Lagrangian Relaxation in CP

Size: px
Start display at page:

Download "Lagrangian Relaxation in CP"

Transcription

1 Lagrangian Relaxation in CP Willem-Jan van Hoeve CPAIOR 016 Master Class

2 Overview 1. Motivation for using Lagrangian Relaxations in CP. Lagrangian-based domain filtering Example: Traveling Salesman Problem. Relaxed Decision Diagrams Example: Disjunctive Scheduling. Lagrangian Propagation Improve communication between constraints Acknowledgements: Presentations from Andre Cire and Hadrien Cambazard

3 Lagrangian Relaxation

4 Lagrangian Relaxation Move subset (or all) of constraints into the objective with penalty multipliers μ:

5 Lagrangian Relaxation Move subset (or all) of constraints into the objective with penalty multipliers μ: Weak duality: for any choice of μ, Lagrangean L(μ) provides a lower bound on the original LP

6 Lagrangian Relaxation Move subset (or all) of constraints into the objective with penalty multipliers μ: Weak duality: for any choice of μ, Lagrangean L(μ) provides a lower bound on the original LP Goal: find optimal μ (providing the best bound) via

7 Lagrangian Relaxations are Awesome Can be applied to nonlinear programming problems (NLPs), LPs, and in the context of integer programming Can provide better bounds than LP relaxation: z LP z Lagr z IP Provides domain filtering analogous to that based on LP duality Can be efficiently and/or heuristically solved Lagrangian relaxation can dualize difficult constraints Can exploit the problem structure, e.g., the Lagrangian relaxation may decouple, or L(μ) may be very fast to solve combinatorially

8 Example Application: TSP Visit all vertices exactly once, with minimum total distance Graph G = (V,E) with vertex set V and edge set E V = n w(i,j): distance between i and j 5

9 CP model for the TSP (version 1) Permutation model variable x i represents the i-th city to be visited introduce copy of vertex 1: vertex n+1 min z s.t. z = i w(x i, x i+1 ) alldifferent(x 1,, x n ) x n+1 = x 1 6

10 CP Solving min z s.t. z = i=1.. w(x i, x i+1 ) (1) alldifferent(x 1,, x ) () x 5 = x 1 () Variable domains: D(z) = { 0..inf } D(x i ) = {1,,,} for i=1,, Propagate (1) to update D(z) = {16,..,6} 7

11 CP Solving cont d min z s.t. z = i=1.. w(x i, x i+1 ) (1) alldifferent(x 1,, x ) () x 5 = x 1 () x 1 = 1 x 1 1 Propagate () : D(x ) = {,,} D(x ) = {,,} D(x ) = {,,} Propagate () : D(x 5 ) = {1} Propagate (1) : no updates 8

12 CP Solving cont d min z s.t. z = i=1.. w(x i, x i+1 ) (1) alldifferent(x 1,, x ) () x 5 = x 1 () x 1 = 1 x 1 1 x = x x = x D(x ) = {} D(z) = {7} 9

13 Drawback of first CP Model Objective is handled separately from constraints Interaction via domain propagation only Weak bounds 10

14 Other CP models for the TSP Successor model variable next i represents the immediate successor of city i min z = i w(i, next i ) s.t. alldifferent(next 1,, next n ) path(next 1,, next n ) 11

15 Other CP models for the TSP Successor model variable next i represents the immediate successor of city i min z = i w(i, next i ) s.t. alldifferent(next 1,, next n ) path(next 1,, next n ) objective and constraints still decoupled 11

16 Other CP models for the TSP Successor model variable next i represents the immediate successor of city i min z = i w(i, next i ) s.t. alldifferent(next 1,, next n ) path(next 1,, next n ) objective and constraints still decoupled Integrated model using optimization constraint [Focacci et al., 1999, 00] min z s.t. alldifferent(next 1,, next n ) [redundant] WeightedPath(next, w, z) 11

17 Optimization Constraint WeightedPath(next, w, z) Ensures that variables next i represent a Hamiltonian path such that the total weight of the path equals variable z Benefits: Stronger bounds from constraint structure, e.g., based on LP relaxation Cost-based domain filtering: if next i =v leads to path of weight > max(d(z)), remove v from D(next i ) 1

18 Relaxations for TSP Observe that the TSP is a combination of two constraints The degree of each node is The solution is connected (no subtours) 5 Relaxations: relax connectedness: Assignment Problem relax degree constraints: 1-Tree Relaxation 1 6 1

19 1-Tree Relaxation Relax the degree constraints [Held & Karp, 1970, 1971] E.g., minimum spanning tree (has n-1 edges) P.S. An MST can be found in O(m α(m,n)) time

20 1-Tree Relaxation Relax the degree constraints [Held & Karp, 1970, 1971] E.g., minimum spanning tree (has n-1 edges) 1-Tree extends this with one more edge Choose any node v (which is called the 1-node) Build a minimum spanning tree T on G = (V\{v}, E) Add the smallest two edges linking v to T P.S. An MST can be found in O(m α(m,n)) time

21 1-Tree Relaxation Relax the degree constraints [Held & Karp, 1970, 1971] E.g., minimum spanning tree (has n-1 edges) 1-Tree extends this with one more edge Choose any node v (which is called the 1-node) Build a minimum spanning tree T on G = (V\{v}, E) Add the smallest two edges linking v to T P.S. An MST can be found in O(m α(m,n)) time

22 1-Tree Relaxation Relax the degree constraints [Held & Karp, 1970, 1971] E.g., minimum spanning tree (has n-1 edges) 1-Tree extends this with one more edge Choose any node v (which is called the 1-node) Build a minimum spanning tree T on G = (V\{v}, E) Add the smallest two edges linking v to T P.S. An MST can be found in O(m α(m,n)) time

23 1-Tree Relaxation Relax the degree constraints [Held & Karp, 1970, 1971] E.g., minimum spanning tree (has n-1 edges) 1-Tree extends this with one more edge Choose any node v (which is called the 1-node) Build a minimum spanning tree T on G = (V\{v}, E) Add the smallest two edges linking v to T P.S. An MST can be found in O(m α(m,n)) time

24 Improved 1-Tree: Lagrangian relaxation Let binary variable x e represent whether edge e is used 15

25 Improved 1-Tree: Lagrangian relaxation Let binary variable x e represent whether edge e is used 15

26 Improved 1-Tree: Lagrangian relaxation Let binary variable x e represent whether edge e is used Lagrangian multipliers π i (penalties for node degree violation) 15

27 Held-Karp Bound 16

28 Held-Karp Bound 16

29 Held-Karp Bound 16

30 Held-Karp Bound How to find the best penalties π? In this case, we can exploit a combinatorial interpretation No need to solve an LP 16

31 Held-Karp Iteration Find minimum 1-tree T w.r.t. w (i,j) = w(i,j) π i π j Lower bound: cost(t) + i π i If T is not a tour, update multipliers as π 1 π i += (-degree(i) )*β and repeat π (step size β different per iteration) π 6 π 17

32 Example 0 β = bound: 18

33 Example 0 β = bound: 18

34 Example 0 β = bound: 18

35 Example 0 β = bound: 18

36 Example 0 β = bound: bound: 5 (optimal) 18

37 Example β = Cost-based propagation? bound: bound: 5 (optimal) 18

38 Embed 1-Tree in CP We need to reason on the graph structure manipulate the graph, remove costly edges, etc. Not easily done with next and position variables e.g., how can we enforce that a given edge e=(i,j) is mandatory? Ideally, we want to have access to the graph rather than local successor/predecessor information modify definition of our global constraint 19

