Zero-one IP problems: Polyhedral descriptions & cutting plane procedures

A systematic way for tightening an IP formulation is by employing classes of linear inequalities that define facets of the convex hull of the feasible integer points of the respective problems. Describing as well as identifying these inequalities will help in the efficiency of the LP-based cutting plane methods. In this report, we review classes of inequalities that partially described zero-one poly topes such as the 0-1 knapsack polytope, the set packing polytope and the travelling salesman polytope. Facets or valid inequalities derived from the 0-1 knapsack and the set packing polytopes are algorithmically identifie

A generalization of Voronoi's reduction theory and its application

We consider Voronoi's reduction theory of positive definite quadratic forms which is based on Delone subdivision. We extend it to forms and Delone subdivisions having a prescribed symmetry group. Even more general, the theory is developed for forms which are restricted to a linear subspace in the space of quadratic forms. We apply the new theory to complete the classification of totally real thin algebraic number fields which was recently initiated by Bayer-Fluckiger and Nebe. Moreover, we apply it to construct new best known sphere coverings in dimensions 9,..., 15.Comment: 31 pages, 2 figures, 2 tables, (v4) minor changes, to appear in Duke Math.

Valid Inequalities and Facets of the Capacitated Plant Location Problem

Recently, several successful applications of strong cutting plane methods to combinatorial optimization problems have renewed interest in cutting plane methods, and polyhedral characterizations, of integer programming problems.In this paper, we investigate the polyhedral structure of the capacitated plant location problem. Our purpose is to identify facets and valid inequalities for a wide range of capacitated fixed charge problems that contain this prototype problem as a substructure.The first part of the paper introduces a family of facets for a version of the capacitated plant location problem with constant capacity K for all plants. These facet inequalities depend on K and thus differ fundamentally from the valid inequalities for the uncapacitated version of the problem. We also introduce a second formulation for a model with indivisible customer demand and show that it is equivalent to a vertex packing problem on a derived graph. We identify facets and valid inequalities for this version of the problem by applying known results for the vertex packing polytope

Facets of conflict hypergraphs

We study the facial structure of the independent set polytope using the concept of conflict hypergraphs. A conflict hypergraph is a hypergraph whose vertices correspond to the binary variables, and edges correspond to covers in the constraint matrix of the independent set polytope. Various structures such as cliques, odd holes, odd anti-holes, webs and anti-webs are identified on the conflict hypergraph. These hypergraph structures are shown to be generalization of traditional graph structures. Valid inequalities are derived from these hypergraph structures, and the facet defining conditions are studied. Chvatal-Gomory ranks are derived for odd hole and clique inequalities. To test the hypergraph cuts, we conduct computational experiments on market-share (also referred to as market-split) problems. These instances consist of 100% dense multiple-knapsack constraints. They are small in size but are extremely hard to solve by traditional means. Their difficult nature is attributed mainly to the dense and symmetrical structure. We employ a special branching strategy in combination with the hypergraph inequalities to solve many of the particularly difficult instances. Results are reported for serial as well as parallel implementations.Ph.D.Committee Chair: Lee, Eva K.; Committee Member: Barnes, Earl; Committee Member: Johnson, Ellis; Committee Member: Parker, R. Gary; Committee Member: Wu, D. J

Polyhedral techniques in combinatorial optimization II: computations

Combinatorial optimization problems appear in many disciplines ranging from management and logistics to mathematics, physics, and chemistry. These problems are usually relatively easy to formulate mathematically, but most of them are computationally hard due to the restriction that a subset of the variables have to take integral values. During the last two decades there has been a remarkable progress in techniques based on the polyhedral description of combinatorial problems. leading to a large increase in the size of several problem types that can be solved. The basic idea behind polyhedral techniques is to derive a good linear formulation of the set of solutions by identifying linear inequalities that can be proved to be necessary in the description of the convex hull of feasible solutions. Ideally we can then solve the problem as a linear programming problem, which can be done efficiently. The purpose of this manuscript is to give an overview of the developments in polyhedral theory, starting with the pioneering work by Dantzig, Fulkerson and Johnson on the traveling salesman problem, and by Gomory on integer programming. We also present some modern applications, and computational experience

Computational Approaches to Lattice Packing and Covering Problems

We describe algorithms which address two classical problems in lattice geometry: the lattice covering and the simultaneous lattice packing-covering problem. Theoretically our algorithms solve the two problems in any fixed dimension d in the sense that they approximate optimal covering lattices and optimal packing-covering lattices within any desired accuracy. Both algorithms involve semidefinite programming and are based on Voronoi's reduction theory for positive definite quadratic forms, which describes all possible Delone triangulations of Z^d. In practice, our implementations reproduce known results in dimensions d <= 5 and in particular solve the two problems in these dimensions. For d = 6 our computations produce new best known covering as well as packing-covering lattices, which are closely related to the lattice (E6)*. For d = 7, 8 our approach leads to new best known covering lattices. Although we use numerical methods, we made some effort to transform numerical evidences into rigorous proofs. We provide rigorous error bounds and prove that some of the new lattices are locally optimal.Comment: (v3) 40 pages, 5 figures, 6 tables, some corrections, accepted in Discrete and Computational Geometry, see also http://fma2.math.uni-magdeburg.de/~latgeo

Polyhedral techniques in combinatorial optimization II: applications and computations

The polyhedral approach is one of the most powerful techniques available for solving hard combinatorial optimization problems. The main idea behind the technique is to consider the linear relaxation of the integer combinatorial optimization problem, and try to iteratively strengthen the linear formulation by adding violated strong valid inequalities, i.e., inequalities that are violated by the current fractional solution but satisfied by all feasible solutions, and that define high-dimensional faces, preferably facets, of the convex hull of feasible solutions. If we have the complete description of the convex hull of feasible solutions at hand all extreme points of this formulation are integral, which means that we can solve the problem as a linear programming problem. Linear programming problems are known to be computationally easy. In Part 1 of this article we discuss theoretical aspects of polyhedral techniques. Here we will mainly concentrate on the computational aspects. In particular we discuss how polyhedral results are used in cutting plane algorithms. We also consider a few theoretical issues not treated in Part 1, such as techniques for proving that a certain inequality is facet defining, and that a certain linear formulation gives a complete description of the convex hull of feasible solutions. We conclude the article by briefly mentioning some alternative techniques for solving combinatorial optimization problems