In this paper, we propose the problem of identifying a minimum-weight rooted not-necessarily-spanning arborescence (MRA) in a directed rooted acyclic graph with weights on arcs. We show this problem to be NP-hard and formulate it as a zero—one integer program. We develop a heuristic H to construct a rooted arborescence (RA) in a given graph G, giving an upper bound. We also formulate a Lagrangian problem, LMRA, by relaxing one set of constraints of the zero—one integer program. For a given set of Lagrange multipliers, LMRA can be easily solved to obtain a lower bound. Then, we propose a Lagrangian heuristic, L, that generates both a lower bound and an upper bound in each iteration. The above heuristics were tested with 50 test problems. We also compared the performance of L with a general-purpose optimization package, CPLEX, using 12 test problems. The results show that L was able to identify an optimal solution in almost all cases. CPLEX found an optimal solution in all cases, but was not able to verify optimality in some instances. © 2002 Wiley Periodicals, Inc.
[1]
David S. Johnson,et al.
Computers and Intractability: A Guide to the Theory of NP-Completeness
,
1978
.
[2]
Matteo Fischetti,et al.
A branch‐and‐cut algorithm for the resource‐constrained minimum‐weight arborescence problem
,
1997
.
[3]
J. D. Murchland,et al.
Historical note on optimum spanning arborescences
,
1973,
Networks.
[4]
Philip Wolfe,et al.
Validation of subgradient optimization
,
1974,
Math. Program..
[5]
Richard T. Wong,et al.
A dual ascent approach for steiner tree problems on a directed graph
,
1984,
Math. Program..
[6]
Michel X. Goemans,et al.
Arborescence Polytopes for Series-parallel Graphs
,
1994,
Discret. Appl. Math..
[7]
Luís Gouveia,et al.
Designing reliable tree networks with two cable technologies
,
1998,
Eur. J. Oper. Res..
[8]
G. Nemhauser,et al.
On the Uncapacitated Location Problem
,
1977
.