The general routing problem polyhedron: Facets from the RPP and GTSP polyhedra

In this paper we study the polyhedron associated with the General Routing Problem (GRP). This problem, first introduced by Orloff in 1974, is a generalization of both the Rural Postman Problem (RPP) and the Graphical Traveling Salesman Problem (GTSP) and, thus, is NP -hard. We describe a formulation of the problem such that from every non-trivial facet-inducing inequality for the RPP and GTSP polyhedra, we obtain facet-inducing inequalities for the GRP polyhedron. We describe a new family of facet-inducing inequalities for the GRP, the honeycomb constraints, which seem to be very useful for solving GRP and RPP instances. Finally, new classes of facets obtained by composition of facet-inducing inequalities are presented.     

Multi-depot Multiple TSP: a polyhedral study and computational results

We study the Multi-Depot Multiple Traveling Salesman Problem (MDMTSP), which is a variant of the very well-known Traveling Salesman Problem (TSP). In the MDMTSP an unlimited number of salesmen have to visit a set of customers using routes that can be based on a subset of available depots. The MDMTSP is an NP-hard problem because it includes the TSP as a particular case when the distances satisfy the triangular inequality. The problem has some real applications and is closely related to other important multi-depot routing problems, like the Multi-Depot Vehicle Routing Problem and the Location Routing Problem. We present an integer linear formulation for the MDMTSP and strengthen it with the introduction of several families of valid inequalities. Certain facet-inducing inequalities for the TSP polyhedron can be used to derive facet-inducing inequalities for the MDMTSP. Furthermore, several inequalities that are specific to the MDMTSP are also studied and proved to be facet-inducing. The partial knowledge of the polyhedron has been used to implement a Branch-and-Cut algorithm in which the new inequalities have been shown to be very effective. Computational results show that instances involving up to 255 customers and 25 possible depots can be solved optimally using the proposed methodology.     

On the graphical relaxation of the symmetric traveling salesman polytope

The Graphical Traveling Salesman Polyhedron (GTSP) has been proposed by Naddef and Rinaldi to be viewed as a relaxation of the Symmetric Traveling Salesman Polytope (STSP). It has also been employed by Applegate, Bixby, Chvátal, and Cook for solving the latter to optimality by the branch-and-cut method. There is a close natural connection between the two polyhedra. Until now, it was not known whether there are facets in TT-form of the GTSP polyhedron which are not facets of the STSP polytope as well. In this paper we give an affirmative answer to this question for n ≥ 9. We provide a general method for proving the existence of such facets, at the core of which lies the construction of a continuous curve on a polyhedron. This curve starts in a vertex, walks along edges, and ends in a vertex not adjacent to the starting vertex. Thus there must have been a third vertex on the way.      

The precedence-constrained asymmetric traveling salesman polytope

Many applications of the traveling salesman problem require the introduction of additional constraints. One of the most frequently occurring classes of such constraints are those requiring that certain cities be visited before others (precedence constraints). In this paper we study the Precedence-Constrained Asymmetric Traveling Salesman (PCATS) polytope, i.e. the convex hull of incidence vectors of tours in a precedence-constrained directed graph. We derive several families of valid inequalities, and give polynomial time separation algorithms for important subfamilies. We then establish the dimension of the PCATS polytope and show that, under reasonable assumptions, the two main classes of inequalities derived are facet inducing.An early version of this paper was presented at the Oberwolfach Conference on Combinatorial Optimization in January 1991. This research was supported in part by the National Science Foundation, Grant #DDM-8901495 and the Office of Naval Research through Contract N00014-85-K-0198.Corresponding author.The work of this author was supported by MURST, Italy.     

The graphical relaxation: A new framework for the symmetric traveling salesman polytope

A present trend in the study of theSymmetric Traveling Salesman Polytope (STSP(n)) is to use, as a relaxation of the polytope, thegraphical relaxation (GTSP(n)) rather than the traditionalmonotone relaxation which seems to have attained its limits. In this paper, we show the very close relationship between STSP(n) and GTSP(n). In particular, we prove that every non-trivial facet of STSP(n) is the intersection ofn + 1 facets of GTSP(n),n of which are defined by the degree inequalities. This fact permits us to define a standard form for the facet-defining inequalities for STSP(n), that we calltight triangular, and to devise a proof technique that can be used to show that many known facet-defining inequalities for GTSP(n) define also facets of STSP(n). In addition, we give conditions that permit to obtain facet-defining inequalities by composition of facet-defining inequalities for STSP(n) and general lifting theorems to derive facet-defining inequalities for STSP(n +k) from inequalities defining facets of STSP(n).Partially financed by P.R.C. Mathématique et Informatique.     

