5,857 research outputs found
A linear programming based heuristic framework for min-max regret combinatorial optimization problems with interval costs
This work deals with a class of problems under interval data uncertainty,
namely interval robust-hard problems, composed of interval data min-max regret
generalizations of classical NP-hard combinatorial problems modeled as 0-1
integer linear programming problems. These problems are more challenging than
other interval data min-max regret problems, as solely computing the cost of
any feasible solution requires solving an instance of an NP-hard problem. The
state-of-the-art exact algorithms in the literature are based on the generation
of a possibly exponential number of cuts. As each cut separation involves the
resolution of an NP-hard classical optimization problem, the size of the
instances that can be solved efficiently is relatively small. To smooth this
issue, we present a modeling technique for interval robust-hard problems in the
context of a heuristic framework. The heuristic obtains feasible solutions by
exploring dual information of a linearly relaxed model associated with the
classical optimization problem counterpart. Computational experiments for
interval data min-max regret versions of the restricted shortest path problem
and the set covering problem show that our heuristic is able to find optimal or
near-optimal solutions and also improves the primal bounds obtained by a
state-of-the-art exact algorithm and a 2-approximation procedure for interval
data min-max regret problems
A new exact algorithm for the multi-depot vehicle routing problem under capacity and route length constraints
This article presents an exact algorithm for the multi-depot vehicle routing problem (MDVRP) under capacity and route length constraints. The MDVRP is formulated using a vehicle-flow and a set-partitioning formulation, both of which are exploited at different stages of the algorithm. The lower bound computed with the vehicle-flow formulation is used to eliminate non-promising edges, thus reducing the complexity of the pricing subproblem used to solve the set-partitioning formulation. Several classes of valid inequalities are added to strengthen both formulations, including a new family of valid inequalities used to forbid cycles of an arbitrary length. To validate our approach, we also consider the capacitated vehicle routing problem (CVRP) as a particular case of the MDVRP, and conduct extensive computational experiments on several instances from the literature to show its effectiveness. The computational results show that the proposed algorithm is competitive against stateof-the-art methods for these two classes of vehicle routing problems, and is able to solve to optimality some previously open instances. Moreover, for the instances that cannot be solved by the proposed algorithm, the final lower bounds prove stronger than those obtained by earlier methods
Provably Good Solutions to the Knapsack Problem via Neural Networks of Bounded Size
The development of a satisfying and rigorous mathematical understanding of
the performance of neural networks is a major challenge in artificial
intelligence. Against this background, we study the expressive power of neural
networks through the example of the classical NP-hard Knapsack Problem. Our
main contribution is a class of recurrent neural networks (RNNs) with rectified
linear units that are iteratively applied to each item of a Knapsack instance
and thereby compute optimal or provably good solution values. We show that an
RNN of depth four and width depending quadratically on the profit of an optimum
Knapsack solution is sufficient to find optimum Knapsack solutions. We also
prove the following tradeoff between the size of an RNN and the quality of the
computed Knapsack solution: for Knapsack instances consisting of items, an
RNN of depth five and width computes a solution of value at least
times the optimum solution value. Our results
build upon a classical dynamic programming formulation of the Knapsack Problem
as well as a careful rounding of profit values that are also at the core of the
well-known fully polynomial-time approximation scheme for the Knapsack Problem.
A carefully conducted computational study qualitatively supports our
theoretical size bounds. Finally, we point out that our results can be
generalized to many other combinatorial optimization problems that admit
dynamic programming solution methods, such as various Shortest Path Problems,
the Longest Common Subsequence Problem, and the Traveling Salesperson Problem.Comment: A short version of this paper appears in the proceedings of AAAI 202
On Alternative Formulations to the Shortest Path Problem with Time Windows and Capacity Constraints
The elementary shortest-path problem with time-windows and capac-ity constraints is a problem used for solving vehicle-routing and crew-scheduling applications. It occurs as a sub-problem used to implicitly generate the set of all feasible routes and schedules in the column-generation formulation of the vehicle routing problem with time windows and its variations. In the problem there is a directed graph with a source node and a destination node, and each arc has a cost and a vector of weights specifying its requirements of a resource with a finite capacity. A minimum cost source–destination directed path is sought such that the total consumption of the resource does not exceed the capacity. The problem ins NP-hard in the strong sense. We review integer-linear formulation to the problem and compare them in order to study their computational efficiency.Sociedad Argentina de Informática e Investigación Operativ
On Alternative Formulations to the Shortest Path Problem with Time Windows and Capacity Constraints
The elementary shortest-path problem with time-windows and capac-ity constraints is a problem used for solving vehicle-routing and crew-scheduling applications. It occurs as a sub-problem used to implicitly generate the set of all feasible routes and schedules in the column-generation formulation of the vehicle routing problem with time windows and its variations. In the problem there is a directed graph with a source node and a destination node, and each arc has a cost and a vector of weights specifying its requirements of a resource with a finite capacity. A minimum cost source–destination directed path is sought such that the total consumption of the resource does not exceed the capacity. The problem ins NP-hard in the strong sense. We review integer-linear formulation to the problem and compare them in order to study their computational efficiency.Sociedad Argentina de Informática e Investigación Operativ
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