A generalized euclidean procedure for integer linear programs

This paper investigates a new procedure for solving the general-variable pure integer linear programming problem. A simple transformation converts the problem to one of constructing nonnegative integer solutions to a system of linear diophantine equations. Rubin's sequential algorithm, an extension of the classic Euclidean algorithm, is used to find an integer solution to this system of equations. Two new theorems are proved on the properties of integer solutions to linear systems. This permits a modified Fourier-Motzkin elimination method to be used to construct a nonnegative integer solution. An experimental computer code was developed for the algorithm to solve some test problems selected from the literature. The computational results, though limited, are encouraging when compared with the Gomory all-integer algorithm.     

The enumeration of all efficient solutions for a linear multiple-objective transportation problem

An algorithm is presented by which the set of all efficient solutions for a linear multiple-objective transportation problem can be enumerated. First the algorithm determines an initial efficient basic solution. In a second step all efficient basic solutions are enumerated. Finally, the set of all efficient solutions is constructed as a union of a minimal number of convex sets of efficient solutions. The algorithm is illustrated by a numerical example.     

一种新的基于方向导数的二维自适应网格生成算法

结合形变原理及网格迭代思想,利用方向导数计算控制函数,提出一种新的二维空间自适应网格生成算法。数值实验表明,该算法能较好地适应解函数的空间剧烈变化。与其他自适应算法比较,其主要优点是该算法逻辑简单,避免了解网格偏微分方程,节约了网格计算时间。     

An exact ceiling point algorithm for general integer linear programming

We present an algorithm called the exact ceiling point algorithm (XCPA) for solving the pure, general integer linear programming problem (P). A recent report by the authors demonstrates that, if the set of feasible integer solutions for (P) is nonempty and bounded, all optimal solutions for (P) are “feasible 1-ceiling points,” roughly, feasible integer solutions lying on or near the boundary of the feasible region for the LP-relaxation associated with (P). Consequently, the XCPA solves (P) by implicitly enumerating only feasible 1-ceiling points, making use of conditional bounds and “double backtracking.” We discuss the results of computational testing on a set of 48 problems taken from the literature.     

An interactive branch-and-bound algorithm for bicriterion nonconvex/mixed integer programming

Although there has been extensive research on interactive multiple objective decision making in the last two decades, there is still a need for specialized interactive algorithms that exploit the relatively simple structure of bicriterion programming problems. This article develops an interactive branch-and-bound algorithm for bicriterion nonconvex programming problems. The algorithm searches among only the set of nondominated solutions since one of them is a most preferred solution that maximizes the overall value function of the decision maker over the set of achievable solutions. The interactive branch-and-bound algorithm requires only pairwise preference comparisons from the decision maker. Based on the decision maker's responses, the algorithm reduces the set of nondominated solutions and terminates with his most preferred nondominated solution. Branching corresponds to dividing the subset of nondominated solutions considered at a node into two subsets. The incumbent solution is updated based on the preference of the decision maker between two nondominated solutions. Fathoming decisions are based on the decision maker's preference between the incumbent solution and the ideal solution of the node in consideration.     

面向多最优解组合优化问题的决策求解算法

针对具有固定物品总和、多最优解特征的组合优化问题,以固定总和实数子集问题和购买鸡翅问题为例,给出了这类多最优解组合优化问题的形式化表示。在分析枚举等经典算法基础上,提出了基于整数状态表示和实数状态表示的0-1决策递归搜索多最优解动态规划算法。针对该算法在最优解数量较大时,时间复杂度趋向O(mⁿ)的问题,提出了基于相同决策路径合并和基于0-x决策的两种改进算法。实验中两种改进算法的计算时间基本符合与O(nb+nm)的正比关系,表明对于这类多最优解组合优化问题具有良好的求解性能。     

Pseudo-monotonic interval programming

A pseudo-monotonic interval program is a problem of maximizing f(x) subject to x ε X = {x ε Rⁿ | a < Ax < b, a, b ε R^m} where f is a pseudomonotonic function on X, the set defined by the linear interval constraints. In this paper, an algorithm to solve the above program is proposed. The algorithm is based on solving a finite number of linear interval programs whose solutions techniques are well known. These optimal solutions then yield an optimal solution of the proposed pseudo-monotonic interval program.     

