Search results for "Mathematical optimization"
showing 10 items of 1300 documents
Minimizing weighted tardiness of jobs with stochastic interruptions in parallel machines
2000
Abstract In this paper, we address the problem of minimizing expected total weighted tardiness of jobs that have stochastic interruptions and that are processed on a set of parallel machines. Our research generalizes the problem of scheduling parallel machines to minimize total weighted tardiness. The proposed solution method is based on the scatter search methodology and implements an innovative structured combination procedure. Extensive computational testing with more than 400 problem instances shows the merit of the proposed solution method.
Synchronous approach in interactive multiobjective optimization
2006
We introduce a new approach in the methodology development for interactive multiobjective optimization. The presentation is given in the context of the interactive NIMBUS method, where the solution process is based on the classification of objective functions. The idea is to formulate several scalarizing functions, all using the same preference information of the decision maker. Thus, opposed to fixing one scalarizing function (as is done in most methods), we utilize several scalarizing functions in a synchronous way. This means that we as method developers do not make the choice between different scalarizing functions but calculate the results of different scalarizing functions and leave t…
The price of multiobjective robustness : Analyzing solution sets to uncertain multiobjective problems
2021
Defining and finding robust efficient solutions to uncertain multiobjective optimization problems has been an issue of growing interest recently. Different concepts have been published defining what a “robust efficient” solution is. Each of these concepts leads to a different set of solutions, but it is difficult to visualize and understand the differences between these sets. In this paper we develop an approach for comparing such sets of robust efficient solutions, namely we analyze their outcomes under the nominal scenario and in the worst case using the upper set-less order from set-valued optimization. Analyzing the set of nominal efficient solutions, the set of minmax robust efficient …
Solving the discrete multiple criteria problem using linear prospect theory
1994
Abstract Prospect theory developed by Kahneman and Tversky is a popular model of choice in decision problems under uncertainty. Prospect theory has recently been extended to multiple criteria choice problems. In this paper, an interactive method for solving discrete multiple criteria decision problems, based on prospect theory type value functions, has been developed. Piecewise linear marginal value functions are assumed to approximate the S-shaped value functions of prospect theory. Therefore, the proposed procedure is valid only for convex preferences.
A note on the separation of subtour elimination constraints in elementary shortest path problems
2013
Abstract This note proposes an alternative procedure for identifying violated subtour elimination constraints (SECs) in branch-and-cut algorithms for elementary shortest path problems. The procedure is also applicable to other routing problems, such as variants of travelling salesman or shortest Hamiltonian path problems, on directed graphs. The proposed procedure is based on computing the strong components of the support graph. The procedure possesses a better worst-case time complexity than the standard way of separating SECs, which uses maximum flow algorithms, and is easier to implement.
GRASP and path relinking for the matrix bandwidth minimization
2004
In this article we develop a greedy randomized adaptive search procedure (GRASP) for the problem of reducing the bandwidth of a matrix. This problem consists of finding a permutation of the rows and columns of a given matrix, which keeps the nonzero elements in a band that is as close as possible to the main diagonal. The proposed method may be coupled with a Path Relinking strategy to search for improved outcomes. Empirical results indicate that the proposed GRASP implementation compares favourably to classical heuristics. GRASP with Path Relinking is also found to be competitive with a recently published tabu search algorithm that is considered one of the best currently available for band…
Lower bounds and heuristics for the Windy Rural Postman Problem
2020
[EN] In this paper we present several heuristic algorithms and a cutting-plane algorithm for the Windy Rural Postman Problem. This problem contains several important Arc Routing Problems as special cases and has very interesting real-life applications. Extensive computational experiments over different sets of instances are also presented.
Tabu search and GRASP for the maximum diversity problem
2007
In this paper, we develop new heuristic procedures for the maximum diversity problem (MDP). This NP-hard problem has a significant number of practical applications such as environmental balance, telecommunication services or genetic engineering. The proposed algorithm is based on the tabu search methodology and incorporates memory structures for both construction and improvement. Although proposed in seminal tabu search papers, memory-based constructions have often been implemented in naive ways that disregard important elements of the fundamental tabu search proposals. We will compare our tabu search construction with a memory-less design and with previous algorithms recently developed for…
A heuristic to schedule flexible job-shop in a glass factory
2005
We describe the design and implementation of a scheduling system in a glass factory. The factory produces a large variety of manufactured glass objects in a complex process ranging from melting the glass in the furnaces and blowing it automatically or manually to decorating, assembling and packing it. The structure basically corresponds to a flexible job-shop scheduling problem with some special characteristics. On the one hand, dealing with hot liquid glass imposes no-wait constraints on some operations. On the other hand, skilled workers performing some manual tasks are modelled as special machines. The system produces approximate solutions in very short computing times, trying to minimiz…
A purification algorithm for semi-infinite programming
1992
Abstract In this paper we present a purification algorithm for semi-infinite linear programming. Starting with a feasible point, the algorithm either finds an improved extreme point or concludes with the unboundedness of the problem. The method is based on the solution of a sequence of linear programming problems. The study of some recession conditions has allowed us to establish a weak assumption for the finite convergence of this algorithm. Numerical results illustrating the method are given.