Brian's Digest: Integer Programming


1996


SCI.OP-RESEARCH Digest Mon, 17 Nov 97 Volume 4: Issue 46

Date: Mon, 10 Nov 1997 11:57:56 +0100
From: Jelasity Mark <jelasity@inf.u-szeged.hu>
Subject: Subset Sum variation
Philipp Gühring wrote:

> > > :have a variation on the classic subet sum problem. I have a list of > > :positive integers (no more than 50 with fixed upper and lower bounds) > > :and I need to find the subset that most closely sums X. I have been > > :looking at several papers and articles on the topic, but have yet to > > :come across a C/C++ source implementation to the problem. Even though > > :this is an NP-complete problem, I know there are several algorithms that > > :solve this problem under certain conditions. It would be hard to > > :believe that there does not exist a source implementation to this > > :problem. Unfortunately I am more skilled in programming than the > > :mathematical field, otherwise I would create an implementation myself. > > I think you could do it with Branch & Bound. > Use a recursive algorithm to add/not add each value to the sum. > If you want the C source then ask me for it. > Philipp Gühring/Sourcerer I strongly recommend you my paper about the subset sum problem. I have shown a couple of interesting things and I also gave some very straightforward heuristics on the basis of some empirical analysis of GAs. They usually find the optimal solution. I may send you some C++ code of these if you are interested.

The URL is: http://www.inf.u-szeged.hu/~jelasity/cikkek/icga.ps.gz

Yours: Mark


SCI.OP-RESEARCH Digest Mon, 10 Nov 97 Volume 4: Issue 45

Date: Sun, 9 Nov 1997 22:18:26 +0100
From: p.guehring@xpoint.at (Philipp Gühring)
Subject: Subset Sum variation

> :have a variation on the classic subet sum problem. I have a list of > :positive integers (no more than 50 with fixed upper and lower bounds) > :and I need to find the subset that most closely sums X. I have been > :looking at several papers and articles on the topic, but have yet to > :come across a C/C++ source implementation to the problem. Even though > :this is an NP-complete problem, I know there are several algorithms that > :solve this problem under certain conditions. It would be hard to > :believe that there does not exist a source implementation to this > :problem. Unfortunately I am more skilled in programming than the > :mathematical field, otherwise I would create an implementation myself. I think you could do it with Branch & Bound. Use a recursive algorithm to add/not add each value to the sum. If you want the C source then ask me for it.

Philipp Gühring/Sourcerer


SCI.OP-RESEARCH Digest Mon, 10 Nov 97 Volume 4: Issue 45

Date: Wed, 05 Nov 1997 09:59:48 +0100
From: hm <johann.murauer@utimaco.co.at>
Subject: Davis-Putnam algorithm
Hi,

I am looking for an implementation of the Davis-Putnam algorithm, preferable in C / C++. (Pascal is also welcome).

I need it for demonstration and education purposes (no commercial use or product); so the implementation should be handy and without to much tricks. Performance is of (almost) no importance.

Paperware (implementation printed in books or papers) is also welcome.

Any help appreciated.

Johann Murauer

Date: Wed, 05 Nov 1997 04:47:55 -0700
From: Hans D Mittelmann <mittelmann@asu.edu>
Subject: Davis-Putnam algorithm
To: hm Hi,

you may look at OPBDP. It's in C++. compiles with g++ and has some accompanying literature. See the links at the end of the LP-section:

http://plato.la.asu.edu/guide.html#LP

Hans Mittelmann


SCI.OP-RESEARCH Digest Mon, 13 Oct 97 Volume 4: Issue 41

Date: Wed, 08 Oct 1997 20:42:39 +0200
From: Kimon Spiliopoulos <kimon@ath.forthnet.gr>
Subject: Another Question (RE:Best tool for optimizing with integer variables.)
You should read "Model Building in Mathematical Programming" by H.P.Williams, John Wiley & Sons, 1990. ISBN: 0 471 92581 0 Most people will agree that it's the book you need.

Best regards

Kimon

Date: Tue, 07 Oct 97 01:47:17 GMT
From: cem14@cornell.edu (Carlos Murillo)
Subject: Another Question (RE:Best tool for optimizing with integer variables.)

A couple of people (including myself) pointed you towards Lagrangian relaxation as the preferred method for solving this particular kind of problem when you made your previous query. You have only about 20 units, which, for a single period problem, are not too many if you want to solve them using off-the-shelf lp solvers, even if you include transmission line transfer limits using linear approximations such as the DC power flow, or spinning reserve constraints. However, if you ever plan to extend your problem to several time periods AND you have time-spanning constraints such as minimal up or down times or ramping limits, or time-spanning costs such as warm start and startup costs, then do not expect to be able to solve that using mixed-integer lp solvers. Without some technique to decouple time-spanning constraints (such as above) from system-spanning constraints (such as generation=demand+losses, or perhaps a somewhat more accurate DC flow approximation) the task is next to hopeless even for very small problems. This is exactly what Lagrangian relaxation offers. If you do not have any time-spanning constraint, then consider yourself very lucky that you can solve your problem as n separate one-period problems.

As for techniques for casting constraints in mathematical form, I can only suggest that you look outside of OR-specific literature. There is a lot of creativity for this out there, but be warned that stressing this "art" to its limit often yields formulations that are nothing but far fetched monstrosities. Believe in simplicity, and always use critical judgment.


SCI.OP-RESEARCH Digest Mon, 1 Sep 97 Volume 4: Issue 35

Date: Thu, 28 Aug 1997 17:52:31 -0600
From: glen@proexam.org
Subject: What type of Problem/Solution is this?

I've long had this solution to a problem which I was able to come up with an iterative solution to, but I'd really like to know if it relates to Combinatorics or Dynamic Programming. I work for an organization which creates objective exams made up of some number of multiple choice test questions. Each question has some number of independent classifications and I'm given a specification which expresses the exact number of questions needed with each of several discrete values in each of these independent classifications.

In fact, the original formulation was for Veterinarians. They devised a three dimensional classification: Animal Species, Organ System and Discipline. All questions can be partitioned into one of several groups of Species, or by the organ system the question deals with or with the academic discipline dealt with. Of course, people don't always write questions which deal with ONLY one species or ONLY one organ system, etc., but each question gets classified with ONLY ONE specific entry from each of the three scales. The specification characterizes the exam >from each of these three perspectives.

The problem I was presented with was to draw some combination of items from the pool of available items to exactly satisfy the specification. I devised a metric and an heuristic that seemed reasonable, so that each time I needed to select some question, I could rate each question in the pool with how well suited it seemed to best move me toward the exact fulfillment of the specification.

I won't bore you with a description of the specific algorithm I devised, but it did seem to work quite well. I wondered if I was essentially guaranteed that if some collection of items from the pool would exactly fulfill the specification, then I was guaranteed of finding that subset, or if a decision made early on could come back to haunt me, but having led me into a blind alley, thus requiring back tracking (I specifically wanted to avoid any backtracking).

