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A branch, price, and cut approach to solving the maximum weighted independent set problemWarrier, Deepak 17 September 2007 (has links)
The maximum weight-independent set problem (MWISP) is one of the most
well-known and well-studied NP-hard problems in the field of combinatorial
optimization.
In the first part of the dissertation, I explore efficient branch-and-price (B&P)
approaches to solve MWISP exactly. B&P is a useful integer-programming tool for
solving NP-hard optimization problems. Specifically, I look at vertex- and edge-disjoint
decompositions of the underlying graph. MWISPâÂÂs on the resulting subgraphs are less
challenging, on average, to solve. I use the B&P framework to solve MWISP on the
original graph G using these specially constructed subproblems to generate columns. I
demonstrate that vertex-disjoint partitioning scheme gives an effective approach for
relatively sparse graphs. I also show that the edge-disjoint approach is less effective than
the vertex-disjoint scheme because the associated DWD reformulation of the latter
entails a slow rate of convergence.
In the second part of the dissertation, I address convergence properties associated
with Dantzig-Wolfe Decomposition (DWD). I discuss prevalent methods for improving the rate of convergence of DWD. I also implement specific methods in application to the
edge-disjoint B&P scheme and show that these methods improve the rate of
convergence.
In the third part of the dissertation, I focus on identifying new cut-generation
methods within the B&P framework. Such methods have not been explored in the
literature. I present two new methodologies for generating generic cutting planes within
the B&P framework. These techniques are not limited to MWISP and can be used in
general applications of B&P. The first methodology generates cuts by identifying faces
(facets) of subproblem polytopes and lifting associated inequalities; the second
methodology computes Lift-and-Project (L&P) cuts within B&P. I successfully
demonstrate the feasibility of both approaches and present preliminary computational
tests of each.
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On the Integrality Gap of Directed Steiner Tree ProblemShadravan, Mohammad January 2014 (has links)
In the Directed Steiner Tree problem, we are given a directed graph G = (V,E) with edge costs, a root vertex r ∈ V, and a terminal set X ⊆ V . The goal is to find the cheapest subset of edges that contains an r-t path for every terminal t ∈ X. The only known polylogarithmic approximations for Directed Steiner Tree run in quasi-polynomial time and the best polynomial time approximations only achieve a guarantee of O(|X|^ε) for any constant ε > 0. Furthermore, the integrality gap of a natural LP relaxation can be as bad as Ω(√|X|).

We demonstrate that l rounds of the Sherali-Adams hierarchy suffice to reduce the integrality gap of a natural LP relaxation for Directed Steiner Tree in l-layered graphs from Ω( k) to O(l · log k) where k is the number of terminals. This is an improvement over Rothvoss’ result that 2l rounds of the considerably stronger Lasserre SDP hierarchy reduce the integrality gap of a similar formulation to O(l · log k).
We also observe that Directed Steiner Tree instances with 3 layers of edges have only an O(logk) integrality gap bound in the standard LP relaxation, complementing the fact that the gap can be as large as Ω(√k) in graphs with 4 layers.
Finally, we consider quasi-bipartite instances of Directed Steiner Tree meaning no edge in E connects two Steiner nodes V − (X ∪ {r}). By a simple reduction from Set Cover, it is still NP-hard to approximate quasi-bipartite instances within a ratio better than O(log|X|). We present a polynomial-time O(log |X|)-approximation for quasi-bipartite instances of Directed Steiner Tree. Our approach also bounds the integrality gap of the natural LP relaxation by the same quantity. A novel feature of our algorithm is that it is based on the primal-dual framework, which typically does not result in good approximations for network design problems in directed graphs.
