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.     

Bounds of Relative Regret Limit in p‐Robust Supply Chain Network Design

This research studies the p‐robust supply chain network design with uncertain demand and cost scenarios. The optimal design integrates the supplier selection together with the facility location and capacity problem. We provide a new framework to obtain the relative regret limit, which is critical in the robust supply chain design but is assumed to be a known value in the existing literature. We obtain lower and upper bounds for relative regret limit and obtain a sequence of optimal solutions for series relative regret limits between the upper and lower bounds. An algorithm for p‐robust supply chain network design is provided. A series of numerical examples are designed to find the properties of the bottleneck scenarios. A scenario with low probability and a low optimal objective function value for the scenario has a greater chance of being a bottleneck. To focus only on the influence from the relative regret, we also introduce three separate new objective functions in p‐robust design. The proposed new theories and approaches provide a sequence of options for decision makers to reduce the marketing risks effectively in supply chain network design.     

Approximate and Exact Algorithms for Constrained (Un) Weighted Two-dimensional Two-staged Cutting Stock Problems

In this paper we propose two algorithms for solving both unweighted and weighted constrained two-dimensional two-staged cutting stock problems. The problem is called two-staged cutting problem because each produced (sub)optimal cutting pattern is realized by using two cut-phases. In the first cut-phase, the current stock rectangle is slit down its width (resp. length) into a set of vertical (resp. horizontal) strips and, in the second cut-phase, each of these strips is taken individually and chopped across its length (resp. width).First, we develop an approximate algorithm for the problem. The original problem is reduced to a series of single bounded knapsack problems and solved by applying a dynamic programming procedure. Second, we propose an exact algorithm tailored especially for the constrained two-staged cutting problem. The algorithm starts with an initial (feasible) lower bound computed by applying the proposed approximate algorithm. Then, by exploiting dynamic programming properties, we obtain good lower and upper bounds which lead to significant branching cuts. Extensive computational testing on problem instances from the literature shows the effectiveness of the proposed approximate and exact approaches.     

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.     

From Linear to Semidefinite Programming: An Algorithm to Obtain Semidefinite Relaxations for Bivalent Quadratic Problems

In this paper, we present a simple algorithm to obtain mechanically SDP relaxations for any quadratic or linear program with bivalent variables, starting from an existing linear relaxation of the considered combinatorial problem. A significant advantage of our approach is that we obtain an improvement on the linear relaxation we start from. Moreover, we can take into account all the existing theoretical and practical experience accumulated in the linear approach. After presenting the rules to treat each type of constraint, we describe our algorithm, and then apply it to obtain semidefinite relaxations for three classical combinatorial problems: the K-CLUSTER problem, the Quadratic Assignment Problem, and the Constrained-Memory Allocation Problem. We show that we obtain better SDP relaxations than the previous ones, and we report computational experiments for the three problems.     

Almost optimal solutions for bin coloring problems

In this paper we study two interesting bin coloring problems: Minimum Bin Coloring Problem (MinBC) and Online Maximum Bin Coloring Problem (OMaxBC), motivated from several applications in networking. For the MinBC problem, we present two near linear time approximation algorithms to achieve almost optimal solutions, i.e., no more than OPT+2 and OPT+1 respectively, where OPT is the optimal solution. For the OMaxBC problem, we first introduce a deterministic 2-competitive greedy algorithm, and then give lower bounds for any deterministic and randomized (against adaptive offline adversary) online algorithms. The lower bounds show that our deterministic algorithm achieves the best possible competitive ratio. The research of this paper was partially supported by an NSF CAREER award CCF-0546509.     

On the Robust Single Machine Scheduling Problem

The single machine scheduling problem with sum of completion times criterion (SS) can be solved easily by the Shortest Processing Time (SPT) rule. In the case of significant uncertainty of the processing times, a robustness approach is appropriate. In this paper, we show that the robust version of the (SS) problem is NP-complete even for very restricted cases. We present an algorithm for finding optimal solutions for the robust (SS) problem using dynamic programming. We also provide two polynomial time heuristics and demonstrate their effectiveness.     

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.     

