Given an integer mxn matrix A satisfying certain regularity assumptions, a well-known integer programming problem asks to find an integer point in the associated knapsack polytope P(A, b)={x: A x= b, x>=0} or determine that no such point exists. We obtain a LLL-based polynomial time algorithm that solves the problem subject to a constraint on the location of the vector b.
The main result of the paper shows that the asymptotic growth of the Frobenius number in average is significantly slower than the growth of the maximum Frobenius number.
Given an integer mxn matrix A satisfying certain regularity assumptions, we consider the set F(A) of all integer vectors b such that the associated knapsack polytope P(A,b)={x: Ax=b, x>=0} contains an integer point. When m=1 the set F(A) is known to contain all consecutive integers greater than the Frobenius number associated with A. In this paper we introduce the diagonal Frobenius number g(A) which reflects in an analogous way feasibility properties of the problem and the structure of F(A) in the general case. We give an optimal upper bound for g(A) and also estimate the asymptotic growth of…
Given an integer matrix A satisfying certain regularity assumptions, we consider for a positive integer s the set F_s(A) of all integer vectors b such that the associated knapsack polytope P(A,b)={x: Ax=b, x non-negative} contains at least s integer points. In this paper we investigate the structure of the set F_s(A) sing the concept of s-covering radius. In particular, in a special case we prove an optimal lower bound for the s-Frobenius number.
We obtain optimal lower and upper bounds for the (additive) integrality gaps of integer knapsack problems. In a randomised setting, we show that the integrality gap of a "typical" knapsack problem is drastically smaller than the integrality gap that occurs in a worst case scenario.
Let $A$ be an integral nonnegative $m\times n$ matrix, $b$ be an integral nonnegative vector. It is suggested new method for reduction of integer program $\max \{cx| Ax=b, x\ge 0, x\in\mathbf{Z}^n\}$ to knapsack problem $\max \{c'x| fAx=fb, x\ge 0, x\in\mathbf{Z}^n\}$.
It is important to design separation algorithms of low computational complexity in mixed integer programming. We study the separation problems of the two continuous knapsack polyhedra with divisible capacities. The two polyhedra are the convex hulls of the sets which consist of $ n $ nonnegative integer variables, one unbounded continuous, $ m $ bounded continuous variables, and one linear constraint in either $ \geq $ or $ \leq $ form where the coefficients of integer variables are integer and divisible. Wolsey and Yaman (Math Program 156: 1--20, 2016) have shown that the polyhedra can be des…
Efficient exact sequential lifting algorithm for binary knapsack set
School of Mathematics and Statistics, Beijing Institute of Technology(北京理工大学数学与统计学院);Institute of Computational Mathematics and Scientific/Engineering Computing, Academy of Mathematics and Systems Science, Chinese Academy of Sciences(中国科学院数学与系统科学研究院计算数学与科学工程计算研究所)
In the context of branch-and-bound (B&B) for integer programming (IP) problems, a direction along which the polyhedron of the IP has minimum width is termed a thin direction. We demonstrate that a thin direction need not always be a good direction to branch on for solving the problem efficiently. Further, the integer width, which is the number of B&B nodes created when branching on the direction, may also not be an accurate indicator of good branching directions.
A valid inequality α^Tx \ge α_0 for a set covering problem is said to have pitch <= k ( a positive integer) if the k smallest positive α_j sum to at least alpha_0. This paper presents a new, simple derivation of a relaxation for set covering problems whose solutions satisfy all valid inequalities of pitch and is of polynomial size, for each fixed . We also consider the minimum knapsack problem, and show that for each fixed integer p > 0 and 0 < ε< 1 one can separate, within additive tolerance ε, from the relaxation defined by the valid inequalities with coefficients in {0, 1, . . . , p} in tim…
We show that in a knapsack feasibility problem an integral vector $p$, which is short, and near parallel to the constraint vector gives a branching direction with small integer width. We use this result to analyze two computationally efficient reformulation techniques on low density knapsack problems. Both reformulations have a constraint matrix with columns reduced in the sense of Lenstra, Lenstra, and Lovász. We prove an upper bound on the integer width along the last variable, which becomes 1, when the density is sufficiently small. In the proof we extract from the transformation matrices a…
