This papers describes a perl language program to create time-to-target solution value plots for measured CPU times that are assumed to fit a shifted exponential distribution. This is often the case in local search based heuristics for combinatorial optimization, such as simulated annealing, genetic algorithms, iterated local search, tabu search, WalkSAT, and GRASP. Such plots … Read more
We consider the problem of interconnecting a set of customer sites using SONET rings of equal capacity, which can be defined as follows: Given an undirected graph G=(V,E) with nonnegative edge weight d(u,v), (u,v) in E, and two integers K and B, find a partition of the nodes of G into K subsets so that … Read more
The k-traveling salesman problem, or k-TSP is: given a graph with edge weights and an integer k, find a simple cycle of minimum weight visiting exactly k nodes. To obtain lower bounds for the traveling salesman problem the 2-matching relaxation and the 1-tree relaxation can be used. We generalize these two relaxations for the k-TSP. … Read more
We address a multi-item capacitated lot-sizing problem with setup times and shortage costs that arises in real-world production planning problems. Demand cannot be backlogged, but can be totally or partially lost. The problem is NP-hard. A mixed integer mathematical formulation is presented. Our approach in this paper is to propose some classes of valid inequalities … Read more
Semidefinite optimization, commonly referred to as semidefinite programming, has been a remarkably active area of research in optimization during the last decade. For combinatorial problems in particular, semidefinite programming has had a truly significant impact. This paper surveys some of the results obtained in the application of semidefinite programming to satisfiability and maximum-satisfiability problems. The … Read more
Nonlinear optimization deals with the problem of optimizing a single objective function, such as physical weight or cost, in the presence of equality and inequality constraints. Usually engineering design applications are highly non-linear and engineers are always interested in not finding a feasible design that is locally optimal in the design space, but globally optimal … Read more
We study the problem of maximizing the second smallest eigenvalue of the Laplace matrix of a graph over all nonnegative edge weightings with bounded total weight. The optimal value is the \emph{absolute algebraic connectivity} introduced by Fiedler, who proved tight connections of this value to the connectivity of the graph. Using semidefinite programming techniques and … Read more
We consider 3-partitioning the vertices of a graph into sets $S_1, S_2$ and $S_3$ of specified cardinalities, such that the total weight of all edges joining $S_1$ and $S_2$ is minimized. This problem is closely related to several NP-hard problems like determining the bandwidth or finding a vertex separator in a graph. We show that … Read more
In this paper we consider the following two types of complex quadratic maximization problems: (i) maximize $z^{\HH} Q z$, subject to $z_k^m=1$, $k=1,…,n$, where $Q$ is a Hermitian matrix with $\tr Q=0$ and $z\in \C^n$ is the decision vector; (ii) maximize $\re y^{\HH}Az$, subject to $y_k^m=1$, $k=1,…,p$, and $z_l^m=1$, $l=1,…,q$, where $A\in \C^{p\times q}$ and … Read more
We propose a Greedy Randomized Adaptive Search Procedure (GRASP) for solving continuous global optimization problems subject to box constraints. The method was tested on benchmark functions and the computational results show that our approach was able to find, in a few seconds, optimal solutions for all tested functions despite not using any gradient information about … Read more