02M1 Lecture The Travelling Salesman Problem and some Applications

Martin Grötschel Block Course at TU Berlin "Combinatorial Optimization at Work“ October 4 – 15, 2005

Martin Grötschel ƒ Institut für Mathematik, Technische Universität Berlin (TUB) ƒ DFG-Forschungszentrum “Mathematik für Schlüsseltechnologien” (MATHEON) ƒ Konrad-Zuse-Zentrum für Informationstechnik Berlin (ZIB) [email protected] http://www.zib.de/groetschel 2

CO at Work Contents

1. Introduction 2. The TSP and some of its history 3. The TSP and some of its variants 4. Some applications 5. Heuristics 6. How combinatorial optimizers do it

Martin Grötschel 3

CO at Work Contents

1. Introduction 2. The TSP and some of its history 3. The TSP and some of its variants 4. Some applications 5. Heuristics 6. How combinatorial optimizers do it

Martin Grötschel 4

CO at Work Combinatorial optimization

Given a finite set E and a subset I of the power set of E (the set of feasible solutions). Given, moreover, a value (cost, length,…) c(e) for all elements e of E. Find, among all sets in I, a set I such that its total value c(I) (= sum of the values of all elements in I) is as small (or as large) as possible.

The parameters of a combinatorial optimization problem are: (E, I, c).

⎧⎫E min⎨⎬cceIwhereIandEfinite (I)=∈∑ ( ) | I , ⊆ 2 ⎩⎭e∈I

Important issues: ƒ How is I given? ƒ What is the encoding length of an instance? ƒ How do we measure running time?

Martin Grötschel 5

CO at Work Encoding and Running Times Important issues: ƒ How is I given? ƒ What is the encoding length of an instance? ƒ How do we measure running time?

Martin Grötschel 6

CO at Special „simple“ Work combinatorial optimization problems Finding a ƒ in a graph ƒ shortest path in a directed graph ƒ maximum in a graph ƒ a minimum capacity cut separating two given nodes of a graph or digraph ƒ cost-minimal flow through a network with capacities and costs on all edges ƒ … These problems are solvable in polynomial time.

Is the number of feasible solutions relevant?

Martin Grötschel 7

CO at Special „hard“ Work combinatorial optimization problems

ƒ travelling salesman problem (the prototype problem) ƒ location und routing ƒ set-packing, partitioning, -covering ƒ max-cut ƒ linear ordering ƒ scheduling (with a few exceptions) ƒ node and edge colouring ƒ … These problems are NP-hard (in the sense of complexity theory).

Martin Grötschel 8

CO at Work Complexity Theory

ƒ Complexity theory came formally into being in the years 1965 – 1972 with the work of Cobham (1965), Edmonds(1965), Cook (1971), Karp(1972) and many others

ƒ Of course, there were many forerunners (Gauss has written about the number of elementary steps in a computation, von Neumann, Gödel, Turing, Post,…). ƒ But modern complexity theory is a the result of the combined research efforts of many, in particular, of many computer scientists and mathematical programmers trying to understand the structures underlying computational processes.

Martin Grötschel 9

CO at Work Complexity Theory Stephen Cook 1965 Polynomial time Class P University of Toronto Nondeterministic polynomial time Class NP Edmonds, Cobham

1971 Cook "The Complexity of Theorem Proving Procedures" introduced the theory of NP completeness

Hierarchies of complexity classes...

The most important open problem:

P = NP ?

Martin Grötschel 10

CO at Clay Mathematics Institute Work dedicated to increasing and disseminating mathematical knowledge

Millennium Prize Problems

Announcement P versus NP Rules for the CMI Millennium Prize Problems The Hodge Conjecture Publication Guidelines Historical Context The Poincaré Conjecture Press Statement

Press Reaction The Riemann Hypothesis

Yang-Mills Existence and Mass Gap

Prize: Navier-Stokes Existence and Smoothness

1 million $ The Birch and Swinnerton-Dyer Conjecture

for a solution Announced 16:00, on Wednesday, May 24, 2000 Collège de France

Martin Grötschel 11

CO at Work The first NP-complete Problem

Satisfiability: Is there a truth assignmeent to the following formula:

()()()()()¬x12∨∧∨∨∧∨¬∧∨∨¬∧¬∨¬xxxxxxxxx 123 1 2 12 3 xx 1 2 Truly important Application: Verification of computer chips and “systems on chips” A design is correct iff a certain SAT formula associated with the chip has no truth assignment.

