一种求解混合整数非线性规划问题的模拟退火算法

通过适当处理离散变量，将求解无约束非凸ＮＬＰ问题的高效模拟退火全局优化算法推广到求解一般非凸混合整数非线性规划问题。数值计算结果表明，文中模拟退火算法在适用性、解的质量和计算效率等方面优于其它方法，是求解一般非凸ＭＩＮＬＰ问题的一种有效的全局优化算法。     

求解混合整数非线性规划问题的改进差分进化算法

针对混合整数非线性规划问题的特点,在差分进化算法的变异操作中加入取整运算,提出了一种适合于求解各种混合整数非线性规划问题的改进差分进化算法.同时,采用时变交叉概率因子的方法以提高算法的全局搜索能力和收敛速率.用四个典型测试函数进行了实验研究,实验结果表明,改进的差分进化算法用于求解混合整数非线性规划问题时收敛速度快,精度高,鲁棒性强.     

解决混合整数非线性规划问题的混沌局部搜索差分进化算法

为提高差分进化算法的局部搜索能力和避开罚函数方法中罚参数选择问题,提出一种混沌局部搜索策略的差分进化算法(CLSDE)用于解决非线性混合整数规划问题.CLSDE中,只对目标函数中的变量进行编码,约束条件函数中的变量随机产生,每代进化完毕后,对最优个体进行混沌局部搜索.6个基本的测试函数实验结果证明CLSDE比MIHDE具有较好的寻优能力.     

Dantzig—Wolfe Decomposition of Variational Inequalities

The creation and ongoing management of a large economic model can be greatly simplified if the model is managed in separate smaller pieces defined, e.g. by region or commodity. For this purpose, we define an extension of Dantzig–Wolfe decomposition for the variational inequality (VI) problem, a modeling framework that is widely used for models of competitive or oligopolistic markets. The subproblem, a collection of independent smaller models, is a relaxed VI missing some “difficult” constraints. The subproblem is modified at each iteration by information passed from the last solution of the master problem in a manner analogous to Dantzig–Wolfe decomposition for optimization models. The master problem is a VI which forms convex combinations of proposals from the subproblem, and enforces the difficult constraints. A valid stopping condition is derived in which a scalar quantity, called the “convergence gap,” is monitored. The convergence gap is a generalization of the primal-dual gap that is commonly monitored in implementations of Dantzig–Wolfe decomposition for optimization models. Convergence is proved under conditions general enough to be applicable to many models. An illustration is provided for a two-region competitive model of Canadian energy markets.     

Logarithmic Barrier Decomposition Methods for Semi-infinite Programming

A computational study of some logarithmic barrier decomposition algorithms for semi-infinite programming is presented in this paper. The conceptual algorithm is a straightforward adaptation of the logarithmic barrier cutting plane algorithm which was presented recently by den Hartog et al. ( Annals of Operations Research , 58 , 69–98, 1995), to solve semi-infinite programming problems. Usually decomposition (cutting plane methods) use cutting planes to improve the localization of the given problem. In this paper we propose an extension which uses linear cuts to solve large scale, difficult real world problems. This algorithm uses both static and (doubly) dynamic enumeration of the parameter space and allows for multiple cuts to be simultaneously added for larger/difficult problems. The algorithm is implemented both on sequential and parallel computers. Implementation issues and parallelization strategies are discussed and encouraging computational results are presented.     

A unified analysis of stochastic gradient-free Frank–Wolfe methods

In this paper, we consider a class of constrained stochastic programs in which the gradient of the random function in the objective and the projection onto the feasible set are assumed to be prohibitive to compute. We propose a class of mini-batch gradient-free Frank–Wolfe methods. Under mild conditions, we conduct a unified convergence analysis for both convex and nonconvex problems.     

On the Efficient Location of Pumping Facilities in an Aquifer System

In this paper, the authors present a multiple objective model that explicitly integrates the many facets of aquifer planning problems but, at the expenses of some simplifications, avoids some of the aspects that make them almost intractable from a mathematical standpoint. The model may be used to good advantage in the process of identifying efficient solutions for the location and size of pumping facilities, as well as their area of influence.     