In connection with Donald Knuth's Tex algorithm for filling lines of a paragraph with words, was the first time I came across the term of Dynamic Programming. I attempted to read some of the books written by Richard Bellman. All I can say is that it seemed sort of like what I was trying to do, but I couldn't quite understand where he was coming from. Combinatorics also seems to deal with this sort of discrete sort of problem. It seems like combinatorics might help in answering my question about whether a dead end is possible, while dynamic programming seems to offer an iterative approach and studying it.

I'd appreciate any comments, pointers or guidance you could offer me in better understanding my little problem. I'd really like to know what to label this with.

Thanks,
Glen Brydon
glen@proexam.org

Date: Fri, 29 Aug 1997 11:59:23 -0700
From: "Casimir Rommert J." <Casimir@KUB.NL>
Subject: What type of Problem/Solution is this?
To: glen@proexam.org Your problem can be formulated as a 0-1 integer programming problem, which measn that you extract a subset from a set of questions under restrictions (for example, you need 3 questions on cows, 4 on blood circualtion and 5 on pathology) Normally, integer programming algorithms give a best solution in terms of some value (in business, usually profit), to get a random solution you can assign random values to questions. Small integer programming problems can be solved with spreadsheet, for example with the Quattro Pro optimizer or the Excel Solver.

Rommert J. Casimir, Room B435, tel 31 13 4662016 Tilburg University, P.O. Box 90153 5000LE Tilburg, The Netherlands http://cwis.kub.nl/~few/few/BIKA/rc_home.htm Date: Thu, 28 Aug 1997 17:46:01 -0400
From: John Chionglo <john_chionglo@dofasco.ca>
Subject: A 0-1 Integer Programing problem
Hello.

I have the following problem.

objective: min xn constraint set 1: As = 1 constraint set 2: Al - xn <= 0 bounds: 0 < xi < 1 i = 1, ... n-1 int x1, x2, ... xn-1 As some of you may recognize, this is a minimax problem with the special condition that all variables are 0-1. Is it possible to convert this into a set partitioning problem? Pointers anyone?

A property of Al is that if I combine all m rows in Al, I get the following,

sum(xi) - m * xn < 0 i=1,...,n-1 john chionglo

john_chionglo@dofasco.ca ----- "... the degree of emotion in a controversy varies inversely with knowledge of the subject." - Bernard Shaw

SCI.OP-RESEARCH Digest Mon, 25 Aug 97 Volume 4: Issue 34

Date: Mon, 18 Aug 1997 15:34:32 -0500
From: "Shereef B. M. Shehata" <shehata@msp.sc.ti.com>
Subject: Integer Programming on parallel architectures
Hello,

Does anyone know of existing methodologies commercial or research to solve mixed/ integer programming problems on parallel architecures?

What i need to know is the following:

Thanks in advance,

shereef

Date: Tue, 19 Aug 1997 09:05:02 +0100
From: Bob Daniel <rcd@dash.co.uk>
Subject: Integer Programming on parallel architectures
Dear Shereef

I think Dash were the first to have a commercial MIP offering, (in 1989, on Transputers!). I personally did a port on a 4 transputer plug-in PC board, but there was only 1 MByte per CPU, so computational testing was confined to small problems.

We did a PVM version somewhat later, on networks of UNIX boxes to start with, and got linear speedups on the 8 RS6K's that we had (frankly, scaling to tens of processors is interesting in theory but not many OR groups have that many boxes all at once).

We now have our own low overhead 'PVM lookalike', which we can use on UNIX and Windows 3.11, 95 and NT. Again, we get linear speedup on non- trivial problems. (By that, I tend to mean problems where it takes several iterations to solve each LP relaxation.) People tend to use it on several machines in a loaded office environment, so speedup is a subjective matter.

We have worked on a couple of funded research projects and put a lot of work into parallel MIP, so we know how to get good speedups.

IBM (OSL) and CPLEX followed, and have their own offerings.

There is a reasonable amount of research, but mainly in the pure IP world. I can give you pointers if that would help, but the people there concentrate on load balancing, which is not so much of an issue in large scale MIP.

Bob Daniel

__ Bob Daniel: Dash Associates, Blisworth House, Blisworth, Northants NN7 3BX, UK Phone:+44 1604 858993 Fax:+44 1604 858147 email: rcd@dash.co.uk WWW: http://www.dash.co.uk/ XPRESS-MP - Software for Modelling and Optimisation Date: 21 Aug 1997 20:31:09 GMT
From: rrk@noel.cs.rice.edu (Ramakrishnan Rajamony)
Subject: Integer Programming on parallel architectures
CPLEX has been parallelized for shared memory, and has been (is being) used with TreadMarks, a software distributed shared memory system. You can find speedup numbers for the problems from the MIPLIB library. The results are in a paper that appeared in the Feb 1996 issue of IEEE Computer. There is a copy online in http://www.cs.rice.edu/~willy/papers/computer95.ps.gz

You'll probably be most interested in section 8.

I think the CPLEX people are continuing to parallelize their improvements to the sequential version.

Regards,

-ram.


SCI.OP-RESEARCH Digest Mon, 4 Aug 97 Volume 4: Issue 31

Date: 1 Aug 1997 05:34:56 GMT
From: dongen@cs.ucc.ie (Marc van Dongen)
Subject: Need this book
I was hoping someone could help me find this book:

@BOOK{schrijver86, AUTHOR = {Schrijver, A.}, TITLE = {Theory of Linear and Integer Programming}, YEAR = {1986}, PUBLISHER = {Wiley}, ISBN = {0-471-908541}} I've been trying to get it from a local university bookstore since last christmas (without any success). According to the publisher it is out of stock.

Any help would be greatly appreciated.

Regards,

Marc van Dongen
dongen@cs.ucc.ie

Date: 1 Aug 1997 19:08:00 GMT
From: murthy@price.eecs.berkeley.edu (Praveen Murthy)
Subject: Need this book
This is a great book IMO, but Amazon books lists it for $300!! That's the only place where I have seen it...(http://www.amazon.com )

-- Praveen K. Murthy


SCI.OP-RESEARCH Digest Mon, 14 July 97 Volume 4: Issue 28

Date: Thu, 10 Jul 1997 17:03:02 +0200
From: Diego Faneyte <dbc.faneyte@student.unimaas.nl>
Subject: The value of the integer solution = relaxation solution, WHY !

Hi,

I am working on a paper about routing mobile cranes. It is a vehicle routing problem with precedence constraints, but without time windows.

I can solve the problem for 50 jobs and 30 cranes. Using Cplex I get a integer solution that is optimal.

The relaxation of the problem has the same value as the integer solution. Most of the time the decision variables as integer, but some times they are fractional. I tested 10 instances and 3 where fractional, but the object value stayed the same.

Does anybody know why this is. Thanks for reading this.

