A two state reduction based dynamic programming algorithm for the bi-objective 0–1 knapsack problem

In this paper, we present a dynamic programming (DP) algorithm for the multi-objective 0–1 knapsack problem (MKP) by combining two state reduction techniques. One generates a backward reduced-state DP space (BRDS) by discarding some states systematically and the other reduces further the number of states to be calculated in the BRDS using a property governing the objective relations between states. We derive the condition under which the BRDS is effective to the MKP based on the analysis of solution time and memory requirements. To the authors’ knowledge, the BRDS is applied for the first time for developing a DP algorithm. The numerical results obtained with different types of bi-objective instances show that the algorithm can find the Pareto frontier faster than the benchmark algorithm for the large size instances, for three of the four types of instances conducted in the computational experiments. The larger the size of the problem, the larger improvement over the benchmark algorithm. Also, the algorithm is more efficient for the harder types of bi-objective instances as compared with the benchmark algorithm.     

An approximate dynamic programming approach to convex quadratic knapsack problems

Quadratic knapsack problem (QKP) has a central role in integer and combinatorial optimization, while efficient algorithms to general QKPs are currently very limited. We present an approximate dynamic programming (ADP) approach for solving convex QKPs where variables may take any integer value and all coefficients are real numbers. We approximate the function value using (a) continuous quadratic programming relaxation (CQPR), and (b) the integral parts of the solutions to CQPR. We propose a new heuristic which adaptively fixes the variables according to the solution of CQPR. We report computational results for QKPs with up to 200 integer variables. Our numerical results illustrate that the new heuristic produces high-quality solutions to large-scale QKPs fast and robustly.     

Approximation for knapsack problems with multiple constraints

1IntroductionTheknapsackproblemisawelLknowncombinatorialoptimizationproblemthatfindsapplicationstocapitalbudgeting,loadingproblems,solutionoflargeoptimizationproblems,andcomputersystems.Anextensiveliteratureexistsonapproximationalgorithmsforvariousformsofknapsackproblems['--'l.Inthispaper,westudytheapproximationforfourkindsofknapsackproblemswithmultipleconstraints:0/1MultipleConstraintKnapsackProblem(0/1MCKP),IntegerMultipleConstraintKnapsackProblem(IntegerMCKP),0/1k-ConstraintKnapsack…     

An improved firefly algorithm for solving dynamic multidimensional knapsack problems

There is a wide range of publications reported in the literature, considering optimization problems where the entire problem related data remains stationary throughout optimization. However, most of the real-life problems have indeed a dynamic nature arising from the uncertainty of future events. Optimization in dynamic environments is a relatively new and hot research area and has attracted notable attention of the researchers in the past decade. Firefly Algorithm (FA), Genetic Algorithm (GA) and Differential Evolution (DE) have been widely used for static optimization problems, but the applications of those algorithms in dynamic environments are relatively lacking. In the present study, an effective FA introducing diversity with partial random restarts and with an adaptive move procedure is developed and proposed for solving dynamic multidimensional knapsack problems. To the best of our knowledge this paper constitutes the first study on the performance of FA on a dynamic combinatorial problem. In order to evaluate the performance of the proposed algorithm the same problem is also modeled and solved by GA, DE and original FA. Based on the computational results and convergence capabilities we concluded that improved FA is a very powerful algorithm for solving the multidimensional knapsack problems for both static and dynamic environments.     

Labeling algorithms for multiple objective integer knapsack problems

The paper presents a generic labeling algorithm for finding all nondominated outcomes of the multiple objective integer knapsack problem (MOIKP). The algorithm is based on solving the multiple objective shortest path problem on an underlying network. Algorithms for constructing four network models, all representing the MOIKP, are also presented. Each network is composed of layers and each network algorithm, working forward layer by layer, identifies the set of all permanent nondominated labels for each layer. The effectiveness of the algorithms is supported with numerical results obtained for randomly generated problems for up to seven objectives while exact algorithms reported in the literature solve the multiple objective binary knapsack problem with up to three objectives. Extensions of the approach to other classes of problems including binary variables, bounded variables, multiple constraints, and time-dependent objective functions are possible.     

Geometric knapsack problems

We study a variety of geometric versions of the classical knapsack problem. In particular, we consider the following fence enclosure problem: given a setS ofn points in the plane with valuesv _i 0, we wish to enclose a subset of the points with a fence (a simple closed curve) in order to maximize the value of the enclosure. The value of the enclosure is defined to be the sum of the values of the enclosed points minus the cost of the fence. We consider various versions of the problem, such as allowingS to consist of points and/or simple polygons. Other versions of the problems are obtained by restricting the total amount of fence available and also allowing the enclosure to consist of at mostM connected components. When there is an upper bound on the length of fence available, we show that the problem is NP-complete. We also provide polynomial-time algorithms for many versions of the fence problem when an unrestricted amount of fence is available.Esther M. Arkin was partially supported by NSF Grants DMC-8451984, ECSE-8857642, and DMS-8903304. Samir Khuller was partially supported by NSF Grant CCR-8906949. Part of this research was done while he was at Cornell University, and supported by NSF Grant DCR 85-52938, an IBM Graduate Fellowship, and PYI matching funds from AT&T Bell Labs and Sun Microsystems. Joseph S. B. Mitchell was partially supported by NSF Grants IRI-8710858, ECSE-8857642, a grant from Hughes Research Labs, and by Air Force Office of Scientific Research Contract AFOSR-91-0328.     

