Ratios of optimal values of objective functions of the knapsack problem and its linear relaxation

The ratios of the values of objective functions for optimal solutions of linear and integer knapsack problems are considered. Estimates for these ratios are obtained. One-dimensional and multi-dimensional knapsack problems with Boolean variables are studied experimentally. For these problems, a hypothesis is formulated on the asymptotic behavior of the ratio as the number of variables grows.     

A new exact algorithm for concave knapsack problems with integer variables

Concave knapsack problems with integer variables have many applications in real life, and they are NP-hard. In this paper, an exact and efficient algorithm is presented for concave knapsack problems. The algorithm combines the contour cut with a special cut to improve the lower bound and reduce the duality gap gradually in the iterative process. The lower bound of the problem is obtained by solving a linear underestimation problem. A special cut is performed by exploiting the structures of the objective function and the feasible region of the primal problem. The optimal solution can be found in a finite number of iterations, and numerical experiments are also reported for two different types of concave objective functions. The computational results show the algorithm is efficient.     

On complexity of optimal recombination for binary representations of solutions

We consider the optimization problem of finding the best possible offspring as a result of a recombination operator in an evolutionary algorithm, given two parent solutions. The optimal recombination is studied in the case where a vector of binary variables is used as a solution encoding. By means of efficient reductions of the optimal recombination problems (ORPs) we show the polynomial solvability of the ORPs for the maximum weight set packing problem, the minimum weight set partition problem, and for linear Boolean programming problems with at most two variables per inequality, and some other problems. We also identify several NP-hard cases of optimal recombination: the Boolean linear programming problems with three variables per inequality, the knapsack, the set covering, the p-median, and some other problems.     

A variable-grouping based genetic algorithm for large-scale integer programming

To effectively reduce the dimensionality of search space, this paper proposes a variable-grouping based genetic algorithm (VGGA) for large-scale integer programming problems (IPs). The VGGA first groups IP’s decision variables based on the optimal solution to the IP’s continuous relaxation problem, and then applies a standard genetic algorithm (GA) to the subproblem for each group of variables. We compare the VGGA with the standard GA and GAs based on even variable-grouping by applying them to solve randomly generated convex quadratic knapsack problems and integer knapsack problems. Numerical results suggest that the VGGA is superior to the standard GA and GAs based on even variable-grouping both on computation time and solution quality.     

Approximate algorithms for some generalized knapsack problems

In this paper we construct approximate algorithms for the following problems: integer multiple-choice knapsack problem, binary multiple-choice knapsack problem and multi-dimensional knapsack problem. The main result can be described as follows: for every ε 0 one can construct a polynomial-time algorithm for each of the above problems such that the ratio of the value of the objective function by this algorithm and the optimal value is bounded below by 1 - ε.     

A computational comparison of gomory and knapsack cuts

A common method of solving integer programs is to solve the problem first as a linear program (LP) then add constraints that cut off noninteger solutions from the set of LP feasible solutions. As soon as an optimal LP solution is all integer, then it is an optimal solution to the integer program. The method of Gomory can generate a variety of different cuts but there is a dearth of reports on systematic testing of the effectiveness of different cuts. We report extensive computational comparisons between a number of different cuts, including a successful one not previously publicised. It has been known for some time that Gomory cuts can be unsuccessful because of slow convergence with the accompanying difficulties of computer round-off error. Recently a method has been proposed for generating, for 0–1 integer problems, cuts that are usually tighter than Gomory cuts and thus give faster convergence. This method of knapsack cuts is tested in comparison with Gomory cuts for moderate size problems and is found to be superior for 0–1 problems having dense constraint matrices but only slightly better than Gomory cuts for problems with sparse matrices. On the other hand, knapsack cuts applied to general integer problems reformulated as 0–1 are found to be less successful than Gomory cuts applied to the original integer problem.     

Labeling algorithms for multiple objective integer knapsack problems

The paper presents a generic labeling algorithm for finding all nondominated outcomes of the multiple objective integer knapsack problem (MOIKP). The algorithm is based on solving the multiple objective shortest path problem on an underlying network. Algorithms for constructing four network models, all representing the MOIKP, are also presented. Each network is composed of layers and each network algorithm, working forward layer by layer, identifies the set of all permanent nondominated labels for each layer. The effectiveness of the algorithms is supported with numerical results obtained for randomly generated problems for up to seven objectives while exact algorithms reported in the literature solve the multiple objective binary knapsack problem with up to three objectives. Extensions of the approach to other classes of problems including binary variables, bounded variables, multiple constraints, and time-dependent objective functions are possible.     

