55,197 research outputs found
An Algorithmic Theory of Integer Programming
We study the general integer programming problem where the number of
variables is a variable part of the input. We consider two natural
parameters of the constraint matrix : its numeric measure and its
sparsity measure . We show that integer programming can be solved in time
, where is some computable function of the
parameters and , and is the binary encoding length of the input. In
particular, integer programming is fixed-parameter tractable parameterized by
and , and is solvable in polynomial time for every fixed and .
Our results also extend to nonlinear separable convex objective functions.
Moreover, for linear objectives, we derive a strongly-polynomial algorithm,
that is, with running time , independent of the rest of
the input data.
We obtain these results by developing an algorithmic framework based on the
idea of iterative augmentation: starting from an initial feasible solution, we
show how to quickly find augmenting steps which rapidly converge to an optimum.
A central notion in this framework is the Graver basis of the matrix , which
constitutes a set of fundamental augmenting steps. The iterative augmentation
idea is then enhanced via the use of other techniques such as new and improved
bounds on the Graver basis, rapid solution of integer programs with bounded
variables, proximity theorems and a new proximity-scaling algorithm, the notion
of a reduced objective function, and others.
As a consequence of our work, we advance the state of the art of solving
block-structured integer programs. In particular, we develop near-linear time
algorithms for -fold, tree-fold, and -stage stochastic integer programs.
We also discuss some of the many applications of these classes.Comment: Revision 2: - strengthened dual treedepth lower bound - simplified
proximity-scaling algorith
Improvement of the branch and bound algorithm for solving the knapsack linear integer problem
The paper presents a new reformulation approach to reduce the complexity of a branch and bound algorithm for solving the knapsack linear integer problem. The branch and bound algorithm in general relies on the usual strategy of first relaxing the integer problem into a linear programing (LP) model. If the linear programming optimal solution is integer then, the optimal solution to the integer problem is available. If the linear programming optimal solution is not integer, then a variable with a fractional value is selected to create two sub-problems such that part of the feasible region is discarded without eliminating any of the feasible integer solutions. The process is repeated on all variables with fractional values until an integer solution is found. In this approach variable sum and additional constraints are generated and added to the original problem before solving. In order to do this the objective bound of knapsack problem is quickly determined. The bound is then used to generate a set of variable sum limits and four additional constraints. From the variable sum limits, initial sub-problems are constructed and solved. The optimal solution is then obtained as the best solution from all the sub-problems in terms of the objective value. The proposed procedure results in sub-problems that have reduced complexity and easier to solve than the original problem in terms of numbers of branch and bound iterations or sub-problems.The knapsack problem is a special form of the general linear integer problem. There are so many types of knapsack problems. These include the zero-one, multiple, multiple-choice, bounded, unbounded, quadratic, multi-objective, multi-dimensional, collapsing zero-one and set union knapsack problems. The zero-one knapsack problem is one in which the variables assume 0 s and 1 s only. The reason is that an item can be chosen or not chosen. In other words there is no way it is possible to have fractional amounts or items. This is the easiest class of the knapsack problems and is the only one that can be solved in polynomial by interior point algorithms and in pseudo-polynomial time by dynamic programming approaches. The multiple-choice knapsack problem is a generalization of the ordinary knapsack problem, where the set of items is partitioned into classes. The zero-one choice of taking an item is replaced by the selection of exactly one item out of each class of item
Improvement of the branch and bound algorithm for solving the knapsack linear integer problem
The paper presents a new reformulation approach to reduce the complexity of a branch and bound algorithm for solving the knapsack linear integer problem. The branch and bound algorithm in general relies on the usual strategy of first relaxing the integer problem into a linear programing (LP) model. If the linear programming optimal solution is integer then, the optimal solution to the integer problem is available. If the linear programming optimal solution is not integer, then a variable with a fractional value is selected to create two sub-problems such that part of the feasible region is discarded without eliminating any of the feasible integer solutions. The process is repeated on all variables with fractional values until an integer solution is found. In this approach variable sum and additional constraints are generated and added to the original problem before solving. In order to do this the objective bound of knapsack problem is quickly determined. The bound is then used to generate a set of variable sum limits and four additional