Diego Faneyte

Date: 10 Jul 1997 20:34:25 GMT
From: pehng@cds.mrs.umn.edu (Peh H. Ng )
Subject: The value of the integer solution = relaxation solution, WHY !
In general, it is NOT true that the LP-relaxation of an ILP problem will yield the same optimal solution point (let alone optimial value) of the ILP.

(ILP means integer linear programming ).

However, if the problem (thus the inequalities/constraints) has special structures, then yes, the problem may have integer extreme solutions. Thus, yielding integer optimal solution. (A good example is, of course, the network flow problems with integer deman/supplly).

For vehicle routing problems, you need to look at the facet-inducing constraints of your ILP formulation and see if there are certain structures that make the LP-relaxation yield an integer optimal solution for the instance.

Peh...

P/S For more information about this topic, you can check into most ILP/LP texts, eg Integer and Combinatorial Optimization by Nenhauser & Wolsey.

Date: Fri, 11 Jul 97 16:03:43 GMT
From: cary@rogers.wave.ca (Cary Swoveland)
Subject: The value of the integer solution = relaxation solution, WHY !

>The relaxation of the problem has the same value as the integer >solution. Most of the time the decision variables as integer, but some >times they are fractional. I tested 10 instances and 3 where fractional, >but the object value stayed the same. > >Does anybody know why this is. Thanks for reading this. Multiple optimal solutions are common in both LP's and IP's. It would not be surprising if the relaxed LP had multiple optimal solutions, with some extreme point solutions being integer-valued, and others not. The LP might terminate at either.

Cary


SCI.OP-RESEARCH Digest Mon, 30 Jun 97 Volume 4: Issue 26

Date: Thu, 26 Jun 1997 13:17:23 +0000
From: "Michael M. Kostreva" <flstgla@clemson.edu>
Subject: Verify Optimality for ILP??
The best feasible solution found is evaluated for its objective function. This value is compared with a lower bound (hopefully it is a rather tight one) and then an upper bound on percent deviation from optimality is calculated. People who do not need an absolute optimal solution stop when one is found within a guaranteed 5% or so.

There are techniques to reformulate the ILPs so that the constraints fit the convex hull of the integer solutions better. This sometimes leads to the better bounds, but not always.


SCI.OP-RESEARCH Digest Mon, 30 Jun 97 Volume 4: Issue 26

Date: Thu, 26 Jun 1997 10:11:48 +0200
From: Christian Holzbaur <christian@ai.univie.ac.at<
Subject: MIPLIB example NOSWOT

nc-weidenma@netcologne.de wrote: > > Has anybody got the solution -43 ? > Sure.

Two remarks:

  1. The optimal value is achieved not only at a particular vertex, but in the whole subspace described by the general solution below. I appended a sample vertex form this polyheral set (a particular solution)
  2. As you might guess from the solution, I used rational arithmetic. Thus B11 = 13492694757605331/3703833310000000 = 3.642900106 if prefer floats.

% % NAME: noswot % ROWS: 182 % COLUMNS: 128 % INTEGER: 100 % NONZERO: 735 % BEST SOLN: -43 (opt) % LP SOLN: -43.0 % SOURCE: % Linus E. Schrage (U. Chicago) % John W. Gregory (Cray Research) % APPLICATION: unknown % COMMENTS: 75 of the integer variables are binary % problem originally formulated as a max - changed to min % % Integer variables: C50, C49, C48, C47, C46, C45, C44, A15, C40, A13, C39, A11, C38, A9, C37, A7, C36, C33, C30, C32, C29, C31, C28, C25, C20, C27, C24, C19, C26, C23, C18, C60, C64, C17, C14, C62, C16, C13, C10, C12, C9, A23, C8, C5, C7, C4, C6, C3, C2, C1, B6, B4, B2, A19, A23, A17, A21, A15, A9, B5, A13, A7, B3, A11, A5, C70, B1, A18, A3, C68, A22, A16, A1, C66, C60, A20, A14, A8, C64, C58, A12, A6, C62, C56, A10, A4, C69, B4, A2, C67, A23, C71, C65, C59, C63, C57, C61, C55, C53, C51 General solution: A1 = 0, A10 = 0, A11 = 0, A12 = 0, A13 = 0, A14 = 0, A15 = 0, A16 = 0, A17 = 0, A18 = 0, A19 = 0, A2 = 1, A20 = 0, A21 = 0, A22 = 0, A23 = 0, A3 = 2, A4 = 0, A5 = 0, A6 = 0, A7 = 0, A8 = 0, A9 = 0, B1 = 0, B10=<12502991/10000000, B10>=0, B11-B16>=13492694757605331/3703833310000000, B11=<11166999/2000000, B12 = 0, B13>=0, B14 = 0, B15 = 0, B16>=0, B17 = 0, B18>=0, B19 = 0, B2 = 0, B20 = 0, B21 = 0, B22 = 0, B23 = 0, B3 = 0, B4 = 0, B5 = 0, B6 = 0, B7>=0, B9=<12502991/10000000, B9>=0, C1 = 0, C10 = 0, C118 = 0, C119 = 0, C11>=0, C12 = 0, C120 = 0, C121 = 0, C122 = 0, C123 = 0, C124 = 0, C125 = 0, C126 = 0, C127 = 0, C128 = 0, C13 = 0, C14 = 0, C15>=0, C16 = 0, C17 = 0, C18 = 0, C19 = 0, C2 = 0, C20 = 0, C21=<1, C21>=0, C23 = 0, C24 = 0, C25 = 0, C26 = 0, C27 = 0, C28 = 0, C29 = 0, C3 = 0, C30 = 0, C31 = 0, C32 = 0, C33 = 0, C34=<1, C34>=0, C35>=0, C36 = 0, C37 = 0, C38 = 0, C39 = 0, C4 = 0, C40 = 0, C41=<1, C41>=0, C42>=0, C43=<1, C43>=0, C44 = 0, C45 = 0, C46 = 0, C47 = 0, C48 = 0, C49 = 0, C5 = 0, C50 = 0, C51 = 1, C52=<24000001/2500000, C53 = 1, C54=13-C52, C55 = 1, C56 = 9, C57 = 1, C58 = 9, C59 = 1, C6 = 0, C60 = 5, C61 = 0, C62 = 0, C63 = 1, C64 = 4, C65 = 0, C66 = 0, C67 = 0, C68 = 0, C69 = 1, C7 = 0, C70 = 1, C71 = 0, C8 = 0, C9 = 0, B13-B18+21*C22=<7804439387394669/925958327500000, B13-B18+21*C22>=38471999/5000000, B16+21*C35=<64287804752394669/3703833310000000, C52+10000000/20833001*B7=<200000000/20833001, C52+10000000/20833001*B7+30000000/2976143*C11=<207500000/20833001, C52-10000000/20833001*B8>=70829013/20833001, B8-B13>=11640685490105331/925958327500000, B8-B18>=14095122493598669/1851916655000000, B18+21*C42=<24795127261401331/1851916655000000, B11+21*C15=<20666999/2000000 A vertex of this polyhedral set (particular solution) is: A1 = 0, A10 = 0, A11 = 0, A12 = 0, A13 = 0, A14 = 0, A15 = 0, A16 = 0, A17 = 0, A18 = 0, A19 = 0, A2 = 1, A20 = 0, A21 = 0, A22 = 0, A23 = 0, A3 = 2, A4 = 0, A5 = 0, A6 = 0, A7 = 0, A8 = 0, A9 = 0, B1 = 0, B10 = 0, B11 = 13492694757605331/3703833310000000, B12 = 0, B13 = 0, B14 = 0, B15 = 0, B16 = 0, B17 = 0, B18 = 0, B19 = 0, B2 = 0, B20 = 0, B21 = 0, B22 = 0, B23 = 0, B3 = 0, B4 = 0, B5 = 0, B6 = 0, B7 = 0, B8 = 11640685490105331/925958327500000, B9 = 0, C1 = 0, C10 = 0, C11 = 0, C118 = 0, C119 = 0, C12 = 0, C120 = 0, C121 = 0, C122 = 0, C123 = 0, C124 = 0, C125 = 0, C126 = 0, C127 = 0, C128 = 0 C13 = 0, C14 = 0, C15 = 0, C16 = 0, C17 = 0, C18 = 0, C19 = 0, C2 = 0, C20 = 0, C21 = 0, C22 = 38471999/105000000, C23 = 0, C24 = 0, C25 = 0, C26 = 0, C27 = 0, C28 = 0, C29 = 0, C3 = 0, C30 = 0, C31 = 0, C32 = 0, C33 = 0, C34 = 0, C35 = 0, C36 = 0, C37 = 0, C38 = 0, C39 = 0, C4 = 0, C40 = 0, C41 = 0, C42 = 0, C43 = 0, C44 = 0, C45 = 0, C46 = 0, C47 = 0, C48 = 0, C49 = 0, C5 = 0, C50 = 0, C51 = 1, C52 = 72796627726803627/7716196305106331, C53 = 1, C54 = 27513924239578676/7716196305106331, C55 = 1, C56 = 9, C57 = 1, C58 = 9, C59 = 1, C6 = 0, C60 = 5, C61 = 0, C62 = 0, C63 = 1, C64 = 4, C65 = 0, C66 = 0, C67 = 0, C68 = 0, C69 = 1, C7 = 0, C70 = 1, C71 = 0, C8 = 0, C9 = 0 enjoy,

