A branch-and-price approach to p-median location problems

This paper describes a branch-and-price algorithm for the p-median location problem. The objective is to locate p facilities (medians) such as the sum of the distances from each demand point to its nearest facility is minimized. The traditional column generation process is compared with a stabilized approach that combines the column generation and Lagrangean/surrogate relaxation. The Lagrangean/surrogate multiplier modifies; the reduced cost criterion, providing the selection of new productive columns at the search tree. Computational experiments are conducted considering especially difficult instances to the traditional column generation and also with some large-scale instances. (C) 2004 Elsevier Ltd. All rights reserved.

Interior point algorithm for linear programming used in transmission network synthesis

This article presents a well-known interior point method (IPM) used to solve problems of linear programming that appear as sub-problems in the solution of the long-term transmission network expansion planning problem. The linear programming problem appears when the transportation model is used, and when there is the intention to solve the planning problem using a constructive heuristic algorithm (CHA), ora branch-and-bound algorithm. This paper shows the application of the IPM in a CHA. A good performance of the IPM was obtained, and then it can be used as tool inside algorithm, used to solve the planning problem. Illustrative tests are shown, using electrical systems known in the specialized literature. (C) 2005 Elsevier B.V. All rights reserved.

Associating optical measurements and estimating orbits of geocentric objects through population-based meta-heuristic methods

Currently several thousands of objects are being tracked in the MEO and GEO regions through optical means. The problem faced in this framework is that of Multiple Target Tracking (MTT). In this context both, the correct associations among the observations and the orbits of the objects have to be determined. The complexity of the MTT problem is defined by its dimension S. The number S corresponds to the number of fences involved in the problem. Each fence consists of a set of observations where each observation belongs to a different object. The S ≥ 3 MTT problem is an NP-hard combinatorial optimization problem. There are two general ways to solve this. One way is to seek the optimum solution, this can be achieved by applying a branch-and- bound algorithm. When using these algorithms the problem has to be greatly simplified to keep the computational cost at a reasonable level. Another option is to approximate the solution by using meta-heuristic methods. These methods aim to efficiently explore the different possible combinations so that a reasonable result can be obtained with a reasonable computational effort. To this end several population-based meta-heuristic methods are implemented and tested on simulated optical measurements. With the advent of improved sensors and a heightened interest in the problem of space debris, it is expected that the number of tracked objects will grow by an order of magnitude in the near future. This research aims to provide a method that can treat the correlation and orbit determination problems simultaneously, and is able to efficiently process large data sets with minimal manual intervention.

Typical case behaviour of spin systems in random graph and composite ensembles

This thesis includes analysis of disordered spin ensembles corresponding to Exact Cover, a multi-access channel problem, and composite models combining sparse and dense interactions. The satisfiability problem in Exact Cover is addressed using a statistical analysis of a simple branch and bound algorithm. The algorithm can be formulated in the large system limit as a branching process, for which critical properties can be analysed. Far from the critical point a set of differential equations may be used to model the process, and these are solved by numerical integration and exact bounding methods. The multi-access channel problem is formulated as an equilibrium statistical physics problem for the case of bit transmission on a channel with power control and synchronisation. A sparse code division multiple access method is considered and the optimal detection properties are examined in typical case by use of the replica method, and compared to detection performance achieved by interactive decoding methods. These codes are found to have phenomena closely resembling the well-understood dense codes. The composite model is introduced as an abstraction of canonical sparse and dense disordered spin models. The model includes couplings due to both dense and sparse topologies simultaneously. The new type of codes are shown to outperform sparse and dense codes in some regimes both in optimal performance, and in performance achieved by iterative detection methods in finite systems.

Branch and price solution approach for order acceptance and capacity planning in make -to -order operations

The increasing emphasis on mass customization, shortened product lifecycles, synchronized supply chains, when coupled with advances in information system, is driving most firms towards make-to-order (MTO) operations. Increasing global competition, lower profit margins, and higher customer expectations force the MTO firms to plan its capacity by managing the effective demand. The goal of this research was to maximize the operational profits of a make-to-order operation by selectively accepting incoming customer orders and simultaneously allocating capacity for them at the sales stage. ^ For integrating the two decisions, a Mixed-Integer Linear Program (MILP) was formulated which can aid an operations manager in an MTO environment to select a set of potential customer orders such that all the selected orders are fulfilled by their deadline. The proposed model combines order acceptance/rejection decision with detailed scheduling. Experiments with the formulation indicate that for larger problem sizes, the computational time required to determine an optimal solution is prohibitive. This formulation inherits a block diagonal structure, and can be decomposed into one or more sub-problems (i.e. one sub-problem for each customer order) and a master problem by applying Dantzig-Wolfe’s decomposition principles. To efficiently solve the original MILP, an exact Branch-and-Price algorithm was successfully developed. Various approximation algorithms were developed to further improve the runtime. Experiments conducted unequivocally show the efficiency of these algorithms compared to a commercial optimization solver.^ The existing literature addresses the static order acceptance problem for a single machine environment having regular capacity with an objective to maximize profits and a penalty for tardiness. This dissertation has solved the order acceptance and capacity planning problem for a job shop environment with multiple resources. Both regular and overtime resources is considered. ^ The Branch-and-Price algorithms developed in this dissertation are faster and can be incorporated in a decision support system which can be used on a daily basis to help make intelligent decisions in a MTO operation.^

