We consider the problem of finding a shortest path in a directed graph with a quadratic objective function (the QSPP). We show that the QSPP cannot be approximated unless P = NP. For the case of a convex objective function, an n-approximation algorithm is presented, where n is the number of nodes in the graph, and APX-hardness is shown. Furthermore, we prove that even if only adjacent arcs play a part in the quadratic objective function, the problem still cannot be approximated unless P = NP. In order to solve the problem we first propose a mixed integer programming formulation, and then devise an efficient exact Branch-and-Bound algorithm for the general QSPP, where lower bounds are computed by considering a reformulation scheme that is solvable through a number of minimum cost flow problems. In our computational experiments we solve to optimality different classes of instances with up to 1000 nodes.
We study an online flow shop scheduling problem where each job consists of several tasks that have to be completed in t different stages and the goal is to maximize the total weight of accepted jobs. The set of tasks of a job contains one task for each stage and each stage has a dedicated set of identical parallel machines corresponding to it that can only process tasks of this stage. In order to gain the weight (profit) associated with a job j, each of its tasks has to be executed between a task-specific release date and deadline subject to the constraint that all tasks of job j from stages 1, . . . , i − 1 have to be completed before the task of the ith stage can be started. In the online version, jobs arrive over time and all information about the tasks of a job becomes available at the release date of its first task. This model can be used to describe production processes in supply chains when customer orders arrive online.We show that even the basic version of the offline problem with a single machine in each stage, unit weights, unit processing times, and fixed execution times for all tasks (i.e., deadline minus release date equals processing time) is APX-hard. Moreover, we show that the approximation ratio of any polynomialtime approximation algorithm for this basic version of the problem must depend on the number t of stages.For the online version of the basic problem, we provide a (2t−1)-competitive deterministic online algorithm and a matching lower bound. Moreover, we provide several (sometimes tight) upper and lower bounds on the competitive ratio of online algorithms for several generalizations of the basic problem involving different weights, arbitrary release dates and deadlines, different processing times of tasks, and several identical machines per stage.
We study a game theoretical model of multistage interval scheduling problems in which each job consists of exactly one task (interval) for each of t stages (machines). In the game theoretical model, the machine of each stage is controlled by a different selfish player who wants to maximize her total profit, where the profit for scheduling the task of a job j is a fraction of the weight of the job that is determined by the set of players that also schedule their corresponding task of job j. We provide criteria for the existence of pure Nash equilibria and prove bounds on the Price of Anarchy and the Price of Stability for different social welfare functions.
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