In this paper we consider the labor constrained scheduling problem (LCSP), in which a set of jobs to be processed is subject to precedence and labor requirement constraints. Each job has a specified processing time and a labor requirements profile, which typically varies as the job is processed. Given the amount of labor available at … Read more
Parallel implementations of metaheuristics appear quite naturally as an effective alternative to speed up the search for approximate solutions of combinatorial optimization problems. They not only allow solving larger problems or finding improved solutions with respect to their sequential counterparts, but they also lead to more robust algorithms. We review some trends in parallel computing … Read more
We propose and describe a hybrid GRASP with weight perturbations and adaptive path-relinking heuristic (HGP+PR) for the Steiner problem in graphs. In this multi-start approach, the greedy randomized construction phase of a GRASP is replaced by the use of several construction heuristics with a weight perturbation strategy that combines intensification and diversification elements, as in … Read more
We derive LMI-characterizations and dual decomposition algorithms for certain matrix cones which are generated by a given set using generalized co-positivity. These matrix cones are in fact cones of non-convex quadratic functions that are nonnegative on a certain domain. As a domain, we consider for instance the intersection of a (upper) level-set of a quadratic … Read more
The matrix variables in a primal-dual pair of semidefinite programs are getting increasingly ill-conditioned as they approach a complementary solution. Multiplying the primal matrix variable with a vector from the eigenspace of the non-basic part will therefore result in heavy numerical cancellation. This effect is amplified by the scaling operation in interior point methods. In … Read more
We study and compare preconditioners available for network interior point methods. We derive upper bounds for the condition number of the preconditioned matrices used in the solution of systems of linear equations defining the algorithm search directions. The preconditioners are tested using PDNET, a state-of-the-art interior point code for the minimum cost network flow problem. … Read more
In this paper we study the limiting behavior of the central path for semidefinite programming. We show that the central path is an analytic function of the barrier parameter even at the limit point, provided that the semidefinite program has a strictly complementary solution. A consequence of this property is that the derivatives – of … Read more
We study conditions under which line search Newton methods for nonlinear systems of equations and optimization fail due to the presence of singular non-stationary points. These points are not solutions of the problem and are characterized by the fact that Jacobian or Hessian matrices are singular. It is shown that, for systems of nonlinear equations, … Read more
We consider the Asymmetric Traveling Salesman Problem (ATSP) and use the definition of neighborhood by Deineko and Woeginger (see Math. Programming 87 (2000) 519-542). Let $\mu(n)$ be the maximum cardinality of polynomial time searchable neighborhood for the ATSP on $n$ vertices. Deineko and Woeginger conjectured that $\mu (n)< \beta (n-1)!$ for any constant $\beta >0$ … Read more
We describe algorithms for two-stage stochastic linear programming with recourse and their implementation on a grid computing platform. In particular, we examine serial and asynchronous versions of the L-shaped method and a trust-region method. The parallel platform of choice is the dynamic, heterogeneous, opportunistic platform provided by the Condor system. The algorithms are of master-worker … Read more