Mixed n-step MIR inequalities: Facets for the n-mixing set

AbstractGünlük and Pochet [O. Günlük, Y. Pochet, Mixing mixed integer inequalities. Mathematical Programming 90 (2001) 429–457] proposed a procedure to mix mixed integer rounding (MIR) inequalities. The mixed MIR inequalities define the convex hull of the mixing set {(y1,…,ym,v)∈Zm×R+:α1yi+v≥βi,i=1,…,m} and can also be used to generate valid inequalities for general as well as several special mixed integer programs (MIPs). In another direction, Kianfar and Fathi [K. Kianfar, Y. Fathi, Generalized mixed integer rounding inequalities: facets for infinite group polyhedra. Mathematical Programming 120 (2009) 313–346] introduced the n-step MIR inequalities for the mixed integer knapsack set through a generalization of MIR. In this paper, we generalize the mixing procedure to the n-step MIR inequalities and introduce the mixed n-step MIR inequalities. We prove that these inequalities define facets for a generalization of the mixing set with n integer variables in each row (which we refer to as the n-mixing set), i.e. {(y1,…,ym,v)∈(Z×Z+n−1)m×R+:∑j=1nαjyji+v≥βi,i=1,…,m}. The mixed MIR inequalities are simply the special case of n=1. We also show that mixed n-step MIR can generate valid inequalities based on multiple constraints for general MIPs. Moreover, we introduce generalizations of the capacitated lot-sizing and facility location problems, which we refer to as the multi-module problems, and show that mixed n-step MIR can be used to generate valid inequalities for these generalizations. Our computational results on small MIPLIB instances as well as a set of multi-module lot-sizing instances justify the effectiveness of the mixed n-step MIR inequalities

Valid Inequalities and Facets for Multi-Module (Survivable) Capacitated Network Design Problem

In this dissertation, we develop new methodologies and algorithms to solve the multi-module (survivable) network design problem. Many real-world decision-making problems can be modeled as network design problems, especially on networks with capacity requirements on arcs or edges. In most cases, network design problems of this type that have been studied involve different types of capacity sizes (modules), and we call them the multi-module capacitated network design (MMND) problem. MMND problems arise in various industrial applications, such as transportation, telecommunication, power grid, data centers, and oil production, among many others. In the first part of the dissertation, we study the polyhedral structure of the MMND problem. We summarize current literature on polyhedral study of MMND, which generates the family of the so-called cutset inequalities based on the traditional mixed integer rounding (MIR). We then introduce a new family of inequalities for MMND based on the so-called n-step MIR, and show that various classes of cutset inequalities in the literature are special cases of these inequalities. We do so by studying a mixed integer set, the cutset polyhedron, which is closely related to MMND. We We also study the strength of this family of inequalities by providing some facet-defining conditions. These inequalities are then tested on MMND instances, and our computational results show that these classes of inequalities are very effective for solving MMND problems. Generalizations of these inequalities for some variants of MMND are also discussed. Network design problems have many generalizations depending on the application. In the second part of the dissertation, we study a highly applicable form of SND, referred to as multi-module SND (MM-SND), in which transmission capacities on edges can be sum of integer multiples of differently sized capacity modules. For the first time, we formulate MM-SND as a mixed integer program (MIP) using preconfigured-cycles (p-cycles) to reroute flow on failed edges. We derive several classes of valid inequalities for this MIP, and show that the valid inequalities previously developed in the literature for single-module SND are special cases of our inequalities. Furthermore, we show that our valid inequalities are facet-defining for MM-SND in many cases. Our computational results, using a heuristic separation algorithm, show that these inequalities are very effective in solving MM-SND. In particular they are more effective than compared to using single-module inequalities alone. Lastly, we generalize the inequalities for MMND for other mixed integer sets relaxed from MMND and the cutset polyhedron. These inequalities also generalize several valid inequalities in the literature. We conclude the dissertation by summarizing the work and pointing out potential directions for future research

