Can linear programs solve NP-hard problems?
|
|
|
- Scot Underwood
- 10 years ago
- Views:
Transcription
1 Can linear programs solve NP-hard problems? p. 1/9 Can linear programs solve NP-hard problems? Ronald de Wolf
2 Linear programs Can linear programs solve NP-hard problems? p. 2/9
3 Can linear programs solve NP-hard problems? p. 2/9 Linear programs A factory produces 2 types of goods
4 Can linear programs solve NP-hard problems? p. 2/9 Linear programs A factory produces 2 types of goods - unit of type 1 gives profite1; type 2 gives profite4
5 Can linear programs solve NP-hard problems? p. 2/9 Linear programs A factory produces 2 types of goods - unit of type 1 gives profite1; type 2 gives profite4 It has 4 kinds of resources: 650 of R 1, 100 of R 2,...
6 Can linear programs solve NP-hard problems? p. 2/9 Linear programs A factory produces 2 types of goods - unit of type 1 gives profite1; type 2 gives profite4 It has 4 kinds of resources: 650 of R 1, 100 of R 2,... - type 1 uses 34 units of R 1, type 2 uses 16 units of R 1
7 Can linear programs solve NP-hard problems? p. 2/9 Linear programs A factory produces 2 types of goods - unit of type 1 gives profite1; type 2 gives profite4 It has 4 kinds of resources: 650 of R 1, 100 of R 2,... - type 1 uses 34 units of R 1, type 2 uses 16 units of R 1 Maximizing profit is linear program
8 Can linear programs solve NP-hard problems? p. 2/9 Linear programs A factory produces 2 types of goods - unit of type 1 gives profite1; type 2 gives profite4 It has 4 kinds of resources: 650 of R 1, 100 of R 2,... - type 1 uses 34 units of R 1, type 2 uses 16 units of R 1 Maximizing profit is linear program: max x 1 +4x 2 s.t. 34x 1 +16x x 1,x 2 0
9 Can linear programs solve NP-hard problems? p. 2/9 Linear programs A factory produces 2 types of goods - unit of type 1 gives profite1; type 2 gives profite4 It has 4 kinds of resources: 650 of R 1, 100 of R 2,... - type 1 uses 34 units of R 1, type 2 uses 16 units of R 1 Maximizing profit is linear program: max x 1 +4x 2 Feasible region is a polytope s.t. 34x 1 +16x x 1,x 2 0
10 A bit of history of LPs Can linear programs solve NP-hard problems? p. 3/9
11 Can linear programs solve NP-hard problems? p. 3/9 A bit of history of LPs Simplex algorithm: developed by Kantorovich and Dantzig for use in WWII, published by Dantzig in 1947.
12 Can linear programs solve NP-hard problems? p. 3/9 A bit of history of LPs Simplex algorithm: developed by Kantorovich and Dantzig for use in WWII, published by Dantzig in Walks along vertices of polytope, optimizing objective
13 Can linear programs solve NP-hard problems? p. 3/9 A bit of history of LPs Simplex algorithm: developed by Kantorovich and Dantzig for use in WWII, published by Dantzig in Walks along vertices of polytope, optimizing objective Usually efficient in practice, worst-case exponential time
14 Can linear programs solve NP-hard problems? p. 3/9 A bit of history of LPs Simplex algorithm: developed by Kantorovich and Dantzig for use in WWII, published by Dantzig in Walks along vertices of polytope, optimizing objective Usually efficient in practice, worst-case exponential time Ellipsoid method (Khachiyan 79): takes polynomial time in the worst case, but is not practical
15 Can linear programs solve NP-hard problems? p. 3/9 A bit of history of LPs Simplex algorithm: developed by Kantorovich and Dantzig for use in WWII, published by Dantzig in Walks along vertices of polytope, optimizing objective Usually efficient in practice, worst-case exponential time Ellipsoid method (Khachiyan 79): takes polynomial time in the worst case, but is not practical Interior point method (Karmarkar 84): reasonably efficient in practice
16 Can we solve NP-hard problems by LP? Can linear programs solve NP-hard problems? p. 4/9
17 Can linear programs solve NP-hard problems? p. 4/9 Can we solve NP-hard problems by LP? Famous NP-hard problem: traveling salesman problem Find shortest cycle that goes through each of n cities exactly once
18 Can linear programs solve NP-hard problems? p. 4/9 Can we solve NP-hard problems by LP? Famous NP-hard problem: traveling salesman problem Find shortest cycle that goes through each of n cities exactly once A polynomial-size LP for TSP would show P = NP
19 Can linear programs solve NP-hard problems? p. 4/9 Can we solve NP-hard problems by LP? Famous NP-hard problem: traveling salesman problem Find shortest cycle that goes through each of n cities exactly once A polynomial-size LP for TSP would show P = NP Swart claimed to have found such LPs
20 Can linear programs solve NP-hard problems? p. 4/9 Can we solve NP-hard problems by LP? Famous NP-hard problem: traveling salesman problem Find shortest cycle that goes through each of n cities exactly once A polynomial-size LP for TSP would show P = NP Swart claimed to have found such LPs Yannakakis 88: symmetric LPs for TSP are exponential
21 Can linear programs solve NP-hard problems? p. 4/9 Can we solve NP-hard problems by LP? Famous NP-hard problem: traveling salesman problem Find shortest cycle that goes through each of n cities exactly once A polynomial-size LP for TSP would show P = NP Swart claimed to have found such LPs Yannakakis 88: symmetric LPs for TSP are exponential Swart s LPs were symmetric, so they couldn t work
22 Can linear programs solve NP-hard problems? p. 4/9 Can we solve NP-hard problems by LP? Famous NP-hard problem: traveling salesman problem Find shortest cycle that goes through each of n cities exactly once A polynomial-size LP for TSP would show P = NP Swart claimed to have found such LPs Yannakakis 88: symmetric LPs for TSP are exponential Swart s LPs were symmetric, so they couldn t work 20-year open problem: what about non-symmetric LP?
