TY - THES A1 - Helmberg, Christoph T1 - Semidefinite Programming for Combinatorial Optimization N2 - This book offers a self-contained introduction to the field of semidefinite programming, its applications in combinatorial optimization, and its computational methods. We equip the reader with the basic results from linear algebra on positive semidefinite matrices and the cone spanned by them. Starting from linear programming, we introduce semidefinite programs and discuss the associated duality theory. We then turn to semidefinite relaxations of combinatorial optimization and illustrate their interrelation. In the second half we deal with computational methods for solving semidefinite programs. First, the interior point approach, its iteration complexity, and implementational issues are discussed. Next, we explain in great detail the spectral bundle method, which is particularly suited for large scale semidefinite programming. One of the most successful techniques in integer linear programming is the cutting plane approach which improves an initial relaxation by adding violated inequalities. We explore possibilities to combine the two solution methods with the cutting plane approach in order to strengthen semidefinite relaxations of combinatorial optimization problems. T3 - ZIB-Report - 00-34 KW - positive semidefinite matrices KW - semidefinite cone KW - semidefinite Programming KW - semidefinite duality KW - combinatorial optimization KW - max-cut KW - quadrati Y1 - 2000 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-6022 ER - TY - THES A1 - Martin, Alexander T1 - Integer Programs with Block Structure N2 - In this thesis we study and solve integer programs with block structure, i.\,e., problems that after the removal of certain rows (or columns) of the constraint matrix decompose into independent subproblems. The matrices associated with each subproblem are called blocks and the rows (columns) to be removed linking constraints (columns). Integer programs with block structure come up in a natural way in many real-world applications. The methods that are widely used to tackle integer programs with block structure are decomposition methods. The idea is to decouple the linking constraints (variables) from the problem and treat them at a superordinate level, often called master problem. The resulting residual subordinate problem then decomposes into independent subproblems that often can be solved more efficiently. Decomposition methods now work alternately on the master and subordinate problem and iteratively exchange information to solve the original problem to optimality. In Part I we follow a different approach. We treat the integer programming problem as a whole and keep the linking constraints in the formulation. We consider the associated polyhedra and investigate the polyhedral consequences of the involved linking constraints. The variety and complexity of the new inequalities that come into play is illustrated on three different types of real-world problems. The applications arise in the design of electronic circuits, in telecommunication and production planning. We develop a branch-and-cut algorithm for each of these problems, and our computational results show the benefits and limits of the polyhedral approach to solve these real-world models with block structure. Part II of the thesis deals with general mixed integer programming problems, that is integer programs with no apparent structure in the constraint matrix. We will discuss in Chapter 5 the main ingredients of an LP based branch-and-bound algorithm for the solution of general integer programs. Chapter 6 then asks the question whether general integer programs decompose into certain block structures and investigate whether it is possible to recognize such a structure. The remaining two chapters exploit information about the block structure of an integer program. In Chapter 7 we parallelize parts of the dual simplex algorithm, the method that is commonly used for the solution of the underlying linear programs within a branch-and-cut algorithm. In Chapter 8 we try to detect small blocks in the constraint matrix and to derive new cutting planes that strengthen the integer programming formulation. These inequalities may be associated with the intersection of several knapsack problems. We will see that they significantly improve the quality of the general integer programming solver introduced in Chapter 5. T3 - ZIB-Report - SC-99-03 KW - integer programming KW - cutting planes KW - block structure Y1 - 1999 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-3911 ER - TY - THES A1 - Krumke, Sven T1 - Online Optimization: Competitive Analysis and Beyond N2 - Traditional optimization techniques assume, in general, knowledge of all data of a problem instance. There are many cases in practice, however, where decisions have to be made before complete information about the data is available. In fact, it may be necessary to produce a part of the problem solution as soon as a new piece of information becomes known. This is called an \emph{online situation}, and an algorithm is termed \emph{online}, if it makes a decision (computes a partial solution) whenever a new piece of data requests an action. \emph{Competitive analysis} has become a standard yardstick to measure the quality of online algorithms. One compares the solution produced by an online algorithm to that of an optimal (clairvoyant) offline algorithm. An online algorithm is called $c$-competitive if on every input the solution it produces has cost'' at most $c$~times that of the optimal offline algorithm. This situation can be imagined as a game between an online player and a malicious adversary. Although competitive analysis is a worst-case analysis and henceforth pessimistic, it often allows important insights into the problem structure. One can obtain an idea about what kind of strategies are promising for real-world systems and why. On the other hand there are also cases where the offline adversary is simply too powerful and allows only trivial competitiveness results. This phenomenon is called hitting the triviality barrier''. We investigate several online problems by means of competitive analysis. We also introduce new concepts to overcome the weaknesses of the standard approach and to go beyond the triviality barrier. T3 - ZIB-Report - 02-25 KW - competitive analysis KW - online optimization KW - online algorithm KW - approximation algorithm Y1 - 2002 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-6925 ER -