The Mcf-Separator – Detecting and Exploiting Multi-Commodity Flow Structures in MIPs

Given a general mixed integer program (MIP), we automatically detect block structures in the constraint matrix together with the coupling by capacity constraints arising from multi-commodity flow formulations. We identify the underlying graph and generate cutting planes based on cuts in the detected network. Our implementation adds a separator to the branch-and-cut libraries of Scip … Read more

An Improved Branch-and-Bound Method for Maximum Monomial Agreement

The NP-hard Maximum Monomial Agreement (MMA) problem consists of finding a single logical conjunction that best fits a weighted dataset of “positive” and “negative” binary vectors. Computing classifiers using boosting methods involves a maximum agreement subproblem at each iteration, although such subproblems are typically solved by heuristic methods. Here, we describe an exact branch and … Read more

Solving Large Steiner Triple Covering Problems

Computing the 1-width of the incidence matrix of a Steiner Triple System gives rise to small set covering instances that provide a computational challenge for integer programming techniques. One major source of difficulty for instances of this family is their highly symmetric structure, which impairs the performance of most branch-and-bound algorithms. The largest instance in … Read more

A Branch-and-Cut-and-Price Algorithm for Vertex-Biconnectivity Augmentation

In this paper, the first approach for solving the vertex-biconnectivity augmentation problem (V2AUG) to optimality is proposed. Given a spanning subgraph of an edge-weighted graph, we search for the cheapest subset of edges to augment this subgraph in order to make it vertex-biconnected. The problem is reduced to the augmentation of the corresponding block-cut tree, … Read more

Valid inequalities and Branch-and-Cut for the Clique Pricing Problem

Motivated by an application in highway pricing, we consider the problem that consists in setting profit-maximizing tolls on a clique subset of a multicommodity transportation network. Following a proof that clique pricing is NP-hard, we propose strong valid inequalities, some of which define facets of the 2-commodity polyhedron. The numerical efficiency of these inequalities is … Read more

Improved strategies for branching on general disjunctions

Within the context of solving Mixed-Integer Linear Programs by a Branch-and-Cut algorithm, we propose a new strategy for branching. Computational experiments show that, on the majority of our test instances, this approach enumerates fewer nodes than traditional branching. On average, on instances that contain both integer and continuous variables the number of nodes in the … Read more

Modelling Hop-Constrained and Diameter-Constrained Minimum Spanning Tree Problems as Steiner Tree Problems over Layered Graphs

The Hop-Constrained Minimum Spanning Tree Problem (HMSTP) is a NP-hard problem arising in the design of centralized telecommunication networks with quality of service constraints. We show that the HMSTP is equivalent to a Steiner Tree Problem (STP) in an adequate layered graph. We prove that the directed cut formulation for the STP defined in the … Read more

A Branch-and-cut Algorithm for Integer Bilevel Linear Programs

We describe a rudimentary branch-and-cut algorithm for solving integer bilevel linear programs that extends existing techniques for standard integer linear programs to this very challenging computational setting. The algorithm improves on the branch-and-bound algorithm of Moore and Bard in that it uses cutting plane techniques to produce improved bounds, does not require specialized branching strategies, … Read more

Maximizing a Class of Submodular Utility Functions

Given a finite ground set N and a value vector a in R^N, we consider optimization problems involving maximization of a submodular set utility function of the form h(S)= f (sum_{i in S} a_i), S subseteq N, where f is a strictly concave, increasing, differentiable function. This function appears frequently in combinatorial optimization problems when … Read more

A Hybrid Relax-and-Cut/Branch-and-Cut Algorithm for the Degree-Constrained Minimum Spanning Tree Problem

A new exact solution algorithm is proposed for the Degree-Constrained Minimum Spanning Tree Problem. The algorithm involves two combined phases. The first one contains a Lagrangian Relax-and-Cut procedure while the second implements a Branch-and-Cut algorithm. Both phases rely on a standard formulation for the problem, reinforced with Blossom Inequalities. An important feature of the proposed … Read more