Branch-and-Cut Algorithms for Combinatorial Optimization and Their Implementation in ABACUS

Branch-and-cut (-and-price) algorithms belong to the most successful techniques for solving mixed integer linear programs and combinatorial optimization problems to optimality (or, at least, with certified quality). In this unit, we concentrate on sequential branch-and-cut for hard combinatorial optimization problems, while branch-and-cut for general mixed integer linear programming is treated in [? Martin] and parallel branch-and-cut is treated in [? Ladanyi/Ralphs/Trotter]. After telling our most recent story ofa successful application of branch-and-cut in Section 1, we give in Section 2 a brief review ofthe history, including the contributions of pioneers with an emphasis on the computational aspects of their work. In Section 3, the components ofa generic branch-and-cut algorithm are described and illustrated on the traveling salesman problem. In Section 4, we first elaborate a bit on the important separation problem where we use the traveling salesman problem and the maximum cut problem as examples, then we show how branch-and-cut can be applied to problems with a very large number of variables (branch-and-cut-and-price). Section 5 is devoted to the design and applications of the ABACUS software framework for the implementation of branch-and-cut algorithms. Finally, in Section 6, we make a few remarks on the solution of the exercise consisting of the design of a simple TSP-solver in ABACUS.

[1]  George L. Nemhauser,et al.  Solving binary cutting stock problems by column generation and branch-and-bound , 1994, Comput. Optim. Appl..

[2]  Laurence A. Wolsey,et al.  bc–opt: a branch-and-cut code for mixed integer programs , 1999, Math. Program..

[3]  J. Kruskal On the shortest spanning subtree of a graph and the traveling salesman problem , 1956 .

[4]  G. Clarke,et al.  Scheduling of Vehicles from a Central Depot to a Number of Delivery Points , 1964 .

[5]  Michael Jünger,et al.  Provably good solutions for the traveling salesman problem , 1994, Math. Methods Oper. Res..

[6]  Giovanni Felici,et al.  Solving large MIP models in supply chain management by branch & cut , 2000 .

[7]  William J. Cook,et al.  Solving Large-Scale Matching Problems , 1991, Network Flows And Matching.

[8]  Michael Jünger,et al.  The ABACUS system for branch‐and‐cut‐and‐price algorithms in integer programming and combinatorial optimization , 2000, Softw. Pract. Exp..

[9]  T. C. Hu,et al.  Multi-Terminal Network Flows , 1961 .

[10]  Stephen P. Boyd,et al.  Branch and Bound Methods , 1987 .

[11]  Michael Jünger,et al.  The ABACUS system for branch‐and‐cut‐and‐price algorithms in integer programming and combinatorial optimization , 2000, Softw. Pract. Exp..

[12]  Martin Henz,et al.  Scheduling a Major College Basketball Conference - Revisited , 2001, Oper. Res..

[13]  J. Edmonds Paths, Trees, and Flowers , 1965, Canadian Journal of Mathematics.

[14]  E. Balas,et al.  Branch and Bound Methods for the Traveling Salesman Problem , 1983 .

[15]  Edsger W. Dijkstra,et al.  A note on two problems in connexion with graphs , 1959, Numerische Mathematik.

[16]  Giovanni Rinaldi,et al.  An efficient algorithm for the minimum capacity cut problem , 1990, Math. Program..

[17]  Martin Grötschel,et al.  Packing Steiner trees: a cutting plane algorithm and computational results , 1996, Math. Program..

[18]  Martin Grötschel,et al.  The ellipsoid method and its consequences in combinatorial optimization , 1981, Comb..

[19]  Steve Weal History of Mathematical Programming , 1992 .

[20]  J. P. Secrétan,et al.  Der Saccus endolymphaticus bei Entzündungsprozessen , 1944 .

[21]  Gerhard Reinelt,et al.  Traveling salesman problem , 2012 .

[22]  Gerhard Reinelt,et al.  Algorithmic Aspects of Using Small Instance Relaxations in Parallel Branch-and-Cut , 2001, Algorithmica.

[23]  F. Barahona The max-cut problem on graphs not contractible to K5 , 1983 .

[24]  Francisco Barahona,et al.  On cuts and matchings in planar graphs , 1993, Math. Program..

[25]  G. Dantzig,et al.  THE DECOMPOSITION ALGORITHM FOR LINEAR PROGRAMS , 1961 .

[26]  Denis Naddef,et al.  Efficient separation routines for the symmetric traveling salesman problem II: separating multi handle inequalities , 2002, Math. Program..

[27]  Giovanni Rinaldi,et al.  Facet identification for the symmetric traveling salesman polytope , 1990, Math. Program..

