On the rank of mixed 0,1 polyhedra

For a polytope in the [0,1] ⁿ cube, Eisenbrand and Schulz showed recently that the maximum Chvátal rank is bounded above by O(n ²logn) and bounded below by (1+ε)n for some ε>0. Chvátal cuts are equivalent to Gomory fractional cuts, which are themselves dominated by Gomory mixed integer cuts. What do these upper and lower bounds become when the rank is defined relative to Gomory mixed integer cuts? An upper bound of n follows from existing results in the literature. In this note, we show that the lower bound is also equal to n. This result still holds for mixed 0,1 polyhedra with n binary variables. Received: March 15, 2001 / Accepted: July 18, 2001?Published online September 17, 2001     

Primal and dual convergence of a proximal point exponential penalty method for linear programming

We consider the diagonal inexact proximal point iteration where f(x,r)=c ^T x+r∑exp[(A _i x-b _i )/r] is the exponential penalty approximation of the linear program min{c ^T x:Ax≤b}. We prove that under an appropriate choice of the sequences λ _k , ε _k and with some control on the residual ν ^k , for every r _k →0⁺ the sequence u ^k converges towards an optimal point u ^∞ of the linear program. We also study the convergence of the associated dual sequence μ _i ^k =exp[(A _i u ^k -b _i )/r _k ] towards a dual optimal solution. Received: May 2000 / Accepted: November 2001?Published online June 25, 2002     

{0, 1/2}-Chvátal-Gomory cuts

Given the integer polyhedronP _t := conv{x ∈ℤ ⁿ :Ax⩽b}, whereA ∈ℤ ^{m × n} andb ∈ℤ ^m , aChvátal-Gomory (CG)cut is a valid inequality forP ₁ of the type λτAx⩽⌊λτb⌋ for some λ∈ℝ ₊ ^m such that λτA∈ℤ ⁿ . In this paper we study {0, 1/2}-CG cuts, arising for λ∈{0, 1/2} ^m . We show that the associated separation problem, {0, 1/2}-SEP, is equivalent to finding a minimum-weight member of a binary clutter. This implies that {0, 1/2}-SEP is NP-complete in the general case, but polynomially solvable whenA is related to the edge-path incidence matrix of a tree. We show that {0, 1/2}-SEP can be solved in polynomial time for a convenient relaxation of the systemAx<-b. This leads to an efficient separation algorithm for a subclass of {0, 1/2}-CG cuts, which often contains wide families of strong inequalities forP ₁. Applications to the clique partitioning, asymmetric traveling salesman, plant location, acyclic subgraph and linear ordering polytopes are briefly discussed.     

Approximate fixed-rank closures of covering problems

Consider a 0/1 integer program min{c^Tx :Ax≥b, x ∈ {0,1}ⁿ} where A is nonnegative. We show that if the number of minimal covers of Ax≥b is polynomially bounded, then for any ε>0 and any fixed q, there is a polynomially large lift-and-project relaxation whose value is at least (1−ε) times the value of the rank ≤q relaxation. A special case of this result is that given by set-covering problems, or, generally, problems where the coefficients in A and b are bounded. This research was partially funded by NSF awards ITR:CCR-0213848 and DMI-0200221 formerly: Set covering problems and Chvátal-Gomory cuts     

A new look at smoothing Newton methods for nonlinear complementarity problems and box constrained variational inequalities

In this paper we take a new look at smoothing Newton methods for solving the nonlinear complementarity problem (NCP) and the box constrained variational inequalities (BVI). Instead of using an infinite sequence of smoothing approximation functions, we use a single smoothing approximation function and Robinson’s normal equation to reformulate NCP and BVI as an equivalent nonsmooth equation H(u,x)=0, where H:ℜ ²ⁿ →ℜ ²ⁿ , u∈ℜ ⁿ is a parameter variable and x∈ℜ ⁿ is the original variable. The central idea of our smoothing Newton methods is that we construct a sequence {z ^k =(u ^k ,x ^k )} such that the mapping H(·) is continuously differentiable at each z ^k and may be non-differentiable at the limiting point of {z ^k }. We prove that three most often used Gabriel-Moré smoothing functions can generate strongly semismooth functions, which play a fundamental role in establishing superlinear and quadratic convergence of our new smoothing Newton methods. We do not require any function value of F or its derivative value outside the feasible region while at each step we only solve a linear system of equations and if we choose a certain smoothing function only a reduced form needs to be solved. Preliminary numerical results show that the proposed methods for particularly chosen smoothing functions are very promising. Received June 23, 1997 / Revised version received July 29, 1999?Published online December 15, 1999     

The mathematics of playing golf, or: a new class of difficult non-linear mixed integer programs

