A note on the integrality gap of an ILP formulation for the periodic maintenance problem

We address the integrality gap of the integer linear program introduced by Grigoriev et al. (2006) [3] for the periodic maintenance problem. We prove that the integrality gap of this program is bounded by a constant.     

Integrality gaps for colorful matchings

We study the integrality gap of the natural linear programming relaxation for the Bounded Color Matching (BCM) problem. We provide several families of instances and establish lower bounds on their integrality gaps and we study how the Sherali–Adams “lift-and-project” technique behaves on these instances. We complement these results by showing that if we exclude certain simple sub-structures from our input graphs, then the integrality gap of the natural linear formulation strictly improves. To prove this, we adapt for our purposes the results of Füredi (1981). We further leverage this to show upper bounds on the performance of the Sherali–Adams hierarchy when applied to the natural LP relaxation of the BCM problem.     

A Cut and Branch Approach for the Capacitated <Emphasis Type="Italic">p</Emphasis>-Median Problem Based on Fenchel Cutting Planes

The capacitated p-median problem (CPMP) consists of finding p nodes (the median nodes) minimizing the total distance to the other nodes of the graph, with the constraint that the total demand of the nodes assigned to each median does not exceed its given capacity. In this paper we propose a cutting plane algorithm, based on Fenchel cuts, which allows us to considerably reduce the integrality gap of hard CPMP instances. The formulation strengthened with Fenchel cuts is solved by a commercial MIP solver. Computational results show that this approach is effective in solving hard instances or considerably reducing their integrality gap.      

New geometry-inspired relaxations and algorithms for the metric Steiner tree problem

Determining the integrality gap of the bidirected cut relaxation for the metric Steiner tree problem, and exploiting it algorithmically, is a long-standing open problem. We use geometry to define an LP whose dual is equivalent to this relaxation. This opens up the possibility of using the primal-dual schema in a geometric setting for designing an algorithm for this problem. Using this approach, we obtain a 4/3 factor algorithm and integrality gap bound for the case of quasi-bipartite graphs; the previous best integrality gap upper bound being 3/2 (Rajagopalan and Vazirani in On the bidirected cut relaxation for the metric Steiner tree problem, 1999). We also obtain a factor \({\sqrt{2}}\) strongly polynomial algorithm for this class of graphs. A key difficulty experienced by researchers in working with the bidirected cut relaxation was that any reasonable dual growth procedure produces extremely unwieldy dual solutions. A new algorithmic idea helps finesse this difficulty—that of reducing the cost of certain edges and constructing the dual in this altered instance—and this idea can be extracted into a new technique for running the primal-dual schema in the setting of approximation algorithms.     

On the Held-Karp relaxation for the asymmetric and symmetric traveling salesman problems

A long-standing conjecture in combinatorial optimization says that the integrality gap of the famous Held-Karp relaxation of the metric STSP (Symmetric Traveling Salesman Problem) is precisely 4/3. In this paper, we show that a slight strengthening of this conjecture implies a tight 4/3 integrality gap for a linear programming relaxation of the metric ATSP (Asymmetric Traveling Salesman Problem). Our main tools are a new characterization of the integrality gap for linear objective functions over polyhedra, and the isolation of hard-to-round solutions of the relaxations.     

A simple LP relaxation for the asymmetric traveling salesman problem

It is a long-standing open question in combinatorial optimization whether the integrality gap of the subtour linear program relaxation (subtour LP) for the asymmetric traveling salesman problem (ATSP) is a constant. The study on the structure of this linear program is important and extensive. In this paper, we give a new and simpler LP relaxation for the ATSP. Our linear program consists of a single type of constraints that combine both the subtour elimination and the degree constraints in the traditional subtour LP. As a result, we obtain a much simpler relaxation. In particular, it is shown that the extreme solutions of our program have at most 2n ? 2 non-zero variables, improving the bound 3n ? 2, proved by Vempala and Yannakakis, for the ones obtained by the subtour LP. Nevertheless, the integrality gap of the new linear program is larger than that of the traditional subtour LP by at most a constant factor.     

A note on the integrality gap of cutting and skiving stock instances

4OR - In this paper, we consider the (additive integrality) gap of the cutting stock problem (CSP) and the skiving stock problem (SSP). Formally, the gap is defined as the difference between the...     

