We study the stochastic machine replenishment problem, which is a canonical special case of closed multiclass queuing systems in Markov decision theory. the problem models the scheduling of processor repairs in a mult...
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ISBN:
(纸本)9783540688860
We study the stochastic machine replenishment problem, which is a canonical special case of closed multiclass queuing systems in Markov decision theory. the problem models the scheduling of processor repairs in a multiprocessor system in which one repair can be made at a time and the goal is to maximize system utilization. We analyze the performance of a natural greedy index policy for this problem. We first show that this policy is a 2 approximation by exploring linear queuing structure in the index policy. We then try to exploit more complex queuing structures, but this necessitates solving an infinite-size, non-linear, non-convex, and non-separable function-maximization program. We develop a general technique to solve such programs to arbitrary degree of accuracy, which involves solving a discretized program on the computer and rigorously bounding the error. this proves that the index policy is in fact a 1.51 approximation. the main non-trivial ingredients of the proof are two folds: finding a way to analyze the complex queuing structure of the index policy, and bounding the error in discretization when numerically solving the non-linear function-maximization. We believe that this framework is general enough to be useful in the analysis of index policies in related problems. As far as we are aware, this is one of the first non-trivial approximation analysis of an index policy a multi-class queuing problem, as well as one of the first non-trivial example of an approximation ratio that is rigorously proven by numerical optimization via a computer.
We study mixed integer nonlinear programs (MINLP) that are driven by a collection of indicator variables where each indicator variable controls a subset of the decision variables. An indicator variable, when it is &qu...
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ISBN:
(纸本)9783540688860
We study mixed integer nonlinear programs (MINLP) that are driven by a collection of indicator variables where each indicator variable controls a subset of the decision variables. An indicator variable, when it is "turned off", forces some of the decision variables to assume a fixed value, and, when it is "turned on", forces them to belong to a convex set. Most of the integer variables in known MINLP problems are of this type. We first study a mixed integer set defined by a single separable quadratic constraint and a collection of variable upper and lower bound constraints. this is an interesting set that appears as a substructure in many applications. We present the convex hull description of this set. We then extend this to produce an explicit characterization of the convex hull of the union of a point and a bounded convex set defined by analytic functions. Further, we show that for many classes of problems, the convex hull can be expressed via conic quadratic constraints, and thus relaxations can be solved via second-order cone programming. Our work is closely related withthe earlier work of Ceria and Soares (1996) as well as recent work by Frangioni and Gentile (2006) and, Akturk, Atamturk and Gurel (2007). Finally, we apply our results to develop tight formulations of mixed integer nonlinear programs in which the nonlinear functions are separable and convex and in which indicator variables play an important role. In particular, we present strong computational results with two applications - quadratic facility location and network design with congestion - that show the power of the reformulation technique.
作者:
Meister, BICPS
LSIIT F-67400 Illkirch Graffenstaden France
this paper presents a new method for computing the integer hull of a parameterized rational polyhedron by introducing the concept of periodic polyhedron. Besides concerning generally parametric combinatorial optimizat...
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ISBN:
(纸本)3540212973
this paper presents a new method for computing the integer hull of a parameterized rational polyhedron by introducing the concept of periodic polyhedron. Besides concerning generally parametric combinatorialoptimization, the method has many applications for the analysis, optimization and parallelization of loop nests, especially in compilers.
We consider optimization problems expressed as a linear program with a cone constraint. Cone-LP's subsume ordinary linear programs, and semidefinite programs. We study the notions of basic solutions, nondegeneracy...
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For a graph G and a collection of vertex pairs {(s(1), t(1)),..., (s(k), t(k))}, the disjoint paths problem is to find k vertex-disjoint paths P-1,..., P-k, where P-i is a path from s(i) to t(i) for each i = 1,..., k....
