Skip to main content
Log in

Discrete optimization by optimal control methods I. Separable problems

  • Determinate Systems
  • Published:
Automation and Remote Control Aims and scope Submit manuscript

Abstract

Two general solution schemes are designed for separable discrete optimization problems. Approximations from below and from above to the optimal value of the quality criterion are determined. These schemes are based on a unified theoretical base—sufficient conditions for the global optimal known in optimal control theory. Known and new methods for defining a resolving function, which is essential for applying these conditions, are described.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Mikhalevich, I.S. and Volkovich, V.L., Vychislitel’nye metody issledovaniya i proektirovaniya slozhnykh sistem (Computer-Aided Research Methods and Design of Complicated Systems), Moscow: Nauka, 1988.

    Google Scholar 

  2. Cooper, M.W., A Survey of Methods for Pure Nonlinear Integer Programming, Manag. Sci., 1981, vol. 27, no. 3, pp. 353–361.

    MATH  Google Scholar 

  3. Alekseev, O.G., Kompleksnoe primenenie metodov diskretnoi optimizatsii (Complex Application of Discrete Optimization Methods), Moscow: Nauka, 1987.

    Google Scholar 

  4. Sergienko, I.V., Matematicheskie modeli i metody resheniya zadach diskretnoi optimizatsii (Mathematical Models and Methods of Solving Discrete Optimization Problems), Kiev: Naukova Dumka, 1985.

    Google Scholar 

  5. Berzin, E.A., Optimal’noe raspredelenie resursov i elementy sinteza sistem (Optimal Resource Distribution and Elements of System Design), Moscow: Sovetskoe Radio, 1974.

    Google Scholar 

  6. Teplitskii, M.G., A Discrete Additive Programming Problem, Tekh. Kibern., 1982, no. 3, pp. 36–41.

  7. Volkovich, O.V., Roshin, V.A., and Sergienko, I.V., Models and Methods for Integer Quadratic Programming Problems, Kibernetika, 1987, no. 3, pp. 1–15.

  8. Khartmann, K., Tselochislennoe nelineinoe programmirovanie (Nonlinear Integer Programming), Available from VINITI, 1976, Moscow, no. 1687-76.

  9. Hansen, P., Methods of Nonlinear 0-1 Programming, Ann. Discrete Math., 1979, vol. 5, pp. 53–70.

    MATH  MathSciNet  Google Scholar 

  10. Gupta, O.K. and Ravindran, A., Branch-and-Bound Experiments in Cover Nonlinear Integer Programming, Manag. Sci., 1985, vol. 31, no. 12, pp. 1533–1546.

    MathSciNet  Google Scholar 

  11. Krotov, V.F. and Sergeev, S.I., Algorithms for Certain Linear and Linear Integer Programming Problems. I–IV, Avtom. Telemekh., 1980, no 12, pp. 86–96; 1981, no. 1, pp. 86–96; no. 3, pp. 83–94; no. 4, pp. 103–112.

  12. Sergeev, S.I., Algorithms for the Travelling Salesman Problem. I, Avtom. Telemekh., 1994, no. 5, pp. 66–79.

  13. Krotov, V.F. and Gurman, V.I., Metody i zadachi optimal’nogo upravleniya (Methods and Problems of Optimal Control), Moscow: Nauka, 1973.

    Google Scholar 

  14. Krotov, V.F. and Fel’dman, I.N., An Iterative Solution Method for the Optimal Control Problem, Tekh. Kibern., 1983, no. 2, pp. 160–168.

  15. Bellman, R.E. and Kalaba, R.E., Quasilinearization and Nonlinear Boundary-Value Problems, New York: Elsevier, 1965. Translated under the title Kvazilinearizatsiya i nelineinye kraevye zadachi, Moscow: Mir, 1968.

    Google Scholar 

  16. Spravochnik po teorii avtomaticheskogo upravleniya (Automatic Control Theory: A Reference Guide), Krasovskii, A.A., Ed., Moscow: Nauka, 1987.