Compression bounds for Lipschitz maps from the Heisenberg group to <Emphasis Type="Italic">L</Emphasis><Subscript>1</Subscript>

We prove a quantitative bi-Lipschitz non-embedding theorem for the Heisenberg group with its Carnot–Carathéodory metric and apply it to give a lower bound on the integrality gap of the Goemans–Linial semidefinite relaxation of the sparsest cut problem.     

Practical strategies for generating rank-1 split cuts in mixed-integer linear programming

In this paper we propose practical strategies for generating split cuts, by considering integer linear combinations of the rows of the optimal simplex tableau, and deriving the corresponding Gomory mixed-integer cuts; potentially, we can generate a huge number of cuts. A key idea is to select subsets of variables, and cut deeply in the space of these variables. We show that variables with small reduced cost are good candidates for this purpose, yielding cuts that close a larger integrality gap. An extensive computational evaluation of these cuts points to the following two conclusions. The first is that our rank-1 cuts improve significantly on existing split cut generators (Gomory cuts from single tableau rows, MIR, Reduce-and-Split, Lift-and-Project, Flow and Knapsack cover): on MIPLIB instances, these generators close 24% of the integrality gap on average; adding our cuts yields an additional 5%. The second conclusion is that, when incorporated in a Branch-and-Cut framework, these new cuts can improve computing time on difficult instances.     

The Maximum Flow Network Interdiction Problem: Valid inequalities, integrality gaps, and approximability

We present two classes of polynomially separable valid inequalities for the Maximum Flow Network Interdiction Problem. We prove that the integrality gap of the standard integer program is not bounded by a constant, even when strengthened by our valid inequalities. Finally, we provide an approximation-factor-preserving reduction from a simpler interdiction problem.     

A Lower Bound On The Integrality Gap For Minimum Multicut In Directed Networks

Given a directed edge-weighted graph and k source-sink pairs, the Minimum Directed Multicut Problem is to find an edge subset with minimal weight, that separates each source-sink pair. Determining the minimum multicut in directed or undirected graphs is NP-hard. The fractional version of the minimum multicut problem is dual to the maximum multicommodity flow problem. The integrality gap for an instance of this problem is the ratio of the minimum weight multicut to the minimum weight fractional multicut; trivially this gap is always at least 1 and it is easy to show that it is at most k. In the analogous problem for undirected graphs this upper bound was improved to O(log k).In this paper, for each k an explicit family of examples is presented each with k source-sink pairs for which the integrality gap can be made arbitrarily close to k. This shows that for directed graphs, the trivial upper bound of k can not be improved.* This work was supported in part by NSF grant CCR-9700239 and by DIMACS. This work was done while a postdoctoral fellow at DIMACS.     

A cut-and-solve based algorithm for the single-source capacitated facility location problem

In this paper, we present a cut-and-solve (CS) based exact algorithm for the Single Source Capacitated Facility Location Problem (SSCFLP). At each level of CS’s branching tree, it has only two nodes, corresponding to the Sparse Problem (SP) and the Dense Problem (DP), respectively. The SP, whose solution space is relatively small with the values of some variables fixed to zero, is solved to optimality by using a commercial MIP solver and its solution if it exists provides an upper bound to the SSCFLP. Meanwhile, the resolution of the LP of DP provides a lower bound for the SSCFLP. A cutting plane method which combines the lifted cover inequalities and Fenchel cutting planes to separate the 0–1 knapsack polytopes is applied to strengthen the lower bound of SSCFLP and that of DP. These lower bounds are further tightened with a partial integrality strategy. Numerical tests on benchmark instances demonstrate the effectiveness of the proposed cutting plane algorithm and the partial integrality strategy in reducing integrality gap and the effectiveness of the CS approach in searching an optimal solution in a reasonable time. Computational results on large sized instances are also presented.     

A computational study of the cutting plane tree algorithm for general mixed-integer linear programs

The cutting plane tree algorithm provides a finite procedure for solving general mixed-integer linear programs with bounded integer variables. The computational evidence provided in this work illustrates that this algorithm is powerful enough to close a significant fraction of the integrality gap for moderately sized MIPLIB instances.     

Integer plane multiflow maximisation: one-quarter-approximation and gaps

Mathematical Programming - In this paper, we bound the integrality gap and the approximation ratio for maximum plane multiflow problems and deduce bounds on the flow-multicut-gap. We consider...     

