Paradigms of Combinatorial Optimization
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W657-Paschos 2.qxp_Layout 1 01/07/2014 14:05 Page 1 MATHEMATICS AND STATISTICS SERIES Vangelis Th. Paschos Vangelis Edited by This updated and revised 2nd edition of the three-volume Combinatorial Optimization series covers a very large set of topics in this area, dealing with fundamental notions and approaches as well as several classical applications of Combinatorial Optimization. Combinatorial Optimization is a multidisciplinary field, lying at the interface of three major scientific domains: applied mathematics, theoretical computer science, and management studies. Its focus is on finding the least-cost solution to a mathematical problem in which each solution is associated with a numerical cost. In many such problems, exhaustive search is not feasible, so the approach taken is to operate within the domain of optimization problems, in which the set of feasible solutions is discrete or can be reduced to discrete, and in which the goal is to find the best solution. Some common problems involving combinatorial optimization are the traveling salesman problem and the Combinatorial Optimization minimum spanning tree problem. Combinatorial Optimization is a subset of optimization that is related to operations research, algorithm theory, and computational complexity theory. It 2 has important applications in several fields, including artificial intelligence, nd mathematics, and software engineering. Edition Revised and Updated This second volume, which addresses the various paradigms and approaches taken in Combinatorial Optimization, is divided into two parts: Paradigms of - Paradigmatic Problems, which discusses several famous combinatorial optimization problems, such as max cut, min coloring, optimal satisfiability TSP, Paradigms of etc., the study of which has largely contributed to the development, the legitimization and the establishment of Combinatorial Optimization as one of the most active current scientific domains. - New Approaches, which presents the methodological approaches that fertilize and are fertilized by Combinatorial Optimization such as polynomial Combinatorial approximation, on-line computation, robustness, etc., and, more recently, algorithmic game theory. The three volumes of this series form a coherent whole. The set of books is intended to be a self-contained treatment requiring only basic understanding Optimization and knowledge of a few mathematical theories and concepts. It is intended for researchers, practitioners and MSc or PhD students. Problems and New Approaches Vangelis Th. Paschos is Exceptional Class Professor of Computer Science and nd Combinatorial Optimization at the Paris-Dauphine University and chairman of 2 Edition Revised and Updated the LAMSADE (Laboratory for the Modeling and the Analysis of Decision Aiding Systems) in France. Edited by Vangelis Th. Paschos Z(7ib8e8-CBGFHA( www.iste.co.uk Paradigms of Combinatorial Optimization Revised and Updated 2nd Edition Paradigms of Combinatorial Optimization Problems and New Approaches Edited by Vangelis Th. Paschos First edition published 2010 in Great Britain and the United States by ISTE Ltd and John Wiley & Sons, Inc.© ISTE Ltd 2010 First published 2014 in Great Britain and the United States by ISTE Ltd and John Wiley & Sons, Inc. Apart from any fair dealing for the purposes of research or private study, or criticism or review, as permitted under the Copyright, Designs and Patents Act 1988, this publication may only be reproduced, stored or transmitted, in any form or by any means, with the prior permission in writing of the publishers, or in the case of reprographic reproduction in accordance with the terms and licenses issued by the CLA. Enquiries concerning reproduction outside these terms should be sent to the publishers at the undermentioned address: ISTE Ltd John Wiley & Sons, Inc. 27-37 St George’s Road 111 River Street London SW19 4EU Hoboken, NJ 07030 UK USA www.iste.co.uk www.wiley.com © ISTE Ltd 2014 The rights of Vangelis Th. Paschos to be identified as the author of this work have been asserted by him in accordance with the Copyright, Designs and Patents Act 1988. Library of Congress Control Number: 2014942904 British Library Cataloguing-in-Publication Data A CIP record for this book is available from the British Library ISBN 978-1-84821-657-0 Printed and bound in Great Britain by CPI Group (UK) Ltd., Croydon, Surrey CR0 4YY Table of Contents Preface ........................................... xvii Vangelis Th. PASCHOS PART I. PARADIGMATIC PROBLEMS. ......................... 1 Chapter 1. Optimal Satisfiability........................... 3 Cristina BAZGAN 1.1. Introduction.................................... 3 1.2.Preliminaries................................... 