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New Tunnel-Filled Function Method for Discrete Global Optimization

Journal of the Operations Research Society of China 2017年第2期5卷 291-300页

作者： Jin-Rui Li You-Lin Shang Ping Han School of Mathematics and Statistics Henan University of Science and TechnologyLuoyang 471023HenanChina

In this paper,a new transformation function was proposed for finding global minimizer of discrete optimization *** proved that under some general assumptions the new transformation function possesses the properties of both the tunneling functions and the filled *** one parameter was included in the proposed function,and it can be adjusted easily in the *** results demonstrate the effectiveness of the proposed method.

关键词： Filled function method Tunnel-filled function Discrete global optimization nonlinear integer programming

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AN ORDERING (ENUMERATIVE) ALGORITHM FOR nonlinear 0-1 programming

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JOURNAL OF GLOBAL OPTIMIZATION 1994年第3期5卷 277-290页

作者： VIZVARI, B YILMAZ, F BILKENT UNIV DEPT IND ENGNBILKENT 06533TURKEY

In this paper, a new algorithm to solve a general 0-1 programming problem with linear objective function is developed. Computational experiences are carried out on problems where the constraints are inequalities on polynomials. The solution of the original problem is equivalent with the solution of a sequence of set packing problems with special constraint sets. The solution of these set packing problems is equivalent with the ordering of the binary vectors according to their objective function value. An algorithm is developed to generate this order in a dynamic way. The main tool of the algorithm is a tree which represents the desired order of the generated binary vectors. The method can be applied to the multi-knapsack type nonlinear 0-1 programming problem. Large problems of this type up to 500 variables have been solved.

关键词： nonlinear integer programming ENUMERATION LEXICOGRAPHIC ORDER GLOBAL OPTIMUM

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A HYBRID METHOD FOR SOLVING nonlinear KNAPSACK-PROBLEMS

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EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 1989年第2期38卷 238-241页

作者： KORNER, F Stolpener Straß 9 Großröhrsdorf GDR-8512

We discuss a hybrid method for solving separable nonlinear integer programming problems. With the subgradient algorithm we determine a surrogate problem. This problem is solved by dynamic programming. We obtain sharp and simple computable bounds for the branch and bound process of solving the original problem. [ABSTRACT FROM AUTHOR]

关键词： branch and bound dynamic programming nonlinear integer programming surrogate duality

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GA and ICA approaches to job rotation scheduling problem: considering employee's boredom

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INTERNATIONAL JOURNAL OF ADVANCED MANUFACTURING TECHNOLOGY 2012年第5-8期60卷 651-666页

作者： Ayough, Ashkan Zandieh, M. Farsijani, H. Shahid Beheshti Univ Management & Accounting Fac Dept Ind Management GC Tehran Iran

This paper presents a new model dealing with the job rotation scheduling problem, which is less studied, focusing on human characteristics such as boredom. Existing literature on conceptualizing boredom shows that researchers evaluate boredom in terms of exposure to the same tasks. We developed it to "exposure to similar tasks" and defined its functionality based on the need of assigning jobs with more similarity to each worker in the smallest period of planning which lowers the external interruption effect on worker's concentration. To address the imbalance between number of jobs and that of workers in many industrial settings, we developed a multi-period imbalance assignment model. The proposed model is to rotate workers during a given planning horizon such that the total cost including assignment and boring cost will be minimized. The applicability of the model is described by presenting some real cases and validated through solving several randomly produced test problems by using Lingo software. Two search algorithms, genetic algorithm (GA) and imperialist competitive algorithm (ICA), designed to conquer the algorithmic complexity of model and their parameters adjusted using Taguchi's method were used. The efficiency of algorithms is shown, comparing it with Lingo computation times, and it is shown that ICA solutions have better quality than GA solutions as well.

关键词： Job rotation scheduling Functional and dysfunctional boredom nonlinear integer programming Genetic algorithm Imperialist competitive algorithm Taguchi's design of experiments

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Optimal lot solution to cardinality constrained mean-variance formulation for portfolio selection

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MATHEMATICAL FINANCE 2006年第1期16卷 83-101页

作者： Li, D Sun, XL Wang, J Chinese Univ Hong Kong Dept Syst Engn & Engn Management Shatin Hong Kong Peoples R China Shanghai Univ Shanghai 200444 Peoples R China

The pioneering work of the mean-variance formulation proposed by Markowitz in the 1950s has provided a scientific foundation for modern portfolio selection. Although the trade practice often confines portfolio selection with certain discrete features, the existing theory and solution methodologies of portfolio selection have been primarily developed for the continuous solution of the portfolio policy that could be far away from the real integer optimum. We consider in this paper an exact solution algorithm in obtaining an optimal lot solution to cardinality constrained mean-variance formulation for portfolio selection under concave transaction costs. Specifically, a convergent Lagrangian and contour-domain cut method is proposed for solving this class of discrete-feature constrained portfolio selection problems by exploiting some prominent features of the mean-variance formulation and the portfolio model under consideration. Computational results are reported using data from the Hong Kong stock market.

