Covering Linear Programming with Violations

被引:45
作者
Qiu, Feng [1 ]
Ahmed, Shabbir [1 ]
Dey, Santanu S. [1 ]
Wolsey, Laurence A. [2 ]
机构
[1] Georgia Inst Technol, H Milton Stewart Sch Ind & Syst Engn, Atlanta, GA 30332 USA
[2] Catholic Univ Louvain, Ctr Operat Res & Econometr, B-1348 Louvain La Neuve, Belgium
基金
美国国家科学基金会;
关键词
integer programming; linear programming; MIXED-INTEGER INEQUALITIES; OPTIMIZATION; FORMULATIONS; CONSTRAINTS;
D O I
10.1287/ijoc.2013.0582
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
We consider a class of linear programs involving a set of covering constraints of which at most k are allowed to be violated. We show that this covering linear program with violation is strongly N P-hard. To improve the performance of mixed-integer programming-based schemes for these problems, we introduce and analyze a coefficient strengthening scheme, adapt and analyze an existing cutting plane technique, and present a branching technique. Through computational experiments, we empirically verify that these techniques are significantly effective in improving solution times over the CPLEX mixed-integer programming solver. In particular, we observe that the proposed schemes can cut down solution times from as much as six days to under four hours.
引用
收藏
页码:531 / 546
页数:16
相关论文
共 26 条
[1]  
Ahmed S., 2013, SIPLIB STOCHASTIC IN
[2]   THE COMPLEXITY AND APPROXIMABILITY OF FINDING MAXIMUM FEASIBLE SUBSYSTEMS OF LINEAR RELATIONS [J].
AMALDI, E ;
KANN, V .
THEORETICAL COMPUTER SCIENCE, 1995, 147 (1-2) :181-210
[3]  
[Anonymous], 1979, Computers and Intractablity: A Guide to the Theory of NP-Completeness
[4]  
Atamtürk A, 2000, MATH PROGRAM, V89, P35, DOI 10.1007/s101070000154
[5]   Optimal vaccination strategies for a community of households [J].
Becker, NG ;
Starczak, DN .
MATHEMATICAL BIOSCIENCES, 1997, 139 (02) :117-132
[6]   Low-dimensional linear programming with violations [J].
Chan, TM .
SIAM JOURNAL ON COMPUTING, 2005, 34 (04) :879-893
[7]   Compact formulations as a union of polyhedra [J].
Conforti, Michele ;
Wolsey, Laurence A. .
MATHEMATICAL PROGRAMMING, 2008, 114 (02) :277-289
[8]   Mixing MIR inequalities with two divisible coefficients [J].
Constantino, Miguel ;
Miller, Andrew J. ;
Van Vyve, Mathieu .
MATHEMATICAL PROGRAMMING, 2010, 123 (02) :451-483
[9]   SOLVING LARGE-SCALE ZERO-ONE LINEAR-PROGRAMMING PROBLEMS [J].
CROWDER, H ;
JOHNSON, EL ;
PADBERG, M .
OPERATIONS RESEARCH, 1983, 31 (05) :803-834
[10]   COEFFICIENT REDUCTION FOR KNAPSACK-LIKE CONSTRAINTS IN 0-1 PROGRAMS WITH VARIABLE UPPER-BOUNDS [J].
DIETRICH, BL ;
ESCUDERO, LF .
OPERATIONS RESEARCH LETTERS, 1990, 9 (01) :9-14