39 One more CP model for the TSP Integrated model based on graph representation min z s.t. weighted-circuit(x, G, z) G=(V,E,w) is the graph with vertex set V, edge set E, weights w Set of binary variables X = { x e e E } representing the tour In CP, X can be modeled using a set variable Variable z represents the total weight [Benchimol et al. 01] 0

40 Propagation Given constraint weighted-circuit( X, G, z) Apply the Held-Karp relaxation to remove sub-optimal edges (x e = 0), i.e., total weight > max(d(z)) force mandatory edges (x e = 1) update bounds of z 1

41 Propagation Given constraint 0 weighted-circuit( X, G, z) Apply the Held-Karp relaxation to remove sub-optimal edges (x e = 0), i.e., total weight > max(d(z)) force mandatory edges (x e = 1) update bounds of z bound: 5 1

42 Propagation Given constraint 0 weighted-circuit( X, G, z) Apply the Held-Karp relaxation to remove sub-optimal edges (x e = 0), i.e., total weight > max(d(z)) force mandatory edges (x e = 1) update bounds of z bound: 5 Suppose D(z) = {5} 1

43 Propagation Given constraint weighted-circuit( X, G, z) Apply the Held-Karp relaxation to remove sub-optimal edges (x e = 0), i.e., total weight > max(d(z)) force mandatory edges (x e = 1) update bounds of z Effectiveness depends on multipliers! Suppose D(z) = {5} [Sellmann, 00]

44 Propagation Given constraint 0 weighted-circuit( X, G, z) Apply the Held-Karp relaxation to remove sub-optimal edges (x e = 0), i.e., total weight > max(d(z)) force mandatory edges (x e = 1) update bounds of z Effectiveness depends on multipliers! bound: 5 Suppose D(z) = {5} [Sellmann, 00]

45 Propagation Given constraint 0 weighted-circuit( X, G, z) Apply the Held-Karp relaxation to remove sub-optimal edges (x e = 0), i.e., total weight > max(d(z)) force mandatory edges (x e = 1) update bounds of z Effectiveness depends on multipliers! bound: 5 Suppose D(z) = {5} [Sellmann, 00] [Benchimol et al. 010, 01] [Regin et al. 010]

46 Impact of Propagation (st70 from TSPLIB) upper bound = 700

47 Impact of Propagation (st70 from TSPLIB) upper bound = 700 upper bound = 675

48 Impact on Complete (Exact) Solver randomly generated symmetric TSPs, time limit 1800s average over 0 instances per size class

49 Impact on Complete (Exact) Solver randomly generated symmetric TSPs, time limit 1800s average over 0 instances per size class

50 Impact on Complete (Exact) Solver randomly generated symmetric TSPs, time limit 1800s average over 0 instances per size class Extended to ATSP [Fages & Lorca, 01] and degree-constraint MST [Fages et al., 016]

51 Many More Applications TSP [Caseau et al., 1997] TSPTW [Focacci et al., 000, 00] Traveling Tournament Problem [Benoist et al., 001] Capacitated Network Design [Sellmann et al., 00] Automated Recording Problem [Sellmann et al, 00] Network Design [Cronholm et al, 00] Resource-Constrained Shortest Path Problem [Gellermann et al., 005] [Gualandi, 01] Personnel Scheduling [Menana et al., 009] Multileaf Sequencing Collimator [Cambazard et al., 009] Parallel Machine Scheduling [Edis et al., 011] Traveling Purchaser Problem [Cambazard, 01] Empirical Model Learning [Lombardi et al., 01] NPV in Resource-Constrained Projects [Gu et al., 01] 5

52 Disjunctive Scheduling / Sequencing Sequencing and scheduling of activities on a resource Activities Processing time: p i 0 1 Release time: r i Deadline: d i Resource Nonpreemptive Process one activity at a time Activity 1 Activity Activity 6

53 Variants and Extension Precedence relations between activities Sequence-dependent setup times Various objective functions Makespan Sum of setup times (Weighted) sum of completion times (Weighted) tardiness number of late jobs 7

54 Variants and Extension Precedence relations between activities Sequence-dependent setup times Various objective functions Makespan Sum of setup times (Weighted) sum of completion times (Weighted) tardiness number of late jobs Includes: TSP with time windows single-machine scheduling sequential ordering problem 7

55 Running Example Tasks Release Date r = tasks to perform on a machine Each task has a processing time and a release time The machine can perform at most one task at a time, non-preemptively Objective: minimize completion time 8

56 Running Example Tasks Release Date r = 0 9

57 Running Example Tasks Release Date r = 0 9

58 Running Example Tasks Release Date r = 0 9

59 Running Example Tasks Release Date r =

60 Running Example Tasks Release Date r = Completion Time:

61 Running Example Tasks Release Date r =

62 Running Example Tasks Release Date r =

63 Running Example Tasks Release Date r =

64 Running Example Tasks Release Date r =

65 Running Example Tasks Release Date r = Completion Time:

66 CP Model min C max s.t. NoOverlap(s j p j : all j) C max = max{s 1 +p 1,, s n +p n } s i {r i,..., T}, all i Conventional propagation Use Cartesian product of variable domains as relaxation Propagate domains to strengthen relaxation 1

67 Relaxed Decision Diagram Arc Tasks Release Date r =

68 Relaxed Decision Diagram Arc Tasks Release Date r = Layered Acyclic Graph

69 Relaxed Decision Diagram r Arc Tasks Release Date r = Layered Acyclic Graph t

70 Relaxed Decision Diagram r Arc Tasks Release Date r = Layered Acyclic Graph Arcs have weights t

71 Relaxed Decision Diagram 5 r Arc Tasks Release Date r = Layered Acyclic Graph Arcs have weights t

72 Relaxed Decision Diagram 5 r Arc Tasks Release Date r = t Layered Acyclic Graph Arcs have weights Paths correspond to solutions, path lengths the solution costs

73 Relaxed Decision Diagram 5 r First task Arc Tasks Release Date r = t Layered Acyclic Graph Arcs have weights Paths correspond to solutions, path lengths the solution costs

74 Relaxed Decision Diagram 5 r First task Arc Tasks Release Date r = Second task t Layered Acyclic Graph Arcs have weights Paths correspond to solutions, path lengths the solution costs

75 Relaxed Decision Diagram 5 r First task Arc Tasks Release Date r = Second task t Third task Layered Acyclic Graph Arcs have weights Paths correspond to solutions, path lengths the solution costs

76 Relaxed Decision Diagram 5 r First task Arc Tasks Release Date r = Second task Third task t

77 Relaxed Decision Diagram 5 r First task Arc Tasks Release Date r = Second task Completion Time: 11 Third task t 11

78 Relaxed Decision Diagram 5 r First task Arc Tasks Release Date r = Second task Third task t

79 Relaxed Decision Diagram 5 r First task Arc Tasks Release Date r = Second task It is a relaxation Third task t

80 Relaxed Decision Diagram 5 r First task Arc Tasks Release Date r = Second task t Third task It is a relaxation All feasible solutions encoded by some path, but it may contain some infeasible solutions as well

81 Relaxed Decision Diagram 5 r First task Arc Tasks Release Date r = Second task Third task t 5

82 Relaxed Decision Diagram 5 r First task Arc Tasks Release Date r = Second task Third task t 9 5

83 Relaxed Decision Diagram 5 r First task Arc Tasks Release Date r = Second task Third task t 9 Infeasible 5

84 Relaxed Decision Diagram 5 r First task Arc Tasks Release Date r = Second task Completion Time: 9 Third task t 9 Infeasible 5