Lineare Charakterisierungen von Travelling Salesman Problemen

Zusammenfassung Wir betrachten die Formulierung des asymmetrischen Travelling Salesman Problems als lineares Programm und leiten mehrere Klassen neuer Ungleichungen ab, die eineschärfere Charakterisierung des Travelling Salesman Polytopen (konvexe Hülle der Touren) in Form von Ungleichungen ergeben.Es zeigt sich, daß einige der neuen Ungleichungen und auch einige der bekannten Kurzzyklus-Bedingungen tatsächlich Facetten des Travelling Salesman Polytopen sind, d.h. daß sie zu der Klasse von Ungleichungen gehören, die die konvexe Hülle aller Touren einesn-Städte Problems in eindeutiger Weise charakterisiert.

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Summary We consider the linear programming formulation of the asymmetric travelling salesman problem. Several new inequalities are stated which yield asharper characterization in terms of linear inequalities of the travelling salesman polytope, i.e. the convex hull of tours.In fact some of the new inequalities as well as some of the well-known subtour elimination constraints are indeedfacets of the travelling salesman polytope, i.e. belong to the class of inequalities that uniquely characterize the convex hull of tours to an-city problem.

     

Efficient separation routines for the symmetric traveling salesman problem II: separating multi handle inequalities

This paper is the second in a series of two papers dedicated to the separation problem in the symmetric traveling salesman polytope. The first one gave the basic ideas behind the separation procedures and applied them to the separation of Comb inequalities. We here address the problem of separating inequalities which are all, in one way or another, a generalization of Comb inequalities. These are namely clique trees, path, and ladder inequalities. Computational results are reported for the solution of instances of the TSPLib using the branch and cut framework ABACUS. Received: September 1999 / Accepted: August 2001?Published online February 14, 2002     

Efficient local search algorithms for known and new neighborhoods for the generalized traveling salesman problem

The generalized traveling salesman problem (GTSP) is a well-known combinatorial optimization problem with a host of applications. It is an extension of the Traveling Salesman Problem (TSP) where the set of cities is partitioned into so-called clusters, and the salesman has to visit every cluster exactly once.     

Efficient separation routines for the symmetric traveling salesman problem I: general tools and comb separation

This is the first of a series of two papers dedicated to efficient separation heuristics for violated inequalities in the context of solving to optimality instances of the Traveling Salesman Problem via branch-and-cut. In this paper we give the basic ideas behind these heuristics and design heuristics for comb separation. The second paper will deal with more complex inequalities such as Clique Tree, Star or Path and Ladder inequalities and give computational results. Received: September 1999 / Accepted: August 2001?Published online February 14, 2002     

Partial linear characterizations of the asymmetric travelling salesman polytope

We consider the linear programming formulation of the asymmetric travelling salesman problem. Several new inequalities are stated which yield a sharper characterization in terms of linear inequalities of the travelling salesman polytope, i.e., the convex hull of tours. In fact, some of the new inequalities as well as some of the well-known subtour elimination constraints are indeed facets of the travelling salesman polytope, i.e., belong to the class of inequalities that uniquely characterize the convex hull of tours to an-city problem.     

A Branch-and-Cut Algorithm for the Median-Path Problem

The Median-Path problem consists of locating a st-path on a network, minimizing a function of two parameters: accessibility to the path and total cost of the path. Applications of this problem can be found in transportation planning, water resource management and fluid transportation. A problem formulation based on Subtour and Variable Upper Bound (VUB) inequalities was proposed in the seminal paper by (Current, Revelle and Cohon, 1989). In this paper we introduce a tighter formulation, based on a new family of valid inequalities, named Lifted Subtour inequalities, that are proved to be facet-defining. For the class of Lifted Subtour inequalities we propose a polynomial separation algorithm. Then we introduce more families of valid inequalities derived by investigating the relation to the Asymmetric Traveling Salesman Problem (ATSP) polytope and to the Stable Set polytope. These results are used to develop a Branch-and-Cut algorithm that enables us to solve to optimality small and medium size instances in less than 2 hours of CPU time on a workstation.     

On the symmetric travelling salesman problem I: Inequalities

We investigate several classes of inequalities for the symmetric travelling salesman problem with respect to their facet-defining properties for the associated polytope. A new class of inequalities called comb inequalities is derived and their number shown to grow much faster with the number of cities than the exponentially growing number of subtour-elimination constraints. The dimension of the travelling salesman polytope is calculated and several inequalities are shown to define facets of the polytope. In part II (On the travelling salesman problem II: Lifting theorems and facets) we prove that all subtour-elimination and all comb inequalities define facets of the symmetric travelling salesman polytope.     

A note on the relationship between the graphical traveling salesman polyhedron, the Symmetric Traveling Salesman Polytope, and the metric cone

In this short communication, we observe that the Graphical Traveling Salesman Polyhedron is the intersection of the positive orthant with the Minkowski sum of the Symmetric Traveling Salesman Polytope and the polar of the metric cone. This follows almost trivially from known facts. There are nonetheless two reasons why we find this observation worth communicating: It is very surprising; it helps us understand the relationship between these two important families of polyhedra.     