关键词： portfolio selection mean-variance formulation concave transaction costs cardinality constraint nonlinear integer programming

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Which Switch to Collect Statistics in Software-Defined Networks

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NATIONAL ACADEMY SCIENCE LETTERS-INDIA 2021年第2期44卷 133-137页

作者： Zhao Jun Bao Congxiao Li Xing Tsinghua Univ Dept Elect Engn Beijing 100084 Peoples R China Tsinghua Univ Informat Technol Ctr Beijing Peoples R China

Many monitoring methods have been proposed, due to that network measurement is essential in Software-Defined Networking. However, periodically or adaptively collecting statistics from software switches using per-flow queries incurs significant communication cost and thus increases the loads of switches. In this letter, we propose OpenCost, an approach to decide which switch to collect statistics in Software-Defined Networks based on nonlinear integer programming (NLIP). Simulation results show that OpenCost can reduce the communication cost by 55% in average. OpenCost is an approach based on nonlinear integer programming algorithm, which can be used to reduce communication cost induced by network measurement in Software-Defined Networking. Experiments show that OpenCost can be beneficial to save operating cost for Internet service provider.

关键词： Software-Defined Networking Network measurement OpenFlow nonlinear integer programming

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EQUIVALENT FORMULATIONS OF nonlinear integer PROBLEMS FOR EFFICIENT OPTIMIZATION

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MANAGEMENT SCIENCE 1990年第1期36卷 115-119页

作者： KETTANI, O ORAL, M UNIV LAVAL FAC ADM SCIQUEBEC CITY G1K 7P4QUEBECCANADA

The linearization technique of Glover, which seems to be the most efficient one appearing in the literature, requires the addition of n new continuous variables (unconstrained in sign) and 4n new linear constraints to equivalently represent a 0-1 “quadratic” integer problem with n variables. This paper shows that it is still possible to improve such a procedure. In fact, the number of new continuous variables can be kept at n (but constrained in sign) while further reducing the number of new linear constraints from 4n to 2n.

关键词： nonlinear integer programming

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A Truthful Auction Mechanism for Cumulative Resource Allocation in Mobile Edge Computing 2020

A Truthful Auction Mechanism for Cumulative Resource Allocat...

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4th International Conference on High Performance Compilation, Computing and Communications (HP3C)

作者： Yang, Xutao Zhang, Xuejie Li, Weidong Zhang, Jixian Yunnan Univ Sch Informat Sci & Engn Kunming 650504 Yunnan Peoples R China Yunnan Univ Sch Math & Stat Kunming 650504 Yunnan Peoples R China

ISBN: (纸本)9781450376914

Task offloading is a major problem in edge computing. In existing research, tasks are generally portrayed as requiring specific resources and time, and the task owner provides the value that he is willing to pay. The goal of the resource provider is to obtain the maximum social welfare and profit. However, this approach cannot cover all task offloading scenarios. 1) This paper innovatively considers a continuous task offloading problem in mobile edge computing in which the task can be partially executed and the task owner provides a nonlinear value function to pay for the executed task. The resource provider needs to decide which tasks to execute at each moment in order to obtain the maximum social welfare and profit. We represent the problem as a nonlinear integer programming model with multiple resource constraints. 2). We design an auction mechanism to solve the continuous task offloading problem in a competitive environment. Specifically, we propose a resource allocation algorithm based on the remaining value strategy and a payment price algorithm based on the critical value theory to guarantee truthful task information. Our approach is experimentally compared with existing research in terms of execution time, social welfare, and resource utilization.

关键词： edge computing task offloading truthful mechanism nonlinear integer programming resource allocation payment price

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Large-scale Maintenance Scheduling of Wind Turbines 10

Large-scale Maintenance Scheduling of Wind Turbines

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10th IEEE Prognostics and System Health Management Conference (PHM-Qingdao)

作者： Liu, Libo Zhou, Yifan Yan, Bin Liu, Jingjing Southeast Univ Sch Mech Engn Nanjing Peoples R China Jiangsu Prov Key Lab Door Syst Railway Vehicles Nanjing Peoples R China Goldwind Sci & Creat Windpower Equipment Co Beijing Peoples R China

ISBN: (纸本)9781728108612

Current researches about maintenance scheduling problems of wind turbines only focus on small-sized instances. When the scale of the problem increases, the large number of variables and constraints is adverse for obtaining the optimal solution. This paper proposed a nonlinear integer programming model for large-scale maintenance scheduling of wind turbines. The performance of the model is less sensitive to the size of the scheduling problem than existing method. Genetic algorithm is used to identify the maintenance plan that maximizes the power production. Numerical examples are illustrated to validate the developed method.

关键词： maintenance scheduling large-scale optimization wind turbine Genetic Algorithms nonlinear integer programming wind energy

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A note on adapting methods for continuous global optimization to the discrete case

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Annals of Operations Research 1990年第1期25卷 243-252页

作者： Benson, Harold P. Selcuk Erenguc, S. Horst, Reiner University of Florida Gainesville 32611-2017 FL United States University of Trier Trier Germany

In this note we show that various branch and bound methods for solving continuous global optimization problems can be readily adapted to the discrete case. As an illustration, we present an algorithm for minimizing a concave function over the integers contained in a compact polyhedron. Computational experience with this algorithm is reported. © 1990 J.C. Baltzer A.G. Scientific Publishing Company.

关键词： branch and bound Discrete global optimization nonlinear integer programming

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