Linear Programming Relaxation
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Linear Programming Relaxation
In mathematics, the relaxation of a (mixed) integer linear program is the problem that arises by removing the integrality constraint of each variable. For example, in a 0–1 integer program, all constraints are of the form :x_i\in\. The relaxation of the original integer program instead uses a collection of linear constraints :0 \le x_i \le 1. The resulting relaxation is a linear program, hence the name. This relaxation technique transforms an NP-hard optimization problem (integer programming) into a related problem that is solvable in polynomial time (linear programming); the solution to the relaxed linear program can be used to gain information about the solution to the original integer program. Example Consider the set cover problem, the linear programming relaxation of which was first considered by Lovász in 1975. In this problem, one is given as input a family of sets ''F'' = ; the task is to find a subfamily, with as few sets as possible, having the same union as ''F ...
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Randomized Rounding
In computer science and operations research, randomized rounding is a widely used approach for designing and analyzing approximation algorithms. Many combinatorial optimization problems are computationally intractability (complexity), intractable to solve exactly (to optimality). For such problems, randomized rounding can be used to design fast (polynomial time) approximation algorithms—that is, algorithms that are guaranteed to return an approximately optimal solution given any input. The basic idea of randomized rounding is to convert an optimal solution of a linear programming relaxation, relaxation of the problem into an approximately-optimal solution to the original problem. The resulting algorithm is usually analyzed using the probabilistic method. Overview The basic approach has three steps: # Formulate the problem to be solved as an integer linear program (ILP). # Compute an optimal fractional solution x to the linear programming relaxation (LP) of the ILP. # Rou ...
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Graph Coloring
In graph theory, graph coloring is a methodic assignment of labels traditionally called "colors" to elements of a Graph (discrete mathematics), graph. The assignment is subject to certain constraints, such as that no two adjacent elements have the same color. Graph coloring is a special case of graph labeling. In its simplest form, it is a way of coloring the Vertex (graph theory), vertices of a graph such that no two adjacent vertices are of the same color; this is called a vertex coloring. Similarly, an ''edge coloring'' assigns a color to each Edge (graph theory), edges so that no two adjacent edges are of the same color, and a face coloring of a planar graph assigns a color to each Face (graph theory), face (or region) so that no two faces that share a boundary have the same color. Vertex coloring is often used to introduce graph coloring problems, since other coloring problems can be transformed into a vertex coloring instance. For example, an edge coloring of a graph is just ...
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Fractional Coloring
Fractional coloring is a topic in a branch of graph theory known as fractional graph theory. It is a generalization of ordinary graph coloring. In a traditional graph coloring, each vertex in a graph is assigned some color, and adjacent vertices — those connected by edges — must be assigned different colors. In a fractional coloring however, a ''set'' of colors is assigned to each vertex of a graph. The requirement about adjacent vertices still holds, so if two vertices are joined by an edge, they must have no colors in common. Fractional graph coloring can be viewed as the linear programming relaxation of traditional graph coloring. Indeed, fractional coloring problems are much more amenable to a linear programming approach than traditional coloring problems. Definitions A ''b''-fold coloring of a graph ''G'' is an assignment of sets of size ''b'' to vertices of a graph such that adjacent vertices receive disjoint sets. An ''a'':''b''-coloring is a ''b''-fold coloring out ...
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Branch And Cut
Branch and cut is a method of combinatorial optimization for solving integer linear programs (ILPs), that is, linear programming (LP) problems where some or all the unknowns are restricted to integer values. Branch and cut involves running a branch and bound algorithm and using cutting planes to tighten the linear programming relaxations. Note that if cuts are only used to tighten the initial LP relaxation, the algorithm is called cut and branch. Algorithm This description assumes the ILP is a maximization problem. The method solves the linear program without the integer constraint using the regular simplex algorithm. When an optimal solution is obtained, and this solution has a non-integer value for a variable that is supposed to be integer, a cutting plane algorithm may be used to find further linear constraints which are satisfied by all feasible integer points but violated by the current fractional solution. These inequalities may be added to the linear program, such tha ...
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Polyhedral Combinatorics
Polyhedral combinatorics is a branch of mathematics, within combinatorics and discrete geometry, that studies the problems of counting and describing the faces of convex polyhedra and higher-dimensional convex polytopes. Research in polyhedral combinatorics falls into two distinct areas. Mathematicians in this area study the combinatorics Combinatorics is an area of mathematics primarily concerned with counting, both as a means and as an end to obtaining results, and certain properties of finite structures. It is closely related to many other areas of mathematics and has many ... of polytopes; for instance, they seek inequality (mathematics), inequalities that describe the relations between the numbers of vertex (geometry), vertices, edge (geometry), edges, and faces of higher dimensions in arbitrary polytopes or in certain important subclasses of polytopes, and study other combinatorial properties of polytopes such as their Connectivity (graph theory), connectivity and dia ...
