Fractional Decomposition Tree Algorithm: A tool for studying the integrality gap of Integer Programs

IF 0.9 4区 数学 Q3 MATHEMATICS, APPLIED
Robert Carr , Arash Haddadan , Cynthia A. Phillips
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Abstract

We present a new algorithm, Fractional Decomposition Tree (FDT), for finding a feasible solution for an integer program (IP) where all variables are binary. FDT runs in polynomial time and is guaranteed to find a feasible integer solution provided the integrality gap of an instance’s polyhedron, independent of objective function, is bounded. The algorithm gives a construction for Carr and Vempala’s theorem that any feasible solution to the IP’s linear-programming relaxation, when scaled by the instance integrality gap, dominates a convex combination of feasible solutions. FDT is also a tool for studying the integrality gap of IP formulations. The upper bound on the integrality gap of an FDT solution can be exponentially large. However our experiments demonstrate that FDT can be effective in practice. We study the integrality gap of two problems: optimally augmenting a tree to a 2-edge-connected graph and finding a minimum-cost 2-edge-connected multi-subgraph (2EC). We also give a simplified algorithm, DomToIP, that finds a feasible solution to an IP instance, or concludes that it has unbounded integrality gap. We show that FDT’s speed and approximation quality compare well to that of the original feasibility pump heuristic on moderate-sized instances of the vertex cover problem. For a particular set of hard-to-decompose fractional 2EC solutions, FDT always gave a better integer solution than the Best-of-Many Christofides Algorithm (BOMC).

分数阶分解树算法:研究整数程序完整性间隙的工具
我们提出了一种新的算法,分数分解树(FDT),用于寻找所有变量都是二进制的整数规划(IP)的可行解。FDT在多项式时间内运行,并保证在实例的多面体的完整性间隙与目标函数无关且有界的情况下找到可行的整数解。该算法构造了Carr和Vempala定理,即IP线性规划松弛的任何可行解,当按实例完整性间隙缩放时,都支配可行解的凸组合。FDT也是研究IP公式完整性差距的工具。FDT解的完整性间隙的上界可以是指数大的。然而,我们的实验表明,FDT在实践中是有效的。我们研究了两个问题的完整性缺口:最优扩充树为2-边连通图和寻找最小代价2-边连通多子图(2EC)。我们还给出了一个简化算法DomToIP,它为IP实例找到了一个可行的解决方案,或者得出了它具有无界完整性间隙的结论。我们表明,在中等大小的顶点覆盖问题实例上,FDT的速度和近似质量与原始的可行性抽运启发式算法相比很好。对于一组特殊的难以分解的分数阶2EC解,FDT总是给出比多克里斯托夫最佳算法(BOMC)更好的整数解。
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来源期刊
Discrete Optimization
Discrete Optimization 管理科学-应用数学
CiteScore
2.10
自引率
9.10%
发文量
30
审稿时长
>12 weeks
期刊介绍: Discrete Optimization publishes research papers on the mathematical, computational and applied aspects of all areas of integer programming and combinatorial optimization. In addition to reports on mathematical results pertinent to discrete optimization, the journal welcomes submissions on algorithmic developments, computational experiments, and novel applications (in particular, large-scale and real-time applications). The journal also publishes clearly labelled surveys, reviews, short notes, and open problems. Manuscripts submitted for possible publication to Discrete Optimization should report on original research, should not have been previously published, and should not be under consideration for publication by any other journal.
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