31,428 research outputs found
The continuous p-centre problem: An investigation into variable neighbourhood search with memory
A VNS-based heuristic using both a facility as well as a customer type neighbourhood structure is proposed to solve the p-centre problem in the continuous space. Simple but effective enhancements to the original Elzinga-Hearn algorithm as well as a powerful ‘locate-allocate’ local search used within VNS are proposed. In addition, efficient implementations in both neighbourhood structures are presented. A learning scheme is also embedded into the search to produce a new variant of VNS that uses memory. The effect of incorporating strong intensification within the local search via a VND type structure is also explored with interesting results. Empirical results, based on several existing data set (TSP-Lib) with various values of p, show that the proposed VNS implementations outperform both a multi-start heuristic and the discrete-based optimal approach that use the same local search
Static Pricing Problems under Mixed Multinomial Logit Demand
Price differentiation is a common strategy for many transport operators. In
this paper, we study a static multiproduct price optimization problem with
demand given by a continuous mixed multinomial logit model. To solve this new
problem, we design an efficient iterative optimization algorithm that
asymptotically converges to the optimal solution. To this end, a linear
optimization (LO) problem is formulated, based on the trust-region approach, to
find a "good" feasible solution and approximate the problem from below. Another
LO problem is designed using piecewise linear relaxations to approximate the
optimization problem from above. Then, we develop a new branching method to
tighten the optimality gap. Numerical experiments show the effectiveness of our
method on a published, non-trivial, parking choice model
Continuous Multiclass Labeling Approaches and Algorithms
We study convex relaxations of the image labeling problem on a continuous
domain with regularizers based on metric interaction potentials. The generic
framework ensures existence of minimizers and covers a wide range of
relaxations of the originally combinatorial problem. We focus on two specific
relaxations that differ in flexibility and simplicity -- one can be used to
tightly relax any metric interaction potential, while the other one only covers
Euclidean metrics but requires less computational effort. For solving the
nonsmooth discretized problem, we propose a globally convergent
Douglas-Rachford scheme, and show that a sequence of dual iterates can be
recovered in order to provide a posteriori optimality bounds. In a quantitative
comparison to two other first-order methods, the approach shows competitive
performance on synthetical and real-world images. By combining the method with
an improved binarization technique for nonstandard potentials, we were able to
routinely recover discrete solutions within 1%--5% of the global optimum for
the combinatorial image labeling problem
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
Curse of dimensionality reduction in max-plus based approximation methods: theoretical estimates and improved pruning algorithms
Max-plus based methods have been recently developed to approximate the value
function of possibly high dimensional optimal control problems. A critical step
of these methods consists in approximating a function by a supremum of a small
number of functions (max-plus "basis functions") taken from a prescribed
dictionary. We study several variants of this approximation problem, which we
show to be continuous versions of the facility location and -center
combinatorial optimization problems, in which the connection costs arise from a
Bregman distance. We give theoretical error estimates, quantifying the number
of basis functions needed to reach a prescribed accuracy. We derive from our
approach a refinement of the curse of dimensionality free method introduced
previously by McEneaney, with a higher accuracy for a comparable computational
cost.Comment: 8pages 5 figure
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