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[en] CONVEX ANALYSIS AND LIFT-AND-PROJECT METHODS FOR INTEGER PROGRAMMING / [es] ANÁLISIS CONVEXA Y MÉTODOS LIFT-AND-PROJECT PARA PROGRAMACIÓN ENTERA / [pt] ANÁLISE CONVEXA E MÉTODOS LIFT-AND-PROJECT PARA PROGRAMAÇÃO INTEIRAPABLO ANDRES REY 06 August 2001 (has links)
[pt] Algoritmos para a resolução de problemas de programação
mista 0-1 gerais baseados em cortes derivados dos métodos
lift-and-project, tem se mostrado bastante eficientes na
prática. Estes cortes são gerados resolvendo um problema
que depende de uma certa normalização. Desde um ponto de
vista teórico, o bom comportamento destes algoritmos não
foi completamente compreendido, especialmente no que diz
respeito à normalização. Neste trabalho consideramos
normalizações gerais definidas por um conjunto convexo
fechado arbitrário, estendendo assim a análise teórica
desenvolvida nos anos noventa. Apresentamos um marco
teórico que abarca todas as normalizações previamente
estudadas e introduzimos novas normalizações, analisando
as propriedades dos cortes associados.Introduzimos também
uma nova fórmula de atualização do parâmetro proximal
para uma variante dos métodos de feixes. Estes métodos
são bem conhecidos pela sua eficiência na resolução de
problemas de otimização não diferenciável. Por último,
propomos uma metodologia para eliminr soluções
redundantes de programas inteiros combinatórios. Nossa
proposta baseia-se na utilização da informação de
simetria do problema, eliminam a simetria sem prejudicar
a solução do problema inteiro. / [en] Algorithms for general 0-1 mixed integer programs can be
successfully developed by using lift-and-project methods to
generate cuts. Cuts are generated by solving a cut-
generation-program that depends on a certain normalization.
From a theoretical point of view, the good numerical
behavior of these cuts is not completely understood yet,
specially, concerning to the normalization chosen. We
consider a general normalization given by an arbitrary
closed convex set, extending the theory developed in the
90's. We present a theoretical framework covering a wide
group of already known normalizations. We also introduce
new normalizations and analyze the properties of the
associated cuts. In this work, we also propose a new
updating rule for the prox parameter of a variant of the
proximal bundle methods, making use of all the information
available at each iteration. Proximal bundle methods are
well known for their efficiency in nondifferentiable
optimization. Finally, we introduce a way to eliminate
redundant solutions ( due to geometrical symmetries ) of
combinatorial integer program. This can be done by using
the information about the problem symmetry in order to
generate inequalities, which added to the formulation of
the problem, eliminate this symmetry without affecting
solution of the integer problem. / [es] Los algoritmos para la resolución de problemas de programación mixta 0-1 generales que utilizan
cortes derivados de los métodos lift-and-project, se han mostrado bastante eficientes en la práctica.
Estos cortes se generan resolviendo un problema que depende de una cierta normalización. Desde el
punto de vista teórico, el buen comportamiento de estos algoritmos no fue completamente
comprendido, especialmente respecto a la normalización. En este trabajo consideramos
normalizaciones generales definidas por un conjunto convexo cerrado arbitrario, extendiendo así el
análisis teórico desarrollado en los años noventa. Presentamos un marco teórico que abarca todas las
normalizaciones previamente estudiadas e introducimos nuevas normalizaciones, analizando las
propiedades de los cortes asociados. Introducimos una nueva fórmula de actualización del parámetro
de. Estoss métodos son bien conocidos por su eficiencia en la resolución de problemas de
optimización no diferenciable. Por último, proponemos una metodología para eliminar soluciones
redundantes de programas enteros combinatorios. Nuestra propuesta se basa en la utilización de la
información de simetría del problema, eliminan la simetría sin perjudicar la solución del problema
entero.
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Integrality Gaps for Strong Linear Programming and Semidefinite Programming RelaxationsGeorgiou, Konstantinos 17 February 2011 (has links)
The inapproximability for NP-hard combinatorial optimization problems lies in the heart of theoretical computer science. A negative result can be either conditional, where the starting point is a complexity assumption, or unconditional, where the inapproximability holds for a restricted model of computation.
Algorithms based on Linear Programming (LP) and Semidefinite Programming (SDP) relaxations are among the most prominent models of computation. The related and common measure of efficiency is the integrality gap, which sets the limitations of the associated algorithmic schemes. A number of systematic procedures, known as lift-and-project systems, have been proposed to improve the integrality gap of standard relaxations. These systems build strong hierarchies of either LP relaxations, such as the Lovasz-Schrijver (LS) and the Sherali-Adams (SA) systems, or SDP relaxations, such as the Lovasz-Schrijver SDP (LS+), the Sherali-Adams SDP (SA+) and the Lasserre (La) systems.
