Algorithms for some combinatorial optimization problems : balanced flows, submodular flows, and scheduling on parallel facilities with changeover costs

In so many combinatorial optimization problems, job shop scheduling problems have earned a reputation for being difficult to solve. GA has demonstrated considerable success in providing efficient solutions to many non-polynomial-hard optimization problems. In the field of job shop scheduling, GA has been intensively researched, and there are nine kinds of methods were proposed to encoding chromosome to represent a solution. In this paper, we proposed a novel genetic chromosome encoding approach, in this encoding method, the operation of crossover and mutation was done in three-dimensional coded space. 5 selected benchmark problems were tried with the proposed three- dimensional encoding GA for validation and the results are encouraging.

The purpose of this work is to investigate some of the algorithms used for representing switching functions by space efficient decision diagrams. This representation is an optimization problem. Adopting the terminology from combinatorial optimization problems, we have:Problem Instance: A multivalued function f(x) where x is a vector, and a storing cost, s(xi), associated with each variable xi in x.Feasible Solution: A decision diagram D (acyclic, directed graph with indegrees of the internal nodes possibly exeeding one) representing f(x).Objective Function: The total storage cost,S(D) = Σ s(xi) for each feasible solution D.xie DOptimal Solution: A decision diagram D representing the function with minimum total storage cost S(D), i.e. a feasible solution which minimizes the objective function.To date, only two algorithms for the construction of optimal decision diagrams with respect to the total storage cost have been developed; Reinwald & Soland's branch & bound algorithm and Thayse's, based on the extension of Shannon's expansion formula. The second algorithm is analyzed and proven to be highly exponential in the number of variables. This comes as no surprise since, in most cases, the construction of optimal decision trees is an NP-hard problem. The construction of decision diagrams is generally more complicated than that of trees. One cannot seriously doubt that the constructions of optimal diagrams is also NP-hard for most costs including the total storage cost. Therefore, a heuristic approach to this problem is needed. Two heuristics, based on the greedy algorithmic technique, are presented. These heuristics with the analysis of Thayse's algorithm constitute the major achievements of this work.

This thesis presents a variety of problems and results in the fields of logistics and, in particular, of maritime and railways logistics. We first present a brief introduction to these problems, their characteristics, and the role they have in the quest for more efficient and greener global supply chains and transport systems; we also present the methodological tools employed for their solution. After this introduction, each chapter presents one specific problem, and corresponds to a self-contained research paper.

In this thesis, we study the theoretical approach on energy-efficient scheduling problems arising in demand response management in the modern electrical smart grid. Consumers send in power requests with flexible feasible timeslots during which their requests can be served. The grid controller, upon receiving power requests, schedules each request within the specified interval. The electricity cost is measured by a convex function of the load in each timeslot. The objective is to schedule all requests with the minimum total electricity cost. We study the smart grid scheduling problem in different models. For the offline model, we prove the problem is NP-hard for the general case. We propose a polynomial time algorithm for special input where jobs have unit power request and unit time duration. By adapting the polynomial time algorithm for unit-size jobs, we propose an approximation algorithm for more general input. On the other hand, we also present an exact algorithm to find the optimal schedule for the problem with general input. For the online model, we propose an online algorithm for jobs with jobs with arbitrary power request, arbitrary time duration, and arbitrary contiguous feasible intervals. We also show a lower bound of the competitive ratio for the smart grid scheduling problem with unit height and arbitrary width. For special cases, we design different online algorithms with better competitive ratios. Finally, we look at other optimization problems and show how to solve them by adapting our techniques. We prove that our online algorithm can solve the machine minimization problem with an asymptotically optimal competitive ratio. We also show that our exact algorithm can be adapted to solve other demand response management problems.