基于混合粒子群优化的多目标决策新方法

多目标优化问题中的一个关键在于合理地评判各有效解的优劣。通过引入灰色系统理论中灰色关联度的概念作为评判准则,结合粒子群优化算法进行有约束多目标规划问题的研究。提出了一种新的不可行解的保留策略,进化过程中以此策略保留适量的不可行解,有利于增强对约束边界附近可能的最优解的搜索,同时,针对粒子群优化算法的容易陷入局部最优的缺点,实现了以粒子群优化为载体的混合算法:即对全局极值邻域进一步混沌搜索寻优。仿真结果表明改进的算法对多目标决策问题是有效的。     

On scheduling with ready-times,due-dates and vacations

A single machine sequencing problem is considered in which there are ready-time and due-date constraints on jobs and vacation constraints on the machine. Each vacation has fixed starting and finish time and no preemption is allowed for the jobs. The objective is to minimize maximum lateness. An intriguing feature of this formulation is that it allows sequencing in disconnected time windows. A relaxation of the problem is obtained by modeling the vacations as a set of jobs with flexible ready-times and artificial due-dates and a branch and bound algorithm is developed for the problem. In the algorithm, the search is not only guided by the bounds but also by a careful manipulation of the artificial due-dates. Consequently; while searching in the relaxed solution space, solutions of the original problem are implicitly enumerated. Computational results indicate that the algorithm can satisfactorily solve problems with multiple vacations.     

An approach to postoptimality and sensitivity analysis of zero-one goal programs

In this article we present a methodology for postoptimality and sensitivity analysis of zero-one goal programs based on the set of k-best solutions. A method for generating the set of k-best solutions using a branch and bound algorithm and an implicit enumeration scheme for multiple objective problem are discussed. Rules for determining the range of parameter changes that still allows a member of the k-best set to be optimal are developed. An investigation of a sufficient condition for postoptimality analysis is also presented.     

An algorithm for 0-1 multiple-knapsack problems

The 0-1 multiple-knapsack problem is an extension of the well-known 0-1 knapsack problem. It is a problem of assigning m objects, each having a value and a weight, to n knapsacks in such a way that the total weight in each knapsack is less than its capacity limit and the total value in the knapsacks is maximized. A branch-and-bound algorithm for solving the problem is developed and tested. Branching rules that avoid the search of redundant partial solutions are used in the algorithm. Various bounding techniques, including Lagrangean and surrogate relaxations, are investigated and compared.     

火力分配多目标优化的IBACO算法

应用蚁群优化算法(Ant Colony Optimization)求解多目标优化问题已经引起广泛关注,多目标火力分配问题的目标是求出一个合适的武器目标分配方案,使满足决策需要。建立了多目标火力分配的数学模型,提出一种基于指标的蚁群优化算法Indicator-Based Ant Colony Optimization),给出了算法的具体步骤。IBACO的核心思想是利用二元性能指标来引导人工蚂蚁进行搜索,由于该算法中的信息素是根据指标的值来更新的,通过奖励信息素可以强化最优解。仿真实验证明了该算法的有效性,在解决火力分配问题上,所提算法和蚁群优化算法相比具有较好的收敛性。     

潜艇概念设计阶段的多目标优化研究

研究了潜艇在概念设计阶段的多目标优化问题。基于多目标遗传算法(MOGA),把潜艇航速和排水量这两个概念设计阶段的重要属性作为目标函数,考虑了浮力平衡和水下稳性等约束条件,研究了潜艇主尺度确定的问题。计算了一个潜艇概念的数值算例,给出了多目标优化问题的Pareto前沿。文中给出的方法能够快速求解多目标优化解,为实际的潜艇设计提供参考。     

An exact solution approach for the time-dependent traveling-salesman problem

We present an algorithm for solving the time-dependent traveling-salesman problem (TDTSP), a generalization of the classical traveling salesman problem in which the cost of travel between two cities depends on the distance between the cities and the position of the transition in the tour. The algorithm is derived by applying Benders decomposition to a mixed-integer linear programming formulation for the problem. We identify trivial TDTSPs for which a standard implementation of the algorithm requires an exponential number of iterations to converge. This motivates the development of an efficient, network-flow-based method for finding Pareto-optimal dual solutions of a highly degenerate subproblem. Preliminary computational experience demonstrates that the use of these Pareto-optimal solutions has a dramatic impact on the performance of the algorithm. © 1996 John Wiley & Sons, Inc.     

