Iteration complexity analysis of dual first-order methods for conic convex programming

In this paper we provide a detailed analysis of the iteration complexity of dual first-order methods for solving conic convex problems. When it is difficult to project on the primal feasible set described by conic and convex constraints, we use the Lagrangian relaxation to handle the conic constraints and then, we apply dual first-order algorithms for solving the corresponding dual problem. We give convergence analysis for dual first-order algorithms (dual gradient and fast gradient algorithms): we provide sublinear or linear estimates on the primal suboptimality and feasibility violation of the generated approximate primal solutions. Our analysis relies on the Lipschitz property of the gradient of the dual function or an error bound property of the dual. Furthermore, the iteration complexity analysis is based on two types of approximate primal solutions: the last primal iterate or an average primal sequence.     

三阶段拉格朗日启发式算法求解带同时取送货的绿色车辆路径问题

针对带同时取送货的绿色车辆路径问题,以最小化带碳排放费用的配送成本为优化目标,建立混合整数规划模型,并提出一种结合数学规划方法与启发式算法的三阶段拉格朗日启发式算法进行求解.第1阶段,利用拉格朗日松弛技术得到该问题的拉格朗日对偶模型;第2阶段,设计一种改进的次梯度算法迭代求解该对偶模型,同时引入修复机制,将每次迭代所得下界对应的解修复为原问题较高质量的可行解,并在下次迭代中利用该可行解更新次梯度方向和步长;第3阶段,设计一种启发式局部搜索算法,对第2阶段得到的可行解进行优化,进一步改进解的质量,以得到原问题的近似最优解.实验表明,所提出算法能够获得问题的一个优质解,同时提供一个紧致下界,用以定量评估解的质量.     

Multiloop transportation simplex algorithm

In large-scale transportation problems (TPs), various methods have been developed to obtain an optimal solution. One of the methods is the transportation simplex algorithm (TSA), which obtains an optimal solution for TP. Various heuristic methods have been developed to find an initial basic feasible solution for transportation algorithms. These methods differ in terms of computational cost and finding good initial solution. In TSA, the better the basic feasible solution, the less the number of iterations the algorithm will run. At each step, it uses pivoting operation, where a loop involving the nonbasic variable with the largest cost reduction is determined. Then, it eliminates the entering basic variable. However, for large-scale problems, even the best basic feasible solution may result in high number of iterations. In this paper, we present a novel algorithm called multiloop transportation simplex algorithm which finds multiple independent loops during pivoting operation. This causes larger cost reductions in every iteration. We experimentally show that the average number of iterations and runtime to solve the TP are dramatically reduced.     

Particle swarm optimization for determining fuzzy measures from data

Fuzzy measures and fuzzy integrals have been successfully used in many real applications. How to determine fuzzy measures is the most difficult problem in these applications. Though there have existed some methodologies for solving this problem, such as genetic algorithms, gradient descent algorithms and neural networks, it is hard to say which one is more appropriate and more feasible. Each method has its advantages and limitations. Therefore it is necessary to develop new methods or techniques to learn distinct fuzzy measures. In this paper, we make the first attempt to design a special particle swarm algorithm to determine a type of general fuzzy measures from data, and demonstrate that the algorithm is effective and efficient. Furthermore we extend this algorithm to identify and revise other types of fuzzy measures. To test our algorithms, we compare them with the basic particle swarm algorithms, gradient descent algorithms and genetic algorithms in literatures. In addition, for verifying whether our algorithms are robust in noisy-situations, a number of numerical experiments are conducted. Theoretical analysis and experimental results show that, for determining fuzzy measures, the particle swarm optimization is feasible and has a better performance than the existing genetic algorithms and gradient descent algorithms.     

A GRADIENT BASED ADAPTIVE CONTROL ALGORITHM FOR DUAL‐RATE SYSTEMS

In this paper, using a polynomial transformation technique, we derive a mathematical model for dual‐rate systems. Based on this model, we use a stochastic gradient algorithm to estimate unknown parameters directly from the dual‐rate input‐output data, and then establish an adaptive control algorithm for dual‐rate systems. We prove that the parameter estimation error converges to zero under persistent excitation, and the parameter estimation based control algorithm can achieve virtually asymptotically optimal control and ensure the closed‐loop systems to be stable and globally convergent. The simulation results are included.     