Solving efficiently the 0–1 multi-objective knapsack problem

In this paper, we present an approach, based on dynamic programming, for solving the 0–1 multi-objective knapsack problem. The main idea of the approach relies on the use of several complementary dominance relations to discard partial solutions that cannot lead to new non-dominated criterion vectors. This way, we obtain an efficient method that outperforms the existing methods both in terms of CPU time and size of solved instances.     

Yet harder knapsack problems

Already 30 years ago, Chvátal has shown that some instances of the zero-one knapsack problem cannot be solved in polynomial time using a particular type of branch-and-bound algorithms based on relaxations of linear programs together with some rudimentary cutting-plane arguments as bounding rules. We extend this result by proving an exponential lower bound in a more general class of branch-and-bound and dynamic programming algorithms which are allowed to use memoization and arbitrarily powerful bound rules to detect and remove subproblems leading to no optimal solution.     

Exact solution of the robust knapsack problem

We consider an uncertain variant of the knapsack problem in which the weight of the items is not exactly known in advance, but belongs to a given interval, and an upper bound is imposed on the number of items whose weight differs from the expected one. For this problem, we provide a dynamic programming algorithm and present techniques aimed at reducing its space and time complexities. Finally, we computationally compare the performances of the proposed algorithm with those of different exact algorithms presented so far in the literature for robust optimization problems.     

A dynamic programming method with lists for the knapsack sharing problem

In this paper, we propose a method to solve exactly the knapsack sharing problem (KSP) by using dynamic programming. The original problem (KSP) is decomposed into a set of knapsack problems. Our method is tested on correlated and uncorrelated instances from the literature. Computational results show that our method is able to find an optimal solution of large instances within reasonable computing time and low memory occupancy.     

A new exact algorithm for concave knapsack problems with integer variables

Concave knapsack problems with integer variables have many applications in real life, and they are NP-hard. In this paper, an exact and efficient algorithm is presented for concave knapsack problems. The algorithm combines the contour cut with a special cut to improve the lower bound and reduce the duality gap gradually in the iterative process. The lower bound of the problem is obtained by solving a linear underestimation problem. A special cut is performed by exploiting the structures of the objective function and the feasible region of the primal problem. The optimal solution can be found in a finite number of iterations, and numerical experiments are also reported for two different types of concave objective functions. The computational results show the algorithm is efficient.     

The robust knapsack problem with queries

We consider robust knapsack problems where item weights are uncertain. We are allowed to query an item to find its exact weight,where the number of such queries is bounded by a given parameter Q. After these queries are made, we need to pack the items robustly, i.e., so that the choice of items is feasible for every remaining possible scenario of item weights.The central question that we consider is: Which items should be queried in order to gain maximum profit? We introduce the notion of query competitiveness for strict robustness to evaluate the quality of an algorithm for this problem, and obtain lower and upper bounds on this competitiveness for interval-based uncertainty. Similar to the study of online algorithms, we study the competitiveness under different frameworks, namely we analyze the worst-case query competitiveness for deterministic algorithms, the expected query competitiveness for randomized algorithms and the average case competitiveness for known distributions of the uncertain input data. We derive theoretical bounds for these different frameworks and evaluate them experimentally. We also extend this approach to Γ-restricted uncertainties introduced by Bertsimas and Sim.Furthermore, we present heuristic algorithms for the problem. In computational experiments considering both the interval-based and the Γ-restricted uncertainty, we evaluate their empirical performance. While the usage of a Γ-restricted uncertainty improves the nominal performance of a solution (as expected), we find that the query competitiveness gets worse.     

求解0-1背包问题的一种新混合算法

用动态规划算法求解0-1背包问题的时空复杂度为O（nC）。这个空间复杂度在求解大规模问题上是不可接受的。从计算0-1背包问题最优值的递归方程出发,给出高效利用内存的动态规划算法。为了克服内存高效的动态规划算法带来的缺点,设计新混合算法求解0-1背包问题。该新混合算法的时间复杂度为O（nC）;它消除了回溯阶段,并且为求得放入背包的物品所使用的空间复杂度仅为O（「n/d?+C）,其中d为计算机字长。实验结果表明,混合算法的工作效率与理论分析相同。     

The complexity of soft constraint satisfaction

Over the past few years there has been considerable progress in methods to systematically analyse the complexity of constraint satisfaction problems with specified constraint types. One very powerful theoretical development in this area links the complexity of a set of constraints to a corresponding set of algebraic operations, known as polymorphisms.In this paper we extend the analysis of complexity to the more general framework of combinatorial optimisation problems expressed using various forms of soft constraints. We launch a systematic investigation of the complexity of these problems by extending the notion of a polymorphism to a more general algebraic operation, which we call a multimorphism. We show that many tractable sets of soft constraints, both established and novel, can be characterised by the presence of particular multimorphisms. We also show that a simple set of NP-hard constraints has very restricted multimorphisms. Finally, we use the notion of multimorphism to give a complete classification of complexity for the Boolean case which extends several earlier classification results for particular special cases.     

