In this paper, a Blind Signal Separation (BSS) problem is considered: given X∈Rm×N, BSS problem is to find A∈Rm×n and S∈Rn×N, where the matrices are related as X=AS. We have reviewed the sufficient conditions on the structure of X, A and S in terms of sparseness conditions on S, such that the equation can be solved uniquely (up to permutation and scalability). A hierarchical 0-1 MIP is proposed to solve the problem. Probabilistically, we have shown that every subsequent level of hierarchical MIP will be easier to solve than the precedent level of MIP. Moreover, we have presented case studies that illustrate the performance of proposed solution approach for correlated sparse sources.
We propose a hybrid algorithm based on the Ant Colony Optimization (ACO) meta-heuristic, in conjunction with four well-known elimination rules, to tackle the NP-hard single-machine scheduling problem to minimize the total job tardiness. The hybrid algorithm has the same running time as that of ACO. We conducted extensive computational experiments to test the performance of the hybrid algorithm and ACO. The computational results show that the hybrid algorithm can produce optimal or near-optimal solutions quickly, and its performance compares favourably with that of ACO for handling standard instances of the problem.
In this study we consider the shortest path problem, where the arc costs are subject to distributional uncertainty. Basically, the decision-maker attempts to minimize her worst-case expected loss over an ambiguity set (or a family) of candidate distributions that are consistent with the decision-maker's initial information. The ambiguity set is formed by all distributions that satisfy prescribed linear first-order moment constraints with respect to subsets of arcs and individual probability constraints with respect to particular arcs. Under some additional assumptions the resulting distributionally robust shortest path problem (DRSPP) admits equivalent robust and mixed-integer programming (MIP) reformulations. The robust reformulation is shown to be NP-hard, whereas the problem without the first-order moment constraints is proved to be polynomially solvable. We perform numerical experiments to illustrate the advantages of the considered approach; we also demonstrate that the MIP reformulation of DRSPP can be solved effectively using off-the-shelf solvers.
The Cell Formation Problem has been studied as an optimization problem in manufacturing for more than 90 years. It consists of grouping machines and parts into manufacturing cells in order to maximize loading of cells and minimize movement of parts from one cell to another. Many heuristic algorithms have been proposed which are doing well even for large-sized instances. However, only a few authors have aimed to develop exact methods and most of these methods have some major restrictions such as a fixed number of production cells for example. In this paper we suggest a new mixed-integer linear programming model for solving the cell formation problem with a variable number of manufacturing cells. The popular grouping efficacy measure is used as an objective function. To deal with its fractional nature we apply the Dinkelbach approach. Our computational experiments are performed on two testsets: the first consists of 35 well-known instances from the literature and the second contains 32 instances less popular. We solve these instances using CPLEX software. Optimal solutions have been found for 63 of the 67 considered problem instances and several new solutions unknown before have been obtained. The computational times are greatly decreased comparing to the state-of-art approaches
Many efficient exact branch and bound maximum clique solvers use approximate coloring to compute an upper bound on the clique number for every subproblem. This technique reasonably promises tight bounds on average, but never tighter than the chromatic number of the graph.
Li and Quan, 2010, AAAI Conference, p. 128–133 describe a way to compute even tighter bounds by reducing each colored subproblem to maximum satisfiability problem (MaxSAT). Moreover they show empirically that the new bounds obtained may be lower than the chromatic number.
Based on this idea this paper shows an efficient way to compute related “infra-chromatic” upper bounds without an explicit MaxSAT encoding. The reported results show some of the best times for a stand-alone computer over a number of instances from standard benchmarks.
In this paper, we develop a new tolerance-based Branch and Bound algorithm for solving NP-hard problems. In particular, we consider the asymmetric traveling salesman problem (ATSP), an NP-hard problem with large practical relevance. The main algorithmic contribution is our lower bounding strategy that uses the expected costs of including arcs in the solution to the assignment problem relaxation of the ATSP, the so-called lower tolerance values. The computation of the lower bound requires the calculation of a large set of lower tolerances. We apply and adapt a finding from that makes it possible to compute all lower tolerance values efficiently. Computational results show that our Branch and Bound algorithm exhibits very good performance in comparison with state-of-the-art algorithms, in particular for difficult clustered ATSP instances.