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基于配置线性规划的高重数N重整数规划

High-multiplicity N-fold IP via configuration LP

Mathematical Programming · 2022
被引 10
ABS 4

中文导读

针对高重数N重整数规划,提出首个固定参数算法,利用配置线性规划的新近邻定理,在编码规模的多项式时间内求解,适用于块数远多于块类型的调度问题。

Abstract

Abstract N -fold integer programs (IPs) form an important class of block-structured IPs for which increasingly fast algorithms have recently been developed and successfully applied. We study high-multiplicity N -fold IPs, which encode IPs succinctly by presenting a description of each block type and a vector of block multiplicities. Our goal is to design algorithms which solve N -fold IPs in time polynomial in the size of the succinct encoding, which may be significantly smaller than the size of the explicit (non-succinct) instance. We present the first fixed-parameter algorithm for high-multiplicity N -fold IPs, which even works for convex objectives. Our key contribution is a novel proximity theorem which relates fractional and integer optima of the Configuration LP, a fundamental notion by Gilmore and Gomory [Oper. Res., 1961] which we generalize. Our algorithm for N -fold IP is faster than previous algorithms whenever the number of blocks is much larger than the number of block types, such as in N -fold IP models for various scheduling problems.

整数规划组合优化算法设计调度问题