Note-Efficient Heuristic Algorithms for Positive 0-1 Polynomial Programming Problems

We develop in this paper two types of heuristic methods for solving the positive 0-1 polynomial programming PP problem of finding a 0-1 vector x that maximizes cTx subject to fx ≤ b where c, b ≥ 0 and f is an m-vector of polynomials with non-negative coefficients. The various heuristics were first tested on randomly generated sparse problems of up to 50 variables and 50 constraints, and their performance in terms of computational time and effectiveness was investigated. The results were very encouraging. Optimal solutions were consistently obtained by some of the heuristic methods in over 50% of the problems solved. The effectiveness was on the average better than 99% and no less than 96.5%. The computational time using these heuristics is on the average 5% of the time required to solve the PP problems to optimality. Some results for very sparse problems with up to 1,000 variables and 200 constraints are also reported.

[1]  Stelios H. Zanakis,et al.  Heuristic 0-1 Linear Programming: An Experimental Comparison of Three Methods , 1977 .

[2]  Dan J. Laughhunn,et al.  Capital Expenditure Programming and Some Alternative Approaches to Risk , 1971 .

[3]  Willard I. Zangwill,et al.  Media Selection by Decision Programming , 1976 .

[4]  Philip M. Wolfe,et al.  Multiproject Scheduling with Limited Resources: A Zero-One Programming Approach , 1969 .

[5]  D. J. Laughhunn Quadratic Binary Programming with Application to Capital-Budgeting Problems , 1970, Oper. Res..

[6]  Daniel Granot,et al.  An accelerated covering relaxation algorithm for solving 0–1 positive polynomial programs , 1982, Math. Program..

[7]  S. Senju,et al.  An Approach to Linear Programming with 0--1 Variables , 1968 .

[8]  Frederick S. Hillier,et al.  Interior Path Methods for Heuristic Integer Programming Procedures , 1979, Oper. Res..

[9]  Lawrence J. Watters Letter to the Editor - Reduction of Integer Polynomial Programming Problems to Zero-One Linear Programming Problems , 1967, Oper. Res..

[10]  Daniel Granot,et al.  Covering Relaxation for Positive 0-1 Polynomial Programs , 1979 .

[11]  Bruce A. McCarl,et al.  A HEURISTIC FOR GENERAL INTEGER PROGRAMMING , 1974 .

[12]  E. Balas,et al.  Pivot and Complement–A Heuristic for 0-1 Programming , 1980 .

[13]  Frederick S. Hillier,et al.  Efficient Heuristic Procedures for Integer Linear Programming with an Interior , 1969, Oper. Res..

[14]  P. Kolesar Testing for Vision Loss in Glaucoma Suspects , 1980 .

[15]  Fred W. Glover,et al.  Technical Note - Converting the 0-1 Polynomial Programming Problem to a 0-1 Linear Program , 1974, Oper. Res..

[16]  M. Rao Cluster Analysis and Mathematical Programming , 1971 .

[17]  Daniel Granot,et al.  Generalized Covering Relaxation for 0-1 Programs. , 1978 .

[18]  Fred W. Glover,et al.  Further Reduction of Zero-One Polynomial Programming Problems to Zero-One linear Programming Problems , 1973, Oper. Res..