基于改进蚁群算法的无人飞行器航迹规划

无人飞行器航迹规划是现代战争中实施远程精确打击,提高飞行器实际作战效能的关键技术。蚁群算法作为一种启发式仿生优化算法,能够有效应用于航迹规划中。针对基本蚁群算法在应用中容易过早陷入局部最优解这一缺点,提出自适应动态双种群蚁群算法的改进策略,通过信息素的震荡变化和挥发系数的自适应调整,扩大搜索空间,提高算法搜索的全局性。并将改进后的算法应用于无人飞行器航迹规划,通过实验仿真,证明了此改进算法在航迹规划应用中的可行性和有效性。     

基于双种群的约束多目标优化算法

为提高约束多目标优化算法的分布性和收敛性,提出一种基于双种群的约束多目标优化算法.首先,改进的Harmonic距离一方面去除了Pareto等级较差个体和较远个体的影响,从而改善可行解集的分布性;另一方面有效减少了计算量,可以提高算法效率.其次,新的不可行解集更新方式与可行解集紧密联系,保留目标函数值和约束违反度同时较优的个体,将有助于产生更优可行解,同时提高了种群的多样性和搜索效率.最后,新的变异策略充分利用最优可行解和优秀不可行解的优良信息来引导种群进化,很好地兼顾了探索和开发能力,进而平衡全局搜索和局部搜索.将提出算法与其他3种优秀的约束多目标进化算法在CTP测试集上进行对比实验,结果表明提出算法相比其他算法具有一定的优势,不仅提升了算法的收敛性能,而且保证了Pareto解集良好的分布性.     

A Dual Approach for Solving the Combined Distribution and Assignment Problem with Link Capacity Constraints

In this paper, we consider the combined distribution and assignment (CDA) problem with link capacity constraints modeled as a hierarchical logit choice problem based on random utility theory. The destination and route choices are calculated based on the multi-nominal logit probability function, which forms the basis for constructing the side constrained CDA (SC-CDA) problem as an equivalent mathematical programming (MP) formulation. A dual MP formulation of the SC-CDA problem is developed as a solution algorithm, which consists of an iterative balancing scheme and a column generation scheme, for solving the SC-CDA problem. Due to the entropy-type objective function, the dual formulation has a simple nonlinear constrained optimization structure, where the feasible set only consists of nonnegative orthants. The iterative balancing scheme explicitly makes use of the optimality conditions of the dual formulation to analytically adjust the dual variables and update the primal variables, while a column generation scheme is used to iteratively generate routes to the working route set as needed to satisfy the side constraints. Two numerical experiments are conducted to demonstrate the features of the SC-CDA model and the computational performance of the solution algorithm. The results reveal that imposing link capacity constraints can have a significant impact on the network equilibrium flow allocations, and the dual approach is a practical solution algorithm for solving the complex SC-CDA problem.     

New primal–dual algorithms for Steiner tree problems

We present new primal–dual algorithms for several network design problems. The problems considered are the generalized Steiner tree problem (GST), the directed Steiner tree problem (DST), and the set cover problem (SC) which is a subcase of DST. All our problems are NP-hard; so we are interested in their approximation algorithms. First, we give an algorithm for DST which is based on the traditional approach of designing primal–dual approximation algorithms. We show that the approximation factor of the algorithm is k, where k is the number of terminals, in the case when the problem is restricted to quasi-bipartite graphs. We also give pathologically bad examples for the algorithm performance. To overcome the problems exposed by the bad examples, we design a new framework for primal–dual algorithms which can be applied to all of our problems. The main feature of the new approach is that, unlike the traditional primal–dual algorithms, it keeps the dual solution in the interior of the dual feasible region. The new approach allows us to avoid including too many arcs in the solution, and thus achieves a smaller-cost solution. Our computational results show that the interior-point version of the primal–dual most of the time performs better than the original primal–dual method.     

