Cut problems in graphs with a budget constraint

We study budgeted variants of classical cut problems: the Multiway Cut problem, the Multicut problem, and the k-Cut problem, and provide approximation algorithms for these problems. Specifically, for the budgeted multiway cut and the k-cut problems we provide constant factor approximation algorithms. We show that the budgeted multicut problem is at least as hard to approximate as the sparsest cut problem, and we provide a bi-criteria approximation algorithm for it.     

A deep cut ellipsoid algorithm for convex programming: Theory and applications

This paper proposes a deep cut version of the ellipsoid algorithm for solving a general class of continuous convex programming problems. In each step the algorithm does not require more computational effort to construct these deep cuts than its corresponding central cut version. Rules that prevent some of the numerical instabilities and theoretical drawbacks usually associated with the algorithm are also provided. Moreover, for a large class of convex programs a simple proof of its rate of convergence is given and the relation with previously known results is discussed. Finally some computational results of the deep and central cut version of the algorithm applied to a min—max stochastic queue location problem are reported.Author on leave from D.E.I.O. (Universidade de Lisboa, Portugal). This research was supported by J.N.I.C.T. (Portugal) under contract number BD/631/90-RM.     

An algorithm of the method of difference potentials for domains with cuts

The method of Difference Potentials (DPM) is applied to solving a Dirichlet problem for the Laplace equation in a square with a cut. The DPM approach has been modified to achieve a more efficient numerical algorithm with respect to computational time. The considered problem can be a prototype for other problems formulated in domains with cuts including elastic problems related to cracks.     

Cutting plane versus compact formulations for uncertain (integer) linear programs

Robustness is about reducing the feasible set of a given nominal optimization problem by cutting ??risky?? solutions away. To this end, the most popular approach in the literature is to extend the nominal model with a polynomial number of additional variables and constraints, so as to obtain its robust counterpart. Robustness can also be enforced by adding a possibly exponential family of cutting planes, which typically leads to an exponential formulation where cuts have to be generated at run time. Both approaches have pros and cons, and it is not clear which is the best one when approaching a specific problem. In this paper we computationally compare the two options on some prototype problems with different characteristics. We first address robust optimization à la Bertsimas and Sim for linear programs, and show through computational experiments that a considerable speedup (up to 2 orders of magnitude) can be achieved by exploiting a dynamic cut generation scheme. For integer linear problems, instead, the compact formulation exhibits a typically better performance. We then move to a probabilistic setting and introduce the uncertain set covering problem where each column has a certain probability of disappearing, and each row has to be covered with high probability. A related uncertain graph connectivity problem is also investigated, where edges have a certain probability of failure. For both problems, compact ILP models and cutting plane solution schemes are presented and compared through extensive computational tests. The outcome is that a compact ILP formulation (if available) can be preferable because it allows for a better use of the rich arsenal of preprocessing/cut generation tools available in modern ILP solvers. For the cases where such a compact ILP formulation is not available, as in the uncertain connectivity problem, we propose a restart solution strategy and computationally show its practical effectiveness.     

A note on the sufficient initial condition ensuring the convergence of directly extended 3-block ADMM for special semidefinite programming

ABSTRACT

In this note, we consider three types of problems, H-weighted nearest correlation matrix problem and two types of important doubly non-negative semidefinite programming, derived from the binary integer quadratic programming and maximum cut problem. The dual of these three types of problems is a 3-block separable convex optimization problem with a coupling linear equation constraint. It is known that, the directly extended 3-block alternating direction method of multipliers (ADMM3d) is more efficient than many of its variants for solving these convex optimization, but its convergence is not guaranteed. By choosing initial points properly, we obtain the convergence of ADMM3d for solving the dual of these three types of problems. Furthermore, we simplify the iterative scheme of ADMM3d and show the equivalence of ADMM3d to the 2-block semi-proximal ADMM for solving the dual's reformulation, under these initial conditions.     

A primal-dual approximation algorithm for generalized steiner network problems

We present the first polynomial-time approximation algorithm for finding a minimum-cost subgraph having at least a specified number of edges in each cut. This class of problems includes, among others, the generalized Steiner network problem, also called the survivable network design problem. Ifk is the maximum cut requirement of the problem, our solution comes within a factor of 2k of optimal. Our algorithm is primal-dual and shows the importance of this technique in designing approximation algorithms.Research supported by an NSF Graduate Fellowship, DARPA contracts N00014-91-J-1698 and N00014-92-J-1799, and AT&T Bell Laboratories.Research supported in part by Air Force contract F49620-92-J-0125 and DARPA contract N00014-92-J-1799.Part of this work was done while the author was visiting AT&T Bell Laboratories and Bellcore.     