Branch and Price Solution Approach for Order Acceptance and Capacity Planning in Make-to-Order Operations

The increasing emphasis on mass customization, shortened product lifecycles, synchronized supply chains, when coupled with advances in information system, is driving most firms towards make-to-order (MTO) operations. Increasing global competition, lower profit margins, and higher customer expectations force the MTO firms to plan its capacity by managing the effective demand. The goal of this research was to maximize the operational profits of a make-to-order operation by selectively accepting incoming customer orders and simultaneously allocating capacity for them at the sales stage. For integrating the two decisions, a Mixed-Integer Linear Program (MILP) was formulated which can aid an operations manager in an MTO environment to select a set of potential customer orders such that all the selected orders are fulfilled by their deadline. The proposed model combines order acceptance/rejection decision with detailed scheduling. Experiments with the formulation indicate that for larger problem sizes, the computational time required to determine an optimal solution is prohibitive. This formulation inherits a block diagonal structure, and can be decomposed into one or more sub-problems (i.e. one sub-problem for each customer order) and a master problem by applying Dantzig-Wolfe’s decomposition principles. To efficiently solve the original MILP, an exact Branch-and-Price algorithm was successfully developed. Various approximation algorithms were developed to further improve the runtime. Experiments conducted unequivocally show the efficiency of these algorithms compared to a commercial optimization solver. The existing literature addresses the static order acceptance problem for a single machine environment having regular capacity with an objective to maximize profits and a penalty for tardiness. This dissertation has solved the order acceptance and capacity planning problem for a job shop environment with multiple resources. Both regular and overtime resources is considered. The Branch-and-Price algorithms developed in this dissertation are faster and can be incorporated in a decision support system which can be used on a daily basis to help make intelligent decisions in a MTO operation.

Some heuristic algorithms for total tardiness minimization in a flowshop with blocking

The flowshop scheduling problem with blocking in-process is addressed in this paper. In this environment, there are no buffers between successive machines: therefore intermediate queues of jobs waiting in the system for their next operations are not allowed. Heuristic approaches are proposed to minimize the total tardiness criterion. A constructive heuristic that explores specific characteristics of the problem is presented. Moreover, a GRASP-based heuristic is proposed and Coupled with a path relinking strategy to search for better outcomes. Computational tests are presented and the comparisons made with an adaptation of the NEH algorithm and with a branch-and-bound algorithm indicate that the new approaches are promising. (c) 2007 Elsevier Ltd. All rights reserved.

A simple optimised search heuristic for the job-shop scheduling problem

This paper presents a simple Optimised Search Heuristic for the Job Shop Scheduling problem that combines a GRASP heuristic with a branch-and-bound algorithm. The proposed method is compared with similar approaches and leads to better results in terms of solution quality and computing times.

An efficient solver for weighted Max-SAT

We present a new branch and bound algorithm for weighted Max-SAT, called Lazy which incorporates original data structures and inference rules, as well as a lower bound of better quality. We provide experimental evidence that our solver is very competitive and outperforms some of the best performing Max-SAT and weighted Max-SAT solvers on a wide range of instances.

Algorithmes pour la réconciliation d’un arbre de gènes avec un arbre d’espèces

Une réconciliation entre un arbre de gènes et un arbre d’espèces décrit une histoire d’évolution des gènes homologues en termes de duplications et pertes de gènes. Pour inférer une réconciliation pour un arbre de gènes et un arbre d’espèces, la parcimonie est généralement utilisée selon le nombre de duplications et/ou de pertes. Les modèles de réconciliation sont basés sur des critères probabilistes ou combinatoires. Le premier article définit un modèle combinatoire simple et général où les duplications et les pertes sont clairement identifiées et la réconciliation parcimonieuse n’est pas la seule considérée. Une architecture de toutes les réconciliations est définie et des algorithmes efficaces (soit de dénombrement, de génération aléatoire et d’exploration) sont développés pour étudier les propriétés combinatoires de l’espace de toutes les réconciliations ou seulement les plus parcimonieuses. Basée sur le processus classique nommé naissance-et-mort, un algorithme qui calcule la vraisemblance d’une réconciliation a récemment été proposé. Le deuxième article utilise cet algorithme avec les outils combinatoires décrits ci-haut pour calculer efficacement (soit approximativement ou exactement) les probabilités postérieures des réconciliations localisées dans le sous-espace considéré. Basé sur des taux réalistes (selon un modèle probabiliste) de duplication et de perte et sur des données réelles/simulées de familles de champignons, nos résultats suggèrent que la masse probabiliste de toute l’espace des réconciliations est principalement localisée autour des réconciliations parcimonieuses. Dans un contexte d’approximation de la probabilité d’une réconciliation, notre approche est une alternative intéressante face aux méthodes MCMC et peut être meilleure qu’une approche sophistiquée, efficace et exacte pour calculer la probabilité d’une réconciliation donnée. Le problème nommé Gene Tree Parsimony (GTP) est d’inférer un arbre d’espèces qui minimise le nombre de duplications et/ou de pertes pour un ensemble d’arbres de gènes. Basé sur une approche qui explore tout l’espace des arbres d’espèces pour les génomes considérés et un calcul efficace des coûts de réconciliation, le troisième article décrit un algorithme de Branch-and-Bound pour résoudre de façon exacte le problème GTP. Lorsque le nombre de taxa est trop grand, notre algorithme peut facilement considérer des relations prédéfinies entre ensembles de taxa. Nous avons testé notre algorithme sur des familles de gènes de 29 eucaryotes.