-- +----------------------------------------------------------------------+ | Christian Holzbaur email: christian@ai.univie.ac.at | | Dept. of Med. Cybernetics & AI, | | University of Vienna, Phone: +43 1 53532810 | | Freyung 6, A-1010 Vienna FAX: +43 1 5320652 | | Austria | +----------------------------------------------------------------------+

SCI.OP-RESEARCH Digest Mon, 23 Jun 97 Volume 4: Issue 25

Date: 21 Jun 1997 13:48:47 GMT
From: nc-weidenma@netcologne.de
Subject: MIPLIB example NOSWOT
Has anybody got the solution -43 ?

If yes, is it possible, toa mail me this solution ?

Markus Weidenauer email : nc-weidenma@netcologne.de http://www.netcologne.de/~nc-weidenma/index.htm

SCI.OP-RESEARCH Digest Mon, 16 Jun 97 Volume 4: Issue 24

Date: Fri, 13 Jun 1997 09:08:46 -0700
From: ian@peacesummit.com (Ian Upright)
Subject: solving highly constrained integer problems
Hi, I'm fairly new to understanding optimization, and I have a few questions. We are currently using a commercial linear optimizer (Lingo) and we've found that the more integers in the problem, and the more we constrain it, the longer the problem takes to solve. Not only that, but it seems to make solving the problem much more difficult, and sometimes it is unable to find a solution where we know one does exist.

Intuitively to me, it seems like the more integers and constraints you put on the problem, the quicker it should solve, because there are far less choices to choose from. On a highly integer-constrained problem, where perhaps there might be only tens of thousands of combinations, it seems a purely "brute force" alogrithim would be better than trying to use a linear optimizer, because the latter takes (almost exponentially) longer when it deals with integers.

Is there optimizers out there that are better in dealing with mostly integers and a highly-constrained problem? Is non-liner optimization better in this case? Is "brute force" better in this case? What optimizers would be reccomended for these kinds of problems? We are also wanting to use an optimizer that is multi-threaded and supports SMP. Our model is linear, but it would be advantageous for us to use non-linear constraints in our problems, so if non-linear worked well, it would be better.

Ian


SCI.OP-RESEARCH Digest Mon, 9 June 97 Volume 4: Issue 23

Date: 5 Jun 1997 23:37:57 GMT
From: ilinm@aol.com (ILINM)
Subject: need help solving large MIP by rounding/fixing parts of RMIP solutions
Hello,

I am trying to solve a large MIP problem with binary integer variables. I have been using GAMS with a CPLEX solver. Unfortunately, my problem has grown from a very manageble one to one which is too large to usually even find an initial feasible integer solution, or if it does, find a solution anywhere close to optimal. While my constraint matrix is not unimodular it may be close. When I relax my problem to an RMIP, my relaxed solutions contain many dvs that are equal to their upper bound (1) or very close to their lower bound (0). Some however linger in the middle. I have tried rounding anything close to 1 to 1 and then fixing these dvs as 1 and rerunning the MIP. This improves the run-times, but the problem is still to large to solve. I'd like to try fixing things that are close to zero and also rerunning the MIP. When I rerun the MIP with the fixed variables I have an upper bound on how far I am from optimal by comparing my MIP solution to the RMIP solution so I will know how well (or badly) my rounding worked.

Has anyone had experience with a similar problem ? If so, are there any guidlines on how to round. I know that I am trading off run time vs optimality.

Also, are there any other techniques or heuristics that I could easily call from GAMS that may help me here. I am open to all ideas.

thanks in advance,

Howard
ilinm@aol.com


SCI.OP-RESEARCH Digest Mon, 12 May 97 Volume 4: Issue 19

Date: 9 May 1997 23:01:33 GMT
From: rubin@msu.edu (Paul A. Rubin)
Subject: MIP or Goal Programming
This is not a problem - it is not necessary that every variable in an optimization problem appear in the objective function. Just be sure to leave b_0 and b_1 unrestricted in sign (allow them to be either positive or negative).

