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No Slide Title The ILP approach to the layered graph drawing Ago Kuusik Veskisilla Teooriapäevad 1-3.10.2004 1 Outline Introduction Hierarchical drawing & Sugiyama algorithm Linear Programming (LP) and Integer Linear Programming (ILP) Multi-level crossing minimisation ILP Maximum level planar subgraph ILP 2 Graphs Set of vertices V (real world: entities) Set of edges E ::= pairs of vertices (real world: relations) Directed graph: E ::= set of ordered pairs of vertices 3 Graph drawing Started to grow in 1960s, aim – software understanding Now, used in number of areas, for example – Software engineering (call graphs, class diagrams, database schemas) – Social studies (relationship diagrams) – Chemistry (molecular structures) 4 Graph drawing Definition: Given a graph G=(V, E), represent the graph on a plane: – Vertices – closed shapes – Edges – Jordan curves between vertex shapes (Jordan curve = a closed curve that does not intersect itself) 5 Aesthetic criteria General Application-specific – Min. number of edge – Specific vertex crossings shapes (E-R – Uniform edge diagram) direction (directed – Specific vertex graph) locations (class – Min. number of edge hierarchy) bends – Min. area 6 Hierachical drawing Given: a directed acyclic graph (A cyclic graph can be converted acyclic by reversing some edges; minimum feedback arc set is NP hard) Objective: – Uniform edge direction – Min. Number of edge crossings 7 Sugiyama algorithm Published by Sugiyama, Tagawa, Toda 1981 Vertices are placed on discrete layers Edges have uniform direction Edges connect vertices of adjacent layers Reduced edge crossings Overall balance of vertex locations 8 0. random layout 1. layering 2. sorting on layers 3. final positioning 9 1. Layering Assign vertices to discrete layers so that the edges point to common direction – Longest path layering, shortest path layering: simple DFS algorithms – Coffman-Graham layering – constrains the width of the drawing – ILP approaches (Nikolov, 2002) 10 Proper and non-proper layering Proper Non-Proper Dummy vertex 11 2. Sorting of vertices on layers A combinatorial problem of re-ordering a set instead of a geometric placement problem Objective: min. edge crossings NP-hard even for 2 layers (Eades et al, 1986) Heuristics: barycenter, median, stochastic ILP approach 12 3. Positioning of vertices Objective: balanced positioning, reduction of edge bends Algorithms: – Linear Programming method (Sugiyama et al., 1981) – Pendulum heuristic (Sander, 1995) 13 Our improvement to Sugiyama algorithm We aim to improve the 2nd step: reordering of vertices: – Find the optimal solution or a solution with guaranteed quality – Optimise accross all layers – Consider visualising the maximum level planar subgraph as an alternative to crossing minimisation 14 Min. crossings vs max. planar subgraph Max. planar subgraph Min. crossings 15 ILP - motivation Possible to get the optimum result faster than by complete enumeration Known precision of the solution, if a terminated run Applications where quality is important (like publishing) Generation of comparative results for proving heuristics Study of the problem from a different angle 16 ILP vs other approaches time Complete enumeration ILP heuristics quality 17 Linear program - Example A chemical factory has a line with 3 machines: Unit price x 100 EEK/t A B C 1 x2 200 EEK/t x : 4t/day x : 6t/day x1: 16t/day 1 1 x : 6t/day x : 6t/day x2: 4t/day 2 2 Max. daily capacity (exclusively) Find the daily amounts (x1 and x2) of products so that the total price is maximal. 18 Linear program - formulation x2 + max(100x1 200x2) 1 1 subject to: x + x ≤1 16 1 4 2 1 1 4 + ≤ 1 + 1 ≤ (A) x1 x2 1 x1 x2 1 16 4 3 6 6 1 1 100x + 200x (B) x + x ≤ 1 1 2 1 2 2 = = 4 16 x1 3.33; x2 2.67 1 1 + ≤ 1 1 1 (C) x1 x2 1 x + x ≤1 6 6 4 1 16 2 ≥ x1 ,x2 0 1 2 3 4 x1 19 LP solution methods Simplex method (Dantzig 1947) – basically a greedy search along the vertices of the polytope determined by constraints – polynomially unbounded – works well in practice Ellipsoid (Khachyan 1979) and interior point (Karmarkar 1984) methods – polynomially bounded 20 Integer Linear program - Example A car factory has a line with 3 machines: Piece price x 100 kEEK A B C 1 x2 200 kEEK x : 4p/day x : 6p/day x1: 16p/day 1 1 x : 6p/day x : 6p/day x2: 4p/day 2 2 Max. daily capacity (exclusively) How many (x1 and x2) of the different car models must be manufactured so that the total price will be maximal. 