literature shows the effectiveness of the proposed approach. The obtained results are compared to the results published by Alvarez-Valdés et al. (2002).     

Simplest optimal guillotine cutting patterns for strips of identical circles

The manufacturing industry often uses the cutting and stamping process to divide stock plates into circles. A guillotine machine cuts the plate into strips for stamping at the cutting stage, and then a stamping press punches out the circles from the strips at the stamping stage. The problem discussed is to cut a plate into strips of identical circles such that the number of circles is maximized. A dynamic programming algorithm is presented for generating the simplest optimal cutting patterns of the strips. The computational results indicate that the algorithm is much efficient in simplifying the cutting process.     

The Knapsack Sharing Problem: An Exact Algorithm

In this paper, we propose an exact algorithm for the knapsack sharing problem. The proposed algorithm seems quite efficient in the sense that it solves quickly some large problem instances. The problem is decomposed into a series of single constraint knapsack problems; and by applying the dynamic programming and another strategy, we solve optimally the original problem. The performance of the exact algorithm is evaluated on a set of medium and large problem instances (a total of 240 problem instances). This algorithm is parallelizable and this is one of its important feature.     

Exact and heuristic algorithms for the circle cutting problem in the manufacturing industry of electric motors

Circular blanks are often cut from silicon steel plates to make stators and rotors of electric motors. The shearing and punching processes are often used to cut the blanks. First a guillotine shear cuts the plate into strips, and then a stamping press cuts the blanks from the strips. The unconstrained circle cutting problem discussed is the problem of cutting from a rectangular plate a number of circular blanks of given diameters and values, so as to maximize the value of blanks cut, where the shearing and punching processes are applied. Two algorithms based on dynamic programming are presented for generating cutting patterns, one is an exact algorithm and the other is a heuristic one. The computational results indicate that the exact algorithm is adequate for small and middle scale problems, the heuristic algorithm is much more time efficient, and can generate cutting patterns close to optimal.     

On cutting stock with due dates

Classical stock cutting calls for fulfilling a given demand of parts, minimizing raw material needs. With the production of each part type regarded as a job due within a specific date, a problem arises of scheduling cutting operations. We here propose an exact integer linear programming formulation, and develop primal heuristics, upper bounds and an implicit enumeration scheme. A computational experience carried out for the one-dimensional problem shows that our primal heuristics outperform known ones, and that the formulation has good features for finding exact solutions of non-trivial instances.     

Likelihood‐Based Estimation of Latent Generalized ARCH Structures

GARCH models are commonly used as latent processes in econometrics, financial economics, and macroeconomics. Yet no exact likelihood analysis of these models has been provided so far. In this paper we outline the issues and suggest a Markov chain Monte Carlo algorithm which allows the calculation of a classical estimator via the simulated EM algorithm or a Bayesian solution in O(T) computational operations, where T denotes the sample size. We assess the performance of our proposed algorithm in the context of both artificial examples and an empirical application to 26 UK sectorial stock returns, and compare it to existing approximate solutions.     

On the generalized constrained longest common subsequence problems

We investigate four variants of the longest common subsequence problem. Given two sequences X, Y and a constrained pattern P of lengths m, n, and ρ, respectively, the generalized constrained longest common subsequence (GC-LCS) problems are to find a longest common subsequence of X and Y including (or excluding) P as a subsequence (or substring). We propose new dynamic programming algorithms for solving the GC-LCS problems in O(mn ρ) time. We also consider the case where the number of constrained patterns is arbitrary.     

An exact semidefinite programming approach for the max-mean dispersion problem

This paper proposes an exact algorithm for the Max-Mean dispersion problem (\(Max-Mean DP\)), an NP-Hard combinatorial optimization problem whose aim is to select the subset of a set such that the average distance between elements is maximized. The problem admits a natural non-convex quadratic fractional formulation from which a semidefinite programming (SDP) relaxation can be derived. This relaxation can be tightened by means of a cutting plane algorithm which iteratively adds the most violated triangular inequalities. The proposed approach embeds the SDP relaxation and the cutting plane algorithm into a branch and bound framework to solve \(Max-Mean DP\) instances to optimality. Computational experiments show that the proposed method is able to solve to optimality in reasonable time instances with up to 100 elements, outperforming other alternative approaches.     