    Google Scholar 

  17. Krotov, V.F., Solution Algorithms and Optimization of Control Systems. I, II, Tekh. Kibern., 1975, no. 5, pp. 3–15; no. 6, pp. 3–13.

  18. Sergeev, S.I., Algorithms for the Travelling Salesman Problem. II, Avtom. Telemekh., 1994, no. 6, pp. 106–114.

  19. Sergeev, S.I. and Chernyshenko, A.V., Solution Algorithms for the Minimax Travelling Salesman Problem. II, Avtom. Telemekh., 1995, no. 8, pp. 124–141.

  20. Sergeev, S.I., The Quadratic Assignment Problem. I, II, Avtom. Telemekh., 1999, no. 8, pp. 127–147; no. 9, pp. 137–143.

  21. Sergeev, S.I., Lower Bounds for the Three-Dimensional Assignment Problem. I, II, Tr. III Int. Conf. Identification of Systems and Control Problems (SICPRO’04), Moscow: Inst. Probl. Upravlen., 2004 (CD: ISBN-5-201-14966-9, pp. 1708–1726; pp. 1727–1740).

    Google Scholar 

  22. Sergeev, S.I., A General Approach to Dual Estimation in Discrete Optimization Problems, Tr. III Int. Conf. Identification of Systems and Control Problems (SICPRO’03), Moscow: Inst. Probl. Upravlen., 2003 (CD: ISBN-5-201-1498-0, pp. 657–676).

    Google Scholar 

  23. Babaev, D.A., Mamedov, K.Sh., and Shikhaliev, N.Sh., Reduction of the Solution of the General Non-linear Discrete Programming Problem to the Solution of a Sequence of Problems of Reduced Dimension, Diskret. Mat., 1992, vol. 4, no. 1, pp. 50–59.

    MathSciNet  Google Scholar 

  24. Gendler, M.B. and Zaretskii, L.S., An Exact Solution Algorithm for the Multidimensional Resource Distribution Problem, Avtom. Telemekh., 1992, no. 6, pp. 138–145.

  25. Christofides, N., Mingozzi, A., and Toth, P., State-Space Relaxation Procedures for Computation of Bounds to Routing Problem, Networks, 1981, vol. 11, no. 2, pp. 145–164.

    MathSciNet  Google Scholar 

  26. Sergeev, S.I., Algorithms for Solving the Separable Discrete Optimization Problem, Zh. Vychisl. Mat. Mat. Fiz., 1990, no. 8, pp. 1273–1275.

  27. Sergeev, S.I., A General Approach to Solving the Minimax Discrete Programming Problem, in Chislennye metody optimizatsii i analiza (Numerical Optimization and Analysis Methods), Novosibirsk: Nauka, 1992, pp. 46–54.

    Google Scholar 

  28. Gabasov, R. and Kirillova, F.M., Osnovy dinamicheskogo programmirovaniya (Elements of Dynamic Programming), Minsk: Belarus. Gos. Univ., 1975.

    Google Scholar 

  29. Gerasimov, V.A., Sequential Approximations of the Bellman Function, Avtom. Telemekh., 1987, no. 7, pp. 67–71.

  30. Bayard, D.S., Reduced Complexity of Dynamic Programming Based on Policy Iteration, J. Math. Anal. Appl., 1992, vol. 170, no. 1, pp. 75–103.

    Article  MATH  MathSciNet  Google Scholar 

  31. Plotnikov, V.N. and Galkin, A.V., An Approximate Solution for the Travelling Salesman Problem, Ekonomika Mat. Metody, 1973, no. 6, pp. 1142–1146.

Download references

Author information

Authors and Affiliations

Authors

Additional information

Original Russian Text © S.I. Sergeev, 2006, published in Avtomatika i Telemekhanika, 2006, No. 4, pp. 42–52.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Sergeev, S.I. Discrete optimization by optimal control methods I. Separable problems. Autom Remote Control 67, 552–561 (2006). https://doi.org/10.1134/S0005117906040047

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1134/S0005117906040047

PACS number

Navigation