When solving large-scale multiobjective optimization problems, solvers can get stuck with the memory or time limit. In such cases, one is left with no information how far is the best feasible solution, found before the optimization process has stopped, to the true Pareto optimal solution. In this work, we show how to provide such information when solving multiobjective multidimensional knapsack problems by a commercial mixed-integer linear solver. We illustrate the proposed approach on biobjective multidimensional knapsack problems derived from singleobjective multidimensional knapsack problem…
We consider binary integer programming problems with the min-max regret objective function under interval objective coefficients. We propose a new heuristic framework, which we call the iterated dual substitution (iDS) algorithm. The iDS algorithm iteratively invokes a dual substitution heuristic and excludes from the search space any solution already checked in previous iterations. In iDS, we use a best-scenario-based lemma to improve performance. We apply iDS to four typical combinatorial optimization problems: the knapsack problem, the multidimensional knapsack problem, the generalized assi…
In this paper, we will shed light on when to pack and use 3D-printers in disaster response operations. For that, we introduce a new type of problem, which we call the two-stage stochastic 3D-printing knapsack problem. We provide a two-stage stochastic programming formulation for this problem, for which both the first and the second stage are NP-hard integer linear programs. We reformulate this formulation to an equivalent integer linear program, which can be efficiently solved by standard solvers. Our numerical results illustrate that for most situations using a 3D-printer is beneficial. Only …
We consider bounded integer knapsacks where the weights and variable upper bounds together form a superincreasing sequence. The elements of this superincreasing knapsack are exactly those vectors that are lexicographically smaller than the greedy solution to optimizing over this knapsack. We describe the convex hull of this $n$-dimensional set with $\mathcal{O}(n)$ facets. We also establish a distributive property by proving that the convex hull of $\le$- and $\ge$-type superincreasing knapsacks can be obtained by intersecting the convex hulls of $\le$- and $\ge$-sets taken individually. Our p…
A novel canonical duality theory (CDT) is presented for solving general bilevel mixed integer nonlinear optimization governed by linear and quadratic knapsack problems. It shows that the challenging knapsack problems can be solved analytically in term of their canonical dual solutions. The existence and uniqueness of these analytical solutions are proved. NP-Hardness of the knapsack problems is discussed. A powerful CDT algorithm combined with an alternative iteration and a volume reduction method is proposed for solving the NP-hard bilevel knapsack problems. Application is illustrated by a be…
The Sequential Multiple Knapsack Problem is a special case of Multiple knapsack problem in which the items sizes are divisible. A characterization of the optimal solutions of the problem and a description of the convex hull of all the integer solutions are presented. More precisely, it is shown that a new formulation of the problem allows to generate a decomposition approach for enumerating all optimal solutions of the problem. Such a decomposition approach is used for finding the inequalities (defined by an inductive scheme) describing the Sequential Multiple Knapsack polytope.
We consider chance-constrained binary knapsack problems, where the weights of items are independent random variables with the means and standard deviations known. The chance constraint can be reformulated as a second-order cone constraint under some assumptions for the probability distribution of the weights. The problem becomes a second-order cone-constrained binary knapsack problem, which is equivalent to a robust binary knapsack problem with an ellipsoidal uncertainty set. We demonstrate that optimal solutions to robust binary knapsack problems with inner and outer polyhedral approximations…
We propose a very simple preconditioning method for integer programming feasibility problems: replacing the problem b' <= Ax <= b, x \in Z^n with b' <= AUy <= b, y \in Z^n, where U is a unimodular matrix computed via basis reduction, to make the columns of $AU$ short and nearly orthogonal. The reformulation is called rangespace reformulation. It is motivated by the reformulation technique proposed for equality constrained IPs by Aardal, Hurkens and Lenstra. We also study a family of IP instances, called decomposable knapsack problems (DKPs). DKPs generalize the instances proposed by Jeroslow, …
In this paper three heuristic algorithms using the Divide-and-Conquer paradigm are developed and assessed for three integer optimizations problems: Multidimensional Knapsack Problem (d-KP), Bin Packing Problem (BPP) and Travelling Salesman Problem (TSP). For each case, the algorithm is introduced, together with the design of numerical experiments, in order to empirically establish its performance from both points of view: its computational time and its numerical accuracy.
