31 research outputs found
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
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
LP-Based Algorithms for Capacitated Facility Location
Linear programming has played a key role in the study of algorithms for
combinatorial optimization problems. In the field of approximation algorithms,
this is well illustrated by the uncapacitated facility location problem. A
variety of algorithmic methodologies, such as LP-rounding and primal-dual
method, have been applied to and evolved from algorithms for this problem.
Unfortunately, this collection of powerful algorithmic techniques had not yet
been applicable to the more general capacitated facility location problem. In
fact, all of the known algorithms with good performance guarantees were based
on a single technique, local search, and no linear programming relaxation was
known to efficiently approximate the problem.
In this paper, we present a linear programming relaxation with constant
integrality gap for capacitated facility location. We demonstrate that the
fundamental theories of multi-commodity flows and matchings provide key
insights that lead to the strong relaxation. Our algorithmic proof of
integrality gap is obtained by finally accessing the rich toolbox of LP-based
methodologies: we present a constant factor approximation algorithm based on
LP-rounding.Comment: 25 pages, 6 figures; minor revision
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
Exact Algorithms for Mixed-Integer Multilevel Programming Problems
We examine multistage optimization problems, in which one or more decision makers solve a sequence of interdependent optimization problems. In each stage the corresponding decision maker determines values for a set of variables, which in turn parameterizes the subsequent problem by modifying its constraints and objective function. The optimization literature has covered multistage optimization problems in the form of bilevel programs, interdiction problems, robust optimization, and two-stage stochastic programming. One of the main differences among these research areas lies in the relationship between the decision makers. We analyze the case in which the decision makers are self-interested agents seeking to optimize their own objective function (bilevel programming), the case in which the decision makers are opponents working against each other, playing a zero-sum game (interdiction), and the case in which the decision makers are cooperative agents working towards a common goal (two-stage stochastic programming). Traditional exact approaches for solving multistage optimization problems often rely on strong duality either for the purpose of achieving single-level reformulations of the original multistage problems, or for the development of cutting-plane approaches similar to Benders\u27 decomposition. As a result, existing solution approaches usually assume that the last-stage problems are linear or convex, and fail to solve problems for which the last-stage is nonconvex (e.g., because of the presence of discrete variables). We contribute exact finite algorithms for bilevel mixed-integer programs, three-stage defender-attacker-defender problems, and two-stage stochastic programs. Moreover, we do not assume linearity or convexity for the last-stage problem and allow the existence of discrete variables. We demonstrate how our proposed algorithms significantly outperform existing state-of-the-art algorithms. Additionally, we solve for the first time a class of interdiction and fortification problems in which the third-stage problem is NP-hard, opening a venue for new research and applications in the field of (network) interdiction
Discrete location models for content distribution
Cataloged from PDF version of article.The advances in information and computer technology has tremendously eased
the way to reach electronic information. This, however, also brought forth many
problems regarding the distribution of electronic content. This is especially true
in the Internet, where there is a phenomenal growth of demand for any kind of
electronic information, placing a high burden on the underlying infrastructure. In
this dissertation, we study problems arising in distribution of electronic content.
The first problem studied here is related to Content Distribution Networks
(CDNs), which have emerged as a new technology to overcome the problems
arising on the Internet due to the fast growth of the web-related traffic, such as
slow response times and heavy server loads. They aim at increasing the effectiveness
of the network by locating identical or partial copies of the origin server(s)
throughout the network, which are referred to as proxy servers. In order for such
structures to run efficiently, the CDN must be designed such that system resource
are properly managed. To this purpose, we develop integer programming models
for the problem of designing CDNs and investigate exact and heuristic algorithms
for their solution.
The second problem considered in this dissertation is Video Placement and
Routing, which is related to the so-called Video-on-Demand (VoD) services. Such
services are used to deliver programs to the users on request and find many applications
in education, entertainment and business. Although bearing similarities
with the CDN phenomena, VoD services have special characteristics with respect
to the structure of the network and the type of content distributed. We study
the problem of Video Placement and Routing for such networks and offer an
optimization based solution algorithm for the associated integer programming
model.
The third problem studied here is the problem of allocating databases in
distributed computing systems. In this context, we specifically focus on the
well-known multidimensional Knapsack Problem (mKP). The mKP arises as a
subproblem in solving the database location problem. We concentrate on the well
known cover inequalities that are known to be important for the solution of the
mKP. We then propose a novel separation procedure to identify violated cover
inequalities and utilize this procedure in a branch-and-cut framework devised for
the solution of the mKP.BektaÅŸ, TolgaPh.D
An Optimisation-based Framework for Complex Business Process: Healthcare Application
The Irish healthcare system is currently facing major pressures due to rising demand, caused by population growth, ageing and high expectations of service quality. This pressure on the Irish healthcare system creates a need for support from research institutions in dealing with decision areas such as resource allocation and performance measurement. While approaches such as modelling, simulation, multi-criteria decision analysis, performance management, and optimisation can – when applied skilfully – improve healthcare performance, they represent just one part of the solution. Accordingly, to achieve significant and sustainable performance, this research aims to develop a practical, yet effective, optimisation-based framework for managing complex processes in the healthcare domain. Through an extensive review of the literature on the aforementioned solution techniques, limitations of using each technique on its own are identified in order to define a practical integrated approach toward developing the proposed framework. During the framework validation phase, real-time strategies have to be optimised to solve Emergency Department performance issues in a major hospital. Results show a potential of significant reduction in patients average length of stay (i.e. 48% of average patient throughput time) whilst reducing the over-reliance on overstretched nursing resources, that resulted in an increase of staff utilisation between 7% and 10%. Given the high uncertainty in healthcare service demand, using the integrated framework allows decision makers to find optimal staff schedules that improve emergency department performance. The proposed optimum staff schedule reduces the average waiting time of patients by 57% and also contributes to reduce number of patients left without treatment to 8% instead of 17%. The developed framework has been implemented by the hospital partner with a high level of success