Geometric Singularities and Enhanced Gauge Symmetries

Using ``Tate's algorithm,'' we identify loci in the moduli of F-theory compactifications corresponding to enhanced gauge symmetry. We apply this to test the proposed F-theory/heterotic dualities in six dimensions. We recover the perturbative gauge symmetry enhancements of the heterotic side and the physics of small $SO(32)$ instantons, and discover new mixed perturbative/non-perturbative gauge symmetry enhancements. Upon further toroidal compactification to 4 dimensions, we derive the chain of Calabi-Yau threefolds dual to various Coulomb branches of heterotic strings.Comment: 49 pages harvmac big (must print in big mode for tables to appear correctly); Typos and reference correcte

Valid inequalities for the single-item capacitated lot sizing problem with step-wise costs

This paper presents a new class of valid inequalities for the single-item capacitated lotsizing problem with step-wise production costs (LS-SW). We first provide a survey of different optimization methods proposed to solve LS-SW. Then, flow cover and flow cover inequalities derived from the single node flow set are described in order to generate the new class of valid inequalities. The single node flow set can be seen as a generalization of some valid relaxations of LS-SW. A new class of valid inequalities we call mixed flow cover, is derived from the integer flow cover inequalities by a lifting procedure. The lifting coefficients are sequence independent when the batch sizes (V) and the production capacities (P) are constant and if V divides P. When the restriction of the divisibility is removed, the lifting coefficients are shown to be sequence independent. We identify some cases where the mixed flow cover inequalities are facet defining. A cutting plane algorithmis proposed for these three classes of valid inequalities. The exact separation algorithmproposed for the constant capacitated case runs in polynomial time. Finally, some computational results are given to compare the performance of the different optimization methods including the new class of valid inequalities.single-item capacitated lot sizing problem, flow cover inequalities, cutting plane algorithm

Counting BPS states on the Enriques Calabi-Yau

We study topological string amplitudes for the FHSV model using various techniques. This model has a type II realization involving a Calabi-Yau threefold with Enriques fibres, which we call the Enriques Calabi-Yau. By applying heterotic/type IIA duality, we compute the topological amplitudes in the fibre to all genera. It turns out that there are two different ways to do the computation that lead to topological couplings with different BPS content. One of them leads to the standard D0-D2 counting amplitudes, and from the other one we obtain information about bound states of D0-D4-D2 branes on the Enriques fibre. We also study the model using mirror symmetry and the holomorphic anomaly equations. We verify in this way the heterotic results for the D0-D2 generating functional for low genera and find closed expressions for the topological amplitudes on the total space in terms of modular forms, and up to genus four. This model turns out to be much simpler than the generic B-model and might be exactly solvable.Comment: 62 pages, v3: some results at genus 3 corrected, more typos correcte

Facets for Continuous Multi-Mixing Set and Its Generalizations: Strong Cuts for Multi-Module Capacitated Lot-Sizing Problem

The research objective of this dissertation is to develop new facet-defining valid inequalities for several new multi-parameter multi-constraint mixed integer sets. These valid inequalities result in cutting planes that significantly improve the efficiency of algorithms for solving mixed integer programming (MIP) problems involving multimodule capacity constraints. These MIPs arise in many classical and modern applications ranging from production planning to cloud computing. The research in this dissertation generalizes cut-generating methods such as mixed integer rounding (MIR), mixed MIR, continuous mixing, n-step MIR, mixed n-step MIR, migling, and n-step mingling, along with various well-known families of cuts for problems such as multi-module capacitated lot-sizing (MMLS), multi-module capacitated facility location (MMFL), and multi-module capacitated network design (MMND) problems. More specifically, in the first step, we introduce a new generalization of the continuous mixing set, referred to as the continuous multi-mixing set, where the coefficients satisfy certain conditions. For each n’ ϵ {1; : : : ; n}, we develop a class of valid inequalities for this set, referred to as the n0-step cycle inequalities, and present their facet-defining properties. We also present a compact extended formulation for this set and an exact separation algorithm to separate over the set of all n’-step cycle inequalities for a given n’ ϵ {1; : : : ; n}. In the next step, we extend the results of the first step to the case where conditions on the coefficients of the continuous multi-mixing set are relaxed. This leads to an extended formulation and a generalization of the n-step cycle inequalities, n ϵ N, for the continuous multi-mixing set with general coefficients. We also show that these inequalities are facet-defining in many cases. In the third step, we further generalize the continuous multi-mixing set (where no conditions are imposed on the coefficients) by incorporating upper bounds on the integer variables. We introduce a compact extended formulation and new families of multi-row cuts for this set, referred to as the mingled n-step cycle inequalities (n ϵ N), through a generalization of the n-step mingling. We also provide an exact separation algorithm to separate over a set of all these inequalities. Furthermore, we present the conditions under which a subset of the mingled n-step cycle inequalities are facet-defining for this set. Finally, in the fourth step, we utilize the results of first step to introduce new families of valid inequalities for MMLS, MMFL, and MMND problems. Our computational results show that the developed cuts are very effective in solving the MMLS instances with two capacity modules, resulting in considerable reduction in the integrality gap, the number of nodes, and total solution time