85 Relaxed Decision Diagram 5 r First task Arc Tasks Release Date r = Second task Third task t 6

86 Relaxed Decision Diagram 5 r First task Arc Tasks Release Date r = Second task Third task Shortest path t 6

87 Relaxed Decision Diagram 5 r First task Arc Tasks Release Date r = Second task t Third task Shortest path Length: Lower bound on the optimal solution value 6

88 Relaxed Decision Diagram 5 r First task Arc Tasks Release Date r = Second task Completion Time: 8 Third task t 1 8 7

89 Uses of Relaxed Decision Diagrams Obtain optimization bounds (as LP relaxations do) As an inference mechanism For example, as global constraints in CP (MDD-based CP) To guide search (in new branch-and-bound methods) 8

90 Issues 5 r First task Solutions of a relaxed DD may violate several constraints of the problem Second task Third task t 9

91 Issues 5 r First task Solutions of a relaxed DD may violate several constraints of the problem Second task Third task t 0

92 Issues 5 r First task Solutions of a relaxed DD may violate several constraints of the problem Violation: All tasks performed once Second task for all tasks i Third task t 0

93 Remedy: Lagrangian Relaxation min s.t. z = shortest path e v(e)=i x e = 1, for all tasks i (+other problem constraints) [Bergman et al., 015] 1

94 Remedy: Lagrangian Relaxation min s.t. z = shortest path e v(e)=i x e = 1, for all tasks i (+other problem constraints) [Bergman et al., 015] Lagrangian multipliers λ i 1

95 Remedy: Lagrangian Relaxation min s.t. z = shortest path e v(e)=i x e = 1, for all tasks i (+other problem constraints) [Bergman et al., 015] Lagrangian multipliers λ i min z = shortest path + i λ i (1 - e v(e)=i x e ) s.t. (other problem constraints) 1

96 Remedy: Lagrangian Relaxation min s.t. z = shortest path e v(e)=i x e = 1, for all tasks i (+other problem constraints) [Bergman et al., 015] Lagrangian multipliers λ i min z = shortest path + i λ i (1 - e v(e)=i x e ) s.t. (other problem constraints) This is done by updating shortest path weights! 1

97 General Approach We penalize infeasible solutions in a relaxed DD: Any separable constraint of the form f 1 (x 1 ) + f (x ) + + f n (x n ) c that must be satisfied by solutions of an MDD can be dualized We need only to focus on the shortest path solution Identify a violated constraint and penalize Systematic way directly adapted from LP Shortest paths are very fast to compute

98 Improving Relaxed Decision Diagram 5 r First task Arc Tasks Release Date r = Second task Third task t

99 Improving Relaxed Decision Diagram 5 r First task Arc Tasks Release Date r = Second task Third task t

100 Improving Relaxed Decision Diagram 5 r First task Arc Tasks Release Date r = Second task Completion Time: 8 Third task t

101 Improving Relaxed Decision Diagram 5 r First task Arc Tasks Release Date r = Second task Completion Time: 8 t Third task Penalization: If a task is repeated, increase its arc weight If a task is unused, decrease its arc weight

102 Improving Relaxed Decision Diagram 5 r First task Arc Tasks Release Date r = Second task Completion Time: 8 t Third task Penalization: If a task is repeated, increase its arc weight If a task is unused, decrease its arc weight 5

103 Improving Relaxed Decision Diagram 5 r First task Arc Tasks Release Date r = Second task Completion Time: 8 t Third task Penalization: If a task is repeated, increase its arc weight If a task is unused, decrease its arc weight 6

104 Improving Relaxed Decision Diagram 5 r First task Arc Tasks Release Date r = Second task Third task t 7

105 Improving Relaxed Decision Diagram 5 r First task Arc Tasks Release Date r = Second task New shortest path: 10 Third task t 7

106 Improving Relaxed Decision Diagram 5 r First task Arc Tasks Release Date r = Second task Third task New shortest path: 10 Guaranteed to be a valid lower bound for any penalties t 7

107 Additional Filtering 5 r t 8

108 Additional Filtering 5 r If minimum solution value through an arc exceeds max(d(z)) then arc can be deleted t 8

109 Additional Filtering 5 r If minimum solution value through an arc exceeds max(d(z)) then arc can be deleted Suppose a solution of value 10 is known t 8

110 Additional Filtering 5 r If minimum solution value through an arc exceeds max(d(z)) then arc can be deleted Suppose a solution of value 10 is known t 8

111 Additional Filtering 5 r If minimum solution value through an arc exceeds max(d(z)) then arc can be deleted Suppose a solution of value 10 is known MDD filtering extends to Lagrangian weights: More filtering possible t 8

112 Impact on TSP with Time Windows 9

113 Impact on TSP with Time Windows TSPTW instances (Dumas and GendreauDumasExtended) (Constraints, 015) 9

114 Beyond Single Optimization Constraints Constraint propagation is CP s major strength Rich modeling interface, fast domain filtering, combinatorial programming but also its major weakness (when using domains) Cartesian product of variable domains is weak relaxation, Conventional domain propagation has limited communication power Propagating relaxed MDDs can help, but not in all cases 50

115 Beyond Single Optimization Constraints Constraint propagation is CP s major strength Rich modeling interface, fast domain filtering, combinatorial programming but also its major weakness (when using domains) Cartesian product of variable domains is weak relaxation, Conventional domain propagation has limited communication power Propagating relaxed MDDs can help, but not in all cases Up next: Lagrangian Propagation instead of domain propagation Via Lagrangian decomposition [Bergman et al. CP015], [Ha et al., CP015] 50

116 Lagrangian Decomposition [Guignard & Kim, 1987] 51

117 Lagrangian Decomposition [Guignard & Kim, 1987] 51

118 Lagrangian Decomposition [Guignard & Kim, 1987] 51

119 Lagrangian Decomposition [Guignard & Kim, 1987] 51

120 Lagrangian Decomposition [Guignard & Kim, 1987] 51

121 Lagrangian Decomposition Bound from Lagrangian Decomposition at least as strong as Lagrangian relaxation from either dualizing Ax b or Cx d [Guignard & Kim, 1987] 51

122 Motivating CP Example 5

123 Motivating CP Example 5

124 Motivating CP Example Domain consistent; even pairwise consistent Constraint propagation has no effect here 5

125 Motivating CP Example Domain consistent; even pairwise consistent Constraint propagation has no effect here 5

126 Motivating CP Example Domain consistent; even pairwise consistent Constraint propagation has no effect here 5

127 Lagrangian Decomposition for CP 5

128 Lagrangian Decomposition for CP Represent as So 5

129 Lagrangian Decomposition for CP Represent as So 5

130 Lagrangian Decomposition for CP Represent as So 5

131 Final Decomposition 5

132 Final Decomposition sum gives upper bound on satisfiability 5

133 Final Decomposition sum gives upper bound on satisfiability Can be used for feasibility problems and optimization problems Synchronize the support solutions within the constraints Systematic method to improve bounding in CP Generic relaxation 5

134 Final Decomposition sum gives upper bound on satisfiability Can be used for feasibility problems and optimization problems Synchronize the support solutions within the constraints Systematic method to improve bounding in CP Generic relaxation Extended cost-based domain filtering! 5

135 Global Lagrangian Domain Filtering Consider Lagrangian Decomposition with subproblems j=1..m Let be the objective value of j-th subproblem, subject to x i =v 55

136 Global Lagrangian Domain Filtering Consider Lagrangian Decomposition with subproblems j=1..m Let be the objective value of j-th subproblem, subject to x i =v We have, given lower bound B: If j < B then v can be removed from D(x i ) 55

137 Global Lagrangian Domain Filtering Consider Lagrangian Decomposition with subproblems j=1..m Let be the objective value of j-th subproblem, subject to x i =v We have, given lower bound B: If j < B then v can be removed from D(x i ) E.g., for our example, we can deduce x 1 a, x b, x c, x 5 c 55