Prox-regularization of the dual method of centers for generalized fractional programs

We present in this paper a prox-dual regularization algorithm for solving generalized fractional programming problems. The algorithm combines the dual method of centres for generalized fractional programs and the proximal point algorithm and can handle nondifferentiable convex problems with possibly unbounded feasible constraints set. The proposed procedure generates two sequences of dual and primal values that approximate the optimal value of the considered problem respectively from below and from above at each step. It also generates a sequence of dual solutions that converges to a solution of the dual problem, and a sequence of primal solutions whose every accumulation point is a solution of the primal problem. For a class of problems, including linear fractional programs, the algorithm converges linearly.     

双策略学习和自适应混沌变异的郊狼优化算法

针对郊狼优化算法（coyote optimization algorithm,COA）存在收敛速度慢、求解精度低、易陷入局部最优的不足,提出一种基于双策略学习机制和自适应混沌变异策略的改进郊狼算法（coyote optimization algorithm based on dual strategy learning and adaptive chaotic mutation,DCSCOA）。首先,引入振荡递减因子,以产生具有多样性的个体来增强全局搜索能力;其次,利用双策略学习机制,适度地增强组群头狼的影响,以平衡算法的局部挖掘能力和全局搜索能力,同时提高算法的求解精度和收敛速度;最后,使用自适应混沌变异机制,在算法停滞时产生新个体,以使算法跳出局部最优。通过对20个基本测试函数和11个CEC2017测试函数进行仿真实验,结果验证了改进算法具有更高的求解精度、更快的收敛速度和更强的稳定性。     

一种适用于求解TSP问题的改进的禁忌算法

利用传统的禁忌算法的基本思想,针对TSP问题,提出了一种改进的禁忌算法（MTS）。该算法在初始解的生成,邻域结构及禁忌策略方面进行了大的改进,充分地利用了问题本身的启发式信息与禁忌算法的优点。算法首先通过对城市分区,然后对区域连接,生成初始解;同时生成每个城市的k邻居列表,利用k邻居列表和改进的禁忌策略来突破局部最优。通过对CHN144问题及若干TSPLIB中问题的求解,结果表明所提算法能够以较快速度求得较好的满意解。     

基于二阶段随机规划的不确定条件下过程优化研究

在基于二阶段随机规划的不确定条件下过程优化研究中,Ierapetritou and Pistikopoulos(1994)提出了可行域求解策略,Liu and Sahinidis(1996)在此基础上用蒙特卡洛积分策略代替了高斯积分策略,但对于可行域的限定条件尚有欠缺。本文分析和比较了前人的工作,将蒙特卡罗积分策略与基于对偶理论的可行域限定条件相结合,提出了新的求解策略,不仅避免了可行域求解策略中求解一系列子问题而引起的计算负荷随不确定参数数目呈指数增加的不足,而且使蒙特卡洛积分策略算法中的可行域限定条件更加合理,应用文献中的算例进行了仿真实验,证明了该算法的有效性。     

基于层次最短路径的FallBack路由算法

通常，在多约束条件下的Qos路由是一种NP完全问题。下文首先分析了约束条件的网络特征，然后讨论了基于FallBack算法的有关问题。FallBack算法是满足多Qos路由选择的基本算法，是Dijkstra算法的一种改进；有人提出FallBack^＋算法对其进行了改进，从而可以排除FallBack算法设计者根据经验排序约束条件的问题，并且可以有效利用网络资源；本文则是对FallBack^＋算法的进一步改进，在保留了原算法上述优点的同时加快了算法的收敛速度。     

A negative dual rectangle cancellation algorithm for the linear assignment problem

In this paper, we consider three alternative primal models and their corresponding alternative dual models for the linear assignment problem. We then define the concept of Negative Dual Rectangle (NDR) and suggest an algorithm that solves two of these dual problems by repeatedly finding and cancelling NDRs until it yields an optimal solution to the assignment problem. The algorithm is simple, flexible, efficient, and unified. We also introduce the notion of partial zero cover as an interpretation of an NDR. We then introduce some heuristic methods for finding NDRs. We also state and prove a lemma to establish the optimal use of an NDR. Furthermore, we show that on a new class of benchmark instances that is introduced in this paper the running time of our algorithm is highly superior to a well-known pure shortest path algorithm.     

