The facility layout problem is concerned with the arrangement of a given number of rectangular facilities so as to minimize the total cost associated with the (known or projected) interactions between them. We consider the one-dimensional space allocation problem (ODSAP), also known as the single-row facility layout problem, which consists in finding an optimal linear … Read more
In this paper we discuss the polynomiality of Mehrotra-type predictor-corrector algorithms. We consider a variant of the original prototype of the algorithm that has been widely used in several IPM based optimization packages, for which no complexity result is known to date. By an example we show that in this variant the usual Mehrotra-type adaptive … Read more
We study a single-machine sequencing problem with both release dates and deadlines to minimize the total weighted completion time. We propose a branch-and-bound algorithm for this problem. The algorithm exploits an effective lower bound and a dynamic programming dominance technique. As a byproduct of the lower bound, we have developed a new algorithm for the … Read more
Dynamic programming, branch-and-bound, and constraint programming are the standard solution principles for finding optimal solutions to machine scheduling problems. We propose a new hybrid optimization framework that integrates all three methodologies. The hybrid framework leads to powerful solution procedures. We demonstrate our approach through the optimal solution of the single-machine total weighted completion time scheduling … Read more
I have been working for quite awhile with the treatment of experimental results in chemical thermodynamics. I have tried to organize my archives and make them available for others. There are several experimental datasets in computer readable format and I hope that they can be used as useful benchmarks for data fitting and nonlinear optimization. … Read more
New observations are made about two lower bound schemes for single-machine min-sum scheduling problems. We find that the strongest bound of those provided by transportation problem relaxations can be computed by solving a linear program. We show the equivalence of this strongest bound and the bound provided by the LP relaxation of the time-indexed integer … Read more
In [1] several conditions are described which imply the closedness of linear images of convex sets. Here we combine two such theorems into a common generalization. We give a proof of the general theorem which is simpler than the proof obtained by combining the proofs of the two theorems. The paper is almost self-contained as … Read more
The Primal-Dual Second Order Corrector (PDSOC) algorithm that we investigate computes on each iteration a corrector direction in addition to the direction of the standard primal-dual path-following interior point method (Kojima et al., 1989) for Linear Programming (LP), in an attempt to improve performance. The corrector is multiplied by the square of the stepsize in … Read more
In this report, we propose a new partitioned variable metric method for minimization of nonsmooth partially separable functions. After a short introduction, the complete algorithm is introduced and some implementation details are given. We prove that this algorithm is globally convergent under standard mild assumptions. Computational experiments given confirm efficiency and robustness of the new … Read more
In this paper we analyze the rate of local convergence of the Newton primal-dual interior-point method when the iterates are kept strictly feasible with respect to the inequality constraints. It is shown under the classical conditions that the rate is q-quadratic when the functions associated to the inequality constraints define a locally concave feasible region. … Read more