Martin Grötschel 12

CO at Work The travelling salesman problem Given n „cities“ and „distances“ between them. Find a tour (roundtrip) through all cities visiting every city exactly once such that the sum of all distances travelled is as small as possible. (TSP)

The TSP is called symmetric (STSP) if, for every pair of cities i and j, the distance from i to j is the same as the one from j to i, otherwise the problem is called aysmmetric (ATSP).

Martin Grötschel 13

CO at Work The travelling salesman problem

Two mathematical formulations of the TSP

1.Version :

Let Kn = (, V E ) be the () or digraph with n nodes

and let ce be the length of e∈ E. Let H be the set of all

hamiltonian cycles() tours in Kn . Find min{cT ( ) | T∈ H }.

2.Version : Find a cyclic permutationπ of{1,..., n } such that n ∑ciiπ () i=1 is as small as possible.

Martin ƒ Does that help solve the TSP? Grötschel 14

CO at Work

http://www.tsp.gatech.edu/

Martin Grötschel 15

CO at Work Contents

1. Introduction 2. The TSP and some of its history 3. The TSP and some of its variants 4. Some applications 5. Heuristics 6. How combinatorial optimizers do it

Martin Grötschel 16

CO at Work

Usually quoted as the forerunner of the TSP

Usually quoted as the origin of the TSP

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CO at Work

about 100 years earlier

Martin Grötschel 18

CO at Work From the Commis-Voyageur

By a proper choice and scheduling of the tour one cangainso muchtime that we have to make some suggestions

The most important aspect is to cover as many locations as possible without visiting a location twice

Martin Grötschel 19

CO at Work Ulysses roundtrip (an even older TSP ?)

Martin Grötschel 20

CO at Work Ulysses

The distance table

Martin Grötschel 21

CO at Work Ulysses roundtrip

optimal „Ulysses tour“

Martin Grötschel 22

CO at Malen nach Zahlen Work TSP in art ?

ƒ When was this invented?

Martin Grötschel 23

CO at Work The TSP in archeology ƒ Flinders Petrie (1853-1942) and the Luxor graves ƒ In the words of James Baikie, author of the book A Century of Excavation in the Land of the Pharaohs, "if the name of any one man must be associated with modern excavation as that of the chief begetter of its principles and methods, it must be the name of Professor Sir W.M. Flinders Petrie. It was he…who first called the attention of modern excavators to the importance of "unconsidered trifles" as means for the construction of the past…the broken earthenware of a people may be of far greater value than its most gigantic monuments." ƒ Petrie began to analyze the grave goods methodically. Grave A might contain certain types of pot in common with Grave B; Grave B also contained a later style of pot, the only type to be found in Grave C. By writing cards for each grave and filing them in logical order, Petrie established a full sequence for the cemetery, concluding that the last graves were probably contemporary with the First Dynasty. The development of life along the Nile thus was revealed, from early

Martin settlers to farmers to political stratification. Grötschel 24

CO at The TSP in archeology: Work Flinders Petrie’s contribution ƒ Introduction of the “Hamming distance of graves”, before Richard Wesley Hamming (1915 –1998) introduced it in mathematics. (The Hamming distance is used in telecommunication to count the number of flipped bits in a fixed-length binary word, an estimate of error. Hamming weight analysis of bits is used in several disciplines including information theory, coding theory, and cryptography.) ƒ Definition of the hamiltonian path problem through “graves”.

Martin Grötschel 25

CO at Work Survey Books

Literature: more than 800 entries in Zentralblatt/Math

Zbl 0562.00014 Lawler, E.L.(ed.); Lenstra, J.K.(ed.); Rinnooy Kan, A.H.G.(ed.); Shmoys, D.B.(ed.) The traveling salesman problem. A guided tour of combinatorial optimization. Wiley-Interscience Series in Discrete Mathematics. A Wiley- Interscience publication. Chichester etc.: John Wiley \& Sons. X, 465 p. (1985). MSC 2000: *00Bxx 90-06

