90C10 Integer programming
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Institute
This thesis deals with the hypergraph assignment problem (HAP), a set partitioning problem in a special type of hypergraph. The HAP generalizes the assignment problem from bipartite graphs to what we call bipartite hypergraphs, and is motivated by applications in railway vehicle rotation planning. The main contributions of this thesis concern complexity, polyhedral results, analyses of random instances, and primal methods for the HAP. We prove that the HAP is NP-hard and APX-hard even for small hyperedge sizes and hypergraphs with a special partitioned structure. We also study the complexity of the set packing and covering relaxations of the HAP, and present for certain cases polynomial exact or approximation algorithms. A complete linear description is known for the assignment problem. We therefore also study the HAP polytope. There, we have a huge number of facet-defining inequalities already for a very small problem size. We describe a method for dividing the inequalities into equivalence classes without resorting to a normal form. Within each class, facets are related by certain symmetries and it is sufficient to list one representative of each class to give a complete picture of the structural properties of the polytope. We propose the algorithm "HUHFA" for the classification that is applicable not only to the HAP but combinatorial optimization problems involving symmetries in general. In the largest possible HAP instance for which we could calculate the complete linear description, we have 14049 facets, which can be divided into 30 symmetry classes. We can combinatorially interpret 16 of these classes. This is possible by employing cliques to generalize the odd set inequalities for the matching problem. The resulting inequalities are valid for the polytope associated with the set packing problem in arbitrary hypergraphs and have a clear combinatorial meaning. An analysis of random instances provides a better insight into the structure of hyperassignments. Previous work has extensively analyzed random instances for the assignment problem theoretically and practically. As a generalization of these results for the HAP, we prove bounds on the expected value of a minimum cost hyperassignment that uses half of the maximum possible number of hyperedges that are not edges. In a certain complete partitioned hypergraph G2,2n with i. i. d. exponential random variables with mean 1 as hyperedge costs it lies between 0.3718 and 1.8310 if the vertex number tends to infinity. Finally, we develop an exact combinatorial solution algorithm for the HAP that combines three methods: A very large-scale neighborhood search, the composite columns method for the set partitioning problem, and the network simplex algorithm.
This thesis introduces the Steiner connectivity problem. It is a generalization of the well
known Steiner tree problem. Given a graph G = (V, E) and a subset T ⊆ V of the nodes,
the Steiner tree problem consists in finding a cost minimal set of edges connecting all
nodes in T . The Steiner connectivity problem chooses, instead of edges, from a given set
of paths a subset to connect all nodes in T . We show in the first part of this thesis that
main results about complexity, approximation, integer programming formulations, and
polyhedra can be generalized from the Steiner tree problem to the Steiner connectivity
problem.
An example for a straightforward generalization are the Steiner partition inequalities, a
fundamental class of facet defining inequalities for the Steiner tree problem. They can be
defined for the Steiner connectivity problem in an analogous way as for the Steiner tree
problem. An example for a generalization that needs more effort is the definition of a
directed cut formulation and the proof that this dominates the canonical undirected cut
formulation enriched by all Steiner partition inequalities. For the Steiner connectivity
problem this directed cut formulation leads to extended formulations, a concept that is
not necessary for the Steiner tree problem. There are also major differences between
both problems. For instance, the case T = V for the Steiner connectivity problem is
equivalent to a set covering problem and, hence, not a polynomial solvable case as in the
Steiner tree problem.
The Steiner connectivity problem is not only an interesting generalization of the Steiner
tree problem but also the underlying connectivity problem in line planning with inte-
grated passenger routing. The integrated line planning and passenger routing problem
is an important planning problem in service design of public transport and the topic of
the second part. Given is the infrastructure network of a public transport system where
the edges correspond to streets and tracks and the nodes correspond to stations/stops
of lines. The task is to find paths in the infrastructure network for lines and passengers
such that the capacities of the lines suffice to transport all passengers. Existing models
in the literature that integrate a passenger routing in line planning either treat transfers
in a rudimentary way and, hence, neglect an important aspect for the choice of the pas-
senger routes, or they treat transfers in a too comprehensive way and cannot be solved
for large scale real world problems. We propose a new model that focuses on direct
connections. The attractiveness of transfer free connections is increased by introducing a transfer penalty for each non-direct connection. In this way, a passenger routing is
computed that favors direct connections.