A Tabu Search Approach for the Prize Collecting Traveling Salesman Problem

The Prize Collecting Traveling Salesman Problem is a generalization of the Traveling Salesman Problem. A salesman collects a prize for each visited city and pays a penalty for each non visited city. The objective is to minimize the sum of the travel costs and penalties, but collecting a minimum pre-established amount of prizes. This problem is here addressed by a simple, but efficient tabu search approach which had improved several upper bounds of the considered instances.     

Restricted 2-factor polytopes

The optimal k-restricted 2-factor problem consists of finding, in a complete undirected graph K _n , a minimum cost 2-factor (subgraph having degree 2 at every node) with all components having more than k nodes. The problem is a relaxation of the well-known symmetric travelling salesman problem, and is equivalent to it when ≤k≤n−1. We study the k-restricted 2-factor polytope. We present a large class of valid inequalities, called bipartition inequalities, and describe some of their properties; some of these results are new even for the travelling salesman polytope. For the case k=3, the triangle-free 2-factor polytope, we derive a necessary and sufficient condition for such inequalities to be facet inducing. Received March 4, 1997 / Revised version received September 7, 1998?Published online November 9, 1999     

The symmetric quadratic traveling salesman problem

In the quadratic traveling salesman problem a cost is associated with any three nodes traversed in succession. This structure arises, e.g., if the succession of two edges represents energetic conformations, a change of direction or a possible change of transportation means. In the symmetric case, costs do not depend on the direction of traversal. We study the polyhedral structure of a linearized integer programming formulation of the symmetric quadratic traveling salesman problem. Our constructive approach for establishing the dimension of the underlying polyhedron is rather involved but offers a generic path towards proving facetness of several classes of valid inequalities. We establish relations to facets of the Boolean quadric polytope, exhibit new classes of polynomial time separable facet defining inequalities that exclude conflicting configurations of edges, and provide a generic strengthening approach for lifting valid inequalities of the usual traveling salesman problem to stronger valid inequalities for the symmetric quadratic traveling salesman problem. Applying this strengthening to subtour elimination constraints gives rise to facet defining inequalities, but finding a maximally violated inequality among these is NP-complete. For the simplest comb inequality with three teeth the strengthening is no longer sufficient to obtain a facet. Preliminary computational results indicate that the new cutting planes may help to considerably improve the quality of the root relaxation in some important applications.     

New formulation for the high multiplicity asymmetric traveling salesman problem with application to the Chesapeake problem

This paper presents a new model for a special type of traveling salesman problem called the High Multiplicity Asymmetric Traveling Salesman Problem (HMATSP). The formulation adopts a flow-based subtour elimination structure and establishes its validity for this problem. Also, we present computational results to demonstrate the efficacy of our modeling approach. The model is then incorporated as a substructure in a formulation for the lot-sizing problem involving parallel machines and sequence-dependent setup costs, also known as the Chesapeake Problem, and related test problems are solved to optimality for the first time in the literature.     

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.     

The domino inequalities: facets for the symmetric traveling salesman polytope

Adam Letchford defines in [4] the Domino Parity inequalities for the Symmetric Traveling Salesman Polytope (STSP) and gives a polynomial algorithm for the separation of such constraints when the support graph is planar, generalizing a result of Fleischer and Tardos [2] for maximally violated comb inequalities. Naddef in [5] gives a set of necessary conditions for such inequalities to be facet defining for the STSP. These conditions lead to the Domino inequalities and it is shown in [5] that one does not lose any facet inducing inequality restricting the Domino Parity inequalities to Domino inequalities, except maybe for some very particular case. We prove here that all the domino inequalities are facet inducing for the STSP, settling the conjecture given in [5]. As a by product we will also have a complete proof that the comb inequalities are facet inducing. Mathematics Subject Classification (2000):Main 90C57, secondary 90C27     

A distributed exact algorithm for the multiple resource constrained sequencing problem

Sequencing problems arise in the context of process scheduling both in isolation and as subproblems for general scenarios. Such sequencing problems can often be posed as an extension of the Traveling Salesman Problem. We present an exact parallel branch and bound algorithm for solving the Multiple Resource Constrained Traveling Salesman Problem (MRCTSP), which provides a platform for addressing a variety of process sequencing problems. The algorithm is based on a linear programming relaxation that incorporates two families of inequalities via cutting plane techniques. Computational results show that the lower bounds provided by this method are strong for the types of problem generators that we considered as well as for some industrially derived sequencing instances. The branch and bound algorithm is parallelized using the processor workshop model on a network of workstations connected via Ethernet. Results are presented for instances with up to 75 cities, 3 resource constraints, and 8 workstations.