Nonlinear Optimization over a Weighted Independence System

We consider the problem of optimizing a nonlinear objective function over a weighted independence system presented by a linear-optimization oracle. We provide a polynomial-time algorithm that determines an r-best solution for nonlinear functions of the total weight of an independent set, where r is a constant that depends on certain Frobenius numbers of the individual … Read more

Parimutuel Betting on Permutations

We focus on a permutation betting market under parimutuel call auction model where traders bet on the final ranking of n candidates. We present a Proportional Betting mechanism for this market. Our mechanism allows the traders to bet on any subset of the n x n ‘candidate-rank’ pairs, and rewards them proportionally to the number … Read more

On-line Service Scheduling

This paper is concerned with a scheduling problem that occurs in service systems, where customers are classified as `ordinary’ and `special’. Ordinary customers can be served on any service facility, while special customers can be served only on the flexible service facilities. Customers arrive dynamically over time and their needs become known upon arrival. We … Read more

Copositive programming motivated bounds on the stability and the chromatic numbers

The Lovász theta number of a graph G can be viewed as a semidefinite programming relaxation of the stability number of G. It has recently been shown that a copositive strengthening of this semidefinite program in fact equals the stability number of G. We introduce a related strengthening of the Lovász theta number toward the … Read more

Metaheuristic hybridization with GRASP

GRASP or greedy randomized adaptive search procedure is a multi-start metaheuristic that repeatedly applies local search starting from solutions constructed by a randomized greedy algorithm. In this paper we consider ways to hybridize GRASP to create new and more effective metaheuristics. We consider several types of hybridizations: constructive procedures, enhanced local search, memory structures, and … Read more

Geometric Rounding: A Dependent Rounding Scheme for Allocation Problems

This paper presents a general technique to develop approximation algorithms for allocation problems with integral assignment constraints. The core of the method is a randomized dependent rounding scheme, called geometric rounding, which yields termwise rounding ratios (in expectation), while emphasizing the strong correlation between events. We further explore the intrinsic geometric structure and general theoretical … Read more

Maximizing a Class of Submodular Utility Functions

Given a finite ground set N and a value vector a in R^N, we consider optimization problems involving maximization of a submodular set utility function of the form h(S)= f (sum_{i in S} a_i), S subseteq N, where f is a strictly concave, increasing, differentiable function. This function appears frequently in combinatorial optimization problems when … Read more

A Hybrid Relax-and-Cut/Branch-and-Cut Algorithm for the Degree-Constrained Minimum Spanning Tree Problem

A new exact solution algorithm is proposed for the Degree-Constrained Minimum Spanning Tree Problem. The algorithm involves two combined phases. The first one contains a Lagrangian Relax-and-Cut procedure while the second implements a Branch-and-Cut algorithm. Both phases rely on a standard formulation for the problem, reinforced with Blossom Inequalities. An important feature of the proposed … Read more

An exact algorithm for solving the ring star problem

This paper deals with the ring star problem that consists in designing a ring that pass through a central depot, and then assigning each non visited customer to a node of the ring. The objective is to minimize the total routing and assignment costs. A new chain based formulation is proposed. Valid inequalities are proposed … Read more

A Polyhedral Approach to the Single Row Facility Layout Problem

The Single Row Facility Layout Problem (SRFLP) is the problem of arranging facilities of given lengths on a line, while minimizing a weighted sum of the distances between all pairs of facilities. The SRFLP is strongly NP-hard and includes the well-known linear arrangement problem as a special case. We perform the first ever polyhedral study … Read more