混合启发式算法在排课问题上的应用

对排课问题做出了形式化描述,提出了一种用于排课的混合启发式算法,该算法合并使用了模拟退火和迭代局部搜索两种算法。先依据图着色算法产生初始可行解,然后应用模拟退火算法寻找最优解,为使算法更好地跳出局部最优,实现全局搜索,在模拟退火算法应用过程中,迭代使用两个邻域,标准邻域和双Kempe链邻域。实验结果表明,此算法能够很好地提高解的质量。     

Multicast routing for delay variation bound using a modified ant colony algorithm

The delay and delay variation-bounded Steiner tree problem is an important multicast routing problem in real-time multimedia networks. Such a constrained Steiner tree problem is known to be NP-complete. This paper proposes an ant colony algorithm with orientation factor and applies it to multicast routing problem with the constraints of delay variation bound. The orientation factor enables the ant to get rid of the initial blindness when searching paths, makes use of the search results and reduces the misguiding effect of pheromone on irrelevant paths, thus overcoming the drawbacks of slow convergence existing in the basic ant colony algorithm, increasing the speed of convergence and speeding up the finding of feasible solution to the problem. The simulation results show that the modified algorithm makes it possible to find a feasible solution to the multicast routing problem with delay variation bound. Compared with the conventional ant colony algorithm, the convergence speed of the modified algorithm is improved.     

A particle swarm optimization for the single row facility layout problem

Single Row Facility Layout Problem (SRFLP) consists of arranging a number of rectangular facilities with varying length on one side of a straight line to minimize the weighted sum of the distance between all facility pairs. In this paper we use a Particle Swarm Optimization (PSO) algorithm to solve the SRFLP. We first employ a new coding and decoding technique to efficiently map discrete feasible space of the SRFLP to a continuous space. The proposed PSO will further use this coding technique to explore the continuous solution space. Afterwards, the algorithm decodes the solutions to its respective feasible solution in the discrete feasible space and returns the solutions. Computational results on benchmark problems show the efficiency of the proposed algorithm compared to other heuristics.     

An efficient search direction for linear programming problems

In this paper, we present an auxiliary algorithm, in terms of the speed of obtaining the optimal solution, that is effective in helping the simplex method for commencing a better initial basic feasible solution. The idea of choosing a direction towards an optimal point presented in this paper is new and easily implemented. From our experiments, the algorithm will release a corner point of the feasible region within few iterative steps, independent of the starting point. The computational results show that after the auxiliary algorithm is adopted as phase I process, the simplex method consistently reduce the number of required iterations by about 40%.Scope and purposeRecent progress in the implementations of simplex and interior point methods as well as advances in computer hardware has extended the capability of linear programming with today's computing technology. It is well known that the solution times for the interior point method improve with problem size. But, experimental evidence suggests that interior point methods dominate simplex-based methods only in the solution of very large scale linear programs. If the problem size is medium, how to combine the best features of these two methods to produce an effective algorithm for solving linear programming problems is still an interesting problem. In this research we present a new effective ε-optimality search direction based on the interior point method to start an initial basic feasible solution near the optimal point for the simplex method.     

Using dual presolving reductions to reformulate cumulative constraints

Dual presolving reductions are a class of reformulation techniques that remove feasible or even optimal solutions while guaranteeing that at least one optimal solution remains, as long as the original problem was feasible. Presolving and dual reductions are important components of state-of-the-art mixed-integer linear programming solvers. In this paper, we introduce them both as unified, practical concepts in constraint programming solvers. Building on the existing idea of variable locks, we formally define and justify the use of dual information for cumulative constraints during a presolving phase of a solver. In particular, variable locks are used to decompose cumulative constraints, detect irrelevant variables, and infer variable assignments and domain reductions. Since the computational complexity of propagation algorithms typically depends on the number of variables and/or domain size, such dual reductions are a source of potential computational speed-up. Through experimental evidence on resource constrained project scheduling problems, we demonstrate that the conditions for dual reductions are present in well-known benchmark instances and that a substantial proportion of them can be solved to optimality in presolving – without search. While we consider this result very promising, we do not observe significant change in overall run-time from the use of our novel dual reductions