Since the first communication systems were developed, the scientific community has been witnessing attempts to increase the amount of information that can be transmitted. In the last 10--15 years there has been a tremendous amount of research towards developing multi-antenna systems which would hopefully provide high-data-rate transmissions. However, increasing the overall amount of transmitted information increases the complexity of the necessary signal processing. A large portion of this thesis deals with several important issues in signal processing of multi-antenna systems. In almost every particular case the goal is to develop a technique/algorithm so that the overall complexity of the signal processing is significantly decreased. In the first part of the thesis a very important problem of signal detection in MIMO (multiple-input multiple-output) systems is considered. The problem is analyzed in two different scenarios: when the transmission medium (channel) 1) is known and 2) is unknown at the receiver. The former case is often called coherent and the later non-coherent MIMO detection. Both cases usually amount to solving highly complex NP-hard combinatorial optimization problems. For the coherent case we develop a significant improvement of the traditional sphere decoder algorithm commonly used for this type of detection. An interesting connection between the new improved algorithm and the H-infinity estimation theory is established, and the performance improvement over the standard sphere decoder is demonstrated. For the non-coherent case we develop a counterpart to the standard sphere decoder, the so-called out-sphere decoder. The complexity of the algorithm is viewed as a random variable; its expected value is analyzed and shown to be significantly smaller than the one of the overall exhaustive search. In the non-coherent case, in addition to the complexity analysis of the exact out-sphere decoder, we analyze the performance loss of a suboptimal technique. We show that only a moderate loss of a few dbs in power required at the transmitter will occur if a polynomial algorithm based on the semi-definite relaxation is used in place of any exact technique (which of course is not known to be polynomial). In the second part of the thesis we consider a few problems that arise in wireless broadcast channels. Namely, we consider the problem of the information symbol vector design at the transmitter. A polynomial linear precoding technique is constructed. It enables achieving data rates very close to the ones achieved with DPC (dirty paper coding) technique. Additionally, for another suboptimal polynomial scheme (the so-called nulling and cancelling), we show that it asymptotically achieves the same data rate as the optimal, exponentially complex, DPC. In the last part of the thesis we consider a quantum counterpart of the signal detection from classical communication. In quantum systems the signals are quantum states and the quantum detection problem amounts to designing measurement operators which have to satisfy certain quantum mechanics laws. A specific type of quantum detection called unambiguous detection, which has numerous applications including quantum filtering, has recently attracted a lot of attention in the research community. We develop a general framework for numerically solving this problem using the tools from the convex optimization theory. Furthermore, in the special case where the two quantum states are of rank 2, we construct an explicit analytical solution for the measurement operators. At the end we would like to emphasize that the contribution of this thesis goes beyond the specific problems mentioned here. Most algorithmic optimization techniques developed in this paper are generally applicable. While it is a fact that our results were originally motivated by wireless and quantum communications applications, we believe that the developed techniques will find applications in many different areas where similar optimization problems appear.

This thesis explores possibilities and limitations of extending classical combinatorial optimization problems for network flows and network design. We propose new mathematical models for logistics networks that feature commodities with multidimensional properties, e.g. their mass and volume, to capture consolidation effects of commodities with complementing properties. We provide new theoretical insights and solution methods with immediate practical impact that we test on real-world instances from the automotive, chemical, and retail industry. The first model is for tactical transportation planning with temporal consolidation effects. We propose various heuristics and prove for our instances, that most of our solutions are within a single-digit percentage of the optimum. We also study problem variants where commodities are routed unsplittably and give hardness results for various special cases and a dynamic program that finds optimal forest solutions, which overestimate real costs. The second model is for strategic route planning under uncertainty. We provide for a robust optimization method that anticipates fluctuations of demands by minimizing worst-case costs over a restricted scenario set. We show that the adversary problem is NP-hard. To still find solutions with very good worst-case cost, we derive a carefully relaxed and simplified MILP, which solves well for large instances. It can be extended to include hub decisions leading to a robust M-median hub location problem. We find a price of robustness for our instances that is moderate for scenarios using average demand values as lower bounds. Trend based scenarios show a considerable tradeoff between historical average costs and worst case costs. Another robustness concept are incremental hub chains that provide solutions for every number of hubs to operate, such that they are robust under changes of this number. A comparison of incremental solutions with M-median solutions obtained with an LP-based search suggests that a price of being incremental is low for our instances. Finally, we investigate the problem of scheduling the maintenance of edges in a network. We focus on maintaining connectivity between two nodes over time. We show that the problem can be solved in polynomial time in arbitrary networks if preemption is allowed. If preemption is restricted to integral time points, the problem is NP-hard and for the non-preemptive case, we show strong non-approximability results.

