Notebook for Integer Programming (Laurence A. Wolsey) - Well-Solved Problems

整数规划中的 Well-Solved Problems

---

---

摘要

整数规划问题中有很多Well-Solved Problems，对于这些问题已经有很多研究者提出了非常有效的算法来进行求解。面对新出现的问题，很多时候可以将其分解为子问题，若这些子问题属于某一类Well-Solved Problems，那将起到非常显著的求解效果。

---

Properties of Easy Problems

考虑一个组合优化问题（Combinatorial optimization problem，以下简称COP）
C O P : m a x { c x : x ∈ X ⊆ R n } COP:max\{cx: x \in X \subseteq \mathbb{R}^n\} COP:max{cx:x∈X⊆Rn}
我们一般会考虑它的 dual problem，同时也可以考虑其相关的 separation problem.

定义1 与COP相关的 separation problem：给定 $x^{\ast }\in {\mathbb{R}}^n$，是否满足 $x^{\ast }\in conv(X)？$ 若不满足，则找到不等式 $\pi x\le {\pi }_0$，该不等式被所有$X$中的点满足，但$x^{\ast }$违反该不等式.

考虑一个问题是否存在高效算法，以下四个属性基本上是同时存在的：

1. Efficient Optimization Property: For a given class of optimization problems ($P$) m a x { c x ∶ x ∈ X ⊆ R n } max\{cx ∶ x ∈ X ⊆ ℝ^n\} max{cx∶x∈X⊆Rn}, there exists an efficient (polynomial) algorithm.
2. Strong Dual Property: For the given problem class, there exists a strong dual problem $(D)$ m i n { ω ( u ) : u ∈ U } min\{\omega(u): u \in U\} min{ω(u):u∈U} allowing us to obtain optimality conditions that can be quickly verified:
   $x^{\ast }\in X$ is optimal in $P$ if and only if there exists $u^{\ast }\in U$with $c{x}^{\ast }=\omega (u^{\ast })$.
3. Efficient Separation Property: There exists an efficient algorithm for the separation problem associated with the problem class.
4. Explicit Convex Hull Property: A compact description of the convex hull $conv(X)$ is known, which in principle allows us to replace every instance by the linear program: m a x { c x : x ∈ c o n v ( X ) } max\{cx : x ∈ conv(X)\} max{cx:x∈conv(X)}.

Wolsey 在书上表示存4⇒2⇒3的关系，但我还没完全搞清楚，基础部分还要再看看

几类Well-Solved Problems

1.具有全单模矩阵的IP

2. Minimum Cost Network Flows

3. Special Minimum Cost Flows

3.1 Shortest Path

3.2 Maximum s − t Flow

4. Optimal Trees

5. Submodularity and Matroids

6. Two Harder Network Flow Problems

6.1 The Steiner Tree Problem

6.2 The Fixed Charge Network Flow Problem

---

总结

目前课题暂时没用上，待续