Méthode de génération de colonnes pour les problèmes de conception de réseaux avec coûts d’ajout de capacité

Les problèmes de conception de réseaux ont reçu un intérêt particulier et ont été largement étudiés de par leurs nombreuses applications dans différents domaines, tels que les transports et les télécommunications. Nous nous intéressons dans ce mémoire au problème de conception de réseaux avec coûts d’ajout de capacité. Il s’agit d’installer un ensemble d’équipements sur un réseau en vue de satisfaire la demande, tout en respectant les contraintes de capacité, chaque arc pouvant admettre plusieurs équipements. L’objectif est de minimiser les coûts variables de transport des produits et les coûts fixes d’installation ou d’augmentation de capacité des équipements. La méthode que nous envisageons pour résoudre ce problème est basée sur les techniques utilisées en programmation linéaire en nombres entiers, notamment celles de génération de colonnes et de coupes. Ces méthodes sont introduites dans un algorithme général de branch-and-bound basé sur la relaxation linéaire. Nous avons testé notre méthode sur quatre groupes d’instances de tailles différentes, et nous l’avons comparée à CPLEX, qui constitue un des meilleurs solveurs permettant de résoudre des problèmes d’optimisation, ainsi qu’à une méthode existante dans la littérature combinant des méthodes exactes et heuristiques. Notre méthode a été plus performante que ces deux méthodes, notamment pour les instances de très grandes tailles.

Searching for larval support for majoid families (Crustacea : Brachyura) with particular reference to Inachoididae Dana, 1851

We re-evaluated the larval support for families within majoids using the Wilcoxon signed-rank test with emphasis on Inachoididae. To accomplish our objectives, we added 10 new taxa, two of which are traditionally assigned to the family of special interest, to a previous larval database for majoids, and re-appraised the larval characters used in earlier studies. Phylogenetic analysis was performed with PAUP* using the heuristic search with 50 replicates or the branch-and-bound algorithm when possible. Multi-state transformation series were considered unordered; initially characters were equally weighted followed by successive weighting, and trees were rooted at the Oregoniidae node. Ten different topological constraints were enforced for families to evaluate tree length under the assumption of monophyly for each taxonomic entity. Our results showed that the tree length of most constrained topologies was not considerably greater than that of unconstrained analysis in which most families nested as paraphyletic taxa. This may indicate that the present larval database does not provide strong support for paraphyly of the taxa in question. For Inachoididae, although the Wilcoxon signed-rank test rejected a significant difference between unconstrained and constrained cladograms, we were unable to provide a single synapomorphy for this clade. Except for the conflicting position of Leurocyclus and Stenorhynchus, the two clades correspond to the traditional taxonomic arrangement. Among inachoidids, the clade (Anasimus (Paradasygyius (Collodes + Pyromaia))) is supported, whereas for inachids, the clade (Inachus (Macropodia + Achaeus)) is one of the most supported clades within majids. As often stated, only additional characters will provide a better test for the monophyly of Inachoididae and other families within Majoidea.

Global optimization approach for the H2-norm model reduction problem

A branch and bound algorithm is proposed to solve the H2-norm model reduction problem for continuous-time linear systems, with conditions assuring convergence to the global optimum in finite time. The lower and upper bounds used in the optimization procedure are obtained through Linear Matrix Inequalities formulations. Examples illustrate the results.

Otimização global para os problemas de redução H2 de modelos e redução H2 da ordem do controlador

A branch and bound algorithm is proposed to solve the H2-norm model reduction problem and the H2-norm controller reduction problem, with conditions assuring convergence to the global optimum in finite time. The lower and upper bounds used in the optimization procedure are obtained through linear matrix inequalities formulations. Examples illustrate the results.

Global optimization for the ℋ∞-norm model reduction problem

A branch and bound algorithm is proposed to solve the [image omitted]-norm model reduction problem for continuous and discrete-time linear systems, with convergence to the global optimum in a finite time. The lower and upper bounds in the optimization procedure are described by linear matrix inequalities (LMI). Also proposed are two methods with which to reduce the convergence time of the branch and bound algorithm: the first one uses the Hankel singular values as a sufficient condition to stop the algorithm, providing to the method a fast convergence to the global optimum. The second one assumes that the reduced model is in the controllable or observable canonical form. The [image omitted]-norm of the error between the original model and the reduced model is considered. Examples illustrate the application of the proposed method.