For the computation of this model we also implemented algorithms influenced by the
results for the Steiner connectivity problem. We can compute with our model good
solutions that minimize a weighted sum of line operating costs and passengers travel
times. These solutions improve the solutions of an existing approach, that does not
consider direct connections, by up to 17%. In contrast to a comprehensive approach,
that considers every transfer and for which we could not even solve the root LP within
10 hours for large instances, the solutions of the new model, computed in the same time,
are close to optimality (<1%) or even optimal for real world instances. In a project with
the Verkehr in Potsdam GmbH to compute the line plan for 2010 we showed that our
approach is applicable in practice and can be used to solve real world problems.
This thesis introduces the novel paradigm of constraint integer programming (CIP), which integrates constraint programming (CP) and mixed integer programming (MIP) modeling and solving techniques. It is supplemented by the software SCIP, which is a solver and framework for constraint integer programming that also features SAT solving techniques. SCIP is freely available in source code for academic and non-commercial purposes. Our constraint integer programming approach is a generalization of MIP that allows for the inclusion of arbitrary constraints, as long as they turn into linear constraints on the continuous variables after all integer variables have been fixed. The constraints, may they be linear or more complex, are treated by any combination of CP and MIP techniques: the propagation of the domains by constraint specific algorithms, the generation of a linear relaxation and its solving by LP methods, and the strengthening of the LP by cutting plane separation. The current version of SCIP comes with all of the necessary components to solve mixed integer programs. In the thesis, we cover most of these ingredients and present extensive computational results to compare different variants for the individual building blocks of a MIP solver. We focus on the algorithms and their impact on the overall performance of the solver. In addition to mixed integer programming, the thesis deals with chip design verification, which is an important topic of electronic design automation. Chip manufacturers have to make sure that the logic design of a circuit conforms to the specification of the chip. Otherwise, the chip would show an erroneous behavior that may cause failures in the device where it is employed. An important subproblem of chip design verification is the property checking problem, which is to verify whether a circuit satisfies a specified property. We show how this problem can be modeled as constraint integer program and provide a number of problem-specific algorithms that exploit the structure of the individual constraints and the circuit as a whole. Another set of extensive computational benchmarks compares our CIP approach to the current state-of-the-art SAT methodology and documents the success of our method.
Abstract The cost-efficient design of survivable optical telecommunication networks is the topic of this thesis. In cooperation with network operators, we have developed suitable concepts and mathematical optimization methods to solve this comprehensive planning task in practice. Optical technology is more and more employed in modern telecommunication networks. Digital information is thereby transmitted as short light pulses through glass fibers. Moreover, the optical medium allows for simultaneous transmissions on a single fiber by use of different wavelengths. Recent optical switches enable a direct forwarding of optical channels in the network nodes without the previously required signal retransformation to electronics. Their integration creates ongoing optical connections,which are called lightpaths. We study the problem of finding cost-efficient configurations of optical networks which meet specified communication requirements. A configuration comprises the determination of all lightpaths to establish as well as the detailed allocation of all required devices and systems. We use a flexible modeling framework for a realistic representation of the networks and their composition. For different network architectures, we formulate integer linear programs which model the design task in detail. Moreover, network survivability is an important issue due to the immense bandwidths offered by optical technology. Operators therefore request for designs which perpetuate protected connections and guarantee for a defined minimum throughput in case of malfunctions. In order to achieve an effective realization of scalable protection, we present a novel survivability concept tailored to optical networks and integrate several variants into the models. Our solution approach is based on a suitable model decomposition into two subtasks which separates two individually hard subproblems and enables this way to compute cost-efficient designs with approved quality guarantee. The first subtask consists of routing the connections with corresponding dimensioning of capacities and constitutes a common core task in the area of network planning. Sophisticated methods for such problems have already been developed and are deployed by appropriate integration. The second subtask is characteristic for optical networks and seeks for a conflict-free assignment of available wavelengths to the lightpaths using a minimum number of involved wavelength converters. For this coloring-like task, we derive particular models and study methods to estimate the number of unavoidable conversions. As constructive approach, we develop heuristics and an exact branch-and-price algorithm. Finally, we carry out an extensive computational study on realistic data, provided by our industrial partners. As twofold purpose, we demonstrate the potential of our approach for computing good solutions with quality guarantee, and we exemplify its flexibility for application to network design and analysis.