In this paper, we describe a methodology for the analysis of greedy randomized adaptive search procedures (GRASP). GRASP is a metaheuristic for combinatorial optimization. It usually consists of a construction procedure based on a greedy randomized algorithm and a local search. Hybrid approaches of GRASP with path-relinking developed for the 3-index assignment problem (AP3) and … Read more
This paper addresses recent advances and application of hybridizations of greedy randomized adaptive search procedures (GRASP) and path-relinking. We present a template for implementing path-relinking as an intensification procedure for GRASP. Enhancements to the procedure, recently described in the literature, are reviewed. The effectiveness of the procedure is illustrated experimentally. Citation AT&T Labs Research Technical … Read more
This paper describes a methodology that has been implemented in a major British airline to find the optimal price to charge for airline tickets under one-way pricing. An analytical model has been developed to describe the buying behaviour of customers for flights over the selling period. Using this model and a standard analytical method for … Read more
In this paper we combine both trust-region and linesearch globalization strategies in a globally convergent hybrid algorithm to solve a continuously differentiable nonlinear equality constrained minimization problem. First, the trust-region approach is used to determine a descent direction of the augmented Lagrangian chosen as the merit function, and second, linesearch techniques are used to obtain … Read more
Solving systems of linear equations with “normal” matrices of the form $A D^2 A^T$ is a key ingredient in the computation of search directions for interior-point algorithms. In this article, we establish that a well-known basis preconditioner for such systems of linear equations produces scaled matrices with uniformly bounded condition numbers as $D$ varies over … Read more
We consider primal-dual algorithms for certain types of infinite-dimensional optimization problems. Our approach is based on the generalization of the technique of finite-dimensional Euclidean Jordan algebras to the case of infinite-dimensional JB-algebras of finite rank. This generalization enables us to develop polynomial-time primal-dual algorithms for “infinite-dimensional second-order cone programs.” We consider as an example a … Read more
We present a new formulation of the truss topology problem that results in unique design and unique displacements of the optimal truss. This is reached by adding an upper level to the original optimization problem and formulating the new problem as an MPCC (Mathematical Program with Complementarity Constraints). We derive optimality conditions for this problem … Read more
A nonincreasing sequence of positive integers $\langle m_1,m_2,\cdots,m_k \rangle$ is said to be {\em $n$-realizable\/} if the set $I_n=\{ 1,2,\cdots,n\}$ can be partitioned into $k$ mutually disjoint subsets $S_1,S_2,\cdots, S_k$ such that $\sum\limits_{x\in S_i}x=m_i$ for each $1\le i\le k$. In this paper, we will prove that a nonincreasing sequence of positive integers $\langle m_1,m_2,\cdots,m_k\rangle$ is … Read more
Given a directed graph G(V,A), the p-Median problem consists of determining p nodes (the median nodes) minimizing the total distance from the other nodes of the graph. We present a Branch-and-Cut algorithm yielding provably good solutions for instances up to 3795 nodes (14,402,025 variables). Key ingredients of our approach are: lagrangian relaxation, a simple procedure … Read more
The reliability of polyhedral homotopy continuation methods for solving a polynomial system becomes increasingly important as the dimension of the polynomial system increases. High powers of the homotopy continuation parameter $t$ and ill-conditioned Jacobian matrices encountered in tracing of homotopy paths affect the numerical stability. We present modified homotopy functions with a new homotopy continuation … Read more