Chapter 2. Optimal Trees and Paths Combinatorial Optimization 2014 1.

Slides:



Advertisements
Similar presentations
Iterative Rounding and Iterative Relaxation
Advertisements

The Primal-Dual Method: Steiner Forest TexPoint fonts used in EMF. Read the TexPoint manual before you delete this box.: AA A A AA A A A AA A A.
Network Design with Degree Constraints Guy Kortsarz Joint work with Rohit Khandekar and Zeev Nutov.
1 LP Duality Lecture 13: Feb Min-Max Theorems In bipartite graph, Maximum matching = Minimum Vertex Cover In every graph, Maximum Flow = Minimum.
Branch and Bound See Beale paper. Example: Maximize z=x1+x2 x2 x1.
Solving IPs – Cutting Plane Algorithm General Idea: Begin by solving the LP relaxation of the IP problem. If the LP relaxation results in an integer solution,
O(N 1.5 ) divide-and-conquer technique for Minimum Spanning Tree problem Step 1: Divide the graph into  N sub-graph by clustering. Step 2: Solve each.
C&O 355 Mathematical Programming Fall 2010 Lecture 22 N. Harvey TexPoint fonts used in EMF. Read the TexPoint manual before you delete this box.: A A A.
EE 553 Integer Programming
The 2 Period Travelling Salesman Problem Applied to Milk Collection in Ireland By Professor H P Williams,London School of Economics Dr Martin Butler, University.
Optimization of thermal processes2007/2008 Optimization of thermal processes Maciej Marek Czestochowa University of Technology Institute of Thermal Machinery.
EMIS 8373: Integer Programming Valid Inequalities updated 4April 2011.
Branch and Bound Searching Strategies
Solving Integer Programs. Natural solution ideas that don’t work well Solution idea #1: Explicit enumeration: Try all possible solutions and pick the.
Approximation Algorithm: Iterative Rounding Lecture 15: March 9.
1 Branch and Bound Searching Strategies 2 Branch-and-bound strategy 2 mechanisms: A mechanism to generate branches A mechanism to generate a bound so.
Branch and Bound Algorithm for Solving Integer Linear Programming
LP formulation of Economic Dispatch
Daniel Kroening and Ofer Strichman Decision Procedures An Algorithmic Point of View Deciding ILPs with Branch & Bound ILP References: ‘Integer Programming’
Chapter 5 Linear Inequalities and Linear Programming Section R Review.
1 Lecture 4 Maximal Flow Problems Set Covering Problems.
Decision Procedures An Algorithmic Point of View
V. V. Vazirani. Approximation Algorithms Chapters 3 & 22
1.3 Modeling with exponentially many constr.  Some strong formulations (or even formulation itself) may involve exponentially many constraints (cutting.
Approximating Minimum Bounded Degree Spanning Tree (MBDST) Mohit Singh and Lap Chi Lau “Approximating Minimum Bounded DegreeApproximating Minimum Bounded.
Approximation Algorithms Department of Mathematics and Computer Science Drexel University.
Linear Programming Chapter 6. Large Scale Optimization.
MILP algorithms: branch-and-bound and branch-and-cut
WOOD 492 MODELLING FOR DECISION SUPPORT
OR Chapter 2. Simplex method (2,0) (2,2/3) (1,2)(0,2)
Chap 10. Integer Prog. Formulations
CSE 589 Part VI. Reading Skiena, Sections 5.5 and 6.8 CLR, chapter 37.
15.053Tuesday, April 9 Branch and Bound Handouts: Lecture Notes.
Branch-and-Cut Valid inequality: an inequality satisfied by all feasible solutions Cut: a valid inequality that is not part of the current formulation.
Algorithmic Game Theory and Internet Computing Vijay V. Vazirani Georgia Tech Primal-Dual Algorithms for Rational Convex Programs II: Dealing with Infeasibility.
Divide and Conquer Optimization problem: z = max{cx : x  S}
OR Chapter 8. General LP Problems Converting other forms to general LP problem : min c’x  - max (-c)’x   = by adding a nonnegative slack variable.
Branch and Bound Algorithms Present by Tina Yang Qianmei Feng.
1.2 Guidelines for strong formulations  Running time for LP usually depends on m and n ( number of iterations O(m), O(log n)). Not critically depend on.
EMIS 8373: Integer Programming Column Generation updated 12 April 2005.
Branch and Bound Searching Strategies
C&O 355 Lecture 19 N. Harvey TexPoint fonts used in EMF. Read the TexPoint manual before you delete this box.: A A A A A A A A A A.
1.3 Modeling with exponentially many constr. Integer Programming
Approximation Algorithms Duality My T. UF.
Chapter 6 Optimization Models with Integer Variables.
1 Chapter 6 Reformulation-Linearization Technique and Applications.
Tuesday, March 19 The Network Simplex Method for Solving the Minimum Cost Flow Problem Handouts: Lecture Notes Warning: there is a lot to the network.
6.5 Stochastic Prog. and Benders’ decomposition
EMIS 8373: Integer Programming
1.3 Modeling with exponentially many constr.
Chapter 6. Large Scale Optimization
Chapter 5. Sensitivity Analysis
Integer Linear Programming
MIP Tools Branch and Cut with Callbacks Lazy Constraint Callback
Chapter 5 Linear Inequalities and Linear Programming
Chapter 6. Large Scale Optimization
2. Generating All Valid Inequalities
2.2 Shortest Paths Def: directed graph or digraph
1.3 Modeling with exponentially many constr.
Flow Feasibility Problems
Integer Linear Programming
6.5 Stochastic Prog. and Benders’ decomposition
EMIS 8373: Integer Programming
We have the following incomplete B&B tree:
Branch-and-Bound Algorithm for Integer Program
1.2 Guidelines for strong formulations
Integer LP: Algorithms
Chapter 6. Large Scale Optimization
1.2 Guidelines for strong formulations
Presentation transcript:

