The Vehicle Routing Problem with Service Level Constraints

We consider a vehicle routing problem which seeks to minimize cost subject to service level constraints on several groups of deliveries. This problem captures some essential challenges faced by a logistics provider which operates transportation services for a limited number of partners and should respect contractual obligations on service levels. The problem also generalizes several important classes of vehicle routing problems with profits. To solve it, we propose a compact mathematical formulation, a branch-and-price algorithm, and a hybrid genetic algorithm with population management, which relies on problem-tailored solution representation, crossover and local search operators, as well as an adaptive penalization mechanism establishing a good balance between service levels and costs. Our computational experiments show that the proposed heuristic returns very high-quality solutions for this difficult problem, matches all optimal solutions found for small and medium-scale benchmark instances, and improves upon existing algorithms for two important special cases: the vehicle routing problem with private fleet and common carrier, and the capacitated profitable tour problem. The branch-and-price algorithm also produces new optimal solutions for all three problems

Certifying Correctness for Combinatorial Algorithms : by Using Pseudo-Boolean Reasoning

Over the last decades, dramatic improvements in combinatorialoptimisation algorithms have significantly impacted artificialintelligence, operations research, and other areas. These advances,however, are achieved through highly sophisticated algorithms that aredifficult to verify and prone to implementation errors that can causeincorrect results. A promising approach to detect wrong results is touse certifying algorithms that produce not only the desired output butalso a certificate or proof of correctness of the output. An externaltool can then verify the proof to determine that the given answer isvalid. In the Boolean satisfiability (SAT) community, this concept iswell established in the form of proof logging, which has become thestandard solution for generating trustworthy outputs. The problem isthat there are still some SAT solving techniques for which prooflogging is challenging and not yet used in practice. Additionally,there are many formalisms more expressive than SAT, such as constraintprogramming, various graph problems and maximum satisfiability(MaxSAT), for which efficient proof logging is out of reach forstate-of-the-art techniques.This work develops a new proof system building on the cutting planesproof system and operating on pseudo-Boolean constraints (0-1 linearinequalities). We explain how such machine-verifiable proofs can becreated for various problems, including parity reasoning, symmetry anddominance breaking, constraint programming, subgraph isomorphism andmaximum common subgraph problems, and pseudo-Boolean problems. Weimplement and evaluate the resulting algorithms and a verifier for theproof format, demonstrating that the approach is practical for a widerange of problems. We are optimistic that the proposed proof system issuitable for designing certifying variants of algorithms inpseudo-Boolean optimisation, MaxSAT and beyond

Efficient Representation of Numerical Optimization Problems for SNARKs

This paper introduces Otti, a general-purpose compiler for (zk)SNARKs that provides support for numerical optimization problems. Otti produces efficient arithmetizations of programs that contain optimization problems including linear programming (LP), semi-definite programming (SDP), and a broad class of stochastic gradient descent (SGD) instances. Numerical optimization is a fundamental algorithmic building block: applications include scheduling and resource allocation tasks, approximations to NP-hard problems, and training of neural networks. Otti takes as input arbitrary programs written in a subset of C that contain optimization problems specified via an easy-to-use API. Otti then automatically produces rank-1 constraint satisfiability (R1CS) instances that express a succinct transformation of those programs. Correct execution of the transformed program implies the optimality of the solution to the original optimization problem. Our evaluation on real benchmarks shows that Otti, instantiated with the Spartan proof system, can prove the optimality of solutions in zero-knowledge in as little as 100 ms---over 4 orders of magnitude faster than existing approache

A dynamic inequality generation scheme for polynomial programming

Hierarchies of semidefinite programs have been used to approximate or even solve polynomial programs. This approach rapidly becomes computationally expensive and is often tractable only for problems of small size. In this paper, we propose a dynamic inequality generation scheme to generate valid polynomial inequalities for general polynomial programs. When used iteratively, this scheme improves the bounds without incurring an exponential growth in the size of the relaxation. As a result, the proposed scheme is in principle scalable to large general polynomial programming problems. When all the variables of the problem are non-negative or when all the variables are binary, the general algorithm is specialized to a more efficient algorithm. In the case of binary polynomial programs, we show special cases for which the proposed scheme converges to the global optimal solution. We also present several examples illustrating the computational behavior of the scheme and provide comparisons with Lasserre’s approach and, for the binary linear case, with the lift-and-project method of Balas, Ceria, and Cornuejols

An Iterative Scheme for Valid Polynomial Inequality Generation in Binary Polynomial Programming

Semidefinite programming has been used successfully to build hierarchies of convex relaxations to approximate polynomial programs. This approach rapidly becomes computationally expensive and is often tractable only for problems of small sizes. We propose an iterative scheme that improves the semidefinite relaxations without incurring exponential growth in their size. The key ingredient is a dynamic scheme for generating valid polynomial inequalities for general polynomial programs. These valid inequalities are then used to construct better approximations of the original problem. As a result, the proposed scheme is in principle scalable to large general combinatorial optimization problems. For binary polynomial programs, we prove that the proposed scheme converges to the global optimal solution for interesting cases of the initial approximation of the problem. We also present examples illustrating the computational behaviour of the scheme and compare it to other methods in the literature