Finiteness theorems in stochastic integer programming

We study Graver test sets for families of linear multi-stage stochastic integer programs with varying number of scenarios. We show that these test sets can be decomposed into finitely many ``building blocks'', independent of the number of scenarios, and we give an effective procedure to compute these building blocks. The paper includes an introduction to Nash-Williams' theory of better-quasi-orderings, which is used to show termination of our algorithm. We also apply this theory to finiteness results for Hilbert functions.Comment: 36 p

N-fold integer programming in cubic time

N-fold integer programming is a fundamental problem with a variety of natural applications in operations research and statistics. Moreover, it is universal and provides a new, variable-dimension, parametrization of all of integer programming. The fastest algorithm for $n$-fold integer programming predating the present article runs in time $O(n^{g(A)}L)$ with $L$ the binary length of the numerical part of the input and $g(A)$ the so-called Graver complexity of the bimatrix $A$ defining the system. In this article we provide a drastic improvement and establish an algorithm which runs in time $O(n^3 L)$ having cubic dependency on $n$ regardless of the bimatrix $A$. Our algorithm can be extended to separable convex piecewise affine objectives as well, and also to systems defined by bimatrices with variable entries. Moreover, it can be used to define a hierarchy of approximations for any integer programming problem

Equality of Graver bases and universal Gr\"obner bases of colored partition identities

Associated to any vector configuration A is a toric ideal encoded by vectors in the kernel of A. Each toric ideal has two special generating sets: the universal Gr\"obner basis and the Graver basis. While the former is generally a proper subset of the latter, there are cases for which the two sets coincide. The most prominent examples among them are toric ideals of unimodular matrices. Equality of universal Gr\"obner basis and Graver basis is a combinatorial property of the toric ideal (or, of the defining matrix), providing interesting information about ideals of higher Lawrence liftings of a matrix. Nonetheless, a general classification of all matrices for which both sets agree is far from known. We contribute to this task by identifying all cases with equality within two families of matrices; namely, those defining rational normal scrolls and those encoding homogeneous primitive colored partition identities.Comment: minor revision; references added; introduction expanded

Computing holes in semi-groups and its applications to transportation problems

An integer feasibility problem is a fundamental problem in many areas, such as operations research, number theory, and statistics. To study a family of systems with no nonnegative integer solution, we focus on a commutative semigroup generated by a finite set of vectors in $\Z^d$ and its saturation. In this paper we present an algorithm to compute an explicit description for the set of holes which is the difference of a semi-group $Q$ generated by the vectors and its saturation. We apply our procedure to compute an infinite family of holes for the semi-group of the $3\times 4\times 6$ transportation problem. Furthermore, we give an upper bound for the entries of the holes when the set of holes is finite. Finally, we present an algorithm to find all $Q$-minimal saturation points of $Q$.Comment: Presentation has been improved according to comments by referees. This manuscript has been accepted to "Contributions to Discrete Mathematics