ions for sets. Filtering and propagators A simple algorithm exists to find a solution to a CSP. A straightforward idea is to enumerate all assignments of the variables with respect to their domains, and check if the constraints are satisfied. This strategy is correct, but the time to find a solution is exponential. Individual constraints can be used to remove values. Values in the domain of a C...

This paper addresses a new and efficient linearization technique to solve mixed 0–1 polynomial problems to achieve a global optimal solution. Given a mixed 0–1 polynomial term z = ct x1x2 . . . xny, where x1, x2, . . . , xn are binary (0–1) variables and y is a continuous variable. Also, ct can be either a positive or a negative parameter. We transform z into a set of auxiliary constraints whic...

The goal of this paper is to develop models and methods that use complementary strengths of Mixed Integer Linear Programming (MILP) and Constraint Programming (CP) techniques to solve problems that are otherwise intractable if solved using either of the two methods. The class of problems considered in this paper have the characteristic that only a subset of the binary variables have non-zero ob...

Only two branch-and-bound methods have been published so far for the Open-Shop problem. The best one has been proposed by Brucker et al. But some square problems from size 7 are still unsolved by it. We present an improving technique for branch-and-bound methods applied to Brucker et al. algorithm for Open-Shop problems. Our technique is based on intelligent backtracking. Intelligent backtracki...

In this paper, we develop two algorithms for globally optimizing a special class of linear programs with an additional concave constraint. We assume that the concave constraint is defined by a separable concave function. Exploiting this special structure, we apply Falk-Soland’s branch-and-bound algorithm for concave minimization in both direct and indirect manners. In the direct application, we...

An algorithm is presented to determine two lower bounds in functional pipelined data path synthesis. Given an iteration time constraint T and a task initiation latency, the algorithm computes a lower bound on the number offunctional units required to execute the data flow graph of a loop body, and given resource constraint R and a task initiation latency the algorithm computes a lower bound on ...

We have started a systematic study of global constraints on set and multiset variables. We consider here disjoint, partition, and intersection constraints. These global constraints fall into one of three classes. In the first class, we show that we can decompose the constraint without hindering bound consistency. No new algorithms therefore need be developed for such constraints. In the second ...

The equity premium, return on equity minus return on risk-free asset, is expected to be positive. We consider imposing such positivity constraint in local historical average (LHA) in nonparametric kernel regression framework. It is also extended to the semiparametric single index model when multiple predictors are used. We construct the constrained LHA estimator via an indicator function which ...

An inequality g{x) 2i 0 is often said to be a reverse convex constraint if the function g is continuous and convex. The feasible regions for linear program with an additional reverse convex constraint are generally non-convex and disconnected. In this paper a convergent algorithm for solving such a linear problem is proposed. The method is based upon a combination of the branch and bound proced...

Some experiments on randomly generated partial constraint satisfaction problems as well as an example from the domain of real world nurse rostering illustrate the advantage of the cyclecutset method as a repair step in iterative search. These results motivate the integration of adopted algorithms on solving tree-structured constraint problems and the cycle-cutset method into modern constraint-b...