Direct zigzag search for discrete multi-objective optimization

Multiple objective optimization (MOO) models and solution methods are commonly used for multi-criteria decision making in real-life engineering and management applications. Much research has been conducted for continuous MOO problems, but MOO problems with discrete or mixed integer variables and black-box objective functions arise frequently in practice. For example, in energy industry, optimal development problems of oil gas fields, shale gas hydraulic fracturing, and carbon dioxide geologic storage and enhanced oil recovery, may consider integer variables (number of wells, well drilling blocks), continuous variables (e.g. bottom hole pressures, production rates), and the field performance is typically evaluated by black-box reservoir simulation. These discrete or mixed integer MOO (DMOO) problems with black-box objective functions are more challenging and require new MOO solution techniques. We develop a direct zigzag (DZZ) search method by effectively integrating gradient-free direct search and zigzag search for such DMOO problems. Based on three numerical example problems including a mixed integer MOO problem associated with the optimal development of a carbon dioxide capture and storage (CCS) project, DZZ is demonstrated to be computationally efficient. The numerical results also suggest that DZZ significantly outperforms NSGA-II, a widely used genetic algorithms (GA) method.     

Mixed-integer knapsack problem solving method using the narrow intervals for the criterion function and variables

A mixed-integer knapsack problem solving method is suggested. With this purpose, first, the number of integer-valued variables and the domain of feasible solutions (containing the optimal solution) are decreased. Further, the received problem is solved using the “branch and bound” type method, where the narrow intervals for the functional and variables are used while each is branching. The numerous computing experiments fulfilled have shown that the suggested method operates more rapidly than the known “branch and bound” method.     

Integrated model for software component selection with simultaneous consideration of implementation and verification

One important objective of component-based software engineering is the minimization of the development cost of software products. Thus, the costs of software component implementation and verification, which may involve substantial expenses while under development, should be reduced. In addition, the costs for these processes should not be considered individually, but in an integrated manner, to further reduce development cost. In the current paper, an integrated decision model is proposed to assist decision-makers in selecting reuse scenarios for components used for implementation and in simultaneously determining the optimal number of test cases for verification. An objective of the model is the minimization of development cost, while satisfying the required system and reliability requirements. The Lagrange relaxation decomposition (LRD) method with heuristics was developed to solve integrated decision problems. Based on LRD, the nonlinear model is condensed into a 0–1 knapsack problem for the subproblem on reuse scenario selection and an integer knapsack problem for the subproblem on the determination of the optimal number of tests. Combined with the Lagrange multiplier-determined heuristic, the proposed algorithm can determine the global optimum solution. Simulations of varying sizes for problems and sensitivity analyses were conducted, and the results indicate that LRD is more effective than previous methods in determining global optimal solutions for the integrated decision problem.     

Solving steel mill slab design problems

The steel mill slab design problem from the CSPLIB is a combinatorial optimization problem motivated by an application of the steel industry. It has been widely studied in the constraint programming community. Several methods were proposed to solve this problem. A steel mill slab library was created which contains 380 instances. A closely related binpacking problem called the multiple knapsack problem with color constraints, originated from the same industrial problem, was discussed in the integer programming community. In particular, a simple integer program for this problem has been given by Forrest et al. (INFORMS J Comput 18:129–134, 2006). The aim of this paper is to bring these different studies together. Moreover, we adapt the model of Forrest et al. (INFORMS J Comput 18:129–134, 2006) for the steel mill slab design problem. Using this model and a state-of-the-art integer program solver all instances of the steel mill slab library can be solved efficiently to optimality. We improved, thereby, the solution values of 76 instances compared to previous results (Schaus et al., Constraints 16:125–147, 2010). Finally, we consider a recently introduced variant of the steel mill slab design problem, where within all solutions which minimize the leftover one is interested in a solution which requires a minimum number of slabs. For that variant we introduce two approaches and solve all instances of the steel mill slab library with this slightly changed objective function to optimality.     

On Metric Clustering to Minimize the Sum of Radii

Given an n-point metric (P,d) and an integer k>0, we consider the problem of covering P by k balls so as to minimize the sum of the radii of the balls. We present a randomized algorithm that runs in n ^{O(log n⋅log Δ)} time and returns with high probability the optimal solution. Here, Δ is the ratio between the maximum and minimum interpoint distances in the metric space. We also show that the problem is NP-hard, even in metrics induced by weighted planar graphs and in metrics of constant doubling dimension.     

