Single-row mixed-integer programming (MIP) problems have been studied thoroughly under many different perspectives over the years. While not many practical applications can be modeled as a single-row MIP, their importance lies in the fact that they are simple, natural and very useful relaxations of generic MIPs. This thesis will focus on such MIPs and present theoretical and computational advances in their study. Chapter 1 presents an introduction to single-row MIPs, a historical overview of results and a motivation of why we will be studying them. It will also contain a brief review of the topics studied in this thesis as well as our contribution to them. In Chapter 2, we introduce a generalization of a very important structured single-row MIP: Gomory's master cyclic group polyhedron (MCGP). We will show a structural result for the generalization, characterizing all facet-defining inequalities for it. This structural result allows us to develop relationships with MCGP, extend it to the mixed-integer case and show how it can be used to generate new valid inequalities for MIPs. Chapter 3 presents research on an algorithmic view on how to maximally lift continuous and integer variables. Connections to tilting and fractional programming will also be presented. Even though lifting is not particular to single-row MIPs, we envision that the general use of the techniques presented should be on easily solvable MIP relaxations such as single-row MIPs. In fact, Chapter 4 uses the lifting algorithm presented. Chapter 4 presents an extension to the work of Goycoolea (2006) which attempts to evaluate the effectiveness of Mixed Integer Rounding (MIR) and Gomory mixed-integer (GMI) inequalities. By extending his work, natural benchmarks arise, against which any class of cuts derived from single-row MIPs can be compared. Finally, Chapter 5 is dedicated to dealing with an important computational problem when developing any computer code for solving MIPs, namely the problem of numerical accuracy. This problem arises due to the intrinsic arithmetic errors in computer floating-point arithmetic. We propose a simple approach to deal with this issue in the context of generating MIR/GMI inequalities.

Every knapsack problem may be relaxed to a cyclic group problem. In 1969, Gomory found the subadditive characterization of facets of the master cyclic group problem. We simplify the subadditive relations by the substitution of complementarities and discover a minimal representation of the subadditive polytope for the master cyclic group problem. By using the minimal representation, we characterize the vertices of cardinality length 3 and implement the shooting experiment from the natural interior point. The shooting from the natural interior point is a shooting from the inside of the plus level set of the subadditive polytope. It induces the shooting for the knapsack problem. From the shooting experiment for the knapsack problem we conclude that the most hit facet is the knapsack mixed integer cut which is the 2-fold lifting of a mixed integer cut. We develop a cutting plane algorithm augmenting cutting planes generated by shooting, and implement it on Wong-Coppersmith digraphs observing that only small number of cutting planes are enough to produce the optimal solution. We discuss a relaxation of shooting as a clue to quick shooting. A max flow model on covering space is shown to be equivalent to the dual of shooting linear programming problem.

Several techniques were studied to select and prioritize technologies for a complex system. Based on the findings, a method called Pareto Optimization and Selection of Technologies (POST) was formulated to efficiently explore the combinatorial technology space. A knapsack problem was selected as a benchmark problem to test-run various algorithms and techniques of POST. A Monte Carlo simulation using the surrogate models was used for uncertainty quantification. The concepts of graph theory were used to model and analyze compatibility constraints among technologies. A probabilistic Pareto optimization, based on the concepts of Strength Pareto Evolutionary Algorithm II (SPEA2), was formulated for Pareto optimization in an uncertain objective space. As a result, multiple Pareto hyper-surfaces were obtained in a multi-dimensional objective space; each hyper-surface representing a specific probability level. These Pareto layers enabled the probabilistic comparison of various non-dominated technology combinations. POST was implemented on a technology exploration problem for a 300 passenger commercial aircraft. The problem had 29 identified technologies with uncertainties in their impacts on the system. The distributions for these uncertainties were defined using beta distributions. Surrogate system models in the form of Response Surface Equations (RSE) were used to map the technology impacts on the system responses. Computational complexity of technology graph was evaluated and it was decided to use evolutionary algorithm for probabilistic Pareto optimization. The dimensionality of the objective space was reduced using a dominance structure preserving approach. Probabilistic Pareto optimization was implemented with reduced number of objectives. Most of the technologies were found to be active on the Pareto layers. These layers were exported to a dynamic visualization environment enabled by a statistical analysis and visualization software called JMP. The technology combinations on these Pareto layers are explored using various visualization tools and one combination is selected. The main outcome of this research is a method based on consistent analytical foundation to create a dynamic tradeoff environment in which decision makers can interactively explore and select technology combinations.

