• 한국CDE학회논문집
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• 제15권1호
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• pp.24-32
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• 2010

This paper introduces a B-spline based branch & bound algorithm for global optimization. The branch & bound is a well-known algorithm paradigm for global optimization, of which key components are the subdivision scheme and the bound calculation scheme. For this, we consider the B-spline hypervolume to approximate an objective function defined in a design space. This model enables us to subdivide the design space, and to compute the upper & lower bound of each subspace where the bound calculation is based on the LHS sampling points. We also describe a search tree to represent the searching process for optimal solution, and explain iteration steps and some conditions necessary to carry out the algorithm. Finally, the performance of the proposed algorithm is examined on some test problems which would cover most difficulties faced in global optimization area. It shows that the proposed algorithm is complete algorithm not using heuristics, provides an approximate global solution within prescribed tolerances, and has the good possibility for large scale NP-hard optimization.

• 산업경영시스템학회지
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• 제33권4호
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• pp.1-9
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• 2010

In this paper, we consider a two-machine re-entrant permutation flowshop scheduling problem with the objective of minimizing total flowtime, and suggest branch and bound algorithms for the scheduling problem. In this scheduling problem, each job must be processed twice on each machine, that is, each job should be processed on the two machines in the order of machine 1, machine 2 and then machine 1 and machine 2. In this research, based on the results of existing researches for re-entrant permutation flowshop scheduling problems, various dominance properties, lower bound and heuristic algorithm are suggested for the problem, and those are used to develop branch and bound algorithms. In the computational experiments for evaluation of the performance of the algorithms, the suggested branch and bound algorithms are tested on randomly generated test problems and results are reported.

• Journal of Information Technology Applications and Management
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• 제22권2호
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• pp.1-17
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• 2015

In this research, we develop and suggest branch and bound algorithms for a two-machine permutation flowshop scheduling problem with the objective of minimizing makespan. In this scheduling problem, after each job is operated on the machine 1 (first machine), the job has to start its second operation on machine 2 (second machine) within its corresponding limited waiting time. In addition, each job has its corresponding ready time at the machine 1. For this scheduling problem, we develop various dominance properties and three lower bounding schemes, which are used for the suggested branch and bound algorithm. In the results of computational tests, the branch and bound algorithms with dominance properties and lower bounding schemes, which are suggested in this paper, can give optimal solution within shorter CPU times than the branch and bound algorithms without those. Therefore, we can say that the suggested dominance properties and lower bounding schemes are efficient.

• Management Science and Financial Engineering
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• 제16권1호
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• pp.81-117
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• 2010

Semi-supervised learning incorporates unlabeled examples, whose labels are unknown, as well as labeled examples into learning process. Although transductive support vector machine (TSVM), one of semi-supervised learning models, was proposed about a decade ago, its application to large-scaled data has still been limited due to its high computational complexity. Our previous research addressed this limitation by introducing a branch-and-bound algorithm for finding an optimal solution to TSVM. In this paper, we propose three new techniques to enhance the performance of the branch-and-bound algorithm. The first one tightens min-cut bound, one of two bounding strategies. Another technique exploits a graph-based approximation to a support vector machine problem to avoid the most time-consuming step. The last one tries to fix the labels of unlabeled examples whose labels can be obviously predicted based on labeled examples. Experimental results are presented which demonstrate that the proposed techniques can reduce drastically the number of subproblems and eventually computational time.

• 한국경영과학회지
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• 제31권2호
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• pp.69-85
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• 2006

Transductive Support Vector Machine(TSVM) is one of semi-supervised learning algorithms which exploit the domain structure of the whole data by considering labeled and unlabeled data together. Although it was proposed several years ago, there has been no efficient algorithm which can handle problems with more than hundreds of training examples. In this paper, we propose an efficient branch-and-bound algorithm which can solve large-scale TSVM problems with thousands of training examples. The proposed algorithm uses two bounding techniques: min-cut bound and reduced SVM bound. The min-cut bound is derived from a capacitated graph whose cuts represent a lower bound to the optimal objective function value of the dual problem. The reduced SVM bound is obtained by constructing the SVM problem with only labeled data. Experimental results show that the accuracy rate of TSVM can be significantly improved by learning from the optimal solution of TSVM, rather than an approximated solution.