Minimizing the sum of weighted completion times in a concurrent open shop

We study minimizing the sum of weighted completion times in a concurrent open shop. We give a primal-dual 2-approximation algorithm for this problem. We also show that several natural linear programming relaxations for this problem have an integrality gap of 2. Finally, we show that this problem is inapproximable within a factor strictly less than 6/5 if P≠NP, or strictly less than 4/3 if the Unique Games Conjecture also holds.     

Testing additive integrality gaps

We consider the problem of testing whether the maximum additive integrality gap of a family of integer programs in standard form is bounded by a given constant. This can be viewed as a generalization of the integer rounding property, which can be tested in polynomial time if the number of constraints is fixed. It turns out that this generalization is NP-hard even if the number of constraints is fixed. However, if, in addition, the objective is the all-one vector, then one can test in polynomial time whether the additive gap is bounded by a constant.     

On linear and semidefinite programming relaxations for hypergraph matching

The hypergraph matching problem is to find a largest collection of disjoint hyperedges in a hypergraph. This is a well-studied problem in combinatorial optimization and graph theory with various applications. The best known approximation algorithms for this problem are all local search algorithms. In this paper we analyze different linear and semidefinite programming relaxations for the hypergraph matching problem, and study their connections to the local search method. Our main results are the following:

We consider the standard linear programming relaxation of the problem. We provide an algorithmic proof of a result of Füredi, Kahn and Seymour, showing that the integrality gap is exactly ${k-1+\frac{1}{k}}$ for k-uniform hypergraphs, and is exactly k ? 1 for k-partite hypergraphs. This yields an improved approximation algorithm for the weighted 3-dimensional matching problem. Our algorithm combines the use of the iterative rounding method and the fractional local ratio method, showing a new way to round linear programming solutions for packing problems.

We study the strengthening of the standard LP relaxation by local constraints. We show that, even after linear number of rounds of the Sherali-Adams lift-and-project procedure on the standard LP relaxation, there are k-uniform hypergraphs with integrality gap at least k ? 2. On the other hand, we prove that for every constant k, there is a strengthening of the standard LP relaxation by only a polynomial number of constraints, with integrality gap at most ${\frac{k+1}{2}}$ for k-uniform hypergraphs. The construction uses a result in extremal combinatorics.

We consider the standard semidefinite programming relaxation of the problem. We prove that the Lovász ${\vartheta}$ -function provides an SDP relaxation with integrality gap at most ${\frac{k+1}{2}}$ . The proof gives an indirect way (not by a rounding algorithm) to bound the ratio between any local optimal solution and any optimal SDP solution. This shows a new connection between local search and linear and semidefinite programming relaxations.

     

Edge disjoint paths and max integral multiflow/min multicut theorems in planar graphs

We generalize all the results obtained for integer multiflow and multicut problems in trees by Garg et al. [N. Garg, V.V. Vazirani and M. Yannakakis, Primal-dual approximation algorithms for integral flow and multicut in trees. Algorithmica 18 (1997) 3–20] to planar graphs with a fixed number of faces, although other classical generalizations do not lead to such results. We also introduce the class of k-edge-outerplanar graphs and bound the integrality gap for the maximum edge-disjoint paths problem in these graphs.     

A knapsack intersection hierarchy

We introduce a knapsack intersection hierarchy for strengthening linear programming relaxations of packing integer programs. In level t of the hierarchy, all valid cuts are added for the integer hull of the intersection of all t-row relaxations. This model captures the maximum possible strength of t-row cuts, an approach often used by solvers for small t. We investigate the integrality gap of the strengthened formulations on the all-or-nothing flow problem in trees (also called unsplittable flow on trees).     

Topological bounds on the dimension of orthogonal representations of graphs

An orthogonal representation of a graph is an assignment of nonzero real vectors to its vertices such that distinct non-adjacent vertices are assigned to orthogonal vectors. We prove general lower bounds on the dimension of orthogonal representations of graphs using the Borsuk–Ulam theorem from algebraic topology. Our bounds strengthen the Kneser conjecture, proved by Lovász in 1978, and some of its extensions due to Bárány, Schrijver, Dol’nikov, and Kriz. As applications, we determine the integrality gap of fractional upper bounds on the Shannon capacity of graphs and the quantum one-round communication complexity of certain promise equality problems.