4,926 research outputs found
Polyhedral techniques in combinatorial optimization II: applications and computations
The polyhedral approach is one of the most powerful techniques available for solving hard combinatorial optimization problems. The main idea behind the technique is to consider the linear relaxation of the integer combinatorial optimization problem, and try to iteratively strengthen the linear formulation by adding violated strong valid inequalities, i.e., inequalities that are violated by the current fractional solution but satisfied by all feasible solutions, and that define high-dimensional faces, preferably facets, of the convex hull of feasible solutions. If we have the complete description of the convex hull of feasible solutions at hand all extreme points of this formulation are integral, which means that we can solve the problem as a linear programming problem. Linear programming problems are known to be computationally easy. In Part 1 of this article we discuss theoretical aspects of polyhedral techniques. Here we will mainly concentrate on the computational aspects. In particular we discuss how polyhedral results are used in cutting plane algorithms. We also consider a few theoretical issues not treated in Part 1, such as techniques for proving that a certain inequality is facet defining, and that a certain linear formulation gives a complete description of the convex hull of feasible solutions. We conclude the article by briefly mentioning some alternative techniques for solving combinatorial optimization problems
Computation with Polynomial Equations and Inequalities arising in Combinatorial Optimization
The purpose of this note is to survey a methodology to solve systems of
polynomial equations and inequalities. The techniques we discuss use the
algebra of multivariate polynomials with coefficients over a field to create
large-scale linear algebra or semidefinite programming relaxations of many
kinds of feasibility or optimization questions. We are particularly interested
in problems arising in combinatorial optimization.Comment: 28 pages, survey pape
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Zero-one IP problems: Polyhedral descriptions & cutting plane procedures
A systematic way for tightening an IP formulation is by employing classes of linear inequalities that define facets of the convex hull of the feasible integer points of the respective problems. Describing as well as identifying these inequalities will help in the efficiency of the LP-based cutting plane methods. In this report, we review classes of inequalities that partially described zero-one poly topes such as the 0-1 knapsack polytope, the set packing polytope and the travelling salesman polytope. Facets or valid inequalities derived from the 0-1 knapsack and the set packing polytopes are algorithmically identifie
Nonlinear Integer Programming
Research efforts of the past fifty years have led to a development of linear
integer programming as a mature discipline of mathematical optimization. Such a
level of maturity has not been reached when one considers nonlinear systems
subject to integrality requirements for the variables. This chapter is
dedicated to this topic.
The primary goal is a study of a simple version of general nonlinear integer
problems, where all constraints are still linear. Our focus is on the
computational complexity of the problem, which varies significantly with the
type of nonlinear objective function in combination with the underlying
combinatorial structure. Numerous boundary cases of complexity emerge, which
sometimes surprisingly lead even to polynomial time algorithms.
We also cover recent successful approaches for more general classes of
problems. Though no positive theoretical efficiency results are available, nor
are they likely to ever be available, these seem to be the currently most
successful and interesting approaches for solving practical problems.
It is our belief that the study of algorithms motivated by theoretical
considerations and those motivated by our desire to solve practical instances
should and do inform one another. So it is with this viewpoint that we present
the subject, and it is in this direction that we hope to spark further
research.Comment: 57 pages. To appear in: M. J\"unger, T. Liebling, D. Naddef, G.
Nemhauser, W. Pulleyblank, G. Reinelt, G. Rinaldi, and L. Wolsey (eds.), 50
Years of Integer Programming 1958--2008: The Early Years and State-of-the-Art
Surveys, Springer-Verlag, 2009, ISBN 354068274
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
Approximation Limits of Linear Programs (Beyond Hierarchies)
We develop a framework for approximation limits of polynomial-size linear
programs from lower bounds on the nonnegative ranks of suitably defined
matrices. This framework yields unconditional impossibility results that are
applicable to any linear program as opposed to only programs generated by
hierarchies. Using our framework, we prove that O(n^{1/2-eps})-approximations
for CLIQUE require linear programs of size 2^{n^\Omega(eps)}. (This lower bound
applies to linear programs using a certain encoding of CLIQUE as a linear
optimization problem.) Moreover, we establish a similar result for
approximations of semidefinite programs by linear programs. Our main ingredient
is a quantitative improvement of Razborov's rectangle corruption lemma for the
high error regime, which gives strong lower bounds on the nonnegative rank of
certain perturbations of the unique disjointness matrix.Comment: 23 pages, 2 figure
Geometric combinatorics and computational molecular biology: branching polytopes for RNA sequences
Questions in computational molecular biology generate various discrete
optimization problems, such as DNA sequence alignment and RNA secondary
structure prediction. However, the optimal solutions are fundamentally
dependent on the parameters used in the objective functions. The goal of a
parametric analysis is to elucidate such dependencies, especially as they
pertain to the accuracy and robustness of the optimal solutions. Techniques
from geometric combinatorics, including polytopes and their normal fans, have
been used previously to give parametric analyses of simple models for DNA
sequence alignment and RNA branching configurations. Here, we present a new
computational framework, and proof-of-principle results, which give the first
complete parametric analysis of the branching portion of the nearest neighbor
thermodynamic model for secondary structure prediction for real RNA sequences.Comment: 17 pages, 8 figure
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