An optimal solution for the budgets assignment problem

Municipalities are service organizations that have a major role in strategic planning and community development that consider the future changes and society developments, by implementing set of projects with pre-allocated budgets. Projects have standards, budgets and constraints that differ from one community to another and from one city to another. Fair distributing of different projects to municipalities, while ensuring the provision of various capabilities to reach developmental role is NP-Hard problem. Assuming that all municipalities have the same strategic characteristics. The problem is as follows: given a set of projects with different budgets, how to distribute all projects to all municipalities with a minimum budget gap between municipalities. To derive equity distribution between municipalities, this paper developed lower bounds and eleven heuristics to be utilized in the branch-and-bound algorithms. The performance of the developed heuristics, lower bounds and the exact solutions are presented in the experimental study.

Perspective Reformulations of Semicontinuous Quadratically Constrained Quadratic Programs

We study perspective reformulations (PRs) of semicontinuous quadratically constrained quadratic programs (SQCQPs) in this paper. Based on perspective functions, we first propose a class of PRs for SQCQPs and discuss how to find the best PR in this class via strong duality and lifting techniques. We then study the properties of the PR class and relate them to alternative formulations that are used to derive lower bounds for SQCQPs. Finally, we embed the PR bounds in branch-and-bound algorithms and conduct computational experiments to illustrate the effectiveness of the proposed approach.

Interval Tests and Contractors Based on Optimality Conditions for Bound-Constrained Global Optimization

We study the problem of finding the global optimum of a nonlinear real function over an interval box by means of complete search techniques, namely interval branch-and-bound algorithms. Such an algorithm typically generates a tree of boxes from the initial box by alternating branching steps and contraction steps in order to remove non optimal sub-boxes. In this paper, we introduce a new contraction method that is designed to handle the boundary of the initial box where a minimizer may not be a stationary point. This method exploits the first-order optimality conditions and we show that it subsumes the classical monotonicity test based on interval arithmetic. A new branch-and-bound algorithm has been implemented in the interval solver Realpaver. An extensive experimental study based on a set of standard benchmarks is presented.