Chapter 2. Optimal Trees and Paths Combinatorial Optimization

2 2.1 Minimum Spanning Trees

Combinatorial Optimization

4 a b f g k d h

Combinatorial Optimization

6

7 a b f g k d h

Combinatorial Optimization a b f g k d h

Combinatorial Optimization

10

Combinatorial Optimization

Combinatorial Optimization MST and LP

Combinatorial Optimization

Combinatorial Optimization

15 Idea of Branch-and-Bound Algorithm (IP) (LPR) Combinatorial Optimization 2014

16 Combinatorial Optimization 2014

17  Results of solving LP relaxation. 1.unbounded  integer program unbounded 2.infeasible  integer program infeasible 3.optimal solution which is integer  it is optimal to integer program 4.optimal solution not integer  only obtain lower bound. Need to branch  How to divide the solution set in case of 4. Suppose x * optimal solution to LP relaxation and Then consider 2 sets Any feasible solution to integer program is contained in one of (a), (b). So we do not miss any feasible solution. Then we solve LP relaxation of (a), (b) again. (Search procedure with tree structure) Combinatorial Optimization 2014

18 Combinatorial Optimization 2014

 Procedure to solve the LP relaxation (with many constraints) Cutting plane approach 19 Solve LP relaxation with small number of constraints (e.g., w/o subtour elim. constr.)  violated constr? Solve LP after adding the violated constraint. Y N Stop Combinatorial Optimization 2014 * Dual form of column generation, e.g. cutting stock problem.

Combinatorial Optimization

Combinatorial Optimization  General questions for a problem: Extreme points of LP relaxation all integer vectors? If not, can we make the polyhedron have only integer extreme points by adding some inequalities to the LP relaxation? How much efforts? If not, can we approximate the integer polyhedron using only part of the inequalities needed to describe it? (obtain good lower bound) How much efforts?

Combinatorial Optimization

Combinatorial Optimization

Combinatorial Optimization

Combinatorial Optimization

Combinatorial Optimization

Combinatorial Optimization

Steiner tree problem Combinatorial Optimization

Combinatorial Optimization

 Example of a Steiner arborescence Combinatorial Optimization a b f g k {r} h : Terminal nodes

Combinatorial Optimization

Combinatorial Optimization Models for Connectivity of Graphs

Combinatorial Optimization

Combinatorial Optimization

Combinatorial Optimization

Combinatorial Optimization

Combinatorial Optimization

Combinatorial Optimization  The structure of the survivable network may depend on the facilities used (e.g. ADM (Add-Drop Multiplexor) needs to configure ring networks )