209 research outputs found
Extended Formulation Lower Bounds via Hypergraph Coloring?
Exploring the power of linear programming for combinatorial optimization
problems has been recently receiving renewed attention after a series of
breakthrough impossibility results. From an algorithmic perspective, the
related questions concern whether there are compact formulations even for
problems that are known to admit polynomial-time algorithms.
We propose a framework for proving lower bounds on the size of extended
formulations. We do so by introducing a specific type of extended relaxations
that we call product relaxations and is motivated by the study of the
Sherali-Adams (SA) hierarchy. Then we show that for every approximate
relaxation of a polytope P, there is a product relaxation that has the same
size and is at least as strong. We provide a methodology for proving lower
bounds on the size of approximate product relaxations by lower bounding the
chromatic number of an underlying hypergraph, whose vertices correspond to
gap-inducing vectors.
We extend the definition of product relaxations and our methodology to mixed
integer sets. However in this case we are able to show that mixed product
relaxations are at least as powerful as a special family of extended
formulations. As an application of our method we show an exponential lower
bound on the size of approximate mixed product formulations for the metric
capacitated facility location problem, a problem which seems to be intractable
for linear programming as far as constant-gap compact formulations are
concerned
Small Extended Formulation for Knapsack Cover Inequalities from Monotone Circuits
Initially developed for the min-knapsack problem, the knapsack cover
inequalities are used in the current best relaxations for numerous
combinatorial optimization problems of covering type. In spite of their
widespread use, these inequalities yield linear programming (LP) relaxations of
exponential size, over which it is not known how to optimize exactly in
polynomial time. In this paper we address this issue and obtain LP relaxations
of quasi-polynomial size that are at least as strong as that given by the
knapsack cover inequalities.
For the min-knapsack cover problem, our main result can be stated formally as
follows: for any , there is a -size LP relaxation with an integrality gap of at most ,
where is the number of items. Prior to this work, there was no known
relaxation of subexponential size with a constant upper bound on the
integrality gap.
Our construction is inspired by a connection between extended formulations
and monotone circuit complexity via Karchmer-Wigderson games. In particular,
our LP is based on -depth monotone circuits with fan-in~ for
evaluating weighted threshold functions with inputs, as constructed by
Beimel and Weinreb. We believe that a further understanding of this connection
may lead to more positive results complementing the numerous lower bounds
recently proved for extended formulations.Comment: 21 page
Online Primal-Dual Algorithms with Configuration Linear Programs
In this paper, we present primal-dual algorithms for online problems with non-convex objectives. Problems with convex objectives have been extensively studied in recent years where the analyses rely crucially on the convexity and the Fenchel duality. However, problems with non-convex objectives resist against current approaches and non-convexity represents a strong barrier in optimization in general and in the design of online algorithms in particular. In our approach, we consider configuration linear programs with the multilinear extension of the objectives. We follow the multiplicative weight update framework in which a novel point is that the primal update is defined based on the gradient of the multilinear extension. We introduce new notions, namely (local) smoothness, in order to characterize the competitive ratios of our algorithms. The approach leads to competitive algorithms for several problems with convex/non-convex objectives
Lift & Project Systems Performing on the Partial-Vertex-Cover Polytope
We study integrality gap (IG) lower bounds on strong LP and SDP relaxations
derived by the Sherali-Adams (SA), Lovasz-Schrijver-SDP (LS+), and
Sherali-Adams-SDP (SA+) lift-and-project (L&P) systems for the
t-Partial-Vertex-Cover (t-PVC) problem, a variation of the classic Vertex-Cover
problem in which only t edges need to be covered. t-PVC admits a
2-approximation using various algorithmic techniques, all relying on a natural
LP relaxation. Starting from this LP relaxation, our main results assert that
for every epsilon > 0, level-Theta(n) LPs or SDPs derived by all known L&P
systems that have been used for positive algorithmic results (but the Lasserre
hierarchy) have IGs at least (1-epsilon)n/t, where n is the number of vertices
of the input graph. Our lower bounds are nearly tight.
Our results show that restricted yet powerful models of computation derived
by many L&P systems fail to witness c-approximate solutions to t-PVC for any
constant c, and for t = O(n). This is one of the very few known examples of an
intractable combinatorial optimization problem for which LP-based algorithms
induce a constant approximation ratio, still lift-and-project LP and SDP
tightenings of the same LP have unbounded IGs.
We also show that the SDP that has given the best algorithm known for t-PVC
has integrality gap n/t on instances that can be solved by the level-1 LP
relaxation derived by the LS system. This constitutes another rare phenomenon
where (even in specific instances) a static LP outperforms an SDP that has been
used for the best approximation guarantee for the problem at hand. Finally, one
of our main contributions is that we make explicit of a new and simple
methodology of constructing solutions to LP relaxations that almost trivially
satisfy constraints derived by all SDP L&P systems known to be useful for
algorithmic positive results (except the La system).Comment: 26 page
On duality and fractionality of multicommodity flows in directed networks
In this paper we address a topological approach to multiflow (multicommodity
flow) problems in directed networks. Given a terminal weight , we define a
metrized polyhedral complex, called the directed tight span , and
prove that the dual of -weighted maximum multiflow problem reduces to a
facility location problem on . Also, in case where the network is
Eulerian, it further reduces to a facility location problem on the tropical
polytope spanned by . By utilizing this duality, we establish the
classifications of terminal weights admitting combinatorial min-max relation
(i) for every network and (ii) for every Eulerian network. Our result includes
Lomonosov-Frank theorem for directed free multiflows and
Ibaraki-Karzanov-Nagamochi's directed multiflow locking theorem as special
cases.Comment: 27 pages. Fixed minor mistakes and typos. To appear in Discrete
Optimizatio
Facets and Algorithms for Capacitated Lot Sizing
The dynamic economic lot sizing model, which lies at the core of numerous production planning applications, is one of the most highly studied models in all of operations research. And yet, capacitated multi-item versions of this problem remain computationally elusive. We study the polyhedral structure of an integer programming formulation of a single-item capacitated version of this problem, and use these results to develop solution methods for multi-item applications. In particular, we introduce a set of valid inequalities for the problem and show that they define facets of the underlying integer programming polyhedron. Computational results on several single and multiple product examples show that these inequalities can be used quite effectively to develop an efficient cutting plane/branch and bound procedure. Moreover, our results show that in many instances adding certain of these inequalities a priori to the problem formulation, and avoiding the generation of cutting planes, can be equally effective
Structural Iterative Rounding for Generalized k-Median Problems
This paper considers approximation algorithms for generalized k-median problems. This class of problems can be informally described as k-median with a constant number of extra constraints, and includes k-median with outliers, and knapsack median. Our first contribution is a pseudo-approximation algorithm for generalized k-median that outputs a 6.387-approximate solution with a constant number of fractional variables. The algorithm is based on iteratively rounding linear programs, and the main technical innovation comes from understanding the rich structure of the resulting extreme points.
Using our pseudo-approximation algorithm, we give improved approximation algorithms for k-median with outliers and knapsack median. This involves combining our pseudo-approximation with pre- and post-processing steps to round a constant number of fractional variables at a small increase in cost. Our algorithms achieve approximation ratios 6.994 + ? and 6.387 + ? for k-median with outliers and knapsack median, respectively. These both improve on the best known approximations
- …