An efficient optimal algorithm for the quantity discount problem in material requirement planning

An optimal algorithm based on branch-and-bound approach is presented in this paper to determine lot sizes for a single item in material requirement planning environments with deterministic time-phased demand and constant ordering cost with zero lead time, where all-units discounts are available from vendors and backlog is not permitted. On the basis of the proven properties of optimal order policy, a tree-search procedure is presented to construct the sequence of optimal orders. Some useful fathom rules have been proven, which make the algorithm very efficient. To compare the performance of this algorithm with the other existing optimal algorithms, an experimental design with various environments has been developed. Experimental results show that the performance of our optimal algorithm is much better than the performance of other existing optimal algorithms. Considering computational time as the performance measure, this algorithm is considered the best among the existing optimal algorithms for real problems with large dimensions (i.e. large number of periods and discount levels).     

Paint batching problem on M-to-1 conveyor systems

An M-to-1 conveyor system consists of multiple upstream conveyors and a single downstream conveyor. In this paper, we investigate the paint batching problem on M-to-1 conveyor systems with the objective of minimizing setup costs. Our research is motivated by a vehicle re-sequencing problem at a major Korean automotive manufacturer. Setup costs are incurred when two consecutive jobs in the downstream conveyor do not share the same feature. Re-sequencing flexibility is limited by the precedence relationship among jobs in the upstream conveyors. First, we develop a mixed integer linear programming model and propose an efficient dynamic programming (DP) algorithm for a 2-to-1 conveyor system. However, because the suggested DP cannot guarantee optimality in general settings, we propose two efficient genetic algorithms (GAs) to find near optimal solutions. Specifically, we design the reordering operation for making offspring to satisfy the precedence condition. We show that the proposed GAs perform prominently with respect to optimality gap and computation time; thus, they are amenable to environments where solutions must be obtained within tight time constraints.     

Solving single-product economic lot-sizing problem with non-increasing setup cost,constant capacity and convex inventory cost in O(N log N) time

This paper considers an economic lot sizing model with constant capacity, non-increasing setup cost, and convex inventory cost function. Algorithms with computational time of O(N×TD_N)have been developed for solving the model, where N is the number of planning periods and TD_N is the total demand. This study partially characterizes the optimal planning structure of the model. A new efficient algorithm with computational time of O(N log N) has also been developed based on the partial optimal structure. Moreover, computational study demonstrates that the new algorithm is efficient.     

A fuzzy framework for coordinating pricing and inventory policies for deteriorating items under retailer partial trade credit financing

In this paper, we proposed a generalized economic order quantity (EOQ) – based inventory model using a trade credit policy in a fuzzy sense. The trade credit policy adopted here is a two-level trade credit policy in which the supplier offers the retailer a permissible delay period M, and the retailer, in turn, partially provides customers a permissible delay period N. This study considers fuzzy EOQ model to allow for: (1) selling price dependent demand rate which is imprecise in nature, (2) a profit maximization objective and (3) an imprecise holding cost, ordering cost, purchasing cost, interest earned and interest charged rate. Besides, the cases N ? M and N ? M are explored thoroughly. The objective function for the retailer in fuzzy sense is defuzzified using Modified Graded Mean Integration Representation Method. For the defuzzified objective function sufficient conditions for the existence and uniqueness of the optimal solution are provided. An efficient algorithm is designed to determine the optimal pricing and inventory policies for the retailer. Finally, numerical examples are presented to illustrate the proposed model and the effect of key parameters on optimal solution is examined.     

Integer programming with 2-variable equations and 1-variable inequalities

We present an efficient algorithm to find an optimal integer solution of a given system of 2-variable equalities and 1-variable inequalities with respect to a given linear objective function. Our algorithm has worst-case running time in O(N²) where N is the number of bits in the input.     

Multiple-model based predictive control of nonlinear hybrid systems based on global optimization using the Bernstein polynomial approach

In this paper, we propose a Bernstein polynomial based global optimization algorithm for the optimal feedback control of nonlinear hybrid systems using a multiple-model approach. Specifically, we solve at every sampling instant a polynomial mixed-integer nonlinear programming problem arising in the model predictive control strategy. The proposed algorithm uses the Bernstein polynomial form in a branch-and-bound framework, with new ingredients such as branching for integer decision variables and fathoming for each subproblem in the branch-and-bound tree. The performance of the proposed algorithm is tested and compared with existing algorithms on a benchmark three-spherical tank system. The test results show the superior performance of the proposed algorithm.     

