106 research outputs found
A Lagrangian relaxation approach to the edge-weighted clique problem
The -clique polytope is the convex hull of the node and edge incidence vectors of all subcliques of size at most of a complete graph on nodes. Including the Boolean quadric polytope as a special case and being closely related to the quadratic knapsack polytope, it has received considerable attention in the literature. In particular, the max-cut problem is equivalent with optimizing a linear function over . The problem of optimizing linear functions over has so far been approached via heuristic combinatorial algorithms and cutting-plane methods. We study the structure of in further detail and present a new computational approach to the linear optimization problem based on Lucena's suggestion of integrating cutting planes into a Lagrangian relaxation of an integer programming problem. In particular, we show that the separation problem for tree inequalities becomes polynomial in our Lagrangian framework. Finally, computational results are presented. \u
Separation and extension of cover inequalities for second-order conic knapsack constraints with GUBs
Strategic Surveillance System Design for Ports and Waterways
The purpose of this dissertation is to synthesize a methodology to prescribe a
strategic design of a surveillance system to provide the required level of surveillance for
ports and waterways. The method of approach to this problem is to formulate a linear
integer programming model to prescribe a strategic surveillance system design (SSD) for
ports or waterways, to devise branch-and-price decomposition (
Decomposition Methods for Nonlinear Optimization and Data Mining
We focus on two central themes in this dissertation. The first one is on
decomposing polytopes and polynomials in ways that allow us to perform
nonlinear optimization. We start off by explaining important results on
decomposing a polytope into special polyhedra. We use these decompositions and
develop methods for computing a special class of integrals exactly. Namely, we
are interested in computing the exact value of integrals of polynomial
functions over convex polyhedra. We present prior work and new extensions of
the integration algorithms. Every integration method we present requires that
the polynomial has a special form. We explore two special polynomial
decomposition algorithms that are useful for integrating polynomial functions.
Both polynomial decompositions have strengths and weaknesses, and we experiment
with how to practically use them.
After developing practical algorithms and efficient software tools for
integrating a polynomial over a polytope, we focus on the problem of maximizing
a polynomial function over the continuous domain of a polytope. This
maximization problem is NP-hard, but we develop approximation methods that run
in polynomial time when the dimension is fixed. Moreover, our algorithm for
approximating the maximum of a polynomial over a polytope is related to
integrating the polynomial over the polytope. We show how the integration
methods can be used for optimization.
The second central topic in this dissertation is on problems in data science.
We first consider a heuristic for mixed-integer linear optimization. We show
how many practical mixed-integer linear have a special substructure containing
set partition constraints. We then describe a nice data structure for finding
feasible zero-one integer solutions to systems of set partition constraints.
Finally, we end with an applied project using data science methods in medical
research.Comment: PHD Thesis of Brandon Dutr
Sherali-Adams gaps, flow-cover inequalities and generalized configurations for capacity-constrained Facility Location
Metric facility location is a well-studied problem for which linear
programming methods have been used with great success in deriving approximation
algorithms. The capacity-constrained generalizations, such as capacitated
facility location (CFL) and lower-bounded facility location (LBFL), have proved
notorious as far as LP-based approximation is concerned: while there are
local-search-based constant-factor approximations, there is no known linear
relaxation with constant integrality gap. According to Williamson and Shmoys
devising a relaxation-based approximation for \cfl\ is among the top 10 open
problems in approximation algorithms.
This paper advances significantly the state-of-the-art on the effectiveness
of linear programming for capacity-constrained facility location through a host
of impossibility results for both CFL and LBFL. We show that the relaxations
obtained from the natural LP at levels of the Sherali-Adams
hierarchy have an unbounded gap, partially answering an open question of
\cite{LiS13, AnBS13}. Here, denotes the number of facilities in the
instance. Building on the ideas for this result, we prove that the standard CFL
relaxation enriched with the generalized flow-cover valid inequalities
\cite{AardalPW95} has also an unbounded gap. This disproves a long-standing
conjecture of \cite{LeviSS12}. We finally introduce the family of proper
relaxations which generalizes to its logical extreme the classic star
relaxation and captures general configuration-style LPs. We characterize the
behavior of proper relaxations for CFL and LBFL through a sharp threshold
phenomenon.Comment: arXiv admin note: substantial text overlap with arXiv:1305.599
Fast separation for the three-index assignment problem
A critical step in a cutting plane algorithm is separation, i.e., establishing whether a given vector x violates an inequality belonging to a specific class. It is customary to express the time complexity of a separation algorithm in the number of variables n. Here, we argue that a separation algorithm may instead process the vector containing the positive components of x, denoted as supp(x), which offers a more compact representation, especially if x is sparse; we also propose to express the time complexity in terms of |supp(x)|. Although several well-known separation algorithms exploit the sparsity of x, we revisit this idea in order to take sparsity explicitly into account in the time-complexity of separation and also design faster algorithms. We apply this approach to two classes of facet-defining inequalities for the three-index assignment problem, and obtain separation algorithms whose time complexity is linear in |supp(x)| instead of n. We indicate that this can be generalized to the axial k-index assignment problem and we show empirically how the separation algorithms exploiting sparsity improve on existing ones by running them on the largest instances reported in the literature
Linear and Exact Extended Formulations
Matematicko-fyzikálnà fakult
Aspects Of Combinatorial Geometry
This thesis presents solutions to various problems in the expanding field of combinatorial geometry. Chapter 1 gives an introduction to the theory of the solution of an integer programming problem, that is maximising a linear form with integer variables subject to a number of constraints. Since the maximum value of the linear form occurs at a vertex of the convex hull of integer points defined by the constraints, it is of interest to estimate the number of these vertices. Chapter 2 describes the application of certain geometrical interpretations of number theory to the solution of integer programming problems in the plane. By using, in part, the well-known Klein interpretation of continued fractions, a method of constructing the vertices of the convex hull of integer points defined by particular constraints is developed. Bounds for the number of these vertices and properties of certain special cases are given. Chapter 3 considers the general d-dimensional integer programming problem. Upper and lower bounds are presented for the number of vertices of the convex hull of integer points defined by particular constraints. Chapter 4 is concerned with the approximation of convex sets by convex polytopes. First, a detailed description of recent work on minimal circumscribing triangles for convex polygons and the extension to minimal circumscribing equilateral triangles is given. This leads to a new approach to constructing a Borsuk Division and finding a regular hexagon circumscribing a convex polygon. Then, a method of approximating general convex sets by convex polytopes is presented, leading to consideration of the problem of a d-simplex approximating a d-ball. Chapter 5 develops algorithms for finding points with particular combinatorial properties, using containment objects such as balls, closed half-spaces and ellipsoids. Chapter 6 gives a new approach to the problem of inscribing a square in a convex polygon, leading to possible ideas for an algorithm
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