In this thesis we prove integrality gap lower bounds for the aforementioned lift-and-project systems and for a number of combinatorial optimization problems, whose inapproximability is yet unresolved. Given that lift-and-project systems produce relaxations that have given the best algorithms known for a series of combinatorial problems, the lower bounds can be read as strong evidence of the inapproximability of the corresponding optimization problems. From the results found in the thesis we highlight the following:
For every epsilon>0, the level-Omega(sqrt(log n/ log log n)) LS+ relaxation of the Vertex Cover polytope has integrality gap 2-epsilon.
The integrality gap of the standard SDP for Vertex Cover remains 2-o(1) even if all hypermetric inequalities are added to the relaxation. The resulting relaxations are incomparable to the SDP relaxations derived by the LS+ system. Finally, the addition of all ell1 inequalities eliminates all solutions not in the integral hull.
For every epsilon>0, the level-Omega(sqrt(log n/ log log n)) SA relaxation of Vertex Cover has integrality gap 2-epsilon. The integrality gap remains tight even for superconstant-level SA+ relaxations.
We prove a tight lower bound for the number of tightenings that the SA system needs in order to prove the Pigeonhole Principle. We also prove sublinear and linear rank bounds for the La and SA systems respectively for the Tseitin tautology.
Linear levels of the SA+ system treat highly unsatisfiable instances of fixed predicate-P constraint satisfaction problems over q-ary alphabets as fully satisfiable, when the satisfying assignments of the predicates P can be equipped with a balanced and pairwise independent distribution.
We study the performance of the Lasserre system on the cut polytope. When the input is the complete graph on 2d+1 vertices, we show that the integrality gap is at least 1+1/(4d(d+1)) for the level-d SDP relaxation.
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Integrality Gaps for Strong Linear Programming and Semidefinite Programming RelaxationsGeorgiou, Konstantinos 17 February 2011 (has links)
The inapproximability for NP-hard combinatorial optimization problems lies in the heart of theoretical computer science. A negative result can be either conditional, where the starting point is a complexity assumption, or unconditional, where the inapproximability holds for a restricted model of computation.
Algorithms based on Linear Programming (LP) and Semidefinite Programming (SDP) relaxations are among the most prominent models of computation. The related and common measure of efficiency is the integrality gap, which sets the limitations of the associated algorithmic schemes. A number of systematic procedures, known as lift-and-project systems, have been proposed to improve the integrality gap of standard relaxations. These systems build strong hierarchies of either LP relaxations, such as the Lovasz-Schrijver (LS) and the Sherali-Adams (SA) systems, or SDP relaxations, such as the Lovasz-Schrijver SDP (LS+), the Sherali-Adams SDP (SA+) and the Lasserre (La) systems.
In this thesis we prove integrality gap lower bounds for the aforementioned lift-and-project systems and for a number of combinatorial optimization problems, whose inapproximability is yet unresolved. Given that lift-and-project systems produce relaxations that have given the best algorithms known for a series of combinatorial problems, the lower bounds can be read as strong evidence of the inapproximability of the corresponding optimization problems. From the results found in the thesis we highlight the following:
For every epsilon>0, the level-Omega(sqrt(log n/ log log n)) LS+ relaxation of the Vertex Cover polytope has integrality gap 2-epsilon.
The integrality gap of the standard SDP for Vertex Cover remains 2-o(1) even if all hypermetric inequalities are added to the relaxation. The resulting relaxations are incomparable to the SDP relaxations derived by the LS+ system. Finally, the addition of all ell1 inequalities eliminates all solutions not in the integral hull.
For every epsilon>0, the level-Omega(sqrt(log n/ log log n)) SA relaxation of Vertex Cover has integrality gap 2-epsilon. The integrality gap remains tight even for superconstant-level SA+ relaxations.
We prove a tight lower bound for the number of tightenings that the SA system needs in order to prove the Pigeonhole Principle. We also prove sublinear and linear rank bounds for the La and SA systems respectively for the Tseitin tautology.
Linear levels of the SA+ system treat highly unsatisfiable instances of fixed predicate-P constraint satisfaction problems over q-ary alphabets as fully satisfiable, when the satisfying assignments of the predicates P can be equipped with a balanced and pairwise independent distribution.
We study the performance of the Lasserre system on the cut polytope. When the input is the complete graph on 2d+1 vertices, we show that the integrality gap is at least 1+1/(4d(d+1)) for the level-d SDP relaxation.
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