Optimal wafer cutting in shuttle layout problems

A major cost in semiconductor manufacturing is the generation of photo masks which are used to produce the dies. When producing smaller series of chips it can be advantageous to build a shuttle mask (or multi-project wafer) to share the startup costs by placing different dies on the same mask. The shuttle layout problem is frequently solved in two phases: first, a floorplan of the shuttle is generated. Then, a cutting plan is found which minimizes the overall number of wafers needed to satisfy the demand of each die type. Since some die types require special production technologies, only compatible dies can be cut from a given wafer, and each cutting plan must respect various constraints on where the cuts may be placed. We present an exact algorithm for solving the minimum cutting plan problem, given a floorplan of the dies. The algorithm is based on delayed column generation, where the pricing problem becomes a maximum vertex-weighted clique problem in which each clique consists of cutting compatible dies. The resulting branch-and-price algorithm is able to solve realistic cutting problems to optimality in a couple of seconds.     

A Parametric Approach for a Nonlinear Discrete Location Problem

A discrete location problem is formulated for the design of a postal service network. The cost objective of this problem includes a nonlinear concave component. A parametric integer programming algorithm is developed to find an approximate solution to the problem. The algorithm reduces the problem into a sequence of p-median problems and deals with the nonlinear cost by a node-replacement scheme. Preliminary computational results are presented.     

A new effective branch-and-bound algorithm to the high order MIMO detection problem

This paper develops a branch-and-bound method based on a new convex reformulation to solve the high order MIMO detection problem. First, we transform the original problem into a \(\{-1,1\}\) constrained quadratic programming problem with the smallest size. The size of the reformulated problem is smaller than those problems derived by some traditional transformation methods. Then, we propose a new convex reformulation which gets the maximized average objective value as the lower bound estimator in the branch-and-bound scheme. This estimator balances very well between effectiveness and computational cost. Thus, the branch-and-bound algorithm achieves a high total efficiency. Several simulations are used to compare the performances of our method and other benchmark methods. The results show that this proposed algorithm is very competitive for high accuracy and relatively good efficiency.     

Constructing the Maximum Consensus Tree from Rooted Triples

We investigated the problem of constructing the maximum consensus tree from rooted triples. We showed the NP-hardness of the problem and developed exact and heuristic algorithms. The exact algorithm is based on the dynamic programming strategy and runs in O((m + n ²)3 ⁿ ) time and O(2 ⁿ ) space. The heuristic algorithms run in polynomial time and their performances are tested and shown by comparing with the optimal solutions. In the tests, the worst and average relative error ratios are 1.200 and 1.072 respectively. We also implemented the two heuristic algorithms proposed by Gasieniec et al. The experimental result shows that our heuristic algorithm is better than theirs in most of the tests.     

A tardiness-augmented approximation scheme for rejection-allowed multiprocessor rescheduling

In the multiprocessor scheduling problem to minimize the total job completion time, an optimal schedule can be obtained by the shortest processing time rule and the completion time of each job in the schedule can be used as a guarantee for scheduling revenue. However, in practice, some jobs will not arrive at the beginning of the schedule but are delayed and their delayed arrival times are given to the decision-maker for possible rescheduling. The decision-maker can choose to reject some jobs in order to minimize the total operational cost that includes three cost components: the total rejection cost of the rejected jobs, the total completion time of the accepted jobs, and the penalty on the maximum tardiness for the accepted jobs, for which their completion times in the planned schedule are their virtual due dates. This novel rescheduling problem generalizes several classic NP-hard scheduling problems. We first design a pseudo-polynomial time dynamic programming exact algorithm and then, when the tardiness can be unbounded, we develop it into a fully polynomial time approximation scheme. The dynamic programming exact algorithm has a space complexity too high for truthful implementation; we propose an alternative to integrate the enumeration and the dynamic programming recurrences, followed by a depth-first-search walk in the reschedule space. We implemented the alternative exact algorithm in C and conducted numerical experiments to demonstrate its promising performance.

     

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.     