23 Can linear programs solve NP-hard problems? p. 4/9 Can we solve NP-hard problems by LP? Famous NP-hard problem: traveling salesman problem Find shortest cycle that goes through each of n cities exactly once A polynomial-size LP for TSP would show P = NP Swart claimed to have found such LPs Yannakakis 88: symmetric LPs for TSP are exponential Swart s LPs were symmetric, so they couldn t work 20-year open problem: what about non-symmetric LP? Sometimes non-symmetry helps a lot! (Kaibel et al 10)
24 Can linear programs solve NP-hard problems? p. 4/9 Can we solve NP-hard problems by LP? Famous NP-hard problem: traveling salesman problem Find shortest cycle that goes through each of n cities exactly once A polynomial-size LP for TSP would show P = NP Swart claimed to have found such LPs Yannakakis 88: symmetric LPs for TSP are exponential Swart s LPs were symmetric, so they couldn t work 20-year open problem: what about non-symmetric LP? Sometimes non-symmetry helps a lot! (Kaibel et al 10) Fiorini, Massar, Pokutta, Tiwary, dw (STOC 12): any LP for TSP needs exponential size
25 Polytopes and optimization problems Can linear programs solve NP-hard problems? p. 5/9
26 Can linear programs solve NP-hard problems? p. 5/9 Polytopes and optimization problems Polytope P: convex hull of finite set of points in R d
27 Can linear programs solve NP-hard problems? p. 5/9 Polytopes and optimization problems Polytope P: convex hull of finite set of points in R d bounded intersection of finitely many halfspaces
28 Can linear programs solve NP-hard problems? p. 5/9 Polytopes and optimization problems Polytope P: convex hull of finite set of points in R d bounded intersection of finitely many halfspaces Can be written as system of linear inequalities: P = {x R d Ax b}
29 Can linear programs solve NP-hard problems? p. 5/9 Polytopes and optimization problems Polytope P: convex hull of finite set of points in R d bounded intersection of finitely many halfspaces Can be written as system of linear inequalities: P = {x R d Ax b} Different systems Ax b can define the same P
30 Can linear programs solve NP-hard problems? p. 5/9 Polytopes and optimization problems Polytope P: convex hull of finite set of points in R d bounded intersection of finitely many halfspaces Can be written as system of linear inequalities: P = {x R d Ax b} Different systems Ax b can define the same P The size of P is the minimal number of inequalities
31 Can linear programs solve NP-hard problems? p. 5/9 Polytopes and optimization problems Polytope P: convex hull of finite set of points in R d bounded intersection of finitely many halfspaces Can be written as system of linear inequalities: P = {x R d Ax b} Different systems Ax b can define the same P The size of P is the minimal number of inequalities TSP polytope: each cycle in K n is vector {0,1} (n 2)
32 Can linear programs solve NP-hard problems? p. 5/9 Polytopes and optimization problems Polytope P: convex hull of finite set of points in R d bounded intersection of finitely many halfspaces Can be written as system of linear inequalities: P = {x R d Ax b} Different systems Ax b can define the same P The size of P is the minimal number of inequalities TSP polytope: each cycle in K n is vector {0,1} (n 2). TSP(n) is the convex hull of all those vectors
33 Can linear programs solve NP-hard problems? p. 5/9 Polytopes and optimization problems Polytope P: convex hull of finite set of points in R d bounded intersection of finitely many halfspaces Can be written as system of linear inequalities: P = {x R d Ax b} Different systems Ax b can define the same P The size of P is the minimal number of inequalities TSP polytope: each cycle in K n is vector {0,1} (n 2). TSP(n) is the convex hull of all those vectors Solving TSP w.r.t. weight function w ij : minimize the linear function i,j w ijx ij over x TSP(n)
34 Can linear programs solve NP-hard problems? p. 5/9 Polytopes and optimization problems Polytope P: convex hull of finite set of points in R d bounded intersection of finitely many halfspaces Can be written as system of linear inequalities: P = {x R d Ax b} Different systems Ax b can define the same P The size of P is the minimal number of inequalities TSP polytope: each cycle in K n is vector {0,1} (n 2). TSP(n) is the convex hull of all those vectors Solving TSP w.r.t. weight function w ij : minimize the linear function i,j w ijx ij over x TSP(n) TSP(n) has exponential size
35 Extended formulations of polytopes Can linear programs solve NP-hard problems? p. 6/9
36 Can linear programs solve NP-hard problems? p. 6/9 Extended formulations of polytopes Sometimes extra variables/dimensions can reduce size very much.
37 Can linear programs solve NP-hard problems? p. 6/9 Extended formulations of polytopes Sometimes extra variables/dimensions can reduce size very much. Regular n-gon in R 2 has size n, but is the projection of polytope Q in higher dimension, of size O(logn)
38 Can linear programs solve NP-hard problems? p. 6/9 Extended formulations of polytopes Sometimes extra variables/dimensions can reduce size very much. Regular n-gon in R 2 has size n, but is the projection of polytope Q in higher dimension, of size O(logn) Optimizing over P reduces to optimizing over Q. If Q has small size, this can be done efficiently!
39 Can linear programs solve NP-hard problems? p. 6/9 Extended formulations of polytopes Sometimes extra variables/dimensions can reduce size very much. Regular n-gon in R 2 has size n, but is the projection of polytope Q in higher dimension, of size O(logn) Optimizing over P reduces to optimizing over Q. If Q has small size, this can be done efficiently! How small can size(q) be?