->the other is that the ->constraints is so high!!! You can make a smaller formulation. Let epsilon be a small positive number representing your tolerance for rounding errors. Fitted values that come within +/- epsilon of the observed value will be counted as hits. Let M_i be an upper bound on the amount by which the fitted line will deviate from any observation. (I've subscripted it, rather than using a single constant M, because in practice you may be able to reduce the run time of the problem by deducing tighter values specific to each observation.) Now solve

minimize sum_i delta_i s.t. b_0 + sum_j b_j x_j + M_i delta_i >= y_i - epsilon (i=1,...,2000) b_0 + sum_j b_j x_j - M_i delta_i <= y_i + epsilon (i=1,...,2000) b_0, ..., b_n free; delta_1, ..., delta_2000 0/1 That leaves you with 2000 0-1 variables and 4000 constraints. How hard that will be to solve I cannot say - my experience with mixed integer programs is that you never know until you try.

-- Paul Rubin


SCI.OP-RESEARCH Digest Mon, 28 April 97 Volume 4: Issue 17

Date: Fri, 18 Apr 1997 10:29:26 -0400
From: Irv Lustig <irv@dizzy.cplex.com>
Subject: Integer programming examples ?

To: Chung Cheong Ming <cmchung@se.cuhk.edu.hk> Chung Cheong Ming wrote: > > hello everyone, > > Does anyone know where I can find some tough integer programming > examples? can be literature paper or ftp/web sites. Thanks > See the directory and files within ftp://softlib.cs.rice.edu/pub/miplib

-Irv Lustig irv@dizzy.cplex.com Director of Numerical Optimization http://www.cplex.com/~irv/ CPLEX Optimization, Inc. http://www.cplex.com/

SCI.OP-RESEARCH Digest Mon, 21 April 97 Volume 4: Issue 16

Date: 15 Apr 1997 09:02:11 -0600
From: ashbury@skypoint.com (John W Gregory)
Subject: Questions regarding a MIP setup

In article <3349D106.6F1F@UAlberta.Ca>, Armann Ingolfsson <Armann.Ingolfsson@UAlberta.Ca> wrote: >Brent Thomas wrote: >> >> I've recently been looking into mixed integer programming. I decided >> to test out the various solvers available to me, GAMS with the XA and >> Zoom modules, and Excel's Solver routine. The basis problem I >> considered was to minimize the number of coins I carry around such >> that I can make change for any amount from 1 cent to 99 cents. >If I understand you, this is the problem you want to solve: >Minimize y1 + y2 + y3 + y4 >subject to >xi1 + 5 xi2 + 10 xi3 + 25 xi4 = i for i = 1, 2, ..., 99 >xij - yj <= 0 for i = 1, 2, ..., 99 and j = 1, 2, 3, 4 >xij, yj >= 0 and integer for all i and j >> The results I've obtained with these solvers have been less than >> ideal. When I run the model over the full range of x, I obtain >> suboptimal results (e.g., I see 2 nickels and 4 pennies rather than a >> dime and 4 pennies to make 14 cents). However, when I restrict the >> upper bound of x to approximately 27 (depending on my solver - XA >> works the best, I've noted), I obtain the optimal coin distribution >> for the more confined feasible space. In any event, I get answers >> *very* slowly, even using XA on a Pentium Pro 200. Using Ingolfsson's formulation, with no modifications to make it simpler to solve (e.g. bounds setting), I ran this model using a commercial LP code, and it solved in a few seconds on a workstation. Presumably it would solve in under a minute on anything faster than my clone-286 PC at home.

There are many possible explanations for the difference in what I saw versus what Thomas reported, and it wouldn't be productive to speculate in this forum; I offer this simply as an interesting data-point.

John W. Gregory ashbury@skypoint.com URL=http://www.skypoint.com/~ashbury Thought for today: A newspaper consists of the same number of pages, whether there be news or not.

SCI.OP-RESEARCH Digest Mon, 14 April 97 Volume 4: Issue 15

Date: 9 Apr 1997 15:27:49 GMT
From: Carlos Henggeler Antunes <cantunes@inescc.pt>
Subject: k-th best solution in ILP
I would appreciate if anyone could send me some information on or pointers to algorithms to compute a 2nd best, 3rd best,...k-th best solution to an integer (or mixed integer) LP problem. Thanks in advance for your cooperation.

Carlos

Date: 9 Apr 1997 11:07:37 -0700
From: eppstein@euclid.ics.uci.edu (David Eppstein)
Subject: k-th best solution in ILP
I have a bibliography of k-shortest-path papers online at http://www.ics.uci.edu/~eppstein/bibs/kpath.bib which also includes some work on integer LPs, e.g.:

@article{LeiAliEze-CIE-86, title = {{A branch-and-bound algorithm for implementing set covering model expert systems}}, author = {W. Leigh and D. Ali and C. Ezell and N. Paz}, journal = {Computers and Industrial Engineering}, volume = {11}, pages = {464--467}, year = {1986}, abstract = {The conventional rule-based expert system can be formulated as a 0-1 integer program, specifically as a set covering problem. However, the implementation of an expert system in this way requires that the set covering model be solved for k-best alternate optima or near-optima. The authors have devised a branch-and-bound algorithm which accomplishes this. The details of the algorithm are explained in the paper. Computational results are provided.}} @article{PieLas-MS-73, title = {{Improved combinatorial programming algorithms for a class of all-zero-one integer programming problems}}, author = {J. F. Pierce and J. S. Lasky}, journal = {Management Science}, volume = {19}, pages = {528--543}, year = {1973}, abstract = {In the present paper a number of improvements in earlier algorithms are presented, including a new search strategy, methods for reducing the original problem, and mechanisms for feasibility filtering in multi-word problems. With these improvements problem-solving efficiency has been increased in many instances by an order of magnitude. In addition, the paper contains computational experience obtained in solving problems for the k-best solutions.}} If you find more please let me know.

-- David Eppstein UC Irvine Dept. of Information & Computer Science eppstein@ics.uci.edu http://www.ics.uci.edu/~eppstein/ Date: Sat, 12 Apr 1997 08:17:09 -0700
From: Othar Hansson <othar@thinkbank.com>
Subject: k-th best solution in ILP
There is also a paper by Lawler:

Lawler, Eugene L. A procedure for computing the $K$ best solutions to discrete optimization problems and its application to the shortest path problem. Management Sci. 18 (1971/72), 401--405.

I've always wondered whether it's practical or not. As I remember it, he uses a very clever diagonalization to add constraints at each iteration, in order to exclude the best solution(s). To exclude a solution sol_i for the variables x_i, you simply add a negation constraint:

~(x_1=sol_1 and x_2=sol_2 and ... and x_n=sol_n) which deMorganizes into:

~(x_1=sol_1) or ~(x_2=sol_2) or ...

Does anyone have experience with how much these additional constraints cost you in an IP or MIP solver? In other words, how much more expensive is it to get the Kth-best solution as compared to the best?

