DTIC ADA264091: Symposium on Applied Mathematical Programming and Modeling (APMOD93) Held in Budapest, Hungary on January 6-8, 1993. Volume of Extended Abstracts

645 Pages·26.2 MB·English

by  Defense Technical Information Center

AD-A264 091
on
Applied Mathematical
Programming and Modeling
APHOD93
Volume of Extended Abstracts
DTIC_
IELECTE
APR21199311
Eu
93-08503
Budapest, Hungary
January 6-8, 1993
Approved for pubi!' .le
Symposium
on
Applied Mathematical
Programming and Modeling
Accesion For
NTIS 2gRA&I
DTIC TAB
APMOD93 uL.:-o,(cid:127)cd
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Avaiiability Codes
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Volume of Extended Abstracts
Editor: Prof. Istv&n Maros
Computer and Automation Institute,
Hungarian Academy of Sciences
Budapest, Hungary
January 6-8, 1993
Symposium on Applied Mathematical Programming
and Modeling - APMOD93
Budapest, Hungary, January 6-8, 1993
ORGANIZED BY
Computer and Automation Institute,
Hungarian Academy of Sciences
SPONSORED BY
IFORS, International Federation of Operations
Research Societies
RUTCOR, Rutgers Center for Operations
Research
Hungarian Operations Research Society
Hungarian National Research Foundation (OTKA)
#2587
US Army USARDSG-UK, AMXSN-UK-RI/(P) (70-1s)
ISBN 963 311 337 7
Hoianr6(cid:127)l kszoknostva
9220734 AKAPRINT Nyomdaipari Kft. Budapest. F v: dr. H6czey LAszl6n6
Preface
You are holding the volume of extended abstracts
of the symposium-, on Applied Mathematical
Programming and Modeling (APMOD93) in your hand.
The institutional organizer of the event is the
Computer and Automation Institute of the
Hungarian Academy of Sciences, venue: Budapest,
Hungary, date: January 6-8, 1993.
The purpose of APMOD93, as a successor of
APMOD91, held at Brunel University, London, UK,
1991, was to provide a continuing forum for new
achievements in computational mathematical
programming and modeling and their applications
in solving large and difficult real-life
problems.
The organization of APMOD93 was supported by many
enthusiastic individuals and bodies. The bulk of
the work in preparing the scientific program was
done by the members of the International Program
Committee.
This volume contains the extended abstracts of
the papers accepted for presentation and received
by December 1, 1992. The papers appear by the
first authors, in alphabetic order.
It is our belief that the present volume will
contribute to the rapid exchange of scientific
information in the field of applied mathematical
programming and modeling.
Budapest, December 1, 1992
IstvAn Maros
Chairman
International Program Comnmittee
APMOD93
International Program Committee
Istv.n Maros - (mairman
(RUTCOR, Rutgers University, New Brunswick,
NJ, USA & Hungarian Academy of Sciences)
Johannes Bisachop
(Twente University, Enschede, NL)
Endre Boros
(RUTCOR, Rutgers University, New Brunswick,
NJ, USA)
Tibor Csendes
(J6zsef Attila University, Szeged, H)
Fred Glover
(University of Colorado, Boulder, USA)
Manfred Grauer
(University of Siegen, D)
Harvey Greenberg
(University of Colorado, Denver, USA)
Peter Hammer
(RUTCOR, Rutgers University, New Brunswick,
NJ, USA)
Freerk Lootsma
(University of Delft, NL)
Gautam Mitra
(Brunel University, London, GB)
Andr~s Pr6kopa
(RUTCOR, Rutgers University, New Brunswick,
NJ, USA & Edtvds LorAnd University, Budapest,
H)
Dave Shanno
(RUTCOR, Rutgers University, New Brunswick,
NJ, USA)
Uwe Suhl
(Free University of Berlin, D)
Stavros Zenios
(University of Pennsylvania, Philadelphia,
USA)
Margit Ziermann
(Representative of IFORS, H)
Contents
Badics, T., Boros, E.
Implementing a Maximum Flow Algorithm: Experiments with
Dynamic Trees 11
Bajalinov, E.B.
On Decomposition of Dual Variables in Linear Programming
and its Economic Interpretation 16
Bajalinov, E.B., Pannell, D.J.
GULF: A General, User-friendly Linear and Linear-Fractional
Programming Package 21
Baker, T.E.
Graph-Based Modeling with MIMI/G 24
Barle, J., Grad, J.
LPRINT: LP Software Based on the Interior Point Method 27
Bennaceur, H., Plateau, G.
Impact of Quantitative Methods on Logical Inference Problem 31
Berland, N.J., Wallace, S.W.
Improving Bounds in Stochastic Programs by Partitioning
the Support 34
Bianco, L., Blazewicz, J., Dell'Olmo, P., Drozdowski, M.