Heuristic algorithms for the general nonlinear separable knapsack problem

We consider the nonlinear knapsack problem with separable nonconvex functions. Depending on the assumption on the integrality of the variables, this problem can be modeled as a nonlinear programming or as a (mixed) integer nonlinear programming problem. In both cases, this class of problems is very difficult to solve, both from a theoretical and a practical viewpoint. We propose a fast heuristic algorithm, and a local search post-optimization procedure. A series of computational comparisons with a heuristic method for general nonconvex mixed integer nonlinear programming and with global optimization methods shows that the proposed algorithms provide high-quality solutions within very short computing times.     

An approach to estimating the average-case complexity of postoptimality analysis of discrete optimization problems

It is shown that an algorithm polynomial on average with respect to μ and that determines an optimal solution to a set cover problem that differs from the initial problem in one position of the constraint matrix does not exist if the optimal solution of the original problem is known and DistNP is not a subset of Average-P. A similar result takes place for the knapsack problem.     

Dynamic symmetry-breaking for Boolean satisfiability

With impressive progress in Boolean Satisfiability (SAT) solving and several extensions to pseudo-Boolean (PB) constraints, many applications that use SAT, such as high-performance formal verification techniques are still restricted to checking satisfiability of certain conditions. However, there is also frequently a need to express a preference for certain solutions. Extending SAT-solving to Boolean optimization allows the use of objective functions to describe a desirable solution. Although recent work in 0–1 Integer Linear Programming (ILP) offers extensions that can optimize a linear objective function, this is often achieved by solving a series of SAT or ILP decision problems. Our work articulates some pitfalls of this approach. An objective function may complicate the use of any symmetry that might be present in the given constraints, even when the constraints are unsatisfiable and the objective function is irrelevant. We propose several new techniques that treat objective functions differently from CNF/PB constraints and accelerate Boolean optimization in many practical cases. We also develop an adaptive flow that analyzes a given Boolean optimization problem and picks the symmetry-breaking technique that is best suited to the problem characteristics. Empirically, we show that for non-trivial objective functions that destroy constraint symmetries, the benefit of static symmetry-breaking is lost but dynamic symmetry-breaking accelerates problem-solving in many cases. We also introduce a new objective function, Localized Bit Selection (LBS), that can be used to specify a preference for bit values in formal verification applications.     

A New Heuristic for Solving the Multichoice Multidimensional Knapsack Problem

A new heuristic for solving the multichoice multidimensional knapsack problem (MMKP) is presented in this paper. The MMKP is first reduced to a multidimensional knapsack problem (MKP). A linear programming relaxation of the resulting MKP is solved, and a series of new values for the variables is computed. These values, pseudo-utility values, and resource value coefficients computed as well, are used in order to obtain a feasible solution for the original MMKP. Finally, the quality of the feasible solution is improved using the pseudo-utility values and the coefficient values of the objective function. Numerical results show that the performance of this approach is superior to that of previous techniques.     

The Fully Polynomial Approximation Algorithm for the 0-1 Knapsack Problem

A modified fast approximation algorithm for the 0-1 knapsack problem with improved complexity is presented, based on the schemes of Ibarra, Kim and Babat. By using a new partition of items, the algorithm solves the n -item 0-1 knapsack problem to any relative error tolerance ε > 0 in the scaled profit space P ^* /K = O ( 1/ ε ^1+δ ) with time O(n log(1/ ε )+1/ ε^{2+2δ}) and space O(n +1/ ɛ^{2+δ}), where P^{*} and b are the maximal profit and the weight capacity of the knapsack problem, respectively, K is a problem-dependent scaling factor, δ={α}/(1+α) and α=O( log b ). This algorithm reduces the exponent of the complexity bound in [5].     

整数背包问题的应用及其算法研究

本文应用整数背包问题有关理论,对CD曲目智能编辑转录和条型钢材优化切割等应用问题进行了讨论,提出了一个解决此类问题的数学模型,之后,分别给出了求其最优解和近似解的算法,并提供了该数学模型及算法的应用建议。     

A multiobjective approach for maximizing the reach or GRP of different brands in TV advertising

This paper focuses on a multiobjective optimization problem in TV advertising from an advertising agency's perspective, which involves deciding on which commercial breaks to air the ads of various brands to jointly maximize reach or gross rating point (GRP) for the different brands subject to budget constraints, brand competition constraints, and other scheduling constraints. We present a multiobjective integer programming formulation of this problem and develop and implement algorithms for generating provably Pareto‐optimal solutions. We also develop reduction and visualization procedures to aid a decision maker in choosing suitable subsets of the Pareto‐optimal solutions obtained. Numerical experiments on five TV advertising problems involving 20–40 objective functions and thousands of decision variables and constraints demonstrate the effectiveness of the proposed formulation and solution methods in generating Pareto‐optimal objective vectors that reflect brand priorities and that are well distributed along the Pareto front.