40 Can linear programs solve NP-hard problems? p. 6/9 Extended formulations of polytopes Sometimes extra variables/dimensions can reduce size very much. Regular n-gon in R 2 has size n, but is the projection of polytope Q in higher dimension, of size O(logn) Optimizing over P reduces to optimizing over Q. If Q has small size, this can be done efficiently! How small can size(q) be? Extension complexity: xc(p) = min{size(q) Q projects to P}
41 Can linear programs solve NP-hard problems? p. 6/9 Extended formulations of polytopes Sometimes extra variables/dimensions can reduce size very much. Regular n-gon in R 2 has size n, but is the projection of polytope Q in higher dimension, of size O(logn) Optimizing over P reduces to optimizing over Q. If Q has small size, this can be done efficiently! How small can size(q) be? Extension complexity: xc(p) = min{size(q) Q projects to P} Our goal: strong lower bounds on xc(p) for interesting P
42 How to bound extension complexity? Can linear programs solve NP-hard problems? p. 7/9
43 Can linear programs solve NP-hard problems? p. 7/9 How to bound extension complexity? Slack matrix S of a polytope P = conv(v) with inequalities {A i x b i } and points V = {v j }: S ij = b i A i v j
44 Can linear programs solve NP-hard problems? p. 7/9 How to bound extension complexity? Slack matrix S of a polytope P = conv(v) with inequalities {A i x b i } and points V = {v j }: S ij = b i A i v j NB: every entry is nonnegative; S is not unique
45 Can linear programs solve NP-hard problems? p. 7/9 How to bound extension complexity? Slack matrix S of a polytope P = conv(v) with inequalities {A i x b i } and points V = {v j }: S ij = b i A i v j NB: every entry is nonnegative; S is not unique Yannakakis 88: xc(p) = positive rank of S
46 Can linear programs solve NP-hard problems? p. 7/9 How to bound extension complexity? Slack matrix S of a polytope P = conv(v) with inequalities {A i x b i } and points V = {v j }: S ij = b i A i v j NB: every entry is nonnegative; S is not unique Yannakakis 88: xc(p) = positive rank of S Instead of considering all Q, can focus on slack matrix!
47 Can linear programs solve NP-hard problems? p. 7/9 How to bound extension complexity? Slack matrix S of a polytope P = conv(v) with inequalities {A i x b i } and points V = {v j }: S ij = b i A i v j NB: every entry is nonnegative; S is not unique Yannakakis 88: xc(p) = positive rank of S Instead of considering all Q, can focus on slack matrix! We can use nondeterministic communication complexity to lower bound rank + (S)
48 Can linear programs solve NP-hard problems? p. 7/9 How to bound extension complexity? Slack matrix S of a polytope P = conv(v) with inequalities {A i x b i } and points V = {v j }: S ij = b i A i v j NB: every entry is nonnegative; S is not unique Yannakakis 88: xc(p) = positive rank of S Instead of considering all Q, can focus on slack matrix! We can use nondeterministic communication complexity to lower bound rank + (S) Big problem until now: which polytope to analyze, and how to analyze its slack matrix?
49 Lower bound for correlation polytope Can linear programs solve NP-hard problems? p. 8/9
50 Can linear programs solve NP-hard problems? p. 8/9 Lower bound for correlation polytope Correlation polytope: COR(n) = conv{bb T b {0,1} n }
51 Can linear programs solve NP-hard problems? p. 8/9 Lower bound for correlation polytope Correlation polytope: COR(n) = conv{bb T b {0,1} n } Occurs naturally in NP-hard problems, e.g. MaxClique
52 Can linear programs solve NP-hard problems? p. 8/9 Lower bound for correlation polytope Correlation polytope: COR(n) = conv{bb T b {0,1} n } Occurs naturally in NP-hard problems, e.g. MaxClique We can find 2 n valid constraints (indexed by a {0,1} n ) whose slacks w.r.t. vertex bb T are M ab = (1 a T b) 2
53 Can linear programs solve NP-hard problems? p. 8/9 Lower bound for correlation polytope Correlation polytope: COR(n) = conv{bb T b {0,1} n } Occurs naturally in NP-hard problems, e.g. MaxClique We can find 2 n valid constraints (indexed by a {0,1} n ) whose slacks w.r.t. vertex bb T are M ab = (1 a T b) 2 Nondeterministic communication complexity of M was already analyzed in the quantum computing! (dw 00)
54 Can linear programs solve NP-hard problems? p. 8/9 Lower bound for correlation polytope Correlation polytope: COR(n) = conv{bb T b {0,1} n } Occurs naturally in NP-hard problems, e.g. MaxClique We can find 2 n valid constraints (indexed by a {0,1} n ) whose slacks w.r.t. vertex bb T are M ab = (1 a T b) 2 Nondeterministic communication complexity of M was already analyzed in the quantum computing! (dw 00) Take slack matrix S for COR(n), with 2 n vertices bb T for columns, 2 n a-constraints for first 2 n rows, remaining facets for other rows S =. M ab..
55 Can linear programs solve NP-hard problems? p. 8/9 Lower bound for correlation polytope Correlation polytope: COR(n) = conv{bb T b {0,1} n } Occurs naturally in NP-hard problems, e.g. MaxClique We can find 2 n valid constraints (indexed by a {0,1} n ) whose slacks w.r.t. vertex bb T are M ab = (1 a T b) 2 Nondeterministic communication complexity of M was already analyzed in the quantum computing! (dw 00) Take slack matrix S for COR(n), with 2 n vertices bb T for columns, 2 n a-constraints for first 2 n rows, remaining facets for other rows xc(cor(n)) S =. M ab..
56 Can linear programs solve NP-hard problems? p. 8/9 Lower bound for correlation polytope Correlation polytope: COR(n) = conv{bb T b {0,1} n } Occurs naturally in NP-hard problems, e.g. MaxClique We can find 2 n valid constraints (indexed by a {0,1} n ) whose slacks w.r.t. vertex bb T are M ab = (1 a T b) 2 Nondeterministic communication complexity of M was already analyzed in the quantum computing! (dw 00) Take slack matrix S for COR(n), with 2 n vertices bb T for columns, 2 n a-constraints for first 2 n rows, remaining facets for other rows xc(cor(n)) = rank + (S) S =. M ab..