A parallel multi-population genetic algorithm for a constrained two-dimensional orthogonal packing problem

This paper addresses a constrained two-dimensional (2D), non-guillotine restricted, packing problem, where a fixed set of small rectangles has to be placed into a larger stock rectangle so as to maximize the value of the rectangles packed. The algorithm we propose hybridizes a novel placement procedure with a genetic algorithm based on random keys. We propose also a new fitness function to drive the optimization. The approach is tested on a set of instances taken from the literature and compared with other approaches. The experimental results validate the quality of the solutions and the effectiveness of the proposed algorithm.     

The web proxy location problem in general tree of rings networks

The Web proxy location problem in general networks is an NP-hard problem. In this paper, we study the problem in networks showing a general tree of rings topology. We improve the results of the tree case in literature and get an exact algorithm with time complexity O(nhk), where n is the number of nodes in the tree, h is the height of the tree (the server is in the root of the tree), and k is the number of web proxies to be placed in the net. For the case of networks with a general tree of rings topology we present an exact algorithm with O(kn ²) time complexity.This research has been supported by NSF of China (No. 10371028) and the Educational Department grant of Zhejiang Province (No. 20030622).     

On sorting unsigned permutations by double-cut-and-joins

The problem of sorting unsigned permutations by double-cut-and-joins (SBD) arises when we perform the double-cut-and-join (DCJ) operations on pairs of unichromosomal genomes without the gene strandedness information. In this paper we show it is a NP-hard problem by reduction to an equivalent previously-known problem, called breakpoint graph decomposition (BGD), which calls for a largest collection of edge-disjoint alternating cycles in a breakpoint graph. To obtain a better approximation algorithm for the SBD problem, we made a suitable modification to Lin and Jiang’s algorithm which was initially proposed to approximate the BGD problem, and then carried out a rigorous performance analysis via fractional linear programming. The approximation ratio thus achieved for the SBD problem is $\frac{17}{12}+\epsilon \approx 1.4167 +\epsilon$ , for any positive ε.     

Approximation and Exact Algorithms for RNA Secondary Structure Prediction and Recognition of Stochastic Context-free Languages

For a basic version (i.e., maximizing the number of base-pairs) of the RNA secondary structure prediction problem and the construction of a parse tree for a stochastic context-free language, O(n³) time algorithms were known. For both problems, this paper shows slightly improved O(n³(log log n)^1/2/(log n)^1/2) time exact algorithms, which are obtained by combining Valiant's algorithm for context-free recognition with fast funny matrix multiplication. Moreover, this paper shows an O(n^2.776 + (1/)^O(1)) time approximation algorithm for the former problem and an O(n^2.976 log n + (1/)^O(1)) time approximation algorithm for the latter problem, each of which has a guaranteed approximation ratio 1 – for any positive constant , where the absolute value of the logarithm of the probability is considered as an objective value in the latter problem. The former algorithm is obtained from a non-trivial modification of the well-known O(n³) time dynamic programming algorithm, and the latter algorithm is obtained by combining Valiant's algorithm with approximate funny matrix multiplication. Several related results are shown too.     

An extension of the relaxation algorithm for solving a special case of capacitated arc routing problems

In this paper, we propose an exact method for solving a special integer program associated with the classical capacitated arc routing problems (CARPs) called split demand arc routing problems (SDARP). This method is developed in the context of monotropic programming theory and bases a promising foundation for developing specialized algorithms in order to solve general integer programming problems. In particular, the proposed algorithm generalizes the relaxation algorithm developed by Tseng and Bertsekas (Math. Oper. Res. 12(4):569–596, 1987) for solving linear programming problems. This method can also be viewed as an alternative for the subgradient method for solving Lagrangian relaxed problems. Computational experiments show its high potential in terms of efficiency and goodness of solutions on standard test problems.     

Sensitivity of the Optimum to Perturbations of the Profit or Weight of an Item in the Binary Knapsack Problem

In the binary single constraint Knapsack Problem, denoted KP, we are given a knapsack of fixed capacity c and a set of n items. Each item j, j = 1,...,n, has an associated size or weight w_j and a profit p_j. The goal is to determine whether or not item j, j = 1,...,n, should be included in the knapsack. The objective is to maximize the total profit without exceeding the capacity c of the knapsack. In this paper, we study the sensitivity of the optimum of the KP to perturbations of either the profit or the weight of an item. We give approximate and exact interval limits for both cases (profit and weight) and propose several polynomial time algorithms able to reach these interval limits. The performance of the proposed algorithms are evaluated on a large number of problem instances.