Zbl 0996.00026 Gutin, Gregory (ed.); Punnen, Abraham P.(ed.) The traveling salesman problem and its variations. Combinatorial Optimization. 12. Dordrecht: Kluwer Academic Publishers. xviii, 830 p. (2002). MSC 2000: *00B15 90-06 90Cxx

Martin Grötschel 26

CO at Work The Seminal DFJ-Paper of 1954

Martin Grötschel 27 The Seminal DFJ-Paper of 1954 CO at Work preprint

Martin Grötschel 28

CO at Work Some Quotes from DFJ 1954

IP Formulation

Polyhedral Approach

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CO at Work

Subtour Elimination Constraints in several forms

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CO at Work Remarks ƒ The preprint version is much clearer than the published paper. The editors have replaced abstract insight by a sequence of examples and thus almost destroyed the “real” contents of the paper. ƒ The authors outline the branch and bound technique. ƒ They explain the cutting plane methodology and observe clearly where the difficulties and chances of this method are. ƒ They mention the importance of heuristics. ƒ They are modest:

Martin Grötschel 31

CO at The Authors Work provide data

Distance table hand-written by D. R. Fulkerson (from the preprint Bob Bland owns)

Martin Grötschel 32

CO at Work The Optimal Solution

Martin Grötschel 33

CO at Work Contents

1. Introduction 2. The TSP and some of its history 3. The TSP and some of its variants 4. Some applications 5. Heuristics 6. How combinatorial optimizers do it

Martin Grötschel 34 The Travelling Salesman Problem CO at Work and Some of its Variants

ƒ The symmetric TSP ƒ The asymmetric TSP ƒ The TSP with precedences or time windows ƒ The online TSP ƒ The symmetric and asymmetric m-TSP ƒ The price collecting TSP ƒ The Chinese postman problem (undirected, directed, mixed) ƒ Bus, truck, vehicle routing ƒ Edge/arc & node routing with capacities ƒ Combinations of these and more

Martin Grötschel 35

CO at http://www.densis.fee.unicamp.br/~m Work oscato/TSPBIB_home.html

Martin Grötschel 36

CO at Work Contents

1. Introduction 2. The TSP and some of its history 3. The TSP and some of its variants 4. Some applications 5. Modeling issues 6. Heuristics 7. How combinatorial optimizers do it 8. Art, Astronomy & Astrology

Martin Grötschel 37

CO at An excellent TSP Web site Work http://www.tsp.gatech.edu/index.html

Martin Grötschel 38

CO at Application list from Work http://www.tsp.gatech.edu/index.html Applications ƒ Genome ƒ Starlight ƒ Scan Chains We will see many ƒ DNA TSP applications. ƒ Whizzkids ƒ Baseball ƒ Coin Collection ƒ Airport Tours ƒ USA Trip ƒ Sonet Rings ƒ Power Cables Martin Grötschel 39

CO at Work Contents

1. Introduction 2. The TSP and some of its history 3. The TSP and some of its variants 4. Some applications 5. Heuristics 6. How combinatorial optimizers do it

Martin Grötschel 40

CO at Work Need for Heuristics

ƒ Many real-world instances of hard combinatorial optimization problems are (still) too large for exact algorithms. ƒ Or the time limit stipulated by the customer for the solution is too small. ƒ Therefore, we need heuristics! ƒ Exact algorithms usually also employ heuristics. ƒ What is urgently needed is a decision guide:

Which heuristic will most likely work well on what problem ?

Martin Grötschel 41

CO at Work Primal and Dual Heuristics

ƒ Primal Heuristic: Finds a (hopefully) good feasible solution. ƒ Dual Heuristic: Finds a bound on the optimum solution value (e.g., by finding a feasible solution of the LP-dual of an LP-relaxation of a combinatorial optimization problem).

