The single machine earliness and tardiness scheduling problem: lower bounds and a branch-and-bound algorithm

This paper addresses the single machine scheduling problem with a common due date aiming to minimize earliness and tardiness penalties. Due to its complexity, most of the previous studies in the literature deal with this problem using heuristics and metaheuristics approaches. With the intention of contributing to the study of this problem, a branch-and-bound algorithm is proposed. Lower bounds and pruning rules that exploit properties of the problem are introduced. The proposed approach is examined through a computational comparative study with 280 problems involving different due date scenarios. In addition, the values of optimal solutions for small problems from a known benchmark are provided.

A-optimality orthogonal forward regression algorithm using branch and bound

In this brief, we propose an orthogonal forward regression (OFR) algorithm based on the principles of the branch and bound (BB) and A-optimality experimental design. At each forward regression step, each candidate from a pool of candidate regressors, referred to as S, is evaluated in turn with three possible decisions: 1) one of these is selected and included into the model; 2) some of these remain in S for evaluation in the next forward regression step; and 3) the rest are permanently eliminated from S. Based on the BB principle in combination with an A-optimality composite cost function for model structure determination, a simple adaptive diagnostics test is proposed to determine the decision boundary between 2) and 3). As such the proposed algorithm can significantly reduce the computational cost in the A-optimality OFR algorithm. Numerical examples are used to demonstrate the effectiveness of the proposed algorithm.

U-curve: A branch-and-bound optimization algorithm for U-shaped cost functions on Boolean lattices applied to the feature selection problem

This paper presents the formulation of a combinatorial optimization problem with the following characteristics: (i) the search space is the power set of a finite set structured as a Boolean lattice; (ii) the cost function forms a U-shaped curve when applied to any lattice chain. This formulation applies for feature selection in the context of pattern recognition. The known approaches for this problem are branch-and-bound algorithms and heuristics that explore partially the search space. Branch-and-bound algorithms are equivalent to the full search, while heuristics are not. This paper presents a branch-and-bound algorithm that differs from the others known by exploring the lattice structure and the U-shaped chain curves of the search space. The main contribution of this paper is the architecture of this algorithm that is based on the representation and exploration of the search space by new lattice properties proven here. Several experiments, with well known public data, indicate the superiority of the proposed method to the sequential floating forward selection (SFFS), which is a popular heuristic that gives good results in very short computational time. In all experiments, the proposed method got better or equal results in similar or even smaller computational time. (C) 2009 Elsevier Ltd. All rights reserved.

Branch and Bound Algorithm for Multiprocessor Scheduling

The multiprocessor task graph scheduling problem has been extensively studied asacademic optimization problem which occurs in optimizing the execution time of parallelalgorithm with parallel computer. The problem is already being known as one of the NPhardproblems. There are many good approaches made with many optimizing algorithmto find out the optimum solution for this problem with less computational time. One ofthem is branch and bound algorithm.In this paper, we propose a branch and bound algorithm for the multiprocessor schedulingproblem. We investigate the algorithm by comparing two different lower bounds withtheir computational costs and the size of the pruned tree.Several experiments are made with small set of problems and results are compared indifferent sections.

Reactive power dispatch and planning using a non-linear branch-and-bound algorithm

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Constructive heuristic algorithm in branch-and-bound structure applied to transmission network expansion planning

A constructive heuristic algorithm to solve the transmission system expansion planning problem is proposed with the aim of circumventing some critical problems of classical heuristic algorithms that employ relaxed mathematical models to calculate a sensitivity index that guides the circuit additions. The proposed heuristic algorithm is in a branch-and-bound algorithm structure, which can be used with any planning model, such as Transportation model, DC model, AC model or Hybrid models. Tests of the proposed algorithm are presented on real Brazilian systems.

Branch and bound algorithm for transmission system expansion planning using a transportation model

A method for optimal transmission network expansion planning is presented. The transmission network is modelled as a transportation network. The problem is solved using hierarchical Benders decomposition in which the problem is decomposed into master and slave subproblems. The master subproblem models the investment decisions and is solved using a branch-and-bound algorithm. The slave subproblem models the network operation and is solved using a specialised linear program. Several alternative implementations of the branch-and-bound algorithm have been rested. Special characteristics of the transmission expansion problem have been taken into consideration in these implementations. The methods have been tested on various test systems available in the literature.