We consider a class of non-linear mixed integer programs with n integer variables and k continuous variables. Solving instances from this class to optimality is an NP-hard problem. We show that for the cases with k=1 and k=2, every optimal solution is integral. In contrast to this, for every k≥3 there exist instances where every optimal solution takes non-integral values. Received: August 2001 / Accepted: January 2002?Published online March 27, 2002     

Antiweb-wheel inequalities and their separation problems over the stable set polytopes

A stable set in a graph G is a set of pairwise nonadjacent vertices. The problem of finding a maximum weight stable set is one of the most basic ℕℙ-hard problems. An important approach to this problem is to formulate it as the problem of optimizing a linear function over the convex hull STAB(G) of incidence vectors of stable sets. Since it is impossible (unless ℕℙ=coℕℙ) to obtain a “concise” characterization of STAB(G) as the solution set of a system of linear inequalities, it is a more realistic goal to find large classes of valid inequalities with the property that the corresponding separation problem (given a point x ^*, find, if possible, an inequality in the class that x ^* violates) is efficiently solvable.?Some known large classes of separable inequalities are the trivial, edge, cycle and wheel inequalities. In this paper, we give a polynomial time separation algorithm for the (t)-antiweb inequalities of Trotter. We then introduce an even larger class (in fact, a sequence of classes) of valid inequalities, called (t)-antiweb-s-wheel inequalities. This class is a common generalization of the (t)-antiweb inequalities and the wheel inequalities. We also give efficient separation algorithms for them. Received: June 2000 / Accepted: August 2001?Published online February 14, 2002     

A note on quadratic forms

We extend an interesting theorem of Yuan [12] for two quadratic forms to three matrices. Let C ₁, C ₂, C ₃ be three symmetric matrices in ℜ ^n×n , if max{x ^T C ₁ x,x ^T C ₂ x,x ^T C ₃ x}≥0 for all x∈ℜ ⁿ , it is proved that there exist t _i ≥0 (i=1,2,3) such that ∑ _i=1 ³ t _i =1 and ∑ _i=1 ³ t _i C _i has at most one negative eigenvalue. Received February 18, 1997 / Revised version received October 1, 1997? Published online June 11, 1999     

On the stability of solutions to quadratic programming problems

We consider the parametric programming problem (Q _p ) of minimizing the quadratic function f(x,p):=x ^T Ax+b ^T x subject to the constraint Cx≤d, where x∈ℝ ⁿ , A∈ℝ ^n×n , b∈ℝ ⁿ , C∈ℝ ^m×n , d∈ℝ ^m , and p:=(A,b,C,d) is the parameter. Here, the matrix A is not assumed to be positive semidefinite. The set of the global minimizers and the set of the local minimizers to (Q _p ) are denoted by M(p) and M ^loc (p), respectively. It is proved that if the point-to-set mapping M ^loc (·) is lower semicontinuous at p then M ^loc (p) is a nonempty set which consists of at most ? _m,n points, where ? _m,n = is the maximal cardinality of the antichains of distinct subsets of {1,2,...,m} which have at most n elements. It is proved also that the lower semicontinuity of M(·) at p implies that M(p) is a singleton. Under some regularity assumption, these necessary conditions become the sufficient ones. Received: November 5, 1997 / Accepted: September 12, 2000?Published online November 17, 2000     

A faster capacity scaling algorithm for minimum cost submodular flow

We describe an O(n ⁴ hmin{logU,n ²logn}) capacity scaling algorithm for the minimum cost submodular flow problem. Our algorithm modifies and extends the Edmonds–Karp capacity scaling algorithm for minimum cost flow to solve the minimum cost submodular flow problem. The modification entails scaling a relaxation parameter δ. Capacities are relaxed by attaching a complete directed graph with uniform arc capacity δ in each scaling phase. We then modify a feasible submodular flow by relaxing the submodular constraints, so that complementary slackness is satisfied. This creates discrepancies between the boundary of the flow and the base polyhedron of a relaxed submodular function. To reduce these discrepancies, we use a variant of the successive shortest path algorithm that augments flow along minimum cost paths of residual capacity at least δ. The shortest augmenting path subroutine we use is a variant of Dijkstra’s algorithm modified to handle exchange capacity arcs efficiently. The result is a weakly polynomial time algorithm whose running time is better than any existing submodular flow algorithm when U is small and C is big. We also show how to use maximum mean cuts to make the algorithm strongly polynomial. The resulting algorithm is the first capacity scaling algorithm to match the current best strongly polynomial bound for submodular flow. Received: August 6, 1999 / Accepted: July 2001?Published online October 2, 2001     

