Three essays on sequencing and routing problems

Thesis (Ph. D.)--Massachusetts Institute of Technology, Sloan School of Management, Operations Research Center, 2005.Includes bibliographical references (leaves 157-162).In this thesis we study different combinatorial optimization problems. These problems arise in many practical settings where there is a need for finding good solutions fast. The first class of problems we study are vehicle routing problems, and the second type of problems are sequencing problems. We study approximation algorithms and local search heuristics for these problems. First, we analyze the Vehicle Routing Problem (VRP) with and without split deliveries. In this problem, we have to route vehicles from the depot to deliver the demand to the customers while minimizing the total traveling cost. We present a lower bound for this problem, improving a previous bound of Haimovich and Rinnooy Kan. This bound is then utilized to improve the worst-case approximation algorithm of the Iterated Tour Partitioning (ITP) heuristic when the capacity of the vehicles is constant. Second, we analyze a particular case of the VRP, when the customers are uniformly distributed i.i.d. points on the unit square of the plane, and have unit demand. We prove that there exists a constant c > 0 such that the ITP heuristic is a 2 - c approximation algorithm with probability arbitrarily close to one as the number of customers goes to infinity. This result improves the approximation factor of the ITP heuristic under the worst-case analysis, which is 2. We also generalize this result and previous ones to the multi-depot case. Third, we study a language to generate Very Large Scale Neighborhoods for sequencing problems. Local search heuristics are among the most popular approaches to solve hard optimization problems.(cont.) Among them, Very Large Scale Neighborhood Search techniques present a good balance between the quality of local optima and the time to search a neighborhood. We develop a language to generate exponentially large neighborhoods for sequencing problems using grammars. We develop efficient generic dynamic programming solvers that determine the optimal neighbor in a neighborhood generated by a grammar for a list of sequencing problems, including the Traveling Salesman Problem and the Linear Ordering Problem. This framework unifies a variety of previous results on exponentially large neighborhoods for the Traveling Salesman Problem.by Agustín Bompadre.Ph.D

Exponential Lower Bounds on the Complexity of a Class of Dynamic Programs for Combinatorial Optimization Problems

We prove exponential lower bounds on the running time of Dynamic Programs (DP) of a certain class for some Combinatorial Optimization Problems. The class of DPs for which we derive the lower bounds is general enough to include well-known DPs for Combinatorial Optimization Problems, such as the ones developed for the Shortest Path Problem, the Knapsack Problem, or the Traveling Salesman Problem. The problems analyzed include the Traveling Salesman Problem (TSP), the Bipartite Matching Problem (BMP), the Min and the Max Cut Problems (MCP), the Min Partition Problem (MPP), and the Min Cost Test Collection Problem (MCTCP). We draw a connection between Dynamic Programs and algorithms for polynomial evaluation. We then derive and use complexity results of polynomial evaluation to prove similar results for Dynamic Programs for the TSP or the BMP. We define a reduction between problems that allows us to generalize these bounds to problems for which either the TSP or the BMP transforms to. Moreover, we show that some standard transformations between problems are of this kind. In this fashion, we extend the lower bounds to other Combinatorial Optimization Problems

Convergence rate of McCormick relaxations

Theory for the convergence order of the convex relaxations by McCormick (Math Program 10(1):147–175, 1976) for factorable functions is developed. Convergence rules are established for the addition, multiplication and composition operations. The convergence order is considered both in terms of pointwise convergence and of convergence in the Hausdorff metric. The convergence order of the composite function depends on the convergence order of the relaxations of the factors. No improvement in the order of convergence compared to that of the underlying bound calculation, e.g., via interval extensions, can be guaranteed unless the relaxations of the factors have pointwise convergence of high order. The McCormick relaxations are compared with the αBB relaxations by Floudas and coworkers (J Chem Phys, 1992, J Glob Optim, 1995, 1996), which guarantee quadratic convergence. Illustrative and numerical examples are given

Convergence rate of McCormick relaxations

Nonconvex optimization, Global optimization, Convex relaxation, McCormick, AlphaBB, Interval extensions,

Magyar Nyelvőr

This article presents an analysis of the convergence order of Taylor models and McCormick-Taylor models, namely Taylor models with McCormick relaxations as the remainder bounder, for factorable functions. Building upon the analysis of McCormick relaxations by Bompadre and Mitsos (J Glob Optim 52(1):1–28, 2012), convergence bounds are established for the addition, multiplication and composition operations. It is proved that the convergence orders of both qth-order Taylor models and qth-order McCormick-Taylor models are at least q + 1, under relatively mild assumptions. Moreover, it is verified through simple numerical examples that these bounds are sharp. A consequence of this analysis is that, unlike McCormick relaxations over natural interval extensions, McCormick-Taylor models do not result in increased order of convergence over Taylor models in general. As demonstrated by the numerical case studies however, McCormick-Taylor models can provide tighter bounds or even result in a higher convergence rate

Improved bounds for vehicle routing solutions

AbstractWe present lower bounds for the vehicle routing problem (VRP) with and without split deliveries, improving the well known bound of Haimovich and Rinnooy Kan. These bounds are then utilized in a design of best-to-date approximation algorithms

HOLMES: Convergent Meshfree Approximation Schemes of Arbitrary Order and Smoothness

Local Maximum-Entropy (LME) approximation schemes are meshfree approximation schemes that satisfy consistency conditions of order 1, i.e., they approximate affine functions exactly. In addition, LME approximation schemes converge in the Sobolev space W^(1,p), i.e., they are C⁰-continuous in the conventional terminology of finite-element interpolation. Here we present a generalization of the Local Max-Ent approximation schemes that are consistent to arbitrary order, i.e., interpolate polynomials of arbitrary degree exactly, and which converge in W^(k,p), i.e., they are C^k -continuous to arbitrary order k. We refer to these approximation schemes as High Order Local Maximum-Entropy Approximation Schemes (HOLMES). We prove uniform error bounds for the HOLMES approximates and their derivatives up to order k. Moreover, we show that the HOLMES of order k is dense in the Sobolev Space W^(k,p), for any 1 ≤ p < ∞. The good performance of HOLMES relative to other meshfree schemes in selected test cases is also critically appraised