Voltage profile improvement and loss reduction is an important issue in power system especially under loaded condition. In this paper, two FACTS controllers like Static Var Compensator (SVC), and Thyristor Controlled Series Capacitor (TCSC) are considered for voltage profile improvement and loss reduction. The voltage profile improvement and loss reduction using FACTS devices is a problem of combinatorial non linear optimization. Small population based particle swarm optimization (SPPSO) has been used to solve this combinatorial non linear optimization problem. To enhance the diversity of particle in small population, mutation operator and concept of regeneration is used. The optimizations are performed on two parameters: the location and the values of SVC and TCSC. The proposed method is tested on modified IEEE 30 bus system for two operating conditions. To validate the accuracy of results a comparison with conventional particle swarm optimization (CPSO) has been made. The results show the effectiveness of SPPSO than CPSO in loss reduction and voltage profile improvement.

Proteins are cellular macromolecules made up of linear chains of amino acids that adopt a unique three-dimensional structure to carry out specific biological functions. Amongst various computational approaches developed for Protein Structure Prediction (PSP), ab initio methods perform the prediction without prior knowledge of known structures. However, due to huge computational complexity incurred by these methods, simplified hydrophobic-polar (HP) models are often used for the investigations. Despite this simplicity, PSP continues to be a hard combinatorial optimization problem requiring development of efficient heuristic search techniques. Memetic algorithm (MA), with its flexible architecture, encompasses the strength of both local and global search and has shown promise in solving problems with complex search landscape, including PSP. This thesis is focused on developing an effective ab initio technique under a suitable MA framework for solving the PSP problem using low resolution HP models. To enhance the effectiveness of the MA, a mechanism is devised to include knowledge from the problem domain by exploiting the concept of hydrophobic-core (H-core) formation. The size of the maximal possible H-core is estimated and the approximation is validated by our proposed deterministic search technique. Further, a new knowledge-based initial population generation technique ensures generating conformations which are not only valid, but also maintain diversity in the population. This helps to commence the search with good seeds leading towards faster convergence. While solving the PSP problem using MA, the greatest intricacy arises from the complex nature of its multi-modal landscape. Like all the evolutionary algorithms (EAs), MAs have the tendency to get trapped into local minima due to selection pressure and genetic drift induced by the genetic operators, and techniques are necessary to surmount this difficulty. A novel parental selection technique called “Adaptive Strategy for Assortative Mating” is developed that dynamically distributes the re production opportunity among the individuals of the population to boost the effectiveness of cross-over. Further, a new survival selection strategy, namely “Sib-based Survival Selection”, prevents the rapid spread of genetic material from a particular individual to other members in the population, ensuring the concurrent preservation of several potential solutions, and restricting premature convergence. A new diversification mechanism, namely “Memory-based Diversification”, systematically diversifies the population by introducing new genetic material whenever it gets stuck at local peaks and allows it to proceed for further progress. An extensive experimental analysis is also reported on the influence of all three techniques proposed to maintain the diversity of population. Furthermore, in order to carry out the conformational search efficiently, especially with the increase in sequence length, the optimization technique is designed such that it provides an effective balance between exploration and exploitation. A robust Multimodal Memetic Framework has been developed where optimization is accomplished in hierarchical stages. The population of each stage is partitioned into three different states: an Exploratory state to locate promising peaks, an Exploitative state to fine-tune the solutions found in the Exploratory state of the previous stage, and finally, a Central state to carry out the formation of potential solutions to explore the undiscovered regions. Non-identical genetic operators have been implemented in each state to balance the exploration and exploitation by employing necessary selection pressure and diversity. A non-isomorphic encoding based technique has been developed to capture the sub-structures that are representing a particular region. Furthermore, a novel local search technique exploits already explored fit individuals by employing the knowledge of sub-structures. The efficacy of the proposed framework is demonstrated with an adequate number of distinctive data sets and comparison with state-of-the-art methods.