Efficient parallel branch-and-bound algorithm for constructing minimum ultrametric trees

The construction of evolutionary trees is important for computational biology, especially for the development of biological taxonomies. The ultrametric tree (UT) is a commonly used model for evolutionary trees assuming that the rate of evolution is constant (molecular clock hypothesis). However, the construction of minimum ultrametric trees (MUTs, principle of minimum evolution) has been shown to be NP-hard even from a metric distance matrix. The branch-and-bound algorithm is generally used to solve a wide variety of NP-hard problems. In previous work, a sequential branch-and-bound algorithm for constructing MUTs (BBU) was presented and the experimental results showed that it is useful for MUT construction. Hence, in this study, an efficient parallel branch-and-bound algorithm (PBBU) for constructing MUTs or near-MUTs from a metric distance matrix was designed. A random data set as well as some practical data sets of Human + Chimpanzee Mitochondrial and Bacteriophage T7 DNAs were used to test the PBBU. The experimental results show that the PBBU found an optimal solution for 36 species on 16 PCs within a reasonable time. To the best of our knowledge, no algorithm has been found to solve this problem even for 25 species. Moreover, the PBBU achieved satisfying speed-up ratios for most of the test cases.     

Kingfisher: an efficient algorithm for searching for both positive and negative dependency rules with statistical significance measures

Statistical dependency analysis is the basis of all empirical science. A commonly occurring problem is to find the most significant dependency rules, which describe either positive or negative dependencies between categorical attributes. In medical science, for example, one is interested in genetic factors, which can either predispose or prevent diseases. The requirement of statistical significance is essential, because the discoveries should hold also in future data. Typically, the significance is estimated either by Fisher??s exact test or the ?? ²-measure. The problem is computationally very difficult, because the number of all possible dependency rules increases exponentially with the number of attributes. As a solution, different kinds of restrictions and heuristics have been applied, but a general, scalable search method has been missing. In this paper, we introduce an efficient algorithm, called Kingfisher, for searching for the best non-redundant dependency rules with statistical significance measures. The rules can express either positive or negative dependencies between a set of positive attributes and a single consequent attribute. The algorithm itself is independent from the used goodness measure, but we concentrate on Fisher??s exact test and the ?? ²-measure. The algorithm is based on an application of the branch-and-bound search strategy, supplemented by several pruning properties. Especially, we prove a new lower bound for Fisher??s p and introduce a new effective pruning principle. According to our experiments on classical benchmark data, the algorithm is well scalable and can efficiently handle even dense and high-dimensional data sets. An interesting observation was that Fisher??s exact test did not only produce more reliable rules than the ?? ²-measure, but it also performed the search much faster.     

Branch-and-bound algorithm for the maximum triangle packing problem

This work addresses the problem of finding the maximum number of unweighted vertex-disjoint triangles in an undirected graph G. It is a challenging NP-hard combinatorial problem and it is well-known to be APX-hard. A branch-and-bound algorithm which uses a lower bound based on neighborhood degree is presented. A naive upper bound is proposed as well as another one based on a surrogate relaxation of the related integer linear program which is analogous to a multidimensional knapsack problem. Further, a Greedy Search algorithm and a genetic algorithm are described to improve the lower bound. A computational comparison of lower bounds, branch-and-bound algorithm and CPLEX solver is provided using randomly generated benchmarks and well-known DIMACS implementation challenges. The empirical study shows that the branch-and-bound finds the optimal triangle packing solution for small randomly generated MTP instances (up to 100 vertices and 200 triangles) and some DIMACS graphs. For some larger instances and DIMACS challenges graphs, we remark that our lower bound outperforms CPLEX solver regarding the triangle packing solution and the computation time.     

An optimal hierarchical clustering algorithm for gene expression data

Microarrays are used for measuring expression levels of thousands of genes simultaneously. Clustering algorithms are used on gene expression data to find co-regulated genes. An often used clustering strategy is the Pearson correlation coefficient based hierarchical clustering algorithm presented in [Proc. Nat. Acad. Sci. 95 (25) (1998) 14863-14868], which takes O(N³) time. We note that this run time can be reduced to O(N²) by applying known hierarchical clustering algorithms [Proc. 9th Annual ACM-SIAM Symposium on Discrete Algorithms, 1998, pp. 619-628] to this problem. In this paper, we present an algorithm which runs in O(NlogN) time using a geometrical reduction and show that it is optimal.     