We present a new algorithm for computing a truncated Markov basis of a lattice. In general, this new algorithm is faster than existing methods. We then extend this new algorithm so that it solves the linear integer feasibility problem with promising results for equality knapsack problems. We also present a novel Groebner basis approach to solve a particular integer linear program as opposed to previous Groebner basis methods that effectively solved many different integer linear programs simultaneously. Initial results indicate that this optimisation algorithm performs better than previous Groe…
Sequence partition problems arise in many fields, such as sequential data analysis, information transmission, and parallel computing. In this paper, we study the following partition problem variant: given a sequence of $n$ items $1,\ldots,n$, where each item $i$ is associated with weight $w_i$ and another parameter $s_i$, partition the sequence into several consecutive subsequences, so that the total weight of each subsequence is no more than a threshold $w_0$, and the sum of the largest $s_i$ in each subsequence is minimized. This problem admits a straightforward solution based on dynamic pro…
We propose a new exact approach for solving integer linear programming (ILP) problems which we will call projective splitting algorithms (PSAs). Unlike classical methods for solving ILP problems, PSAs conduct the search for the optimal solution by generating candidate solutions tailored to specific values of the objective function. As a consequence of this strategy, the number of variables in the original ILP problem is systematically reduced without adding any additional constraint to the initial formulation. This is the first of a two-part series on PSAs. In this paper we focus on the resolu…
Motivated by their success in the single-objective domain, we propose a very simple linear programming-based matheuristic for tri-objective binary integer programming. To tackle the problem, we obtain lower bound sets by means of the vector linear programming solver Bensolve. Then, simple heuristic approaches, such as rounding and path relinking, are applied to this lower bound set to obtain high-quality approximations of the optimal set of trade-off solutions. The proposed algorithm is compared to a recently suggested algorithm which is, to the best of our knowledge, the only existing matheur…
Decision making needs to take an uncertain environment into account. Over the last decades, robust optimization has emerged as a preeminent method to produce solutions that are immunized against uncertainty. The main focus in robust discrete optimization has been on the analysis and solution of one- or two-stage problems, where the decision maker has limited options in reacting to additional knowledge gained after parts of the solution have been fixed. Due to its computational difficulty, multistage problems beyond two stages have received less attention. In this paper we argue that multistage…
We present a simple and at the same time fficient algorithm to compute all nondominated extreme points in the outcome set of multi-objective mixed integer linear programmes in any dimension. The method generalizes the well-known dichotomic scheme to compute the set of nondominated extreme points in the outcome set of a bi-objective programme based on the iterative solution of weighted sum scalarizations. It uses as a main routine a convex hull algorithm. The algorithm is illustrated with, and numerically tested on, instances of multi-objective assignment and knapsack problems. Experimental res…
In large organisations and companies, making investment decisions is a complex and challenging task. In the Australian Department of Defence (Defence), the complexity is even higher because defence capabilities are public goods and do not have a financial return \textit{per se}. In this work we mathematically define Defence's investment portfolio problem as a Set-Union Knapsack Problem (SUKP). We present a practical way to linearise the model as an Integer Linear Programming (ILP) problem. This linear model was developed as the optimisation engine of the New Investments to Risked Options (NITR…
Quantum Algorithms for Bandits with Knapsacks with Improved Regret and Time Complexities
Center on Frontiers of Computing Studies, Peking University School of Computer Science, Peking University(前沿计算研究所以及北京大学计算机科学学院,北京大学);Guanghua School of Management, Peking University(光华管理学院,北京大学);Department of Management Science and Engineering, Stanford University(管理科学与工程系,斯坦福大学)
This paper introduces a family of valid inequalities, that we term consistency cuts, to be applied to a Dantzig-Wolfe reformulation (or decomposition) with linking variables. We prove that these cuts ensure an integer solution to the corresponding Dantzig-Wolfe relaxation when certain criteria to the structure of the decomposition are met. We implement the cuts and use them to solve a commonly used test set of 200 instances of the temporal knapsack problem. We assess the performance with and without the cuts and compare further to CPLEX and other solution methods that have historically been us…
In this article, we discuss an exact algorithm for solving mixed integer concave minimization problems. A piecewise inner-approximation of the concave function is achieved using an auxiliary linear program that leads to a bilevel program, which provides a lower bound to the original problem. The bilevel program is reduced to a single level formulation with the help of Karush-Kuhn-Tucker (KKT) conditions. Incorporating the KKT conditions lead to complementary slackness conditions that are linearized using BigM, for which we identify a tight value for general problems. Multiple bilevel programs,…
Université de Montréal(蒙特利尔大学);Polytechnique Montréal(蒙特利尔理工学院);Jacobs Technion-Cornell Institute(雅各布斯泰克尼翁-康奈尔研究院);Cornell Tech(康奈尔理工学院);Technion(以色列理工学院)
We propose a methodology at the nexus of operations research and machine learning (ML) leveraging generic approximators available from ML to accelerate the solution of mixed-integer linear two-stage stochastic programs. We aim at solving problems where the second stage is highly demanding. Our core idea is to gain large reductions in online solution time while incurring small reductions in first-stage solution accuracy by substituting the exact second-stage solutions with fast, yet accurate supervised ML predictions. This upfront investment in ML would be justified when similar problems are so…
Resilience and robustness are important properties in the reliability and attack-tolerance analysis of networks. In recent decades, various qualitative and heuristic-based quantitative approaches have made significant contributions in addressing network resilience and robustness. However, the lack of exact methods such as mixed-integer programming (MIP) models is sensible in the literature. In this paper, we contribute to the literature on the network resilience and robustness for targeted and random attacks and propose a MIP model considering graph-theoretical aspects of networks. The propose…
In this work we propose an improvement of the $x$-space algorithm developed for solving a class of min--max bilevel optimization problems (Tang Y., Richard J.P.P., Smith J.C. (2016), A class of algorithms for mixed-integer bilevel min--max optimization. Journal of Global Optimization, 66(2), 225--262). In this setting, the leader of the upper level problem aims at restricting the follower's decisions by minimizing an objective function, which the follower intends to maximize in the lower level problem by making decisions still available to her. The $x$-space algorithm solves upper and lower bo…