Combinatorial Optimization

Fully Polynomial Time (Sigma,Pi)-Approximation Schemes for Continuous Nonlinear Newsvendor and Continuous Stochastic Dynamic Programs

  • Nir Halman
  • Giacomo Nannicini
    • Categories Approximation Algorithms, Dynamic Programming Tags , , , , ,

    We study the continuous newsvendor problem (i.e. a newsvendor problem concerning goods of a non-discrete nature, such as fresh fruit juice) and a class of stochastic dynamic programs with several application areas, such as inventory control of a continuous good, economics, and supply chain management. The class is characterized by continuous state and action spaces, … Read more

    Special cases of the quadratic shortest path problem

  • Hao Hu
  • Renata Sotirov
    • Categories (Mixed) Integer Nonlinear Programming, Combinatorial Optimization, Network Optimization Tags , ,

    The quadratic shortest path problem (QSPP) is the problem of finding a path in a digraph such that the sum of weights of arcs and the sum of interaction costs over all pairs of arcs on the path is minimized. We first consider a variant of the QSPP known as the adjacent QSPP. It was … Read more

    Linear-time approximation algorithms for minimum subset sum and subset sum

  • Liliana Grigoriu
    • Categories Approximation Algorithms

    We present a linear-time approximation algorithm for minimum subset sum, which has better worst-case approximation factor (6/5) than previous linear-time algorithms for this problem. We also present a generalization of the scheme used to derive the algorithm, which can be used to obtain algorithms with approximation ratios of (k+1)/k. In addition, we present a family … Read more

    Extension Complexity Lower Bounds for Mixed-Integer Extended Formulations

  • Robert Hildebrand
  • Robert Weismantel
  • Rico Zenklusen
    • Categories (Mixed) Integer Linear Programming, Combinatorial Optimization Tags ,

    We prove that any mixed-integer linear extended formulation for the matching polytope of the complete graph on $n$ vertices, with a polynomial number of constraints, requires $\Omega(\sqrt{\sfrac{n}{\log n}})$ many integer variables. By known reductions, this result extends to the traveling salesman polytope. This lower bound has various implications regarding the existence of small mixed-integer mathematical … Read more

    An exact approach for the 0–1 Knapsack Problem with Setups

  • Federico Della Croce
  • Rosario Scatamacchia
  • Fabio Salassa
    • Categories Combinatorial Optimization Tags ,

    We consider the 0–1 Knapsack Problem with Setups. We propose an exact approach which handles the structure of the ILP formulation of the problem. It relies on partitioning the variables set into two levels and exploiting this partitioning. The proposed approach favorably compares to the algorithms in literature and to solver CPLEX 12.5 applied to … Read more

    Relaxation Analysis for the Dynamic Knapsack Problem with Stochastic Item Sizes

  • Daniel Blado
  • Alejandro Toriello
    • Categories Combinatorial Optimization, Dynamic Programming Tags ,

    We consider a version of the knapsack problem in which an item size is random and revealed only when the decision maker attempts to insert it. After every successful insertion the decision maker can dynamically choose the next item based on the remaining capacity and available items, while an unsuccessful insertion terminates the process. We … Read more

    Solving Linear Programs with Complementarity Constraints using Branch-and-Cut

  • John E. Mitchell
  • Jong-Shi Pang
  • Bin Yu
    • Categories Branch and Cut Algorithms, Complementarity and Variational Inequalities Tags , ,

    A linear program with linear complementarity constraints (LPCC) requires the minimization of a linear objective over a set of linear constraints together with additional linear complementarity constraints. This class has emerged as a modeling paradigm for a broad collection of problems, including bilevel programs, Stackelberg games, inverse quadratic programs, and problems involving equilibrium constraints. The … Read more

    Novel formulations for general and security Stackelberg games

  • Carlos Casorrán
  • Bernard Fortz
  • Martine Labbé
  • Fernando Ordóñez
    • Categories (Mixed) Integer Linear Programming, Combinatorial Optimization, Polyhedra Tags , , ,

    In this paper we analyze general Stackelberg games (SGs) and Stackelberg security games (SSGs). SGs are hierarchical adversarial games where players select actions or strategies to optimize their payoffs in a sequential manner. SSGs are a type of SGs that arise in security applications, where the strategies of the player that acts first consist in … Read more

    Branch-and-bound for biobjective mixed-integer linear programming

  • Nathan Adelgren
  • Akshay Gupte
    • Categories (Mixed) Integer Linear Programming, Branch and Cut Algorithms, Multi-Criteria Optimization Tags , , , ,

    We present a generic branch-and-bound algorithm for finding all the Pareto solutions of a biobjective mixed-integer linear program. The main contributions are new algorithms for obtaining dual bounds at a node, checking node fathoming, presolve, and duality gap measurement. Our branch-and-bound is predominantly a decision space search method because the branching is performed on the … Read more

    Modulation Design for MIMO-CoMP HARQ

  • Zhi Ding
  • Hans D Mittelmann
  • Wenhao Wu
    • Categories Applications - Science and Engineering, Combinatorial Optimization Tags , , , ,

    Modulation diversity (MoDiv) is a simple and practical transmission enhancement technique that utilizes different modulation mappings to reduce packet loss rate and achieve higher link throughput. MoDiv is particularly meaningful and effective in hybrid-ARQ (HARQ) systems. We study the deployment and optimization of MoDiv for HARQ in a MIMOcoordinated multi-point (MIMO-CoMP) scenario under Rician fading … Read more