Othar Hansson ---------------------------------------------------------- Thinkbank, Inc. +1 (510) 558-8800 [voice] 1678 Shattuck Avenue, Suite 320 +1 (510) 558-8700 [fax] Berkeley, CA 94709 othar@Thinkbank.COM Date: Mon, 14 Apr 1997 10:15:13 -0700
From: Roy Jonker <roy_jonker@magiclogic.com>
Subject: Help with Search Techniques
Steve Hill wrote:

> > I am looking at a combinatorial optimisation problem and am > considering using a search technique like simulated annealing or > genetic algorithms. In practice which of these methods is > prefered, for say, the Travelling Salesman Problem? > Also are there other search techniques I should be aware of? Definitely: Tabu Search. In my view, more intelligent, less like throwing darts at a board hoping to hit a better solution, and faster.

RJ

Roy Jonker, PhD @ MagicLogic Optimization Inc. tel (604) 535 5133 (BC, Canada) - fax (on request) email roy_jonker@magiclogic.com www http://mindlink.net/magiclogic/magic.html

SCI.OP-RESEARCH Digest Mon, 7 April 97 Volume 4: Issue 14

Date: Sat, 05 Apr 1997 10:44:42 +0700
From: hendi171 <hendi171@cyberlib.itb.ac.id>
Subject: Mixed integer programming and combinatorial optimization
Does anybody know how to use the combinatorial optimization to solve the integer part (the binary variables 0-1) of mixed integer linear programming problems?

Any information about the homepages, the people who are experts in this field, or anything would be a real help.

Thanks.

-Angela-

angela135@cyberlib.itb.ac.id

Date: Sat, 05 Apr 1997 15:37:47 -0800
From: Roy Jonker <roy_jonker@magiclogic.com>
Subject: Mixed integer programming and combinatorial optimization

Combinatorial Optimization is not a technique, but itself a (very) special case of mixed integer linear programming. It involves 0,1 variables, and there is usually a certain structure in the constraints. Examples are in routing, sequencing, assignment, packing & cutting, set covering, and many, many more.

Do you perhaps mean Branch&Bound?

RJM

-- Roy Jonker, PhD @ MagicLogic Optimization Inc. tel (604) 535 5133 (BC, Canada) - fax (on request) email roy_jonker@magiclogic.com www http://mindlink.net/magiclogic/magic.html Date: 4 Apr 1997 02:24:58 GMT
From: cmchung@se.cuhk.edu.hk (Chung Cheong Ming)
Subject: Integer programming examples ?
hello everyone,

Does anyone know where I can find some tough integer programming examples? can be literature paper or ftp/web sites. Thanks

Joseph

Date: Fri, 04 Apr 1997 06:16:18 -0700
From: "Hans D. Mittelmann" <mittelmann@asu.edu>
Subject: Integer programming examples ?
To: Chung Cheong Ming <cmchung@se.cuhk.edu.hk>
Hi,

look at

http://www.caam.rice.edu/~bixby/miplib/miplib.html

Chung Cheong Ming wrote:

> > hello everyone, > > Does anyone know where I can find some tough integer programming > examples? can be literature paper or ftp/web sites. Thanks > > Joseph Drop me a note when you have solved them all.

Hans Mittelmann


SCI.OP-RESEARCH Digest Mon, 31 Mar 97 Volume 4: Issue 13

Date: 28 Mar 1997 10:56:08 -0500
From: chandy@Glue.umd.edu (Chandrasekar Sankaran)
Subject: Question in Combinatorial Optimization
I have questions regarding the following problem:

Find the vector x which minimizes (x'Ax + b'x), subject to each x_i taking a value of either 0 or 1; and A, a non-negative definite matrix. The ' in x' denotes transpose.

Questions

  1. Are there any good algorithms in the realm of integer programming for the above problem ?
  2. If i relax the constraint and allow each x_i to take any value between 0 and 1 (including end points), and find the minimizing x in this setting (there are good algorithms for this, since then the problem becomes one of minimizing a convex function over a convex set), how is this minima related to the minima of the original problem. In particular, if in this modified problem, the minimizing x has some components which are either 0 or 1, how are these components affected in the solution to the original problem ?

Any answers/references to the above questions would be greatly appreciated.

Thanks.

P.S. If you prefer, you can send a direct reply to: chandy@eng.umd.edu

Date: Fri, 28 Mar 1997 11:04:24 -0700
From: "Hans D. Mittelmann" <mittelmann@asu.edu&gr;
Subject: Question in Combinatorial Optimization
Hi,

one code that should be applicable appears to be

http://www.mpi-sb.mpg.de/~barth/opbdp/opbdp.html

Probably, the order n must be not too large for that.

Hans D. Mittelmann http://plato.la.asu.edu/ Arizona State University Phone: (602) 965-6595 Department of Mathematics Fax: (602) 965-0461 Tempe, AZ 85287-1804 email: mittelmann@asu.edu Date: 29 Mar 1997 00:57:03 GMT
From: borchers@nmt.edu (Brian Borchers)
Subject: Question in Combinatorial Optimization
If the objective function matrix is positive semidefinite, then you do have a convex optimization problem and things aren't so bad.

However, with 0-1 constraints, your feasible region is non-convex, and the problem is NP-hard. To see this, start with the problem of determining whether or not there is a 0-1 vector x such that Ax=b. This problem is a well known NP-Complete decision problem. Now, consider the Quadratic 0-1 programming problem:

min (Ax-b)'(Ax-b) x in {0,1}^n Note that the objective can be rewritten as x'A'Ax-2b'Ax+b'b. Clearly, A'A is positive semidefinite, and this 0-1 quadratic programming problem is of the desired form.

If the optimal objective value is 0, then there is a 0-1 vector x such that Ax=b. If the optimal objective value is greater than 0, then no such vector x exists.

For the problem with A positive semidefinite and 0-1 constraints, your best bet is probably to use a branch and bound approach. It'll take exponential time, but for reasonable sizes of problems, it should work fine. (For example, I've solved similar problems with up to 150 0-1 variables. See the papers listed below. ) You might also consider outer approximation/generalized Bender's decomposition approaches. However, I've run into some trouble in finding optimal solutions to some problems using a commercially available implementation of the outer approximation approach.

You might want to look at

Brian Borchers and John E. Mitchell, A Comparison of Branch and Bound and Outer Approximation Methods for 0-1 MINLPs, To appear in Computers and Operations Research. (see my web page for information on how to get a preprint.)

Brian Borchers and John E. Mitchell, An Improved Branch and Bound Algorithm for Mixed Integer Nonlinear Programs, Computers and Operations Research. 21(4):359-367, 1994.

For code, I'd suggest that you look at BARON, which can be found pretty easily by doing a web search on the Nonlinear Programming FAQ, and then following the links.

