6,280 research outputs found

    An FPTAS for optimizing a class of low-rank functions over a polytope

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    We present a fully polynomial time approximation scheme (FPTAS) for optimizing a very general class of non-linear functions of low rank over a polytope. Our approximation scheme relies on constructing an approximate Pareto-optimal front of the linear functions which constitute the given low-rank function. In contrast to existing results in the literature, our approximation scheme does not require the assumption of quasi-concavity on the objective function. For the special case of quasi-concave function minimization, we give an alternative FPTAS, which always returns a solution which is an extreme point of the polytope. Our technique can also be used to obtain an FPTAS for combinatorial optimization problems with non-linear objective functions, for example when the objective is a product of a fixed number of linear functions. We also show that it is not possible to approximate the minimum of a general concave function over the unit hypercube to within any factor, unless P = NP. We prove this by showing a similar hardness of approximation result for supermodular function minimization, a result that may be of independent interest

    Analysis of FPTASes for the Multi-Objective Shortest Path Problem

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    We propose a new FPTAS for the multi-objective shortest path problem. The algorithm uses elements from both an exact labeling algorithm and an FPTAS proposed by Tsaggouris and Zaroliagis (2009). We analyze the running times of these three algorithms both from a the- oretical and a computational point of view. Theoretically, we show that there are instances for which the new FPTAS runs an arbitrary times faster than the other two algorithms. Fur- thermore, for the bi-objective case, the number of approximate solutions generated by the proposed FPTAS is at most the number of Pareto-optimal solutions multiplied by the number of nodes. By performing a set of computational tests, we show that the new FPTAS performs best in terms of running ti

    Approximating multi-objective time-dependent optimization problems

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    In many practical situations, decisions are multi-objective in nature. Furthermore, costs and profits are time-dependent, i.e. depending upon the time a decision is taken, different costs and profits are incurred. In this paper, we propose a generic approach to deal with multi-objective time-dependent optimization problems (MOTDP). The aim is to determine the set of Pareto solutions that capture the interactions between the different objectives. Due, to the complexity of MOTDP, an efficient approximation based on dynamic programming is developed. The approximation has a provable worst case performance guarantee. Even though the approximate Pareto set consists of less solutions, it represents a good coverage of the true set of Pareto solutions. Numerical results are presented showing the value of the approximation
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