Mixed-integer Programming
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Mixed-integer Programming
An integer programming problem is a mathematical optimization or feasibility program in which some or all of the variables are restricted to be integers. In many settings the term refers to integer linear programming (ILP), in which the objective function and the constraints (other than the integer constraints) are linear. Integer programming is NP-complete. In particular, the special case of 0–1 integer linear programming, in which unknowns are binary, and only the restrictions must be satisfied, is one of Karp's 21 NP-complete problems. If some decision variables are not discrete, the problem is known as a mixed-integer programming problem. Canonical and standard form for ILPs In integer linear programming, the ''canonical form'' is distinct from the ''standard form''. An integer linear program in canonical form is expressed thus (note that it is the \mathbf vector which is to be decided): : \begin & \underset && \mathbf^\mathrm \mathbf\\ & \text && A \mathbf \le \mathbf ...
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Mathematical Optimization
Mathematical optimization (alternatively spelled ''optimisation'') or mathematical programming is the selection of a best element, with regard to some criteria, from some set of available alternatives. It is generally divided into two subfields: discrete optimization and continuous optimization. Optimization problems arise in all quantitative disciplines from computer science and engineering to operations research and economics, and the development of solution methods has been of interest in mathematics for centuries. In the more general approach, an optimization problem consists of maxima and minima, maximizing or minimizing a Function of a real variable, real function by systematically choosing Argument of a function, input values from within an allowed set and computing the Value (mathematics), value of the function. The generalization of optimization theory and techniques to other formulations constitutes a large area of applied mathematics. Optimization problems Opti ...
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Energy System
An energy system is a system primarily designed to supply #Energy-services, energy-services to end user, end-users. The intent behind energy systems is to minimise energy losses to a negligible level, as well as to ensure the efficient use of energy. The IPCC Fifth Assessment Report defines an energy system as "all components related to the production, conversion, delivery, and use of energy". The first two definitions allow for demand-side measures, including Daylighting (architecture), daylighting, retrofitted building insulation, and passive solar building design, as well as socio-economic factors, such as aspects of energy demand management and remote work, while the third does not. Neither does the third account for the Informal sector, informal economy in traditional biomass that is significant in many Developing country, developing countries. The analysis of energy systems thus spans the disciplines of engineering and economics. Merging ideas from both areas to form a ...
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Hendrik Lenstra
Hendrik Willem Lenstra Jr. (born 16 April 1949, Zaandam) is a Dutch mathematician. Biography Lenstra received his doctorate from the University of Amsterdam in 1977 and became a professor there in 1978. In 1987, he was appointed to the faculty of the University of California, Berkeley; starting in 1998, he divided his time between Berkeley and the University of Leiden, until 2003, when he retired from Berkeley to take a full-time position at Leiden. Three of his brothers, Arjen Lenstra, Andries Lenstra, and Jan Karel Lenstra, are also mathematicians. Jan Karel Lenstra is the former director of the Netherlands Centrum Wiskunde & Informatica (CWI). Hendrik Lenstra was the Chairman of the Program Committee of the International Congress of Mathematicians in 2010. Scientific contributions Lenstra has worked principally in computational number theory. He is well known for: * Co-discovering of the Lenstra–Lenstra–Lovász lattice basis reduction algorithm (in 1982); * Developi ...
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Herbert Scarf
Herbert Eli "Herb" Scarf (July 25, 1930 – November 15, 2015) was an American mathematical economist and Sterling Professor of Economics at Yale University. Education and career Scarf was born in Philadelphia, the son of Jewish emigrants from Ukraine and Russia, Lene (Elkman) and Louis Scarf. During his undergraduate work he finished in the top 10 of the 1950 William Lowell Putnam Mathematical Competition, the major mathematics competition between universities across the United States and Canada. He received his PhD from Princeton in 1954, supervised by Salomon Bochner. Contributions Among his notable works is a seminal paper in cooperative game in which he showed sufficiency for a core in general balanced games. Sufficiency and necessity had been previously shown by Lloyd Shapley for games where players were allowed to transfer utility between themselves freely. Necessity is shown to be lost in the generalization. Recognition Scarf received the 1973 Frederick W. Lanchest ...