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Traveling Salesman Problem
In the theory of computational complexity, the travelling salesman problem (TSP) asks the following question: "Given a list of cities and the distances between each pair of cities, what is the shortest possible route that visits each city exactly once and returns to the origin city?" It is an NP-hard problem in combinatorial optimization, important in theoretical computer science and operations research. The travelling purchaser problem, the vehicle routing problem and the ring star problem are three generalizations of TSP. The decision version of the TSP (where given a length ''L'', the task is to decide whether the graph has a tour whose length is at most ''L'') belongs to the class of NP-complete problems. Thus, it is possible that the worst-case running time for any algorithm for the TSP increases superpolynomially (but no more than exponentially) with the number of cities. The problem was first formulated in 1930 and is one of the most intensively studied problems ...
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Cutting-plane Method
In mathematical optimization, the cutting-plane method is any of a variety of optimization methods that iteratively refine a feasible set or objective function by means of linear inequalities, termed ''cuts''. Such procedures are commonly used to find integer solutions to mixed integer linear programming (MILP) problems, as well as to solve general, not necessarily differentiable convex optimization problems. The use of cutting planes to solve MILP was introduced by Ralph E. Gomory. Cutting plane methods for MILP work by solving a non-integer linear program, the linear relaxation of the given integer program. The theory of Linear Programming dictates that under mild assumptions (if the linear program has an optimal solution, and if the feasible region does not contain a line), one can always find an extreme point or a corner point that is optimal. The obtained optimum is tested for being an integer solution. If it is not, there is guaranteed to exist a linear inequality that ...
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Facet (mathematics)
In geometry, a facet is a feature of a polyhedron, polytope, or related geometric structure, generally of dimension one less than the structure itself. More specifically: * In three-dimensional geometry, some authors call a facet of a polyhedron any polygon whose corners are vertices of the polyhedron, including polygons that are not '' faces''. To ''facet'' a polyhedron is to find and join such facets to form the faces of a new polyhedron; this is the reciprocal process to ''stellation'' and may also be applied to higher-dimensional polytopes. * In polyhedral combinatorics and in the general theory of polytopes, a face that has dimension ''n'' − 1 (an (''n'' − 1)-face or hyperface) is called a facet. In this terminology, every facet is a face. * A facet of a simplicial complex is a maximal simplex, that is a simplex that is not a face of another simplex of the complex.. For (boundary complexes of) simplicial polytope In geometry, a simplicial polytope ...
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Convex Hull
In geometry, the convex hull, convex envelope or convex closure of a shape is the smallest convex set that contains it. The convex hull may be defined either as the intersection of all convex sets containing a given subset of a Euclidean space, or equivalently as the set of all convex combinations of points in the subset. For a Bounded set, bounded subset of the plane, the convex hull may be visualized as the shape enclosed by a rubber band stretched around the subset. Convex hulls of open sets are open, and convex hulls of compact sets are compact. Every compact convex set is the convex hull of its extreme points. The convex hull operator is an example of a closure operator, and every antimatroid can be represented by applying this closure operator to finite sets of points. The algorithmic problems of finding the convex hull of a finite set of points in the plane or other low-dimensional Euclidean spaces, and its projective duality, dual problem of intersecting Half-space (geome ...
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Convex Polytope
A convex polytope is a special case of a polytope, having the additional property that it is also a convex set contained in the n-dimensional Euclidean space \mathbb^n. Most texts. use the term "polytope" for a bounded convex polytope, and the word "polyhedron" for the more general, possibly unbounded object. Others''Mathematical Programming'', by Melvyn W. Jeter (1986) p. 68/ref> (including this article) allow polytopes to be unbounded. The terms "bounded/unbounded convex polytope" will be used below whenever the boundedness is critical to the discussed issue. Yet other texts identify a convex polytope with its boundary. Convex polytopes play an important role both in various branches of mathematics and in applied areas, most notably in linear programming. In the influential textbooks of Grünbaum and Ziegler on the subject, as well as in many other texts in discrete geometry, convex polytopes are often simply called "polytopes". Grünbaum points out that this is solely to avoid ...
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Branch And Bound
Branch and bound (BB, B&B, or BnB) is a method for solving optimization problems by breaking them down into smaller sub-problems and using a bounding function to eliminate sub-problems that cannot contain the optimal solution. It is an algorithm design paradigm for discrete and combinatorial optimization problems, as well as mathematical optimization. A branch-and-bound algorithm consists of a systematic enumeration of candidate solutions by means of state space search: the set of candidate solutions is thought of as forming a rooted tree with the full set at the root. The algorithm explores ''branches'' of this tree, which represent subsets of the solution set. Before enumerating the candidate solutions of a branch, the branch is checked against upper and lower estimated ''bounds'' on the optimal solution, and is discarded if it cannot produce a better solution than the best one found so far by the algorithm. The algorithm depends on efficient estimation of the lower and u ...
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