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ISBN:
(纸本)9783540688860
For a graph G and a collection of vertex pairs {(s(1), t(1)),..., (s(k), t(k))}, the disjoint paths problem is to find k vertex-disjoint paths P-1,..., P-k, where P-i is a path from s(i) to t(i) for each i = 1,..., k. this problem is one of the classic problems in combinatorialoptimization and algorithmic graph theory, and has many applications, for example in transportation networks, VLSI layout, and recently, virtual circuits routing in high-speed networks. As an extension of the disjoint paths problem, we introduce a new problem which we call the induced disjoint paths problem. In this problem we are given a graph G and a collection of vertex pairs {(s(1,) t(1)),..., (s(k), t(k))}. the objective is to find k paths P-i,..., P-k such that Pi is a path from si to ti and P-i and P-j have neither common vertices nor adjacent vertices for any distinct i,j. this problem setting is a generalization of the disjoint paths problem, since if we subdivide each edge, then desired disjoint paths would be induced disjoint paths. the problem is motivated by not only the disjoint paths problem but also the recognition of an induced subgraph. the latter has been developed in the recent years, and this is actually connected to the Strong Perfect Graph theorem [4], and the recognition of the perfect graphs [2]. In this paper, we shall investigate the complexity issues of this problem. the induced disjoint paths problem has several variants depending on whether k is a fixed constant or a part of the input, whether the graph is directed or undirected, and whether the graph is planar or not. We show that the induced disjoint paths problem is (i) solvable in polynomial time when k is fixed and G is a directed planar graph, (ii) solvable in linear time when k is fixed and G is an undirected planar graph, (iii) NP-hard when k = 2 and G is an acyclic directed graph, (iv) NP-hard when k = 2 and G is an undirected general graph. (i) generalizes the result by Schrijver [22], while (ii) genera
We investigate the optimization of inland transport routes of barge container ships withthe objective to maximize the profit of a shipping company. this problem consists of determining the upstream and downstream cal...
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ISBN:
(纸本)9780889868724
We investigate the optimization of inland transport routes of barge container ships withthe objective to maximize the profit of a shipping company. this problem consists of determining the upstream and downstream calling sequence and the number of loaded and empty containers transported between any two ports. We present combinatorial as well as Mixed integer Linear programming (MILP) formulation for this problem. We propose to combine these two approaches with an aim to generate efficient heuristic to solve considered problem. the proposed mixed-formulation Local Search (MIX-LS) represents good basis for implementation of LS-based meta-heuristic methods and we presented Multi-start Local Search (MLS) within this framework. To compare the proposed approach withthe state-of-the-art Mixed integerprogramming (MIP) based heuristics we run all methods within a predefined time limit. It appears that pure local search is comparable withthe MIPbased heuristic methods, while MLS outperforms all methods regarding both criteria: solution quality and running time.
A connected undirected graph G is called a Seymour graph if the maximum number of edge disjoint T-cuts is equal to the cardinality of a minimum T-join for every even subset T of V(G). Several families of graphs have b...
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Gomory’s and Chvátal’s cutting-plane procedure proves recursively the validity of linear inequalities for the integer hull of a given polyhedron. the number of rounds needed to obtain all valid inequalities is ...
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the proceedings contain 53 papers. the topics discussed include: the combinatorics of sequencing the corn genome;online frequency assignment in wireless communication networks;information distance from a question to a...
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ISBN:
(纸本)9783540735441
the proceedings contain 53 papers. the topics discussed include: the combinatorics of sequencing the corn genome;online frequency assignment in wireless communication networks;information distance from a question to an answer;a new field splitting algorithm for intensity-modulated radiation therapy;seed-based exclusion method for non-coding RNA gene search;integerprogramming formulations and computations solving phylogenetic and population genetic problems with missing or genotypic data;improved exact algorithms for counting 3- and 4-colorings;quadratic kernelization for convex recoloring of tress;on the number of cycles in planar graphs;an improved exact algorithm for cubic graph TSP;dimension, halfspaces, and the density of hard sets;isolation concepts for enumerating dense subgraphs;counting minimum weighted dominating sets;volume computation using a direct Monte Carlo method;and improved throughput bounds for interference-aware routing in wireless networks.
We consider an extension of the well-known optimization placement problem. the problem is One-Dimensional Space Allocation Problem (ODSAP). the classical formulation of the problem is to place rectangular connected ob...
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