An α-Fuzzy Goal Approximate Algorithm for Solving Fuzzy Multiple Objective Linear Programming Problems

Multiple conflicting objectives in many decision making problems can be well described by multiple objective linear programming (MOLP) models. This paper deals with the vague and imprecise information in a multiple objective problem by fuzzy numbers to represent parameters of an MOLP model. This so-called fuzzy MOLP (or FMOLP) model will reflect some uncertainty in the problem solution process since most decision makers often have imprecise goals for their decision objectives. This study proposes an approximate algorithm based on a fuzzy goal optimization under the satisfactory degree α to handle both fuzzy and imprecise issues. The concept of a general fuzzy number is used in the proposed algorithm for an FMOLP problem with fuzzy parameters. As a result, this algorithm will allow decision makers to provide fuzzy goals in any form of membership functions.     

求解SAT问题的线性半定规划算法

将线性半定规划应用到SAT问题的求解过程中。首先将SAT实例转化为整数规划问题,然后松弛为线性规划模型,最后再转化为一般的线性半定规划模型去求解。用SDPA-M软件求解线性半定规划问题后,规定了如何根据目标函数值去判定SAT实例和当CNF公式可满足时如何根据最优指派的概率X^＊i（i=1,…,n）去进行变元赋值,以期求得该公式的可满足指派。上述算法不仅可以判定SAT问题,而且对于符合算法规定可满足的CNF公式皆可给出一个可满足指派。求解SAT问题的线性半定规划算法在文章中被描述并被给予相应算例。     

Exact Algorithms for Linear Programming over Algebraic Extensions

Abstract. We study the computational complexity of linear programs with coefficients that are real algebraic numbers under a Turing machine model of computation. After reviewing a method for exact representation of algebraic numbers under the Turing model, we show that the fundamental tasks of comparison and arithmetic can be performed in polynomial time. Our technique for establishing polynomial-time algorithms for comparison and arithmetic is distinct from the usual resultant-based approaches, and has the advantage that it provides a natural framework for analysis of the complexity of computational tasks, such as Gaussian elimination, that involve a sequence of arithmetic operations. Our main contribution is to show that a variant of the ellipsoid method can be used to solve linear programming in time polynomial in the encoding size of the problem coefficients and the degree of any algebraic extension that contains those coefficients.     

Bus and Buffer Usage in In-Home Digital Networks: Applying the Dantzig–Wolfe Decomposition

In an in-home digital network several data streams (audio, video) may run simultaneously over a shared communication device, e.g. a bus. The burstiness of a data stream can be reduced by buffering data at the sending and receiving side, thereby allowing a lower bus share allocation for the stream. In this paper we present an algorithm that determines how much of the bus capacity and buffer space should be allocated to each stream, in order to have a feasible transmission schedule for each stream. Furthermore, the algorithm determines a transmission schedule for each stream, indicating how much data is transmitted over time. We model the problem as a linear program and apply a Dantzig–Wolfe decomposition such that the multiple-stream problem can be solved by repeatedly solving single-stream problems. For these single-stream problems we briefly describe efficient algorithms to solve them.     

Solving capacitated part‐routing problems with setup times and costs: a Dantzig–Wolfe decomposition‐based solution approach

We develop a Dantzig–Wolfe decomposition‐based approach for solving the capacitated part‐routing problem with routing flexibilities, setup times, and setup costs. Large instances of the problem are solved to near‐optimality using the proposed approach. The computational performance of the approach is compared with that of the existing Lagrangean relaxation‐based approach in terms of solution quality and computational times.     

Dynamic Location and Entry Mode Selection of Multinational Manufacturing Facilities under Uncertainty: A Chance-constrained Goal Programming Approach

As the global marketplace continues to expand, the firm's location strategy should shift from domestic to international. An international location problem is different from the traditional domestic location problem in that the former is influenced by a greater variety of uncontrollable, unpredictable, and dynamic factors than is the latter. These factors may include political conditions, expropriation risks, trade regulations, currency exchange rates, cultural differences, and global distribution channel structures. Consequently, the international location problem is more diverse, volatile and complex. Nevertheless, a vast majority of the location literature overlooked many important international aspects. To help the multinational firm formulate viable location strategies in the changing world marketplace, this paper proposes multiple-period, multiple-plant, multiple-objective, and stochastic location model.     