Convergent Lagrangian and domain cut method for nonlinear knapsack problems

The nonlinear knapsack problem, which has been widely studied in the OR literature, is a bounded nonlinear integer programming problem that maximizes a separable nondecreasing function subject to separable nondecreasing constraints. In this paper we develop a convergent Lagrangian and domain cut method for solving this kind of problems. The proposed method exploits the special structure of the problem by Lagrangian decomposition and dual search. The domain cut is used to eliminate the duality gap and thus to guarantee the finding of an optimal exact solution to the primal problem. The algorithm is first motivated and developed for singly constrained nonlinear knapsack problems and is then extended to multiply constrained nonlinear knapsack problems. Computational results are presented for a variety of medium- or large-size nonlinear knapsack problems. Comparison results with other existing methods are also reported.     

Stretch of an elastic plane with a lattice of straight cuts

Exact analytical solutions have been obtained for problems in the elasticity theory for a plane with a vertical lattice of straight cuts. Two main problems have been considered. In the first problem, the cut edges are free of external forces and the plane at infinity is stretched by constant external stresses and, in the second problem, the cut edges are loaded by concentrated normal forces and there are no stresses at infinity.     

A strip cut in a transversely isotropic elastic solid

The three-dimensional problems of a strip cut in a transversely isotropic elastic space, when the isotropy planes are perpendicular to the plane of the cut, are investigated using the asymptotic methods developed by Aleksandrov and his coauthors. Two cases of the location of the strip cut are considered: along the first axis of a Cartesian system of coordinates (Problem A) or along the second axis (Problem B). Assuming that the normal load, applied to the sides of the cut (normal separation friction) can be represented by a Fourier series, one-dimensional integral equations of problems A and B are obtained, the symbols of the kernels of which are independent of the number of the term of the Fourier series. A closed solution of the problem is derived for a special approximation of the kernel symbol. Regular and singular asymptotic methods are also used to solve the integral equations by introducing a dimensionless geometrical parameter, representing the ratio of the period of the applied wavy normal load to the thickness of the cut strip. The normal stress intensity factor on the strip boundary is calculated using the three methods of solving the integral equations indicated.     

Separation of partition inequalities with terminals

Given a graph with n nodes each of them having labels equal either to 1 or 2 (a node with label 2 is called a terminal), we consider the (1,2)-survivable network design problem and more precisely, the separation problem for the partition inequalities. We show that this separation problem reduces to a sequence of submodular flow problems. Based on an algorithm developed by Fujishige and Zhang the problem is reduced to a sequence of O(n⁴) minimum cut problems.     

Discrete Approximations to Continuum Optimal Flow Problems

Problems in partial differential equations with inequality constraints can be used to describe a continuum analog to various optimal flow/cut problems. While general concepts from convex optimization (like duality) carry over into continuum problems, the application of ideas and algorithms from linear programming and network flow problems is challenging. The capacity constraints are nonlinear (but convex).
In this article, we investigate a discretized version of the planar maximum flow problem that preserves the nonlinear capacity constraints of the continuum problem. The resulting finite-dimensional problem can be cast as a second-order cone programming problem or a quadratically constrained program. Good numerical results can be obtained using commercial solvers. These results are in agreement with the continuum theory of a "challenge" problem posed by Strang.     

The stochastic trim-loss problem

The cutting stock problem (CSP) is one of the most fascinating problems in operations research. The problem aims at determining the optimal plan to cut a number of parts of various length from an inventory of standard-size material so to satisfy the customers demands. The deterministic CSP ignores the uncertain nature of the demands thus typically providing recommendations that may result in overproduction or in profit loss. This paper proposes a stochastic version of the CSP which explicitly takes into account uncertainty. Using a scenario-based approach, we develop a two-stage stochastic programming formulation. The highly non-convex nature of the model together with its huge size prevent the application of standard software. We use a solution approach designed to exploit the specific problem structure. Encouraging preliminary computational results are provided.     

Global optimization for generalized geometric programming problems with discrete variables

Generalized geometric programming (GGP) problems occur frequently in engineering design and management, but most existing methods for solving GGP actually only consider continuous variables. This article presents a new branch-and-bound algorithm for globally solving GGP problems with discrete variables. For minimizing the problem, an equivalent monotonic optimization problem (P) with discrete variables is presented by exploiting the special structure of GGP. In the algorithm, the lower bounds are computed by solving ordinary linear programming problems that are derived via a linearization technique. In contrast to pure branch-and-bound methods, the algorithm can perform a domain reduction cut per iteration by using the monotonicity of problem (P), which can suppress the rapid growth of branching tree in the branch-and-bound search so that the performance of the algorithm is further improved. Computational results for several sample examples and small randomly generated problems are reported to vindicate our conclusions.     

Improved convexity cuts for lattice point problems

The generalized lattice point (GLP) problem provides a formulation that accommodates a variety of discrete alternative problems. In this paper, we show how to substantially strengthen the convexity cuts for the GLP problem. The new cuts are based on the identification ofsynthesized lattice point conditions to replace those that ordinarily define the cut. The synthesized conditions give an alternative set of hyperplanes that enlarge the convex set, thus allowing the cut to be shifted deeper into the solution space. A convenient feature of the strengthened cuts is the evidence of linking relationships by which they may be constructively generated from the original cuts. Geometric examples are given in the last section to show how the new cuts improve upon those previously proposed for the GLP problem.     