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 Hybrid Genetic—GRASP Algorithm Using Lagrangean Relaxation for the Traveling Salesman Problem

Hybridization techniques are very effective for the solution of combinatorial optimization problems. This paper presents a genetic algorithm based on Expanding Neighborhood Search technique (Marinakis, Migdalas, and Pardalos, Computational Optimization and Applications, 2004) for the solution of the traveling salesman problem: The initial population of the algorithm is created not entirely at random but rather using a modified version of the Greedy Randomized Adaptive Search Procedure. Farther more a stopping criterion based on Lagrangean Relaxation is proposed. The combination of these different techniques produces high quality solutions. The proposed algorithm was tested on numerous benchmark problems from TSPLIB with very satisfactory results. Comparisons with the algorithms of the DIMACS Implementation Challenge are also presented.     

目标函数为∑和max的双目标最短路问题:算法和复杂性

本文研究了一个双目标最短路问题。在该问题中,一个目标函数是∑形式,另一个目标函数是max形式。首先给出了一个时间复杂性为O(m²logn)的算法产生代表有效解集合。然后研究了∑和max的组合目标函数最短路问题,对动态问题和静态问题,分别给出了一个时间复杂性都为O(m²logn)的算法。最后在字典序最优解的意义下,本文给出了两个时间复杂性都为O(mlogn)的算法。     

Node-weighted Steiner tree approximation in unit disk graphs

Given a graph G=(V,E) with node weight w:V→R ⁺ and a subset S⊆V, find a minimum total weight tree interconnecting all nodes in S. This is the node-weighted Steiner tree problem which will be studied in this paper. In general, this problem is NP-hard and cannot be approximated by a polynomial time algorithm with performance ratio aln n for any 0<a<1 unless NP⊆DTIME(n ^O(log n)), where n is the number of nodes in s. In this paper, we are the first to show that even though for unit disk graphs, the problem is still NP-hard and it has a polynomial time constant approximation. We present a 2.5ρ-approximation where ρ is the best known performance ratio for polynomial time approximation of classical Steiner minimum tree problem in graphs. As a corollary, we obtain that there is a polynomial time (9.875+ε)-approximation algorithm for minimum weight connected dominating set in unit disk graphs, and also there is a polynomial time (4.875+ε)-approximation algorithm for minimum weight connected vertex cover in unit disk graphs.     

Polynomially solvable cases of the constant rank unconstrained quadratic 0-1 programming problem

In this paper we consider the constant rank unconstrained quadratic 0-1 optimization problem, CR-QP01 for short. This problem consists in minimizing the quadratic function 〈x, Ax〉 + 〈c, x〉 over the set {0,1} ⁿ where c is a vector in ℝ ⁿ and A is a symmetric real n × n matrix of constant rank r. We first present a pseudo-polynomial algorithm for solving the problem CR-QP01, which is known to be NP-hard already for r = 1. We then derive two new classes of special cases of the CR-QP01 which can be solved in polynomial time. These classes result from further restrictions on the matrix A. Finally we compare our algorithm with the algorithm of Allemand et al. (2001) for the CR-QP01 with negative semidefinite A and extend the range of applicability of the latter algorithm. It turns out that neither of the two algorithms dominates the other with respect to the class of instances which can be solved in polynomial time.     

On threshold BDDs and the optimal variable ordering problem

Many combinatorial optimization problems can be formulated as 0/1 integer programs (0/1 IPs). The investigation of the structure of these problems raises the following tasks: count or enumerate the feasible solutions and find an optimal solution according to a given linear objective function. All these tasks can be accomplished using binary decision diagrams (BDDs), a very popular and effective datastructure in computational logics and hardware verification. We present a novel approach for these tasks which consists of an output-sensitive algorithm for building a BDD for a linear constraint (a so-called threshold BDD) and a parallel AND operation on threshold BDDs. In particular our algorithm is capable of solving knapsack problems, subset sum problems and multidimensional knapsack problems. BDDs are represented as a directed acyclic graph. The size of a BDD is the number of nodes of its graph. It heavily depends on the chosen variable ordering. Finding the optimal variable ordering is an NP-hard problem. We derive a 0/1 IP for finding an optimal variable ordering of a threshold BDD. This 0/1 IP formulation provides the basis for the computation of the variable ordering spectrum of a threshold function. We introduce our new tool azove 2.0 as an enhancement to azove 1.1 which is a tool for counting and enumerating 0/1 points. Computational results on benchmarks from the literature show the strength of our new method.     

