A dynamic programming branch and bound algorithm for pure integer programming

Several algorithms for linear integer programming have been proposed in which one or more of the conditions are relaxed to produce a solvable problem form. Reimposing these relaxed conditions can lead to a branch and bound process. In this paper an alternative relaxation is proposed in which the integer conditions are maintained but the feasibility conditions are relaxed in a special way. Reimposing feasibility by sequentially setting variables creates the branch and bound process. In special cases, the algorithm reverts to the normal form of dynamic programming.The algorithm is applicable to both linear and non-linear pure integer problems. It has been programmed to solve pure $\text{0}\text{1}$ problems and results of computational experience with some linear problems previously used in the literature are given.     

An efficient branch and bound algorithm to solve the quadratic integer programming problem

The quadratic integer programming problem is considered. It will be shown in which order the variablesx ₁, ...,x _n should be ramified in order to reduce the number of knots being studied to a minimum. There areO(n ³) operations necessary to determine a favourable ramification. Numerical tests confirm the efficiency of the given algorithm.     

整数线性规划的切割与分支算法

基于整数线性规划问题的分支定界方法,以子问题或根问题的目标最优值作为参数,构造了一种新的切割不等式,能够方便地切割子问题或根问题的非整数最优解.在分支之前进行这种切割,产生了一种新的求解整数线性规划问题的切割与分支算法.将该算法应用于求解一些经典的数值例子,实验结果表明,与经典的分支定界方法相比,该算法大大减少了分支的数量,提高了计算效率.随着问题规模的增大,该算法的计算优越性体现得更加明显.     

Genetic algorithm for non-linear mixed integer programming problems and its applications

In this paper we propose a method for solving non-linear mixed integer programming (NMIP) problems using genetic algorithm (GAs) to get an optimal or near optimal solution. The penalty function method was used to evaluate those infeasible chromosomes generated from genetic reproduction. Also, we apply the method for solving several optimization problems of system reliability which belong to non-linear integer programming (NIP) or (NMIP) problems, using the proposed method. Numerical experiments and comparisons with previous works are illustrated to demonstrate the efficiency of the proposed method.     

A heuristic-based branch and bound algorithm for unconstrained quadratic zero-one programming

In this paper we describe a branch and bound algorithm for solving the unconstrained quadratic 0–1 programming problem. The salient features of it are the use of quadratic programming heuristics in the transformation of subproblems and exploiting some classes of facets of the polytope related to the quadratic problem in deriving upper bounds on the objective function. We develop facet selection procedures that form a basis of the bound computation algorithm. We present computational experience on four series of randomly generated problems and 14 real instances of a quadratic problem arising in design automation. We remark that the same ideas can also be applied to some other combinatorial optimization problems.     

Computational aspects of a branch and bound algorithm for quadratic zero-one programming

In this paper we describe computational experience in solving unconstrained quadratic zero-one problems using a branch and bound algorithm. The algorithm incorporates dynamic preprocessing techniques for forcing variables and heuristics to obtain good starting points. Computational results and comparisons with previous studies on several hundred test problems with dimensions up to 200 demonstrate the efficiency of our algorithm.     

Many-valued logic and mixed integer programming

We generalize prepositional semantic tableaux for classical and many-valued logics toconstraint tableaux. We show that this technique is a generalization of the standard translation from CNF formulas into integer programming. The main advantages are (i) a relatively efficient satisfiability checking procedure for classical, finitely-valued and, for the first time, for a wide range of infinitely-valued propositional logics; (ii) easy NP-containment proofs for many-valued logics. The standard translation of two-valued CNF formulas into integer programs and Tseitin's structure preserving clause form translation are obtained as a special case of our approach.Part of the research reported here was carried out while the author was supported by a grant within the DFG Schwerpunktprogramm Deduktion. Preliminary and partial versions of this paper were published as [15, 16].     

整数线性规划的改进分支定界算法

分支定界(B&B)算法是求解整数线性规划(ILP)问题的一种最常用的方法,如何划分问题(分支)和按何种策略选择子问题进行扩展是影响算法效率的两个重要因素.提出了一种改进的分支定界算法,采用伪费用分支策略划分问题,采用深度优先搜索(DFS)策略选择子问题进行扩展,并在Matlab中编程实现.数值实验表明,改进的算法能够有效提高求解效率,当问题规模较大时,改进效果尤其明显.     

整数规划的花授粉算法

整数规划是NP困难(Non-deterministic Polynomial-time hard,NP-hard)的经典问题之一。整数规划的花授粉算法(Integer Flower Pollination Algorithm,IFPA)是采用截断取整的方法,将最近开发的花授粉算法(Flower Pollination Algorithm,FPA)扩展到求解整数规划问题。通过对测试函数集进行仿真实验,结果表明IFPA拥有很好的性能和很强的全局寻优能力,可以作为一种实用方法用于求解无约束整数规划和有约束整数规划问题。     

Detecting infeasibility and generating cuts for mixed integer programming using constraint programming

We study a hybrid MIP/CP solution approach in which CP is used for detecting infeasibilities and generating cuts within a branch-and-cut algorithm for MIP. Our framework applies to MIP problems augmented by monotone constraints that can be handled by CP. We illustrate our approach on a generic multiple machine scheduling problem, and present a number of computational experiments.     

