90C57 Polyhedral combinatorics, branch-and-bound, branch-and-cut
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The benefits of cutting planes based on the perspective function are well known for many specific classes of mixed-integer nonlinear programs with on/off structures. However, we are not aware of any empirical studies that evaluate their applicability and computational impact over large, heterogeneous test sets in general-purpose solvers. This paper provides a detailed computational study of perspective cuts within a linear programming based branch-and-cut solver for general mixed-integer nonlinear programs. Within this study, we extend the applicability of perspective cuts from convex to nonconvex nonlinearities. This generalization is achieved by applying a perspective strengthening to valid linear inequalities which separate solutions of linear relaxations. The resulting method can be applied to any constraint where all variables appearing in nonlinear terms are semi-continuous and depend on at least one common indicator variable. Our computational experiments show that adding perspective cuts for convex constraints yields a consistent improvement of performance, and adding perspective cuts for nonconvex constraints reduces branch-and-bound tree sizes and strengthens the root node relaxation, but has no significant impact on the overall mean time.
Graphs with circular symmetry, called webs, are relevant for describing the stable set polytopes of two larger graph classes, quasi-line graphs [{\sl Giles and Trotter 1981, Oriolo 2001}] and claw-free graphs [{\sl Galluccio and Sassano 1997, Giles and Trotter 1981}]. Providing a decent linear description of the stable set polytopes of claw-free graphs is a long-standing problem [{\sl Grötschel, Lov\'asz, and Schrijver 1988}]. However, even the problem of finding all facets of stable set polytopes of webs is open. So far, it is only known that stable set polytopes of webs with clique number $\leq 3$ have rank facets only [{\sl Dahl 1999, Trotter 1975}] while there are examples with clique number $\geq 4$ having non-rank facets [{\sl e.g. Liebling et al. 2003, Oriolo 2001, P\^echer and Wagler 2003}]. In this paper, we provide a construction for non-rank facets of stable set polytopes of webs. We use this construction to prove, for several fixed values of $\omega$ including all odd values at least 5, that there are only finitely many webs with clique number $\omega$ whose stable set polytopes admit rank facets only.
The set packing problem, sometimes also called the stable set problem, is a well-known NP-hard problem in combinatorial optimization with a wide range of applications and an interesting polyhedral structure, that has been the subject of intensive study. We contribute to this field by showing how, employing cliques, odd set inequalities for the matching problem can be generalized to valid inequalities for the set packing polytope with a clear combinatorial meaning.
We present an exact rational solver for mixed-integer linear programming that avoids the numerical inaccuracies inherent in the floating-point computations used by existing software. This allows the solver to be used for establishing theoretical results and in applications where correct solutions are critical due to legal and financial consequences. Our solver is a hybrid symbolic/numeric implementation of LP-based branch-and-bound, using numerically-safe methods for all binding computations in the search tree. Computing provably accurate solutions by dynamically choosing the fastest of several safe dual bounding methods depending on the structure of the instance, our exact solver is only moderately slower than an inexact floating-point branch-and-bound solver. The software is incorporated into the SCIP optimization framework, using the exact LP solver QSopt_ex and the GMP arithmetic library. Computational results are presented for a suite of test instances taken from the MIPLIB and Mittelmann libraries and for a new collection of numerically difficult instances.
Chvatal-Gomory cuts are among the most well-known classes of cutting planes for general integer linear programs (ILPs). In case the constraint multipliers are either 0 or $\frac{1}{2}$, such cuts are known as $\{0,\frac{1}{2}\}$-cuts. It has been proven by Caprara and Fischetti (1996) that separation of $\{0,\frac{1}{2}\}$-cuts is NP-hard. In this paper, we study ways to separate $\{0,\frac{1}{2}\}$-cuts effectively in practice. We propose a range of preprocessing rules to reduce the size of the separation problem. The core of the preprocessing builds a Gaussian elimination-like procedure. To separate the most violated $\{0,\frac{1}{2}\}$-cut, we formulate the (reduced) problem as integer linear program. Some simple heuristic separation routines complete the algorithmic framework. Computational experiments on benchmark instances show that the combination of preprocessing with exact and/or heuristic separation is a very vital idea to generate strong generic cutting planes for integer linear programs and to reduce the overall computation times of state-of-the-art ILP-solvers.
We present an integer linear programming model for the design of multi-layer telecommunication networks. The formulation integrates hardware, capacity, routing, and grooming decisions in \emph{any} n umber of network layers. Practical hardware restrictions and cost can accurately be taken into account for technologies based on connection-oriented routing protocols.
Antiwebs are Rank-Perfect
(2002)
\We discuss a nested collection of three superclasses of perfect graphs: near-perfect, rank-perfect, and weakly rank-perfect graphs. For that, we start with the description of the stable set polytope for perfect graphs and allow stepwise more general facets for the stable set polytopes of the graphs in each superclass. Membership in those three classes indicates how far a graph is away from being perfect. We investigate for webs and antiwebs to which of the three classes they belong. We provide a complete description of the facets of the stable set polytope for antiwebs (with help of a result due to Shepherd on near-bipartite graphs). The main result is that antiwebs are rankperfect.
In mixed-integer programming, the branching rule is a key component to a fast convergence of the branch-and-bound algorithm. The most common strategy is to branch on simple disjunctions that split the domain of a single integer variable into two disjoint intervals. Multi-aggregation is a presolving step that replaces variables by an affine linear sum of other variables, thereby reducing the problem size. While this simplification typically improves the performance of MIP solvers, it also restricts the degree of freedom in variable-based branching rules.
We present a novel branching scheme that tries to overcome the above drawback by considering general disjunctions defined by multi-aggregated variables in addition to the standard disjunctions based on single variables. This natural idea results in a hybrid between variable- and constraint-based branching rules. Our implementation within the constraint integer programming framework SCIP incorporates this into a full strong branching rule and reduces the number of branch-and-bound nodes on a general test set of publicly available benchmark instances. For a specific class of problems, we show that the solving time decreases significantly.
This paper deals with directed, bidirected, and undirected capacitated network design problems. Using mixed integer rounding (MIR), we generalize flow-cutset inequalities to these three link types and to an arbitrary modular link capacity structure, and propose a generic separation algorithm. In an extensive computational study on 54 instances from the Survivable Network Design Library (SNDlib), we show that the performance of cplex can significantly be enhanced by this class of cutting planes. The computations reveal the particular importance of the subclass of cutset-inequalities.
A subset ${\cal C}$ of the power set of a finite set $E$ is called cardinality homogeneous if, whenever ${\cal C}$ contains some set $F$, ${\cal C}$ contains all subsets of $E$ of cardinality $|F|$. Examples of such set systems ${\cal C}$ are the sets of circuits and the sets of cycles of uniform matroids and the sets of all even or of all odd cardinality subsets of $E$. With each cardinality homogeneous set system ${\cal C}$, we associate the polytope $P({\cal C})$, the convex hull of the incidence vectors of all sets in ${\cal C}$, and provide a complete and nonredundant linear description of $P({\cal C})$. We show that a greedy algorithm optimizes any linear function over $P({\cal C})$, give an explicit optimum solution of the dual linear program, and provide a polynomial time separation algorithm for the class of polytopes of type $P({\cal C})$.