Robust optimization with interval data
Volker Kaibel
ZIB, Berlin
Abstract:
It is an often observed phenomenon that certain symmetries may severely hamper the solution of integer programming models. This happens, e.g., if a large group operates on the set of variables in such a way that the objective function is constant along every orbit. This not only makes branch-and-bound type algorithms investigate many equivalent subtrees, but it can also lead to very poor linear programming bounds. A classical example is a natural 0/1- programming model for the vertex coloring problem.
In this talk, we introduce a new way to deal with such kinds of symmetries. The approach is to identify polyhedral regions ('orbitopes') that cut off all but one point from every orbit. The basic paradigm is to do this polyhedral work not for a specific problem, but rather to develop a generic tool for large classes of integer programming models suffering from such symmetries. We present first computational results of our method for the vertex coloring problem.
The talk is based on joint work with Marc Pfetsch (ZIB).