MPC

MPC 2016, ISSUE 1



Mathematical Programming Computation, Volume 8, Issue 1, March 2016

A new novel local search integer-programming-based heuristic for PCB assembly on collect-and-place machines

Anupam Seth, Diego Klabjan, Placid M. Ferreira

This paper presents the development of a novel vehicle-routing-based algorithm for optimizing component pick-up and placement on a collect-and-place type machine in printed circuit board manufacturing. We present a two-phase heuristic that produces solutions of remarkable quality with respect to other known approaches in a reasonable amount of computational time. In the first phase, a construction procedure is used combining greedy aspects and solutions to subproblems modeled as a generalized traveling salesman problem and quadratic assignment problem. In the second phase, this initial solution is refined through an iterative framework requiring an integer programming step. A detailed description of the heuristic is provided and extensive computational results are presented.

Full Text: PDF



Mathematical Programming Computation, Volume 8, Issue 1, March 2016

Large-scale optimization with the primal-dual column generation method

Jacek Gondzio, Pablo González-Brevis, Pedro Munari

The primal-dual column generation method (PDCGM) is a general-purpose column generation technique that relies on the primal-dual interior point method to solve the restricted master problems. The use of this interior point method variant allows to obtain suboptimal and well-centered dual solutions which naturally stabilizes the column generation process. As recently presented in the literature, reductions in the number of calls to the oracle and in the CPU times are typically observed when compared to the standard column generation, which relies on extreme optimal dual solutions. However, these results are based on relatively small problems obtained from linear relaxations of combinatorial applications. In this paper, we investigate the behaviour of the PDCGM in a broader context, namely when solving large-scale convex optimization problems. We have selected applications that arise in important real-life contexts such as data analysis (multiple kernel learning problem), decision-making under uncertainty (two-stage stochastic programming problems) and telecommunication and transportation networks (multicommodity network flow problem). In the numerical experiments, we use publicly available benchmark instances to compare the performance of the PDCGM against recent results for different methods presented in the literature, which were the best available results to date. The analysis of these results suggests that the PDCGM offers an attractive alternative over specialized methods since it remains competitive in terms of number of iterations and CPU times even for large-scale optimization problems.

Full Text: PDF



Mathematical Programming Computation, Volume 8, Issue 1, March 2016

Minimizing the sum of many rational functions

Florian Bugarin, Didier Henrion, Jean Bernard Lasserre

We consider the problem of globally minimizing the sum of many rational functions over a given compact semialgebraic set. The number of terms can be large (10 to 100), the degree of each term should be small (up to 10), and the number of variables can be relatively large (10 to 100) provided some kind of sparsity is present. We describe a formulation of the rational optimization problem as a generalized moment problem and its hierarchy of convex semidefinite relaxations. Under some conditions we prove that the sequence of optimal values converges to the globally optimal value. We show how public-domain software can be used to model and solve such problems. Finally, we also compare with the epigraph approach and the BARON software.

Full Text: PDF



Mathematical Programming Computation, Volume 8, Issue 1, March 2016

Improving branch-and-cut performance by random sampling

Matteo Fischetti, Andrea Lodi, Michele Monaci, Domenico Salvagnin, Andrea Tramontani

We discuss the variability in the performance of multiple runs of branch-and-cut mixed integer linear programming solvers, and we concentrate on the one deriving from the use of different optimal bases of the linear programming relaxations. We propose a new algorithm exploiting more than one of those bases and we show that different versions of the algorithm can be used to stabilize and improve the performance of the solver.

Full Text: PDF




Imprint and privacy statement

For the imprint and privacy statement we refer to the Imprint of ZIB.
© 2008-2024 by Zuse Institute Berlin (ZIB).