138 Discussion Keep Lagrangian multipliers under control Apply to a select subset of constraints Can solve at root and keep multipliers fixed during search Optimality not required for Lagrangian relaxation Computing of z j x i=v may be challenging Depends on constraint structure Can use relaxation of the constraint instead (any bound holds) Can use Relaxed Decision Diagram: Automatic extension 56

139 Experimental Results: Alldifferent root node bound improvement performance plot comparison Systems of overlapping alldifferent constraints, with weighted sum as objective. Each MDD represents a subset of constraints 57

140 Experimental Results: Set Covering optimality gap Single MDD relaxation widths,000 and,0000 Lagrangian Decomposition split constraints into multiple MDDs Problem instances with increasing bandwidth Lagrangian Decomposition much more stable! 58

141 More References Fontaine, Michel, Van Hentenryck [CP 01] Ha, Quimper, Rousseau [CP 015] Bergman, Cire, v.h. [CP 015] Chu, Gange, Stuckey, Lagrangian Decomposition via Subproblem Search CPAIOR 016 Monday May 0, 10:5-1:00 session 59

142 Summary Lagrangian Relaxation and Decomposition provide systematic and efficient approach to improve optimization bounds in CP improve constraint propagation CP s is ideal environment for automated Lagrangian relaxations problem is represented with building blocks (constraints) that communicate combinatorial programming 60

Hybrid Methods (here: CP+OR)

Hybrid Methods (here: CP+OR) Hybrid Methods (here: CP+OR) Willem-Jan van Hoeve Tepper School of Business, Carnegie Mellon University vanhoeve@andrew.cmu.edu ACP Summer School on Practical Constraint Programming June 16-20, 2014, Bologna,

More information

Improved Filtering for Weighted Circuit Constraints

Improved Filtering for Weighted Circuit Constraints Constraints manuscript No. (will be inserted by the editor) Improved Filtering for Weighted Circuit Constraints Pascal Benchimol Willem-Jan van Hoeve Jean-Charles Régin Louis-Martin Rousseau Michel Rueher

More information

15.082J and 6.855J. Lagrangian Relaxation 2 Algorithms Application to LPs

15.082J and 6.855J. Lagrangian Relaxation 2 Algorithms Application to LPs 15.082J and 6.855J Lagrangian Relaxation 2 Algorithms Application to LPs 1 The Constrained Shortest Path Problem (1,10) 2 (1,1) 4 (2,3) (1,7) 1 (10,3) (1,2) (10,1) (5,7) 3 (12,3) 5 (2,2) 6 Find the shortest

More information

Improving the Held and Karp Approach with Constraint Programming

Improving the Held and Karp Approach with Constraint Programming Improving the Held and Karp Approach with Constraint Programming Pascal Benchimol 1, Jean-Charles Régin 2, Louis-Martin Rousseau 1, Michel Rueher 2, Willem-Jan van Hoeve 3 1 CIRRELT,École Polytechnique

More information

and 6.855J Lagrangian Relaxation I never missed the opportunity to remove obstacles in the way of unity. Mohandas Gandhi

and 6.855J Lagrangian Relaxation I never missed the opportunity to remove obstacles in the way of unity. Mohandas Gandhi 15.082 and 6.855J Lagrangian Relaxation I never missed the opportunity to remove obstacles in the way of unity. Mohandas Gandhi On bounding in optimization In solving network flow problems, we not only

More information

Introduction to Mathematical Programming IE406. Lecture 20. Dr. Ted Ralphs

Introduction to Mathematical Programming IE406. Lecture 20. Dr. Ted Ralphs Introduction to Mathematical Programming IE406 Lecture 20 Dr. Ted Ralphs IE406 Lecture 20 1 Reading for This Lecture Bertsimas Sections 10.1, 11.4 IE406 Lecture 20 2 Integer Linear Programming An integer

More information

A Lagrangian Relaxation for Golomb Rulers

A Lagrangian Relaxation for Golomb Rulers Carnegie Mellon University Research Showcase @ CMU Tepper School of Business Spring 2013 A Lagrangian Relaxation for Golomb Rulers Marla R. Slusky Carnegie Mellon University, mslusky@andrew.cmu.edu Willem-Jan

More information

MVE165/MMG630, Applied Optimization Lecture 8 Integer linear programming algorithms. Ann-Brith Strömberg

MVE165/MMG630, Applied Optimization Lecture 8 Integer linear programming algorithms. Ann-Brith Strömberg MVE165/MMG630, Integer linear programming algorithms Ann-Brith Strömberg 2009 04 15 Methods for ILP: Overview (Ch. 14.1) Enumeration Implicit enumeration: Branch and bound Relaxations Decomposition methods:

More information

56:272 Integer Programming & Network Flows Final Exam -- December 16, 1997

56:272 Integer Programming & Network Flows Final Exam -- December 16, 1997 56:272 Integer Programming & Network Flows Final Exam -- December 16, 1997 Answer #1 and any five of the remaining six problems! possible score 1. Multiple Choice 25 2. Traveling Salesman Problem 15 3.

More information

CSE 417 Branch & Bound (pt 4) Branch & Bound

CSE 417 Branch & Bound (pt 4) Branch & Bound CSE 417 Branch & Bound (pt 4) Branch & Bound Reminders > HW8 due today > HW9 will be posted tomorrow start early program will be slow, so debugging will be slow... Review of previous lectures > Complexity

More information

Decision Diagrams for Solving Traveling Salesman Problems with Pickup and Delivery in Real Time

Decision Diagrams for Solving Traveling Salesman Problems with Pickup and Delivery in Real Time Decision Diagrams for Solving Traveling Salesman Problems with Pickup and Delivery in Real Time Ryan J. O Neil a,b, Karla Hoffman a a Department of Systems Engineering and Operations Research, George Mason

More information

MVE165/MMG631 Linear and integer optimization with applications Lecture 9 Discrete optimization: theory and algorithms

MVE165/MMG631 Linear and integer optimization with applications Lecture 9 Discrete optimization: theory and algorithms MVE165/MMG631 Linear and integer optimization with applications Lecture 9 Discrete optimization: theory and algorithms Ann-Brith Strömberg 2018 04 24 Lecture 9 Linear and integer optimization with applications

More information

Methods and Models for Combinatorial Optimization Exact methods for the Traveling Salesman Problem

Methods and Models for Combinatorial Optimization Exact methods for the Traveling Salesman Problem Methods and Models for Combinatorial Optimization Exact methods for the Traveling Salesman Problem L. De Giovanni M. Di Summa The Traveling Salesman Problem (TSP) is an optimization problem on a directed

More information

A Generic Separation Algorithm and Its Application to the Vehicle Routing Problem

A Generic Separation Algorithm and Its Application to the Vehicle Routing Problem A Generic Separation Algorithm and Its Application to the Vehicle Routing Problem Presented by: Ted Ralphs Joint work with: Leo Kopman Les Trotter Bill Pulleyblank 1 Outline of Talk Introduction Description

More information

Assignment 3b: The traveling salesman problem

Assignment 3b: The traveling salesman problem Chalmers University of Technology MVE165 University of Gothenburg MMG631 Mathematical Sciences Linear and integer optimization Optimization with applications Emil Gustavsson Assignment information Ann-Brith

More information

CS 440 Theory of Algorithms /

CS 440 Theory of Algorithms / CS 440 Theory of Algorithms / CS 468 Algorithms in Bioinformaticsi Brute Force. Design and Analysis of Algorithms - Chapter 3 3-0 Brute Force A straightforward approach usually based on problem statement

