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

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

Approximation schemes for non-separable non-linear Boolean programming problems under nested knapsack constraints

We consider a fairly general model of “take-or-leave”decision-making. Given a number of items of a particular weight, the decision-maker either takes (accepts) an item or leaves (rejects) it. We design fully polynomial-time approximation schemes (FPTASs) for optimization of a non-separable non-linear function which depends on which items are taken and which are left. The weights of the taken items are subject to nested constraints. There is a noticeable lack of approximation results on integer programming problems with non-separable functions. Most of the known positive results address special forms of quadratic functions, and in order to obtain the corresponding approximation algorithms and schemes considerable technical difficulties have to be overcome. We demonstrate how for the problem under consideration and its modifications FPTASs can be designed by using (i) the geometric rounding techniques, and (ii) methods of K -approximation sets and functions. While the latter approach leads to a faster scheme, the running times of the of both algorithms compare favorably with known analogues for less general problems

Fast approximation schemes for Boolean programming and scheduling problems related to positive convex Half-Product

We address a version of the Half-Product Problem and its restricted variant with a linear knapsack constraint. For these minimization problems of Boolean programming, we focus on the development of fully polynomial-time approximation schemes with running times that depend quadratically on the number of variables. Applications to various single machine scheduling problems are reported: minimizing the total weighted flow time with controllable processing times, minimizing the makespan with controllable release dates, minimizing the total weighted flow time for two models of scheduling with rejection

A fast FPTAS for single machine scheduling problem of minimizing total weighted earliness and tardiness about a large common due date

We address the single machine scheduling problem to minimize the total weighted earliness and tardiness about a nonrestrictive common due date. This is a basic problem with applications to the just-in-time manufacturing. The problem is linked to a Boolean programming problem with a quadratic objective function, known as the half-product. An approach to developing a fast fully polynomial-time approximation scheme (FPTAS) for the problem is identified and implemented. The running time matches the best known running time for an FPTAS for minimizing a half-product with no additive constan

Nonlinear Integer Programming

Research efforts of the past fifty years have led to a development of linear integer programming as a mature discipline of mathematical optimization. Such a level of maturity has not been reached when one considers nonlinear systems subject to integrality requirements for the variables. This chapter is dedicated to this topic. The primary goal is a study of a simple version of general nonlinear integer problems, where all constraints are still linear. Our focus is on the computational complexity of the problem, which varies significantly with the type of nonlinear objective function in combination with the underlying combinatorial structure. Numerous boundary cases of complexity emerge, which sometimes surprisingly lead even to polynomial time algorithms. We also cover recent successful approaches for more general classes of problems. Though no positive theoretical efficiency results are available, nor are they likely to ever be available, these seem to be the currently most successful and interesting approaches for solving practical problems. It is our belief that the study of algorithms motivated by theoretical considerations and those motivated by our desire to solve practical instances should and do inform one another. So it is with this viewpoint that we present the subject, and it is in this direction that we hope to spark further research.Comment: 57 pages. To appear in: M. J\"unger, T. Liebling, D. Naddef, G. Nemhauser, W. Pulleyblank, G. Reinelt, G. Rinaldi, and L. Wolsey (eds.), 50 Years of Integer Programming 1958--2008: The Early Years and State-of-the-Art Surveys, Springer-Verlag, 2009, ISBN 354068274

Single machine scheduling with a generalized job-dependent cumulative effect

We consider a single machine scheduling problem with changing processing times. The processing conditions are subject to a general cumulative effect, in which the processing time of a job depends on the sum of certain parameters associated with previously scheduled jobs. In previous papers, these parameters are assumed to be equal to the normal processing times of jobs, which seriously limits the practical application of this model. We further generalize this model by allowing every job to respond differently to these cumulative effects. For the introduced model, we solve the problem of minimizing the makespan, with and without precedence constraints. For the problem without precedence constraints, we also consider a situation in which a maintenance activity is included in the schedule, which can improve the processing conditions of the machine, not necessarily to its original state. The resulting problem is reformulated as a variant of a Boolean programming problem with a quadratic objective, known as a half-product, which allows us to develop a fully polynomial-time approximation scheme with the best possible running time

Approximating the Nonlinear Newsvendor and Single-Item Stochastic Lot-Sizing Problems When Data Is Given by an Oracle

The single-item stochastic lot-sizing problem is to find an inventory replenishment policy in the presence of discrete stochastic demands under periodic review and finite time horizon. A closely related problem is the single-period newsvendor model. It is well known that the newsvendor problem admits a closed formula for the optimal order quantity whenever the revenue and salvage values are linear increasing functions and the procurement (ordering) cost is fixed plus linear. The optimal policy for the single-item lot-sizing model is also well known under similar assumptions. In this paper we show that the classical (single-period) newsvendor model with fixed plus linear ordering cost cannot be approximated to any degree of accuracy when either the demand distribution or the cost functions are given by an oracle. We provide a fully polynomial time approximation scheme for the nonlinear single-item stochastic lot-sizing problem, when demand distribution is given by an oracle, procurement costs are provided as nondecreasing oracles, holding/backlogging/disposal costs are linear, and lead time is positive. Similar results exist for the nonlinear newsvendor problem. These approximation schemes are designed by extending the technique of K-approximation sets and functions.National Science Foundation (U.S.) (Contract CMMI-0758069)United States. Office of Naval Research (Grant N000141110056