Text in Afikaans / In this thesis contributions to the solution of the generalised knapsack problem are given and discussed. Attention is given to problems with functions that are calculable but not necessarily in a closed form. Algorithms and test problems can be used for problems with closed-form functions as well. The focus is on the development of good heuristics and not on exact algorithms. Heuristics must be investigated and good test problems must be designed. A measure of convexity for convex functions is developed and adapted for concave functions. A test problem generator makes use of this measure of convexity to create challenging test problems for the concave, convex and mixed knapsack problems. Four easy-to-interpret characteristics of an S-function are used to create test problems for the S-shaped as well as the generalised knapsack problem. The in uence of the size of the problem and the funding ratio on the speed and the accuracy of the algorithms are investigated. When applicable, the in uence of the interval length ratio and the ratio of concave functions to the total number of functions is also investigated. The Karush-Kuhn-Tucker conditions play an important role in the development of the algorithms. Suf- cient conditions for optimality for the convex knapsack problem with xed interval lengths is given and proved. For the general convex knapsack problem, the key theorem, which contains the stronger necessary conditions, is given and proved. This proof is so powerful that it can be used to proof the adapted key theorems for the mixed, S-shaped and the generalised knapsack problems as well. The exact search-lambda algorithm is developed for the concave knapsack problem with functions that are not in a closed form. This algorithm is used in the algorithms to solve the mixed and S-shaped knapsack problems. The exact one-step algorithm is developed for the convex knapsack problem with xed interval length. This algorithm is O(n). The general convex knapsack problem is solved by using the pivot algorithm which is O(n2). Optimality cannot be proven but in all cases the optimal solution was found and for all practical reasons this problem will be considered as being concluded. A good heuristic is developed for the mixed knapsack problem. Further research can be done on this heuristic as well as on the S-shaped and generalised knapsack problems. / Mathematical Sciences / D. Phil. (Operasionele Navorsing)

Text in Afikaans / In this thesis contributions to the solution of the generalised knapsack problem are given and discussed. Attention is given to problems with functions that are calculable but not necessarily in a closed form. Algorithms and test problems can be used for problems with closed-form functions as well. The focus is on the development of good heuristics and not on exact algorithms. Heuristics must be investigated and good test problems must be designed. A measure of convexity for convex functions is developed and adapted for concave functions. A test problem generator makes use of this measure of convexity to create challenging test problems for the concave, convex and mixed knapsack problems. Four easy-to-interpret characteristics of an S-function are used to create test problems for the S-shaped as well as the generalised knapsack problem. The in uence of the size of the problem and the funding ratio on the speed and the accuracy of the algorithms are investigated. When applicable, the in uence of the interval length ratio and the ratio of concave functions to the total number of functions is also investigated. The Karush-Kuhn-Tucker conditions play an important role in the development of the algorithms. Suf- cient conditions for optimality for the convex knapsack problem with xed interval lengths is given and proved. For the general convex knapsack problem, the key theorem, which contains the stronger necessary conditions, is given and proved. This proof is so powerful that it can be used to proof the adapted key theorems for the mixed, S-shaped and the generalised knapsack problems as well. The exact search-lambda algorithm is developed for the concave knapsack problem with functions that are not in a closed form. This algorithm is used in the algorithms to solve the mixed and S-shaped knapsack problems. The exact one-step algorithm is developed for the convex knapsack problem with xed interval length. This algorithm is O(n). The general convex knapsack problem is solved by using the pivot algorithm which is O(n2). Optimality cannot be proven but in all cases the optimal solution was found and for all practical reasons this problem will be considered as being concluded. A good heuristic is developed for the mixed knapsack problem. Further research can be done on this heuristic as well as on the S-shaped and generalised knapsack problems. / Mathematical Sciences / D. Phil. (Operasionele Navorsing)