57 Can linear programs solve NP-hard problems? p. 8/9 Lower bound for correlation polytope Correlation polytope: COR(n) = conv{bb T b {0,1} n } Occurs naturally in NP-hard problems, e.g. MaxClique We can find 2 n valid constraints (indexed by a {0,1} n ) whose slacks w.r.t. vertex bb T are M ab = (1 a T b) 2 Nondeterministic communication complexity of M was already analyzed in the quantum computing! (dw 00) Take slack matrix S for COR(n), with 2 n vertices bb T for columns, 2 n a-constraints for first 2 n rows, remaining facets for other rows xc(cor(n)) = rank + (S) rank + (M) S =. M ab..
58 Can linear programs solve NP-hard problems? p. 8/9 Lower bound for correlation polytope Correlation polytope: COR(n) = conv{bb T b {0,1} n } Occurs naturally in NP-hard problems, e.g. MaxClique We can find 2 n valid constraints (indexed by a {0,1} n ) whose slacks w.r.t. vertex bb T are M ab = (1 a T b) 2 Nondeterministic communication complexity of M was already analyzed in the quantum computing! (dw 00) Take slack matrix S for COR(n), with 2 n vertices bb T for columns, 2 n a-constraints for first 2 n rows, remaining facets for other rows S = xc(cor(n)) = rank + (S) rank + (M) 2 Ω(n). M ab..
59 Consequences for other polytopes Can linear programs solve NP-hard problems? p. 9/9
60 Can linear programs solve NP-hard problems? p. 9/9 Consequences for other polytopes Via reduction from the correlation polytope:
61 Can linear programs solve NP-hard problems? p. 9/9 Consequences for other polytopes Via reduction from the correlation polytope: TSP-polytope has extension complexity 2 n
62 Can linear programs solve NP-hard problems? p. 9/9 Consequences for other polytopes Via reduction from the correlation polytope: TSP-polytope has extension complexity 2 n Recently improved to 2 n by Rothvoss
63 Can linear programs solve NP-hard problems? p. 9/9 Consequences for other polytopes Via reduction from the correlation polytope: TSP-polytope has extension complexity 2 n Recently improved to 2 n by Rothvoss CUT-polytope has extension complexity 2 n
64 Can linear programs solve NP-hard problems? p. 9/9 Consequences for other polytopes Via reduction from the correlation polytope: TSP-polytope has extension complexity 2 n Recently improved to 2 n by Rothvoss CUT-polytope has extension complexity 2 n For specific graphs, the stable-set polytope has extension complexity 2 n
65 Can linear programs solve NP-hard problems? p. 9/9 Consequences for other polytopes Via reduction from the correlation polytope: TSP-polytope has extension complexity 2 n Recently improved to 2 n by Rothvoss CUT-polytope has extension complexity 2 n For specific graphs, the stable-set polytope has extension complexity 2 n So every linear program based on extended formulations needs exponentially many constraints
66 Can linear programs solve NP-hard problems? p. 9/9 Consequences for other polytopes Via reduction from the correlation polytope: TSP-polytope has extension complexity 2 n Recently improved to 2 n by Rothvoss CUT-polytope has extension complexity 2 n For specific graphs, the stable-set polytope has extension complexity 2 n So every linear program based on extended formulations needs exponentially many constraints This rules out many efficient algorithms for NP-hard problems, and refutes all P=NP proofs à la Swart
Linear Programming. Widget Factory Example. Linear Programming: Standard Form. Widget Factory Example: Continued.
Linear Programming Widget Factory Example Learning Goals. Introduce Linear Programming Problems. Widget Example, Graphical Solution. Basic Theory:, Vertices, Existence of Solutions. Equivalent formulations.
Linear Programming I
Linear Programming I November 30, 2003 1 Introduction In the VCR/guns/nuclear bombs/napkins/star wars/professors/butter/mice problem, the benevolent dictator, Bigus Piguinus, of south Antarctica penguins
Lecture 3. Linear Programming. 3B1B Optimization Michaelmas 2015 A. Zisserman. Extreme solutions. Simplex method. Interior point method
Lecture 3 3B1B Optimization Michaelmas 2015 A. Zisserman Linear Programming Extreme solutions Simplex method Interior point method Integer programming and relaxation The Optimization Tree Linear Programming
3. Linear Programming and Polyhedral Combinatorics
Massachusetts Institute of Technology Handout 6 18.433: Combinatorial Optimization February 20th, 2009 Michel X. Goemans 3. Linear Programming and Polyhedral Combinatorics Summary of what was seen in the
5 INTEGER LINEAR PROGRAMMING (ILP) E. Amaldi Fondamenti di R.O. Politecnico di Milano 1
5 INTEGER LINEAR PROGRAMMING (ILP) E. Amaldi Fondamenti di R.O. Politecnico di Milano 1 General Integer Linear Program: (ILP) min c T x Ax b x 0 integer Assumption: A, b integer The integrality condition
1 Introduction. Linear Programming. Questions. A general optimization problem is of the form: choose x to. max f(x) subject to x S. where.
Introduction Linear Programming Neil Laws TT 00 A general optimization problem is of the form: choose x to maximise f(x) subject to x S where x = (x,..., x n ) T, f : R n R is the objective function, S
Transportation Polytopes: a Twenty year Update
Transportation Polytopes: a Twenty year Update Jesús Antonio De Loera University of California, Davis Based on various papers joint with R. Hemmecke, E.Kim, F. Liu, U. Rothblum, F. Santos, S. Onn, R. Yoshida,
Chapter 11. 11.1 Load Balancing. Approximation Algorithms. Load Balancing. Load Balancing on 2 Machines. Load Balancing: Greedy Scheduling
Approximation Algorithms Chapter Approximation Algorithms Q. Suppose I need to solve an NP-hard problem. What should I do? A. Theory says you're unlikely to find a poly-time algorithm. Must sacrifice one
Approximation Algorithms
Approximation Algorithms or: How I Learned to Stop Worrying and Deal with NP-Completeness Ong Jit Sheng, Jonathan (A0073924B) March, 2012 Overview Key Results (I) General techniques: Greedy algorithms
5.1 Bipartite Matching
CS787: Advanced Algorithms Lecture 5: Applications of Network Flow In the last lecture, we looked at the problem of finding the maximum flow in a graph, and how it can be efficiently solved using the Ford-Fulkerson
1 Solving LPs: The Simplex Algorithm of George Dantzig
Solving LPs: The Simplex Algorithm of George Dantzig. Simplex Pivoting: Dictionary Format We illustrate a general solution procedure, called the simplex algorithm, by implementing it on a very simple example.