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.     

Two Variations of the Minimum Steiner Problem

Given a set S of starting vertices and a set T of terminating vertices in a graph G = (V,E) with non-negative weights on edges, the minimum Steiner network problem is to find a subgraph of G with the minimum total edge weight. In such a subgraph, we require that for each vertex s S and t T, there is a path from s to a terminating vertex as well as a path from a starting vertex to t. This problem can easily be proven NP-hard. For solving the minimum Steiner network problem, we first present an algorithm that runs in time and space that both are polynomial in n with constant degrees, but exponential in |S|+|T|, where n is the number of vertices in G. Then we present an algorithm that uses space that is quadratic in n and runs in time that is polynomial in n with a degree O(max {max {|S|,|T|}–2,min {|S|,|T|}–1}). In spite of this degree, we prove that the number of Steiner vertices in our solution can be as large as |S|+|T|–2. Our algorithm can enumerate all possible optimal solutions. The input graph G can either be undirected or directed acyclic. We also give a linear time algorithm for the special case when min {|S|,|T|} = 1 and max {|S|,|T|} = 2.The minimum union paths problem is similar to the minimum Steiner network problem except that we are given a set H of hitting vertices in G in addition to the sets of starting and terminating vertices. We want to find a subgraph of G with the minimum total edge weight such that the conditions required by the minimum Steiner network problem are satisfied as well as the condition that every hitting vertex is on a path from a starting vertex to a terminating vertex. Furthermore, G must be directed acyclic. For solving the minimum union paths problem, we also present algorithms that have a time and space tradeoff similar to algorithms for the minimum Steiner network problem. We also give a linear time algorithm for the special case when |S| = 1, |T| = 1 and |H| = 2.An extended abstract of part of this paper appears in Hsu et al. (1996).Supported in part by the National Science Foundation under Grants CCR-9309743 and INT-9207212, and by the Office of Naval Research under Grant No. N00014-93-1-0272.Supported in part by the National Science Council, Taiwan, ROC, under Grant No. NSC-83-0408-E-001-021.     

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.     

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 hybrid beam search looking-ahead algorithm for the circular packing problem

In this paper, we study the circular packing problem. Its objective is to pack a set of n circular pieces into a rectangular plate R of fixed dimensions L×W. Each piece’s type i, i=1,…,m, is characterized by its radius r _i and its demand b _i . The objective is to determine the packing pattern corresponding to the minimum unused area of R for the circular pieces placed. This problem is solved by using a hybrid algorithm that adopts beam search and a looking-ahead strategy. A node at a level ℓ of the beam-search tree contains a partial solution corresponding to the circles already placed inside R. Each node is then evaluated using a looking-ahead strategy, based on the minimum local-distance heuristic, by computing the corresponding complete solution. The nodes leading to the best solutions at level ℓ are then chosen for branching. A multi-start strategy is also considered in order to diversify the search space. The computational results show, on a set of benchmark instances, the effectiveness of the proposed algorithm.     

Capacity inverse minimum cost flow problem

Given a directed graph G=(N,A) with arc capacities u _ij and a minimum cost flow problem defined on G, the capacity inverse minimum cost flow problem is to find a new capacity vector [^(u)]\hat{u} for the arc set A such that a given feasible flow [^(x)]\hat{x} is optimal with respect to the modified capacities. Among all capacity vectors [^(u)]\hat{u} satisfying this condition, we would like to find one with minimum ||[^(u)]-u||\|\hat{u}-u\| value. We consider two distance measures for ||[^(u)]-u||\|\hat{u}-u\| , rectilinear (L ₁) and Chebyshev (L _∞) distances. By reduction from the feedback arc set problem we show that the capacity inverse minimum cost flow problem is NP\mathcal{NP} -hard in the rectilinear case. On the other hand, it is polynomially solvable by a greedy algorithm for the Chebyshev norm. In the latter case we propose a heuristic for the bicriteria problem, where we minimize among all optimal solutions the number of affected arcs. We also present computational results for this heuristic.