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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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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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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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Adjugate Matrix
In linear algebra, the adjugate or classical adjoint of a square matrix , , is the transpose of its cofactor matrix. It is occasionally known as adjunct matrix, or "adjoint", though that normally refers to a different concept, the adjoint operator which for a matrix is the conjugate transpose. The product of a matrix with its adjugate gives a diagonal matrix (entries not on the main diagonal are zero) whose diagonal entries are the determinant of the original matrix: :\mathbf \operatorname(\mathbf) = \det(\mathbf) \mathbf, where is the identity matrix of the same size as . Consequently, the multiplicative inverse of an invertible matrix can be found by dividing its adjugate by its determinant. Definition The adjugate of is the transpose of the cofactor matrix of , :\operatorname(\mathbf) = \mathbf^\mathsf. In more detail, suppose is a ( unital) commutative ring and is an matrix with entries from . The -'' minor'' of , denoted , is the determinant of the matrix that ...
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Basic Feasible Solution
In the theory of linear programming, a basic feasible solution (BFS) is a solution with a minimal set of non-zero variables. Geometrically, each BFS corresponds to a vertex of the N-dimensional polyhedron, polyhedron of feasible solutions. If there exists an optimal solution, then there exists an optimal BFS. Hence, to find an optimal solution, it is sufficient to consider the BFS-s. This fact is used by the simplex algorithm, which essentially travels from one BFS to another until an optimal solution is found. Definitions Preliminaries: equational form with linearly-independent rows For the definitions below, we first present the linear program in the so-called ''equational form'': :maximize \mathbf \mathbf :subject to A\mathbf = \mathbf and \mathbf \ge 0 where: * \mathbf and \mathbf are vectors of size ''n'' (the number of variables); * \mathbf is a vector of size ''m'' (the number of constraints); * A is an ''m''-by-''n'' matrix; * \mathbf \ge 0 means that all variables ar ...
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Unimodular Matrix
In mathematics, a unimodular matrix ''M'' is a square integer matrix having determinant +1 or −1. Equivalently, it is an integer matrix that is invertible over the integers: there is an integer matrix ''N'' that is its inverse (these are equivalent under Cramer's rule). Thus every equation , where ''M'' and ''b'' both have integer components and ''M'' is unimodular, has an integer solution. The ''n'' × ''n'' unimodular matrices form a group called the ''n'' × ''n'' general linear group over \mathbb, which is denoted \operatorname_n(\mathbb). Examples of unimodular matrices Unimodular matrices form a subgroup of the general linear group under matrix multiplication, i.e. the following matrices are unimodular: * Identity matrix * The inverse of a unimodular matrix * The product of two unimodular matrices Other examples include: * Pascal matrices * Permutation matrices * the three transformation matrices in the ternary tree of primitive Pythagore ...
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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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Graph Drawing
Graph drawing is an area of mathematics and computer science combining methods from geometric graph theory and information visualization to derive two-dimensional depictions of graph (discrete mathematics), graphs arising from applications such as social network analysis, cartography, linguistics, and bioinformatics. A drawing of a graph or network diagram is a pictorial representation of the vertex (graph theory), vertices and edge (graph theory), edges of a graph. This drawing should not be confused with the graph itself: very different layouts can correspond to the same graph., p. 6. In the abstract, all that matters is which pairs of vertices are connected by edges. In the concrete, however, the arrangement of these vertices and edges within a drawing affects its understandability, usability, fabrication cost, and aesthetics. The problem gets worse if the graph changes over time by adding and deleting edges (dynamic graph drawing) and the goal is to preserve the user's men ...
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