Existence and multiplicity of solutions for a nonlinear Neumann problem

We consider a Neumann problem of the type -εΔu+F ^′(u(x))=0 in an open bounded subset Ω of R ⁿ , where F is a real function which has exactly k maximum points. Using Morse theory we find that, for ε suitably small, there are at least 2k nontrivial solutions of the problem and we give some qualitative information about them. Received: October 30, 1999 Published online: December 19, 2001     

Projected Chvátal–Gomory cuts for mixed integer linear programs

Recent experiments by Fischetti and Lodi show that the first Chvátal closure of a pure integer linear program (ILP) often gives a surprisingly tight approximation of the integer hull. They optimize over the first Chvátal closure by modeling the Chvátal–Gomory (CG) separation problem as a mixed integer linear program (MILP) which is then solved by a general- purpose MILP solver. Unfortunately, this approach does not extend immediately to the Gomory mixed integer (GMI) closure of an MILP, since the GMI separation problem involves the solution of a nonlinear mixed integer program or a parametric MILP. In this paper we introduce a projected version of the CG cuts, and study their practical effectiveness for MILP problems. The idea is to project first the linear programming relaxation of the MILP at hand onto the space of the integer variables, and then to derive Chvátal–Gomory cuts for the projected polyhedron. Though theoretically dominated by GMI cuts, projected CG cuts have the advantage of producing a separation model very similar to the one introduced by Fischetti and Lodi, which can typically be solved in a reasonable amount of computing time. Gérard Cornuéjols was supported in part by NSF grant DMI-0352885, ONR grant N00014-03-1-0188, and ANR grant BLAN 06-1-138894. Matteo Fischetti was supported in part by the EU projects ADONET (contract n. MRTN-CT-2003-504438) and ARRIVAL (contract n. FP6-021235-2). Andrea Lodi was supported in part by the EU projects ADONET (contract n. MRTN-CT-2003-504438) and ARRIVAL (contract n. FP6-021235-2).     

On the separation of split cuts and related inequalities

 The split cuts of Cook, Kannan and Schrijver are general-purpose valid inequalities for integer programming which include a variety of other well-known cuts as special cases. To detect violated split cuts, one has to solve the associated separation problem. The complexity of split cut separation was recently cited as an open problem by Cornuéjols & Li CL01. In this paper we settle this question by proving strong 𝒩𝒫-completeness of separation for split cuts. As a by-product we also show 𝒩𝒫-completeness of separation for several other classes of inequalities, including the MIR-inequalities of Nemhauser and Wolsey and some new inequalities which we call balanced split cuts and binary split cuts. We also strengthen 𝒩𝒫-completeness results of Caprara & Fischetti CF96 (for -cuts) and Eisenbrand E99 (for Chvátal-Gomory cuts). To compensate for this bleak picture, we also give a positive result for the Symmetric Travelling Salesman Problem. We show how to separate in polynomial time over a class of split cuts which includes all comb inequalities with a fixed handle. Received: October 23, 2000 / Accepted: October 03, 2001 Published online: September 5, 2002 Key words. cutting planes – separation – complexity – travelling salesman problem – comb inequalities     

An infeasible-interior-point potential-reduction algorithm for linear programming

n . The method is based on Rockafellar’s proximal point algorithm and a cutting-plane technique. At each step, we use an approximate proximal point p^a(x_k) of x_k to define a v_k∈∂_εkf(p^a(x_k)) with ε_k≤α∥v_k∥, where α is a constant. The method monitors the reduction in the value of ∥v_k∥ to identify when a line search on f should be used. The quasi-Newton step is used to reduce the value of ∥v_k∥. Without the differentiability of f, the method converges globally and the rate of convergence is Q-linear. Superlinear convergence is also discussed to extend the characterization result of Dennis and Moré. Numerical results show the good performance of the method. Received October 3, 1995 / Revised version received August 20, 1998 Published online January 20, 1999     

Approximating the complexity measure of Vavasis-Ye algorithm is NP-hard

Given an m×n integer matrix A of full row rank, we consider the problem of computing the maximum of ∥B ^-1 A∥₂ where B varies over all bases of A. This quantity appears in various places in the mathematical programming literature. More recently, logarithm of this number was the determining factor in the complexity bound of Vavasis and Ye’s primal-dual interior-point algorithm. We prove that the problem of approximating this maximum norm, even within an exponential (in the dimension of A) factor, is NP-hard. Our proof is based on a closely related result of L. Khachiyan [1]. Received November 13, 1998 / Revised version received January 20, 1999? Published online May 12, 1999     

