Dynamic programming

About: Dynamic programming is a research topic. Over the lifetime, 14128 publications have been published within this topic receiving 369783 citations. The topic is also known as: dynamic optimization & DP.

A new optimization algorithm for the vehicle routing problem with time windows

Abstract: The vehicle routing problem with time windows VRPTW is a generalization of the vehicle routing problem where the service of a customer can begin within the time window defined by the earliest and the latest times when the customer will permit the start of service. In this paper, we present the development of a new optimization algorithm for its solution. The LP relaxation of the set partitioning formulation of the VRPTW is solved by column generation. Feasible columns are added as needed by solving a shortest path problem with time windows and capacity constraints using dynamic programming. The LP solution obtained generally provides an excellent lower bound that is used in a branch-and-bound algorithm to solve the integer set partitioning formulation. Our results indicate that this algorithm proved to be successful on a variety of practical sized benchmark VRPTW test problems. The algorithm was capable of optimally solving 100-customer problems. This problem size is six times larger than any reported to date by other published research.

Using dynamic programming for solving variational problems in vision: applications involving deformable models for contours and surfaces.

Abstract: Dynamic programming is discussed as an approach to solving variational problems in vision. Dynamic programming ensures global optimality of the solution, is numerically stable, and allows for hard constraints to be enforced on the behavior of the solution within a natural and straightforward structure. As a specific example of the approach's efficacy, applying dynamic programming to the energy-minimizing active contours is described. The optimization problem is set up as a discrete multistage decision process and is solved by a time-delayed discrete dynamic programming algorithm. A parallel procedure for decreasing computational costs is discussed. >

Multiple Object Tracking Using K-Shortest Paths Optimization

Abstract: Multi-object tracking can be achieved by detecting objects in individual frames and then linking detections across frames. Such an approach can be made very robust to the occasional detection failure: If an object is not detected in a frame but is in previous and following ones, a correct trajectory will nevertheless be produced. By contrast, a false-positive detection in a few frames will be ignored. However, when dealing with a multiple target problem, the linking step results in a difficult optimization problem in the space of all possible families of trajectories. This is usually dealt with by sampling or greedy search based on variants of Dynamic Programming which can easily miss the global optimum. In this paper, we show that reformulating that step as a constrained flow optimization results in a convex problem. We take advantage of its particular structure to solve it using the k-shortest paths algorithm, which is very fast. This new approach is far simpler formally and algorithmically than existing techniques and lets us demonstrate excellent performance in two very different contexts.

A Dynamic Programming Approach to Sequencing Problems

Abstract: This paper explores a dynamic programming approach to the solution of three sequencing problems: a scheduling problem involving arbitrary cost functions, the traveling-salesman problem, and an assembly line balancing problem. Each of the problems is shown to admit of numerical solution through the use of a simple recursion scheme; these recursion schemes also exhibit similarities and contrasts in the structures of the three problems. For large problems, direct solution by means of dynamic programming is not practical, but procedures are given for obtaining good approximate results by solving sequences of smaller derived problems. Experience with a computer program for the solution of traveling-salesman problems is presented.

Neural networks for nonlinear programming

Abstract: The dynamics of the modified canonical nonlinear programming circuit are studied and how to guarantee the stability of the network's solution. By considering the total cocontent function, the solution of the canonical nonlinear programming circuit is reconciled with the problem being modeled. In addition, it is shown how the circuit can be realized using a neural network, thereby extending the results of D.W. Tank and J.J. Hopefield (ibid., vol.CAS-33, p.533-41, May 1986) to the general nonlinear programming problem. >