In this paper, we study streaming and online algorithms in the context of randomness in the input. For several problems, a random order of the input sequence - as opposed to the worst-case order - appears to be a necessary evil in order to prove satisfying guarantees. However, algorithmic techniques that work under this assumption tend to be vulnerable to even small changes in the distribution. For this reason, we propose a new adversarial injections model, in which the input is ordered randomly, but an adversary may inject misleading elements at arbitrary positions. We believe that studying algorithms under this much weaker assumption can lead to new insights and, in particular, more robust algorithms. We investigate two classical combinatorial-optimization problems in this model: Maximum matching and cardinality constrained monotone submodular function maximization. Our main technical contribution is a novel streaming algorithm for the latter that computes a 0.55-approximation. While the algorithm itself is clean and simple, an involved analysis shows that it emulates a subdivision of the input stream which can be used to greatly limit the power of the adversary.

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.

Preface. 1 Introduction. 1.1 Two examples of combinatorial optimization. 1.2 Why study combinatorial optimization using statistical physics? 1.3 Textbooks. Bibliography. 2 Algorithms. 2.1 Pidgin Algol. 2.2 Iteration and recursion. 2.3 Divide-and-conquer. 2.4 Dynamic programming. 2.5 Backtracking. Bibliography. 3 Introduction to graphs. 3.1 Basic concepts and graph problems. 3.2 Basic graph algorithms. 3.3 Random graphs. Bibliography. 4 Introduction to complexity theory. 4.1 Turing machines. 4.2 Church's thesis. 4.3 Languages. 4.4 The halting problem. 4.5 Class P. 4.6 Class NP. 4.7 Definition of NP-completeness. 4.8 NP-complete problems. 4.9 Worst-case vs. typical-case complexity. Bibliography. 5 Statistical mechanics of the Ising model. 5.1 Phase transitions. 5.2 Some general notes on statistical mechanics. 5.3 The Curie-Weiss model of a ferromagnet. 5.4 The Ising model on a random graph. Bibliography. 6 Algorithms and numerical results for vertex covers. 6.1 Definitions. 6.2 Heuristic algorithms. 6.3 Branch-and-bound algorithm. 6.4 Results: Covering random graphs. 6.5 The leaf-removal algorithm. 6.6 Monte Carlo simulations. 6.7 Backbone. 6.8 Clustering of minimum vertex covers. Bibliography. 7 Statistical mechanics of vertex covers on a random graph. 7.1 Introduction. 7.2 The first-moment bound. 7.3 The hard-core lattice gas. 7.4 Replica approach. Bibliography. 8 The dynamics of vertex-cover algorithms. 8.1 The typical-case solution time of a complete algorithm. 8.2 The dynamics of generalized leaf-removal algorithms. 8.3 Random restart algorithms. Bibliography. 9 Towards new, statistical-mechanics motivated algorithms. 9.1 The cavity graph. 9.2 Warning propagation. 9.3 Belief propagation. 9.4 Survey propagation. 9.5 Numerical experiments on random graphs. Bibliography. 10 The satisfiability problem. 10.1 SAT algorithms. 10.2 Phase transitions in random K-SAT. 10.3 Typical-case dynamics of RandomWalkSAT. 10.4 Message-passing algorithms for SAT. Bibliography. 11 Optimization problems in physics. 11.1 Monte Carlo optimization. 11.2 Hysteric optimization. 11.3 Genetic algorithms. 11.4 Shortest paths and polymers in random media. 11.5 Maximum flows and random-field systems. 11.6 Submodular functions and free energy of Potts model. 11.7 Matchings and spin glasses. Bibliography. Index.