Decomposition in Terms of Variables for Some Optimization Problems

Decomposition of block convex-programming problems with coupling variables is considered in the paper. Functions of the blocks are defined on bounded sets. Rules for calculating -subgradients of objective functions of subproblems with connected variables are formulated. Initial problem normalization is described.     

线性规划的一种并行修正松弛算法

对求解线性规划问题的松弛算法进行了修正 ,在此基础上提出了一种基于 Cluster结构的并行算法 ,分析了算法的性能 ;基于曙光— 30 0 0大规模并行计算机 ,给出了算法用于求解线性规划问题实例的实验结果 .理论分析和实验结果表明 :修正算法改进了松弛算法的实际性能 ,同时具有较好的并行性和稳定性 ,可用于求解此类大规模科学与工程规划问题的高性能计算     

对偶性和线性规划问题的神经网络解法

通过一种新的对偶形式,得到一种新的易于实现的解线性规划问题的神经网络,证明了网络具有全局指数收敛性,使得线性规划问题的神经网络解法趋于完善.     

An Evolutionary Solver for Pure Integer Linear Programming

In this paper we introduce an evolutionary algorithm for the solution of pure integer linear programs. All the variables of the problem are fixed by the evolutionary system. If they correspond to a feasible solution, their evaluation is determined directly by the objective function. If the variables correspond to an unfeasible solution, the evaluation is measured by the sum of infeasibilities, which can be determined by simple linear algebra manipulations. The algorithm proposed does not require the solution of continuous linear programs. We report results obtained for some standard benchmark problems, and compare them with those obtained by branch-and-bound. The performance of the evolutionary algorithm is promising. Good feasible solutions were generally obtained, and in some of the difficult benchmark tests it outperformed branch-and-bound.     

Lagrangean-based solution approaches for the generalized problem of locating capacitated warehouses

The traditional capacitated warehouse location problem consists of determining the number and the location of capacitated warehouses on a predefined set of potential sites such that the demands of a set of customers are met. A very common assumption made in modeling this problem in almost all of the existing research is that the total capacity of all potential warehouses is sufficient to meet the total demand. Whereas this assumption facilitates to define a well‐structured problem from the mathematical modeling perspective, it is in fact restrictive, not realistic, and hence rarely held in practice. The modeling approach presented in this paper breaks away from the existing research in relaxing this very restrictive assumption. This paper therefore investigates the generalized problem of locating warehouses in a supply chain setting with multiple commodities with no restriction on the total capacity and the demand. A new integer programming formulation for this problem is presented, and an algorithm based on Lagrangean relaxation and decomposition is described for its solution. Three Lagrangean heuristics are proposed. Computational results indicate that reasonably good solutions can be obtained with the proposed algorithms, without having to use a general purpose optimizer.     

Local search heuristics for the mobile facility location problem

In the mobile facility location problem (MFLP), one seeks to relocate (or move) a set of existing facilities and assign clients to these facilities so that the sum of facility movement costs and the client travel costs (each to its assigned facility) is minimized. This paper studies formulations and develops local search heuristics for the MFLP. First, we develop an integer programming (IP) formulation for the MFLP by observing that for a given set of facility destinations the problem may be decomposed into two polynomially solvable subproblems. This IP formulation is quite compact in terms of the number of nonzero coefficients in the constraint matrix and the number of integer variables; and allows for the solution of large-scale MFLP instances. Using the decomposition observation, we propose two local search neighborhoods for the MFLP. We report on extensive computational tests of the new IP formulation and local search heuristics on a large range of instances. These tests demonstrate that the proposed formulation and local search heuristics significantly outperform the existing formulation and a previously developed local search heuristic for the problem.     

一类不完全信息线性规划方法

本文建立了基于不完全信息的模糊数系数线性规划模型，提出了模糊优值的概念、数学定义和求解方法，并且给出了最优值关于系数连续性的几个结果。