A targeting model that minimizes collateral damage

This paper considers the problem of allocating weapons to achieve targeting objectives while simultaneously minimizing aggregate damage to surrounding nonmilitary facilities, each of which has an upper limit to the damage it is permitted to incur. A model is formulated which assumes only that damage to individual targets or associated facilities does not decrease as the number of allocated weapons increases. An implicit enumeration algorithm, based on that of Lawler and Bell is described that yields optimal integer solutions. An example is presented.     

基于稳态遗传算法的间歇式覆盖天基雷达星座优化设计

针对天基雷达星座的构型优化设计,建立了能够反映星座重要工作性能的单双基地间歇式覆盖模型、星间链路模型、双基地雷达的动目标检测模型,得到了低轨道卫星星座星间链路判断准则,给出了统计评价特性和综合评估指标体系。在此基础上,建立星座设计的优化模型,采用基于可行解搜索法的协同演化遗传算法并融入稳态遗传进化策略,有效地处理带有复杂计算的目标函数和约束条件的星座优化问题,计算分析实例表明利用该方法进行星座设计是非常有效的。     

求解面向进攻的武器-目标分配问题的蚁群算法

面向进攻的武器-目标分配问题是军事运筹学研究中的重要课题,旨在制定合理的打击策略以最大程度摧毁敌方目标。采用一种融合局部搜索和信息素控制的蚁群算法,兼顾控制解的局部收敛速度和全局收敛质量。在解的构造过程中直接处理约束条件,提高生成解的可行性,并大大缩小了搜索空间,提高了算法效率。通过采用多种算法对不同规模的武器-目标分配问题进行实验,结果表明改进的蚁群算法在收敛速度和求解质量上表现优异。     

A multifacility capacity expansion model with joint expansion set-up costs

This article describes a multifacility capacity expansion model in which the different facility types represent different quality levels. These facility types are used to satisfy a variety of deterministic demands over a finite number of discrete time periods. Applications for the model can be found in cable sizing problems associated with the planning of communication networks. It is assumed that the cost function associated with expanding the capacity of any facility type is concave, and that a joint set-up cost is incurred in any period in which one or more facilities are expanded. The model is formulated as a network flow problem from which properties associated with optimal solutions are derived. Using these properties, we develop a dynamic programming algorithm that finds optimal solutions for problems with a few facilities, and a heuristic algorithm that finds near-optimal solutions for larger problems. Numerical examples for both algorithms are discussed.     

The bottleneck transportation problem

The bottleneck transportation problem can be stated as follows: A set of supplies and a set of demands are specified such that the total supply is equal to the total demand. There is a transportation time associated between each supply point and each demand point. It is required to find a feasible distribution (of the supplies) which minimizes the maximum transportaton time associated between a supply point and a demand point such that the distribution between the two points is positive. In addition, one may wish to find from among all optimal solutions to the bottleneck transportation problem, a solution which minimizes the total distribution that requires the maximum time Two algorithms are given for solving the above problems. One of them is a primal approach in the sense that improving fcasible solutions are obtained at each iteration. The other is a “threshold” algorithm which is found to be far superior computationally.     

一种飞行器在线实时航迹规划算法

针对飞行器在线航迹规划问题展开研究,提出了一种实时航迹搜索算法。该方法将飞行器的运动与航迹搜索结合在一起,可以有效地调节搜索的时间,满足在线实时应用的要求。通过在限定的时间内扩大寻优范围,该算法可以有效地避免不可行区域,并使生成的航迹更加优化。实验结果表明,算法能有效地处理各种航迹约束,实时地生成满意的三维航迹。