Brian Borchers borchers@nmt.edu Department of Mathematics http://www.nmt.edu/~borchers/ New Mexico Tech Phone: 505-835-5813 Socorro, NM 87801 FAX: 505-835-5366 Date: Sat, 29 Mar 1997 11:49:53 GMT
From: hwolkowi@orion.math.uwaterloo.ca (Henry Wolkowicz)
Subject: Question in Combinatorial Optimization
You have a variant of the Max-Cut problem, i.e. max a quadratic function subject to 0,1 (or +-1) constraints on the variables. There are many efficient heuristics for this NP-hard problem; as well as some very, very elegant worst case bounds. A good reference is the recent PhD thesis of Christoph Helmberg new address in Berlin; ||Henry Wolkowicz |Fax: (519) 725-5441 ||University of Waterloo |Tel: (519) 888-4567, 1+ext. 5589 ||Dept of Comb and Opt |email: henry@orion.math.uwaterloo.ca ||Waterloo, Ont. CANADA N2L 3G1 |URL: http://orion.math.uwaterloo.ca/~hwolkowi Date: 29 Mar 1997 17:11:39 GMT
From: borchers@nmt.edu (Brian Borchers)
Subject: Question in Combinatorial Optimization
Henry Wolkowicz wrote:
> You have a variant of the Max-Cut problem, i.e. max a quadratic function > subject to 0,1 (or +-1) constraints on the variables. > There are many efficient heuristics for this NP-hard problem; as well as > some very, very elegant worst case bounds. > A good reference is the recent PhD thesis of Christoph Helmberg > <A href=" http://www.zib.de/helmberg"> > new address in Berlin</A>; Actually, there's at least one significant difference between this problem and the MAX-CUT problem. In the +-1 quadratic programming formulation of MAX-CUT, the objective function matrix is *not* positive semidefinite. This makes a conventional branch and bound approach using the quadratic programming relaxation with lower bounds of -1 and upper bounds of +1 impractical. That's why we use the SDP relaxation of the +-1 quadratic programming problem- the resulting SDP is a convex problem that's easy to solve.

In the 0,1 quadratic programming problem that we're considering here, the quadratic programming relaxation with lower bounds of 0 and upper bounds of 1 is a convex problem that is quite easy to solve.

It would be interesting to compare the performance of a branch and bound code using the quadratic programming relaxation with a branch and bound (or branch and cut) code using the SDP relaxation.

I'd place my bet on branch and bound with quadratic programming relaxations.

Has anyone released a code that uses SDP relaxations in a branch and bound framework to solve general quadratic +-1 programming problems?

Brian Borchers borchers@nmt.edu Department of Mathematics http://www.nmt.edu/~borchers/ New Mexico Tech Phone: 505-835-5813 Socorro, NM 87801 FAX: 505-835-5366 Date: 29 Mar 1997 17:36:21 GMT
From: borchers@nmt.edu (Brian Borchers)
Subject: Question in Combinatorial Optimization
Yet another approach- You could use an implicit enumeration code such as OPBDP to solve the problem.

Brian Borchers borchers@nmt.edu Department of Mathematics http://www.nmt.edu/~borchers/ New Mexico Tech Phone: 505-835-5813 Socorro, NM 87801 FAX: 505-835-5366 Date: 28 Mar 1997 20:38:52 GMT
From: rubin@msu.edu (Paul A. Rubin)
Subject: Heuristical Solution of MINLP
I don't know how relevant this will be, since it applies to pure (not mixed) integer linear (not nonlinear, if that's what the N in MINLP represents) programs, but Egon Balas published a semi-enumerative algorithm for bivalent linear problems in 1965 that includes some testing of the effect on feasibility of impending changes to a variable. The citation is:

Balas, E., "An additive algorithm for solving linear programs with zero-one variables," Operations Research 13(4), 1965, 517-548.

You might also look at section 9.3 in Salkin and Mathur, _Foundations of Integer Programming_ (Elsevier, 1989), which discusses several rules for limiting branching in a zero-one integer linear problem.

-- Paul


SCI.OP-RESEARCH Digest Mon, 24 Mar 97 Volume 4: Issue 12

Date: Thu, 20 Mar 97 14:52:59 GMT
From: schulz@ast.chemietechnik.uni-dortmund.de (Christian Schulz)
Subject: Heuristical Solution of MINLP
Hi,

I'm dealing with a large MINLP which I'm trying to solve by adjusting the solution of the continuous relaxation. Currently, I'm doing this with a problem specific depth first search where my goal is simply to determine an integer feasible solution. During the search I choose one of the binary variables for taking the value 1 and solve the relaxed with this constraint added. The choice is based on problem related heuristics how to get a good solution.

Obviously, I cannot avoid producing infeasible problems. For a reduced problem, however, it seems that I can restrict the backtracking to one level, which will not work for the full problem.

Does anybody have a hint (or know a paper or book) how to choose these heuristics such that the problems are likely to keep feasible. Hints to problems which were solved in a similar manner are welcome, too. Christian Schulz

________________________________________________________ Christian Schulz Process Control Group Department of Chemical Engineering University of Dortmund D-44221 Dortmund Germany email:schulz@ast.chemietechnik.uni-dortmund.de

SCI.OP-RESEARCH Digest Mon, 10 Mar 97 Volume 4: Issue 10

Date: Fri, 07 Mar 1997 03:51:15 -0600
From: ftg@geocities.com
Subject: When solutions are not unique in Integer Programming question
Hello,

I've got the following problem:

I've got an Integer Programming Problem which solution I'm able to obtain. I would like to know if I can easily compute other possible solutions for the same problem without recalculating the whole problem.

Thank you.

Date: 8 Mar 97 00:57:15 GMT
From: mitchell@cs.toronto.edu (David G. Mitchell)
Subject: When solutions are not unique in Integer Programming question
Finding a solution to an integer programming instance is NP-complete. From this it follows that, in the worst case, finding a second solution is no easier than finding the first was.

However, for many NP-complete problems, in practice one often finds 'clusters' of solutions close together, in which case finding a second is often easy.

Can someone who has experience finding multiple solutions to IP problems comment on their experience?

David


SCI.OP-RESEARCH Digest Mon, 17 Feb 97 Volume 4: Issue 7

Date: Wed, 12 Feb 1997 13:40:50 +0100
From: Baran Curuklu <frv96bcu@idt.mdh.se>
Subject: Integer Prog. with Genetic Algoritms
Hi There!
I am looking for articles and programs on the following topic: "Integer Programming with Genetic Algoritms".

Thank you in advance.

Date: 16 Feb 1997 05:17:10 GMT
From: yangz@pascal.ics.uci.edu (Yang Zhang)
Subject: ILP size versus running time
Hi, ILP Experts:

In my ILP application, previously I used one evariable with 4 indices, and found for problems more than 1000 variables, typical LP solver like lp_solve are not capable to dealing with it within reasonable time.

The I use three variable with 2 indices each instead of above way, I found the total number of variables for the same application drops, while constraints (equation, inequation) increases, and the running time is reduced dramatically.

So does this mean that less variables, more constraints will lead to less compuation time in ILP?

Thanks,
ZY


SCI.OP-RESEARCH Digest Mon, 27 Jan 97 Volume 4: Issue 4

Date: Wed, 22 Jan 1997 23:17:34 +0200
From: Efraimidis Paylos <efraimid@cti.gr>
Subject: (Mixed) Integer Programming
I am looking for books, papers or technical reports on mixed integer programming and especially parallel mixed integer programming.