constraints. From the variable sum limits, initial sub-problems are constructed and solved. The optimal solution is then obtained as the best solution from all the sub-problems in terms of the objective value. The proposed procedure results in sub-problems that have reduced complexity and easier to solve than the original problem in terms of numbers of branch and bound iterations or sub-problems.The knapsack problem is a special form of the general linear integer problem. There are so many types of knapsack problems. These include the zero-one, multiple, multiple-choice, bounded, unbounded, quadratic, multi-objective, multi-dimensional, collapsing zero-one and set union knapsack problems. The zero-one knapsack problem is one in which the variables assume 0 s and 1 s only. The reason is that an item can be chosen or not chosen. In other words there is no way it is possible to have fractional amounts or items. This is the easiest class of the knapsack problems and is the only one that can be solved in polynomial by interior point algorithms and in pseudo-polynomial time by dynamic programming approaches. The multiple-choice knapsack problem is a generalization of the ordinary knapsack problem, where the set of items is partitioned into classes. The zero-one choice of taking an item is replaced by the selection of exactly one item out of each class of item
From approximate to exact integer programming
Approximate integer programming is the following: For a convex body , either determine whether is
empty, or find an integer point in the convex body scaled by from its
center of gravity . Approximate integer programming can be solved in time
while the fastest known methods for exact integer programming run in
time . So far, there are no efficient methods for integer
programming known that are based on approximate integer programming. Our main
contribution are two such methods, each yielding novel complexity results.
First, we show that an integer point can be
found in time , provided that the remainders of each component for some arbitrarily fixed of are given.
The algorithm is based on a cutting-plane technique, iteratively halving the
volume of the feasible set. The cutting planes are determined via approximate
integer programming. Enumeration of the possible remainders gives a
algorithm for general integer programming. This matches the
current best bound of an algorithm by Dadush (2012) that is considerably more
involved. Our algorithm also relies on a new asymmetric approximate
Carath\'eodory theorem that might be of interest on its own.
Our second method concerns integer programming problems in equation-standard
form . Such a problem can be
reduced to the solution of approximate integer
programming problems. This implies, for example that knapsack or subset-sum
problems with polynomial variable range can be solved in
time . For these problems, the best running time so far was
Nonlinear Integer Programming
Research efforts of the past fifty years have led to a development of linear
integer programming as a mature discipline of mathematical optimization. Such a
level of maturity has not been reached when one considers nonlinear systems
subject to integrality requirements for the variables. This chapter is
dedicated to this topic.
The primary goal is a study of a simple version of general nonlinear integer
problems, where all constraints are still linear. Our focus is on the
computational complexity of the problem, which varies significantly with the
type of nonlinear objective function in combination with the underlying
combinatorial structure. Numerous boundary cases of complexity emerge, which
sometimes surprisingly lead even to polynomial time algorithms.
We also cover recent successful approaches for more general classes of
problems. Though no positive theoretical efficiency results are available, nor
are they likely to ever be available, these seem to be the currently most
successful and interesting approaches for solving practical problems.
It is our belief that the study of algorithms motivated by theoretical
considerations and those motivated by our desire to solve practical instances
should and do inform one another. So it is with this viewpoint that we present
the subject, and it is in this direction that we hope to spark further
research.Comment: 57 pages. To appear in: M. J\"unger, T. Liebling, D. Naddef, G.
Nemhauser, W. Pulleyblank, G. Reinelt, G. Rinaldi, and L. Wolsey (eds.), 50
Years of Integer Programming 1958--2008: The Early Years and State-of-the-Art
Surveys, Springer-Verlag, 2009, ISBN 354068274
N-fold integer programming in cubic time
N-fold integer programming is a fundamental problem with a variety of natural
applications in operations research and statistics. Moreover, it is universal
and provides a new, variable-dimension, parametrization of all of integer
programming. The fastest algorithm for -fold integer programming predating
the present article runs in time with the binary length of
the numerical part of the input and the so-called Graver complexity of
the bimatrix defining the system. In this article we provide a drastic
improvement and establish an algorithm which runs in time having
cubic dependency on regardless of the bimatrix . Our algorithm can be
extended to separable convex piecewise affine objectives as well, and also to
systems defined by bimatrices with variable entries. Moreover, it can be used
to define a hierarchy of approximations for any integer programming problem
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