1.3 Modeling with exponentially many constr. Integer Programming 2015 1.

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1.3 Modeling with exponentially many constr. Integer Programming

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 It can be shown that LP relaxation of subtour elimination formulation gives integer optimal solutions. (polymatroid)  Why consider IP formulation although there exist good algorithms (e.g., Kruskal, Prim)?  Algorithms may fail if problem structure changed a little bit: degree constrained spanning tree problem, Shortest total path length spanning tree problem, Steiner tree problem, capacitated spanning tree problem, …  Formulation of a basic problem may be used as part of a formulation for a larger complicated problem.  Theoretical analysis, e.g. strength of 1-tree relaxation of TSP. Integer Programming

The traveling salesman problem Integer Programming

Remarks Integer Programming

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 Comparing the LP relaxation of the cutset formulation (A) (in directed case version) and the LP relaxation of the previous formulation (B): It can be shown that the projection of the polyhedron B onto y space gives a polyhedron which completely contains A (the inclusion can be strict), hence cutset formulation (or subtour elimination formulation) is stronger.  Although the previous formulation is not strong, it can be an alternative to use if you only have a generic IP software to use, not the sophisticated one to handle the cutset constraints. Integer Programming

How to Solve the LP relaxation of the Cut-Set Formulation? (many constr.) Integer Programming Solve LP relaxation (w/o cut-set constraints) If y * tour, stop. O/w find violated cut-set  violated cut-set? Solve LP after adding the Cut-set constraint. Y N Stop

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1.4 Modeling with exponentially many variables Integer Programming

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Integer Programming