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  • Articles  (37)
  • 2015-2019  (37)
  • 2016  (37)
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  • Articles  (37)
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  • 2015-2019  (37)
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  • 1
    Publication Date: 2016-12-27
    Description: Recently, Luc defined a dual program for a multiple objective linear program. The dual problem is also a multiple objective linear problem and the weak duality and strong duality theorems for these primal and dual problems have been established. Here, we use these results to prove some relationships between multiple objective linear primal and dual problems. We extend the available results on single objective linear primal and dual problems to multiple objective linear primal and dual problems. Complementary slackness conditions for efficient solutions, and conditions for the existence of weakly efficient solution sets and existence of strictly primal and dual feasible points are established. We show that primal-dual (weakly) efficient solutions satisfying strictly complementary conditions exist. Furthermore, we consider Isermann’s and Kolumban’s dual problems and establish conditions for the existence of strictly primal and dual feasible points. We show the existence of primal-dual feasible points satisfying strictly complementary conditions for Isermann’s dual problem. Also, we give an alternative proof to establish necessary conditions for weakly efficient solutions of multiple objective programs, assuming the Kuhn–Tucker (KT) constraint qualification. We also provide a new condition to ensure the KT constraint qualification.
    Print ISSN: 1619-4500
    Electronic ISSN: 1614-2411
    Topics: Mathematics
    Published by Springer
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  • 2
    Publication Date: 2016-12-24
    Description: In this paper we propose the integration of column generation in the revised normal boundary intersection (RNBI) approach to compute a representative set of non-dominated points for multi-objective linear programmes (MOLPs). The RNBI approach solves single objective linear programmes, the RNBI subproblems, to project a set of evenly distributed reference points to the non-dominated set of an MOLP. We solve each RNBI subproblem using column generation, which moves the current point in objective space of the MOLP towards the non-dominated set. Since RNBI subproblems may be infeasible, we attempt to detect this infeasibility early. First, a reference point bounding method is proposed to eliminate reference points that lead to infeasible RNBI subproblems. Furthermore, different initialisation approaches for column generation are implemented, including Farkas pricing. We investigate the quality of the representation obtained. To demonstrate the efficacy of the proposed approach, we apply it to an MOLP arising in radiotherapy treatment design. In contrast to conventional optimisation approaches, treatment design using column generation provides deliverable treatment plans, avoiding a segmentation step which deteriorates treatment quality. As a result total monitor units is considerably reduced. We also note that reference point bounding dramatically reduces the number of RNBI subproblems that need to be solved.
    Print ISSN: 1619-4500
    Electronic ISSN: 1614-2411
    Topics: Mathematics
    Published by Springer
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  • 3
    Publication Date: 2016-12-22
    Description: This paper is dedicated to the investigation of a new numerical method to approximate the optimal stopping problem for a discrete-time continuous state space Markov chain under partial observations. It is based on a two-step discretization procedure based on optimal quantization. First, we discretize the state space of the unobserved variable by quantizing an underlying reference measure. Then we jointly discretize the resulting approximate filter and the observation process. We obtain a fully computable approximation of the value function with explicit error bounds for its convergence towards the true value function.
    Print ISSN: 1619-4500
    Electronic ISSN: 1614-2411
    Topics: Mathematics
    Published by Springer
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  • 4
    Publication Date: 2016-12-20
    Description: In this paper we study a parallel machine scheduling model with different job release dates, where each job is either accepted and processed by a machine at or after its release date, or it is rejected and a certain penalty cost is paid. The objective is to minimize the makespan of the accepted job plus the total penalty of all rejected jobs. The scheduling problem is NP-hard in the strong sense. Zhang and Lu (4OR A Q J Oper Res 14:165–172, 2016 ) have proposed a 2-approximation for the problem, and a fully polynomial time approximation scheme (FPTAS) for the special case when the number of machines m is fixed. In this paper we present an improved 2-approximation and a polynomial time approximation scheme for the problem. We also propose an improved FPTAS for the case when m is fixed.
    Print ISSN: 1619-4500
    Electronic ISSN: 1614-2411
    Topics: Mathematics
    Published by Springer
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  • 5
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    Springer
    In: 4OR
    Publication Date: 2016-12-08
    Print ISSN: 1619-4500
    Electronic ISSN: 1614-2411
    Topics: Mathematics
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  • 6
    Publication Date: 2016-11-27
    Description: In this paper, we consider the semi-online hierarchical scheduling for load balancing on two identical machines. In the problem, the jobs are available online over list and the objective is to minimize the \(l_p\) -norm of the two machines’ loads. Two semi-online versions are investigated: the buffer version and the rearrangement version. We design a unified optimal semi-online algorithm for both models.
    Print ISSN: 1619-4500
    Electronic ISSN: 1614-2411
    Topics: Mathematics
    Published by Springer
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  • 7
    Publication Date: 2016-11-05
    Description: In this paper, we deal with single machine scheduling problems subject to time dependent effects. The main point in our models is that we do not assume a constant processing rate during job processing time. Rather, processing rate changes according to a fixed schedule of activities, such as replacing a human operator by a less skilled operator. The contribution of this paper is threefold. First, we devise a time-dependent piecewise constant processing rate model and show how to compute processing time for a resumable job. Second, we prove that any time-dependent continuous piecewise linear processing time model can be generated by the proposed rate model. Finally, we propose polynomial-time algorithms for some single machine problems with job independent rate function. In these procedures the job-independent rate effect does not imply any restriction on the number of breakpoints for the corresponding continuous piecewise linear processing time model. This is a clear element of novelty with respect to the polynomial-time algorithms proposed in previous contributions for time-dependent scheduling problems.
    Print ISSN: 1619-4500
    Electronic ISSN: 1614-2411
    Topics: Mathematics
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  • 8
    Publication Date: 2016-11-01
    Print ISSN: 1619-4500
    Electronic ISSN: 1614-2411
    Topics: Mathematics
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  • 9
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    Springer
    In: 4OR
    Publication Date: 2016-10-26
    Print ISSN: 1619-4500
    Electronic ISSN: 1614-2411
    Topics: Mathematics
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  • 10
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    Springer
    In: 4OR
    Publication Date: 2016-10-12
    Description: We use game theory techniques to automatically compute improved lower bounds on the competitive ratio for the bin stretching problem. Using these techniques, we improve the best lower bound for this problem to 19/14. We explain the technique and show that it can be generalized to compute lower bounds for any online or semi-online packing or scheduling problem.
    Print ISSN: 1619-4500
    Electronic ISSN: 1614-2411
    Topics: Mathematics
    Published by Springer
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