More information

56:272 Integer Programming & Network Flows Final Examination -- December 14, 1998

56:272 Integer Programming & Network Flows Final Examination -- December 14, 1998 56:272 Integer Programming & Network Flows Final Examination -- December 14, 1998 Part A: Answer any four of the five problems. (15 points each) 1. Transportation problem 2. Integer LP Model Formulation

More information

An O(log n/ log log n)-approximation Algorithm for the Asymmetric Traveling Salesman Problem

An O(log n/ log log n)-approximation Algorithm for the Asymmetric Traveling Salesman Problem An O(log n/ log log n)-approximation Algorithm for the Asymmetric Traveling Salesman Problem and more recent developments CATS @ UMD April 22, 2016 The Asymmetric Traveling Salesman Problem (ATSP) Problem

More information

Algorithms for Integer Programming

Algorithms for Integer Programming Algorithms for Integer Programming Laura Galli November 9, 2016 Unlike linear programming problems, integer programming problems are very difficult to solve. In fact, no efficient general algorithm is

More information

to the Traveling Salesman Problem 1 Susanne Timsj Applied Optimization and Modeling Group (TOM) Department of Mathematics and Physics

to the Traveling Salesman Problem 1 Susanne Timsj Applied Optimization and Modeling Group (TOM) Department of Mathematics and Physics An Application of Lagrangian Relaxation to the Traveling Salesman Problem 1 Susanne Timsj Applied Optimization and Modeling Group (TOM) Department of Mathematics and Physics M lardalen University SE-721

More information

Decision Diagrams for Optimization

Decision Diagrams for Optimization Carnegie Mellon University Tepper School of Business Doctoral Dissertation Decision Diagrams for Optimization Andre Augusto Cire August, 2014 Submitted to the Tepper School of Business in Partial Fulfillment

More information

The Weighted Arborescence Constraint

The Weighted Arborescence Constraint The Weighted Arborescence Constraint Vinasetan Ratheil Houndji 1,2, Pierre Schaus 1, Mahouton Norbert Hounkonnou 2 and Laurence Wolsey 1 1 Université catholique de Louvain, Louvain-la-Neuve, Belgium 2

More information

Propagating Separable Equalities. in an MDD Store. Peter Tiedemann INFORMS John Hooker. Tarik Hadzic. Cork Constraint Computation Centre

Propagating Separable Equalities. in an MDD Store. Peter Tiedemann INFORMS John Hooker. Tarik Hadzic. Cork Constraint Computation Centre Propagating Separable Equalities in an MDD Store Tarik Hadzic Cork Constraint Computation Centre John Hooker Carnegie Mellon University Peter Tiedemann Configit Software Slide 1 INFORMS 2008 Slide 2 Constraint

More information

CP-based Local Branching

CP-based Local Branching CP-based Local Branching Zeynep Kiziltan 1, Andrea Lodi 2, Michela Milano 2, and Fabio Parisini 2 1 Department of Computer Science, University of Bologna, Italy. zeynep@cs.unibo.it 2 D.E.I.S., University

More information

Machine Learning for Software Engineering

Machine Learning for Software Engineering Machine Learning for Software Engineering Introduction and Motivation Prof. Dr.-Ing. Norbert Siegmund Intelligent Software Systems 1 2 Organizational Stuff Lectures: Tuesday 11:00 12:30 in room SR015 Cover

More information

Contents. Index... 33

Contents. Index... 33 Contents Semidefinite Programming and Constraint Programming Willem-Jan van Hoeve... 1 1 Introduction.................................................... 1 2 Constraint Programming..........................................

More information

TSP! Find a tour (hamiltonian circuit) that visits! every city exactly once and is of minimal cost.!

TSP! Find a tour (hamiltonian circuit) that visits! every city exactly once and is of minimal cost.! TSP! Find a tour (hamiltonian circuit) that visits! every city exactly once and is of minimal cost.! Local Search! TSP! 1 3 5 6 4 What should be the neighborhood?! 2-opt: Find two edges in the current

More information

2. Modeling AEA 2018/2019. Based on Algorithm Engineering: Bridging the Gap Between Algorithm Theory and Practice - ch. 2

2. Modeling AEA 2018/2019. Based on Algorithm Engineering: Bridging the Gap Between Algorithm Theory and Practice - ch. 2 2. Modeling AEA 2018/2019 Based on Algorithm Engineering: Bridging the Gap Between Algorithm Theory and Practice - ch. 2 Content Introduction Modeling phases Modeling Frameworks Graph Based Models Mixed

More information

Discrete Optimization with Decision Diagrams

Discrete Optimization with Decision Diagrams Discrete Optimization with Decision Diagrams J. N. Hooker Joint work with David Bergman, André Ciré, Willem van Hoeve Carnegie Mellon University Australian OR Society, May 2014 Goal Find an alternative

More information

The Salesman and the Tree: the importance of search in CP

The Salesman and the Tree: the importance of search in CP The Salesman and the Tree: the importance of search in CP Jean-Guillaume Fages 1, Xavier Lorca 1, and Louis-Martin Rousseau 2 1 TASC - Ecole des Mines de Nantes, {jean-guillaume.fages,xavier.lorca}@mines-nantes.fr

More information

Branch-and-bound: an example

Branch-and-bound: an example Branch-and-bound: an example Giovanni Righini Università degli Studi di Milano Operations Research Complements The Linear Ordering Problem The Linear Ordering Problem (LOP) is an N P-hard combinatorial

More information

Solving small VRPTWs with Constraint Programming Based Column Generation

Solving small VRPTWs with Constraint Programming Based Column Generation Proceedings CPAIOR 02 Solving small VRPTWs with Constraint Programming Based Column Generation Louis-Martin Rousseau, Michel Gendreau, Gilles Pesant Center for Research on Transportation Université de

More information

Integrating Relaxations for Combinatorial Optimization

Integrating Relaxations for Combinatorial Optimization Carnegie Mellon University Department of Mathematical Sciences Doctoral Dissertation Integrating Relaxations for Combinatorial Optimization Marla Rebecca Slusky May 4th, 2015 Submitted in partial fulfillment

More information

An iteration of Branch and Bound One iteration of Branch and Bound consists of the following four steps: Some definitions. Branch and Bound.

An iteration of Branch and Bound One iteration of Branch and Bound consists of the following four steps: Some definitions. Branch and Bound. ranch and ound xamples and xtensions jesla@man.dtu.dk epartment of Management ngineering Technical University of enmark ounding ow do we get ourselves a bounding function? Relaxation. Leave out some constraints.

