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Lattice basis reduction and mixed integer convex programming.

机译:格基约简和混合整数凸规划。

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摘要

It is well known that solving general integer programs is NP-hard [ 248]. Most current state-of-the-art commercial software implements traditional linear/nonlinear programming based branch-and-bound method or its variants. In the worst case this method, branching on one or more fractional variables generates a search tree with an exponential number of nodes in the input size of the problem. In 1983 Lenstra [198] proposed an algorithm of branching on hyperplanes for solving mixed integer linear programming problems. His seminal theoretical result shows that the proposed algorithm can solve general mixed integer linear programming problem in polynomial time in the input size of the problem with fixed number of integer variables. However, his algorithm finds limited value in practice.; In this thesis, we propose generalized branching methods for solving mixed integer linear programs. Our approach integrates the recent developments in the interior point methods and lattice basis reduction techniques. Special attention is paid to the problem of finding good branching hyperplanes. We show that the problem of finding a good branching hyperplane can be formulated as a shortest lattice vector finding problem on the adjoint lattice of the Kernel lattice of the equality constraints. Basis reduction techniques are employed to solve the shortest lattice vector problem. We show that the reduced adjoint lattice basis available at the root node can be used to bound the total number of nodes in the branch-and-bound tree. Implementation issues are discussed and computational results are presented on a set of hard pure integer linear programs.; We also present a primal-dual interior point algorithm with higher order corrections, which can be used to solve the analytic center finding problem. Convergence conditions for this algorithm are introduced and a Krylov subspace based higher order correction is proposed. Numerical results on the Netlib problems are presented to show that this method is attractive for solving hard linear programming problems.; In addition, we present our improvement on the complexity of the well known LLL lattice basis reduction algorithm. Our segment LLL algorithm with modular arithmetic combines segment idea [183] and modular arithmetic [276]. It gives an O(n 1.5) improvement over the LLL algorithm [199].
机译:众所周知,求解一般整数程序是NP难的[248]。当前最新的最先进的商业软件实现了基于传统线性/非线性编程的分支定界方法或其变体。在最坏的情况下,此方法在一个或多个分数变量上分支会生成一个搜索树,该搜索树的问题输入大小为指数级的节点。 1983年,Lenstra [198]提出了一种在超平面上分支的算法,用于解决混合整数线性规划问题。他的开创性的理论结果表明,所提出的算法可以在固定数量的整数变量的问题的输入大小下,解决多项式时间内的一般混合整数线性规划问题。然而,他的算法在实践中发现价值有限。本文提出了求解混合整数线性程序的广义分支方法。我们的方法整合了内点法和格基约简技术的最新发展。特别注意寻找良好分支超平面的问题。我们表明,找到一个好的分支超平面的问题可以用等式约束的核格的伴随格上最短的格向量查找问题来表示。采用基减少技术来解决最短晶格矢量问题。我们表明,根节点处可用的减少的伴随格基础可用于约束分支定界树中节点的总数。在一组硬的纯整数线性程序上讨论了实现问题并给出了计算结果。我们还提出了一种具有较高阶校正的原始对偶内点算法,该算法可用于解决解析中心查找问题。介绍了该算法的收敛条件,并提出了基于Krylov子空间的高阶校正方法。给出了关于Netlib问题的数值结果,表明该方法对解决线性规划问题很有吸引力。另外,我们提出了对众所周知的LLL格基减少算法的复杂性的改进。我们的分段LLL算法和模块化算法结合了分段思想[183]​​和模块化算法[276]。它比LLL算法[199]提高了O(n 1.5)。

著录项

  • 作者

    Li, Zhifeng.;

  • 作者单位

    Northwestern University.;

  • 授予单位 Northwestern University.;
  • 学科 Engineering Industrial.; Mathematics.
  • 学位 Ph.D.
  • 年度 2005
  • 页码 247 p.
  • 总页数 247
  • 原文格式 PDF
  • 正文语种 eng
  • 中图分类 一般工业技术;数学;
  • 关键词

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