• 산업경영시스템학회지
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• 제19권39호
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• pp.9-18
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• 1996

Many algorithms have been developed for optimizing the asymmectric traveling salesman problem known as a representative NP-Complete problem. The most efficient ones of them are branch and bound algorithms based on the subtour elimination approach. To increase efficiency of the branch and bound algorithm. number of decision nodes should be decreased. For this the minimum bound that is more close at the optimal solution should be found or an effective bounding strategy should be used. If the optimal solution has been known, we may apply it usefully to branching. Because a good feasible solution should be found as soon as possible and have similar features of the optimal solution. By the way, the upper bound solution in branch and bound algorithm is most close at the optimal solution. Therefore, the upper bound solution can be used instead of the optimal solution and information of which can be applied to new branching criteria. As mentioned above, this paper will propose an effective branching rule using the information of the upper bound solution in the branch and bound algorithm. And superiority of the new branching rule will be shown by comparing with Bellmore-Malone's one and carpaneto-Toth's one that were already proposed.

• 한국경영과학회지
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• 제22권3호
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• pp.81-98
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• 1997

Given a rooted tree T with profits and node demands, the capacitated subtree of a tree problem (GSTP) consists of finding a rooted subtree of maximum profit, subject to having total demand no larger than the given capacity H. We first define the so-called critical item for CSTP and find an upper bound on the optimal value of CSTP in O(n$^{2}$) time, where n is the number of nodes in T. We then present our branch and bound algorithm for solving CSTP and illustrate the algiruthm by using an example. Finally, we implement our branch-and-bound algorithm and compare the computational results with those for both CPLEX and a dynamic programming algorithm. The comparison shows that our branch-and-bound algorithm performs much better than both CPLEX and the dynamic programming algorithm, where n and H are the range of [50, 500] and [5000, 10000], respectively.

• Industrial Engineering and Management Systems
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• 제8권4호
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• pp.239-246
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• 2009

This paper deals with the makespan minimization problem of job shops. The problem is known as one of hard problems to optimize, and therefore, many heuristic methods have been proposed by many researchers. The aim of this study is also to propose a heuristic scheduling method for the problem. However, the difference between the proposed method and many other heuristics is that the proposed method is based on depth-first branch and bound, and thus it is possible to find an optimal solution at least in principle. To accelerate the search, when a node is judged hopeless in the search tree, the proposed flexible branch and bound method can indicate a higher backtracking node. The unexplored nodes are stored and may be explored later to realize the strict optimization. Two methods are proposed to generate the backtracking point based on the critical path of the current best feasible schedule, and the minimum lower bound for the makespan in the unexplored sub-problems. Schedules are generated based on Giffler and Thompson's active schedule generation algorithm. Acceleration of the search by the flexible branch and bound is confirmed by numerical experiment.

• Industrial Engineering and Management Systems
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• 제3권2호
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• pp.100-115
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• 2004

The network representation and branch and bound algorithm with efficient lower and upper bounding procedures are developed to determine a global optimal production schedule on a machine that minimizes sequence-dependent setup cost and earliness/tardiness penalties. Lower bounds are obtained based on heuristic and Lagrangian relaxation. Priority dispatching rule with local improvement procedure is used to derive an initial upper bound. Two dominance criteria are incorporated in a branch and bound procedure to reduce the search space and enhance computational efficiency. The computational results indicate that the proposed procedure could optimally solve the problem with up to 40 jobs in a reasonable time using a personal computer.

• 대한산업공학회지
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• 제18권2호
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• pp.141-147
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• 1992

This article evaluates the efficiency of three branch-and-bound heuristics for a job scheduling problem that minimizes the sum of absolute deviations of completion times from a common due date. To improve the performance of the branch-and-bound procedure, Algorithm SA is presented for the initial feasible schedule and three heuristics : breadth-first, depth-first and best-first search are investigated depending on the candidate selection procedure. For the three heuristics the CPU time, memory space, and the number of nodes generated are computed and tested with nine small examples (6 ${\leq}$ n ${\leq}$ 4). Medium sized random problems (10 ${\leq}$ n ${\leq}$ 30) are also generated and examined. The computational results are compared and discussed for the three heuristics.