6,349 research outputs found
The Alternating Stock Size Problem and the Gasoline Puzzle
Given a set S of integers whose sum is zero, consider the problem of finding
a permutation of these integers such that: (i) all prefix sums of the ordering
are nonnegative, and (ii) the maximum value of a prefix sum is minimized.
Kellerer et al. referred to this problem as the "Stock Size Problem" and showed
that it can be approximated to within 3/2. They also showed that an
approximation ratio of 2 can be achieved via several simple algorithms.
We consider a related problem, which we call the "Alternating Stock Size
Problem", where the number of positive and negative integers in the input set S
are equal. The problem is the same as above, but we are additionally required
to alternate the positive and negative numbers in the output ordering. This
problem also has several simple 2-approximations. We show that it can be
approximated to within 1.79.
Then we show that this problem is closely related to an optimization version
of the gasoline puzzle due to Lov\'asz, in which we want to minimize the size
of the gas tank necessary to go around the track. We present a 2-approximation
for this problem, using a natural linear programming relaxation whose feasible
solutions are doubly stochastic matrices. Our novel rounding algorithm is based
on a transformation that yields another doubly stochastic matrix with special
properties, from which we can extract a suitable permutation
"Rotterdam econometrics": publications of the econometric institute 1956-2005
This paper contains a list of all publications over the period 1956-2005, as reported in the Rotterdam Econometric Institute Reprint series during 1957-2005.
Flow shop scheduling with earliness, tardiness and intermediate inventory holding costs
We consider the problem of scheduling customer orders in a flow shop with the objective of minimizing the sum of tardiness, earliness (finished goods inventory holding) and intermediate (work-in-process) inventory holding costs. We formulate this problem as an integer program, and based on approximate solutions to two di erent, but closely related, Dantzig-Wolfe reformulations, we develop heuristics to minimize the total cost. We exploit the duality between Dantzig-Wolfe reformulation and Lagrangian relaxation to enhance our heuristics. This combined approach enables us to develop two di erent lower bounds on the optimal integer solution, together with intuitive approaches for obtaining near-optimal feasible integer solutions. To the best of our knowledge, this is the first paper that applies column generation to a scheduling problem with di erent types of strongly NP-hard pricing problems which are solved heuristically. The computational study demonstrates that our algorithms have a significant speed advantage over alternate methods, yield good lower bounds, and generate near-optimal feasible integer solutions for problem instances with many machines and a realistically large number of jobs
Algorithm Engineering in Robust Optimization
Robust optimization is a young and emerging field of research having received
a considerable increase of interest over the last decade. In this paper, we
argue that the the algorithm engineering methodology fits very well to the
field of robust optimization and yields a rewarding new perspective on both the
current state of research and open research directions.
To this end we go through the algorithm engineering cycle of design and
analysis of concepts, development and implementation of algorithms, and
theoretical and experimental evaluation. We show that many ideas of algorithm
engineering have already been applied in publications on robust optimization.
Most work on robust optimization is devoted to analysis of the concepts and the
development of algorithms, some papers deal with the evaluation of a particular
concept in case studies, and work on comparison of concepts just starts. What
is still a drawback in many papers on robustness is the missing link to include
the results of the experiments again in the design
Solving two production scheduling problems with sequence-dependent set-up times
In today�s competitive markets, the importance of good scheduling strategies in manufacturing companies lead to the need of developing efficient methods to solve complex scheduling problems. In this paper, we studied two production scheduling problems with sequence-dependent setups times. The setup times are one of the most common complications in scheduling problems, and are usually associated with cleaning operations and changing tools and shapes in machines. The first problem considered is a single-machine scheduling with release dates, sequence-dependent setup times and delivery times. The performance measure is the maximum lateness. The second problem is a job-shop scheduling problem with sequence-dependent setup times where the objective is to minimize the makespan. We present several priority dispatching rules for both problems, followed by a study of their performance. Finally, conclusions and directions of future research are presented.Production-scheduling, set-up times, priority dispatching rules
Meta-Heuristics for Dynamic Lot Sizing: a review and comparison of solution approaches
Proofs from complexity theory as well as computational experiments indicate that most lot sizing problems are hard to solve. Because these problems are so difficult, various solution techniques have been proposed to solve them. In the past decade, meta-heuristics such as tabu search, genetic algorithms and simulated annealing, have become popular and efficient tools for solving hard combinational optimization problems. We review the various meta-heuristics that have been specifically developed to solve lot sizing problems, discussing their main components such as representation, evaluation neighborhood definition and genetic operators. Further, we briefly review other solution approaches, such as dynamic programming, cutting planes, Dantzig-Wolfe decomposition, Lagrange relaxation and dedicated heuristics. This allows us to compare these techniques. Understanding their respective advantages and disadvantages gives insight into how we can integrate elements from several solution approaches into more powerful hybrid algorithms. Finally, we discuss general guidelines for computational experiments and illustrate these with several examples
Overcommitment in Cloud Services -- Bin packing with Chance Constraints
This paper considers a traditional problem of resource allocation, scheduling
jobs on machines. One such recent application is cloud computing, where jobs
arrive in an online fashion with capacity requirements and need to be
immediately scheduled on physical machines in data centers. It is often
observed that the requested capacities are not fully utilized, hence offering
an opportunity to employ an overcommitment policy, i.e., selling resources
beyond capacity. Setting the right overcommitment level can induce a
significant cost reduction for the cloud provider, while only inducing a very
low risk of violating capacity constraints. We introduce and study a model that
quantifies the value of overcommitment by modeling the problem as a bin packing
with chance constraints. We then propose an alternative formulation that
transforms each chance constraint into a submodular function. We show that our
model captures the risk pooling effect and can guide scheduling and
overcommitment decisions. We also develop a family of online algorithms that
are intuitive, easy to implement and provide a constant factor guarantee from
optimal. Finally, we calibrate our model using realistic workload data, and
test our approach in a practical setting. Our analysis and experiments
illustrate the benefit of overcommitment in cloud services, and suggest a cost
reduction of 1.5% to 17% depending on the provider's risk tolerance
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