Boris Goldengorin

Branch and peg algorithms for the simple plant location problem

The simple plant location problem is a well-studied problem in combinatorial optimization. It is one of deciding where to locate a set of plants so that a set of clients can be supplied by them at the minimum cost. This problem often appears as a subproblem in other combinatorial problems. Several branch and bound techniques have been developed to solve these problems. In this paper we present two techniques that enhance the performance of branch and bound algorithms. The new algorithms thus obtained are called branch and peg algorithms, where pegging refers to fixing values of variables at each subproblem in the branch and bound tree, and is distinct from variable fixing during the branching process. We present exhaustive computational experiments which show that the new algorithms generate less than 60% of the number of subproblems generated by branch and bound algorithms, and in certain cases require less than 10% of the execution times required by branch and bound algorithms.

Improvements to MCS algorithm for the maximum clique problem

In this paper we present improvements to one of the most recent and fastest branch-and-bound algorithm for the maximum clique problem—MCS algorithm by Tomita et al. (Proceedings of the 4th international conference on Algorithms and Computation, WALCOM’10, pp. 191–203, 2010). The suggested improvements include: incorporating of an efficient heuristic returning a high-quality initial solution, fast detection of clique vertices in a set of candidates, better initial colouring, and avoiding dynamic memory allocation. Our computational study shows some impressive results, mainly we have solved p_hat1000-3 benchmark instance which is intractable for MCS algorithm and got speedups of 7, 3000, and 13000 times for gen400_p0.9_55, gen400_p0.9_65, and gen400_p0.9_75 instances correspondingly.

Lower tolerance-based Branch and Bound algorithms for the ATSP

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 23] 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.

Network approach for the Russian stock market

We consider a market graph model of the Russian stock market. To study the peculiarity of the Russian market we construct the market graphs for different time periods from 2007 to 2011. As characteristics of constructed market graphs we use the distribution of correlations, size and structure of maximum cliques, and relationship between return and volume of stocks. Our main finding is that for the Russian market there is a strong connection between the volume of stocks and the structure of maximum cliques for all periods of observations. Namely, the most attractive Russian stocks have a strongest correlation between their returns. At the same time as far as we are aware this phenomenon is not related to the well developed USA stock market.

Tolerance based algorithms for the ATSP

In this paper we use arc tolerances, instead of arc costs, to improve Branch-and-Bound type algorithms for the Asymmetric Traveling Salesman Problem (ATSP). We derive new tighter lower bounds based on exact and approximate bottleneck upper tolerance values of the Assignment Problem (AP). It is shown that branching by tolerances provides a more rational branching process than branching by costs. Among others, we show that branching on an arc with the bottleneck upper tolerance value is the best choice, while such an arc appears quite often in a shortest cycle of the current AP relaxation. This fact shows why branching on shortest cycles was always found as a best choice. Computational experiments confirm our theoretical results.

Equivalent instances of the simple plant location problem

In this paper we deal with a pseudo-Boolean representation of the simple plant location problem. We define instances of this problem that are equivalent, in the sense that each feasible solution has the same goal function value in all such instances. We further define a collection of polytopes whose union describes the set of instances equivalent to a given instance. We use the concept of equivalence to develop a method by which we can extend the set of instances that we can solve using our knowledge of polynomially solvable special cases.

Data aggregation for p-median problems

In this paper, we use a pseudo-Boolean formulation of the p-median problem and using data aggregation, provide a compact representation of p-median problem instances. We provide computational results to demonstrate this compactification in benchmark instances. We then use our representation to explain why some p-median problem instances are more difficult to solve to optimality than other instances of the same size. We also derive a preprocessing rule based on our formulation, and describe equivalent p-median problem instances, which are identical sized instances which are guaranteed to have identical optimal solutions.

An exact model for cell formation in group technology

Despite the long history of the cell formation problem (CF) and availability of dozens of approaches, very few of them explicitly optimize the objective of cell formation. These scarce approaches usually lead to intractable formulations that can be solved only heuristically for practical instances. In contrast, we show that CF can be explicitly modelled via the minimum multicut problem and solved to optimality in practice (for moderately sized instances). We consider several real-world constraints that can be included into the proposed formulations and provide experimental results with real manufacturing data.

Some basics on tolerances

In this paper we deal with sensitivity analysis of combinatorial optimization problems and its fundamental term, the tolerance. For three classes of objective functions (

Flexible PMP Approach for Large-Size Cell Formation

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