Minimization:

dual heuristic value ≤ optimum value ≤ primal heuristic value

(In maximization the inequalities are the other way around.) quality guarantee in practice and theory Martin Grötschel 42

CO at Work Primal and Dual Heuristics

Primal and Dual Heuristics give rise to worst-case guarantee:

Minimization: optimum value ≤ primal heuristic value ≤ (1+ε) optimum value dual heuristic value ≤ primal heuristic value ≤ (1+ε) dual heuristic value

(In maximization the inequalities are the other way around.)

quality guarantee in practice and theory Martin Grötschel 43

CO at Work Heuristics: A Survey

ƒ Greedy Algorithms ƒ Exchange & Insertion Algorithms ƒ Neighborhood/Local Search ƒ Variable Neighborhood Search, Iterated Local Search ƒ Random sampling ƒ Simulated Annealing ƒ Taboo search ƒ Great Deluge Algorithms ƒ Simulated Tunneling ƒ Neural Networks ƒ Scatter Search ƒ Greedy Randomized Adaptive Search Procedures

Martin Grötschel 44

CO at Work Heuristics: A Survey

ƒ Genetic, Evolutionary, and similar Methods ƒ DNA-Technology ƒ Ant and Swarm Systems ƒ (Multi-) Agents ƒ Population Heuristics ƒ Memetic Algorithms (Meme are the “missing links” gens and mind) ƒ Space Filling Curves ƒ Fuzzy Logic Based… ƒ Fuzzy Genetics-Based Machine Learning ƒ Fast and Frugal Method (Psychology) ƒ Ecologically rational heuristic (Sociology) ƒ Method of Devine Intuition (Psychologist Thorndike)

Martin Grötschel ƒ ….. 45

CO at Work An Unfortunate Development

ƒ There is a marketing battle going on with unrealistic, or even ideological, claims about the quality of heuristics – just to catch attention ƒ Linguistic Overkill: ƒ Simulated hybrid meta GA-based neural evolutionary fuzzy variable adaptive search parallel DNA-driven multi-ant-agent methodVodoo with devine swarm taboo Approach intuition

Martin Grötschel 46

CO at Work A Quote

Quote: Genetic Programming is an evolutionary computation technique which searches for those computer programs that best solve a given problem.

(Will this also solve P = NP?)

Martin Grötschel 47 Kalyanmoy Deb: CO at „Multi-objective optimization using evolutionary Work algorithms“ (Wiley, 2001)

from the Preface

ƒ Optimization is a procedure of finding and comparing feasible solutions until no better solution can be found.

ƒ Evolutionary algorithms (EAs), on the other hand, can find multiple optimal solutions in one single simulation run due to their population-approach. Thus, EAs are ideal candidates for solving… ?

Martin Grötschel 48

CO at Work Heuristics: A Survey

Currently best heuristic with respect to worst-case guarantee: Christofides heuristic ƒ compute a shortest spanning tree ƒ compute a minimum perfect 1-matching of the graph induced by the odd nodes of the minimum spanning tree ƒ the union of these edge sets is a connected Eulerian graph ƒ turn this graph into a TSP-tour by making short-cuts. For distance functions satisfying the triangle inequality, the resulting tour is at most 50% above the optimum value

Martin Grötschel 49

CO at Understanding Heuristics, Work Approximation Algorithms ƒ worst case analysis ƒ There is no polynomial time approx. algorithm for STSP/ATSP. ƒ Christofides algorithm for the STSP with triangle inequality ƒ average case analysis ƒ Karp‘s analysis of the patching algorithm for the ATSP ƒ probabilistic problem analysis ƒ for Euclidean STSP in unit square: TSP constant 1.714..n½ ƒ polynomial time approximation schemes (PAS) ƒ Arora‘s polynomial-time approximation schemes for Euclidean STSPs ƒ fully-polynomial time approximation schemes (FPAS) ƒ not for TSP/ATSP but, e.g., for knapsack (Ibarra&Kim)

ƒ These concepts – unfortunately – often do not really help to guide practice. ƒ experimental evaluation ƒ Lin-Kernighan for STSP (DIMACS challenges)) Martin Grötschel 50

CO at Work Contents

1. Introduction 2. The TSP and some of its history 3. The TSP and some of its variants 4. Some applications 5. Heuristics 6. How combinatorial optimizers do it

Martin Grötschel 51

CO at Work Polyhedral Theory (of the TSP) STSP-, ATSP-,TSP-with-side-constraints- Polytope:= Convex hull of all incidence vectors of feasible tours nTE T QconvTn:= {}χχ∈=Z | TtourinK (1ijifijTelse∈ ,= 0) To be investigated: ƒ Dimension ƒ Equation system defining the affine hull ƒ Facets ƒ Separation algorithms