! Solve problem to optimality. ! Solve problem in poly-time. ! Solve arbitrary instances of the problem. !-approximation algorithm.
Approximation Algorithms Chapter Approximation Algorithms Q Suppose I need to solve an NP-hard problem What should I do? A Theory says you're unlikely to find a poly-time algorithm Must sacrifice one of
26 Linear Programming
The greatest flood has the soonest ebb; the sorest tempest the most sudden calm; the hottest love the coldest end; and from the deepest desire oftentimes ensues the deadliest hate. Th extremes of glory
Interior Point Methods and Linear Programming
Interior Point Methods and Linear Programming Robert Robere University of Toronto December 13, 2012 Abstract The linear programming problem is usually solved through the use of one of two algorithms: either
. P. 4.3 Basic feasible solutions and vertices of polyhedra. x 1. x 2
4. Basic feasible solutions and vertices of polyhedra Due to the fundamental theorem of Linear Programming, to solve any LP it suffices to consider the vertices (finitely many) of the polyhedron P of the
3. Evaluate the objective function at each vertex. Put the vertices into a table: Vertex P=3x+2y (0, 0) 0 min (0, 5) 10 (15, 0) 45 (12, 2) 40 Max
SOLUTION OF LINEAR PROGRAMMING PROBLEMS THEOREM 1 If a linear programming problem has a solution, then it must occur at a vertex, or corner point, of the feasible set, S, associated with the problem. Furthermore,
What is Linear Programming?
Chapter 1 What is Linear Programming? An optimization problem usually has three essential ingredients: a variable vector x consisting of a set of unknowns to be determined, an objective function of x to
LECTURE 5: DUALITY AND SENSITIVITY ANALYSIS. 1. Dual linear program 2. Duality theory 3. Sensitivity analysis 4. Dual simplex method
LECTURE 5: DUALITY AND SENSITIVITY ANALYSIS 1. Dual linear program 2. Duality theory 3. Sensitivity analysis 4. Dual simplex method Introduction to dual linear program Given a constraint matrix A, right
4.1 Learning algorithms for neural networks
4 Perceptron Learning 4.1 Learning algorithms for neural networks In the two preceding chapters we discussed two closely related models, McCulloch Pitts units and perceptrons, but the question of how to
4.6 Linear Programming duality
4.6 Linear Programming duality To any minimization (maximization) LP we can associate a closely related maximization (minimization) LP. Different spaces and objective functions but in general same optimal
! Solve problem to optimality. ! Solve problem in poly-time. ! Solve arbitrary instances of the problem. #-approximation algorithm.
Approximation Algorithms 11 Approximation Algorithms Q Suppose I need to solve an NP-hard problem What should I do? A Theory says you're unlikely to find a poly-time algorithm Must sacrifice one of three
Computer Algorithms. NP-Complete Problems. CISC 4080 Yanjun Li
Computer Algorithms NP-Complete Problems NP-completeness The quest for efficient algorithms is about finding clever ways to bypass the process of exhaustive search, using clues from the input in order
Linear Programming for Optimization. Mark A. Schulze, Ph.D. Perceptive Scientific Instruments, Inc.
1. Introduction Linear Programming for Optimization Mark A. Schulze, Ph.D. Perceptive Scientific Instruments, Inc. 1.1 Definition Linear programming is the name of a branch of applied mathematics that
Practical Guide to the Simplex Method of Linear Programming
Practical Guide to the Simplex Method of Linear Programming Marcel Oliver Revised: April, 0 The basic steps of the simplex algorithm Step : Write the linear programming problem in standard form Linear
IEOR 4404 Homework #2 Intro OR: Deterministic Models February 14, 2011 Prof. Jay Sethuraman Page 1 of 5. Homework #2
IEOR 4404 Homework # Intro OR: Deterministic Models February 14, 011 Prof. Jay Sethuraman Page 1 of 5 Homework #.1 (a) What is the optimal solution of this problem? Let us consider that x 1, x and x 3
Mathematical finance and linear programming (optimization)
Mathematical finance and linear programming (optimization) Geir Dahl September 15, 2009 1 Introduction The purpose of this short note is to explain how linear programming (LP) (=linear optimization) may
Nonlinear Programming Methods.S2 Quadratic Programming
Nonlinear Programming Methods.S2 Quadratic Programming Operations Research Models and Methods Paul A. Jensen and Jonathan F. Bard A linearly constrained optimization problem with a quadratic objective
Lecture 2: August 29. Linear Programming (part I)
10-725: Convex Optimization Fall 2013 Lecture 2: August 29 Lecturer: Barnabás Póczos Scribes: Samrachana Adhikari, Mattia Ciollaro, Fabrizio Lecci Note: LaTeX template courtesy of UC Berkeley EECS dept.
