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Polyhedral and Graph Theoretic Methods in Mixed Integer and Combinatorial Optimization

Polyhedral and Graph Theoretic Methods in Mixed Integer and Combinatorial Optimization
混合整数和组合优化中的多面体和图论方法
批准号:
0352885
负责人:
Egon Balas
金额:
$42.0万
依托单位:
依托单位国家:
美国
项目类别:
Continuing Grant
财政年份:
2004
资助国家:
美国
项目状态:
已结题
起止时间:
2004-09-01 至 2007-08-31

项目摘要

项目成果

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中文摘要
翻译
该项目使用线性代数和图论工具解决整数规划和组合优化的理论和计算方面的问题。它专注于称为“提升和项目”的方法,该方法于九十年代开发,最近被纳入最先进的软件中。提升和项目削减是由涉及不平等组合的分离产生的。研究的一个主题是如何同时优化切割基础的析取中使用的不等式的加权组合,以及最终切割的幺群强化中乘数的选择。同一方向的另一个主题提出通过以明确定义的方式组合不等式来提高混合整数线性规划的 Gomory 割的性能。 其他主题旨在理解雷曼矩阵和几乎完全幺模矩阵的结构,或用于在图中查找奇数洞的算法,与两类重要的问题相关:集合填充和集合覆盖。更好地理解这类问题是目前组合优化领域非常活跃的研究的一个核心方面。如果该项目取得成功,它将推进混合整数和组合优化的最新技术,从而提高我们在从工业生产到物流和电信等广泛活动中解决问题的能力。这里创建的工具可能对于改善国土安全同样有用,因为它们可能有助于加强我们的技术领先地位。 从五十年代末到九十年代初,整数规划是解决几乎所有优化问题的一种方法,但可用的计算机代码只能处理极小的问题。在过去的十年中,技术水平发生了根本性的变化,如今,超过一半的整数规划也可以得到解决。该项目预计将显着加速这一变化。
英文摘要
This project addresses theoretical and computational aspects of integer programming and combinatorial optimization, using the tools of linear algebra and graph theory. It is focused on the approach called lift-and-project, developed in the nineties and recently incorporated into state-of-the-art software. Lift-and-project cuts are generated from a disjunction involving a combination of inequalities. One topic for investigation is how to simultaneously optimize the weighted combination of inequalities used in the disjunction underlying the cut, and the choice of multipliers in the monoidal strengthening of the resulting cut. Another topic in the same direction offers to improve the performance of Gomory cuts for mixed integer linear programs, by combining inequalities in well-defined ways. Other topics, aimed at understanding the structure of Lehman matrices and almost totally unimodular matrices, or an algorithm for finding an odd hole in a graph, are related to two important classes of problems: set packing and set covering. A better understanding of these classes of problems is a central aspect of the very active research currently occurring in the field of combinatorial optimization.To the extent that this project will be successful, it will advance the state of the art in mixed integer and combinatorial optimization, and thereby enhance our problem solving ability in a broad range of activities, from industrial production to logistics and telecommunications. The tools created here may be as useful in improving homeland security, as they may be instrumental in reinforcing our technological leadership. From the late fifties to the early nineties, integer programming was a way to formulate almost any optimization problem, yet the available computer codes could only handle toy problems of minuscule size. During the last decade the state of the art has radically changed, and today well over half of the integer programs formulated can also be solved. This project is expected to significantly accelerate this change.
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Mixed Integer Optimization: New Cut Generation Paradigms
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    $37.96万
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