[28]  Martin Grötschel,et al.  An Application of Combinatorial Optimization to Statistical Physics and Circuit Layout Design , 1988, Oper. Res..

[29]  G. Rinaldi,et al.  Exact ground states of two-dimensional ±J Ising spin glasses , 1996 .

[30]  Martin W. P. Savelsbergh,et al.  MINTO, a mixed INTeger optimizer , 1994, Oper. Res. Lett..

[31]  Michael A. Trick A Schedule-Then-Break Approach to Sports Timetabling , 2000, PATAT.

[32]  George L. Nemhauser,et al.  Scheduling A Major College Basketball Conference , 1998, Oper. Res..

[33]  Giovanni Rinaldi,et al.  The graphical relaxation: A new framework for the symmetric traveling salesman polytope , 1993, Math. Program..

[34]  Ali Ridha Mahjoub,et al.  On the cut polytope , 1986, Math. Program..

[35]  Giovanni Rinaldi,et al.  A Branch-and-Cut Algorithm for the Resolution of Large-Scale Symmetric Traveling Salesman Problems , 1991, SIAM Rev..

[36]  A. Charnes,et al.  BLENDING AVIATION GASOLINES-A STUDY IN PROGRAMMING INTERDEPENDENT ACTIVITIES IN AN INTEGRATED OIL COMPANY' , 1952 .

[37]  Gerhard Reinelt,et al.  A Cutting Plane Algorithm for the Linear Ordering Problem , 1984, Oper. Res..

[38]  G. Rinaldi,et al.  Exact ground states of Ising spin glasses: New experimental results with a branch-and-cut algorithm , 1995 .

[39]  Abilio Lucena,et al.  Branch and cut algorithms , 1996 .

[40]  Jean-Maurice Clochard,et al.  Using path inequalities in a branch and cut code for the symmetric traveling salesman problem , 1993, IPCO.

[41]  Gerhard Reinelt,et al.  TSPLIB - A Traveling Salesman Problem Library , 1991, INFORMS J. Comput..

[42]  Gerhard Reinelt,et al.  Fast Heuristics for Large Geometric Traveling Salesman Problems , 1992, INFORMS J. Comput..

[43]  Eugene L. Lawler,et al.  Traveling Salesman Problem , 2016 .

[44]  Egon Balas,et al.  Gomory cuts revisited , 1996, Oper. Res. Lett..

[45]  Nesa L'abbe Wu,et al.  Linear programming and extensions , 1981 .

[46]  M. Padberg,et al.  Addendum: Optimization of a 532-city symmetric traveling salesman problem by branch and cut , 1990 .

[47]  Jean-Charles Régin Minimization of the number of breaks in sports scheduling problems using constraint programming , 1998, Constraint Programming and Large Scale Discrete Optimization.

[48]  G. Rinaldi,et al.  A cutting plane algorithm for the max-cut problem. , 1992 .

[49]  Denis Naddef,et al.  Efficient separation routines for the symmetric traveling salesman problem I: general tools and comb separation , 2002, Math. Program..

[50]  R. Gomory,et al.  A Linear Programming Approach to the Cutting-Stock Problem , 1961 .

[51]  G. Reinelt,et al.  Combinatorial optimization and small polytopes , 1996 .

[52]  Stefan Thienel,et al.  ABACUS - a branch-and-CUt system , 1995 .

[53]  Frank Harary,et al.  Isomorphic factorizations VIII: Bisectable trees , 1984, Comb..

[54]  Jan A. M. Schreuder,et al.  Combinatorial aspects of construction of competition Dutch Professional Football Leagues , 1992, Discret. Appl. Math..

[55]  Brian W. Kernighan,et al.  An Effective Heuristic Algorithm for the Traveling-Salesman Problem , 1973, Oper. Res..

[56]  Endre Boros,et al.  Cut-Polytopes, Boolean Quadric Polytopes and Nonnegative Quadratic Pseudo-Boolean Functions , 1993, Math. Oper. Res..

[57]  A. Land,et al.  An Automatic Method for Solving Discrete Programming Problems , 1960, 50 Years of Integer Programming.

[58]  Michael Jünger,et al.  Practical Performance of Efficient Minimum Cut Algorithms , 2000, Algorithmica.

[59]  M. Grötschel,et al.  Solving matching problems with linear programming , 1985, Math. Program..

[60]  P. Harker,et al.  Scheduling a Major College Basketball Conference , 1998 .

[61]  Richard M. Karp,et al.  On linear characterizations of combinatorial optimization problems , 1980, 21st Annual Symposium on Foundations of Computer Science (sfcs 1980).

[62]  Michael Jünger,et al.  Practical problem solving with cutting plane algorithms in combinatorialoptimization , 1993, Combinatorial Optimization.