干货 | 10分钟带你全面掌握branch and bound(分支定界)算法-概念篇

本文介绍了分支定界(Branch and Bound)算法,它是一种用于离散和组合优化问题的算法设计范式。文章通过通俗易懂的方式解释了算法的基本思想,即通过搜索树进行分支,并在分支过程中设定上下界来裁剪无法产生最优解的子问题。此外,还以整数规划为例展示了算法的具体应用,并提供了算法框架和伪代码。
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00 前言

之前一直做启发式算法,最近突然对精确算法感兴趣了。但是这玩意儿说实话是真的难,刚好boss又叫我学学column generation求解VRP相关的内容。一看里面有好多知识需要重新把握,所以这段 时间就打算好好学学精确算法。届时会把学习过程记录下来,也方便大家学习!

01 什么是branch and bound(定义)?

1.1 官方一点[1]

Branch and bound (BB, B&B, or BnB) 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 upper bounds of regions/branches of the search space. If no bounds are available, the algorithm degenerates to an exhaustive search.

1.2 通俗一点

分支定界算法始终围绕着一颗搜索树进行的,我们将原问题看作搜索树的根节点,从这里出发,分支的含义就是将大的问题分割成小的问题。大问题可以看成是搜索树的父节点,那么从大问题分割出来的小问题就是父节点的子节点了。分支的过程就是不断给树增加子节点的过程。而定界就是在分支的过程中检查子问题的上下界,如果子问题不能产生一比当前最优解还要优的解,那么砍掉这一支。直到所有子问题都不能产生一个更优的解时,算法结束。

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