An optimization framework for solving capacitated multi-level lot-sizing problems with backlogging

This paper proposes two new mixed integer programming models for capacitated multi-level lot-sizing problems with backlogging, whose linear programming relaxations provide good lower bounds on the optimal solution value. We show that both of these strong formulations yield the same lower bounds. In addition to these theoretical results, we propose a new, effective optimization framework that achieves high quality solutions in reasonable computational time. Computational results show that the proposed optimization framework is superior to other well-known approaches on several important performance dimensions

A comprehensive literature classification of simulation optimisation methods

Simulation Optimization (SO) provides a structured approach to the system design and configuration when analytical expressions for input/output relationships are unavailable. Several excellent surveys have been written on this topic. Each survey concentrates on only few classification criteria. This paper presents a literature survey with all classification criteria on techniques for SO according to the problem of characteristics such as shape of the response surface (global as compared to local optimization), objective functions (single or multiple objectives) and parameter spaces (discrete or continuous parameters). The survey focuses specifically on the SO problem that involves single per-formance measureSimulation Optimization, classification methods, literature survey

A multi-objective DIRECT algorithm for ship hull optimization

The paper is concerned with black-box nonlinear constrained multi-objective optimization problems. Our interest is the definition of a multi-objective deterministic partition-based algorithm. The main target of the proposed algorithm is the solution of a real ship hull optimization problem. To this purpose and in pursuit of an efficient method, we develop an hybrid algorithm by coupling a multi-objective DIRECT-type algorithm with an efficient derivative-free local algorithm. The results obtained on a set of “hard” nonlinear constrained multi-objective test problems show viability of the proposed approach. Results on a hull-form optimization of a high-speed catamaran (sailing in head waves in the North Pacific Ocean) are also presented. In order to consider a real ocean environment, stochastic sea state and speed are taken into account. The problem is formulated as a multi-objective optimization aimed at (i) the reduction of the expected value of the mean total resistance in irregular head waves, at variable speed and (ii) the increase of the ship operability, with respect to a set of motion-related constraints. We show that the hybrid method performs well also on this industrial problem

Computational Optimization Techniques for Graph Partitioning

Partitioning graphs into two or more subgraphs is a fundamental operation in computer science, with applications in large-scale graph analytics, distributed and parallel data processing, and fill-reducing orderings in sparse matrix algorithms. Computing balanced and minimally connected subgraphs is a common pre-processing step in these areas, and must therefore be done quickly and efficiently. Since graph partitioning is NP-hard, heuristics must be used. These heuristics must balance the need to produce high quality partitions with that of providing practical performance. Traditional methods of partitioning graphs rely heavily on combinatorics, but recent developments in continuous optimization formulations have led to the development of hybrid methods that combine the best of both approaches. This work describes numerical optimization formulations for two classes of graph partitioning problems, edge cuts and vertex separators. Optimization-based formulations for each of these problems are described, and hybrid algorithms combining these optimization-based approaches with traditional combinatoric methods are presented. Efficient implementations and computational results for these algorithms are presented in a C++ graph partitioning library competitive with the state of the art. Additionally, an optimization-based approach to hypergraph partitioning is proposed

Exploiting iteration-level parallelism in dataflow programs

The term "dataflow" generally encompasses three distinct aspects of computation - a data-driven model of computation, a functional/declarative programming language, and a special-purpose multiprocessor architecture. In this paper we decouple the language and architecture issues by demonstrating that declarative programming is a suitable vehicle for the programming of conventional distributed-memory multiprocessors.This is achieved by appling several transformations to the compiled declarative program to achieve iteration-level (rather than instruction-level) parallelism. The transformations first group individual instructions into sequential light-weight processes, and then insert primitives to: (1) cause array allocation to be distributed over multiple processors, (2) cause computation to follow the data distribution by inserting an index filtering mechanism into a given loop and spawning a copy of it on all PEs; the filter causes each instance of that loop to operate on a different subrange of the index variable.The underlying model of computation is a dataflow/von Neumann hybrid in that exection within a process is control-driven while the creation, blocking, and activation of processes is data-driven.The performance of this process-oriented dataflow system (PODS) is demonstrated using the hydrodynamics simulation benchmark called SIMPLE, where a 19-fold speedup on a 32-processor architecture has been achieved