THE RAY-METHOD: THEORETICAL BACKGROUND AND COMPUTATIONAL RESULTS

In our talk we present an algorithm for determining initial bound for the Branch and Bound (B&B) method. The idea of the algorithm is based on the use of the "ray" introduced in the "ray-method" developed for solving integer programming problems [13], [14]. Instead of solving a common integer programming problem we use the main idea of the ray-method to find an integer feasible solution of integer linear programming (ILP) problem along the ray as close to optimal solution of relaxation problem, as possible. Objective value obtained in this way may be used as an initial bound for B&B method. The algorithm has been implemented in the frame of educational package WinGULF [3] for linear and linear-fractional programming and has been tested on various ILP problems. Then inspired by the results obtained we implemented the method using the so-called callable library of CPLEX package by IBM. omputational experiments with the algorithm proposed show that such preprocessing procedure in many cases results an integer feasible solution very close to the solution of relaxation problem. Initial bound for branch and bound method determined in this way often can significantly decrease the size of the binary tree to be searched and in this manner can improve performance of the B&B method

A Computational Comparison of Optimization Methods for the Golomb Ruler Problem

The Golomb ruler problem is defined as follows: Given a positive integer n, locate n marks on a ruler such that the distance between any two distinct pair of marks are different from each other and the total length of the ruler is minimized. The Golomb ruler problem has applications in information theory, astronomy and communications, and it can be seen as a challenge for combinatorial optimization algorithms. Although constructing high quality rulers is well-studied, proving optimality is a far more challenging task. In this paper, we provide a computational comparison of different optimization paradigms, each using a different model (linear integer, constraint programming and quadratic integer) to certify that a given Golomb ruler is optimal. We propose several enhancements to improve the computational performance of each method by exploring bound tightening, valid inequalities, cutting planes and branching strategies. We conclude that a certain quadratic integer programming model solved through a Benders decomposition and strengthened by two types of valid inequalities performs the best in terms of solution time for small-sized Golomb ruler problem instances. On the other hand, a constraint programming model improved by range reduction and a particular branching strategy could have more potential to solve larger size instances due to its promising parallelization features

Efficient Semidefinite Branch-and-Cut for MAP-MRF Inference

We propose a Branch-and-Cut (B&C) method for solving general MAP-MRF inference problems. The core of our method is a very efficient bounding procedure, which combines scalable semidefinite programming (SDP) and a cutting-plane method for seeking violated constraints. In order to further speed up the computation, several strategies have been exploited, including model reduction, warm start and removal of inactive constraints. We analyze the performance of the proposed method under different settings, and demonstrate that our method either outperforms or performs on par with state-of-the-art approaches. Especially when the connectivities are dense or when the relative magnitudes of the unary costs are low, we achieve the best reported results. Experiments show that the proposed algorithm achieves better approximation than the state-of-the-art methods within a variety of time budgets on challenging non-submodular MAP-MRF inference problems.Comment: 21 page

Branching on multi-aggregated variables

open5siopenGamrath, Gerald; Melchiori, Anna; Berthold, Timo; Gleixner, Ambros M.; Salvagnin, DomenicoGamrath, Gerald; Melchiori, Anna; Berthold, Timo; Gleixner, Ambros M.; Salvagnin, Domenic