Applied Algorithm Design Lecture 5
Applied Algorithm Design Lecture 5 Pietro Michiardi Eurecom Pietro Michiardi (Eurecom) Applied Algorithm Design Lecture 5 1 / 86 Approximation Algorithms Pietro Michiardi (Eurecom) Applied Algorithm Design
Minkowski Sum of Polytopes Defined by Their Vertices
Minkowski Sum of Polytopes Defined by Their Vertices Vincent Delos, Denis Teissandier To cite this version: Vincent Delos, Denis Teissandier. Minkowski Sum of Polytopes Defined by Their Vertices. Journal
LECTURE: INTRO TO LINEAR PROGRAMMING AND THE SIMPLEX METHOD, KEVIN ROSS MARCH 31, 2005
LECTURE: INTRO TO LINEAR PROGRAMMING AND THE SIMPLEX METHOD, KEVIN ROSS MARCH 31, 2005 DAVID L. BERNICK [email protected] 1. Overview Typical Linear Programming problems Standard form and converting
Equilibrium computation: Part 1
Equilibrium computation: Part 1 Nicola Gatti 1 Troels Bjerre Sorensen 2 1 Politecnico di Milano, Italy 2 Duke University, USA Nicola Gatti and Troels Bjerre Sørensen ( Politecnico di Milano, Italy, Equilibrium
Optimization Modeling for Mining Engineers
Optimization Modeling for Mining Engineers Alexandra M. Newman Division of Economics and Business Slide 1 Colorado School of Mines Seminar Outline Linear Programming Integer Linear Programming Slide 2
1 Linear Programming. 1.1 Introduction. Problem description: motivate by min-cost flow. bit of history. everything is LP. NP and conp. P breakthrough.
1 Linear Programming 1.1 Introduction Problem description: motivate by min-cost flow bit of history everything is LP NP and conp. P breakthrough. general form: variables constraints: linear equalities
CHAPTER 9. Integer Programming
CHAPTER 9 Integer Programming An integer linear program (ILP) is, by definition, a linear program with the additional constraint that all variables take integer values: (9.1) max c T x s t Ax b and x integral
Discuss the size of the instance for the minimum spanning tree problem.
3.1 Algorithm complexity The algorithms A, B are given. The former has complexity O(n 2 ), the latter O(2 n ), where n is the size of the instance. Let n A 0 be the size of the largest instance that can
Linear Programming. March 14, 2014
Linear Programming March 1, 01 Parts of this introduction to linear programming were adapted from Chapter 9 of Introduction to Algorithms, Second Edition, by Cormen, Leiserson, Rivest and Stein [1]. 1
Some representability and duality results for convex mixed-integer programs.
Some representability and duality results for convex mixed-integer programs. Santanu S. Dey Joint work with Diego Morán and Juan Pablo Vielma December 17, 2012. Introduction About Motivation Mixed integer
Solving Curved Linear Programs via the Shadow Simplex Method
Solving Curved Linear rograms via the Shadow Simplex Method Daniel Dadush 1 Nicolai Hähnle 2 1 Centrum Wiskunde & Informatica (CWI) 2 Bonn Universität CWI Scientific Meeting 01/15 Outline 1 Introduction
DATA ANALYSIS II. Matrix Algorithms
DATA ANALYSIS II Matrix Algorithms Similarity Matrix Given a dataset D = {x i }, i=1,..,n consisting of n points in R d, let A denote the n n symmetric similarity matrix between the points, given as where
2.3 Convex Constrained Optimization Problems
42 CHAPTER 2. FUNDAMENTAL CONCEPTS IN CONVEX OPTIMIZATION Theorem 15 Let f : R n R and h : R R. Consider g(x) = h(f(x)) for all x R n. The function g is convex if either of the following two conditions
Chapter 6. Linear Programming: The Simplex Method. Introduction to the Big M Method. Section 4 Maximization and Minimization with Problem Constraints
Chapter 6 Linear Programming: The Simplex Method Introduction to the Big M Method In this section, we will present a generalized version of the simplex method that t will solve both maximization i and
NP-Completeness. CptS 223 Advanced Data Structures. Larry Holder School of Electrical Engineering and Computer Science Washington State University
NP-Completeness CptS 223 Advanced Data Structures Larry Holder School of Electrical Engineering and Computer Science Washington State University 1 Hard Graph Problems Hard means no known solutions with
Discrete Optimization
Discrete Optimization [Chen, Batson, Dang: Applied integer Programming] Chapter 3 and 4.1-4.3 by Johan Högdahl and Victoria Svedberg Seminar 2, 2015-03-31 Todays presentation Chapter 3 Transforms using
This exposition of linear programming
Linear Programming and the Simplex Method David Gale This exposition of linear programming and the simplex method is intended as a companion piece to the article in this issue on the life and work of George
Chapter 5. Linear Inequalities and Linear Programming. Linear Programming in Two Dimensions: A Geometric Approach
Chapter 5 Linear Programming in Two Dimensions: A Geometric Approach Linear Inequalities and Linear Programming Section 3 Linear Programming gin Two Dimensions: A Geometric Approach In this section, we
Linear Programming Problems
Linear Programming Problems Linear programming problems come up in many applications. In a linear programming problem, we have a function, called the objective function, which depends linearly on a number
(67902) Topics in Theory and Complexity Nov 2, 2006. Lecture 7
(67902) Topics in Theory and Complexity Nov 2, 2006 Lecturer: Irit Dinur Lecture 7 Scribe: Rani Lekach 1 Lecture overview This Lecture consists of two parts In the first part we will refresh the definition
Actually Doing It! 6. Prove that the regular unit cube (say 1cm=unit) of sufficiently high dimension can fit inside it the whole city of New York.
