Bin Packing and Related Problems: General Arc-flow Formulation with Graph Compression

We present an exact method, based on an arc-flow formulation with side constraints, for solving bin packing and cutting stock problems — including multi-constraint variants — by simply representing all the patterns in a very compact graph. Our method includes a graph compression algorithm that usually reduces the size of the underlying graph substantially without … Read more

Ray Projection for Optimizing Polytopes with Prohibitively Many Constraints in Set-Covering Column Generation

A recurrent task in mathematical programming requires optimizing polytopes with prohibitively-many constraints, e.g., the primal polytope in cutting-plane methods or the dual polytope in Column Generation (CG). This paper is devoted to the ray projection technique for optimizing such polytopes: start from a feasible solution and advance on a given ray direction until intersecting a … Read more

A Short Proof that the Extension Complexity of the Correlation Polytope Grows Exponentially

We establish that the extension complexity of the nXn correlation polytope is at least 1.5^n by a short proof that is self-contained except for using the fact that every face of a polyhedron is the intersection of all facets it is contained in. The main innovative aspect of the proof is a simple combinatorial argument … Read more

Which Nonnegative Matrices Are Slack Matrices?

In this paper we characterize the slack matrices of cones and polytopes among all nonnegative matrices. This leads to an algorithm for deciding whether a given matrix is a slack matrix. The underlying decision problem is equivalent to the polyhedral verifi cation problem whose complexity is unknown. CitationApril 2013ArticleDownload View PDF

On the Rank of Cutting-Plane Proof Systems

We introduce a natural abstraction of propositional proof systems that are based on cut- ting planes. This leads to a new class of proof systems that includes many well-known meth- ods, such as Gomory-Chvátal cuts, lift-and-project cuts, Sherali-Adams cuts, or split cuts. The rank of a proof system corresponds to the number of rounds that … Read more

A NOTE ON THE EXTENSION COMPLEXITY OF THE KNAPSACK POLYTOPE

We show that there are 0-1 and unbounded knapsack polytopes with super-polynomial extension complexity. More specifically, for each n in N we exhibit 0-1 and unbounded knapsack polyhedra in dimension n with extension complexity \Omega(2^\sqrt{n}). ArticleDownload View PDF

Robust Optimization under Multi-band Uncertainty – Part I: Theory

The classical single-band uncertainty model introduced by Bertsimas and Sim has represented a breakthrough in the development of tractable robust counterparts of Linear Programs. However, adopting a single deviation band may be too limitative in practice: in many real-world problems, observed deviations indeed present asymmetric distributions over asymmetric ranges, so that getting a higher modeling … Read more

An extended approach for lifting clique tree inequalities

We present a new lifting approach for strengthening arbitrary clique tree inequalities that are known to be facet defining for the symmetric traveling salesman problem in order to get stronger valid inequalities for the symmetric quadratic traveling salesman problem (SQTSP). Applying this new approach to the subtour elimination constraints (SEC) leads to two new classes … Read more

Polyhedral Aspects of Self-Avoiding Walks

In this paper, we study self-avoiding walks of a given length on a graph. We consider a formulation of this problem as a binary linear program. We analyze the polyhedral structure of the underlying polytope and describe valid inequalities. Proofs for their facial properties for certain special cases are given. In a variation of this … Read more