Compact formulations and an iterated local search-based matheuristic for the minimum weighted feedback vertex set problem

Abstract Given a weighted graph G = ( V , E ) , the minimum weighted feedback vertex set problem consists in obtaining a minimum weight subset F⊆V of the vertex set whose removal makes the graph acyclic. Differently from other approaches in the literature, in this work we tackle this problem via the maximum weighted induced forest problem. First, we propose two new compact mixed integer programming (MIP) formulations, using a polynomial number of variables and constraints. Next, we develop a matheuristic that hybridizes a multi-start iterated local search heuristic with a MIP-based local search procedure. Extensive computational experiments carried out on a set of benchmark instances show that the newly proposed MILS + − m t z matheuristic is extremely effective and outperforms or at least match the best heuristics available in the literature in terms of solution quality for 79 out of 99 (79.80%) large instance groups, with 55 (55.56%) of them being strictly better than the previously best known. Furthermore, the compact formulations were able to optimally solve 474 out of 810 test instances in less than 3600 seconds of running time.

[1]  Ronald L. Rivest,et al.  Introduction to Algorithms , 1990 .

[2]  Jesper Larsen,et al.  A matheuristic for the driver scheduling problem with staff cars , 2019, Eur. J. Oper. Res..

[3]  Alysson M. Costa,et al.  Models and branch‐and‐cut algorithms for the Steiner tree problem with revenues, budget and hop constraints , 2009, Networks.

[4]  Gilbert Laporte,et al.  Improvements and extensions to the Miller-Tucker-Zemlin subtour elimination constraints , 1991, Oper. Res. Lett..

[5]  Raffaele Cerulli,et al.  A linear time algorithm for the minimum Weighted Feedback Vertex Set on diamonds , 2005, Inf. Process. Lett..

[6]  Fábio Protti,et al.  Deadlock resolution in wait-for graphs by vertex/arc deletion , 2019, J. Comb. Optim..

[7]  Helena Ramalhinho Dias Lourenço,et al.  Iterated Local Search , 2001, Handbook of Metaheuristics.

[8]  Adi Shamir,et al.  A Linear Time Algorithm for Finding Minimum Cutsets in Reducible Graphs , 1979, SIAM J. Comput..

[9]  Mary Lou Soffa,et al.  Feedback vertex sets and cyclically reducible graphs , 1985, JACM.

[10]  David Peleg,et al.  Size Bounds for Dynamic Monopolies , 1998, Discret. Appl. Math..

[11]  Reuven Bar-Yehuda,et al.  Approximation Algorithms for the Feedback Vertex Set Problem with Applications to Constraint Satisfaction and Bayesian Inference , 1998, SIAM J. Comput..

[12]  Gerhard Reinelt,et al.  A Polyhedral Approach to the Feedback Vertex Set Problem , 1996, IPCO.

[13]  Thomas Stützle,et al.  A simple and effective iterated greedy algorithm for the permutation flowshop scheduling problem , 2007, Eur. J. Oper. Res..

[14]  Raffaele Cerulli,et al.  Minimum Weighted Feedback Vertex Set on Diamonds , 2004, Electron. Notes Discret. Math..

[15]  Peter Eades,et al.  On Optimal Trees , 1981, J. Algorithms.

[16]  Piotr Berman,et al.  A 2-Approximation Algorithm for the Undirected Feedback Vertex Set Problem , 1999, SIAM J. Discret. Math..

[17]  D. Peleg Local Majority Voting, Small Coalitions and Controlling Monopolies in Graphs: A Review , 1996 .

[18]  Rina Dechter,et al.  Network-Based Heuristics for Constraint-Satisfaction Problems , 1987, Artif. Intell..

[19]  Olivier C. Martin,et al.  Combining simulated annealing with local search heuristics , 1993, Ann. Oper. Res..

[20]  Bernard Gendron,et al.  Matheuristics based on iterative linear programming and slope scaling for multicommodity capacitated fixed charge network design , 2018, Eur. J. Oper. Res..

[21]  Leslie Pérez Cáceres,et al.  The irace package: Iterated racing for automatic algorithm configuration , 2016 .

[22]  R. A. Zemlin,et al.  Integer Programming Formulation of Traveling Salesman Problems , 1960, JACM.

[23]  Raffaele Cerulli,et al.  Lower and upper bounds for the spanning tree with minimum branch vertices , 2013, Comput. Optim. Appl..

[24]  Edward W. Felten,et al.  Large-Step Markov Chains for the Traveling Salesman Problem , 1991, Complex Syst..

[25]  S. Voß,et al.  The Steiner tree problem with hop constraints , 1999, Ann. Oper. Res..

[26]  Francesco Maffioli,et al.  Solving the feedback vertex set problem on undirected graphs , 2000, Discret. Appl. Math..

[27]  Marc Sevaux,et al.  Minimum energy target tracking with coverage guarantee in wireless sensor networks , 2018, Eur. J. Oper. Res..

[28]  Richard M. Karp,et al.  Reducibility Among Combinatorial Problems , 1972, 50 Years of Integer Programming.

[29]  Raffaele Cerulli,et al.  A memetic algorithm for the weighted feedback vertex set problem , 2014, Networks.

[30]  Raffaele Cerulli,et al.  A Tabu Search Heuristic Based on k-Diamonds for the Weighted Feedback Vertex Set Problem , 2011, INOC.

[31]  Celso C. Ribeiro,et al.  Preface to the Special Issue on Matheuristics: Model-Based Metaheuristics , 2015, Int. Trans. Oper. Res..

[32]  Amit Kumar,et al.  Wavelength conversion in optical networks , 1999, SODA '99.

[33]  Panos M. Pardalos,et al.  Feedback Set Problems , 2009, Encyclopedia of Optimization.