More information

Final Exam Spring 2003

Final Exam Spring 2003 .8 Final Exam Spring Name Instructions.. Please answer all questions in the exam books that are provided.. Please budget your time carefully. It is often a good idea to read the entire exam first, so that

More information

Construction of Minimum-Weight Spanners Mikkel Sigurd Martin Zachariasen

Construction of Minimum-Weight Spanners Mikkel Sigurd Martin Zachariasen Construction of Minimum-Weight Spanners Mikkel Sigurd Martin Zachariasen University of Copenhagen Outline Motivation and Background Minimum-Weight Spanner Problem Greedy Spanner Algorithm Exact Algorithm:

More information

CSC Design and Analysis of Algorithms. Lecture 4 Brute Force, Exhaustive Search, Graph Traversal Algorithms. Brute-Force Approach

CSC Design and Analysis of Algorithms. Lecture 4 Brute Force, Exhaustive Search, Graph Traversal Algorithms. Brute-Force Approach CSC 8301- Design and Analysis of Algorithms Lecture 4 Brute Force, Exhaustive Search, Graph Traversal Algorithms Brute-Force Approach Brute force is a straightforward approach to solving a problem, usually

More information

Mathematical Tools for Engineering and Management

Mathematical Tools for Engineering and Management Mathematical Tools for Engineering and Management Lecture 8 8 Dec 0 Overview Models, Data and Algorithms Linear Optimization Mathematical Background: Polyhedra, Simplex-Algorithm Sensitivity Analysis;

More information

The Size Robust Multiple Knapsack Problem

The Size Robust Multiple Knapsack Problem MASTER THESIS ICA-3251535 The Size Robust Multiple Knapsack Problem Branch and Price for the Separate and Combined Recovery Decomposition Model Author: D.D. Tönissen, Supervisors: dr. ir. J.M. van den

More information

Large-Scale Optimization and Logical Inference

Large-Scale Optimization and Logical Inference Large-Scale Optimization and Logical Inference John Hooker Carnegie Mellon University October 2014 University College Cork Research Theme Large-scale optimization and logical inference. Optimization on

More information

Lagrangean relaxation - exercises

Lagrangean relaxation - exercises Lagrangean relaxation - exercises Giovanni Righini Set covering We start from the following Set Covering Problem instance: min z = x + 2x 2 + x + 2x 4 + x 5 x + x 2 + x 4 x 2 + x x 2 + x 4 + x 5 x + x

More information

Multivalued Decision Diagrams for a Prize-Collecting Sequencing Problem

Multivalued Decision Diagrams for a Prize-Collecting Sequencing Problem 375 Multivalued Decision Diagrams for a Prize-Collecting Sequencing Problem Johannes Maschler Günther R. Raidl Abstract Recent years have shown that multivalued decision diagrams (MDD) are a powerful tool

More information

Integer Programming. Xi Chen. Department of Management Science and Engineering International Business School Beijing Foreign Studies University

Integer Programming. Xi Chen. Department of Management Science and Engineering International Business School Beijing Foreign Studies University Integer Programming Xi Chen Department of Management Science and Engineering International Business School Beijing Foreign Studies University Xi Chen (chenxi0109@bfsu.edu.cn) Integer Programming 1 / 42

More information

Combinatorial Optimization Lab No. 10 Traveling Salesman Problem

Combinatorial Optimization Lab No. 10 Traveling Salesman Problem Combinatorial Optimization Lab No. 10 Traveling Salesman Problem Industrial Informatics Research Center http://industrialinformatics.cz/ May 29, 2018 Abstract In this lab we review various ways how to

More information

Travelling Salesman Problem. Algorithms and Networks 2015/2016 Hans L. Bodlaender Johan M. M. van Rooij

Travelling Salesman Problem. Algorithms and Networks 2015/2016 Hans L. Bodlaender Johan M. M. van Rooij Travelling Salesman Problem Algorithms and Networks 2015/2016 Hans L. Bodlaender Johan M. M. van Rooij 1 Contents TSP and its applications Heuristics and approximation algorithms Construction heuristics,

More information

A Note on the Separation of Subtour Elimination Constraints in Asymmetric Routing Problems

A Note on the Separation of Subtour Elimination Constraints in Asymmetric Routing Problems Gutenberg School of Management and Economics Discussion Paper Series A Note on the Separation of Subtour Elimination Constraints in Asymmetric Routing Problems Michael Drexl March 202 Discussion paper

More information

Recursive column generation for the Tactical Berth Allocation Problem

Recursive column generation for the Tactical Berth Allocation Problem Recursive column generation for the Tactical Berth Allocation Problem Ilaria Vacca 1 Matteo Salani 2 Michel Bierlaire 1 1 Transport and Mobility Laboratory, EPFL, Lausanne, Switzerland 2 IDSIA, Lugano,

More information

Global Constraints in Constraint Programming

Global Constraints in Constraint Programming Global Constraints in Constraint Programming Willem-Jan van Hoeve Tepper School of Business, Carnegie Mellon University Pittsburgh, PA Optimization Days 21 Outline Constraint Programming Central concepts,

More information

The Branch & Move algorithm: Improving Global Constraints Support by Local Search

The Branch & Move algorithm: Improving Global Constraints Support by Local Search Branch and Move 1 The Branch & Move algorithm: Improving Global Constraints Support by Local Search Thierry Benoist Bouygues e-lab, 1 av. Eugène Freyssinet, 78061 St Quentin en Yvelines Cedex, France tbenoist@bouygues.com

More information

Target Cuts from Relaxed Decision Diagrams

Target Cuts from Relaxed Decision Diagrams Target Cuts from Relaxed Decision Diagrams Christian Tjandraatmadja 1, Willem-Jan van Hoeve 1 1 Tepper School of Business, Carnegie Mellon University, Pittsburgh, PA {ctjandra,vanhoeve}@andrew.cmu.edu

More information

Constraint-based solution methods for vehicle routing problems

Constraint-based solution methods for vehicle routing problems EWO Seminar - November 17, 2009 Constraint-based solution methods for vehicle routing problems Willem-Jan van Hoeve Tepper School of Business, Carnegie Mellon University Based on joint work with Michela

More information

Fundamentals of Integer Programming

Fundamentals of Integer Programming Fundamentals of Integer Programming Di Yuan Department of Information Technology, Uppsala University January 2018 Outline Definition of integer programming Formulating some classical problems with integer

More information

Manpower Planning: Task Scheduling. Anders Høeg Dohn

Manpower Planning: Task Scheduling. Anders Høeg Dohn : Task Scheduling Anders Høeg Dohn Scope During these lectures I will: Go over some of the practical problems encountered in manpower planning. Rostering Task Scheduling Propose models that can be used

More information

Questions? You are given the complete graph of Facebook. What questions would you ask? (What questions could we hope to answer?)

Questions? You are given the complete graph of Facebook. What questions would you ask? (What questions could we hope to answer?) P vs. NP What now? Attribution These slides were prepared for the New Jersey Governor s School course The Math Behind the Machine taught in the summer of 2011 by Grant Schoenebeck Large parts of these

More information

ALGORITHM CHEAPEST INSERTION

ALGORITHM CHEAPEST INSERTION Version for STSP ALGORITHM CHEAPEST INSERTION. Choose the two furthest vertices i and k as initial subtour (c ik = max {c hj : (h, j) A}); set V := V \ {i} \ {k} (set of the unvisited vertices).. For each

More information

A Primal-Dual Framework for Combinatorial Problem Solving

A Primal-Dual Framework for Combinatorial Problem Solving A Primal-Dual Framework for Combinatorial Problem Solving John Hooker Carnegie Mellon University Workshop on Seeking Feasibility in Combinatorial Problems CPAIOR 2013 A Word about Unifying Theories Synthesis

More information

Computational Complexity CSC Professor: Tom Altman. Capacitated Problem

Computational Complexity CSC Professor: Tom Altman. Capacitated Problem Computational Complexity CSC 5802 Professor: Tom Altman Capacitated Problem Agenda: Definition Example Solution Techniques Implementation Capacitated VRP (CPRV) CVRP is a Vehicle Routing Problem (VRP)

More information

Theorem 2.9: nearest addition algorithm

Theorem 2.9: nearest addition algorithm There are severe limits on our ability to compute near-optimal tours It is NP-complete to decide whether a given undirected =(,)has a Hamiltonian cycle An approximation algorithm for the TSP can be used

More information

Metaheuristic Development Methodology. Fall 2009 Instructor: Dr. Masoud Yaghini

Metaheuristic Development Methodology. Fall 2009 Instructor: Dr. Masoud Yaghini Metaheuristic Development Methodology Fall 2009 Instructor: Dr. Masoud Yaghini Phases and Steps Phases and Steps Phase 1: Understanding Problem Step 1: State the Problem Step 2: Review of Existing Solution