Scheduling Multiprocessor Tasks on a Dynamic Configuration
of Dedicated Processors 36
Bierwirth, C., Kopfer, H., Mattfeld, D.C., Utecht, T.
PARNET: Distributed Realization of Genetic Algorithms
in a Workstation Cluster 41
Biro, M., Bor, A., Knuth, E., Remzso, T., Szillery A.
Spreadsheet-Based Model Building and Multiple Criteria
Group Decision Support 49
Black, J.A., Seyed-Mosseini, S.M.
Traffic Models for the Economic Evaluation of Private
Sector Toll Roads and Tunnels in Australia 55
Boden, H., Grauer, M.
OpTiX-II: A Decision Support System for the Solution of
Nonlinear Optimization Problems on Parallel Computers 71
Boros, E., Recski, A., Wettl, F.
Linear Time Algorithms for VLSI Routing 78
Chakrapani, J., Skorin-Kapov, J.
A Constructive Method to Improve Lower Bounds for the
Quadratic Assignment Problem 84
Chinneck, J.W.
Finding Minimal Infeasible Sets of Constraints in
Infeasible Mathematical Programs 92
Crama, Y., Oosten, M.
The Polytope of Block Diagonal Matrices 94
Csaki, P., Csiszar, L., Folsz, F., Keller, K., Meszaros, C.,
Rapcsak, T., Turchanyi, P.
A Flexible Framework for Group Decision Support: WINGDSS V3.0 102
6
Csendes, T., Zabinsky, Z.B., Kristinsdottir, B.P.
Global Optimal Solutions with Tolerances and Practical,
Composite Laminate Design 110
Darby-Dowman, K., Rangel do Socorro, M.
Preprocessing and Cutting Planes for a Class of Production
Planning Problems 113
Darby-Dowman, K., Lucas C., litra, G., Smith, J.
Modelling Strategies in Integer Programming Applied to
Scheduling a Fleet of Ships 121
Darby-Dowman, K., Kristjansson, B., Lucas C., Mitra, G., Moody, S.A.
Representing Procedural Knowledge within Mathematical
Programming Modelling System (MPL) 128
Dell'Amico, M., Martello, S., Vigo, D.
Lower and Upper Bounds for the Single Machine Scheduling
Problem with Eairliness and Flow Time Penalties 134
Dorndorf, U., Pesch, E.
Combining Genetic and Local Search for Solving the
Job Shop Scheduling Problem 142
Drud, A.S.
Finding an Initial Feasible Point in the Large Scale
GRG Code CONOPT 150
Eschenauer, H.A., Weinert, M.
Shape Optimization of Complex Shell Structures in a
Parallel Computing Environment 158
Ferreira, C.E., Grotschel, M., Martin, A., Weismantel, R.
On Multidimensional Partitioning Problems: Facial
Structure and Applications 166
Frandsen, P.E., Sorensen, S.B.
Contoured Beam Reflector Array Antenna Optimization with
Dual Parameters Types 170
Freville, A., Hanafi, S.
A Lagrangean Relaxation for Optimizing a Discrete
Production System in Manufacturing 178
Freville, A., Guignard, M.
Relaxations for Minimax Problems 185
Friedler, F., Fan, L.T.
Combinatorial Acceleration of the Branch and Bound Search
for Process Network Synthesis 192
Fulop, J.
On a Special Class of Linear Programs with an Addititonal
Reverse Convex Constraint 201
Gaivoronski, A.A., Messina, E., Sciomachen, A.
A Statistical Generalized Programming Algorithm for
Stochastic Optimization Problems 209
7
Gassmann, H.I.
A Fast-Start Algorithm for Multistage Stochastic Programs 216
Giannessi, F.
Some Connections Between Integer Programming and
Continuous Optimization 220
Glover, F., Babayev, D.
New Results for Aggregating Integer-Valued Equations 224
Glover, F., Skorin-Kapov, J.
Heuristic Advances in Optimization Integrating Tabu Search,
Ejection Chains and Neural Networks 234
Greenberg, H.J.
An Overview of the Development of an Intelligent
Mathematical Programming System 244
Greenberg, H.J., Murphy, F.H.
Equivalence of Mathematical Programs 246
Gurvich, V.A.
Extremal Integer Sequences with Forbidden Sums 247
Hajian, M., Levkovitz, R., Mitra, G.
A Branch and Bound Algorithm for Discrete Programming Using
the Interior Point Method and the Simplex Method 257
Hertog den, D., Kaliski, J., Roos, C., Terlaky, T.
A Logarithmic Barrier Cutting Plane Method for Convex
Programming 266
Hertog den, D., Jarre, F., Roos, C., Terlaky, T.
A Unifying Investigation of Interior-Point Methods for
Convex Programming 274
Hurlimann, T.
