Algorithms for Highly Symmetric Linear and Integer Programs

This paper deals with exploiting symmetry for solving linear and integer programming problems. Basic properties of linear representations of finite groups can be used to reduce symmetric linear programming to solving linear programs of lower dimension. Combining this approach with knowledge of the geometry of feasible integer solutions yields an algorithm for solving highly symmetric integer linear programs which only takes time which is linear in the number of constraints and quadratic in the dimension.Comment: 21 pages, 1 figure; some references and further comments added, title slightly change

Exploiting Symmetry in Linear and Integer Linear Programming

This thesis explores two algorithmic approaches for exploiting symmetries in linear and integer linear programs. The first is orbital crossover, a novel method of crossover designed to exploit symmetry in linear programs. Symmetry has long been considered a curse in combinatorial optimization problems, but significant progress has been made. Up until recently, symmetry exploitation in linear programs was not worth the upfront cost of symmetry detection. However, recent results involving a generalization of symmetries, equitable partitions, has made the upfront cost much more manageable. The motivation for orbital crossover is that many highly symmetric integer linear programs exist, and thus, solving symmetric linear programs is of major interest in order to efficiently solve symmetric integer linear programs. The results of this work indicate that a specialized linear programming algorithm that exploits symmetry is likely to be useful in the toolbox of linear programming solvers. The second algorithm is orbital cut generation. The main issue brought forward by symmetric integer linear programs is multiple symmetric solutions having an equivalent objective value. This massively increases the search space for algorithms such as branch and bound or branch and cut. Orbital cut generation aims to tackle the issues of multiple equivalent symmetric solutions using symmetrically valid inequalities. Chapter 2 shows how to effectively exploit symmetry in integer linear programs by generating symmetric cutting planes that remove multiple symmetric solutions in one go. Further, the method is strengthened using symmetry to aggregate integer linear programs and generate cutting planes in aggregate spaces before lifting them to the original problem

Algorithms for highly symmetric linear and integer programs

This paper deals with exploiting symmetry for solving linear and integer programming problems. Basic properties of linear representations of finite groups can be used to reduce symmetric linear programming to solving linear programs of lower dimension. Combining this approach with knowledge of the geometry of feasible integer solutions yields an algorithm for solving highly symmetric integer linear programs which only takes time which is linear in the number of constraints and quadratic in the dimensio

Algorithms for highly symmetric linear and integer programs

Erworben im Rahmen der Schweizer Nationallizenzen (http://www.nationallizenzen.ch)This paper deals with exploiting symmetry for solving linear and integer programming problems. Basic properties of linear representations of finite groups can be used to reduce symmetric linear programming to solving linear programs of lower dimension. Combining this approach with knowledge of the geometry of feasible integer solutions yields an algorithm for solving highly symmetric integer linear programs which only takes time which is linear in the number of constraints and quadratic in the dimension

Orbitopal Fixing

The topic of this paper are integer programming models in which a subset of 0/1-variables encode a partitioning of a set of objects into disjoint subsets. Such models can be surprisingly hard to solve by branch-and-cut algorithms if the order of the subsets of the partition is irrelevant, since this kind of symmetry unnecessarily blows up the search tree. We present a general tool, called orbitopal fixing, for enhancing the capabilities of branch-and-cut algorithms in solving such symmetric integer programming models. We devise a linear time algorithm that, applied at each node of the search tree, removes redundant parts of the tree produced by the above mentioned symmetry. The method relies on certain polyhedra, called orbitopes, which have been introduced bei Kaibel and Pfetsch (Math. Programm. A, 114 (2008), 1-36). It does, however, not explicitly add inequalities to the model. Instead, it uses certain fixing rules for variables. We demonstrate the computational power of orbitopal fixing at the example of a graph partitioning problem.Comment: 22 pages, revised and extended version of a previous version that has appeared under the same title in Proc. IPCO 200

Almost Symmetries and the Unit Commitment Problem

This thesis explores two main topics. The first is almost symmetry detection on graphs. The presence of symmetry in combinatorial optimization problems has long been considered an anathema, but in the past decade considerable progress has been made. Modern integer and constraint programming solvers have automatic symmetry detection built-in to either exploit or avoid symmetric regions of the search space. Automatic symmetry detection generally works by converting the input problem to a graph which is in exact correspondence with the problem formulation. Symmetry can then be detected on this graph using one of the excellent existing algorithms; these are also the symmetries of the problem formulation.The motivation for detecting almost symmetries on graphs is that almost symmetries in an integer program can force the solver to explore nearly symmetric regions of the search space. Because of the known correspondence between integer programming formulations and graphs, this is a first step toward detecting almost symmetries in integer programming formulations. Though we are only able to compute almost symmetries for graphs of modest size, the results indicate that almost symmetry is definitely present in some real-world combinatorial structures, and likely warrants further investigation.The second topic explored in this thesis is integer programming formulations for the unit commitment problem. The unit commitment problem involves scheduling power generators to meet anticipated energy demand while minimizing total system operation cost. Today, practitioners usually formulate and solve unit commitment as a large-scale mixed integer linear program.The original intent of this project was to bring the analysis of almost symmetries to the unit commitment problem. Two power generators are almost symmetric in the unit commitment problem if they have almost identical parameters. Along the way, however, new formulations for power generators were discovered that warranted a thorough investigation of their own. Chapters 4 and 5 are a result of this research.Thus this work makes three contributions to the unit commitment problem: a convex hull description for a power generator accommodating many types of constraints, an improved formulation for time-dependent start-up costs, and an exact symmetry reduction technique via reformulation

Novel Mixed Integer Programming Approaches to Unit Commitment and Tool Switching Problems

In the first two chapters, we discuss mixed integer programming formulations in Unit Commitment Problem. First, we present a new reformulation to capture the uncertainty associated with renewable energy. Then, the symmetrical property of UC is exploited to develop new methods to improve the computational time by reducing redundancy in the search space. In the third chapter, we focus on the Tool Switching and Sequencing Problem. Similar to UC, we analyze its symmetrical nature and present a new reformulation and symmetry-breaking cuts which lead to a significant improvement in the solution time. In chapter one, we use convex hull pricing to explicitly price the risk associated with uncertainty in large power systems scheduling problems. The uncertainty associated with renewable generation (e.g. solar and wind) is highlighting the need for changes in how power production is scheduled. It is known that symmetry in the integer programming formulations can slow down the solution process due to the redundancy in the search space caused by permutations. In the second chapter, we show that having symmetry in the unit commitment problem caused by having identical generating units could lead to a computational burden even for a small-scale problem. We present an effective method to exploit symmetry in the formulation introduced by identical (often co-located) generators. We propose a cut-generation approach coupled with aggregation method to remove symmetry without sacrificing feasibility or optimality. In the third chapter, we focus on the Job Sequencing and Tool Switching Problem (SSP), which is a well-known combinatorial optimization problem in the domain of Flexible Manufacturing Systems (FMS). We propose a new integer linear programming approach with symmetry-breaking and tightening cuts that provably outperformed the existing methodology described in the literature