Martin Grötschel 52

CO at Work The symmetric travelling salesman polytope

nTE T QconvTn:= {}χχ∈=Z | TtourinK (1ijifijTelse∈ ,= 0) ⊆∈{|(())2xxiRE δ = ∀∈ iV xEW(( ))|≤−∀⊂ W |1 W V \1,3|{} ≤≤− W | n 3

01≤≤xiij ∀∈jE } ƒ IP formulation min cxT xi(())2δ =∀∈ iV xEW(( ))|≤−∀⊂ W |1 W V \1,3|{} ≤≤− W | n 3

xiij ∈∀{}0,1 j∈E

ƒ The LP relaxation is solvable in polynomial time. Martin Grötschel 53

CO at Work Dimension of the sym TSP polytope ƒ Proof

Martin Grötschel 54

CO at Work Relation between IP and LP-relaxation Open Problem: ƒ If costs satisfy the triangle inequality, then IP-OPT <= 4/3 LP-SEC IP-OPT <= 3/2 LP-SEC (Wolsey)

Martin Grötschel 55

CO at Work Facets of the TSP polytope ƒ Finding facets! ƒ Proving that an inequality defines a facet! ƒ Finding exact or heuristic separation algorithms to be used in a cutting plane algorithm!

Martin Grötschel 56

CO at Work Why are facets important?

An integer programming formulation from a textbook:

min cxT xi(())2δ =∀∈ iV XE()= n xC( )≤−∀⊂ | C | 1 C EC , a nonhamiltonian cycle

xiij ∈∀{}0,1 j∈E

What would you say?

Martin Grötschel 57

CO at Subtour elimination constraints: Work equivalent versions ƒ SEC constraints ƒ cut constraints

Martin Grötschel 58

CO at General cutting plane theory: Work Gomory Cut (the „rounding trick“)

Let P =∈ {|} xAxb R n ≤ be a polyhedron, and we suppose that A and b are integral.

We would like to describe the convex hull PI of all integral points in P. Observation: For any y ∈ ¡ m Observation: For any y ∈ ¡ m TT TT yAxyb≤ ⎣⎦⎣⎦⎢⎥⎢⎥yAx≤ yb

isa validinequalityfor P. isa validinequalityfor PI .

nm ⎢ m ⎥ ⎢⎥T ⎢⎥ ⎣⎦yAx=≤∑∑⎣⎦ yaxiijj⎢ ∑ yb ij⎥ ji==11⎣ i= ⎦ nm ⎢ m ⎥ Choose y so that a is integral: ⎢⎥T yi ij ⎣⎦yAx=≤∑∑ yaxiijj⎢ ∑ yb ij⎥ ji==11⎣ i= ⎦ Martin Grötschel 59

CO at Work Chvátal-Gomory Procedure

ƒ Does the rounding procedure deliver PI? ƒ How many rounds of rounding do we need? ƒ Other better methods?

Martin Grötschel 60

CO at General cutting plane theory: Work Gomory Mixed-Integer Cut

ƒ Given yx,,j ∈ ¢ + and

yaxddff+==+>∑ ij j ⎣⎦⎢⎥ ,0 ⎢⎥ ƒ Rounding: Where aafij=+⎣⎦ ij j , define ⎢⎥ ⎡⎤ ty=+∑(⎣⎦ axfij j:: j ≤ f) +∑(⎢⎥ axfij j j > f) ∈¢ ƒ Then

∑∑()f jjxf:1 j≤ f+−( fj) xf j: j >=− fdt ƒ Disjunction:

td≤⇒⎣⎦⎢⎥ ∑( fxffjj: j ≤≥) f

td≥⇒⎢⎥⎡⎤ ∑()()1: − fxffjj j >≥− 1 f ƒ Combining

ffxf:11:≤ f+−−⎡⎤ f fxf > f≥1 ∑∑(()jjj) (⎣⎦( j) () jj)

Martin Grötschel 61

CO at Work From SECs to ƒ 2-matching constraints ƒ combs ƒ clique tree inequalities ƒ etc.

