90C27 Combinatorial optimization
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Online Optimierung
(2000)
Wie soll man einen Aufzug steuern, wenn man keine Informationen über zukünftige Fahraufträge besitzt? Soll man eine Bahncard kaufen, wenn die nächsten Bahnreisen noch unbekannt sind? In der klassischen kombinatorischen Optimierung geht man davon aus, daß die Daten jeder Probleminstanz vollständig gegeben sind. In vielen Fällen modelliert diese \emph{Offline-Optimierung} jedoch die Situationen aus Anwendungen nur ungenügend. Zahlreiche Problemstellungen in der Praxis sind in natürlicher Weise \emph{online}: Sie erfordern Entscheidungen, die unmittelbar und ohne Wissen zukünftiger Ereignisse getroffen werden müssen. Als ein Standardmittel zur Beurteilung von Online-Algorithmen hat sich die \emph{kompetitive Analyse} durchgesetzt. Dabei vergleicht man den Zielfunktionswert einer vom Online-Algorithmus generierten Lösung mit dem Wert einer optimalen Offline-Lösung. Mit Hilfe der kompetitiven Analyse werden im Skript Algorithmen zum Caching, Netzwerk-Routing, Scheduling und zu Transportaufgaben untersucht. Auch die Schwächen der kompetitiven Analyse werden aufgezeigt und alternative Analysekonzepte vorgestellt. Neben der theoretischen Seite werden auch die Anwendungen der Online-Optimierung in der Praxis, vor allem bei Problemen der innerbetrieblichen Logistik, beleuchtet. Bei der Steuerung automatischer Transportsysteme tritt eine Fülle von Online-Problemen auf. Hierbei werden an die Algorithmen oftmals weitere Anforderungen gestellt. So müssen Entscheidungen unter strikten Zeitbeschränkungen gefällt werden (Echtzeit-Anforderungen). Dieses Skript ist aus dem Online-Teil der Vorlesung -Ausgewählte Kapitel aus der ganzzahligen Optimierung- (Wintersemester~1999/2000) und der Vorlesung -Online Optimierung- (Sommersemester~2000) an der Technischen Universität Berlin entstanden.
In this paper we present the {\em SteinLib}, a library of data sets for the Steiner tree problem in graphs. This library extends former libraries on Steiner tree problems by many new interesting and difficult instances, most of them arising from real-world applications. We give a survey on the difficulty of these problem instances by giving references to state-of-the-art software packages that were the first or are currently among the best to solve these instances.
Stable Multi-Sets
(2000)
In this paper we introduce a generalization of stable sets: stable multi-sets. A stable multi-set is an assignment of integers to the vertices of a graph, such that specified bounds on vertices and edges are not exceeded. In case all vertex and edge bounds equal one, stable multi-sets are equivalent to stable sets. For the stable multi-set problem, we derive reduction rules and study the associated polytope. We state necessary and sufficient conditions for the extreme points of the linear relaxation to be integer. These conditions generalize the conditions for the stable set polytope. Moreover, the classes of odd cycle and clique inequalities for stable sets are generalized to stable multi-sets and conditions for them to be facet defining are determined. The study of stable multi-sets is initiated by optimization problems in the field of telecommunication networks. Stable multi-sets emerge as an important substructure in the design of optical networks.
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.
Network loading problems occur in the design of telecommunication networks, in many different settings. The polyhedral structure of this problem is important in developing solution methods for the problem. In this paper we investigate the polytope of the problem restricted to one edge of the network (the edge capacity problem). We describe classes of strong valid inequalities for the edge capacity polytope, and we derive conditions under which these constraints define facets. As the edge capacity problem is a relaxation of the network loading problem, their polytopes are intimately related. We, therefore, also give conditions under which the inequalities of the edge capacity polytope define facets of the network loading polytope. Furthermore, some structural properties are derived, such as the relation of the edge capacity polytope to the knapsack polytope. We conclude the theoretical part of this paper with some lifting theorems, where we show that this problem is polynomially solvable for most of our classes of valid inequalities. In a computational study the quality of the constraints is investigated. Here, we show that the valid inequalities of the edge capacity polytope are not only important for solving the edge capacity problem, but also for the network loading problem, showing that the edge capacity problem is an important subproblem.