More information

Local Search Overview

Local Search Overview DM841 DISCRETE OPTIMIZATION Part 2 Heuristics Local Search Overview Marco Chiarandini Department of Mathematics & Computer Science University of Southern Denmark Outline 1. 2. 3. Local Search 2 Outline

More information

Optimal tour along pubs in the UK

Optimal tour along pubs in the UK 1 From Facebook Optimal tour along 24727 pubs in the UK Road distance (by google maps) see also http://www.math.uwaterloo.ca/tsp/pubs/index.html (part of TSP homepage http://www.math.uwaterloo.ca/tsp/

More information

Traveling Salesman Problem (TSP) Input: undirected graph G=(V,E), c: E R + Goal: find a tour (Hamiltonian cycle) of minimum cost

Traveling Salesman Problem (TSP) Input: undirected graph G=(V,E), c: E R + Goal: find a tour (Hamiltonian cycle) of minimum cost Traveling Salesman Problem (TSP) Input: undirected graph G=(V,E), c: E R + Goal: find a tour (Hamiltonian cycle) of minimum cost Traveling Salesman Problem (TSP) Input: undirected graph G=(V,E), c: E R

More information

Algorithms and Experimental Study for the Traveling Salesman Problem of Second Order. Gerold Jäger

Algorithms and Experimental Study for the Traveling Salesman Problem of Second Order. Gerold Jäger Algorithms and Experimental Study for the Traveling Salesman Problem of Second Order Gerold Jäger joint work with Paul Molitor University Halle-Wittenberg, Germany August 22, 2008 Overview 1 Introduction

More information

Resource-Constrained Project Scheduling

Resource-Constrained Project Scheduling DM204 Spring 2011 Scheduling, Timetabling and Routing Lecture 6 Resource-Constrained Project Scheduling Marco Chiarandini Department of Mathematics & Computer Science University of Southern Denmark Outline

More information

Applied Lagrange Duality for Constrained Optimization

Applied Lagrange Duality for Constrained Optimization Applied Lagrange Duality for Constrained Optimization Robert M. Freund February 10, 2004 c 2004 Massachusetts Institute of Technology. 1 1 Overview The Practical Importance of Duality Review of Convexity

More information

Algorithms for Decision Support. Integer linear programming models

Algorithms for Decision Support. Integer linear programming models Algorithms for Decision Support Integer linear programming models 1 People with reduced mobility (PRM) require assistance when travelling through the airport http://www.schiphol.nl/travellers/atschiphol/informationforpassengerswithreducedmobility.htm

More information

DM515 Spring 2011 Weekly Note 7

DM515 Spring 2011 Weekly Note 7 Institut for Matematik og Datalogi Syddansk Universitet May 18, 2011 JBJ DM515 Spring 2011 Weekly Note 7 Stuff covered in Week 20: MG sections 8.2-8,3 Overview of the course Hints for the exam Note that

More information

Introduction to Mathematical Programming IE496. Final Review. Dr. Ted Ralphs

Introduction to Mathematical Programming IE496. Final Review. Dr. Ted Ralphs Introduction to Mathematical Programming IE496 Final Review Dr. Ted Ralphs IE496 Final Review 1 Course Wrap-up: Chapter 2 In the introduction, we discussed the general framework of mathematical modeling

More information

Crew Scheduling Problem: A Column Generation Approach Improved by a Genetic Algorithm. Santos and Mateus (2007)

Crew Scheduling Problem: A Column Generation Approach Improved by a Genetic Algorithm. Santos and Mateus (2007) In the name of God Crew Scheduling Problem: A Column Generation Approach Improved by a Genetic Algorithm Spring 2009 Instructor: Dr. Masoud Yaghini Outlines Problem Definition Modeling As A Set Partitioning

More information

CS 473: Algorithms. Ruta Mehta. Spring University of Illinois, Urbana-Champaign. Ruta (UIUC) CS473 1 Spring / 36

CS 473: Algorithms. Ruta Mehta. Spring University of Illinois, Urbana-Champaign. Ruta (UIUC) CS473 1 Spring / 36 CS 473: Algorithms Ruta Mehta University of Illinois, Urbana-Champaign Spring 2018 Ruta (UIUC) CS473 1 Spring 2018 1 / 36 CS 473: Algorithms, Spring 2018 LP Duality Lecture 20 April 3, 2018 Some of the

More information

Graph Coloring Facets from a Constraint Programming Formulation

Graph Coloring Facets from a Constraint Programming Formulation Graph Coloring Facets from a Constraint Programming Formulation David Bergman J. N. Hooker Carnegie Mellon University INFORMS 2011 Motivation 0-1 variables often encode choices that can be represented

More information

Algorithm Design Techniques. Hwansoo Han

Algorithm Design Techniques. Hwansoo Han Algorithm Design Techniques Hwansoo Han Algorithm Design General techniques to yield effective algorithms Divide-and-Conquer Dynamic programming Greedy techniques Backtracking Local search 2 Divide-and-Conquer

More information

The MIP-Solving-Framework SCIP

The MIP-Solving-Framework SCIP The MIP-Solving-Framework SCIP Timo Berthold Zuse Institut Berlin DFG Research Center MATHEON Mathematics for key technologies Berlin, 23.05.2007 What Is A MIP? Definition MIP The optimization problem

More information

of optimization problems. In this chapter, it is explained that what network design

of optimization problems. In this chapter, it is explained that what network design CHAPTER 2 Network Design Network design is one of the most important and most frequently encountered classes of optimization problems. In this chapter, it is explained that what network design is? The

More information

Neighborhood Search: Mixing Gecode and EasyLocal++

Neighborhood Search: Mixing Gecode and EasyLocal++ : Mixing Gecode and EasyLocal++ Raffaele Cipriano 1 Luca Di Gaspero 2 Agostino 1 1) DIMI - Dip. di Matematica e Informatica Università di Udine, via delle Scienze 206, I-33100, Udine, Italy 2) DIEGM -

More information

Lecture 10,11: General Matching Polytope, Maximum Flow. 1 Perfect Matching and Matching Polytope on General Graphs

Lecture 10,11: General Matching Polytope, Maximum Flow. 1 Perfect Matching and Matching Polytope on General Graphs CMPUT 675: Topics in Algorithms and Combinatorial Optimization (Fall 2009) Lecture 10,11: General Matching Polytope, Maximum Flow Lecturer: Mohammad R Salavatipour Date: Oct 6 and 8, 2009 Scriber: Mohammad

More information

Modeling and Solving Location Routing and Scheduling Problems

Modeling and Solving Location Routing and Scheduling Problems Modeling and Solving Location Routing and Scheduling Problems Z. Akca R.T. Berger T.K Ralphs October 13, 2008 Abstract This paper studies location routing and scheduling problems, a class of problems in

More information

CAD Algorithms. Categorizing Algorithms

CAD Algorithms. Categorizing Algorithms CAD Algorithms Categorizing Algorithms Mohammad Tehranipoor ECE Department 2 September 2008 1 Categorizing Algorithms Greedy Algorithms Prim s Algorithm (Minimum Spanning Tree) A subgraph that is a tree

More information

Last topic: Summary; Heuristics and Approximation Algorithms Topics we studied so far:

Last topic: Summary; Heuristics and Approximation Algorithms Topics we studied so far: Last topic: Summary; Heuristics and Approximation Algorithms Topics we studied so far: I Strength of formulations; improving formulations by adding valid inequalities I Relaxations and dual problems; obtaining