1: 1. Compute a random 4-dimensional polytope P as the convex hull of 10 random points using rand sphere(4,10). Run VISUAL to see a Schlegel diagram. How many 3-dimensional polytopes do you see? How many
Adaptive Linear Programming Decoding
Adaptive Linear Programming Decoding Mohammad H. Taghavi and Paul H. Siegel ECE Department, University of California, San Diego Email: (mtaghavi, psiegel)@ucsd.edu ISIT 2006, Seattle, USA, July 9 14, 2006
Linear Programming Notes V Problem Transformations
Linear Programming Notes V Problem Transformations 1 Introduction Any linear programming problem can be rewritten in either of two standard forms. In the first form, the objective is to maximize, the material
Linear programming and reductions
Chapter 7 Linear programming and reductions Many of the problems for which we want algorithms are optimization tasks: the shortest path, the cheapest spanning tree, the longest increasing subsequence,
Notes on NP Completeness
Notes on NP Completeness Rich Schwartz November 10, 2013 1 Overview Here are some notes which I wrote to try to understand what NP completeness means. Most of these notes are taken from Appendix B in Douglas
Complexity Theory. IE 661: Scheduling Theory Fall 2003 Satyaki Ghosh Dastidar
Complexity Theory IE 661: Scheduling Theory Fall 2003 Satyaki Ghosh Dastidar Outline Goals Computation of Problems Concepts and Definitions Complexity Classes and Problems Polynomial Time Reductions Examples
Unit 1. Today I am going to discuss about Transportation problem. First question that comes in our mind is what is a transportation problem?
Unit 1 Lesson 14: Transportation Models Learning Objective : What is a Transportation Problem? How can we convert a transportation problem into a linear programming problem? How to form a Transportation
Branch and Cut for TSP
Branch and Cut for TSP jla,[email protected] Informatics and Mathematical Modelling Technical University of Denmark 1 Branch-and-Cut for TSP Branch-and-Cut is a general technique applicable e.g. to solve symmetric
Lecture 15 An Arithmetic Circuit Lowerbound and Flows in Graphs
CSE599s: Extremal Combinatorics November 21, 2011 Lecture 15 An Arithmetic Circuit Lowerbound and Flows in Graphs Lecturer: Anup Rao 1 An Arithmetic Circuit Lower Bound An arithmetic circuit is just like
Definition 11.1. Given a graph G on n vertices, we define the following quantities:
Lecture 11 The Lovász ϑ Function 11.1 Perfect graphs We begin with some background on perfect graphs. graphs. First, we define some quantities on Definition 11.1. Given a graph G on n vertices, we define
How to speed-up hard problem resolution using GLPK?
How to speed-up hard problem resolution using GLPK? Onfroy B. & Cohen N. September 27, 2010 Contents 1 Introduction 2 1.1 What is GLPK?.......................................... 2 1.2 GLPK, the best one?.......................................
Minimizing costs for transport buyers using integer programming and column generation. Eser Esirgen
MASTER STHESIS Minimizing costs for transport buyers using integer programming and column generation Eser Esirgen DepartmentofMathematicalSciences CHALMERS UNIVERSITY OF TECHNOLOGY UNIVERSITY OF GOTHENBURG
Algorithm Design and Analysis
Algorithm Design and Analysis LECTURE 27 Approximation Algorithms Load Balancing Weighted Vertex Cover Reminder: Fill out SRTEs online Don t forget to click submit Sofya Raskhodnikova 12/6/2011 S. Raskhodnikova;
Largest Fixed-Aspect, Axis-Aligned Rectangle
Largest Fixed-Aspect, Axis-Aligned Rectangle David Eberly Geometric Tools, LLC http://www.geometrictools.com/ Copyright c 1998-2016. All Rights Reserved. Created: February 21, 2004 Last Modified: February
Solutions Of Some Non-Linear Programming Problems BIJAN KUMAR PATEL. Master of Science in Mathematics. Prof. ANIL KUMAR
Solutions Of Some Non-Linear Programming Problems A PROJECT REPORT submitted by BIJAN KUMAR PATEL for the partial fulfilment for the award of the degree of Master of Science in Mathematics under the supervision
Advanced Lecture on Mathematical Science and Information Science I. Optimization in Finance
Advanced Lecture on Mathematical Science and Information Science I Optimization in Finance Reha H. Tütüncü Visiting Associate Professor Dept. of Mathematical and Computing Sciences Tokyo Institute of Technology
The Multiplicative Weights Update method
Chapter 2 The Multiplicative Weights Update method The Multiplicative Weights method is a simple idea which has been repeatedly discovered in fields as diverse as Machine Learning, Optimization, and Game
2. (a) Explain the strassen s matrix multiplication. (b) Write deletion algorithm, of Binary search tree. [8+8]
Code No: R05220502 Set No. 1 1. (a) Describe the performance analysis in detail. (b) Show that f 1 (n)+f 2 (n) = 0(max(g 1 (n), g 2 (n)) where f 1 (n) = 0(g 1 (n)) and f 2 (n) = 0(g 2 (n)). [8+8] 2. (a)
Proximal mapping via network optimization
L. Vandenberghe EE236C (Spring 23-4) Proximal mapping via network optimization minimum cut and maximum flow problems parametric minimum cut problem application to proximal mapping Introduction this lecture:
Linear Programming: Theory and Applications
Linear Programming: Theory and Applications Catherine Lewis May 11, 2008 1 Contents 1 Introduction to Linear Programming 3 1.1 What is a linear program?...................... 3 1.2 Assumptions.............................
Duality in General Programs. Ryan Tibshirani Convex Optimization 10-725/36-725
Duality in General Programs Ryan Tibshirani Convex Optimization 10-725/36-725 1 Last time: duality in linear programs Given c R n, A R m n, b R m, G R r n, h R r : min x R n c T x max u R m, v R r b T
Approximating Minimum Bounded Degree Spanning Trees to within One of Optimal
Approximating Minimum Bounded Degree Spanning Trees to within One of Optimal ABSTACT Mohit Singh Tepper School of Business Carnegie Mellon University Pittsburgh, PA USA [email protected] In the MINIMUM
The number of marks is given in brackets [ ] at the end of each question or part question. The total number of marks for this paper is 72.