21 Integer linear program - formulation x + 2 max(100x1 200x2) subject to: 1 1 x + x ≤1 1 1 16 1 4 2 (A) x + x ≤1 4 1 2 1 1 16 4 x + x ≤ 1 6 1 6 2 1 1 3 (B) x + x ≤ 1 + 1 2 100x1 200x2 4 16 2 1 1 (C) x + x ≤ 1 1 2 1 1 + 1 ≤ 6 6 x1 x2 1 ≥ 4 16 x1 ,x2 0 1 2 3 4 x x1 ,x2 integral 1 22 ILP algorithms When the solution of a LP-relaxation is – Integral – we have found the optimal solution – Fractional – need to define a more constrained problem 23 Branch-and-bound algorithm Solve the initial LP, let LB = cx Select a fractional variable xi=ti and create two subproblems: ≤ ≤ ≤ ≥ min { cx | Ax b, xi ti } min { cx | Ax b, xi ti } • For each subproblem, SOLVE, if • cx > LB don’t explore this branch • cx < LB • Non-integral x: REPEAT with some xj • Integral x: • LB = cx, if no more unexplored subproblems optimal solution • x is infeasible don’t explore this branch 24 Branch-and-bound 25 The lower and upper bounds Consider a minimisation problem: cx The upper bound = min(cx) over the integral solutions so far The lower bound = max(cx) over the not yet branched non-integral solutions time 26 Cutting plane algorithm Do 1. Solve the LP-relaxation 2. If x is not integral 1. Add a constraint to LP-relaxation that separates x from the polytope While x not integral 27 Cutting plane 28 Branch and Cut Based on branch-and bound algorithm Each time a subproblem results in a non-integer solution x, try to find a cutting plane separating x from the polytope Use only binding constraints for a subproblem 29 Polyhedral combinatorics Binary vector: x The set of all valid binary vectors: S Weights vector: c General combinatorial optimisation problem: min { cx subject to x ∈ S} Replace it with a linear optimisation problem: min { cx subject to Ax ≤ b} S = P ∩ Zn , P = { x ∈ Rn : Ax ≤ b} 30 Polyhedral combinatorics How to define Ax≤b? This an art! The best inequalities are those that define a facet of the polytope. A facet-defining inequality holds as an equality for |x| linearly independent solutions. 31 How to derive an ILP formulation? Derive from the ILP formulation of some similar problem, e.g.: – Multi-level crossing minimisation linear ordering – Maximum level planar subgraph maximum planar subgraph Analyse smaller problem instances by software. http://www.informatik.uni-heidelberg.de/groups/comopt/software/PORTA/ (PORTA derives from all enumerated solutions the facets of the polytope supported by these solutions) 32 Multi-Level Crossing Minimisation ILP p −1 Minimise r ∑ ∑ cijkl r =1 (i , j )(k ,l )∈Er −cr ≤ xr +1 − xr ≤ cr (i, j),(k,l)∈ E , j < l Subject to ijkl jl ik ijkl r − r ≤ r +1 + r ≤ + r ∈ < 1 cijkl xlj xik 1 cijkl (i, j),(k,l) Er, j l ≤ r + r − r ≤ < < 0 xij xjk xik 1 i j k r r ∈ { } xij ,cijkl 0,1 i k i k xr r r ik i j k r r+1 r+1 r r j l j l xij x jk 33 The vertex-exchange graph −cr ≤ xr +1 − xr ≤ cr Consider the crossing ijkl jl ik ijkl − r ≤ r +1 + r ≤ + r constraints: 1 cijkl xlj xik 1 cijkl They establish relationships If cr = 0: between linear ordering variables. ijkl r +1 = r x jl xik Objects & relationships Graph r +1 = − r xlj 1 xik - + a b de ab ce + + + - + c d e gh cd fh + f g h fg 34 Level planarity testing 1 0 0 - + a b de ab ce + + + - + c e d gh cd fh 1 + 0 0 f h g fg 0 a b + de ab + - c d e + fg cd + f g ce 35 Benefits of V-E graph O(|V|2) level planarity testing algorithm (|E| < 2|V| - 4) O(|V|3) layout algorithm for level planar graph V-E graph odd/labelled cycle inequalities to crossing minimisation ILP: ∑ cr ≥ 1, C - an odd-labelled fundamental cycle in V-E graph ijkl c r ∈C ijkl 36 Example (random layout) 96 vertices, 110 edges 37 Example (Sugiyama layout) 98 crossings 38 Example (ILP layout) 31 crossings 88s on 300MHz DEC AlphaStation 39 Example (Gansner et al., ‘93) 41 crossings 40 Example (ILP) 38 crossings, 143s 41 Independence system A set E; I is a set of subsets of E, ⊆ ⊆ ∈ ∈ F1 F2 E and F2 I F1 I (E,I) is an independence system If C ⊆ E, C ∉ I and for every F ⊂ C, F ∈ I C is a circuit Determine the maximum weighted member of I: max cT x subject to: + + + = − = ai1x1 ai2 x2 ... ai| E| x| E| | Ci | 1, i 1,2...,| | 0, e ∉C a = j i ij ∈ 42 1, e j Ci Maximum level planar subgraph ILP Independent sets – level planar subgraphs Circuits –minimal level non-planar subgraphs Given a level graph G=(V,E): ∈ 1, e E p Maximise ∑ xe E ⊂ E, e∈ E, x = p e ∉ 0, e E p ≤ − Subject to: ∑ xe S 1 S is a MLNP subgraph e∈S 43 MLNP subgraphs - trees 44 MLNP subgraphs – LNP cycles 45 MLNP subgraphs – LP cycles + paths 46 Separation algorithm 47 Using odd-labelled cycles of V-E graph Use the edges of the original graph that induced an odd-labelled cycles in the vertex-exchange graph 48 Primal heuristic - is executed each time a subproblem is solved.
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