IP, MIP and Logical Modeling Using LPL 282
Jansen, B., Roos, C., Terlaky, T.
On Vaidya's Volumetric Center Method for Convex Programming 289
Jarre, F.
An Efficient Line-search for Logarithmic Barrier Functions 296
Jonasson, K., Madsen, K.
A Projected Conjugate Gradient Method for Sparse Minimax
Problems 304
Kall, P., Mayer, J.
Model Management for Stochastic Linear Programming 312
Keyser de, W.
Two Algorithms for Solving Linear Programs with Logical
Constraints 318
Kort, P.M., Tapiero, C.S.
The Dynamic Theory of the Investing Polluting Firm and
Pollution Insurance 324
Kovacs, L.B.
A Comparative Study of Modelling and Problem-Solving by
Mathematical Programming and Logic Programming 329
8
Kristjansson, B., Lucas, C., Mitra, M., Moody, S.
Modelling Tools for Reformulating Logical Forms into
Zero-One Mixed Integer Programs 337
Lasciak, A.
Madrid and Ramsay Models for Slovak Economy 345
Levkovitz, R., Mitra, G., Tamiz, M.
Experimental Investigations in Combining IPM and
Simplex Based LP Solvers 353
Locatelli, M. Schoen, F.
An Adaptive Stochastic Global Optimization Algorithm for
One-Dimensional Functions 374
Lootsma, F.A.
Scale Sensitivity and Rank Preservation in a Multiplicative
AHP and SMART 382
Madsen, 0.
Lagrangean Relaxation and Optimal Solutions to Time Window
Constrained Vehicle Routing Problems 389
Mans, B., Mautor, T., Roucairol, C.
Recent Exact and Approximate Algorithms for the Quadratic
Assignment Problem 395
Maros, I., Meszaros, C.
A Numerically Exact Implementation of the Simplex Method 403
Martello, S., Toth, P.
The Bottleneck Generalized Assignment Problem 410
Melamed, I.I.
Neural Network Algorithms for Combinatorial Optimization
Problems: Theory and Experience 417
Meressoo, T., Vaarmann, 0.
Numerical Solution of Certain Decomposition -
Coordination Problems in Nonlinear Programming 422
Minoux, M.
Some Large Scale LP Relaxations for the Graph Partitioning
Problem and Their Optimal Solutions 430
Neck, R.
Optimal Budgetary Policies under Uncertainty: A Stochastic
Control Approach 434
Nygard, K.E., Ficek, R.K.
Genetic Search in Multi-Depot Routing 436
Padberg, M., Alevras, D.
Order Preserving Assignments 438
Pinar, M.C., Zenios, S.A.
Nonlinear Min-max Optimization via Smooth Penalty Functions 449
Pinter, J., Meeuwig Dirk J., Meeuwig Jay W., Fels, M., Lycon, D.S.
The ESIS Project: An Intelligent Decision Support System for
Assisting Industrial Waste Management 455
9
Ponnambalam, K., Vanelli, A.
Forcing a Vertex Optimal Solution in Interior Point Method
Using an Auxiliary Function 463
Prekopa, A. Li, W.
Solution of and Bounding in a Linearly Constrained
Optimization Problem with Convex Polyhedral Objective Function 471
Proll, L..G., Salhi, A., Insua, D.R.
A Parallel Implementation of a Framework for Sensitivity
Analysis in MCDM 475
Proll, L.G., Salhi, A., Insua, D.R., Jimenez, J.I.M.
A Comparison of Two Stochastic Algorithms for Global
Optimisation 483
Queyranne, M., Spieksma, F., Tardella, F.
A General Class of Greedily Solvable Linear Programs 489
Rendl, F.
Eigenvalues and Graph Partitioning Bounds 499
Rote, G., Vogel, A.
New Heuristics for Decomposing Traffic Matrices in TDMA
Satellite Communication 502
Rudolph, G.
Parallel Simulated Annealing and its Relation to
Evolutionary Algorithms 508
Salhi, A., Lindfield, G.R., Proll, L.G.
The Role of Duality in the Efficient Use of a Variant
of Karmarkar's Algorithm 516
Serin, Y., Avsar, Z.M.
Markov Decision Processes with Restricted Observations: Finite
Horizon Model 521
Skorin-Kapov, D.
On the Core of the Minimum Cost Steiner Tree Games 529
Smith, J.M.G., Chikhale N.
Buffer Allocation for a Class of Nonlinear Stochastic
Knapsack Problems 537
Sonnevend, G.
Construction and Implementation of a Central Path Following
Algorithm for Semifinite Convex Programs in Matlab 541
Strayer, H.J., Colbourn, C.J.
Bounding Network Reliability Via Surface Duality 549
Sural, H., Koksalan, M., Kirca, 0.
A Location-Distribution Model for a Beer Brewer 559