Martin Grötschel 62

CO at Work Polyhedral Theory of the TSP Comb inequality

2-matching constraint

handle tooth

Martin Grötschel 63 CO at Clique Tree Inequalities Work

Martin Grötschel 64

CO at Work Clique Tree Inequalities

hht x(∂+∂≥ (Hh ))x ( (Tt )) |H | ++ 2 ∑∑∑iij iji===111

hht t t + 1 x(ExE (H ))+≤+−− ( (Tt )) |H | (|T | ) ∑∑∑∑i jji j i====1111jii 2

Martin Grötschel 65

CO at Work Valid Inequalities for STSP

ƒ Trivial inequalities ƒ constraints ƒ Subtour elimination constraints ƒ 2-matching constraints, comb inequalities ƒ Clique tree inequalities (comb) ƒ Bipartition inequalities (clique tree) ƒ Path inequalities (comb) ƒ Star inequalities (path) ƒ Binested Inequalities (star, clique tree) ƒ Ladder inequalities (2 handles, even # of teeth) ƒ Domino inequalities ƒ Hypohamiltonian, hypotraceable inequalities

Martin ƒ etc. Grötschel 66

CO at Work A very special case

Petersen graph, G = (V, F), the smallest

10 x() F≤ 9 defines a facet of QT n but not a facet of QT ,11 n ≥

M. Grötschel & Y. Wakabayashi

Martin Grötschel 67

CO at Valid and facet defining inequalities for Work STSP: Survey articles

ƒ M. Grötschel, M. W. Padberg (1985 a, b)

ƒ M. Jünger, G. Reinelt, G. Rinaldi (1995)

ƒ D. Naddef (2002)

Martin Grötschel 68

CO at Work Counting Tours and Facets

n # tours # different facets # facet classes

31 0 0

43 3 1

512 202

660 1004

7 360 3,437 6

8 2520 194,187 24

9 20,160 42,104,442 192

10 181,440 >= 52,043.900.866 >=15,379

Martin Grötschel 69

CO at Work Separation Algorithms

ƒ Given a system of valid inequalities (possibly of exponential size). ƒ Is there a polynomial time algorithm (or a good heuristic) that, ƒ given a point, ƒ checks whether the point satisfies all inequalities of the system, and ƒ if not, finds an inequality violated by the given point?

Martin Grötschel 70

CO at Work Separation

K

Grötschel, Lovász, Schrijver: Separation and optimization are polynomial time equivalent.

Martin Grötschel 71

CO at Work Separation Algorithms ƒ There has been great success in finding exact polynomial time separation algorithms, e.g., ƒ for subtour-elimination constraints ƒ for 2-matching constraints (Padberg&Rao, 1982) ƒ or fast heuristic separation algorithms, e.g., ƒ for comb constraints ƒ for clique tree inequalities ƒ and these algorithms are practically efficient

Martin Grötschel 72

CO at Work SEC Separation

Martin Grötschel 73

CO at West-Deutschland und Berlin Work

120 Städte 7140 Variable

1975/1977/1980

M. Grötschel

Martin Grötschel 74

CO at In the old days: Work 1975, TSP 120 ƒ my drawing of Germany

Martin Grötschel 75

CO at In the old days: Work 1975 TSP 120 ƒ optimal LP solution after second run

Martin Grötschel 76

CO at In the old days: Work 1975 TSP 120 ƒ optimal LP solution after second run

Martin Grötschel 77

CO at TSP 120 Work 1975

Martin Grötschel 78

CO at Work Polyhedral Combinatorics

This line of research has resulted in powerful cutting plane algorithms for combinatorial optimization problems. They are used in practice to solve exactly or approximately (including branch & bound) large-scale real-world instances.

Martin Grötschel 79

CO at Deutschland Work 15,112

D. Applegate, R.Bixby, V. Chvatal, W. Cook

15,112 cities 114,178,716 variables

2001

Martin Grötschel 80

CO at Work How do we solve a TSP like this?