Das vorliegende Skript bietet eine Einf{ü}hrung in die Graphentheorie und graphentheoretische Algorithmen. Im zweiten Kapitel werden Grundbegriffe der Graphentheorie vorgestellt. Das dritte Kapitel besch{ä}ftigt sich mit der Existenz von Wegen in Graphen. Hier wird auch die L{ö}suung des ber{ü}hmten K{ö}nigsberger Br{ü}ckenproblems aufgezeigt und der Satz von Euler bewiesen. Im vierten Kapitel wird gezeigt, wie man auf einfache Weise die Zusammenhangskomponenten eines Graphen bestimmen kann. Im Kapitel sechs wird dann sp{ä}ter mit der Tiefensuche ein Verfahren vorgestellt, das schneller arbeitet und mit dessen Hilfe man noch mehr Informationen {ü}ber die Struktur eines Graphen gewinnen kann. In den folgenden Kapiteln werden Algorithmen vorgestellt, um minimale aufspannenden B{ä}ume, k{ü}rzeste Wege und maximale Fl{ü}sse in Graphen zu bestimmen. Am Ende des Skripts wird ein kurzer Einblick in die planaren Graphen und Graphhomomorphismen geboten.
This paper addresses the problem of designing a minimum cost network whose capacities are sufficiently large to allow a feasible routing of a given set of multicast commodities. A multicast commodity consists of a set of two or mo re terminals that need to be connected by a so called broadcast tree, which consumes on all of its edges a capacity as large as the demand value associated with that commodity. We model the network design problem with multicast commodities as the problem of packing capacitated Steiner trees in a graph. In the first part of the paper we present three mixed-integer programming formulations for this problem. The first natural formulation uses only one integer capacity variable for each edge and and one binary tree variable for each commodity-edge pair. Applying well-known techniques from the Steiner tree problem, we then develop a stronger directed and a multicommodity flow based mixed-integer programming formulation. In the second part of the paper we study the associated polyhedra and derive valid and even facet defining inequalities for the natural formulation. Finally, we describe separation algorithms for these inequalities and present computational results that demonstrate the strength of our extended formulations.
In the online traveling salesman problem requests for visits to cities (points in a metric space) arrive online while the salesman is traveling. The salesman moves at no more than unit speed and starts and ends his work at a designated origin. The objective is to find a routing for the salesman which finishes as early as possible. Performance of algorithms is measured through their competitive ratio, comparing the outcome of the algorithms with that of an adversary who provides the problem instance and therefore is able to achieve the optimal offline solution. Objections against such omnipotent adversaries have lead us to devise an adversary that is in a natural way, in the context of routing problems, more restricted in power. For the exposition we consider the online traveling salesman problem on the metric space given by the non-negative part of the real line. We show that a very natural strategy is~$3/2$-competitive against the conventional adversary, which matches the lower bound on competitive ratios achievable for algorithms for this problem. Against the more ``\emph{fair adversary}'', that we propose, we show that there exists an algorithm with competitive ratio $\frac{1+\sqrt{17}}{4}\approx 1.28$ and provide a matching lower bound. We also show competitiveness results for a special class of algorithms (called zealous algorithms) that do not allow waiting time for the server as long as there are requests unserved.
The traveling repairman problem (TRP) is a variant of the famous traveling salesman problem (TSP). The objective for the TRP is to minimize the latency, that is the the weighted sum of completion times of the cities, where the completion time of a city is defined to be the time in the tour before the city is reached. In the online traveling repairman problem (OLTRP) requests for visits to cities (points in a metric space) arrive online while the repairman is traveling. We analyze the performance of algorithms using competitive analysis, where the cost of an online algorithm is compared to that of an optimal offline algorithm. An optimal offline algorithm knows the entire request sequence in advance and can serve it with minimum cost. Recently, Feuerstein and Stougie presented a $9$-competitive algorithm for the OLTRP on the real line. In this paper we show how to use techniques from online-scheduling to obtain an $8$-competitive deterministic algorithm which works for any metric space. We also present a randomized algorithm which has a competitive ratio of $\frac{4}{\ln 2}\approx 5.7708$ against an oblivious adversary. All of our results also hold for the ``dial-a-ride'' generalization of the OLTRP, where objects have to be picked up and delivered by a server.
Many optimization problems have several equivalent mathematical models. It is often not apparent which of these models is most suitable for practical computation, in particular, when a certain application with a specific range of instance sizes is in focus. Our paper addresses the Asymmetric Travelling Salesman Problem with time windows (ATSP-TW) from such a point of view. The real--world application we aim at is the control of a stacker crane in a warehouse. We have implemented codes based on three alternative integer programming formulations of the ATSP-TW and more than ten heuristics. Computational results for real-world instances with up to 233 nodes are reported, showing that a new model presented in a companion paper outperforms the other two models we considered --- at least for our special application --- and that the heuristics provide acceptable solutions.