Optimal Direct Determination of Sparse Jacobian Matrices

It is well known that a sparse Jacobian matrix can be determined with fewer function evaluations or automatic differentiation \emph{passes} than the number of independent variables of the underlying function. In this paper we show that by grouping together rows into blocks one can reduce this number further. We propose a graph coloring technique for … Read more

Two new proofs of Afriat’s theorem

We provide two new, simple proofs of Afriat’s celebrated theorem stating that a finite set of price-quantity observations is consistent with utility maximization if, and only if, the observations satisfy a variation of the Strong Axiom of Revealed Preference known as the Generalized Axiom of Revealed Preference. CitationTechnical Report No. 1381, School of Operations Research … Read more

Parallel Strategies for GRASP with path-relinking

A Greedy Randomized Adaptive Search Procedure (GRASP) is a metaheuristic for combinatorial optimization. It usually consists of a construction procedure based on a greedy randomized algorithm and local search. Path-relinking is an intensification strategy that explores trajectories that connect high quality solutions. We analyze two parallel strategies for GRASP with path-relinking and propose a criterion … Read more

A Multi-Exchange Local Search Algorithm for the Capacitated Facility Location Problem

We present a multi-exchange local search algorithm for approximating the capacitated facility location problem (CFLP), where a new local improvement operation is introduced that possibly exchanges multiple facilities simultaneously. We give a tight analysis for our algorithm and show that the performance guarantee of the algorithm is between $3+2\sqrt{2}-\epsilon$ and $3+2\sqrt{2}+\epsilon$ for any given constant … Read more

On Extracting Maximum Stable Sets in Perfect Graphs Using Lovasz’s Theta Function

We study the maximum stable set problem. For a given graph, we establish several transformations among feasible solutions of different formulations of Lov{\’a}sz’s theta function. We propose reductions from feasible solutions corresponding to a graph to those corresponding to its subgraphs. We develop an efficient, polynomial-time algorithm to extract a maximum stable set in a … Read more

An updated bibliography of GRASP

This document contains references related to GRASP (greedy randomized adaptive search procedure) that have either appeared in the literature or as technical reports. If you are aware of any uncited reference, incorrectly cited reference, or update to a cited reference, please contact Mauricio G. C. Resende at the address given at the end of this … Read more

A GRASP/VND heuristic for the phylogeny problem using a new neighborhood structure

A phylogeny is a tree that relates taxonomic units, based on their similarity over a set of characters. The phylogeny problem consists in finding a phylogeny with the minimum number of evolutionary steps. We propose a new neighborhood structure for the phylogeny problem. A GRASP heuristic based on this neighborhood structure and using VND for … Read more

Heuristics for the Phylogeny Problem

A phylogeny is a tree that relates taxonomic units, based on their similarity over a set of characters. The problem of finding a phylogeny with the minimum number of evolutionary steps (the so-called parsimony criterion) is one of the main problems in comparative biology. In this work, we study different heuristic approaches to the phylogeny … Read more

Scheduling Workover Rigs for Onshore Oil Production

Many oil wells in Brazilian onshore fields rely on artificial lift methods. Maintenance services such as cleaning, reinstatement, stimulation and others are essential to these wells. These services are performed by workover rigs, which are avaliable on a limited number with respect to the number of wells demanding service. The decision of which workover rig … Read more

GRASP and path-relinking: Recent advances and applications

A greedy randomized adaptive search procedure (GRASP) is a multi-start metaheuristic which applies local search to starting solutions generated by a greedy randomized construction procedure. Until recently, most implementations of GRASP assumed independence of its iterations, thus making no use of memory structures. Path-relinking is an intensification strategy which explores trajectories between elite solutions. Using … Read more