Abstract
The strategy of subdividing optimization problems into layers by splitting variables into multiple copies has proved useful as a method for inducing exploitable structure in a variety of applications, particularly those involving embedded pure and generalized networks. A framework is proposed in this paper which leads to new relaxation and restriction methods for linear and integer programming based on our extension of this strategy. This framework underscores the use of constructions that lead to stronger relaxations and more flexible strategies than previous applications. Our results establish the equivalence of all layered Lagrangeans formed by parameterizing the equal value requirement of copied variables for different choices of the principal layers. It is further shown that these Lagrangeans dominate traditional Lagrangeans based on incorporating non-principal layers into the objective function. In addition a means for exploiting the layered Lagrangeans is provided by generating subgradients based on a simple averaging calculation. Finally, we show how this new layering strategy can be augmented by an integrated relaxation/restriction procedure, and indicate variations that can be employed to particular advantage in a parallel processing environment. Preliminary computational results on fifteen real world zero-one personnel assignment problems, comparing two layering approaches with five procedures previously found best for those problems, are encouraging. One of the layering strategies tested dominated all non-layering procedures in terms of both quality and solution time.
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This research was supported in part by the Office of Naval Research Contract N00014-78-C-0222 with the Center for Business Decision Analysis and by the US Department of Agriculture Contract 51-3142-4020 with Management Science Software Systems.
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Glover, F., Klingman, D. Layering strategies for creating exploitable structure in linear and integer programs. Mathematical Programming 40, 165–181 (1988). https://doi.org/10.1007/BF01580728
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DOI: https://doi.org/10.1007/BF01580728