More information

Foundations of Computing

Foundations of Computing Foundations of Computing Darmstadt University of Technology Dept. Computer Science Winter Term 2005 / 2006 Copyright c 2004 by Matthias Müller-Hannemann and Karsten Weihe All rights reserved http://www.algo.informatik.tu-darmstadt.de/

More information

A constant-factor approximation algorithm for the asymmetric travelling salesman problem

A constant-factor approximation algorithm for the asymmetric travelling salesman problem A constant-factor approximation algorithm for the asymmetric travelling salesman problem London School of Economics Joint work with Ola Svensson and Jakub Tarnawski cole Polytechnique F d rale de Lausanne

More information

Combinatorial Optimization - Lecture 14 - TSP EPFL

Combinatorial Optimization - Lecture 14 - TSP EPFL Combinatorial Optimization - Lecture 14 - TSP EPFL 2012 Plan Simple heuristics Alternative approaches Best heuristics: local search Lower bounds from LP Moats Simple Heuristics Nearest Neighbor (NN) Greedy

More information

Decomposition in Integer Linear Programming

Decomposition in Integer Linear Programming Decomposition in Integer Linear Programming T.K. Ralphs M.V. Galati December 3, 00 Abstract Both cutting plane methods and traditional decomposition methods are procedures that compute a bound on the optimal

More information

Gate Sizing by Lagrangian Relaxation Revisited

Gate Sizing by Lagrangian Relaxation Revisited Gate Sizing by Lagrangian Relaxation Revisited Jia Wang, Debasish Das, and Hai Zhou Electrical Engineering and Computer Science Northwestern University Evanston, Illinois, United States October 17, 2007

More information

CS599: Convex and Combinatorial Optimization Fall 2013 Lecture 14: Combinatorial Problems as Linear Programs I. Instructor: Shaddin Dughmi

CS599: Convex and Combinatorial Optimization Fall 2013 Lecture 14: Combinatorial Problems as Linear Programs I. Instructor: Shaddin Dughmi CS599: Convex and Combinatorial Optimization Fall 2013 Lecture 14: Combinatorial Problems as Linear Programs I Instructor: Shaddin Dughmi Announcements Posted solutions to HW1 Today: Combinatorial problems

More information

A Computational Study of Bi-directional Dynamic Programming for the Traveling Salesman Problem with Time Windows

A Computational Study of Bi-directional Dynamic Programming for the Traveling Salesman Problem with Time Windows A Computational Study of Bi-directional Dynamic Programming for the Traveling Salesman Problem with Time Windows Jing-Quan Li California PATH, University of California, Berkeley, Richmond, CA 94804, jingquan@path.berkeley.edu

More information

Department of Mathematics Oleg Burdakov of 30 October Consider the following linear programming problem (LP):

Department of Mathematics Oleg Burdakov of 30 October Consider the following linear programming problem (LP): Linköping University Optimization TAOP3(0) Department of Mathematics Examination Oleg Burdakov of 30 October 03 Assignment Consider the following linear programming problem (LP): max z = x + x s.t. x x

More information

(Stochastic) Local Search Algorithms

(Stochastic) Local Search Algorithms DM841 DISCRETE OPTIMIZATION Part 2 Heuristics (Stochastic) Marco Chiarandini Department of Mathematics & Computer Science University of Southern Denmark Outline 1. 2. 3. Components 2 Outline 1. 2. 3. Components

More information

Mathematical and Algorithmic Foundations Linear Programming and Matchings

Mathematical and Algorithmic Foundations Linear Programming and Matchings Adavnced Algorithms Lectures Mathematical and Algorithmic Foundations Linear Programming and Matchings Paul G. Spirakis Department of Computer Science University of Patras and Liverpool Paul G. Spirakis

More information

Decomposition in Integer Linear Programming

Decomposition in Integer Linear Programming Decomposition in Integer Linear Programming M.V. Galati Advanced Analytics - Operations R & D, SAS Institute, Chesterbrook, PA 9 Ted K. Ralphs Department of Industrial and System Engineering, Lehigh University,

More information

Overview. H. R. Alvarez A., Ph. D.

Overview. H. R. Alvarez A., Ph. D. Network Modeling Overview Networks arise in numerous settings: transportation, electrical, and communication networks, for example. Network representations also are widely used for problems in such diverse

More information

Weighted Spanning Tree Constraint with Explanations

Weighted Spanning Tree Constraint with Explanations Weighted Spanning Tree Constraint with Explanations CPAIOR 016 Diego de Uña, Graeme Gange, Peter Schachte and Peter J. Stuckey Presented by Peter J. Stuckey May 1, 016 University of Melbourne CIS Department

More information

Experiments On General Disjunctions

Experiments On General Disjunctions Experiments On General Disjunctions Some Dumb Ideas We Tried That Didn t Work* and Others We Haven t Tried Yet *But that may provide some insight Ted Ralphs, Serdar Yildiz COR@L Lab, Department of Industrial

More information

Heuristic Optimisation

Heuristic Optimisation Heuristic Optimisation Part 2: Basic concepts Sándor Zoltán Németh http://web.mat.bham.ac.uk/s.z.nemeth s.nemeth@bham.ac.uk University of Birmingham S Z Németh (s.nemeth@bham.ac.uk) Heuristic Optimisation

More information

Research Interests Optimization:

Research Interests Optimization: Mitchell: Research interests 1 Research Interests Optimization: looking for the best solution from among a number of candidates. Prototypical optimization problem: min f(x) subject to g(x) 0 x X IR n Here,

More information

Traveling Salesman Problem. Algorithms and Networks 2014/2015 Hans L. Bodlaender Johan M. M. van Rooij

Traveling Salesman Problem. Algorithms and Networks 2014/2015 Hans L. Bodlaender Johan M. M. van Rooij Traveling Salesman Problem Algorithms and Networks 2014/2015 Hans L. Bodlaender Johan M. M. van Rooij 1 Contents TSP and its applications Heuristics and approximation algorithms Construction heuristics,

More information

MTH4410 Constraint Programming. Merci à Willem-Jan van Hoeve, CMU.

MTH4410 Constraint Programming. Merci à Willem-Jan van Hoeve, CMU. MTH4410 Constraint Programming Merci à Willem-Jan van Hoeve, CMU. Outline Successful Applications Modeling Solving Some details global constraints scheduling Integrated methods (MIP+CP) Constraint Programming

More information

Kurt Mehlhorn, MPI für Informatik. Curve and Surface Reconstruction p.1/25

Kurt Mehlhorn, MPI für Informatik. Curve and Surface Reconstruction p.1/25 Curve and Surface Reconstruction Kurt Mehlhorn MPI für Informatik Curve and Surface Reconstruction p.1/25 Curve Reconstruction: An Example probably, you see more than a set of points Curve and Surface

More information

Optimizing and Approximating Algorithms for the Single and Multiple Agent Precedence Constrained Generalized Traveling Salesman Problem

Optimizing and Approximating Algorithms for the Single and Multiple Agent Precedence Constrained Generalized Traveling Salesman Problem THESIS FOR THE DEGREE OF LICENTIATE OF PHILOSOPHY Optimizing and Approximating Algorithms for the Single and Multiple Agent Precedence Constrained Generalized Traveling Salesman Problem Raad Salman Department

More information

An Improved Subgradiend Optimization Technique for Solving IPs with Lagrangean Relaxation

An Improved Subgradiend Optimization Technique for Solving IPs with Lagrangean Relaxation Dhaka Univ. J. Sci. 61(2): 135-140, 2013 (July) An Improved Subgradiend Optimization Technique for Solving IPs with Lagrangean Relaxation M. Babul Hasan and Md. Toha De epartment of Mathematics, Dhaka

More information