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Lagrangian techniques for solving a class of zero-one integer linear programs

机译:拉格朗日技术,用于求解一类零一整数线性程序

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We consider a class of zero-one integer programming feasibility problems (0-1 ILPF problems) in which the coefficients of variables can be integers, and the objective is to find an assignment of binary variables so that all constraints are satisfied. We propose a Lagrangian formulation in the continuous space and develop a gradient search in this space. By using two counteracting forces, one performing gradient search in the primal space (of the original variables) and the other in the dual space (of the Lagrangian variables), we show that our search algorithm does not get trapped in local minima and reaches equilibrium only when a feasible assignment to the original problem is found. We present experimental results comparing our method with backtracking and local search (based on random restarts). Our results show that 0-1 ILPF problems of reasonable sizes can be solved by an order of magnitude faster than existing methods.
机译:我们考虑一类零一整数规划可行性问题(0-1 ILPF问题),其中变量的系数可以是整数,目的是找到一个二进制变量的赋值,以便满足所有约束条件。我们在连续空间中提出拉格朗日公式,并在此空间中进行梯度搜索。通过使用两种抵消力,一种在原始空间(原始变量的空间)中执行梯度搜索,另一种在拉格朗日变量的对偶空间中执行梯度搜索,我们证明了我们的搜索算法不会陷入局部最小值并达到平衡仅当找到对原始问题的可行分配时。我们提供的实验结果将我们的方法与回溯和本地搜索(基于随机重启)进行了比较。我们的结果表明,与现有方法相比,可以通过一个数量级的速度来解决0-1 ILPF合理大小的问题。

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