A branch and bound algorithm for numerical Max-CSP

The Constraint Satisfaction Problem (CSP) framework allows users to define problems in a declarative way, quite independently from the solving process. However, when the problem is over-constrained, the answer “no solution” is generally unsatisfactory. A Max-CSP \(\mathcal{P}_m = \langle V, \textbf{D}, C \rangle\) is a triple defining a constraint problem whose solutions maximize the number of satisfied constraints. In this paper, we focus on numerical CSPs, which are defined on real variables represented as floating point intervals and which constraints are numerical relations defined in intension. Solving such a problem (i.e., exactly characterizing its solution set) is generally undecidable and thus consists in providing approximations. We propose a Branch and Bound algorithm that provides under and over approximations of a solution set that maximize the maximum number \({m_{\mathcal P}}\) of satisfied constraints. The technique is applied on three numeric applications and provides promising results.     

改进的分支定界算法

如何进行最优的特征选择是模式识别的研究重点之一。目前比较常用的最优特征选择方法是BAB和BAB＋算法,然而此算法搜索时间比较长。在此基础上详细地阐述改进的分支定界的原理以及算法,该算法的基本思想是通过剪切那些肯定不会产生最优解的分支,同时引入了部分路径和父路径的概念,以达到决策树能够快速搜索到最优解的目的。实验结果证明了该算法的有效性及优越性。     

Extended ant colony optimization for non-convex mixed integer nonlinear programming

Two novel extensions for the well known ant colony optimization (ACO) framework are introduced here, which allow the solution of mixed integer nonlinear programs (MINLPs). Furthermore, a hybrid implementation (ACOmi) based on this extended ACO framework, specially developed for complex non-convex MINLPs, is presented together with numerical results.     

A dynamic convexized method for nonconvex mixed integer nonlinear programming

We consider in this paper the nonconvex mixed-integer nonlinear programming problem. We present a mixed local search method to find a local minimizer of an unconstrained nonconvex mixed-integer nonlinear programming problem. Then an auxiliary function which has the same global minimizers and the same global minimal value as the original problem is constructed. Minimization of the auxiliary function using our local search method can escape successfully from previously converged local minimizers by taking increasing values of parameters. For the constrained nonconvex mixed-integer nonlinear programming problem, we develop a penalty based method to convert the problem into an unconstrained one, and then use the above method to solve the later problem. Numerical experiments and comparisons on a set of MINLP benchmark problems show the effectiveness of the proposed algorithm.     

A genetic algorithm for interval nonlinear integer programming problem

In this paper, we formulate an optimal design of system reliability problem as a nonlinear integer programming problem with interval coefficients, transform it into a single objective nonlinear integer programming problem without interval coefficients, and solve it directly with keeping nonlinearity of the objective function by using Genetic Algorithms (GA). Also, we demonstrate the efficiency of this method with incomplete Fault Detecting and Switching (FDS) for allocating redundant units.     

A variable-grouping based genetic algorithm for large-scale integer programming

To effectively reduce the dimensionality of search space, this paper proposes a variable-grouping based genetic algorithm (VGGA) for large-scale integer programming problems (IPs). The VGGA first groups IP’s decision variables based on the optimal solution to the IP’s continuous relaxation problem, and then applies a standard genetic algorithm (GA) to the subproblem for each group of variables. We compare the VGGA with the standard GA and GAs based on even variable-grouping by applying them to solve randomly generated convex quadratic knapsack problems and integer knapsack problems. Numerical results suggest that the VGGA is superior to the standard GA and GAs based on even variable-grouping both on computation time and solution quality.     

多周期混合整数规划购油模型及应用

采用PIMS软件中的多周期混合整数规划技术建立炼油企业购油计划模型,使优化结果与实际购油方式相吻合;采用虚拟周期方法解决原油期末库存质量控制问题;采用滚动处理方式解决炼厂月、季原油选购计划的衔接和全局优化问题。文中还给出了多周期MIP模型技术在某炼厂中的应用以及不同方案的效益对比。     

An interior point cutting plane heuristic for mixed integer programming

We explore the use of interior point methods in finding feasible solutions to mixed integer programming. As integer solutions are typically in the interior, we use the analytic center cutting plane method to search for integer feasible points within the interior of the feasible set. The algorithm searches along two line segments that connect the weighted analytic center and two extreme points of the linear programming relaxation. Candidate points are rounded and tested for feasibility. Cuts aimed to improve the objective function and restore feasibility are then added to displace the weighted analytic center until a feasible integer solution is found. The algorithm is composed of three phases. In the first, points along the two line segments are rounded gradually to find integer feasible solutions. Then in an attempt to improve the quality of the solutions, the cut related to the bound constraint is updated and a new weighted analytic center is found. Upon failing to find a feasible integer solution, a second phase is started where cuts related to the violated feasibility constraints are added. As a last resort, the algorithm solves a minimum distance problem in a third phase. The heuristic is tested on a set of problems from MIPLIB and CORAL. The algorithm finds good quality feasible solutions in the first two phases and never requires the third phase.     

Exploring new tensegrity structures via mixed integer programming

A tensegrity structure is a prestressed pin-jointed structure consisting of continuously connected tensile members (cables) and disjoint compressive members (struts). Many classical tensegrity structures are prestress stable, i.e., they are kinematically indeterminate but stabilized by introducing prestresses. This paper presents a procedure for generating various prestress stable tensegrity structures. This method is based on truss topology optimization and does not require connectivity relation of cables and struts of a tensegrity structure to be known in advance. Unlike the conventional form-finding methods, the locations of nodes are fixed throughout optimization. The optimization problem with the constraints expressing the definition of tensegrity structure, kinematical indeterminacy, and symmetry of configurations is formulated as a mixed integer linear programming (MILP) problem. Numerical experiments demonstrate that various tensegrity structures can be generated from one given initial structure by solving the presented MILP problems by using a few control parameters.