I am interested in any work related to this subject.

If you have something and know where I could find something related, please contact me.

Thank's in advance,

Pavlos Efraimidis efraimid@cti.gr Computer Technology Institute Patras, Greece Date: Wed, 22 Jan 1997 16:18:52 -0700
From: "Hans D. Mittelmann" <mittelmann@asu.edu>
Subject: (Mixed) Integer Programming
Hi,

have you done appropriate searches? An advanced Altavista search for "parallel near mixed integer programming", for example, produces

http://www.cs.rice.edu/CS/faculty/bixby.html
http://www.epfl.ch/SIC/SA/publications/SCR94/6-94-page15.html
http://www.parsytec.de/project/pamips1.html
http://www.iwr.uni-heidelberg.de/iwr/agbock/users/dieter/pamipspubl.html
http://softlib.rice.edu/CRPC/softlib/TRs_online.html
http://www.ieor.columbia.edu/~evakylee/parallel.html
http://www.cs.cornell.edu/Info/People/oktay/oktay.html

and many more relevant links.

Hans D. Mittelmann http://plato.la.asu.edu/ Arizona State University Phone: (602) 965-6595 Department of Mathematics Fax: (602) 965-0461 Tempe, AZ 85287-1804 email: mittelmann@asu.edu Date: Fri, 24 Jan 1997 13:47:08 -0800
From: arndt <arndt@hamlet.et.uni-magdeburg.de>
Subject: (Mixed) Integer Programming
To: Efraimidis Paylos <efraimid@cti.gr>
Have a look at the field of scheduling of batch plants. A parallel algorithm therefore is described in:

J. Pekny, D. Miller, G. McRae. " An Exact Parallel Algorithm for Scheduling when Production Costs Depend on Consecutive System States." Computers and Chemical Engeneering, Vol. 14, No. 9, pp. 1009--1023, 1990.

Arndt

<<============ooo000XX000ooo============>> Arndt Lueder Otto-von-Guerike-University of Magdeburg PF 4120 39016 Magdeburg e-mail:arndt@hamlet.et.uni-magdeburg.de http://www.et.uni-magdeburg.de/~arndt/ <<============ooo000XX000ooo============>> Date: 24 Jan 1997 17:36:53 -0500
From: jeckstei@rutcor.rutgers.edu (Jonathan Eckstein)
Subject: (Mixed) Integer Programming
I have one published article on parallel MIP and two currently in press, plus a proceedings paper. For more info and preprints, see my web site:

http://rutcor.rutgers.edu:80/~jeckstei/

In particular

The first two are available as FTP-able postscript files, as they haven't appeared in print yet.

Many other authors have made contributions in the area, some of which you will find as references in the above papers.

CPLEX currently offers a commercial-level parallel MIP, but I think it is presently limited to the SGI shared-memory parallel machines.

IBM offers a commercial parallel MIP (parallel OSL) for their SP-2 MPP.

Enjoy!

Assistant Professor Jonathan Eckstein

TEACHING ADDRESS RESEARCH ADDRESS +----------------------------------------+-----------------------------------+ | MSIS Department, Faculty of Management | RUTCOR | | 255 J.H. Levin Building | Rutgers University | | Rutgers University | P.O. Box 5062 | | P.O. Box 5062 | New Brunswick NJ 08903-5062 USA | | New Brunswick, NJ 08903-5062 USA | (908) 445-3596 | | (908) 445-0510 | FAX (908) 445-5472 | | FAX (908) 445-6329 | | +----------------------------------------+-----------------------------------+ jeckstei@rutcor.rutgers.edu http://rutcor.rutgers.edu:80/~jeckstei/ Date: Mon, 27 Jan 1997 10:26:55 -0500
From: Irv Lustig <irv@dizzy.cplex.com>
Subject: (Mixed) Integer Programming
Jonathan Eckstein wrote:

> > CPLEX currently offers a commercial-level parallel MIP, but I think it is > presently limited to the SGI shared-memory parallel machines. > We have just released our parallel MIP on Sun parallel Ultrasparc platforms as well.

More platforms to follow, as we continue to develop our strategic relationships with other vendors.

-Irv Lustig, PhD irv@dizzy.cplex.com Director of Numerical Optimization http://www.cplex.com/~irv/ CPLEX Optimization, Inc. http://www.cplex.com/

SCI.OP-RESEARCH Digest Mon, 20 Jan 97 Volume 4: Issue 3

Date: 13 Jan 1997 07:24:36 GMT
From: moshe@mundoe.maths.mu.OZ.AU (Moshe Sniedovich)
Subject: Royal Optimization: The N-Queens Puzzle!
G'day:

Visit Live OR to experiment LIVE with the famous N-Queens problem and read about solution strategies for this old combinatorial problem. The URL is

http://www.orsoc.org.uk/recreation/queens/

The material is particularly useful as supplement to courses on integer programming, combinatorial optimization, constraint programming and related topics.

And while there, have a look at other links we have to OR teaching material. The URL is

http://www.orsoc.org.uk/resources/teaching.html

Best wishes and safe surfing!

Moshe Sniedovich
Honorary Editor, Live OR

Date: 14 Jan 1997 14:54:19 GMT
From: "Alexander Meeraus" <alex@gams.com>
Subject: Royal Optimization: The N-Queens Puzzle!
To find one solution is easy. How many solution are there? John Beauvais showed a nice solution with 0/1 cuts in the EKKNEW, Issue 2, April 1991 (OSL Newsletter). You can find a GAMS repsentation in the GAMS Model Library, the name of the model is QUEENS. You will find a number of other recreational IP problems.

try: http://www.gams.com and follow the link to the model library.

Regards, Alex Meeraus


SCI.OP-RESEARCH Digest Mon, 13 Jan 97 Volume 4: Issue 2

Date: 9 Jan 1997 16:46:18 GMT
From: sachin@iastate.edu (Sachin S Sapatnekar)
Subject: Dual of an MILP
I have an MILP whose constraint matrix is the transpose of an incidence matrix. If I take the dual, I can translate it to a mincost flow problem.

The question is this: how does one handle the fact that some variables are constrained to be integers, while others are real in the primal? What does that mean to the dual formulation?

Would appreciate any pointers.

Sachin

Date: 11 Jan 1997 00:47:46 GMT
From: raghava@uswest.com (S. Raghavan)
Subject: Dual of an MILP
Your question is not clear to me.

If the dual is a network flow problem, then the coefficient matrix is totally unimodular. In that case the coefficient matrix of the primal problem is also totally unimodular. Consequently, for all integer right hand sides for which the primal problem is feasible the extreme points are integral (and so when you solve the LP relaxation of your MILP you will obtain an extreme point solution where both the variables constrained to be integer and the variables constrained to be real will have integer solution values).

Hopefully this helps.

Thanks!

-Raghavan-

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