Convergence and efficiency of subgradient methods for quasiconvex minimization

We study a general subgradient projection method for minimizing a quasiconvex objective subject to a convex set constraint in a Hilbert space. Our setting is very general: the objective is only upper semicontinuous on its domain, which need not be open, and various subdifferentials may be used. We extend previous results by proving convergence in objective values and to the generalized solution set for classical stepsizes t _k →0, ∑t _k =∞, and weak or strong convergence of the iterates to a solution for {t _k }∈ℓ₂∖ℓ₁ under mild regularity conditions. For bounded constraint sets and suitable stepsizes, the method finds ε-solutions with an efficiency estimate of O(ε^-2), thus being optimal in the sense of Nemirovskii. Received: October 4, 1998 / Accepted: July 24, 2000?Published online January 17, 2001     

Some characterizations and properties of the “distance to ill-posedness” and the condition measure of a conic linear system

A conic linear system is a system of the form?P(d): find x that solves b - Ax∈C _Y , x∈C _X ,? where C _X and C _Y are closed convex cones, and the data for the system is d=(A,b). This system is“well-posed” to the extent that (small) changes in the data (A,b) do not alter the status of the system (the system remains solvable or not). Renegar defined the “distance to ill-posedness”, ρ(d), to be the smallest change in the data Δd=(ΔA,Δb) for which the system P(d+Δd) is “ill-posed”, i.e., d+Δd is in the intersection of the closure of feasible and infeasible instances d’=(A’,b’) of P(·). Renegar also defined the “condition measure” of the data instance d as C(d):=∥d∥/ρ(d), and showed that this measure is a natural extension of the familiar condition measure associated with systems of linear equations. This study presents two categories of results related to ρ(d), the distance to ill-posedness, and C(d), the condition measure of d. The first category of results involves the approximation of ρ(d) as the optimal value of certain mathematical programs. We present ten different mathematical programs each of whose optimal values provides an approximation of ρ(d) to within certain constants, depending on whether P(d) is feasible or not, and where the constants depend on properties of the cones and the norms used. The second category of results involves the existence of certain inscribed and intersecting balls involving the feasible region of P(d) or the feasible region of its alternative system, in the spirit of the ellipsoid algorithm. These results roughly state that the feasible region of P(d) (or its alternative system when P(d) is not feasible) will contain a ball of radius r that is itself no more than a distance R from the origin, where the ratio R/r satisfies R/r≤c ₁ C(d), and such that r≥ and R≤c ₃ C(d), where c ₁,c ₂,c ₃ are constants that depend only on properties of the cones and the norms used. Therefore the condition measure C(d) is a relevant tool in proving the existence of an inscribed ball in the feasible region of P(d) that is not too far from the origin and whose radius is not too small. Received November 2, 1995 / Revised version received June 26, 1998?Published online May 12, 1999     

On the chromatic polynomial of a graph

Let P(G,λ) be the chromatic polynomial of a graph G with n vertices, independence number α and clique number ω. We show that for every λ≥n, ()^α≤≤ () ^{n −ω}. We characterize the graphs that yield the lower bound or the upper bound.?These results give new bounds on the mean colour number μ(G) of G: n− (n−ω)() ^{n −ω}≤μ(G)≤n−α() ^α. Received: December 12, 2000 / Accepted: October 18, 2001?Published online February 14, 2002     

On semidefinite linear complementarity problems

Given a linear transformation L:? ⁿ →? ⁿ and a matrix Q∈? ⁿ , where ? ⁿ is the space of all symmetric real n×n matrices, we consider the semidefinite linear complementarity problem SDLCP(L,? ⁿ ₊,Q) over the cone ? ⁿ ₊ of symmetric n×n positive semidefinite matrices. For such problems, we introduce the P-property and its variants, Q- and GUS-properties. For a matrix A∈R ^n×n , we consider the linear transformation L _A :? ⁿ →? ⁿ defined by L _A (X):=AX+XA ^T and show that the P- and Q-properties for L _A are equivalent to A being positive stable, i.e., real parts of eigenvalues of A are positive. As a special case of this equivalence, we deduce a theorem of Lyapunov. Received: March 1999 / Accepted: November 1999?Published online April 20, 2000     

Differential operators associated with zonal polynomials. I

Summary Associated with each zonal polynomial,C _k(S), of a symmetric matrixS, we define a differential operator ∂_k, having the basic property that ∂_kC_λδ_kλ, δ being Kronecker's delta, whenever κ and λ are partitions of the non-negative integerk. Using these operators, we solve the problems of determining the coefficients in the expansion of (i) the product of two zonal polynomials as a series of zonal polynomials, and (ii) the zonal polynomial of the direct sum,S⊕T, of two symmetric matricesS andT, in terms of the zonal polynomials ofS andT. We also consider the problem of expanding an arbitrary homogeneous symmetric polynomial,P(S) in a series of zonal polynomials. Further, these operators are used to derive identities expressing the doubly generalised binomial coefficients ( _P ^λ ),P(S) being a monomial in the power sums of the latent roots ofS, in terms of the coefficients of the zonal polynomials, and from these, various results are obtained.