Specialised branch-and-bound algorithm for transmission network expansion planning

An algorithm is presented that finds the optimal plan long-term transmission for till cases studied, including relatively large and complex networks. The knowledge of optimal plans is becoming more important in the emerging competitive environment, to which the correct economic signals have to be sent to all participants. The paper presents a new specialised branch-and-bound algorithm for transmission network expansion planning. Optimality is obtained at a cost, however: that is the use of a transportation model for representing the transmission network, in this model only the Kirchhoff current law is taken into account (the second law being relaxed). The expansion problem then becomes an integer linear program (ILP) which is solved by the proposed branch-and-bound method without any further approximations. To control combinatorial explosion the branch- and bound algorithm is specialised using specific knowledge about the problem for both the selection of candidate problems and the selection of the next variable to be used for branching. Special constraints are also used to reduce the gap between the optimal integer solution (ILP program) and the solution obtained by relaxing the integrality constraints (LP program). Tests have been performed with small, medium and large networks available in the literature.

Transmission system expansion planning by a branch-and-bound algorithm

A branch and bound (B& B) algorithm using the DC model, to solve the power system transmission expansion planning by incorporating the electrical losses in network modelling problem is presented. This is a mixed integer nonlinear programming (MINLP) problem, and in this approach, the so-called fathoming tests in the B&B algorithm were redefined and a nonlinear programming (NLP) problem is solved in each node of the B& B tree, using an interior-point method. Pseudocosts were used to manage the development of the B&B tree and to decrease its size and the processing time. There is no guarantee of convergence towards global optimisation for the MINLP problem. However, preliminary tests show that the algorithm easily converges towards the best-known solutions or to the optimal solutions for all the tested systems neglecting the electrical losses. When the electrical losses are taken into account, the solution obtained using the Garver system is better than the best one known in the literature.

Planejamento de Fontes Reativas em Sistemas de Energia Elétrica utilizando a técnica de Decomposição de Benders e o algoritmo de Branch-and-Bound

This paper presents the Benders decomposition technique and Branch and Bound algorithm used in the reactive power planning in electric energy systems. The Benders decomposition separates the planning problem into two subproblems: an investment subproblem (master) and the operation subproblem (slave), which are solved alternately. The operation subproblem is solved using a successive linear programming (SLP) algorithm while the investment subproblem, which is an integer linear programming (ILP) problem with discrete variables, is resolved using a Branch and Bound algorithm especially developed to resolve this type of problem.

A branch-and-bound algorithm for the multi-stage transmission expansion planning

This work presents a branch-and-bound algorithm to solve the multi-stage transmission expansion planning problem. The well known transportation model is employed, nevertheless the algorithm can be extended to hybrid models or to more complex ones such as the DC model. Tests with a realistic power system were carried out in order to show the performance of the algorithm for the expansion plan executed for different time frames. © 2005 IEEE.

Branch and bound algorithm for transmission network expansion planning using DC model

This paper presents an algorithm to solve the network transmission system expansion planning problem using the DC model which is a mixed non-linear integer programming problem. The major feature of this work is the use of a Branch-and-Bound (B&B) algorithm to directly solve mixed non-linear integer problems. An efficient interior point method is used to solve the non-linear programming problem at each node of the B&B tree. Tests with several known systems are presented to illustrate the performance of the proposed method. ©2007 IEEE.

Planejamento da expansão de sistemas de transmissão usando algoritmos tipo dual simplex especializados em uma estrutura branch and bound

Pós-graduação em Engenharia Elétrica - FEIS

Procedimento híbrido envolvendo os métodos primal-dual de pontos interiores e branch and bound em problemas multiobjetivo de aproveitamento de resíduos de cana-de-açúcar

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Planejamento de reativos em sistemas de energia elétrica através de um algoritmo de Branch-and-Bound não linear

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)