• Journal of the Korean Operations Research and Management Science Society
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• v.22 no.3
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• pp.11-22
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• 1997

The aim of this paper is to develop the B & B type algorithms for globally minimizing concave function under 0-1 knapsack constraint. The linear convex envelope underestimating the concave object function is introduced for the bounding operations which locate the vertices of the solution set. And the simplex containing the solution set is sequentially partitioned into the subsimplices over which the convex envelopes are calculated in the candidate problems. The adoption of cutting plane method enhances the efficiency of the algorithm. These mean valid inequalities with respect to the integer solution which eliminate the nonintegral points before the bounding operation. The implementations are effectively concretized in connection with the branching stategys.

• Journal of the Korean Institute of Intelligent Systems
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• v.22 no.4
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• pp.414-424
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• 2012

Finding or automatically generating problem instance is useful for algorithm analysis/test. The topic has been of interest in the field of hardware/software engineering and theory of computation. We apply objective value-distance correlation analysis to problem spaces, as previous researchers applied it to solution spaces. According to problems, we define the objective function by (1) execution time of tested algorithm or (2) its optimality; this definition is interpreted as difficulty of the problem instance being solved. Our correlation analysis is based on the following aspects: (1) change of correlation when we use different algorithms or different distance functions for the same problem, (2) change of that when we improve the tested algorithm, (3) relation between a problem instance space and the solution space for the same problem. Our research demonstrates the way of problem instance space analysis and will accelerate the problem instance space analysis as an initiative research.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2004.05a
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• pp.96-101
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• 2004

In this paper, we propose an effective cut generation method based on the Chvatal-Gomory procedure for a variable-capacity (0,1)-Knapsack problem, which is the same problem as the ordinary binary knapsack problem except that a binary capacity variable is newly introduced. We first derive a class of valid inequalities for the problem using Chvatal-Gomory procedure, then analyze the associated separation problem. Based on the results, we show that there exists a pseudopolynomial time algorithm to solve the separation problem. Preliminary computational results are presented which show the effectiveness of the proposed cut generation method.

• Journal of the Korean Operations Research and Management Science Society
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• v.28 no.4
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• pp.191-198
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• 2003

The generalized knapsack problem or gknap is the combinatorial optimization problem of optimizing a nonnegative linear function over the integral hull of the intersection of a polynomially separable 0-1 polytope and a knapsack constraint. The knapsack, the restricted shortest path, and the constrained spanning tree problem are a partial list of gknap. More interesting1y, all the problem that are known to have a fully polynomial approximation scheme, or FPTAS are gknap. We establish some necessary and sufficient conditions for a gknap to admit an FPTAS. To do so, we recapture the standard scaling and approximate binary search techniques in the framework of gknap. This also enables us to find a weaker sufficient condition than the strong NP-hardness that a gknap does not have an FPTAS. Finally, we apply the conditions to explore the fully polynomial approximability of the constrained spanning problem whose fully polynomial approximability is still open.

• Journal of Korean Institute of Industrial Engineers
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• v.19 no.2
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• pp.3-13
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• 1993

In this study, we develop a B & B type algorithm for the concave minimization problem with 0-1 knapsack constraint. Our algorithm reformulates the original problem into the singly linearly constrained concave minimization problem by relaxing 0-1 integer constraint in order to get a lower bound. But this relaxed problem is the concave minimization problem known as NP-hard. Thus the linear function that underestimates the concave objective function over the given domain set is introduced. The introduction of this function bears the following important meanings. Firstly, we can efficiently calculate the lower bound of the optimal object value using the conventional convex optimization methods. Secondly, the above linear function like the concave objective function generates the vertices of the relaxed solution set of the subproblem, which is used to update the upper bound. The fact that the linear underestimating function is uniquely determined over a given simplex enables us to fix underestimating function by considering the simplex containing the relaxed solution set. The initial containing simplex that is the intersection of the linear constraint and the nonnegative orthant is sequentially partitioned into the subsimplices which are related to subproblems.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.38 no.4
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• pp.64-71
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• 2015

In this paper, we present a multi-period 0-1 knapsack problem which has the cardinality constraints. Theoretically, the presented problem can be regarded as an extension of the multi-period 0-1 knapsack problem. In the multi-period 0-1 knapsack problem, there are n jobs to be performed during m periods. Each job has the execution time and its completion gives profit. All the n jobs are partitioned into m periods, and the jobs belong to i-th period may be performed not later than in the i-th period, i = 1, ${\cdots}$, m. The total production time for periods from 1 to i is given by $b_i$ for each i = 1, ${\cdots}$, m, and the objective is to maximize the total profit. In the extended problem, we can select a specified number of jobs from each of periods associated with the corresponding cardinality constraints. As the extended problem is NP-hard, the branch and bound method is preferable to solve it, and therefore it is important to have efficient procedures for solving its linear programming relaxed problem. So we intensively explore the LP relaxed problem and suggest a polynomial time algorithm. We first decompose the LP relaxed problem into m subproblems associated with each cardinality constraints. Then we identify some new properties based on the parametric analysis. Finally by exploiting the special structure of the LP relaxed problem, we develop an efficient algorithm for the LP relaxed problem. The developed algorithm has a worst case computational complexity of order max[$O(n^2logn)$, $O(mn^2)$] where m is the number of periods and n is the total number of jobs. We illustrate a numerical example.

• Journal of the Korea Convergence Society
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• v.7 no.5
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• pp.213-219
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• 2016

This paper presents a branch-and-bound algorithm for solving the concave minimization problem with upper bounded variables whose single constraint is linear. The algorithm uses simplex as partition element. Because the convex envelope which most tightly underestimates the concave function on the simplex is uniquely determined by solving the related linear equations. Every branching process generates two subsimplices one lower dimensional than the candidate simplex by adding 0 and upper bound constraints. Subsequently the feasible points are partitioned into two sets. During the bounding process, the linear programming problems defined over subsimplices are minimized to calculate the lower bound and to update the incumbent. Consequently the simplices which do certainly not contain the global minimum are excluded from consideration. The major advantage of the algorithm is that the subproblems are defined on the one less dimensinal space. It means that the amount of work required for the subproblem decreases whenever the branching occurs. Our approach can be applied to solving the concave minimization problems under knapsack type constraints.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.35 no.2
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• pp.57-63
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• 2012

Software release planning model of software product lines was formulated as a precedence-constrained multiple 0-1 knapsack problem. The purpose of the model was to maximize the total profit of an entire set of selected features in a software product line over a multi-release planning horizon. The solution approach is a dynamic programming procedure. Feasible solutions at each stage in dynamic programming are determined by using backward dynamic programming approach while dynamic programming for multi-release planning is forward approach. The pre-processing procedure with a heuristic and reduction algorithm was applied to the single-release problems corresponding to each stage in multi-release dynamic programming in order to reduce the problem size. The heuristic algorithm is used to find a lower bound to the problem. The reduction method makes use of the lower bound to fix a number of variables at either 0 or 1. Then the reduced problem can be solved easily by the dynamic programming approaches. These procedures keep on going until release t = T. A numerical example was developed to show how well the solution procedures in this research works on it. Future work in this area could include the development of a heuristic to obtain lower bounds closer to the optimal solution to the model in this article, as well as computational test of the heuristic algorithm and the exact solution approach developed in this paper. Also, more constraints reflecting the characteristics of software product lines may be added to the model. For instance, other resources such as multiple teams, each developing one product or a platform in a software product line could be added to the model.