A Stochastic Minimum Cross-Entropy Method for Combinatorial Optimization and Rare-event Estimation*

We present a new method, called the minimum cross-entropy (MCE) method for approximating the optimal solution of NP-hard combinatorial optimization problems and rare-event probability estimation, which can be viewed as an alternative to the standard cross entropy (CE) method. The MCE method presents a generic adaptive stochastic version of Kull-backs classic MinxEnt method. We discuss its similarities and differences with the standard cross-entropy (CE) method and prove its convergence. We show numerically that MCE is a little more accurate than CE, but at the same time a little slower than CE. We also present a new method for trajectory generation for TSP and some related problems. We finally give some numerical results using MCE for rare-events probability estimation for simple static models, the maximal cut problem and the TSP, and point out some new areas of possible applications.AMS 2000 Subject Classification: 65C05, 60C05, 68W20, 90C59*This reseach was supported by the Israel Science Foundation (grant no 191-565).     

Continuous bottleneck tree partitioning problems

We study continuous partitioning problems on tree network spaces whose edges and nodes are points in Euclidean spaces. A continuous partition of this space into p connected components is a collection of p subtrees, such that no pair of them intersect at more than one point, and their union is the tree space. An edge-partition is a continuous partition defined by selecting p−1 cut points along the edges of the underlying tree, which is assumed to have n nodes. These cut points induce a partition into p subtrees (connected components). The objective is to minimize (maximize) the maximum (minimum) “size” of the components (the min–max (max–min) problem). When the size is the length of a subtree, the min–max and the max–min partitioning problems are NP-hard. We present O(n² log(min(p,n))) algorithms for the edge-partitioning versions of the problem. When the size is the diameter, the min–max problems coincide with the continuous p-center problem. We describe O(n log³ n) and O(n log² n) algorithms for the max–min partitioning and edge-partitioning problems, respectively, where the size is the diameter of a component.     

Algorithms for Unconstrained Two-Dimensional Guillotine Cutting

In this paper we consider the unconstrained, two-dimensional, guillotine cutting problem. This is the problem that occurs in the cutting of a number of rectangular pieces from a single large rectangle, so as to maximize the value of the pieces cut, where any cuts that are made are restricted to be guillotine cuts.We consider both the staged version of the problem (where the cutting is performed in a number of distinct stages) and the general (non-staged) version of the problem.A number of algorithms, both heuristic and optimal, based upon dynamic programming are presented. Computational results are given for large problems.     

Angular Synchronization by Eigenvectors and Semidefinite Programming

The angular synchronization problem is to obtain an accurate estimation (up to a constant additive phase) for a set of unknown angles θ(1), …, θ(n) from m noisy measurements of their offsets θ(i) - θ(j) mod 2π. Of particular interest is angle recovery in the presence of many outlier measurements that are uniformly distributed in [0, 2π) and carry no information on the true offsets. We introduce an efficient recovery algorithm for the unknown angles from the top eigenvector of a specially designed Hermitian matrix. The eigenvector method is extremely stable and succeeds even when the number of outliers is exceedingly large. For example, we successfully estimate n = 400 angles from a full set of m=(4002) offset measurements of which 90% are outliers in less than a second on a commercial laptop. The performance of the method is analyzed using random matrix theory and information theory. We discuss the relation of the synchronization problem to the combinatorial optimization problem Max-2-Lin mod L and present a semidefinite relaxation for angle recovery, drawing similarities with the Goemans-Williamson algorithm for finding the maximum cut in a weighted graph. We present extensions of the eigenvector method to other synchronization problems that involve different group structures and their applications, such as the time synchronization problem in distributed networks and the surface reconstruction problems in computer vision and optics.     

Boundary-Value Problems in a Cut Plane

We present a survey of the theory of boundary-value problems in the plane with curvilinear cuts. The problem of linear conjugation, the Riemann-Hilbert problem, and the Riemann-Hilbert-Poincare problem are considered in detail both in the classical setting and for a cut plane, with an emphasis on problems with shifts. The main focus is on the solvability conditions and index formulas in various function classes. __________ Translated from Sovremennaya Matematika i Ee Prilozheniya (Contemporary Mathematics and Its Applications), Vol. 15, Theory of Functions, 2004.     

Maximization of A convex quadratic function under linear constraints

This paper addresses itself to the maximization of a convex quadratic function subject to linear constraints. We first prove the equivalence of this problem to the associated bilinear program. Next we apply the theory of bilinear programming developed in [9] to compute a local maximum and to generate a cutting plane which eliminates a region containing that local maximum. Then we develop an iterative procedure to improve a given cut by exploiting the symmetric structure of the bilinear program. This procedure either generates a point which is strictly better than the best local maximum found, or generates a cut which is deeper (usually much deeper) than Tui's cut. Finally the results of numerical experiments on small problems are reported.