ADVANCED SUBSIDIARY GCE UNIT 4736/01 MATHEMATICS Decision Mathematics 1 THURSDAY 14 JUNE 2007 Afternoon Additional Materials: Answer Booklet (8 pages) List of Formulae (MF1) Time: 1 hour 30 minutes INSTRUCTIONS
Simplex method summary
Simplex method summary Problem: optimize a linear objective, subject to linear constraints 1. Step 1: Convert to standard form: variables on right-hand side, positive constant on left slack variables for
A Working Knowledge of Computational Complexity for an Optimizer
A Working Knowledge of Computational Complexity for an Optimizer ORF 363/COS 323 Instructor: Amir Ali Ahmadi TAs: Y. Chen, G. Hall, J. Ye Fall 2014 1 Why computational complexity? What is computational
Outline. NP-completeness. When is a problem easy? When is a problem hard? Today. Euler Circuits
Outline NP-completeness Examples of Easy vs. Hard problems Euler circuit vs. Hamiltonian circuit Shortest Path vs. Longest Path 2-pairs sum vs. general Subset Sum Reducing one problem to another Clique
INTEGER PROGRAMMING. Integer Programming. Prototype example. BIP model. BIP models
Integer Programming INTEGER PROGRAMMING In many problems the decision variables must have integer values. Example: assign people, machines, and vehicles to activities in integer quantities. If this is
Operation Research. Module 1. Module 2. Unit 1. Unit 2. Unit 3. Unit 1
Operation Research Module 1 Unit 1 1.1 Origin of Operations Research 1.2 Concept and Definition of OR 1.3 Characteristics of OR 1.4 Applications of OR 1.5 Phases of OR Unit 2 2.1 Introduction to Linear
Nonlinear Optimization: Algorithms 3: Interior-point methods
Nonlinear Optimization: Algorithms 3: Interior-point methods INSEAD, Spring 2006 Jean-Philippe Vert Ecole des Mines de Paris [email protected] Nonlinear optimization c 2006 Jean-Philippe Vert,
Two-Stage Stochastic Linear Programs
Two-Stage Stochastic Linear Programs Operations Research Anthony Papavasiliou 1 / 27 Two-Stage Stochastic Linear Programs 1 Short Reviews Probability Spaces and Random Variables Convex Analysis 2 Deterministic
Algebra 2 Chapter 1 Vocabulary. identity - A statement that equates two equivalent expressions.
Chapter 1 Vocabulary identity - A statement that equates two equivalent expressions. verbal model- A word equation that represents a real-life problem. algebraic expression - An expression with variables.
Scheduling Home Health Care with Separating Benders Cuts in Decision Diagrams
Scheduling Home Health Care with Separating Benders Cuts in Decision Diagrams André Ciré University of Toronto John Hooker Carnegie Mellon University INFORMS 2014 Home Health Care Home health care delivery
Optimization in R n Introduction
Optimization in R n Introduction Rudi Pendavingh Eindhoven Technical University Optimization in R n, lecture Rudi Pendavingh (TUE) Optimization in R n Introduction ORN / 4 Some optimization problems designing
Analysis of Approximation Algorithms for k-set Cover using Factor-Revealing Linear Programs
Analysis of Approximation Algorithms for k-set Cover using Factor-Revealing Linear Programs Stavros Athanassopoulos, Ioannis Caragiannis, and Christos Kaklamanis Research Academic Computer Technology Institute
11. APPROXIMATION ALGORITHMS
11. APPROXIMATION ALGORITHMS load balancing center selection pricing method: vertex cover LP rounding: vertex cover generalized load balancing knapsack problem Lecture slides by Kevin Wayne Copyright 2005
Perron vector Optimization applied to search engines
Perron vector Optimization applied to search engines Olivier Fercoq INRIA Saclay and CMAP Ecole Polytechnique May 18, 2011 Web page ranking The core of search engines Semantic rankings (keywords) Hyperlink
EXCEL SOLVER TUTORIAL
ENGR62/MS&E111 Autumn 2003 2004 Prof. Ben Van Roy October 1, 2003 EXCEL SOLVER TUTORIAL This tutorial will introduce you to some essential features of Excel and its plug-in, Solver, that we will be using
Noncommercial Software for Mixed-Integer Linear Programming
Noncommercial Software for Mixed-Integer Linear Programming J. T. Linderoth T. K. Ralphs December, 2004. Revised: January, 2005. Abstract We present an overview of noncommercial software tools for the
Vector and Matrix Norms
Chapter 1 Vector and Matrix Norms 11 Vector Spaces Let F be a field (such as the real numbers, R, or complex numbers, C) with elements called scalars A Vector Space, V, over the field F is a non-empty
Introduction to Linear Programming (LP) Mathematical Programming (MP) Concept
Introduction to Linear Programming (LP) Mathematical Programming Concept LP Concept Standard Form Assumptions Consequences of Assumptions Solution Approach Solution Methods Typical Formulations Massachusetts
Gautam Appa and H. Paul Williams A formula for the solution of DEA models
Gautam Appa and H. Paul Williams A formula for the solution of DEA models Working paper Original citation: Appa, Gautam and Williams, H. Paul (2002) A formula for the solution of DEA models. Operational
NP-Hardness Results Related to PPAD
NP-Hardness Results Related to PPAD Chuangyin Dang Dept. of Manufacturing Engineering & Engineering Management City University of Hong Kong Kowloon, Hong Kong SAR, China E-Mail: [email protected] Yinyu
The Classes P and NP. [email protected]
Intractable Problems The Classes P and NP Mohamed M. El Wakil [email protected] 1 Agenda 1. What is a problem? 2. Decidable or not? 3. The P class 4. The NP Class 5. TheNP Complete class 2 What is a
Introduction to Logic in Computer Science: Autumn 2006
Introduction to Logic in Computer Science: Autumn 2006 Ulle Endriss Institute for Logic, Language and Computation University of Amsterdam Ulle Endriss 1 Plan for Today Now that we have a basic understanding
Complexity Classes P and NP
Complexity Classes P and NP MATH 3220 Supplemental Presentation by John Aleshunas The cure for boredom is curiosity. There is no cure for curiosity Dorothy Parker Computational Complexity Theory In computer