ƒ Upper bound: ƒ Lower bound: Heuristic search ƒ ƒ Chained Lin-Kernighan ƒ Divide-and-conquer ƒ Polyhedral combinatorics ƒ Parallel computation ƒ Algorithms & data structures

The LOWER BOUND is the mathematically and algorithmically hard part of the work

Martin Grötschel 81

CO at Work on LP relaxations of the Work symmetric travelling salesman polytope

nTE QTn:{=∈ conv χ Z | TtourinK}

min cxT xi(())2δ =∀∈ iV x((EW ))≤|| W−∀⊂1\1,3 W V{} ≤|| W ≤− n 3

01≤≤xiij ∀∈jE

xiij ∈∀{}0,1 j∈E

ƒ Integer Programming Approach

Martin Grötschel 82 cutting plane technique for integer and CO at Work mixed-integer programming

Feasible integer solutions Objective function Convex hull LP-based relaxation Cutting planes

Martin Grötschel 83

CO at Work Clique-tree cut for pcb442

Martin Grötschel 84

CO at Work LP-based Branch & Bound

Solve LP relaxation: Upper Bound Root v=0.5 (fractional) v = v =0 1 G A 0 x z = 0 = = 1 1 x = z P

Integer Lower Bound y 0 = = 1 y

Infeas

z 0 = = z 1

Integer Remark: GAP = 0 ⇒ Proof of optimality

Martin Grötschel 85

CO at A Branching Work Tree

Applegate Bixby Chvátal Cook

Martin Grötschel 86

CO at Work Managing the LPs of the TSP

|V|(|V|-1)/2

CORE LP Column generation: Pricing.

~ 3|V| variables ~1.5|V| constraints astronomical Cuts: Separation

Martin Grötschel 87

CO at A Pictorial History of Some Work TSP World Records

Martin Grötschel Some TSP World Records number year authors # cities # variables of cities 700x 1954 DFJ 42/49 1146 increase 1977 G 120 7140

1987 PR 532 141,246 500,000 times 1988 GH 666 221,445 problem 1991 PR 2,392 2,859,636 size increase 1992 ABCC 3,038 4,613,203

in 51 1994 ABCC 7,397 27,354,106 years 1998 ABCC 13,509 91,239,786

2001 ABCC 15,112 114,178,716

2004 ABCC 24,978 311,937,753

2005 W. Cook, D. Epsinoza, M. Goycoolea 33,810 571,541,145 89

CO at Work The current champions ABCC stands for D. Applegate, B. Bixby, W. Cook, V. Chvátal

ƒ almost 15 years of code development ƒ presentation at ICM’98 in Berlin, see proceedings ƒ have made their code CONCORDE available in the Internet

Martin Grötschel 90

CO at Work USA 49

49 cities 1146 variables

1954

G. Dantzig, D.R. Fulkerson, S. Johnson

Martin Grötschel 91

CO at Work Die Reise um die Welt

666 Städte city list 221.445 Variable

1987/1991

M. Grötschel, O. Holland Martin Grötschel 92

CO at Work USA cities with population >500

13,509 cities 91,239,786 Variables

1998

D. Applegate, R.Bixby, V. Chvátal, W. Cook Martin Grötschel 93

CO at Work usa13509: The branching tree

0.01% initial gap

Martin Grötschel 94

CO at Work Summary: usa13509 ƒ 9539 nodes branching tree ƒ 48 workstations (Digital Alphas, Intel Pentium IIs, Pentium Pros, Sun UntraSparcs)

ƒ Total CPU time: 4 cpu years

Martin Grötschel Overlay of 3 Optimal Germany tours

from ABCC 2001 http://www.math.princeton.edu/ tsp/d15sol/dhistory.html 96

CO at Work Optimal Tour of Sweden

311,937,753 variables

ABCC plus Keld Helsgaun Roskilde Univ. Denmark.

Martin Grötschel 97

CO at The importance of LP in IP solving Work (slide from Bill Cook)

Martin Grötschel 98

CO at World Tour, current status Work http://www.tsp.gatech.edu/world/

We give links to several images of the World TSP tour of length 7,516,353,779 found by Keld Helsgaun in December 2003. A lower bound provided by the Concorde TSP code shows that this tour is at most 0.076% longer than an optimal tour through the

Martin 1,904,711 cities. Grötschel 02M1 Lecture The Travelling Salesman Problem and some Applications

Martin Grötschel Block Course at TU Berlin "CombinatorialThe Optimization End at Work“ October 4 – 15, 2005

Martin Grötschel ƒ Institut für Mathematik, Technische Universität Berlin (TUB) ƒ DFG-Forschungszentrum “Mathematik für Schlüsseltechnologien” (MATHEON) ƒ Konrad-Zuse-Zentrum für Informationstechnik Berlin (ZIB) [email protected] http://www.zib.de/groetschel