An exact algorithm for the budget-constrained multiple knapsack problem

This paper is concerned with a variant of the multiple knapsack problem (MKP), where knapsacks are available by paying certain ‘costs’, and we have a fixed budget to buy these knapsacks. Then, the problem is to determine the set of knapsacks to be purchased, as well as to allocate items into the accepted knapsacks in such a way as to maximize the net total profit. We call this the budget-constrained MKP and present a branch-and-bound algorithm to solve this problem to optimality. We employ the Lagrangian relaxation approach to obtain an upper bound. Together with the lower bound obtained by a greedy heuristic, we apply the pegging test to reduce the problem size. Next, in the branch-and-bound framework, we make use of the Lagrangian multipliers obtained above for pruning subproblems, and at each terminal subproblem, we solve MKP exactly by calling the MULKNAP code [D. Pisinger, An exact algorithm for large multiple knapsack problem, European J. Oper. Res. 114 (1999), pp. 528–541]. Thus, we were able to solve test problems with up to 160,000 items and 150 knapsacks within a few minutes in our computing environment. However, solving instances with relatively large number of knapsacks, when compared with the number of items, still remains hard. This is due to the weakness of MULKNAP to this type of problems, and our algorithm inherits this weakness as well.     

A human learning optimization algorithm and its application to multi-dimensional knapsack problems

Inspired by human learning mechanisms, a novel meta-heuristic algorithm named human learning optimization (HLO) is presented in this paper in which the individual learning operator, social learning operator, random exploration learning operator and re-learning operator are developed to generate new solutions and search for the optima by mimicking the human learning process. Then HLO is applied to solve the well-known 5.100 and 10.100 multi-dimensional knapsack problems from the OR-library and the performance of HLO is compared with that of other meta-heuristics collected from the recent literature. The experimental results show that the presented HLO achieves the best performance in comparison with other meta-heuristics, which demonstrates that HLO is a promising optimization tool.     

Improved dynamic programming and approximation results for the knapsack problem with setups

In this paper, we consider the 0–1 knapsack problem with setups. Items are grouped into families and if any items of a family are packed, this induces a setup cost as well as a setup resource consumption. We introduce a new dynamic programming algorithm that performs much better than a previous dynamic program and turns out to be also a valid alternative to an exact approach based on the use of an Integer Linear Programming (ILP) solver. Then we present a general inapproximability result. Furthermore, we investigate several relevant special cases that still permit fully polynomial‐time approximation schemes and others where the problem remains hard to approximate.     

求解背包问题的贪心遗传算法及其应用

分析了文献[2]中求解背包问题(KP)的混合遗传算法(HGA)所采用的贪心变换方法缺陷;重新定义了贪心变换的概念,并给出了一种新的且更高效的贪心变换方法,将此方法与遗传算法相结合得到一种新的混合遗传算法,称之贪心遗传算法(简记GGA).利用GGA得出了文献[2,4]中一个著名KP问题实例的目前最好结果;同时,对于文献[7]中的KP问题实例和一个随机生成的KP问题实例,将GGA算法与求解KP问题的最有效算法HGA算法进行对比计算,结果表明GGA算法远远优于HGA算法.     

基于动态规划法求解动态o-1背包问题

随机时变背包问题(RTVKP)是一种动态组合优化问题,也是一种典型的NP-hard问题。由于RTVKP问题中物品的价值、重量和背包载重均是动态变化的,导致问题的求解非常困难。在动态规划法基础上,提出了一种求解背包载重随机变化的RTVKP问题的确定性算法,分析了其复杂度和成功求解需要满足的条件。对两个大规模实例的计算表明,该算法是求解RTVKP问题的一种高效算法。     

Multi-objective solid transportation problems with budget constraint in uncertain environment

This paper investigates multi-objective solid transportation problems (MOSTP) under various uncertain environments. The unit transportation penalties/costs are taken as random, fuzzy and hybrid variables respectively, in three different uncertain multi-objective solid transportation models and in each case, the supplies, demands and conveyance capacities are fuzzy. Also, apart from source, demand and capacity constraints, an extra constraint on the total budget at each destination is imposed. Chance-constrained programming technique has been used for the first two models to obtain crisp equivalent forms, whereas expected value model is formulated for the last. We provide an another approach using the interval approximation of fuzzy numbers for the first model to obtain its crisp form and compare numerically two approaches for this model. Fuzzy programming technique and a gradient based optimisation - generalised reduced gradient (GRG) method are applied to beget the optimal solutions. Three numerical examples are provided to illustrate the models and programming.