The vehicle routing problem (VRP) is a difficult and well-studied combinatorial optimization problem. We develop a parallel algorithm for the VRP that combines a heuristic local search improvement ...

We consider two related problems, the Minimum Bounded Degree Matroid Basis problem and the Minimum Bounded Degree Submodular Flow problem. The first problem is a generalization of the Minimum Bounded Degree Spanning Tree problem: we are given a matroid and a hypergraph on its ground set with lower and upper bounds f(e) ≤ g(e) for each hyperedge e. The task is to find a minimum cost basis which contains at least f(e) and at most g(e) elements from each hyperedge e. In the second problem we have a submodular flow problem, a lower bound f(v) and an upper bound g(v) for each node v, and the task is to find a minimum cost 0-1 submodular flow with the additional constraint that the sum of the incoming and outgoing flow at each node v is between f(v) and g(v). Both of these problems are NP-hard (even the feasibility problems are NP-complete), but we show that they can be approximated in the following sense. Let opt be the value of the optimal solution. For the first problem we give an algorithm that finds a basis B of cost no more than opt such that f(e) − 2Δ + 1 ≤ |B ∩ e| ≤ g(e) + 2Δ− 1 for every hyperedge e, where Δ is the maximum degree of the hypergraph. If there are only upper bounds (or only lower bounds), then the violation can be decreased to Δ− 1. For the second problem we can find a 0-1 submodular flow of cost at most opt where the sum of the incoming and outgoing flow at each node v is between f(v) − 1 and g(v) + 1. These results can be applied to obtain approximation algorithms for different combinatorial optimization problems with degree constraints, including the Minimum Crossing Spanning Tree problem, the Minimum Bounded Degree Spanning Tree Union problem, the Minimum Bounded Degree Directed Cut Cover problem, and the Minimum Bounded Degree Graph Orientation problem.KeywordsPolynomial Time AlgorithmFeasibility ProblemSpan Tree ProblemSubmodular FunctionDegree ConstraintThese keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

The scheduling of batch processes is a widely researched field of chemical engineering. Over the last few decades, a great number of tools have been developed for industrial examples and literature problems. These methods vary not only in their applied model, but in their representation of the problem inputs as well. The most well-known representations are the State-Task Network, the Resource-Task Network, the State Sequence Network, and the S-graph. While the latter also serves as the mathematical model for the related optimization approaches, the others only act as an intermediate model between the raw problem data and the model used for optimization, e.g., a mixed-integer linear programming model. The eS-graph model is a generalization of the S-graph, where the one-to-one relation between nodes and tasks has been relaxed, allowing a much wider range of scheduling problems to be tackled. Processes may simultaneously occupy several units, and release them at different stages of execution, and certain stages of separate processes can be forced to overlap in time. As in the case of the S-graph, the eS-graph models can be solved to optimality by specially designed combinatorial algorithms or serve as a basis for precedence based linear programming formulations. In this work, the modelling capacities of the eS-graph framework are illustrated via a Polymer production case study, where complex timing constraints are present.

This paper considers the well-known Quadratic Assignment Problem (QAP) for the study. It is NP-hard combinatorial optimizations that can be defined as follows. There is n facilities and n locations. A distance is specified for each pair of locations, and a flow is specifiedfor each pair of facilities. The objective of problem is to allocate all facilities to different locations such that the sum of the flows multiplied by the corresponding distances is minimized. We develop a data-guided lexisearch algorithm based on an existing reformulation to find exact solution to the problem. For this we first modify alphabet table according to the number of zeros in the rows of the surplus matrix, thus, renaming rows (facilities), and then we apply lexisearch algorithm. It is shown that before applying lexisearch algorithm, this minor preprocessing of the data improves computational time significantly. Finally, we present a comparative study between data-guided lexisearch algorithm and two existing algorithms on some QAPLIB instances of various sizes. The computational study shows the effectiveness of our proposed data-guided lexisearch algorithm.