Combining p-values using order-based methods

Statistical practice often requires combining evidence from independent sources. A popular approach is to combine p-values. Motivated by the observation that p-values under the alternative are stochastically smaller than p-values under the null, we develop new combination rules that explicitly account for this ordering. The new combination rules are broadly applicable, optimal against some alternatives, and highly efficient against optimal procedures.     

Power Domination in Circular-Arc Graphs

A set S?V is a power dominating set (PDS) of a graph G=(V,E) if every vertex and every edge in G can be observed based on the observation rules of power system monitoring. The power domination problem involves minimizing the cardinality of a PDS of a graph. We consider this combinatorial optimization problem and present a linear time algorithm for finding the minimum PDS of an interval graph if the interval ordering of the graph is provided. In addition, we show that the algorithm, which runs in Θ(nlogn) time, where n is the number of intervals, is asymptotically optimal if the interval ordering is not given. We also show that the results hold for the class of circular-arc graphs.     

An inventory model involving back-order price discount when the amount received is uncertain

This paper presents and analyses the continuous review inventory model with order quantity, safety factor, back-order price discount, ordering cost and lead time as decision variables. Our work is based on the paper of Huang (2010 Huang, S.-P. (2010). Using simple and efficient algorithm involving ordering cost reduction and backorder price discount on inventory system under variable lead time. Information Technology Journal, 9(4), 804–810.[Crossref] , [Google Scholar]). We extend the model to incorporate the situation when the amount received is uncertain. The lead time demand is assumed follows a normal distribution. A solution procedure is developed to find the optimal solution. A numerical example is given to illustrate the model. A sensitivity analysis is also included to describe the effects of changes in the model parameters on the expected annual cost.     

An optimal multiprocessor combinatorial auction solver

A combinatorial auction (CA) is an auction that permits bidders to bid on bundles of goods rather than just a single item. Unfortunately, winner determination for CAs is known to be NP-hard. In this paper, we propose a distributed algorithm to compute optimal solutions to this problem. The algorithm uses nagging, a technique for parallelizing search in heterogeneous distributed computing environments. Here, we show how nagging can be used to parallelize a branch-and-bound algorithm for this problem, and provide empirical results supporting both the performance advantage of nagging over more traditional partitioning methods as well as the superior scalability of nagging to larger numbers of processors.     

Polygonal approximation of closed discrete curves

Optimal polygonal approximation of closed curves differs from the case of open curve in the sense that the location of the starting point must also be determined. Straightforward exhaustive search would take N times more time than the corresponding optimal algorithm for an open curve, because there are N possible points to be considered as the starting point. Faster sub-optimal solution can be found by iterating the search and heuristically selecting different starting point at each iteration. In this paper, we propose to find the optimal approximation of a cyclically extended closed curve of double size, and to select the best possible starting point by search in the extended search space for the curve. The proposed approach provides solution very close to the optimal one using at most twice as much time as required by the optimal algorithm for the corresponding open curve.     

Computing as compression: SP20

SP20 is a software simulation of a ‘new generation’ computing system, based on the conjecture that computing may usefully be understood as information compression by pattern matching, unification and metrics-guided search.¹⁹⁾ The design of the system aims to exploit the potential of these processes as fully as possible to integrate and rationalise diverse kinds of computing and to achieve more flexibility and ‘intelligence’ than conventional computers. The organisation of SP20 is described, highlighting advances compared with previous models. The main advances are: a much more efficient search method which is scaleable to large data sets; an improved ability to find alternative answers to problems; and an ability to find patterns which are discontinuous or fragmented as well as coherent patterns of contiguous symbols. Analytic and empirical evidence is presented confirming the computational properties of the model. In a serial processing environment, its time complexity is O(N ²), whereN is the number of symbols processed. In a high-parallel environment, the time complexity of this model should approach O(N). The space complexity of the model in serial or parallel environments appears to be O(N). The capabilities and shortcomings of SP20 are described in different areas of computing: best-match information retrieval, pattern recognition and de-referencing of identifiers; unsupervised inductive learning of grammars, object-oriented structures and rules; execution of functions; deductive and probabilistic inference; parsing; planning and problem solving. A selection of examples are presented, highlighting the new capabilities of the model. Weaknesses in the design of the model are summarised and planned future developments are described in outline.     

