An Interpolation-Based Polynomial Method of Estimating the Objective Function Value in Scheduling Problems of Minimizing the Maximum Lateness

An approach to estimating the objective function value of minimization maximum lateness problem is proposed. It is shown how to use transformed instances to define a new continuous objective function. After that, using this new objective function, the approach itself is formulated. We calculate the objective function value for some polynomially solvable transformed instances and use them as interpolation nodes to estimate the objective function of the initial instance. What is more, two new polynomial cases, that are easy to use in the approach, are proposed. In the end of the paper numeric experiments are described and their results are provided.

Continuous facility location on graphs

We study a continuous facility location problem on undirected graphs where all edges have unit length and where the facilities may be positioned on the vertices as well as on interior points of the edges. The goal is to cover the entire graph with a minimum number of facilities with covering range $$\delta >0$$ δ > 0 . In other words, we want to position as few facilities as possible subject to the condition that every point on every edge is at distance at most $$\delta $$ δ from one of these facilities. We investigate this covering problem in terms of the rational parameter $$\delta $$ δ . We prove that the problem is polynomially solvable whenever $$\delta $$ δ is a unit fraction, and that the problem is NP-hard for all non unit fractions $$\delta $$ δ . We also analyze the parametrized complexity with the solution size as parameter: The resulting problem is fixed parameter tractable for $$\delta <3/2$$ δ < 3 / 2 , and it is W[2]-hard for $$\delta \ge 3/2$$ δ ≥ 3 / 2 .

Dispersing Obnoxious Facilities on a Graph

We study a continuous facility location problem on a graph where all edges have unit length and where the facilities may also be positioned in the interior of the edges. The goal is to position as many facilities as possible subject to the condition that any two facilities have at least distance $$\delta$$ δ from each other. We investigate the complexity of this problem in terms of the rational parameter $$\delta$$ δ . The problem is polynomially solvable, if the numerator of $$\delta$$ δ is 1 or 2, while all other cases turn out to be NP-hard.

Inverse Optimization of Convex Risk Functions

The theory of convex risk functions has now been well established as the basis for identifying the families of risk functions that should be used in risk-averse optimization problems. Despite its theoretical appeal, the implementation of a convex risk function remains difficult, because there is little guidance regarding how a convex risk function should be chosen so that it also well represents a decision maker’s subjective risk preference. In this paper, we address this issue through the lens of inverse optimization. Specifically, given solution data from some (forward) risk-averse optimization problem (i.e., a risk minimization problem with known constraints), we develop an inverse optimization framework that generates a risk function that renders the solutions optimal for the forward problem. The framework incorporates the well-known properties of convex risk functions—namely, monotonicity, convexity, translation invariance, and law invariance—as the general information about candidate risk functions, as well as feedback from individuals—which include an initial estimate of the risk function and pairwise comparisons among random losses—as the more specific information. Our framework is particularly novel in that unlike classical inverse optimization, it does not require making any parametric assumption about the risk function (i.e., it is nonparametric). We show how the resulting inverse optimization problems can be reformulated as convex programs and are polynomially solvable if the corresponding forward problems are polynomially solvable. We illustrate the imputed risk functions in a portfolio selection problem and demonstrate their practical value using real-life data. This paper was accepted by Yinyu Ye, optimization.

The subset sum game revisited

We discuss a game theoretic variant of the subset sum problem, in which two players compete for a common resource represented by a knapsack. Each player owns a private set of items, players pack items alternately, and each player either wants to maximize the total weight of his own items packed into the knapsack or to minimize the total weight of the items of the other player. We show that finding the best packing strategy against a hostile or a selfish adversary is PSPACE-complete, and that against these adversaries the optimal reachable item weight for a player cannot be approximated within any constant factor (unless P=NP). The game becomes easier when the adversary is short-sighted and plays greedily: finding the best packing strategy against a greedy adversary is NP-complete in the weak sense. This variant forms one of the rare examples of pseudo-polynomially solvable problems that have a PTAS, but do not allow an FPTAS (unless P=NP).

Solvability of pseudobulous conditional optimization problems of the type of many salesmen

Formalizing routing problems of many traveling salesman (mTSP) in complex networks leads to NP-complete pseudobulous conditional optimization problems. The subclasses of polynomially solvable problems are distinguished, for which the elements of the distance matrix satisfy the triangle inequality and other special representations of the original data. The polynomially solvable assignment problem can be used to determine the required number of salesmen and to construct their routes. Uses a subclass of tasks in the form of pseudobulous optimization with disjunctive normal shape (\textit{DNS}) constraints to which the task is reduced mTSP. Problems in this form are polynomially solvable and allow to combine knowledge about network structure, requirements to pass routes by agents (search procedures) and efficient algorithms of logical inference on constraints in the form of \textit{DNS}. This approach is the theoretical justification for the development of multi-agent system management leading to a solution mTSP. Within the framework of intellectual planning, using resources and capabilities, and taking into account the constraints for each agent on the selected clusters of the network, the construction of a common solution for the whole complex network is achieved.

ALGORITHMS FOR SOLVING SYSTEMS OF EQUATIONS OVER VARIOUS CLASSES OF FINITE GRAPHS

The aim of the paper is to study and to solve finite systems of equations over finite undirected graphs. Equations over graphs are atomic formulas of the language L consisting of the set of constants (graph vertices), the binary vertex adjacency predicate and the equality predicate. It is proved that the problem of checking compatibility of a system of equations S with k variables over an arbitrary simple n-vertex graph Γ is N P-complete. The computational complexity of the procedure for checking compatibility of a system of equations S over a simple graph Γ and the procedure for finding a general solution of this system is calculated. The computational complexity of the algorithm for solving a system of equations S with k variables over an arbitrary simple n-vertex graph Γ involving these procedures is O(k 2n k/2+1(k + n) 2 ) for n > 3. Polynomially solvable cases are distinguished: systems of equations over trees, forests, bipartite and complete bipartite graphs. Polynomial time algorithms for solving these systems with running time O(k 2n(k + n) 2 ) are proposed.

Algorithms for Manipulating Sequential Allocation

Sequential allocation is a simple and widely studied mechanism to allocate indivisible items in turns to agents according to a pre-specified picking sequence of agents. At each turn, the current agent in the picking sequence picks its most preferred item among all items having not been allocated yet. This problem is well-known to be not strategyproof, i.e., an agent may get more utility by reporting an untruthful preference ranking of items. It arises the problem: how to find the best response of an agent? It is known that this problem is polynomially solvable for only two agents and NP-complete for an arbitrary number of agents. The computational complexity of this problem with three agents was left as an open problem. In this paper, we give a novel algorithm that solves the problem in polynomial time for each fixed number of agents. We also show that an agent can always get at least half of its optimal utility by simply using its truthful preference as the response.

Two-Machine Ordered Flow Shop Scheduling with Generalized Due Dates

We consider a two-machine flow shop scheduling with two properties. The first is that each due date is assigned for a specific position different from the traditional definition of due dates, and the second is that a consistent pattern exists in the processing times within each job and each machine. The objective is to minimize maximum tardiness, total tardiness, or total number of tardy jobs. We prove the strong NP-hardness and inapproximability, and investigate some polynomially solvable cases. Finally, we develop heuristics and verify their performances through numerical experiments.