Topological String Amplitudes, Complete Intersection Calabi-Yau Spaces and Threshold Corrections

We present the most complete list of mirror pairs of Calabi-Yau complete intersections in toric ambient varieties and develop the methods to solve the topological string and to calculate higher genus amplitudes on these compact Calabi-Yau spaces. These symplectic invariants are used to remove redundancies in examples. The construction of the B-model propagators leads to compatibility conditions, which constrain multi-parameter mirror maps. For K3 fibered Calabi-Yau spaces without reducible fibers we find closed formulas for all genus contributions in the fiber direction from the geometry of the fibration. If the heterotic dual to this geometry is known, the higher genus invariants can be identified with the degeneracies of BPS states contributing to gravitational threshold corrections and all genus checks on string duality in the perturbative regime are accomplished. We find, however, that the BPS degeneracies do not uniquely fix the non-perturbative completion of the heterotic string. For these geometries we can write the topological partition function in terms of the Donaldson-Thomas invariants and we perform a non-trivial check of S-duality in topological strings. We further investigate transitions via collapsing D5 del Pezzo surfaces and the occurrence of free Z2 quotients that lead to a new class of heterotic duals.Comment: 117 pages, 1 Postscript figur

Mixed n-Step MIR Inequalities, n-Step Conic MIR Inequalities and a Polyhedral Study of Single Row Facility Layout Problem

In this dissertation, we introduce new families of valid inequalities for general linear mixed integer programs (MIPs) and second-order conic MIPs (SOCMIPs) and establish several theoretical properties and computational effectiveness of these inequalities. First we introduce the mixed n-step mixed integer rounding (MIR) inequalities for a generalization of the mixing set which we refer to as the n-mixing set. The n-mixing set is a multi-constraint mixed integer set in which each constraint has n integer variables and a single continuous variable. We then show that mixed n-step MIR can generate multi-row valid inequalities for general MIPs and special structure MIPs, namely, multi- module capacitated lot-sizing and facility location problems. We also present the results of our computational experiments with the mixed n-step MIR inequalities on small MIPLIB instances and randomly generated multi-module lot-sizing instances which show that these inequalities are quite effective. Next, we introduce the n-step conic MIR inequalities for the so-called polyhedral second-order conic (PSOC) mixed integer sets. PSOC sets arise in the polyhedral reformulation of SOCMIPs. We first introduce the n-step conic MIR inequality for a PSOC set with n integer variables and prove that all the 1-step to n-step conic MIR inequalities are facet-defining for the convex hull of this set. We also provide necessary and sufficient conditions for the PSOC form of this inequality to be valid. Then, we use the aforementioned n-step conic MIR facet to derive the n-step conic MIR inequality for a general PSOC set and provide conditions for it to be facet-defining. We further show that the n-step conic MIR inequality for a general PSOC set strictly dominates the n-step MIR inequalities written for the two linear constraints that define the PSOC set. We also prove that the n-step MIR inequality for a linear mixed integer constraint is a special case of the n-step conic MIR inequality. Finally, we conduct a polyhedral study of the triplet formulation for the single row facility layout problem (SRFLP). For any number of departments n, we prove that the dimension of the triplet polytope (convex hull of solutions to the triplet formulation) is n(n - 1)(n - 2)/3. We then prove that several valid inequalities presented in Amaral (2009) for this polytope are facet-defining. These results provide theoretical support for the fact that the linear program solved over these valid inequalities gives the optimal solution for all instances studied by Amaral (2009)