An efficient algorithm for optimal control of PWA systems with polyhedral performance indices

We present an algorithm for the computation of explicit optimal control laws for piecewise affine (PWA) systems with polyhedral performance indices. The algorithm is based on dynamic programming (DP) and represents an extension of ideas initially proposed in Kerrigan and Mayne [(2003). Optimal control of constrained, piecewise affine systems with bounded disturbances. In Proceedings of the 41st IEEE conference on decision and control, Las Vegas, Nevada, USA, December], and Baoti? et al. [(2003). A new algorithm for constrained finite time optimal control of hybrid systems with a linear performance index. In Proceedings of European control conference, Cambridge, UK, September]. Specifically, we show how to exploit the underlying geometric structure of the optimization problem in order to significantly improve the efficiency of the off-line computations. An extensive case study is provided, which clearly indicates that the algorithm proposed in this paper may be preferable to other schemes published in the literature.     

An Approximation Algorithm and Dynamic Programming for Reduction in Heterogeneous Environments

Network of workstation (NOW) is a cost-effective alternative to massively parallel supercomputers. As commercially available off-the-shelf processors become cheaper and faster, it is now possible to build a cluster that provides high computing power within a limited budget. However, a cluster may consist of different types of processors and this heterogeneity complicates the design of efficient collective communication protocols. For example, it is a very hard combinatorial problem to find an optimal reduction schedule for such heterogeneous clusters. Nevertheless, we show that a simple technique called slowest-node-first (SNF) is very effective in designing efficient reduction protocols for heterogeneous clusters. First, we show that SNF is actually a 2-approximation algorithm, which means that an SNF schedule length is always within twice of the optimal schedule length, no matter what kind of cluster is given. In addition, we show that SNF does give the optimal reduction time when the cluster consists of two types of processors, when the ratio of communication speed between them is at least two. When the communication speed ratio is less than two, we develop a dynamic programming technique to find the optimal schedule. Our dynamic programming utilizes the monotone property of the objective function, and can significantly reduce the amount of computation time. Finally, combined with an approximation algorithm for broadcast 2004, we propose an all-reduction algorithm which sends the reduction answer to all processors, with approximation ratio 3.5. We conduct three groups of experiments. First, we show that SNF performs better than the built-in MPI_Reduce in a test cluster. Second, we observe a factor of 93 times saving in computation time to find the optimal schedule, when compared with a naive dynamic programming implementation. Thirdly, we apply the theoretical results to a branch-and-bound search and show that they can reduce the search time of the optimal reduction schedule by a factor of 500, when the cluster has three kinds of processors.     

Single machine weighted earliness–tardiness penalty problem with a common due date

In this paper, we have considered a class of single machine job scheduling problems where the objective is to minimize the weighted sum of earliness–tardiness penalties of jobs. The weights are job-independent but they depend on whether a job is early or tardy. The restricted version of the problem where the common due date is smaller than a critical value, is known to be NP-complete. While dynamic programming formulation runs out of memory for large problem instances, depth-first branch-and-bound formulation runs slow for large problems since it uses a tree search space. In this paper, we have suggested an algorithm to optimally solve large instances of the restricted version of the problem. The algorithm uses a graph search space. Unlike dynamic programming, the algorithm can output optimal solutions even when available memory is limited. It has been found to run faster than dynamic programming and depth-first branch-and-bound formulations and can solve much larger instances of the problem in reasonable time. New upper and lower bounds have been proposed and used. Experimental findings are given in detail.Scope and purposeA class of single machine problems arising out of scheduling jobs in JIT environment has been considered in this paper. The objective is to minimize the total weighted earliness–tardiness penalties of jobs. In this paper, we have presented a new algorithm and conducted extensive empirical runs to show that the new algorithm performs much better than the existing approaches in solving large instances of the problem.     

Two-machine flowshop scheduling with bicriteria problem

This paper attempts to solve a two-machine flowshop bicriteria scheduling problem with release dates for the jobs, in which the objective function is to minimize a weighed sum of total flow time and makespan. To tackle this scheduling problem, an integer programming model with N²+3N variables and 5N constraints where N is the number of jobs, is formulated. Because of the lengthy computing time and high computing complexity of the integer programming model, a heuristic scheduling algorithm is presented. Experimental results show that the proposed heuristic algorithm can solve this problem rapidly and accurately. The average solution quality of the heuristic algorithm is above 99% and is much better than that of the SPT rule as a benchmark. A 15-job case requires only 0.018 s, on average, to obtain an ultimate or even optimal solution. The heuristic scheduling algorithm is a more practical approach to real world applications than the integer programming model.