5 1.2.1. Constraint satisfaction problems: decision and optimization versions ....................................... 6 1.2.2.Constrainttypes............................... 8 1.3.Complexityofdecisionproblems....................... 10 1.4.Complexityandapproximationofoptimizationproblems........ 13 1.4.1.Maximizationproblems.......................... 13 1.4.2.Minimizationproblems.......................... 20 1.5.Particularinstancesofconstraintsatisfactionproblems.......... 20 1.5.1.Planarinstances............................... 21 1.5.2.Denseinstances............................... 22 1.5.3.Instanceswithaboundednumberofoccurrences........... 24 1.6.Satisfiability problems under global constraints .............. 25 1.7.Conclusion.................................... 27 1.8.Bibliography................................... 27 Chapter 2. Scheduling Problems ........................... 33 Philippe CHRÉTIENNE and Christophe PICOULEAU 2.1. Introduction ................................... 33 2.2.Newtechniquesforapproximation...................... 34 vi Combinatorial Optimization 2 2.2.1. Linear programming and scheduling .................. 35 2.2.2.AnapproximationschemeforP||Cmax................. 40 2.3.Constraintsandscheduling........................... 41 2.3.1. The monomachine constraint ....................... 41 2.3.2.Thecumulativeconstraint......................... 44 2.3.3.Energeticreasoning............................. 45 2.4.Non-regularcriteria............................... 46 2.4.1.PERTwithconvexcosts.......................... 47 2.4.2.Minimizingtheearly–tardycostononemachine........... 52 2.5.Bibliography................................... 57 Chapter 3. Location Problems ............................ 61 Aristotelis GIANNAKOS 3.1. Introduction.................................... 61 3.1.1.Weber’sproblem.............................. 62 3.1.2.Aclassification............................... 64 3.2.Continuous problems .............................. 65 3.2.1.Completecovering............................. 65 3.2.2.Maximalcovering............................. 66 3.2.3.Emptycovering............................... 67 3.2.4.Bicriteriamodels.............................. 69 3.2.5.Covering with multiple resources .................... 69 3.3.Discreteproblems................................ 70 3.3.1.p-Center................................... 70 3.3.2.p-Dispersion................................. 70 3.3.3.p-Median................................... 71 3.3.4.Hub...................................... 73 3.3.5.p-Maxisum.................................. 73 3.4. On-line problems ................................ 74 3.5.Thequadraticassignmentproblem...................... 77 3.5.1.Definitions and formulations of the problem.............. 77 3.5.2.Complexity................................. 79 3.5.3.Relaxationsandlowerbounds...................... 79 3.6.Conclusion.................................... 82 3.7.Bibliography................................... 83 Chapter 4. MiniMax Algorithms and Games ................... 89 Michel KOSKAS 4.1. Introduction.................................... 89 4.2.Gamesofnochance:thesimplecases.................... 91 4.3.Thecaseofcomplexnochancegames.................... 94 4.3.1.Approximativeevaluation......................... 95 Table of Contents vii 4.3.2. Horizon effect ................................ 97 4.3.3. α-β pruning ................................. 97 4.4.Quiescencesearch................................ 99 4.4.1.OtherrefinementsoftheMiniMaxalgorithm............. 102 4.5.Caseofgamesusingchance.......................... 103 4.6.Conclusion.................................... 103 4.7.Bibliography................................... 106 Chapter 5. Two-dimensional Bin Packing Problems .............. 107 Andrea LODI, Silvano MARTELLO, Michele MONACI and Daniele VIGO 5.1. Introduction.................................... 107 5.2.Models....................................... 108 5.2.1.ILPmodelsforlevelpacking....................... 109 5.3.Upperbounds................................... 112 5.3.1.Strippacking................................. 112 5.3.2.Binpacking:two-phaseheuristics.................... 113 5.3.3.Binpacking:one-phaselevelheuristics................. 115 5.3.4.Binpacking:one-phasenon-levelheuristics.............. 116 5.3.5.Metaheuristics................................ 116 5.3.6.Approximationalgorithms........................ 118 5.4.Lowerbounds.................................. 119 5.4.1.Lowerboundsforlevelpacking..................... 123 5.5.Exactalgorithms................................. 123 5.6Acknowledgements............................... 125 5.7.Bibliography................................... 125 Chapter 6. The Maximum Cut Problem ...................... 131 Walid BEN-AMEUR, Ali Ridha MAHJOUB and José NETO 6.1. Introduction...................................